Diff for /imach/src/imach.c between versions 1.12 and 1.110

version 1.12, 2002/02/20 16:57:00 version 1.110, 2006/01/25 00:51:50
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 1.110  2006/01/25 00:51:50  brouard
   individuals from different ages are interviewed on their health status    (Module): Lots of cleaning and bugs added (Gompertz)
   or degree of  disability. At least a second wave of interviews  
   ("longitudinal") should  measure each new individual health status.    Revision 1.109  2006/01/24 19:37:15  brouard
   Health expectancies are computed from the transistions observed between    (Module): Comments (lines starting with a #) are allowed in data.
   waves and are computed for each degree of severity of disability (number  
   of life states). More degrees you consider, more time is necessary to    Revision 1.108  2006/01/19 18:05:42  lievre
   reach the Maximum Likelihood of the parameters involved in the model.    Gnuplot problem appeared...
   The simplest model is the multinomial logistic model where pij is    To be fixed
   the probabibility to be observed in state j at the second wave conditional  
   to be observed in state i at the first wave. Therefore the model is:    Revision 1.107  2006/01/19 16:20:37  brouard
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'    Test existence of gnuplot in imach path
   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 1.106  2006/01/19 13:24:36  brouard
     *Covariates have to be included here again* invites you to do it.    Some cleaning and links added in html output
   More covariates you add, less is the speed of the convergence.  
     Revision 1.105  2006/01/05 20:23:19  lievre
   The advantage that this computer programme claims, comes from that if the    *** empty log message ***
   delay between waves is not identical for each individual, or if some  
   individual missed an interview, the information is not rounded or lost, but    Revision 1.104  2005/09/30 16:11:43  lievre
   taken into account using an interpolation or extrapolation.    (Module): sump fixed, loop imx fixed, and simplifications.
   hPijx is the probability to be    (Module): If the status is missing at the last wave but we know
   observed in state i at age x+h conditional to the observed state i at age    that the person is alive, then we can code his/her status as -2
   x. The delay 'h' can be split into an exact number (nh*stepm) of    (instead of missing=-1 in earlier versions) and his/her
   unobserved intermediate  states. This elementary transition (by month or    contributions to the likelihood is 1 - Prob of dying from last
   quarter trimester, semester or year) is model as a multinomial logistic.    health status (= 1-p13= p11+p12 in the easiest case of somebody in
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices    the healthy state at last known wave). Version is 0.98
   and the contribution of each individual to the likelihood is simply hPijx.  
     Revision 1.103  2005/09/30 15:54:49  lievre
   Also this programme outputs the covariance matrix of the parameters but also    (Module): sump fixed, loop imx fixed, and simplifications.
   of the life expectancies. It also computes the prevalence limits.  
      Revision 1.102  2004/09/15 17:31:30  brouard
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    Add the possibility to read data file including tab characters.
            Institut national d'études démographiques, Paris.  
   This software have been partly granted by Euro-REVES, a concerted action    Revision 1.101  2004/09/15 10:38:38  brouard
   from the European Union.    Fix on curr_time
   It is copyrighted identically to a GNU software product, ie programme and  
   software can be distributed freely for non commercial use. Latest version    Revision 1.100  2004/07/12 18:29:06  brouard
   can be accessed at http://euroreves.ined.fr/imach .    Add version for Mac OS X. Just define UNIX in Makefile
   **********************************************************************/  
      Revision 1.99  2004/06/05 08:57:40  brouard
 #include <math.h>    *** empty log message ***
 #include <stdio.h>  
 #include <stdlib.h>    Revision 1.98  2004/05/16 15:05:56  brouard
 #include <unistd.h>    New version 0.97 . First attempt to estimate force of mortality
     directly from the data i.e. without the need of knowing the health
 #define MAXLINE 256    state at each age, but using a Gompertz model: log u =a + b*age .
 #define FILENAMELENGTH 80    This is the basic analysis of mortality and should be done before any
 /*#define DEBUG*/    other analysis, in order to test if the mortality estimated from the
 #define windows    cross-longitudinal survey is different from the mortality estimated
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    from other sources like vital statistic data.
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */  
     The same imach parameter file can be used but the option for mle should be -3.
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */  
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    Agnès, who wrote this part of the code, tried to keep most of the
     former routines in order to include the new code within the former code.
 #define NINTERVMAX 8  
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    The output is very simple: only an estimate of the intercept and of
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */    the slope with 95% confident intervals.
 #define NCOVMAX 8 /* Maximum number of covariates */  
 #define MAXN 20000    Current limitations:
 #define YEARM 12. /* Number of months per year */    A) Even if you enter covariates, i.e. with the
 #define AGESUP 130    model= V1+V2 equation for example, the programm does only estimate a unique global model without covariates.
 #define AGEBASE 40    B) There is no computation of Life Expectancy nor Life Table.
   
     Revision 1.97  2004/02/20 13:25:42  lievre
 int nvar;    Version 0.96d. Population forecasting command line is (temporarily)
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;    suppressed.
 int npar=NPARMAX;  
 int nlstate=2; /* Number of live states */    Revision 1.96  2003/07/15 15:38:55  brouard
 int ndeath=1; /* Number of dead states */    * imach.c (Repository): Errors in subdirf, 2, 3 while printing tmpout is
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    rewritten within the same printf. Workaround: many printfs.
   
 int *wav; /* Number of waves for this individuual 0 is possible */    Revision 1.95  2003/07/08 07:54:34  brouard
 int maxwav; /* Maxim number of waves */    * imach.c (Repository):
 int jmin, jmax; /* min, max spacing between 2 waves */    (Repository): Using imachwizard code to output a more meaningful covariance
 int mle, weightopt;    matrix (cov(a12,c31) instead of numbers.
 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 */    Revision 1.94  2003/06/27 13:00:02  brouard
 double jmean; /* Mean space between 2 waves */    Just cleaning
 double **oldm, **newm, **savm; /* Working pointers to matrices */  
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    Revision 1.93  2003/06/25 16:33:55  brouard
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;    (Module): On windows (cygwin) function asctime_r doesn't
 FILE *ficgp, *fichtm;    exist so I changed back to asctime which exists.
 FILE *ficreseij;    (Module): Version 0.96b
   char filerese[FILENAMELENGTH];  
  FILE  *ficresvij;    Revision 1.92  2003/06/25 16:30:45  brouard
   char fileresv[FILENAMELENGTH];    (Module): On windows (cygwin) function asctime_r doesn't
  FILE  *ficresvpl;    exist so I changed back to asctime which exists.
   char fileresvpl[FILENAMELENGTH];  
     Revision 1.91  2003/06/25 15:30:29  brouard
 #define NR_END 1    * imach.c (Repository): Duplicated warning errors corrected.
 #define FREE_ARG char*    (Repository): Elapsed time after each iteration is now output. It
 #define FTOL 1.0e-10    helps to forecast when convergence will be reached. Elapsed time
     is stamped in powell.  We created a new html file for the graphs
 #define NRANSI    concerning matrix of covariance. It has extension -cov.htm.
 #define ITMAX 200  
     Revision 1.90  2003/06/24 12:34:15  brouard
 #define TOL 2.0e-4    (Module): Some bugs corrected for windows. Also, when
     mle=-1 a template is output in file "or"mypar.txt with the design
 #define CGOLD 0.3819660    of the covariance matrix to be input.
 #define ZEPS 1.0e-10  
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);    Revision 1.89  2003/06/24 12:30:52  brouard
     (Module): Some bugs corrected for windows. Also, when
 #define GOLD 1.618034    mle=-1 a template is output in file "or"mypar.txt with the design
 #define GLIMIT 100.0    of the covariance matrix to be input.
 #define TINY 1.0e-20  
     Revision 1.88  2003/06/23 17:54:56  brouard
 static double maxarg1,maxarg2;    * imach.c (Repository): Create a sub-directory where all the secondary files are. Only imach, htm, gp and r(imach) are on the main directory. Correct time and other things.
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))  
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))    Revision 1.87  2003/06/18 12:26:01  brouard
      Version 0.96
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))  
 #define rint(a) floor(a+0.5)    Revision 1.86  2003/06/17 20:04:08  brouard
     (Module): Change position of html and gnuplot routines and added
 static double sqrarg;    routine fileappend.
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)  
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}    Revision 1.85  2003/06/17 13:12:43  brouard
     * imach.c (Repository): Check when date of death was earlier that
 int imx;    current date of interview. It may happen when the death was just
 int stepm;    prior to the death. In this case, dh was negative and likelihood
 /* Stepm, step in month: minimum step interpolation*/    was wrong (infinity). We still send an "Error" but patch by
     assuming that the date of death was just one stepm after the
 int m,nb;    interview.
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;    (Repository): Because some people have very long ID (first column)
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;    we changed int to long in num[] and we added a new lvector for
 double **pmmij;    memory allocation. But we also truncated to 8 characters (left
     truncation)
 double *weight;    (Repository): No more line truncation errors.
 int **s; /* Status */  
 double *agedc, **covar, idx;    Revision 1.84  2003/06/13 21:44:43  brouard
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;    * imach.c (Repository): Replace "freqsummary" at a correct
     place. It differs from routine "prevalence" which may be called
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */    many times. Probs is memory consuming and must be used with
 double ftolhess; /* Tolerance for computing hessian */    parcimony.
     Version 0.95a3 (should output exactly the same maximization than 0.8a2)
 /**************** split *************************/  
 static  int split( char *path, char *dirc, char *name )    Revision 1.83  2003/06/10 13:39:11  lievre
 {    *** empty log message ***
    char *s;                             /* pointer */  
    int  l1, l2;                         /* length counters */    Revision 1.82  2003/06/05 15:57:20  brouard
     Add log in  imach.c and  fullversion number is now printed.
    l1 = strlen( path );                 /* length of path */  
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );  */
    s = strrchr( path, '\\' );           /* find last / */  /*
    if ( s == NULL ) {                   /* no directory, so use current */     Interpolated Markov Chain
 #if     defined(__bsd__)                /* get current working directory */  
       extern char       *getwd( );    Short summary of the programme:
     
       if ( getwd( dirc ) == NULL ) {    This program computes Healthy Life Expectancies from
 #else    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
       extern char       *getcwd( );    first survey ("cross") where individuals from different ages are
     interviewed on their health status or degree of disability (in the
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {    case of a health survey which is our main interest) -2- at least a
 #endif    second wave of interviews ("longitudinal") which measure each change
          return( GLOCK_ERROR_GETCWD );    (if any) in individual health status.  Health expectancies are
       }    computed from the time spent in each health state according to a
       strcpy( name, path );             /* we've got it */    model. More health states you consider, more time is necessary to reach the
    } else {                             /* strip direcotry from path */    Maximum Likelihood of the parameters involved in the model.  The
       s++;                              /* after this, the filename */    simplest model is the multinomial logistic model where pij is the
       l2 = strlen( s );                 /* length of filename */    probability to be observed in state j at the second wave
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );    conditional to be observed in state i at the first wave. Therefore
       strcpy( name, s );                /* save file name */    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
       strncpy( dirc, path, l1 - l2 );   /* now the directory */    'age' is age and 'sex' is a covariate. If you want to have a more
       dirc[l1-l2] = 0;                  /* add zero */    complex model than "constant and age", you should modify the program
    }    where the markup *Covariates have to be included here again* invites
    l1 = strlen( dirc );                 /* length of directory */    you to do it.  More covariates you add, slower the
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }    convergence.
    return( 0 );                         /* we're done */  
 }    The advantage of this computer programme, compared to a simple
     multinomial logistic model, is clear when the delay between waves is not
     identical for each individual. Also, if a individual missed an
 /******************************************/    intermediate interview, the information is lost, but taken into
     account using an interpolation or extrapolation.  
 void replace(char *s, char*t)  
 {    hPijx is the probability to be observed in state i at age x+h
   int i;    conditional to the observed state i at age x. The delay 'h' can be
   int lg=20;    split into an exact number (nh*stepm) of unobserved intermediate
   i=0;    states. This elementary transition (by month, quarter,
   lg=strlen(t);    semester or year) is modelled as a multinomial logistic.  The hPx
   for(i=0; i<= lg; i++) {    matrix is simply the matrix product of nh*stepm elementary matrices
     (s[i] = t[i]);    and the contribution of each individual to the likelihood is simply
     if (t[i]== '\\') s[i]='/';    hPijx.
   }  
 }    Also this programme outputs the covariance matrix of the parameters but also
     of the life expectancies. It also computes the stable prevalence. 
 int nbocc(char *s, char occ)    
 {    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
   int i,j=0;             Institut national d'études démographiques, Paris.
   int lg=20;    This software have been partly granted by Euro-REVES, a concerted action
   i=0;    from the European Union.
   lg=strlen(s);    It is copyrighted identically to a GNU software product, ie programme and
   for(i=0; i<= lg; i++) {    software can be distributed freely for non commercial use. Latest version
   if  (s[i] == occ ) j++;    can be accessed at http://euroreves.ined.fr/imach .
   }  
   return j;    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
 }    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
     
 void cutv(char *u,char *v, char*t, char occ)    **********************************************************************/
 {  /*
   int i,lg,j,p=0;    main
   i=0;    read parameterfile
   for(j=0; j<=strlen(t)-1; j++) {    read datafile
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;    concatwav
   }    freqsummary
     if (mle >= 1)
   lg=strlen(t);      mlikeli
   for(j=0; j<p; j++) {    print results files
     (u[j] = t[j]);    if mle==1 
   }       computes hessian
      u[p]='\0';    read end of parameter file: agemin, agemax, bage, fage, estepm
         begin-prev-date,...
    for(j=0; j<= lg; j++) {    open gnuplot file
     if (j>=(p+1))(v[j-p-1] = t[j]);    open html file
   }    stable prevalence
 }     for age prevalim()
     h Pij x
 /********************** nrerror ********************/    variance of p varprob
     forecasting if prevfcast==1 prevforecast call prevalence()
 void nrerror(char error_text[])    health expectancies
 {    Variance-covariance of DFLE
   fprintf(stderr,"ERREUR ...\n");    prevalence()
   fprintf(stderr,"%s\n",error_text);     movingaverage()
   exit(1);    varevsij() 
 }    if popbased==1 varevsij(,popbased)
 /*********************** vector *******************/    total life expectancies
 double *vector(int nl, int nh)    Variance of stable prevalence
 {   end
   double *v;  */
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  
   if (!v) nrerror("allocation failure in vector");  
   return v-nl+NR_END;  
 }   
   #include <math.h>
 /************************ free vector ******************/  #include <stdio.h>
 void free_vector(double*v, int nl, int nh)  #include <stdlib.h>
 {  #include <string.h>
   free((FREE_ARG)(v+nl-NR_END));  #include <unistd.h>
 }  
   #include <limits.h>
 /************************ivector *******************************/  #include <sys/types.h>
 int *ivector(long nl,long nh)  #include <sys/stat.h>
 {  #include <errno.h>
   int *v;  extern int errno;
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  
   if (!v) nrerror("allocation failure in ivector");  /* #include <sys/time.h> */
   return v-nl+NR_END;  #include <time.h>
 }  #include "timeval.h"
   
 /******************free ivector **************************/  /* #include <libintl.h> */
 void free_ivector(int *v, long nl, long nh)  /* #define _(String) gettext (String) */
 {  
   free((FREE_ARG)(v+nl-NR_END));  #define MAXLINE 256
 }  
   #define GNUPLOTPROGRAM "gnuplot"
 /******************* imatrix *******************************/  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
 int **imatrix(long nrl, long nrh, long ncl, long nch)  #define FILENAMELENGTH 132
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */  
 {  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
   int **m;  
    #define MAXPARM 30 /* Maximum number of parameters for the optimization */
   /* allocate pointers to rows */  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  
   if (!m) nrerror("allocation failure 1 in matrix()");  #define NINTERVMAX 8
   m += NR_END;  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
   m -= nrl;  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
    #define NCOVMAX 8 /* Maximum number of covariates */
    #define MAXN 20000
   /* allocate rows and set pointers to them */  #define YEARM 12. /* Number of months per year */
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  #define AGESUP 130
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  #define AGEBASE 40
   m[nrl] += NR_END;  #define AGEGOMP 10. /* Minimal age for Gompertz adjustment */
   m[nrl] -= ncl;  #ifdef UNIX
    #define DIRSEPARATOR '/'
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  #define CHARSEPARATOR "/"
    #define ODIRSEPARATOR '\\'
   /* return pointer to array of pointers to rows */  #else
   return m;  #define DIRSEPARATOR '\\'
 }  #define CHARSEPARATOR "\\"
   #define ODIRSEPARATOR '/'
 /****************** free_imatrix *************************/  #endif
 void free_imatrix(m,nrl,nrh,ncl,nch)  
       int **m;  /* $Id$ */
       long nch,ncl,nrh,nrl;  /* $State$ */
      /* free an int matrix allocated by imatrix() */  
 {  char version[]="Imach version 0.98a, January 2006, INED-EUROREVES ";
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  char fullversion[]="$Revision$ $Date$"; 
   free((FREE_ARG) (m+nrl-NR_END));  int erreur, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
 }  int nvar;
   int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
 /******************* matrix *******************************/  int npar=NPARMAX;
 double **matrix(long nrl, long nrh, long ncl, long nch)  int nlstate=2; /* Number of live states */
 {  int ndeath=1; /* Number of dead states */
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
   double **m;  int popbased=0;
   
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  int *wav; /* Number of waves for this individuual 0 is possible */
   if (!m) nrerror("allocation failure 1 in matrix()");  int maxwav; /* Maxim number of waves */
   m += NR_END;  int jmin, jmax; /* min, max spacing between 2 waves */
   m -= nrl;  int ijmin, ijmax; /* Individuals having jmin and jmax */ 
   int gipmx, gsw; /* Global variables on the number of contributions 
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));                     to the likelihood and the sum of weights (done by funcone)*/
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  int mle, weightopt;
   m[nrl] += NR_END;  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
   m[nrl] -= ncl;  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
   int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;             * wave mi and wave mi+1 is not an exact multiple of stepm. */
   return m;  double jmean; /* Mean space between 2 waves */
 }  double **oldm, **newm, **savm; /* Working pointers to matrices */
   double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
 /*************************free matrix ************************/  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)  FILE *ficlog, *ficrespow;
 {  int globpr; /* Global variable for printing or not */
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  double fretone; /* Only one call to likelihood */
   free((FREE_ARG)(m+nrl-NR_END));  long ipmx; /* Number of contributions */
 }  double sw; /* Sum of weights */
   char filerespow[FILENAMELENGTH];
 /******************* ma3x *******************************/  char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)  FILE *ficresilk;
 {  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;  FILE *ficresprobmorprev;
   double ***m;  FILE *fichtm, *fichtmcov; /* Html File */
   FILE *ficreseij;
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  char filerese[FILENAMELENGTH];
   if (!m) nrerror("allocation failure 1 in matrix()");  FILE  *ficresvij;
   m += NR_END;  char fileresv[FILENAMELENGTH];
   m -= nrl;  FILE  *ficresvpl;
   char fileresvpl[FILENAMELENGTH];
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  char title[MAXLINE];
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
   m[nrl] += NR_END;  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
   m[nrl] -= ncl;  char tmpout[FILENAMELENGTH],  tmpout2[FILENAMELENGTH]; 
   char command[FILENAMELENGTH];
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  int  outcmd=0;
   
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");  
   m[nrl][ncl] += NR_END;  char filelog[FILENAMELENGTH]; /* Log file */
   m[nrl][ncl] -= nll;  char filerest[FILENAMELENGTH];
   for (j=ncl+1; j<=nch; j++)  char fileregp[FILENAMELENGTH];
     m[nrl][j]=m[nrl][j-1]+nlay;  char popfile[FILENAMELENGTH];
    
   for (i=nrl+1; i<=nrh; i++) {  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;  
     for (j=ncl+1; j<=nch; j++)  struct timeval start_time, end_time, curr_time, last_time, forecast_time;
       m[i][j]=m[i][j-1]+nlay;  struct timezone tzp;
   }  extern int gettimeofday();
   return m;  struct tm tmg, tm, tmf, *gmtime(), *localtime();
 }  long time_value;
   extern long time();
 /*************************free ma3x ************************/  char strcurr[80], strfor[80];
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)  
 {  char *endptr;
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));  long lval;
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  
   free((FREE_ARG)(m+nrl-NR_END));  #define NR_END 1
 }  #define FREE_ARG char*
   #define FTOL 1.0e-10
 /***************** f1dim *************************/  
 extern int ncom;  #define NRANSI 
 extern double *pcom,*xicom;  #define ITMAX 200 
 extern double (*nrfunc)(double []);  
    #define TOL 2.0e-4 
 double f1dim(double x)  
 {  #define CGOLD 0.3819660 
   int j;  #define ZEPS 1.0e-10 
   double f;  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
   double *xt;  
    #define GOLD 1.618034 
   xt=vector(1,ncom);  #define GLIMIT 100.0 
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];  #define TINY 1.0e-20 
   f=(*nrfunc)(xt);  
   free_vector(xt,1,ncom);  static double maxarg1,maxarg2;
   return f;  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
 }  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
     
 /*****************brent *************************/  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)  #define rint(a) floor(a+0.5)
 {  
   int iter;  static double sqrarg;
   double a,b,d,etemp;  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
   double fu,fv,fw,fx;  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
   double ftemp;  int agegomp= AGEGOMP;
   double p,q,r,tol1,tol2,u,v,w,x,xm;  
   double e=0.0;  int imx; 
    int stepm=1;
   a=(ax < cx ? ax : cx);  /* Stepm, step in month: minimum step interpolation*/
   b=(ax > cx ? ax : cx);  
   x=w=v=bx;  int estepm;
   fw=fv=fx=(*f)(x);  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
   for (iter=1;iter<=ITMAX;iter++) {  
     xm=0.5*(a+b);  int m,nb;
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);  long *num;
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/  int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage,*cens;
     printf(".");fflush(stdout);  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
 #ifdef DEBUG  double **pmmij, ***probs;
     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);  double *ageexmed,*agecens;
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */  double dateintmean=0;
 #endif  
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){  double *weight;
       *xmin=x;  int **s; /* Status */
       return fx;  double *agedc, **covar, idx;
     }  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
     ftemp=fu;  double *lsurv, *lpop, *tpop;
     if (fabs(e) > tol1) {  
       r=(x-w)*(fx-fv);  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
       q=(x-v)*(fx-fw);  double ftolhess; /* Tolerance for computing hessian */
       p=(x-v)*q-(x-w)*r;  
       q=2.0*(q-r);  /**************** split *************************/
       if (q > 0.0) p = -p;  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
       q=fabs(q);  {
       etemp=e;    /* From a file name with (full) path (either Unix or Windows) we extract the directory (dirc)
       e=d;       the name of the file (name), its extension only (ext) and its first part of the name (finame)
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))    */ 
         d=CGOLD*(e=(x >= xm ? a-x : b-x));    char  *ss;                            /* pointer */
       else {    int   l1, l2;                         /* length counters */
         d=p/q;  
         u=x+d;    l1 = strlen(path );                   /* length of path */
         if (u-a < tol2 || b-u < tol2)    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
           d=SIGN(tol1,xm-x);    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
       }    if ( ss == NULL ) {                   /* no directory, so determine current directory */
     } else {      strcpy( name, path );               /* we got the fullname name because no directory */
       d=CGOLD*(e=(x >= xm ? a-x : b-x));      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
     }        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));      /* get current working directory */
     fu=(*f)(u);      /*    extern  char* getcwd ( char *buf , int len);*/
     if (fu <= fx) {      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
       if (u >= x) a=x; else b=x;        return( GLOCK_ERROR_GETCWD );
       SHFT(v,w,x,u)      }
         SHFT(fv,fw,fx,fu)      /* got dirc from getcwd*/
         } else {      printf(" DIRC = %s \n",dirc);
           if (u < x) a=u; else b=u;    } else {                              /* strip direcotry from path */
           if (fu <= fw || w == x) {      ss++;                               /* after this, the filename */
             v=w;      l2 = strlen( ss );                  /* length of filename */
             w=u;      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
             fv=fw;      strcpy( name, ss );         /* save file name */
             fw=fu;      strncpy( dirc, path, l1 - l2 );     /* now the directory */
           } else if (fu <= fv || v == x || v == w) {      dirc[l1-l2] = 0;                    /* add zero */
             v=u;      printf(" DIRC2 = %s \n",dirc);
             fv=fu;    }
           }    /* We add a separator at the end of dirc if not exists */
         }    l1 = strlen( dirc );                  /* length of directory */
   }    if( dirc[l1-1] != DIRSEPARATOR ){
   nrerror("Too many iterations in brent");      dirc[l1] =  DIRSEPARATOR;
   *xmin=x;      dirc[l1+1] = 0; 
   return fx;      printf(" DIRC3 = %s \n",dirc);
 }    }
     ss = strrchr( name, '.' );            /* find last / */
 /****************** mnbrak ***********************/    if (ss >0){
       ss++;
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,      strcpy(ext,ss);                     /* save extension */
             double (*func)(double))      l1= strlen( name);
 {      l2= strlen(ss)+1;
   double ulim,u,r,q, dum;      strncpy( finame, name, l1-l2);
   double fu;      finame[l1-l2]= 0;
      }
   *fa=(*func)(*ax);  
   *fb=(*func)(*bx);    return( 0 );                          /* we're done */
   if (*fb > *fa) {  }
     SHFT(dum,*ax,*bx,dum)  
       SHFT(dum,*fb,*fa,dum)  
       }  /******************************************/
   *cx=(*bx)+GOLD*(*bx-*ax);  
   *fc=(*func)(*cx);  void replace_back_to_slash(char *s, char*t)
   while (*fb > *fc) {  {
     r=(*bx-*ax)*(*fb-*fc);    int i;
     q=(*bx-*cx)*(*fb-*fa);    int lg=0;
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/    i=0;
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));    lg=strlen(t);
     ulim=(*bx)+GLIMIT*(*cx-*bx);    for(i=0; i<= lg; i++) {
     if ((*bx-u)*(u-*cx) > 0.0) {      (s[i] = t[i]);
       fu=(*func)(u);      if (t[i]== '\\') s[i]='/';
     } else if ((*cx-u)*(u-ulim) > 0.0) {    }
       fu=(*func)(u);  }
       if (fu < *fc) {  
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))  int nbocc(char *s, char occ)
           SHFT(*fb,*fc,fu,(*func)(u))  {
           }    int i,j=0;
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {    int lg=20;
       u=ulim;    i=0;
       fu=(*func)(u);    lg=strlen(s);
     } else {    for(i=0; i<= lg; i++) {
       u=(*cx)+GOLD*(*cx-*bx);    if  (s[i] == occ ) j++;
       fu=(*func)(u);    }
     }    return j;
     SHFT(*ax,*bx,*cx,u)  }
       SHFT(*fa,*fb,*fc,fu)  
       }  void cutv(char *u,char *v, char*t, char occ)
 }  {
     /* cuts string t into u and v where u ends before first occurence of char 'occ' 
 /*************** linmin ************************/       and v starts after first occurence of char 'occ' : ex cutv(u,v,"abcdef2ghi2j",'2')
        gives u="abcedf" and v="ghi2j" */
 int ncom;    int i,lg,j,p=0;
 double *pcom,*xicom;    i=0;
 double (*nrfunc)(double []);    for(j=0; j<=strlen(t)-1; j++) {
        if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))    }
 {  
   double brent(double ax, double bx, double cx,    lg=strlen(t);
                double (*f)(double), double tol, double *xmin);    for(j=0; j<p; j++) {
   double f1dim(double x);      (u[j] = t[j]);
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,    }
               double *fc, double (*func)(double));       u[p]='\0';
   int j;  
   double xx,xmin,bx,ax;     for(j=0; j<= lg; j++) {
   double fx,fb,fa;      if (j>=(p+1))(v[j-p-1] = t[j]);
      }
   ncom=n;  }
   pcom=vector(1,n);  
   xicom=vector(1,n);  /********************** nrerror ********************/
   nrfunc=func;  
   for (j=1;j<=n;j++) {  void nrerror(char error_text[])
     pcom[j]=p[j];  {
     xicom[j]=xi[j];    fprintf(stderr,"ERREUR ...\n");
   }    fprintf(stderr,"%s\n",error_text);
   ax=0.0;    exit(EXIT_FAILURE);
   xx=1.0;  }
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);  /*********************** vector *******************/
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);  double *vector(int nl, int nh)
 #ifdef DEBUG  {
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);    double *v;
 #endif    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
   for (j=1;j<=n;j++) {    if (!v) nrerror("allocation failure in vector");
     xi[j] *= xmin;    return v-nl+NR_END;
     p[j] += xi[j];  }
   }  
   free_vector(xicom,1,n);  /************************ free vector ******************/
   free_vector(pcom,1,n);  void free_vector(double*v, int nl, int nh)
 }  {
     free((FREE_ARG)(v+nl-NR_END));
 /*************** powell ************************/  }
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,  
             double (*func)(double []))  /************************ivector *******************************/
 {  int *ivector(long nl,long nh)
   void linmin(double p[], double xi[], int n, double *fret,  {
               double (*func)(double []));    int *v;
   int i,ibig,j;    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
   double del,t,*pt,*ptt,*xit;    if (!v) nrerror("allocation failure in ivector");
   double fp,fptt;    return v-nl+NR_END;
   double *xits;  }
   pt=vector(1,n);  
   ptt=vector(1,n);  /******************free ivector **************************/
   xit=vector(1,n);  void free_ivector(int *v, long nl, long nh)
   xits=vector(1,n);  {
   *fret=(*func)(p);    free((FREE_ARG)(v+nl-NR_END));
   for (j=1;j<=n;j++) pt[j]=p[j];  }
   for (*iter=1;;++(*iter)) {  
     fp=(*fret);  /************************lvector *******************************/
     ibig=0;  long *lvector(long nl,long nh)
     del=0.0;  {
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);    long *v;
     for (i=1;i<=n;i++)    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
       printf(" %d %.12f",i, p[i]);    if (!v) nrerror("allocation failure in ivector");
     printf("\n");    return v-nl+NR_END;
     for (i=1;i<=n;i++) {  }
       for (j=1;j<=n;j++) xit[j]=xi[j][i];  
       fptt=(*fret);  /******************free lvector **************************/
 #ifdef DEBUG  void free_lvector(long *v, long nl, long nh)
       printf("fret=%lf \n",*fret);  {
 #endif    free((FREE_ARG)(v+nl-NR_END));
       printf("%d",i);fflush(stdout);  }
       linmin(p,xit,n,fret,func);  
       if (fabs(fptt-(*fret)) > del) {  /******************* imatrix *******************************/
         del=fabs(fptt-(*fret));  int **imatrix(long nrl, long nrh, long ncl, long nch) 
         ibig=i;       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
       }  { 
 #ifdef DEBUG    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
       printf("%d %.12e",i,(*fret));    int **m; 
       for (j=1;j<=n;j++) {    
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);    /* allocate pointers to rows */ 
         printf(" x(%d)=%.12e",j,xit[j]);    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
       }    if (!m) nrerror("allocation failure 1 in matrix()"); 
       for(j=1;j<=n;j++)    m += NR_END; 
         printf(" p=%.12e",p[j]);    m -= nrl; 
       printf("\n");    
 #endif    
     }    /* allocate rows and set pointers to them */ 
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
 #ifdef DEBUG    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
       int k[2],l;    m[nrl] += NR_END; 
       k[0]=1;    m[nrl] -= ncl; 
       k[1]=-1;    
       printf("Max: %.12e",(*func)(p));    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
       for (j=1;j<=n;j++)    
         printf(" %.12e",p[j]);    /* return pointer to array of pointers to rows */ 
       printf("\n");    return m; 
       for(l=0;l<=1;l++) {  } 
         for (j=1;j<=n;j++) {  
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];  /****************** free_imatrix *************************/
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);  void free_imatrix(m,nrl,nrh,ncl,nch)
         }        int **m;
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));        long nch,ncl,nrh,nrl; 
       }       /* free an int matrix allocated by imatrix() */ 
 #endif  { 
     free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
     free((FREE_ARG) (m+nrl-NR_END)); 
       free_vector(xit,1,n);  } 
       free_vector(xits,1,n);  
       free_vector(ptt,1,n);  /******************* matrix *******************************/
       free_vector(pt,1,n);  double **matrix(long nrl, long nrh, long ncl, long nch)
       return;  {
     }    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");    double **m;
     for (j=1;j<=n;j++) {  
       ptt[j]=2.0*p[j]-pt[j];    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
       xit[j]=p[j]-pt[j];    if (!m) nrerror("allocation failure 1 in matrix()");
       pt[j]=p[j];    m += NR_END;
     }    m -= nrl;
     fptt=(*func)(ptt);  
     if (fptt < fp) {    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
       if (t < 0.0) {    m[nrl] += NR_END;
         linmin(p,xit,n,fret,func);    m[nrl] -= ncl;
         for (j=1;j<=n;j++) {  
           xi[j][ibig]=xi[j][n];    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
           xi[j][n]=xit[j];    return m;
         }    /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
 #ifdef DEBUG     */
         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++)  
           printf(" %.12e",xit[j]);  /*************************free matrix ************************/
         printf("\n");  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
 #endif  {
       }    free((FREE_ARG)(m[nrl]+ncl-NR_END));
     }    free((FREE_ARG)(m+nrl-NR_END));
   }  }
 }  
   /******************* ma3x *******************************/
 /**** Prevalence limit ****************/  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
   {
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
 {    double ***m;
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit  
      matrix by transitions matrix until convergence is reached */    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
     if (!m) nrerror("allocation failure 1 in matrix()");
   int i, ii,j,k;    m += NR_END;
   double min, max, maxmin, maxmax,sumnew=0.;    m -= nrl;
   double **matprod2();  
   double **out, cov[NCOVMAX], **pmij();    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   double **newm;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   double agefin, delaymax=50 ; /* Max number of years to converge */    m[nrl] += NR_END;
     m[nrl] -= ncl;
   for (ii=1;ii<=nlstate+ndeath;ii++)  
     for (j=1;j<=nlstate+ndeath;j++){    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);  
     }    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
     if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
    cov[1]=1.;    m[nrl][ncl] += NR_END;
      m[nrl][ncl] -= nll;
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */    for (j=ncl+1; j<=nch; j++) 
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){      m[nrl][j]=m[nrl][j-1]+nlay;
     newm=savm;    
     /* Covariates have to be included here again */    for (i=nrl+1; i<=nrh; i++) {
      cov[2]=agefin;      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
        for (j=ncl+1; j<=nch; j++) 
       for (k=1; k<=cptcovn;k++) {        m[i][j]=m[i][j-1]+nlay;
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];    }
         /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/    return m; 
       }    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
       for (k=1; k<=cptcovage;k++)             &(m[i][j][k]) <=> *((*(m+i) + j)+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]]];  
   /*************************free ma3x ************************/
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/  {
     free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);    free((FREE_ARG)(m[nrl]+ncl-NR_END));
     free((FREE_ARG)(m+nrl-NR_END));
     savm=oldm;  }
     oldm=newm;  
     maxmax=0.;  /*************** function subdirf ***********/
     for(j=1;j<=nlstate;j++){  char *subdirf(char fileres[])
       min=1.;  {
       max=0.;    /* Caution optionfilefiname is hidden */
       for(i=1; i<=nlstate; i++) {    strcpy(tmpout,optionfilefiname);
         sumnew=0;    strcat(tmpout,"/"); /* Add to the right */
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];    strcat(tmpout,fileres);
         prlim[i][j]= newm[i][j]/(1-sumnew);    return tmpout;
         max=FMAX(max,prlim[i][j]);  }
         min=FMIN(min,prlim[i][j]);  
       }  /*************** function subdirf2 ***********/
       maxmin=max-min;  char *subdirf2(char fileres[], char *preop)
       maxmax=FMAX(maxmax,maxmin);  {
     }    
     if(maxmax < ftolpl){    /* Caution optionfilefiname is hidden */
       return prlim;    strcpy(tmpout,optionfilefiname);
     }    strcat(tmpout,"/");
   }    strcat(tmpout,preop);
 }    strcat(tmpout,fileres);
     return tmpout;
 /*************** transition probabilities ***************/  }
   
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )  /*************** function subdirf3 ***********/
 {  char *subdirf3(char fileres[], char *preop, char *preop2)
   double s1, s2;  {
   /*double t34;*/    
   int i,j,j1, nc, ii, jj;    /* Caution optionfilefiname is hidden */
     strcpy(tmpout,optionfilefiname);
     for(i=1; i<= nlstate; i++){    strcat(tmpout,"/");
     for(j=1; j<i;j++){    strcat(tmpout,preop);
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){    strcat(tmpout,preop2);
         /*s2 += param[i][j][nc]*cov[nc];*/    strcat(tmpout,fileres);
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    return tmpout;
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/  }
       }  
       ps[i][j]=s2;  /***************** f1dim *************************/
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/  extern int ncom; 
     }  extern double *pcom,*xicom;
     for(j=i+1; j<=nlstate+ndeath;j++){  extern double (*nrfunc)(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 f1dim(double x) 
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/  { 
       }    int j; 
       ps[i][j]=(s2);    double f;
     }    double *xt; 
   }   
     /*ps[3][2]=1;*/    xt=vector(1,ncom); 
     for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
   for(i=1; i<= nlstate; i++){    f=(*nrfunc)(xt); 
      s1=0;    free_vector(xt,1,ncom); 
     for(j=1; j<i; j++)    return f; 
       s1+=exp(ps[i][j]);  } 
     for(j=i+1; j<=nlstate+ndeath; j++)  
       s1+=exp(ps[i][j]);  /*****************brent *************************/
     ps[i][i]=1./(s1+1.);  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
     for(j=1; j<i; j++)  { 
       ps[i][j]= exp(ps[i][j])*ps[i][i];    int iter; 
     for(j=i+1; j<=nlstate+ndeath; j++)    double a,b,d,etemp;
       ps[i][j]= exp(ps[i][j])*ps[i][i];    double fu,fv,fw,fx;
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */    double ftemp;
   } /* end i */    double p,q,r,tol1,tol2,u,v,w,x,xm; 
     double e=0.0; 
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){   
     for(jj=1; jj<= nlstate+ndeath; jj++){    a=(ax < cx ? ax : cx); 
       ps[ii][jj]=0;    b=(ax > cx ? ax : cx); 
       ps[ii][ii]=1;    x=w=v=bx; 
     }    fw=fv=fx=(*f)(x); 
   }    for (iter=1;iter<=ITMAX;iter++) { 
       xm=0.5*(a+b); 
       tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
     for(jj=1; jj<= nlstate+ndeath; jj++){      printf(".");fflush(stdout);
      printf("%lf ",ps[ii][jj]);      fprintf(ficlog,".");fflush(ficlog);
    }  #ifdef DEBUG
     printf("\n ");      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);
     printf("\n ");printf("%lf ",cov[2]);*/      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
 /*  #endif
   for(i=1; i<= npar; i++) printf("%f ",x[i]);      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
   goto end;*/        *xmin=x; 
     return ps;        return fx; 
 }      } 
       ftemp=fu;
 /**************** Product of 2 matrices ******************/      if (fabs(e) > tol1) { 
         r=(x-w)*(fx-fv); 
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)        q=(x-v)*(fx-fw); 
 {        p=(x-v)*q-(x-w)*r; 
   /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times        q=2.0*(q-r); 
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */        if (q > 0.0) p = -p; 
   /* in, b, out are matrice of pointers which should have been initialized        q=fabs(q); 
      before: only the contents of out is modified. The function returns        etemp=e; 
      a pointer to pointers identical to out */        e=d; 
   long i, j, k;        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
   for(i=nrl; i<= nrh; i++)          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
     for(k=ncolol; k<=ncoloh; k++)        else { 
       for(j=ncl,out[i][k]=0.; j<=nch; j++)          d=p/q; 
         out[i][k] +=in[i][j]*b[j][k];          u=x+d; 
           if (u-a < tol2 || b-u < tol2) 
   return out;            d=SIGN(tol1,xm-x); 
 }        } 
       } else { 
         d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
 /************* Higher Matrix Product ***************/      } 
       u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )      fu=(*f)(u); 
 {      if (fu <= fx) { 
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month        if (u >= x) a=x; else b=x; 
      duration (i.e. until        SHFT(v,w,x,u) 
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.          SHFT(fv,fw,fx,fu) 
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step          } else { 
      (typically every 2 years instead of every month which is too big).            if (u < x) a=u; else b=u; 
      Model is determined by parameters x and covariates have to be            if (fu <= fw || w == x) { 
      included manually here.              v=w; 
               w=u; 
      */              fv=fw; 
               fw=fu; 
   int i, j, d, h, k;            } else if (fu <= fv || v == x || v == w) { 
   double **out, cov[NCOVMAX];              v=u; 
   double **newm;              fv=fu; 
             } 
   /* Hstepm could be zero and should return the unit matrix */          } 
   for (i=1;i<=nlstate+ndeath;i++)    } 
     for (j=1;j<=nlstate+ndeath;j++){    nrerror("Too many iterations in brent"); 
       oldm[i][j]=(i==j ? 1.0 : 0.0);    *xmin=x; 
       po[i][j][0]=(i==j ? 1.0 : 0.0);    return fx; 
     }  } 
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */  
   for(h=1; h <=nhstepm; h++){  /****************** mnbrak ***********************/
     for(d=1; d <=hstepm; d++){  
       newm=savm;  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
       /* Covariates have to be included here again */              double (*func)(double)) 
       cov[1]=1.;  { 
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;    double ulim,u,r,q, dum;
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];    double fu; 
       for (k=1; k<=cptcovage;k++)   
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];    *fa=(*func)(*ax); 
       for (k=1; k<=cptcovprod;k++)    *fb=(*func)(*bx); 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];    if (*fb > *fa) { 
       SHFT(dum,*ax,*bx,dum) 
         SHFT(dum,*fb,*fa,dum) 
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/        } 
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/    *cx=(*bx)+GOLD*(*bx-*ax); 
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,    *fc=(*func)(*cx); 
                    pmij(pmmij,cov,ncovmodel,x,nlstate));    while (*fb > *fc) { 
       savm=oldm;      r=(*bx-*ax)*(*fb-*fc); 
       oldm=newm;      q=(*bx-*cx)*(*fb-*fa); 
     }      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
     for(i=1; i<=nlstate+ndeath; i++)        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
       for(j=1;j<=nlstate+ndeath;j++) {      ulim=(*bx)+GLIMIT*(*cx-*bx); 
         po[i][j][h]=newm[i][j];      if ((*bx-u)*(u-*cx) > 0.0) { 
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);        fu=(*func)(u); 
          */      } else if ((*cx-u)*(u-ulim) > 0.0) { 
       }        fu=(*func)(u); 
   } /* end h */        if (fu < *fc) { 
   return po;          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
 }            SHFT(*fb,*fc,fu,(*func)(u)) 
             } 
       } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
 /*************** log-likelihood *************/        u=ulim; 
 double func( double *x)        fu=(*func)(u); 
 {      } else { 
   int i, ii, j, k, mi, d, kk;        u=(*cx)+GOLD*(*cx-*bx); 
   double l, ll[NLSTATEMAX], cov[NCOVMAX];        fu=(*func)(u); 
   double **out;      } 
   double sw; /* Sum of weights */      SHFT(*ax,*bx,*cx,u) 
   double lli; /* Individual log likelihood */        SHFT(*fa,*fb,*fc,fu) 
   long ipmx;        } 
   /*extern weight */  } 
   /* We are differentiating ll according to initial status */  
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/  /*************** linmin ************************/
   /*for(i=1;i<imx;i++)  
     printf(" %d\n",s[4][i]);  int ncom; 
   */  double *pcom,*xicom;
   cov[1]=1.;  double (*nrfunc)(double []); 
    
   for(k=1; k<=nlstate; k++) ll[k]=0.;  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){  { 
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];    double brent(double ax, double bx, double cx, 
     for(mi=1; mi<= wav[i]-1; mi++){                 double (*f)(double), double tol, double *xmin); 
       for (ii=1;ii<=nlstate+ndeath;ii++)    double f1dim(double x); 
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
       for(d=0; d<dh[mi][i]; d++){                double *fc, double (*func)(double)); 
         newm=savm;    int j; 
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;    double xx,xmin,bx,ax; 
         for (kk=1; kk<=cptcovage;kk++) {    double fx,fb,fa;
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];   
         }    ncom=n; 
            pcom=vector(1,n); 
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,    xicom=vector(1,n); 
                      1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));    nrfunc=func; 
         savm=oldm;    for (j=1;j<=n;j++) { 
         oldm=newm;      pcom[j]=p[j]; 
              xicom[j]=xi[j]; 
            } 
       } /* end mult */    ax=0.0; 
          xx=1.0; 
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
       ipmx +=1;  #ifdef DEBUG
       sw += weight[i];    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
     } /* end of wave */  #endif
   } /* end of individual */    for (j=1;j<=n;j++) { 
       xi[j] *= xmin; 
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];      p[j] += xi[j]; 
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */    } 
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */    free_vector(xicom,1,n); 
   return -l;    free_vector(pcom,1,n); 
 }  } 
   
   char *asc_diff_time(long time_sec, char ascdiff[])
 /*********** Maximum Likelihood Estimation ***************/  {
     long sec_left, days, hours, minutes;
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))    days = (time_sec) / (60*60*24);
 {    sec_left = (time_sec) % (60*60*24);
   int i,j, iter;    hours = (sec_left) / (60*60) ;
   double **xi,*delti;    sec_left = (sec_left) %(60*60);
   double fret;    minutes = (sec_left) /60;
   xi=matrix(1,npar,1,npar);    sec_left = (sec_left) % (60);
   for (i=1;i<=npar;i++)    sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
     for (j=1;j<=npar;j++)    return ascdiff;
       xi[i][j]=(i==j ? 1.0 : 0.0);  }
   printf("Powell\n");  
   powell(p,xi,npar,ftol,&iter,&fret,func);  /*************** powell ************************/
   void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));              double (*func)(double [])) 
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));  { 
     void linmin(double p[], double xi[], int n, double *fret, 
 }                double (*func)(double [])); 
     int i,ibig,j; 
 /**** Computes Hessian and covariance matrix ***/    double del,t,*pt,*ptt,*xit;
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))    double fp,fptt;
 {    double *xits;
   double  **a,**y,*x,pd;    int niterf, itmp;
   double **hess;  
   int i, j,jk;    pt=vector(1,n); 
   int *indx;    ptt=vector(1,n); 
     xit=vector(1,n); 
   double hessii(double p[], double delta, int theta, double delti[]);    xits=vector(1,n); 
   double hessij(double p[], double delti[], int i, int j);    *fret=(*func)(p); 
   void lubksb(double **a, int npar, int *indx, double b[]) ;    for (j=1;j<=n;j++) pt[j]=p[j]; 
   void ludcmp(double **a, int npar, int *indx, double *d) ;    for (*iter=1;;++(*iter)) { 
       fp=(*fret); 
   hess=matrix(1,npar,1,npar);      ibig=0; 
       del=0.0; 
   printf("\nCalculation of the hessian matrix. Wait...\n");      last_time=curr_time;
   for (i=1;i<=npar;i++){      (void) gettimeofday(&curr_time,&tzp);
     printf("%d",i);fflush(stdout);      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);
     hess[i][i]=hessii(p,ftolhess,i,delti);      /*    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);
     /*printf(" %f ",p[i]);*/      fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec);
     /*printf(" %lf ",hess[i][i]);*/      */
   }     for (i=1;i<=n;i++) {
          printf(" %d %.12f",i, p[i]);
   for (i=1;i<=npar;i++) {        fprintf(ficlog," %d %.12lf",i, p[i]);
     for (j=1;j<=npar;j++)  {        fprintf(ficrespow," %.12lf", p[i]);
       if (j>i) {      }
         printf(".%d%d",i,j);fflush(stdout);      printf("\n");
         hess[i][j]=hessij(p,delti,i,j);      fprintf(ficlog,"\n");
         hess[j][i]=hess[i][j];          fprintf(ficrespow,"\n");fflush(ficrespow);
         /*printf(" %lf ",hess[i][j]);*/      if(*iter <=3){
       }        tm = *localtime(&curr_time.tv_sec);
     }        strcpy(strcurr,asctime(&tm));
   }  /*       asctime_r(&tm,strcurr); */
   printf("\n");        forecast_time=curr_time; 
         itmp = strlen(strcurr);
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");        if(strcurr[itmp-1]=='\n')  /* Windows outputs with a new line */
            strcurr[itmp-1]='\0';
   a=matrix(1,npar,1,npar);        printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
   y=matrix(1,npar,1,npar);        fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
   x=vector(1,npar);        for(niterf=10;niterf<=30;niterf+=10){
   indx=ivector(1,npar);          forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
   for (i=1;i<=npar;i++)          tmf = *localtime(&forecast_time.tv_sec);
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];  /*      asctime_r(&tmf,strfor); */
   ludcmp(a,npar,indx,&pd);          strcpy(strfor,asctime(&tmf));
           itmp = strlen(strfor);
   for (j=1;j<=npar;j++) {          if(strfor[itmp-1]=='\n')
     for (i=1;i<=npar;i++) x[i]=0;          strfor[itmp-1]='\0';
     x[j]=1;          printf("   - if your program needs %d iterations to converge, convergence will be \n   reached in %s i.e.\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
     lubksb(a,npar,indx,x);          fprintf(ficlog,"   - if your program needs %d iterations to converge, convergence will be \n   reached in %s i.e.\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
     for (i=1;i<=npar;i++){        }
       matcov[i][j]=x[i];      }
     }      for (i=1;i<=n;i++) { 
   }        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
         fptt=(*fret); 
   printf("\n#Hessian matrix#\n");  #ifdef DEBUG
   for (i=1;i<=npar;i++) {        printf("fret=%lf \n",*fret);
     for (j=1;j<=npar;j++) {        fprintf(ficlog,"fret=%lf \n",*fret);
       printf("%.3e ",hess[i][j]);  #endif
     }        printf("%d",i);fflush(stdout);
     printf("\n");        fprintf(ficlog,"%d",i);fflush(ficlog);
   }        linmin(p,xit,n,fret,func); 
         if (fabs(fptt-(*fret)) > del) { 
   /* Recompute Inverse */          del=fabs(fptt-(*fret)); 
   for (i=1;i<=npar;i++)          ibig=i; 
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];        } 
   ludcmp(a,npar,indx,&pd);  #ifdef DEBUG
         printf("%d %.12e",i,(*fret));
   /*  printf("\n#Hessian matrix recomputed#\n");        fprintf(ficlog,"%d %.12e",i,(*fret));
         for (j=1;j<=n;j++) {
   for (j=1;j<=npar;j++) {          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
     for (i=1;i<=npar;i++) x[i]=0;          printf(" x(%d)=%.12e",j,xit[j]);
     x[j]=1;          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
     lubksb(a,npar,indx,x);        }
     for (i=1;i<=npar;i++){        for(j=1;j<=n;j++) {
       y[i][j]=x[i];          printf(" p=%.12e",p[j]);
       printf("%.3e ",y[i][j]);          fprintf(ficlog," p=%.12e",p[j]);
     }        }
     printf("\n");        printf("\n");
   }        fprintf(ficlog,"\n");
   */  #endif
       } 
   free_matrix(a,1,npar,1,npar);      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
   free_matrix(y,1,npar,1,npar);  #ifdef DEBUG
   free_vector(x,1,npar);        int k[2],l;
   free_ivector(indx,1,npar);        k[0]=1;
   free_matrix(hess,1,npar,1,npar);        k[1]=-1;
         printf("Max: %.12e",(*func)(p));
         fprintf(ficlog,"Max: %.12e",(*func)(p));
 }        for (j=1;j<=n;j++) {
           printf(" %.12e",p[j]);
 /*************** hessian matrix ****************/          fprintf(ficlog," %.12e",p[j]);
 double hessii( double x[], double delta, int theta, double delti[])        }
 {        printf("\n");
   int i;        fprintf(ficlog,"\n");
   int l=1, lmax=20;        for(l=0;l<=1;l++) {
   double k1,k2;          for (j=1;j<=n;j++) {
   double p2[NPARMAX+1];            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
   double res;            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;            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 fx;          }
   int k=0,kmax=10;          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
   double l1;          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
         }
   fx=func(x);  #endif
   for (i=1;i<=npar;i++) p2[i]=x[i];  
   for(l=0 ; l <=lmax; l++){  
     l1=pow(10,l);        free_vector(xit,1,n); 
     delts=delt;        free_vector(xits,1,n); 
     for(k=1 ; k <kmax; k=k+1){        free_vector(ptt,1,n); 
       delt = delta*(l1*k);        free_vector(pt,1,n); 
       p2[theta]=x[theta] +delt;        return; 
       k1=func(p2)-fx;      } 
       p2[theta]=x[theta]-delt;      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
       k2=func(p2)-fx;      for (j=1;j<=n;j++) { 
       /*res= (k1-2.0*fx+k2)/delt/delt; */        ptt[j]=2.0*p[j]-pt[j]; 
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */        xit[j]=p[j]-pt[j]; 
              pt[j]=p[j]; 
 #ifdef DEBUG      } 
       printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);      fptt=(*func)(ptt); 
 #endif      if (fptt < fp) { 
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){        if (t < 0.0) { 
         k=kmax;          linmin(p,xit,n,fret,func); 
       }          for (j=1;j<=n;j++) { 
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */            xi[j][ibig]=xi[j][n]; 
         k=kmax; l=lmax*10.;            xi[j][n]=xit[j]; 
       }          }
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){  #ifdef DEBUG
         delts=delt;          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
       }          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
     }          for(j=1;j<=n;j++){
   }            printf(" %.12e",xit[j]);
   delti[theta]=delts;            fprintf(ficlog," %.12e",xit[j]);
   return res;          }
            printf("\n");
 }          fprintf(ficlog,"\n");
   #endif
 double hessij( double x[], double delti[], int thetai,int thetaj)        }
 {      } 
   int i;    } 
   int l=1, l1, lmax=20;  } 
   double k1,k2,k3,k4,res,fx;  
   double p2[NPARMAX+1];  /**** Prevalence limit (stable prevalence)  ****************/
   int k;  
   double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
   fx=func(x);  {
   for (k=1; k<=2; k++) {    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
     for (i=1;i<=npar;i++) p2[i]=x[i];       matrix by transitions matrix until convergence is reached */
     p2[thetai]=x[thetai]+delti[thetai]/k;  
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;    int i, ii,j,k;
     k1=func(p2)-fx;    double min, max, maxmin, maxmax,sumnew=0.;
      double **matprod2();
     p2[thetai]=x[thetai]+delti[thetai]/k;    double **out, cov[NCOVMAX], **pmij();
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;    double **newm;
     k2=func(p2)-fx;    double agefin, delaymax=50 ; /* Max number of years to converge */
    
     p2[thetai]=x[thetai]-delti[thetai]/k;    for (ii=1;ii<=nlstate+ndeath;ii++)
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;      for (j=1;j<=nlstate+ndeath;j++){
     k3=func(p2)-fx;        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
        }
     p2[thetai]=x[thetai]-delti[thetai]/k;  
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;     cov[1]=1.;
     k4=func(p2)-fx;   
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
 #ifdef DEBUG    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
     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);      newm=savm;
 #endif      /* Covariates have to be included here again */
   }       cov[2]=agefin;
   return res;    
 }        for (k=1; k<=cptcovn;k++) {
           cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
 /************** Inverse of matrix **************/          /*      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]]);*/
 void ludcmp(double **a, int n, int *indx, double *d)        }
 {        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
   int i,imax,j,k;        for (k=1; k<=cptcovprod;k++)
   double big,dum,sum,temp;          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
   double *vv;  
          /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
   vv=vector(1,n);        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
   *d=1.0;        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
   for (i=1;i<=n;i++) {      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
     big=0.0;  
     for (j=1;j<=n;j++)      savm=oldm;
       if ((temp=fabs(a[i][j])) > big) big=temp;      oldm=newm;
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");      maxmax=0.;
     vv[i]=1.0/big;      for(j=1;j<=nlstate;j++){
   }        min=1.;
   for (j=1;j<=n;j++) {        max=0.;
     for (i=1;i<j;i++) {        for(i=1; i<=nlstate; i++) {
       sum=a[i][j];          sumnew=0;
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
       a[i][j]=sum;          prlim[i][j]= newm[i][j]/(1-sumnew);
     }          max=FMAX(max,prlim[i][j]);
     big=0.0;          min=FMIN(min,prlim[i][j]);
     for (i=j;i<=n;i++) {        }
       sum=a[i][j];        maxmin=max-min;
       for (k=1;k<j;k++)        maxmax=FMAX(maxmax,maxmin);
         sum -= a[i][k]*a[k][j];      }
       a[i][j]=sum;      if(maxmax < ftolpl){
       if ( (dum=vv[i]*fabs(sum)) >= big) {        return prlim;
         big=dum;      }
         imax=i;    }
       }  }
     }  
     if (j != imax) {  /*************** transition probabilities ***************/ 
       for (k=1;k<=n;k++) {  
         dum=a[imax][k];  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
         a[imax][k]=a[j][k];  {
         a[j][k]=dum;    double s1, s2;
       }    /*double t34;*/
       *d = -(*d);    int i,j,j1, nc, ii, jj;
       vv[imax]=vv[j];  
     }      for(i=1; i<= nlstate; i++){
     indx[j]=imax;        for(j=1; j<i;j++){
     if (a[j][j] == 0.0) a[j][j]=TINY;          for (nc=1, s2=0.;nc <=ncovmodel; nc++){
     if (j != n) {            /*s2 += param[i][j][nc]*cov[nc];*/
       dum=1.0/(a[j][j]);            s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
       for (i=j+1;i<=n;i++) a[i][j] *= dum;  /*       printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2); */
     }          }
   }          ps[i][j]=s2;
   free_vector(vv,1,n);  /* Doesn't work */  /*      printf("s1=%.17e, s2=%.17e\n",s1,s2); */
 ;        }
 }        for(j=i+1; j<=nlstate+ndeath;j++){
           for (nc=1, s2=0.;nc <=ncovmodel; nc++){
 void lubksb(double **a, int n, int *indx, double b[])            s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
 {  /*        printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2); */
   int i,ii=0,ip,j;          }
   double sum;          ps[i][j]=s2;
          }
   for (i=1;i<=n;i++) {      }
     ip=indx[i];      /*ps[3][2]=1;*/
     sum=b[ip];      
     b[ip]=b[i];      for(i=1; i<= nlstate; i++){
     if (ii)        s1=0;
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];        for(j=1; j<i; j++)
     else if (sum) ii=i;          s1+=exp(ps[i][j]);
     b[i]=sum;        for(j=i+1; j<=nlstate+ndeath; j++)
   }          s1+=exp(ps[i][j]);
   for (i=n;i>=1;i--) {        ps[i][i]=1./(s1+1.);
     sum=b[i];        for(j=1; j<i; j++)
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];          ps[i][j]= exp(ps[i][j])*ps[i][i];
     b[i]=sum/a[i][i];        for(j=i+1; j<=nlstate+ndeath; j++)
   }          ps[i][j]= exp(ps[i][j])*ps[i][i];
 }        /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
       } /* end i */
 /************ Frequencies ********************/      
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)      for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
 {  /* Some frequencies */        for(jj=1; jj<= nlstate+ndeath; jj++){
            ps[ii][jj]=0;
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;          ps[ii][ii]=1;
   double ***freq; /* Frequencies */        }
   double *pp;      }
   double pos;      
   FILE *ficresp;  
   char fileresp[FILENAMELENGTH];  /*        for(ii=1; ii<= nlstate+ndeath; ii++){ */
   /*       for(jj=1; jj<= nlstate+ndeath; jj++){ */
   pp=vector(1,nlstate);  /*         printf("ddd %lf ",ps[ii][jj]); */
   /*       } */
   strcpy(fileresp,"p");  /*       printf("\n "); */
   strcat(fileresp,fileres);  /*        } */
   if((ficresp=fopen(fileresp,"w"))==NULL) {  /*        printf("\n ");printf("%lf ",cov[2]); */
     printf("Problem with prevalence resultfile: %s\n", fileresp);         /*
     exit(0);        for(i=1; i<= npar; i++) printf("%f ",x[i]);
   }        goto end;*/
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);      return ps;
   j1=0;  }
   
   j=cptcoveff;  /**************** Product of 2 matrices ******************/
   if (cptcovn<1) {j=1;ncodemax[1]=1;}  
   double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
   for(k1=1; k1<=j;k1++){  {
    for(i1=1; i1<=ncodemax[k1];i1++){    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
        j1++;       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);    /* in, b, out are matrice of pointers which should have been initialized 
          scanf("%d", i);*/       before: only the contents of out is modified. The function returns
         for (i=-1; i<=nlstate+ndeath; i++)         a pointer to pointers identical to out */
          for (jk=-1; jk<=nlstate+ndeath; jk++)      long i, j, k;
            for(m=agemin; m <= agemax+3; m++)    for(i=nrl; i<= nrh; i++)
              freq[i][jk][m]=0;      for(k=ncolol; k<=ncoloh; k++)
                for(j=ncl,out[i][k]=0.; j<=nch; j++)
        for (i=1; i<=imx; i++) {          out[i][k] +=in[i][j]*b[j][k];
          bool=1;  
          if  (cptcovn>0) {    return out;
            for (z1=1; z1<=cptcoveff; z1++)  }
              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])  
                bool=0;  
          }  /************* Higher Matrix Product ***************/
           if (bool==1) {  
            for(m=firstpass; m<=lastpass-1; m++){  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
              if(agev[m][i]==0) agev[m][i]=agemax+1;  {
              if(agev[m][i]==1) agev[m][i]=agemax+2;    /* Computes the transition matrix starting at age 'age' over 
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];       'nhstepm*hstepm*stepm' months (i.e. until
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
            }       nhstepm*hstepm matrices. 
          }       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
        }       (typically every 2 years instead of every month which is too big 
         if  (cptcovn>0) {       for the memory).
          fprintf(ficresp, "\n#********** Variable ");       Model is determined by parameters x and covariates have to be 
          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);       included manually here. 
        fprintf(ficresp, "**********\n#");  
         }       */
        for(i=1; i<=nlstate;i++)  
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);    int i, j, d, h, k;
        fprintf(ficresp, "\n");    double **out, cov[NCOVMAX];
            double **newm;
   for(i=(int)agemin; i <= (int)agemax+3; i++){  
     if(i==(int)agemax+3)    /* Hstepm could be zero and should return the unit matrix */
       printf("Total");    for (i=1;i<=nlstate+ndeath;i++)
     else      for (j=1;j<=nlstate+ndeath;j++){
       printf("Age %d", i);        oldm[i][j]=(i==j ? 1.0 : 0.0);
     for(jk=1; jk <=nlstate ; jk++){        po[i][j][0]=(i==j ? 1.0 : 0.0);
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)      }
         pp[jk] += freq[jk][m][i];    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     }    for(h=1; h <=nhstepm; h++){
     for(jk=1; jk <=nlstate ; jk++){      for(d=1; d <=hstepm; d++){
       for(m=-1, pos=0; m <=0 ; m++)        newm=savm;
         pos += freq[jk][m][i];        /* Covariates have to be included here again */
       if(pp[jk]>=1.e-10)        cov[1]=1.;
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
       else        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);        for (k=1; k<=cptcovage;k++)
     }          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
     for(jk=1; jk <=nlstate ; jk++){        for (k=1; k<=cptcovprod;k++)
       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
         pp[jk] += freq[jk][m][i];  
     }  
     for(jk=1,pos=0; jk <=nlstate ; jk++)        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
       pos += pp[jk];        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
     for(jk=1; jk <=nlstate ; jk++){        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
       if(pos>=1.e-5)                     pmij(pmmij,cov,ncovmodel,x,nlstate));
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);        savm=oldm;
       else        oldm=newm;
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);      }
       if( i <= (int) agemax){      for(i=1; i<=nlstate+ndeath; i++)
         if(pos>=1.e-5)        for(j=1;j<=nlstate+ndeath;j++) {
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);          po[i][j][h]=newm[i][j];
       else          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);           */
       }        }
     }    } /* end h */
     for(jk=-1; jk <=nlstate+ndeath; jk++)    return po;
       for(m=-1; m <=nlstate+ndeath; m++)  }
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);  
     if(i <= (int) agemax)  
       fprintf(ficresp,"\n");  /*************** log-likelihood *************/
     printf("\n");  double func( double *x)
     }  {
     }    int i, ii, j, k, mi, d, kk;
  }    double l, ll[NLSTATEMAX], cov[NCOVMAX];
      double **out;
   fclose(ficresp);    double sw; /* Sum of weights */
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);    double lli; /* Individual log likelihood */
   free_vector(pp,1,nlstate);    int s1, s2;
     double bbh, survp;
 }  /* End of Freq */    long ipmx;
     /*extern weight */
 /************* Waves Concatenation ***************/    /* We are differentiating ll according to initial status */
     /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)    /*for(i=1;i<imx;i++) 
 {      printf(" %d\n",s[4][i]);
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.    */
      Death is a valid wave (if date is known).    cov[1]=1.;
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i  
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]    for(k=1; k<=nlstate; k++) ll[k]=0.;
      and mw[mi+1][i]. dh depends on stepm.  
      */    if(mle==1){
       for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   int i, mi, m;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;        for(mi=1; mi<= wav[i]-1; mi++){
      double sum=0., jmean=0.;*/          for (ii=1;ii<=nlstate+ndeath;ii++)
             for (j=1;j<=nlstate+ndeath;j++){
   int j, k=0,jk, ju, jl;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   double sum=0.;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
   jmin=1e+5;            }
   jmax=-1;          for(d=0; d<dh[mi][i]; d++){
   jmean=0.;            newm=savm;
   for(i=1; i<=imx; i++){            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     mi=0;            for (kk=1; kk<=cptcovage;kk++) {
     m=firstpass;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     while(s[m][i] <= nlstate){            }
       if(s[m][i]>=1)            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
         mw[++mi][i]=m;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       if(m >=lastpass)            savm=oldm;
         break;            oldm=newm;
       else          } /* end mult */
         m++;        
     }/* end while */          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
     if (s[m][i] > nlstate){          /* But now since version 0.9 we anticipate for bias at large stepm.
       mi++;     /* Death is another wave */           * If stepm is larger than one month (smallest stepm) and if the exact delay 
       /* if(mi==0)  never been interviewed correctly before death */           * (in months) between two waves is not a multiple of stepm, we rounded to 
          /* Only death is a correct wave */           * the nearest (and in case of equal distance, to the lowest) interval but now
       mw[mi][i]=m;           * we keep into memory the bias bh[mi][i] and also the previous matrix product
     }           * (i.e to dh[mi][i]-1) saved in 'savm'. Then we inter(extra)polate the
            * probability in order to take into account the bias as a fraction of the way
     wav[i]=mi;           * from savm to out if bh is negative or even beyond if bh is positive. bh varies
     if(mi==0)           * -stepm/2 to stepm/2 .
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);           * For stepm=1 the results are the same as for previous versions of Imach.
   }           * For stepm > 1 the results are less biased than in previous versions. 
            */
   for(i=1; i<=imx; i++){          s1=s[mw[mi][i]][i];
     for(mi=1; mi<wav[i];mi++){          s2=s[mw[mi+1][i]][i];
       if (stepm <=0)          bbh=(double)bh[mi][i]/(double)stepm; 
         dh[mi][i]=1;          /* bias bh is positive if real duration
       else{           * is higher than the multiple of stepm and negative otherwise.
         if (s[mw[mi+1][i]][i] > nlstate) {           */
           if (agedc[i] < 2*AGESUP) {          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);          if( s2 > nlstate){ 
           if(j==0) j=1;  /* Survives at least one month after exam */            /* i.e. if s2 is a death state and if the date of death is known 
           k=k+1;               then the contribution to the likelihood is the probability to 
           if (j >= jmax) jmax=j;               die between last step unit time and current  step unit time, 
           if (j <= jmin) jmin=j;               which is also equal to probability to die before dh 
           sum=sum+j;               minus probability to die before dh-stepm . 
           /* if (j<10) printf("j=%d num=%d ",j,i); */               In version up to 0.92 likelihood was computed
           }          as if date of death was unknown. Death was treated as any other
         }          health state: the date of the interview describes the actual state
         else{          and not the date of a change in health state. The former idea was
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));          to consider that at each interview the state was recorded
           k=k+1;          (healthy, disable or death) and IMaCh was corrected; but when we
           if (j >= jmax) jmax=j;          introduced the exact date of death then we should have modified
           else if (j <= jmin)jmin=j;          the contribution of an exact death to the likelihood. This new
           /*   if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */          contribution is smaller and very dependent of the step unit
           sum=sum+j;          stepm. It is no more the probability to die between last interview
         }          and month of death but the probability to survive from last
         jk= j/stepm;          interview up to one month before death multiplied by the
         jl= j -jk*stepm;          probability to die within a month. Thanks to Chris
         ju= j -(jk+1)*stepm;          Jackson for correcting this bug.  Former versions increased
         if(jl <= -ju)          mortality artificially. The bad side is that we add another loop
           dh[mi][i]=jk;          which slows down the processing. The difference can be up to 10%
         else          lower mortality.
           dh[mi][i]=jk+1;            */
         if(dh[mi][i]==0)            lli=log(out[s1][s2] - savm[s1][s2]);
           dh[mi][i]=1; /* At least one step */  
       }  
     }          } else if  (s2==-2) {
   }            for (j=1,survp=0. ; j<=nlstate; j++) 
   jmean=sum/k;              survp += out[s1][j];
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);            lli= survp;
  }          }
 /*********** Tricode ****************************/          
 void tricode(int *Tvar, int **nbcode, int imx)          else if  (s2==-4) {
 {            for (j=3,survp=0. ; j<=nlstate; j++) 
   int Ndum[20],ij=1, k, j, i;              survp += out[s1][j];
   int cptcode=0;            lli= survp;
   cptcoveff=0;          }
            
   for (k=0; k<19; k++) Ndum[k]=0;          else if  (s2==-5) {
   for (k=1; k<=7; k++) ncodemax[k]=0;            for (j=1,survp=0. ; j<=2; j++) 
               survp += out[s1][j];
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {            lli= survp;
     for (i=1; i<=imx; i++) {          }
       ij=(int)(covar[Tvar[j]][i]);  
       Ndum[ij]++;  
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/          else{
       if (ij > cptcode) cptcode=ij;            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
     }            /*  lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2]));*/ /* linear interpolation */
           } 
     for (i=0; i<=cptcode; i++) {          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
       if(Ndum[i]!=0) ncodemax[j]++;          /*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); */
     ij=1;          ipmx +=1;
           sw += weight[i];
           ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     for (i=1; i<=ncodemax[j]; i++) {        } /* end of wave */
       for (k=0; k<=19; k++) {      } /* end of individual */
         if (Ndum[k] != 0) {    }  else if(mle==2){
           nbcode[Tvar[j]][ij]=k;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
           ij++;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         }        for(mi=1; mi<= wav[i]-1; mi++){
         if (ij > ncodemax[j]) break;          for (ii=1;ii<=nlstate+ndeath;ii++)
       }              for (j=1;j<=nlstate+ndeath;j++){
     }              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   }                savm[ii][j]=(ii==j ? 1.0 : 0.0);
             }
  for (k=0; k<19; k++) Ndum[k]=0;          for(d=0; d<=dh[mi][i]; d++){
             newm=savm;
  for (i=1; i<=ncovmodel-2; i++) {            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       ij=Tvar[i];            for (kk=1; kk<=cptcovage;kk++) {
       Ndum[ij]++;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     }            }
             out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
  ij=1;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
  for (i=1; i<=10; i++) {            savm=oldm;
    if((Ndum[i]!=0) && (i<=ncov)){            oldm=newm;
      Tvaraff[ij]=i;          } /* end mult */
      ij++;        
    }          s1=s[mw[mi][i]][i];
  }          s2=s[mw[mi+1][i]][i];
            bbh=(double)bh[mi][i]/(double)stepm; 
     cptcoveff=ij-1;          lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
 }          ipmx +=1;
           sw += weight[i];
 /*********** Health Expectancies ****************/          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         } /* end of wave */
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)      } /* end of individual */
 {    }  else if(mle==3){  /* exponential inter-extrapolation */
   /* Health expectancies */      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   int i, j, nhstepm, hstepm, h;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   double age, agelim,hf;        for(mi=1; mi<= wav[i]-1; mi++){
   double ***p3mat;          for (ii=1;ii<=nlstate+ndeath;ii++)
              for (j=1;j<=nlstate+ndeath;j++){
   fprintf(ficreseij,"# Health expectancies\n");              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   fprintf(ficreseij,"# Age");              savm[ii][j]=(ii==j ? 1.0 : 0.0);
   for(i=1; i<=nlstate;i++)            }
     for(j=1; j<=nlstate;j++)          for(d=0; d<dh[mi][i]; d++){
       fprintf(ficreseij," %1d-%1d",i,j);            newm=savm;
   fprintf(ficreseij,"\n");            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
             for (kk=1; kk<=cptcovage;kk++) {
   hstepm=1*YEARM; /*  Every j years of age (in month) */              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */            }
             out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   agelim=AGESUP;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */            savm=oldm;
     /* nhstepm age range expressed in number of stepm */            oldm=newm;
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);          } /* end mult */
     /* Typically if 20 years = 20*12/6=40 stepm */        
     if (stepm >= YEARM) hstepm=1;          s1=s[mw[mi][i]][i];
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */          s2=s[mw[mi+1][i]][i];
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          bbh=(double)bh[mi][i]/(double)stepm; 
     /* Computed by stepm unit matrices, product of hstepm matrices, stored          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 */
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */          ipmx +=1;
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);            sw += weight[i];
           ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         } /* end of wave */
     for(i=1; i<=nlstate;i++)      } /* end of individual */
       for(j=1; j<=nlstate;j++)    }else if (mle==4){  /* ml=4 no inter-extrapolation */
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
           eij[i][j][(int)age] +=p3mat[i][j][h];        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         }        for(mi=1; mi<= wav[i]-1; mi++){
              for (ii=1;ii<=nlstate+ndeath;ii++)
     hf=1;            for (j=1;j<=nlstate+ndeath;j++){
     if (stepm >= YEARM) hf=stepm/YEARM;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     fprintf(ficreseij,"%.0f",age );              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     for(i=1; i<=nlstate;i++)            }
       for(j=1; j<=nlstate;j++){          for(d=0; d<dh[mi][i]; d++){
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);            newm=savm;
       }            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     fprintf(ficreseij,"\n");            for (kk=1; kk<=cptcovage;kk++) {
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   }            }
 }          
             out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 /************ Variance ******************/                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 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)            savm=oldm;
 {            oldm=newm;
   /* Variance of health expectancies */          } /* end mult */
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/        
   double **newm;          s1=s[mw[mi][i]][i];
   double **dnewm,**doldm;          s2=s[mw[mi+1][i]][i];
   int i, j, nhstepm, hstepm, h;          if( s2 > nlstate){ 
   int k, cptcode;            lli=log(out[s1][s2] - savm[s1][s2]);
   double *xp;          }else{
   double **gp, **gm;            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
   double ***gradg, ***trgradg;          }
   double ***p3mat;          ipmx +=1;
   double age,agelim;          sw += weight[i];
   int theta;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   /*      printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
    fprintf(ficresvij,"# Covariances of life expectancies\n");        } /* end of wave */
   fprintf(ficresvij,"# Age");      } /* end of individual */
   for(i=1; i<=nlstate;i++)    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
     for(j=1; j<=nlstate;j++)      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   fprintf(ficresvij,"\n");        for(mi=1; mi<= wav[i]-1; mi++){
           for (ii=1;ii<=nlstate+ndeath;ii++)
   xp=vector(1,npar);            for (j=1;j<=nlstate+ndeath;j++){
   dnewm=matrix(1,nlstate,1,npar);              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   doldm=matrix(1,nlstate,1,nlstate);              savm[ii][j]=(ii==j ? 1.0 : 0.0);
              }
   hstepm=1*YEARM; /* Every year of age */          for(d=0; d<dh[mi][i]; d++){
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */            newm=savm;
   agelim = AGESUP;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */            for (kk=1; kk<=cptcovage;kk++) {
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     if (stepm >= YEARM) hstepm=1;            }
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */          
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     gp=matrix(0,nhstepm,1,nlstate);            savm=oldm;
     gm=matrix(0,nhstepm,1,nlstate);            oldm=newm;
           } /* end mult */
     for(theta=1; theta <=npar; theta++){        
       for(i=1; i<=npar; i++){ /* Computes gradient */          s1=s[mw[mi][i]][i];
         xp[i] = x[i] + (i==theta ?delti[theta]:0);          s2=s[mw[mi+1][i]][i];
       }          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);            ipmx +=1;
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);          sw += weight[i];
       for(j=1; j<= nlstate; j++){          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         for(h=0; h<=nhstepm; h++){          /*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]);*/
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)        } /* end of wave */
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];      } /* end of individual */
         }    } /* End of if */
       }    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
        /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
       for(i=1; i<=npar; i++) /* Computes gradient */    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
         xp[i] = x[i] - (i==theta ?delti[theta]:0);    return -l;
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);    }
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);  
       for(j=1; j<= nlstate; j++){  /*************** log-likelihood *************/
         for(h=0; h<=nhstepm; h++){  double funcone( double *x)
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)  {
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];    /* Same as likeli but slower because of a lot of printf and if */
         }    int i, ii, j, k, mi, d, kk;
       }    double l, ll[NLSTATEMAX], cov[NCOVMAX];
       for(j=1; j<= nlstate; j++)    double **out;
         for(h=0; h<=nhstepm; h++){    double lli; /* Individual log likelihood */
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];    double llt;
         }    int s1, s2;
     } /* End theta */    double bbh, survp;
     /*extern weight */
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);    /* We are differentiating ll according to initial status */
     /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
     for(h=0; h<=nhstepm; h++)    /*for(i=1;i<imx;i++) 
       for(j=1; j<=nlstate;j++)      printf(" %d\n",s[4][i]);
         for(theta=1; theta <=npar; theta++)    */
           trgradg[h][j][theta]=gradg[h][theta][j];    cov[1]=1.;
   
     for(i=1;i<=nlstate;i++)    for(k=1; k<=nlstate; k++) ll[k]=0.;
       for(j=1;j<=nlstate;j++)  
         vareij[i][j][(int)age] =0.;    for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     for(h=0;h<=nhstepm;h++){      for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       for(k=0;k<=nhstepm;k++){      for(mi=1; mi<= wav[i]-1; mi++){
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);        for (ii=1;ii<=nlstate+ndeath;ii++)
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);          for (j=1;j<=nlstate+ndeath;j++){
         for(i=1;i<=nlstate;i++)            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
           for(j=1;j<=nlstate;j++)            savm[ii][j]=(ii==j ? 1.0 : 0.0);
             vareij[i][j][(int)age] += doldm[i][j];          }
       }        for(d=0; d<dh[mi][i]; d++){
     }          newm=savm;
     h=1;          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     if (stepm >= YEARM) h=stepm/YEARM;          for (kk=1; kk<=cptcovage;kk++) {
     fprintf(ficresvij,"%.0f ",age );            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     for(i=1; i<=nlstate;i++)          }
       for(j=1; j<=nlstate;j++){          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       }          savm=oldm;
     fprintf(ficresvij,"\n");          oldm=newm;
     free_matrix(gp,0,nhstepm,1,nlstate);        } /* end mult */
     free_matrix(gm,0,nhstepm,1,nlstate);        
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);        s1=s[mw[mi][i]][i];
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);        s2=s[mw[mi+1][i]][i];
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        bbh=(double)bh[mi][i]/(double)stepm; 
   } /* End age */        /* bias is positive if real duration
           * is higher than the multiple of stepm and negative otherwise.
   free_vector(xp,1,npar);         */
   free_matrix(doldm,1,nlstate,1,npar);        if( s2 > nlstate && (mle <5) ){  /* Jackson */
   free_matrix(dnewm,1,nlstate,1,nlstate);          lli=log(out[s1][s2] - savm[s1][s2]);
         } else if (mle==1){
 }          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
         } else if(mle==2){
 /************ Variance of prevlim ******************/          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 */
 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)        } else if(mle==3){  /* exponential inter-extrapolation */
 {          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 */
   /* Variance of prevalence limit */        } else if (mle==4){  /* mle=4 no inter-extrapolation */
   /*  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;        } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
   double **dnewm,**doldm;          lli=log(out[s1][s2]); /* Original formula */
   int i, j, nhstepm, hstepm;        } /* End of if */
   int k, cptcode;        ipmx +=1;
   double *xp;        sw += weight[i];
   double *gp, *gm;        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   double **gradg, **trgradg;  /*       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 age,agelim;        if(globpr){
   int theta;          fprintf(ficresilk,"%9d %6d %1d %1d %1d %1d %3d %10.6f %6.4f\
       %10.6f %10.6f %10.6f ", \
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");                  num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
   fprintf(ficresvpl,"# Age");                  2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
   for(i=1; i<=nlstate;i++)          for(k=1,llt=0.,l=0.; k<=nlstate; k++){
       fprintf(ficresvpl," %1d-%1d",i,i);            llt +=ll[k]*gipmx/gsw;
   fprintf(ficresvpl,"\n");            fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
           }
   xp=vector(1,npar);          fprintf(ficresilk," %10.6f\n", -llt);
   dnewm=matrix(1,nlstate,1,npar);        }
   doldm=matrix(1,nlstate,1,nlstate);      } /* end of wave */
      } /* end of individual */
   hstepm=1*YEARM; /* Every year of age */    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
   agelim = AGESUP;    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    if(globpr==0){ /* First time we count the contributions and weights */
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */      gipmx=ipmx;
     if (stepm >= YEARM) hstepm=1;      gsw=sw;
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    }
     gradg=matrix(1,npar,1,nlstate);    return -l;
     gp=vector(1,nlstate);  }
     gm=vector(1,nlstate);  
   
     for(theta=1; theta <=npar; theta++){  /*************** function likelione ***********/
       for(i=1; i<=npar; i++){ /* Computes gradient */  void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
         xp[i] = x[i] + (i==theta ?delti[theta]:0);  {
       }    /* This routine should help understanding what is done with 
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);       the selection of individuals/waves and
       for(i=1;i<=nlstate;i++)       to check the exact contribution to the likelihood.
         gp[i] = prlim[i][i];       Plotting could be done.
         */
       for(i=1; i<=npar; i++) /* Computes gradient */    int k;
         xp[i] = x[i] - (i==theta ?delti[theta]:0);  
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    if(*globpri !=0){ /* Just counts and sums, no printings */
       for(i=1;i<=nlstate;i++)      strcpy(fileresilk,"ilk"); 
         gm[i] = prlim[i][i];      strcat(fileresilk,fileres);
       if((ficresilk=fopen(fileresilk,"w"))==NULL) {
       for(i=1;i<=nlstate;i++)        printf("Problem with resultfile: %s\n", fileresilk);
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];        fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
     } /* End theta */      }
       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");
     trgradg =matrix(1,nlstate,1,npar);      fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
       /*  i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
     for(j=1; j<=nlstate;j++)      for(k=1; k<=nlstate; k++) 
       for(theta=1; theta <=npar; theta++)        fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
         trgradg[j][theta]=gradg[theta][j];      fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
     }
     for(i=1;i<=nlstate;i++)  
       varpl[i][(int)age] =0.;    *fretone=(*funcone)(p);
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);    if(*globpri !=0){
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);      fclose(ficresilk);
     for(i=1;i<=nlstate;i++)      fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */      fflush(fichtm); 
     } 
     fprintf(ficresvpl,"%.0f ",age );    return;
     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);  /*********** Maximum Likelihood Estimation ***************/
     free_vector(gm,1,nlstate);  
     free_matrix(gradg,1,npar,1,nlstate);  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
     free_matrix(trgradg,1,nlstate,1,npar);  {
   } /* End age */    int i,j, iter;
     double **xi;
   free_vector(xp,1,npar);    double fret;
   free_matrix(doldm,1,nlstate,1,npar);    double fretone; /* Only one call to likelihood */
   free_matrix(dnewm,1,nlstate,1,nlstate);    /*  char filerespow[FILENAMELENGTH];*/
     xi=matrix(1,npar,1,npar);
 }    for (i=1;i<=npar;i++)
       for (j=1;j<=npar;j++)
         xi[i][j]=(i==j ? 1.0 : 0.0);
     printf("Powell\n");  fprintf(ficlog,"Powell\n");
 /***********************************************/    strcpy(filerespow,"pow"); 
 /**************** Main Program *****************/    strcat(filerespow,fileres);
 /***********************************************/    if((ficrespow=fopen(filerespow,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", filerespow);
 /*int main(int argc, char *argv[])*/      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
 int main()    }
 {    fprintf(ficrespow,"# Powell\n# iter -2*LL");
     for (i=1;i<=nlstate;i++)
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;      for(j=1;j<=nlstate+ndeath;j++)
   double agedeb, agefin,hf;        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
   double agemin=1.e20, agemax=-1.e20;    fprintf(ficrespow,"\n");
   
   double fret;    powell(p,xi,npar,ftol,&iter,&fret,func);
   double **xi,tmp,delta;  
     fclose(ficrespow);
   double dum; /* Dummy variable */    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
   double ***p3mat;    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
   int *indx;    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
   char line[MAXLINE], linepar[MAXLINE];  
   char title[MAXLINE];  }
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];  
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];  /**** Computes Hessian and covariance matrix ***/
   char filerest[FILENAMELENGTH];  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
   char fileregp[FILENAMELENGTH];  {
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];    double  **a,**y,*x,pd;
   int firstobs=1, lastobs=10;    double **hess;
   int sdeb, sfin; /* Status at beginning and end */    int i, j,jk;
   int c,  h , cpt,l;    int *indx;
   int ju,jl, mi;  
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;    double hessii(double p[], double delta, int theta, double delti[],double (*func)(double []),int npar);
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;    double hessij(double p[], double delti[], int i, int j,double (*func)(double []),int npar);
      void lubksb(double **a, int npar, int *indx, double b[]) ;
   int hstepm, nhstepm;    void ludcmp(double **a, int npar, int *indx, double *d) ;
   double bage, fage, age, agelim, agebase;    double gompertz(double p[]);
   double ftolpl=FTOL;    hess=matrix(1,npar,1,npar);
   double **prlim;  
   double *severity;    printf("\nCalculation of the hessian matrix. Wait...\n");
   double ***param; /* Matrix of parameters */    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
   double  *p;    for (i=1;i<=npar;i++){
   double **matcov; /* Matrix of covariance */      printf("%d",i);fflush(stdout);
   double ***delti3; /* Scale */      fprintf(ficlog,"%d",i);fflush(ficlog);
   double *delti; /* Scale */     
   double ***eij, ***vareij;       hess[i][i]=hessii(p,ftolhess,i,delti,func,npar);
   double **varpl; /* Variances of prevalence limits by age */      
   double *epj, vepp;      /*  printf(" %f ",p[i]);
   char version[80]="Imach version 64b, May 2001, INED-EUROREVES ";          printf(" %lf %lf %lf",hess[i][i],ftolhess,delti[i]);*/
   char *alph[]={"a","a","b","c","d","e"}, str[4];    }
     
   char z[1]="c", occ;    for (i=1;i<=npar;i++) {
 #include <sys/time.h>      for (j=1;j<=npar;j++)  {
 #include <time.h>        if (j>i) { 
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];          printf(".%d%d",i,j);fflush(stdout);
   /* long total_usecs;          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
   struct timeval start_time, end_time;          hess[i][j]=hessij(p,delti,i,j,func,npar);
            
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */          hess[j][i]=hess[i][j];    
           /*printf(" %lf ",hess[i][j]);*/
         }
   printf("\nIMACH, Version 0.64b");      }
   printf("\nEnter the parameter file name: ");    }
     printf("\n");
 #ifdef windows    fprintf(ficlog,"\n");
   scanf("%s",pathtot);  
   getcwd(pathcd, size);    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
   /*cygwin_split_path(pathtot,path,optionfile);    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/    
   /* cutv(path,optionfile,pathtot,'\\');*/    a=matrix(1,npar,1,npar);
     y=matrix(1,npar,1,npar);
 split(pathtot, path,optionfile);    x=vector(1,npar);
   chdir(path);    indx=ivector(1,npar);
   replace(pathc,path);    for (i=1;i<=npar;i++)
 #endif      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
 #ifdef unix    ludcmp(a,npar,indx,&pd);
   scanf("%s",optionfile);  
 #endif    for (j=1;j<=npar;j++) {
       for (i=1;i<=npar;i++) x[i]=0;
 /*-------- arguments in the command line --------*/      x[j]=1;
       lubksb(a,npar,indx,x);
   strcpy(fileres,"r");      for (i=1;i<=npar;i++){ 
   strcat(fileres, optionfile);        matcov[i][j]=x[i];
       }
   /*---------arguments file --------*/    }
   
   if((ficpar=fopen(optionfile,"r"))==NULL)    {    printf("\n#Hessian matrix#\n");
     printf("Problem with optionfile %s\n",optionfile);    fprintf(ficlog,"\n#Hessian matrix#\n");
     goto end;    for (i=1;i<=npar;i++) { 
   }      for (j=1;j<=npar;j++) { 
         printf("%.3e ",hess[i][j]);
   strcpy(filereso,"o");        fprintf(ficlog,"%.3e ",hess[i][j]);
   strcat(filereso,fileres);      }
   if((ficparo=fopen(filereso,"w"))==NULL) {      printf("\n");
     printf("Problem with Output resultfile: %s\n", filereso);goto end;      fprintf(ficlog,"\n");
   }    }
   
   /* Reads comments: lines beginning with '#' */    /* Recompute Inverse */
   while((c=getc(ficpar))=='#' && c!= EOF){    for (i=1;i<=npar;i++)
     ungetc(c,ficpar);      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
     fgets(line, MAXLINE, ficpar);    ludcmp(a,npar,indx,&pd);
     puts(line);  
     fputs(line,ficparo);    /*  printf("\n#Hessian matrix recomputed#\n");
   }  
   ungetc(c,ficpar);    for (j=1;j<=npar;j++) {
       for (i=1;i<=npar;i++) x[i]=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);      x[j]=1;
   printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate,ndeath, maxwav, mle, weightopt,model);      lubksb(a,npar,indx,x);
   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 (i=1;i<=npar;i++){ 
         y[i][j]=x[i];
   covar=matrix(0,NCOVMAX,1,n);        printf("%.3e ",y[i][j]);
   cptcovn=0;        fprintf(ficlog,"%.3e ",y[i][j]);
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;      }
       printf("\n");
   ncovmodel=2+cptcovn;      fprintf(ficlog,"\n");
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */    }
      */
   /* Read guess parameters */  
   /* Reads comments: lines beginning with '#' */    free_matrix(a,1,npar,1,npar);
   while((c=getc(ficpar))=='#' && c!= EOF){    free_matrix(y,1,npar,1,npar);
     ungetc(c,ficpar);    free_vector(x,1,npar);
     fgets(line, MAXLINE, ficpar);    free_ivector(indx,1,npar);
     puts(line);    free_matrix(hess,1,npar,1,npar);
     fputs(line,ficparo);  
   }  
   ungetc(c,ficpar);  }
    
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);  /*************** hessian matrix ****************/
     for(i=1; i <=nlstate; i++)  double hessii(double x[], double delta, int theta, double delti[], double (*func)(double []), int npar)
     for(j=1; j <=nlstate+ndeath-1; j++){  {
       fscanf(ficpar,"%1d%1d",&i1,&j1);    int i;
       fprintf(ficparo,"%1d%1d",i1,j1);    int l=1, lmax=20;
       printf("%1d%1d",i,j);    double k1,k2;
       for(k=1; k<=ncovmodel;k++){    double p2[NPARMAX+1];
         fscanf(ficpar," %lf",&param[i][j][k]);    double res;
         printf(" %lf",param[i][j][k]);    double delt=0.0001, delts, nkhi=10.,nkhif=1., khi=1.e-4;
         fprintf(ficparo," %lf",param[i][j][k]);    double fx;
       }    int k=0,kmax=10;
       fscanf(ficpar,"\n");    double l1;
       printf("\n");  
       fprintf(ficparo,"\n");    fx=func(x);
     }    for (i=1;i<=npar;i++) p2[i]=x[i];
      for(l=0 ; l <=lmax; l++){
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel;      l1=pow(10,l);
       delts=delt;
   p=param[1][1];      for(k=1 ; k <kmax; k=k+1){
          delt = delta*(l1*k);
   /* Reads comments: lines beginning with '#' */        p2[theta]=x[theta] +delt;
   while((c=getc(ficpar))=='#' && c!= EOF){        k1=func(p2)-fx;
     ungetc(c,ficpar);        p2[theta]=x[theta]-delt;
     fgets(line, MAXLINE, ficpar);        k2=func(p2)-fx;
     puts(line);        /*res= (k1-2.0*fx+k2)/delt/delt; */
     fputs(line,ficparo);        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
   }        
   ungetc(c,ficpar);  #ifdef DEBUG
         printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);        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);
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */  #endif
   for(i=1; i <=nlstate; i++){        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
     for(j=1; j <=nlstate+ndeath-1; j++){        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
       fscanf(ficpar,"%1d%1d",&i1,&j1);          k=kmax;
       printf("%1d%1d",i,j);        }
       fprintf(ficparo,"%1d%1d",i1,j1);        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
       for(k=1; k<=ncovmodel;k++){          k=kmax; l=lmax*10.;
         fscanf(ficpar,"%le",&delti3[i][j][k]);        }
         printf(" %le",delti3[i][j][k]);        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
         fprintf(ficparo," %le",delti3[i][j][k]);          delts=delt;
       }        }
       fscanf(ficpar,"\n");      }
       printf("\n");    }
       fprintf(ficparo,"\n");    delti[theta]=delts;
     }    return res; 
   }    
   delti=delti3[1][1];  }
    
   /* Reads comments: lines beginning with '#' */  double hessij( double x[], double delti[], int thetai,int thetaj,double (*func)(double []),int npar)
   while((c=getc(ficpar))=='#' && c!= EOF){  {
     ungetc(c,ficpar);    int i;
     fgets(line, MAXLINE, ficpar);    int l=1, l1, lmax=20;
     puts(line);    double k1,k2,k3,k4,res,fx;
     fputs(line,ficparo);    double p2[NPARMAX+1];
   }    int k;
   ungetc(c,ficpar);  
      fx=func(x);
   matcov=matrix(1,npar,1,npar);    for (k=1; k<=2; k++) {
   for(i=1; i <=npar; i++){      for (i=1;i<=npar;i++) p2[i]=x[i];
     fscanf(ficpar,"%s",&str);      p2[thetai]=x[thetai]+delti[thetai]/k;
     printf("%s",str);      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
     fprintf(ficparo,"%s",str);      k1=func(p2)-fx;
     for(j=1; j <=i; j++){    
       fscanf(ficpar," %le",&matcov[i][j]);      p2[thetai]=x[thetai]+delti[thetai]/k;
       printf(" %.5le",matcov[i][j]);      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
       fprintf(ficparo," %.5le",matcov[i][j]);      k2=func(p2)-fx;
     }    
     fscanf(ficpar,"\n");      p2[thetai]=x[thetai]-delti[thetai]/k;
     printf("\n");      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
     fprintf(ficparo,"\n");      k3=func(p2)-fx;
   }    
   for(i=1; i <=npar; i++)      p2[thetai]=x[thetai]-delti[thetai]/k;
     for(j=i+1;j<=npar;j++)      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
       matcov[i][j]=matcov[j][i];      k4=func(p2)-fx;
          res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
   printf("\n");  #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);
       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);
     /*-------- data file ----------*/  #endif
     if((ficres =fopen(fileres,"w"))==NULL) {    }
       printf("Problem with resultfile: %s\n", fileres);goto end;    return res;
     }  }
     fprintf(ficres,"#%s\n",version);  
      /************** Inverse of matrix **************/
     if((fic=fopen(datafile,"r"))==NULL)    {  void ludcmp(double **a, int n, int *indx, double *d) 
       printf("Problem with datafile: %s\n", datafile);goto end;  { 
     }    int i,imax,j,k; 
     double big,dum,sum,temp; 
     n= lastobs;    double *vv; 
     severity = vector(1,maxwav);   
     outcome=imatrix(1,maxwav+1,1,n);    vv=vector(1,n); 
     num=ivector(1,n);    *d=1.0; 
     moisnais=vector(1,n);    for (i=1;i<=n;i++) { 
     annais=vector(1,n);      big=0.0; 
     moisdc=vector(1,n);      for (j=1;j<=n;j++) 
     andc=vector(1,n);        if ((temp=fabs(a[i][j])) > big) big=temp; 
     agedc=vector(1,n);      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
     cod=ivector(1,n);      vv[i]=1.0/big; 
     weight=vector(1,n);    } 
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */    for (j=1;j<=n;j++) { 
     mint=matrix(1,maxwav,1,n);      for (i=1;i<j;i++) { 
     anint=matrix(1,maxwav,1,n);        sum=a[i][j]; 
     s=imatrix(1,maxwav+1,1,n);        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
     adl=imatrix(1,maxwav+1,1,n);            a[i][j]=sum; 
     tab=ivector(1,NCOVMAX);      } 
     ncodemax=ivector(1,8);      big=0.0; 
       for (i=j;i<=n;i++) { 
     i=1;        sum=a[i][j]; 
     while (fgets(line, MAXLINE, fic) != NULL)    {        for (k=1;k<j;k++) 
       if ((i >= firstobs) && (i <=lastobs)) {          sum -= a[i][k]*a[k][j]; 
                a[i][j]=sum; 
         for (j=maxwav;j>=1;j--){        if ( (dum=vv[i]*fabs(sum)) >= big) { 
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);          big=dum; 
           strcpy(line,stra);          imax=i; 
           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);      } 
         }      if (j != imax) { 
                for (k=1;k<=n;k++) { 
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);          dum=a[imax][k]; 
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);          a[imax][k]=a[j][k]; 
           a[j][k]=dum; 
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);        } 
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);        *d = -(*d); 
         vv[imax]=vv[j]; 
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);      } 
         for (j=ncov;j>=1;j--){      indx[j]=imax; 
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);      if (a[j][j] == 0.0) a[j][j]=TINY; 
         }      if (j != n) { 
         num[i]=atol(stra);        dum=1.0/(a[j][j]); 
                for (i=j+1;i<=n;i++) a[i][j] *= dum; 
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){      } 
           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])); ij=ij+1;}*/    } 
     free_vector(vv,1,n);  /* Doesn't work */
         i=i+1;  ;
       }  } 
     }  
     /* printf("ii=%d", ij);  void lubksb(double **a, int n, int *indx, double b[]) 
        scanf("%d",i);*/  { 
   imx=i-1; /* Number of individuals */    int i,ii=0,ip,j; 
     double sum; 
   /* for (i=1; i<=imx; i++){   
     if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;    for (i=1;i<=n;i++) { 
     if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;      ip=indx[i]; 
     if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;      sum=b[ip]; 
   }      b[ip]=b[i]; 
   for (i=1; i<=imx; 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 (ii) 
         for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
   /* Calculation of the number of parameter from char model*/      else if (sum) ii=i; 
   Tvar=ivector(1,15);      b[i]=sum; 
   Tprod=ivector(1,15);    } 
   Tvaraff=ivector(1,15);    for (i=n;i>=1;i--) { 
   Tvard=imatrix(1,15,1,2);      sum=b[i]; 
   Tage=ivector(1,15);            for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
          b[i]=sum/a[i][i]; 
   if (strlen(model) >1){    } 
     j=0, j1=0, k1=1, k2=1;  } 
     j=nbocc(model,'+');  
     j1=nbocc(model,'*');  /************ Frequencies ********************/
     cptcovn=j+1;  void  freqsummary(char fileres[], int iagemin, int iagemax, int **s, double **agev, int nlstate, int imx, int *Tvaraff, int **nbcode, int *ncodemax,double **mint,double **anint, char strstart[])
     cptcovprod=j1;  {  /* Some frequencies */
        
        int i, m, jk, k1,i1, j1, bool, z1,z2,j;
     strcpy(modelsav,model);    int first;
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){    double ***freq; /* Frequencies */
       printf("Error. Non available option model=%s ",model);    double *pp, **prop;
       goto end;    double pos,posprop, k2, dateintsum=0,k2cpt=0;
     }    FILE *ficresp;
        char fileresp[FILENAMELENGTH];
     for(i=(j+1); i>=1;i--){    
       cutv(stra,strb,modelsav,'+');    pp=vector(1,nlstate);
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);    prop=matrix(1,nlstate,iagemin,iagemax+3);
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/    strcpy(fileresp,"p");
       /*scanf("%d",i);*/    strcat(fileresp,fileres);
       if (strchr(strb,'*')) {    if((ficresp=fopen(fileresp,"w"))==NULL) {
         cutv(strd,strc,strb,'*');      printf("Problem with prevalence resultfile: %s\n", fileresp);
         if (strcmp(strc,"age")==0) {      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
           cptcovprod--;      exit(0);
           cutv(strb,stre,strd,'V');    }
           Tvar[i]=atoi(stre);    freq= ma3x(-5,nlstate+ndeath,-5,nlstate+ndeath,iagemin,iagemax+3);
           cptcovage++;    j1=0;
             Tage[cptcovage]=i;    
             /*printf("stre=%s ", stre);*/    j=cptcoveff;
         }    if (cptcovn<1) {j=1;ncodemax[1]=1;}
         else if (strcmp(strd,"age")==0) {  
           cptcovprod--;    first=1;
           cutv(strb,stre,strc,'V');  
           Tvar[i]=atoi(stre);    for(k1=1; k1<=j;k1++){
           cptcovage++;      for(i1=1; i1<=ncodemax[k1];i1++){
           Tage[cptcovage]=i;        j1++;
         }        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
         else {          scanf("%d", i);*/
           cutv(strb,stre,strc,'V');        for (i=-5; i<=nlstate+ndeath; i++)  
           Tvar[i]=ncov+k1;          for (jk=-5; jk<=nlstate+ndeath; jk++)  
           cutv(strb,strc,strd,'V');            for(m=iagemin; m <= iagemax+3; m++)
           Tprod[k1]=i;              freq[i][jk][m]=0;
           Tvard[k1][1]=atoi(strc);  
           Tvard[k1][2]=atoi(stre);      for (i=1; i<=nlstate; i++)  
           Tvar[cptcovn+k2]=Tvard[k1][1];        for(m=iagemin; m <= iagemax+3; m++)
           Tvar[cptcovn+k2+1]=Tvard[k1][2];          prop[i][m]=0;
           for (k=1; k<=lastobs;k++)        
             covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];        dateintsum=0;
           k1++;        k2cpt=0;
           k2=k2+2;        for (i=1; i<=imx; i++) {
         }          bool=1;
       }          if  (cptcovn>0) {
       else {            for (z1=1; z1<=cptcoveff; z1++) 
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
        /*  scanf("%d",i);*/                bool=0;
       cutv(strd,strc,strb,'V');          }
       Tvar[i]=atoi(strc);          if (bool==1){
       }            for(m=firstpass; m<=lastpass; m++){
       strcpy(modelsav,stra);                k2=anint[m][i]+(mint[m][i]/12.);
       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
         scanf("%d",i);*/                if(agev[m][i]==0) agev[m][i]=iagemax+1;
     }                if(agev[m][i]==1) agev[m][i]=iagemax+2;
 }                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
                  if (m<lastpass) {
   /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
   printf("cptcovprod=%d ", cptcovprod);                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
   scanf("%d ",i);*/                }
     fclose(fic);                
                 if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
     /*  if(mle==1){*/                  dateintsum=dateintsum+k2;
     if (weightopt != 1) { /* Maximisation without weights*/                  k2cpt++;
       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++)        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
        if ((mint[m][i]== 99) && (s[m][i] <= nlstate)){  fprintf(ficresp, "#Local time at start: %s", strstart);
          anint[m][i]=9999;        if  (cptcovn>0) {
          s[m][i]=-1;          fprintf(ficresp, "\n#********** Variable "); 
        }          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
              fprintf(ficresp, "**********\n#");
     for (i=1; i<=imx; i++)  {        }
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);        for(i=1; i<=nlstate;i++) 
       for(m=1; (m<= maxwav); m++){          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
         if(s[m][i] >0){        fprintf(ficresp, "\n");
           if (s[m][i] == nlstate+1) {        
             if(agedc[i]>0)        for(i=iagemin; i <= iagemax+3; i++){
               if(moisdc[i]!=99 && andc[i]!=9999)          if(i==iagemax+3){
               agev[m][i]=agedc[i];            fprintf(ficlog,"Total");
             else {          }else{
               if (andc[i]!=9999){            if(first==1){
               printf("Warning negative age at death: %d line:%d\n",num[i],i);              first=0;
               agev[m][i]=-1;              printf("See log file for details...\n");
               }            }
             }            fprintf(ficlog,"Age %d", i);
           }          }
           else if(s[m][i] !=9){ /* Should no more exist */          for(jk=1; jk <=nlstate ; jk++){
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
             if(mint[m][i]==99 || anint[m][i]==9999)              pp[jk] += freq[jk][m][i]; 
               agev[m][i]=1;          }
             else if(agev[m][i] <agemin){          for(jk=1; jk <=nlstate ; jk++){
               agemin=agev[m][i];            for(m=-1, pos=0; m <=0 ; m++)
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/              pos += freq[jk][m][i];
             }            if(pp[jk]>=1.e-10){
             else if(agev[m][i] >agemax){              if(first==1){
               agemax=agev[m][i];              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/              }
             }              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
             /*agev[m][i]=anint[m][i]-annais[i];*/            }else{
             /*   agev[m][i] = age[i]+2*m;*/              if(first==1)
           }                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
           else { /* =9 */              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
             agev[m][i]=1;            }
             s[m][i]=-1;          }
           }  
         }          for(jk=1; jk <=nlstate ; jk++){
         else /*= 0 Unknown */            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
           agev[m][i]=1;              pp[jk] += freq[jk][m][i];
       }          }       
              for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
     }            pos += pp[jk];
     for (i=1; i<=imx; i++)  {            posprop += prop[jk][i];
       for(m=1; (m<= maxwav); m++){          }
         if (s[m][i] > (nlstate+ndeath)) {          for(jk=1; jk <=nlstate ; jk++){
           printf("Error: Wrong value in nlstate or ndeath\n");              if(pos>=1.e-5){
           goto end;              if(first==1)
         }                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
       }              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
     }            }else{
               if(first==1)
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
               fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
     free_vector(severity,1,maxwav);            }
     free_imatrix(outcome,1,maxwav+1,1,n);            if( i <= iagemax){
     free_vector(moisnais,1,n);              if(pos>=1.e-5){
     free_vector(annais,1,n);                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
     free_matrix(mint,1,maxwav,1,n);                /*probs[i][jk][j1]= pp[jk]/pos;*/
     free_matrix(anint,1,maxwav,1,n);                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
     free_vector(moisdc,1,n);              }
     free_vector(andc,1,n);              else
                 fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
                }
     wav=ivector(1,imx);          }
     dh=imatrix(1,lastpass-firstpass+1,1,imx);          
     mw=imatrix(1,lastpass-firstpass+1,1,imx);          for(jk=-1; jk <=nlstate+ndeath; jk++)
                for(m=-1; m <=nlstate+ndeath; m++)
     /* Concatenates waves */              if(freq[jk][m][i] !=0 ) {
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);              if(first==1)
                 printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
                 fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
       Tcode=ivector(1,100);              }
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);          if(i <= iagemax)
       ncodemax[1]=1;            fprintf(ficresp,"\n");
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);          if(first==1)
                  printf("Others in log...\n");
    codtab=imatrix(1,100,1,10);          fprintf(ficlog,"\n");
    h=0;        }
    m=pow(2,cptcoveff);      }
      }
    for(k=1;k<=cptcoveff; k++){    dateintmean=dateintsum/k2cpt; 
      for(i=1; i <=(m/pow(2,k));i++){   
        for(j=1; j <= ncodemax[k]; j++){    fclose(ficresp);
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){    free_ma3x(freq,-5,nlstate+ndeath,-5,nlstate+ndeath, iagemin, iagemax+3);
            h++;    free_vector(pp,1,nlstate);
            if (h>m) h=1;codtab[h][k]=j;    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
          }    /* End of Freq */
        }  }
      }  
    }  /************ Prevalence ********************/
   void prevalence(double ***probs, double agemin, double agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, int firstpass, int lastpass)
   {  
    /*for(i=1; i <=m ;i++){    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
      for(k=1; k <=cptcovn; k++){       in each health status at the date of interview (if between dateprev1 and dateprev2).
        printf("i=%d k=%d %d %d",i,k,codtab[i][k], cptcoveff);       We still use firstpass and lastpass as another selection.
      }    */
      printf("\n");   
    }    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
    scanf("%d",i);*/    double ***freq; /* Frequencies */
        double *pp, **prop;
    /* Calculates basic frequencies. Computes observed prevalence at single age    double pos,posprop; 
        and prints on file fileres'p'. */    double  y2; /* in fractional years */
   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);    int iagemin, iagemax;
   
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    iagemin= (int) agemin;
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    iagemax= (int) agemax;
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    /*pp=vector(1,nlstate);*/
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    prop=matrix(1,nlstate,iagemin,iagemax+3); 
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
          j1=0;
     /* For Powell, parameters are in a vector p[] starting at p[1]    
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */    j=cptcoveff;
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */    if (cptcovn<1) {j=1;ncodemax[1]=1;}
     
     if(mle==1){    for(k1=1; k1<=j;k1++){
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);      for(i1=1; i1<=ncodemax[k1];i1++){
     }        j1++;
            
     /*--------- results files --------------*/        for (i=1; i<=nlstate; i++)  
     fprintf(ficres,"\ntitle=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate, ndeath, maxwav, mle,weightopt,model);          for(m=iagemin; m <= iagemax+3; m++)
                prop[i][m]=0.0;
    jk=1;       
    fprintf(ficres,"# Parameters\n");        for (i=1; i<=imx; i++) { /* Each individual */
    printf("# Parameters\n");          bool=1;
    for(i=1,jk=1; i <=nlstate; i++){          if  (cptcovn>0) {
      for(k=1; k <=(nlstate+ndeath); k++){            for (z1=1; z1<=cptcoveff; z1++) 
        if (k != i)              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
          {                bool=0;
            printf("%d%d ",i,k);          } 
            fprintf(ficres,"%1d%1d ",i,k);          if (bool==1) { 
            for(j=1; j <=ncovmodel; j++){            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
              printf("%f ",p[jk]);              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
              fprintf(ficres,"%f ",p[jk]);              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
              jk++;                if(agev[m][i]==0) agev[m][i]=iagemax+1;
            }                if(agev[m][i]==1) agev[m][i]=iagemax+2;
            printf("\n");                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); 
            fprintf(ficres,"\n");                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];
    }                  prop[s[m][i]][iagemax+3] += weight[i]; 
  if(mle==1){                } 
     /* Computing hessian and covariance matrix */              }
     ftolhess=ftol; /* Usually correct */            } /* end selection of waves */
     hesscov(matcov, p, npar, delti, ftolhess, func);          }
  }        }
     fprintf(ficres,"# Scales\n");        for(i=iagemin; i <= iagemax+3; i++){  
     printf("# Scales\n");          
      for(i=1,jk=1; i <=nlstate; i++){          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
       for(j=1; j <=nlstate+ndeath; j++){            posprop += prop[jk][i]; 
         if (j!=i) {          } 
           fprintf(ficres,"%1d%1d",i,j);  
           printf("%1d%1d",i,j);          for(jk=1; jk <=nlstate ; jk++){     
           for(k=1; k<=ncovmodel;k++){            if( i <=  iagemax){ 
             printf(" %.5e",delti[jk]);              if(posprop>=1.e-5){ 
             fprintf(ficres," %.5e",delti[jk]);                probs[i][jk][j1]= prop[jk][i]/posprop;
             jk++;              } 
           }            } 
           printf("\n");          }/* end jk */ 
           fprintf(ficres,"\n");        }/* end i */ 
         }      } /* end i1 */
       }    } /* end k1 */
       }    
        /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
     k=1;    /*free_vector(pp,1,nlstate);*/
     fprintf(ficres,"# Covariance\n");    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
     printf("# Covariance\n");  }  /* End of prevalence */
     for(i=1;i<=npar;i++){  
       /*  if (k>nlstate) k=1;  /************* Waves Concatenation ***************/
       i1=(i-1)/(ncovmodel*nlstate)+1;  
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);  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)
       printf("%s%d%d",alph[k],i1,tab[i]);*/  {
       fprintf(ficres,"%3d",i);    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
       printf("%3d",i);       Death is a valid wave (if date is known).
       for(j=1; j<=i;j++){       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
         fprintf(ficres," %.5e",matcov[i][j]);       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
         printf(" %.5e",matcov[i][j]);       and mw[mi+1][i]. dh depends on stepm.
       }       */
       fprintf(ficres,"\n");  
       printf("\n");    int i, mi, m;
       k++;    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
     }       double sum=0., jmean=0.;*/
        int first;
     while((c=getc(ficpar))=='#' && c!= EOF){    int j, k=0,jk, ju, jl;
       ungetc(c,ficpar);    double sum=0.;
       fgets(line, MAXLINE, ficpar);    first=0;
       puts(line);    jmin=1e+5;
       fputs(line,ficparo);    jmax=-1;
     }    jmean=0.;
     ungetc(c,ficpar);    for(i=1; i<=imx; i++){
        mi=0;
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);      m=firstpass;
          while(s[m][i] <= nlstate){
     if (fage <= 2) {        if(s[m][i]>=1 || s[m][i]==-2 || s[m][i]==-4 || s[m][i]==-5)
       bage = agemin;          mw[++mi][i]=m;
       fage = agemax;        if(m >=lastpass)
     }          break;
         else
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");          m++;
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);      }/* end while */
       if (s[m][i] > nlstate){
            mi++;     /* Death is another wave */
 /*------------ gnuplot -------------*/        /* if(mi==0)  never been interviewed correctly before death */
 chdir(pathcd);           /* Only death is a correct wave */
   if((ficgp=fopen("graph.plt","w"))==NULL) {        mw[mi][i]=m;
     printf("Problem with file graph.gp");goto end;      }
   }  
 #ifdef windows      wav[i]=mi;
   fprintf(ficgp,"cd \"%s\" \n",pathc);      if(mi==0){
 #endif        nbwarn++;
 m=pow(2,cptcoveff);        if(first==0){
            printf("Warning! None valid information for:%ld line=%d (skipped) and may be others, see log file\n",num[i],i);
  /* 1eme*/          first=1;
   for (cpt=1; cpt<= nlstate ; cpt ++) {        }
    for (k1=1; k1<= m ; k1 ++) {        if(first==1){
           fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
 #ifdef windows        }
     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);      } /* end mi==0 */
 #endif    } /* End individuals */
 #ifdef unix  
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);    for(i=1; i<=imx; i++){
 #endif      for(mi=1; mi<wav[i];mi++){
         if (stepm <=0)
 for (i=1; i<= nlstate ; i ++) {          dh[mi][i]=1;
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");        else{
   else fprintf(ficgp," \%%*lf (\%%*lf)");          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
 }            if (agedc[i] < 2*AGESUP) {
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);              j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
     for (i=1; i<= nlstate ; i ++) {              if(j==0) j=1;  /* Survives at least one month after exam */
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");              else if(j<0){
   else fprintf(ficgp," \%%*lf (\%%*lf)");                nberr++;
 }                printf("Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);                j=1; /* Temporary Dangerous patch */
      for (i=1; i<= nlstate ; i ++) {                printf("   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview. You MUST fix the contradiction between dates.\n",stepm);
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");                fprintf(ficlog,"Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
   else fprintf(ficgp," \%%*lf (\%%*lf)");                fprintf(ficlog,"   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview. You MUST fix the contradiction between dates.\n",stepm);
 }                }
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));              k=k+1;
 #ifdef unix              if (j >= jmax){
 fprintf(ficgp,"\nset ter gif small size 400,300");                jmax=j;
 #endif                ijmax=i;
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);              }
    }              if (j <= jmin){
   }                jmin=j;
   /*2 eme*/                ijmin=i;
               }
   for (k1=1; k1<= m ; k1 ++) {              sum=sum+j;
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);              /*if (j<0) printf("j=%d num=%d \n",j,i);*/
                  /*    printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
     for (i=1; i<= nlstate+1 ; i ++) {            }
       k=2*i;          }
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);          else{
       for (j=1; j<= nlstate+1 ; j ++) {            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");  /*        if (j<0) printf("%d %lf %lf %d %d %d\n", i,agev[mw[mi+1][i]][i], agev[mw[mi][i]][i],j,s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]); */
   else fprintf(ficgp," \%%*lf (\%%*lf)");  
 }              k=k+1;
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");            if (j >= jmax) {
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);              jmax=j;
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);              ijmax=i;
       for (j=1; j<= nlstate+1 ; j ++) {            }
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");            else if (j <= jmin){
         else fprintf(ficgp," \%%*lf (\%%*lf)");              jmin=j;
 }                ijmin=i;
       fprintf(ficgp,"\" t\"\" w l 0,");            }
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
       for (j=1; j<= nlstate+1 ; j ++) {            /*printf("%d %lf %d %d %d\n", i,agev[mw[mi][i]][i],j,s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);*/
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");            if(j<0){
   else fprintf(ficgp," \%%*lf (\%%*lf)");              nberr++;
 }                printf("Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");              fprintf(ficlog,"Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
       else fprintf(ficgp,"\" t\"\" w l 0,");            }
     }            sum=sum+j;
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);          }
   }          jk= j/stepm;
            jl= j -jk*stepm;
   /*3eme*/          ju= j -(jk+1)*stepm;
           if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
   for (k1=1; k1<= m ; k1 ++) {            if(jl==0){
     for (cpt=1; cpt<= nlstate ; cpt ++) {              dh[mi][i]=jk;
       k=2+nlstate*(cpt-1);              bh[mi][i]=0;
       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);            }else{ /* We want a negative bias in order to only have interpolation ie
       for (i=1; i< nlstate ; i ++) {                    * at the price of an extra matrix product in likelihood */
         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);              dh[mi][i]=jk+1;
       }              bh[mi][i]=ju;
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);            }
     }          }else{
   }            if(jl <= -ju){
                dh[mi][i]=jk;
   /* CV preval stat */              bh[mi][i]=jl;       /* bias is positive if real duration
   for (k1=1; k1<= m ; k1 ++) {                                   * is higher than the multiple of stepm and negative otherwise.
     for (cpt=1; cpt<nlstate ; cpt ++) {                                   */
       k=3;            }
       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);            else{
       for (i=1; i< nlstate ; i ++)              dh[mi][i]=jk+1;
         fprintf(ficgp,"+$%d",k+i+1);              bh[mi][i]=ju;
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);            }
                  if(dh[mi][i]==0){
       l=3+(nlstate+ndeath)*cpt;              dh[mi][i]=1; /* At least one step */
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);              bh[mi][i]=ju; /* At least one step */
       for (i=1; i< nlstate ; i ++) {              /*  printf(" bh=%d ju=%d jl=%d dh=%d jk=%d stepm=%d %d\n",bh[mi][i],ju,jl,dh[mi][i],jk,stepm,i);*/
         l=3+(nlstate+ndeath)*cpt;            }
         fprintf(ficgp,"+$%d",l+i+1);          } /* end if mle */
       }        }
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);        } /* end wave */
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    }
     }    jmean=sum/k;
   }    printf("Delay (in months) between two waves Min=%d (for indiviudal %ld) Max=%d (%ld) Mean=%f\n\n ",jmin, num[ijmin], jmax, num[ijmax], jmean);
     fprintf(ficlog,"Delay (in months) between two waves Min=%d (for indiviudal %ld) Max=%d (%ld) Mean=%f\n\n ",jmin, ijmin, jmax, ijmax, jmean);
   /* proba elementaires */   }
    for(i=1,jk=1; i <=nlstate; i++){  
     for(k=1; k <=(nlstate+ndeath); k++){  /*********** Tricode ****************************/
       if (k != i) {  void tricode(int *Tvar, int **nbcode, int imx)
         for(j=1; j <=ncovmodel; j++){  {
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/    
           /*fprintf(ficgp,"%s",alph[1]);*/    int Ndum[20],ij=1, k, j, i, maxncov=19;
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);    int cptcode=0;
           jk++;    cptcoveff=0; 
           fprintf(ficgp,"\n");   
         }    for (k=0; k<maxncov; k++) Ndum[k]=0;
       }    for (k=1; k<=7; k++) ncodemax[k]=0;
     }  
     }    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
       for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
   for(jk=1; jk <=m; jk++) {                                 modality*/ 
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
    i=1;        Ndum[ij]++; /*store the modality */
    for(k2=1; k2<=nlstate; k2++) {        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
      k3=i;        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
      for(k=1; k<=(nlstate+ndeath); k++) {                                         Tvar[j]. If V=sex and male is 0 and 
        if (k != k2){                                         female is 1, then  cptcode=1.*/
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);      }
 ij=1;  
         for(j=3; j <=ncovmodel; j++) {      for (i=0; i<=cptcode; i++) {
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {        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 */
             fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);      }
             ij++;  
           }      ij=1; 
           else      for (i=1; i<=ncodemax[j]; i++) {
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);        for (k=0; k<= maxncov; k++) {
         }          if (Ndum[k] != 0) {
           fprintf(ficgp,")/(1");            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; */
         for(k1=1; k1 <=nlstate; k1++){              
           fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);            ij++;
 ij=1;          }
           for(j=3; j <=ncovmodel; j++){          if (ij > ncodemax[j]) break; 
           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   for (k=0; k< maxncov; k++) Ndum[k]=0;
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);  
           }   for (i=1; i<=ncovmodel-2; i++) { 
           fprintf(ficgp,")");     /* Listing of all covariables in statement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
         }     ij=Tvar[i];
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);     Ndum[ij]++;
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");   }
         i=i+ncovmodel;  
        }   ij=1;
      }   for (i=1; i<= maxncov; i++) {
    }     if((Ndum[i]!=0) && (i<=ncovcol)){
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);       Tvaraff[ij]=i; /*For printing */
   }       ij++;
         }
   fclose(ficgp);   }
       
 chdir(path);   cptcoveff=ij-1; /*Number of simple covariates*/
     free_matrix(agev,1,maxwav,1,imx);  }
     free_ivector(wav,1,imx);  
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);  /*********** Health Expectancies ****************/
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);  
      void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij, int estepm,double delti[],double **matcov,char strstart[] )
     free_imatrix(s,1,maxwav+1,1,n);  
      {
        /* Health expectancies */
     free_ivector(num,1,n);    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
     free_vector(agedc,1,n);    double age, agelim, hf;
     free_vector(weight,1,n);    double ***p3mat,***varhe;
     /*free_matrix(covar,1,NCOVMAX,1,n);*/    double **dnewm,**doldm;
     fclose(ficparo);    double *xp;
     fclose(ficres);    double **gp, **gm;
     /*  }*/    double ***gradg, ***trgradg;
        int theta;
    /*________fin mle=1_________*/  
        varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
     xp=vector(1,npar);
      dnewm=matrix(1,nlstate*nlstate,1,npar);
     /* No more information from the sample is required now */    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
   /* Reads comments: lines beginning with '#' */    
   while((c=getc(ficpar))=='#' && c!= EOF){    fprintf(ficreseij,"# Local time at start: %s", strstart);
     ungetc(c,ficpar);    fprintf(ficreseij,"# Health expectancies\n");
     fgets(line, MAXLINE, ficpar);    fprintf(ficreseij,"# Age");
     puts(line);    for(i=1; i<=nlstate;i++)
     fputs(line,ficparo);      for(j=1; j<=nlstate;j++)
   }        fprintf(ficreseij," %1d-%1d (SE)",i,j);
   ungetc(c,ficpar);    fprintf(ficreseij,"\n");
    
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);    if(estepm < stepm){
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);      printf ("Problem %d lower than %d\n",estepm, stepm);
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);    }
 /*--------- index.htm --------*/    else  hstepm=estepm;   
     /* We compute the life expectancy from trapezoids spaced every estepm months
   strcpy(optionfilehtm,optionfile);     * This is mainly to measure the difference between two models: for example
   strcat(optionfilehtm,".htm");     * if stepm=24 months pijx are given only every 2 years and by summing them
   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {     * we are calculating an estimate of the Life Expectancy assuming a linear 
     printf("Problem with %s \n",optionfilehtm);goto end;     * progression in between and thus overestimating or underestimating according
   }     * to the curvature of the survival function. If, for the same date, we 
      * estimate the model with stepm=1 month, we can keep estepm to 24 months
  fprintf(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.64b </font> <hr size=\"2\" color=\"#EC5E5E\">     * to compare the new estimate of Life expectancy with the same linear 
 Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>     * hypothesis. A more precise result, taking into account a more precise
 Total number of observations=%d <br>     * curvature will be obtained if estepm is as small as stepm. */
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>  
 <hr  size=\"2\" color=\"#EC5E5E\">    /* For example we decided to compute the life expectancy with the smallest unit */
 <li>Outputs files<br><br>\n    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n       nhstepm is the number of hstepm from age to agelim 
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>       nstepm is the number of stepm from age to agelin. 
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>       Look at hpijx to understand the reason of that which relies in memory size
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>       and note for a fixed period like estepm months */
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>       survival function given by stepm (the optimization length). Unfortunately it
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>       means that if the survival funtion is printed only each two years of age and if
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
         - 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);       results. So we changed our mind and took the option of the best precision.
     */
  fprintf(fichtm," <li>Graphs</li><p>");    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
   
  m=cptcoveff;    agelim=AGESUP;
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       /* nhstepm age range expressed in number of stepm */
  j1=0;      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
  for(k1=1; k1<=m;k1++){      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
    for(i1=1; i1<=ncodemax[k1];i1++){      /* if (stepm >= YEARM) hstepm=1;*/
        j1++;      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
        if (cptcovn > 0) {      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
          for (cpt=1; cpt<=cptcoveff;cpt++)      gp=matrix(0,nhstepm,1,nlstate*nlstate);
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);      gm=matrix(0,nhstepm,1,nlstate*nlstate);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");  
        }      /* Computed by stepm unit matrices, product of hstepm matrices, stored
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);          hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
        for(cpt=1; cpt<nlstate;cpt++){   
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>  
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
        }  
     for(cpt=1; cpt<=nlstate;cpt++) {      /* Computing  Variances of health expectancies */
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident  
 interval) in state (%d): v%s%d%d.gif <br>       for(theta=1; theta <=npar; theta++){
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);          for(i=1; i<=npar; i++){ 
      }          xp[i] = x[i] + (i==theta ?delti[theta]:0);
      for(cpt=1; cpt<=nlstate;cpt++) {        }
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);    
      }        cptj=0;
      fprintf(fichtm,"\n<br>- Total life expectancy by age and        for(j=1; j<= nlstate; j++){
 health expectancies in states (1) and (2): e%s%d.gif<br>          for(i=1; i<=nlstate; i++){
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);            cptj=cptj+1;
 fprintf(fichtm,"\n</body>");            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
    }              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
  }            }
 fclose(fichtm);          }
         }
   /*--------------- Prevalence limit --------------*/       
         
   strcpy(filerespl,"pl");        for(i=1; i<=npar; i++) 
   strcat(filerespl,fileres);          xp[i] = x[i] - (i==theta ?delti[theta]:0);
   if((ficrespl=fopen(filerespl,"w"))==NULL) {        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;        
   }        cptj=0;
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);        for(j=1; j<= nlstate; j++){
   fprintf(ficrespl,"#Prevalence limit\n");          for(i=1;i<=nlstate;i++){
   fprintf(ficrespl,"#Age ");            cptj=cptj+1;
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
   fprintf(ficrespl,"\n");  
                gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
   prlim=matrix(1,nlstate,1,nlstate);            }
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          }
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        }
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        for(j=1; j<= nlstate*nlstate; j++)
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          for(h=0; h<=nhstepm-1; h++){
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
   k=0;          }
   agebase=agemin;       } 
   agelim=agemax;     
   ftolpl=1.e-10;  /* End theta */
   i1=cptcoveff;  
   if (cptcovn < 1){i1=1;}       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
   
   for(cptcov=1;cptcov<=i1;cptcov++){       for(h=0; h<=nhstepm-1; h++)
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){        for(j=1; j<=nlstate*nlstate;j++)
         k=k+1;          for(theta=1; theta <=npar; theta++)
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/            trgradg[h][j][theta]=gradg[h][theta][j];
         fprintf(ficrespl,"\n#******");       
         for(j=1;j<=cptcoveff;j++)  
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);       for(i=1;i<=nlstate*nlstate;i++)
         fprintf(ficrespl,"******\n");        for(j=1;j<=nlstate*nlstate;j++)
                  varhe[i][j][(int)age] =0.;
         for (age=agebase; age<=agelim; age++){  
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);       printf("%d|",(int)age);fflush(stdout);
           fprintf(ficrespl,"%.0f",age );       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
           for(i=1; i<=nlstate;i++)       for(h=0;h<=nhstepm-1;h++){
           fprintf(ficrespl," %.5f", prlim[i][i]);        for(k=0;k<=nhstepm-1;k++){
           fprintf(ficrespl,"\n");          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
         }          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
       }          for(i=1;i<=nlstate*nlstate;i++)
     }            for(j=1;j<=nlstate*nlstate;j++)
   fclose(ficrespl);              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
   /*------------- h Pij x at various ages ------------*/        }
        }
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);      /* Computing expectancies */
   if((ficrespij=fopen(filerespij,"w"))==NULL) {      for(i=1; i<=nlstate;i++)
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;        for(j=1; j<=nlstate;j++)
   }          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
   printf("Computing pij: result on file '%s' \n", filerespij);            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
              
   stepsize=(int) (stepm+YEARM-1)/YEARM;  /* if((int)age==70)printf("i=%2d,j=%2d,h=%2d,age=%3d,%9.4f,%9.4f,%9.4f\n",i,j,h,(int)age,p3mat[i][j][h],hf,eij[i][j][(int)age]);*/
   if (stepm<=24) stepsize=2;  
           }
   agelim=AGESUP;  
   hstepm=stepsize*YEARM; /* Every year of age */      fprintf(ficreseij,"%3.0f",age );
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */      cptj=0;
        for(i=1; i<=nlstate;i++)
   k=0;        for(j=1; j<=nlstate;j++){
   for(cptcov=1;cptcov<=i1;cptcov++){          cptj++;
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
       k=k+1;        }
         fprintf(ficrespij,"\n#****** ");      fprintf(ficreseij,"\n");
         for(j=1;j<=cptcoveff;j++)     
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
         fprintf(ficrespij,"******\n");      free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
              free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    }
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    printf("\n");
           oldm=oldms;savm=savms;    fprintf(ficlog,"\n");
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);    
           fprintf(ficrespij,"# Age");    free_vector(xp,1,npar);
           for(i=1; i<=nlstate;i++)    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
             for(j=1; j<=nlstate+ndeath;j++)    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
               fprintf(ficrespij," %1d-%1d",i,j);    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
           fprintf(ficrespij,"\n");  }
           for (h=0; h<=nhstepm; h++){  
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );  /************ Variance ******************/
             for(i=1; i<=nlstate;i++)  void varevsij(char optionfilefiname[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij, int estepm, int cptcov, int cptcod, int popbased, int mobilav, char strstart[])
               for(j=1; j<=nlstate+ndeath;j++)  {
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);    /* Variance of health expectancies */
             fprintf(ficrespij,"\n");    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
           }    /* double **newm;*/
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    double **dnewm,**doldm;
           fprintf(ficrespij,"\n");    double **dnewmp,**doldmp;
         }    int i, j, nhstepm, hstepm, h, nstepm ;
     }    int k, cptcode;
   }    double *xp;
     double **gp, **gm;  /* for var eij */
   fclose(ficrespij);    double ***gradg, ***trgradg; /*for var eij */
     double **gradgp, **trgradgp; /* for var p point j */
   /*---------- Health expectancies and variances ------------*/    double *gpp, *gmp; /* for var p point j */
     double **varppt; /* for var p point j nlstate to nlstate+ndeath */
   strcpy(filerest,"t");    double ***p3mat;
   strcat(filerest,fileres);    double age,agelim, hf;
   if((ficrest=fopen(filerest,"w"))==NULL) {    double ***mobaverage;
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;    int theta;
   }    char digit[4];
   printf("Computing Total LEs with variances: file '%s' \n", filerest);    char digitp[25];
   
     char fileresprobmorprev[FILENAMELENGTH];
   strcpy(filerese,"e");  
   strcat(filerese,fileres);    if(popbased==1){
   if((ficreseij=fopen(filerese,"w"))==NULL) {      if(mobilav!=0)
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);        strcpy(digitp,"-populbased-mobilav-");
   }      else strcpy(digitp,"-populbased-nomobil-");
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);    }
     else 
  strcpy(fileresv,"v");      strcpy(digitp,"-stablbased-");
   strcat(fileresv,fileres);  
   if((ficresvij=fopen(fileresv,"w"))==NULL) {    if (mobilav!=0) {
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   }      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
   k=0;      }
   for(cptcov=1;cptcov<=i1;cptcov++){    }
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){  
       k=k+1;    strcpy(fileresprobmorprev,"prmorprev"); 
       fprintf(ficrest,"\n#****** ");    sprintf(digit,"%-d",ij);
       for(j=1;j<=cptcoveff;j++)    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
         fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    strcat(fileresprobmorprev,digit); /* Tvar to be done */
       fprintf(ficrest,"******\n");    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
     strcat(fileresprobmorprev,fileres);
       fprintf(ficreseij,"\n#****** ");    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
       for(j=1;j<=cptcoveff;j++)      printf("Problem with resultfile: %s\n", fileresprobmorprev);
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
       fprintf(ficreseij,"******\n");    }
     printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
       fprintf(ficresvij,"\n#****** ");   
       for(j=1;j<=cptcoveff;j++)    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);    fprintf(ficresprobmorprev, "#Local time at start: %s", strstart);
       fprintf(ficresvij,"******\n");    fprintf(ficresprobmorprev,"# probabilities of dying before estepm=%d months for people of exact age and weighted probabilities w1*p1j+w2*p2j+... stand dev in()\n",estepm);
     fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
       oldm=oldms;savm=savms;      fprintf(ficresprobmorprev," p.%-d SE",j);
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);        for(i=1; i<=nlstate;i++)
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
       oldm=oldms;savm=savms;    }  
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);    fprintf(ficresprobmorprev,"\n");
          fprintf(ficgp,"\n# Routine varevsij");
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");    /* fprintf(fichtm, "#Local time at start: %s", strstart);*/
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);    fprintf(fichtm,"\n<li><h4> Computing probabilities of dying over estepm months as a weighted average (i.e global mortality independent of initial healh state)</h4></li>\n");
       fprintf(ficrest,"\n");    fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
          /*   } */
       hf=1;    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
       if (stepm >= YEARM) hf=stepm/YEARM;   fprintf(ficresvij, "#Local time at start: %s", strstart);
       epj=vector(1,nlstate+1);    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(age=bage; age <=fage ;age++){    fprintf(ficresvij,"# Age");
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);    for(i=1; i<=nlstate;i++)
         fprintf(ficrest," %.0f",age);      for(j=1; j<=nlstate;j++)
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
           for(i=1, epj[j]=0.;i <=nlstate;i++) {    fprintf(ficresvij,"\n");
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];  
           }    xp=vector(1,npar);
           epj[nlstate+1] +=epj[j];    dnewm=matrix(1,nlstate,1,npar);
         }    doldm=matrix(1,nlstate,1,nlstate);
         for(i=1, vepp=0.;i <=nlstate;i++)    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
           for(j=1;j <=nlstate;j++)    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
             vepp += vareij[i][j][(int)age];  
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
         for(j=1;j <=nlstate;j++){    gpp=vector(nlstate+1,nlstate+ndeath);
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));    gmp=vector(nlstate+1,nlstate+ndeath);
         }    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
         fprintf(ficrest,"\n");    
       }    if(estepm < stepm){
     }      printf ("Problem %d lower than %d\n",estepm, stepm);
   }    }
            else  hstepm=estepm;   
  fclose(ficreseij);    /* For example we decided to compute the life expectancy with the smallest unit */
  fclose(ficresvij);    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
   fclose(ficrest);       nhstepm is the number of hstepm from age to agelim 
   fclose(ficpar);       nstepm is the number of stepm from age to agelin. 
   free_vector(epj,1,nlstate+1);       Look at hpijx to understand the reason of that which relies in memory size
   /*  scanf("%d ",i); */       and note for a fixed period like k years */
     /* We decided (b) to get a life expectancy respecting the most precise curvature of the
   /*------- Variance limit prevalence------*/         survival function given by stepm (the optimization length). Unfortunately it
        means that if the survival funtion is printed every two years of age and if
 strcpy(fileresvpl,"vpl");       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
   strcat(fileresvpl,fileres);       results. So we changed our mind and took the option of the best precision.
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {    */
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
     exit(0);    agelim = AGESUP;
   }    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
       nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
  k=0;      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
  for(cptcov=1;cptcov<=i1;cptcov++){      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){      gp=matrix(0,nhstepm,1,nlstate);
      k=k+1;      gm=matrix(0,nhstepm,1,nlstate);
      fprintf(ficresvpl,"\n#****** ");  
      for(j=1;j<=cptcoveff;j++)  
        fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);      for(theta=1; theta <=npar; theta++){
      fprintf(ficresvpl,"******\n");        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
                xp[i] = x[i] + (i==theta ?delti[theta]:0);
      varpl=matrix(1,nlstate,(int) bage, (int) fage);        }
      oldm=oldms;savm=savms;        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
    }  
  }        if (popbased==1) {
           if(mobilav ==0){
   fclose(ficresvpl);            for(i=1; i<=nlstate;i++)
               prlim[i][i]=probs[(int)age][i][ij];
   /*---------- End : free ----------------*/          }else{ /* mobilav */ 
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);            for(i=1; i<=nlstate;i++)
                prlim[i][i]=mobaverage[(int)age][i][ij];
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);          }
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);        }
      
          for(j=1; j<= nlstate; j++){
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);          for(h=0; h<=nhstepm; h++){
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);          }
          }
   free_matrix(matcov,1,npar,1,npar);        /* This for computing probability of death (h=1 means
   free_vector(delti,1,npar);           computed over hstepm matrices product = hstepm*stepm months) 
             as a weighted average of prlim.
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);        */
         for(j=nlstate+1;j<=nlstate+ndeath;j++){
   printf("End of Imach\n");          for(i=1,gpp[j]=0.; i<= nlstate; i++)
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */            gpp[j] += prlim[i][i]*p3mat[i][j][1];
          }    
   /* 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);*/        /* end probability of death */
   /*printf("Total time was %d uSec.\n", total_usecs);*/  
   /*------ End -----------*/        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
           xp[i] = x[i] - (i==theta ?delti[theta]:0);
         hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
  end:        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 #ifdef windows   
  chdir(pathcd);        if (popbased==1) {
 #endif          if(mobilav ==0){
  /*system("wgnuplot graph.plt");*/            for(i=1; i<=nlstate;i++)
  /*system("../gp37mgw/wgnuplot graph.plt");*/              prlim[i][i]=probs[(int)age][i][ij];
  /*system("cd ../gp37mgw");*/          }else{ /* mobilav */ 
  system("..\\gp37mgw\\wgnuplot graph.plt");            for(i=1; i<=nlstate;i++)
               prlim[i][i]=mobaverage[(int)age][i][ij];
 #ifdef windows          }
   while (z[0] != 'q') {        }
     chdir(pathcd);  
     printf("\nType e to edit output files, c to start again, and q for exiting: ");        for(j=1; j<= nlstate; j++){
     scanf("%s",z);          for(h=0; h<=nhstepm; h++){
     if (z[0] == 'c') system("./imach");            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
     else if (z[0] == 'e') {              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
       chdir(path);          }
       system(optionfilehtm);        }
     }        /* This for computing probability of death (h=1 means
     else if (z[0] == 'q') exit(0);           computed over hstepm matrices product = hstepm*stepm months) 
   }           as a weighted average of prlim.
 #endif        */
 }        for(j=nlstate+1;j<=nlstate+ndeath;j++){
           for(i=1,gmp[j]=0.; i<= nlstate; i++)
            gmp[j] += prlim[i][i]*p3mat[i][j][1];
         }    
         /* end probability of death */
   
         for(j=1; j<= nlstate; j++) /* vareij */
           for(h=0; h<=nhstepm; h++){
             gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
           }
   
         for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
           gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
         }
   
       } /* End theta */
   
       trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
   
       for(h=0; h<=nhstepm; h++) /* veij */
         for(j=1; j<=nlstate;j++)
           for(theta=1; theta <=npar; theta++)
             trgradg[h][j][theta]=gradg[h][theta][j];
   
       for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
         for(theta=1; theta <=npar; theta++)
           trgradgp[j][theta]=gradgp[theta][j];
     
   
       hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
       for(i=1;i<=nlstate;i++)
         for(j=1;j<=nlstate;j++)
           vareij[i][j][(int)age] =0.;
   
       for(h=0;h<=nhstepm;h++){
         for(k=0;k<=nhstepm;k++){
           matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
           matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
           for(i=1;i<=nlstate;i++)
             for(j=1;j<=nlstate;j++)
               vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
         }
       }
     
       /* pptj */
       matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
       matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
       for(j=nlstate+1;j<=nlstate+ndeath;j++)
         for(i=nlstate+1;i<=nlstate+ndeath;i++)
           varppt[j][i]=doldmp[j][i];
       /* end ppptj */
       /*  x centered again */
       hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
       prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
    
       if (popbased==1) {
         if(mobilav ==0){
           for(i=1; i<=nlstate;i++)
             prlim[i][i]=probs[(int)age][i][ij];
         }else{ /* mobilav */ 
           for(i=1; i<=nlstate;i++)
             prlim[i][i]=mobaverage[(int)age][i][ij];
         }
       }
                
       /* This for computing probability of death (h=1 means
          computed over hstepm (estepm) matrices product = hstepm*stepm months) 
          as a weighted average of prlim.
       */
       for(j=nlstate+1;j<=nlstate+ndeath;j++){
         for(i=1,gmp[j]=0.;i<= nlstate; i++) 
           gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
       }    
       /* end probability of death */
   
       fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
       for(j=nlstate+1; j<=(nlstate+ndeath);j++){
         fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
         for(i=1; i<=nlstate;i++){
           fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
         }
       } 
       fprintf(ficresprobmorprev,"\n");
   
       fprintf(ficresvij,"%.0f ",age );
       for(i=1; i<=nlstate;i++)
         for(j=1; j<=nlstate;j++){
           fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
         }
       fprintf(ficresvij,"\n");
       free_matrix(gp,0,nhstepm,1,nlstate);
       free_matrix(gm,0,nhstepm,1,nlstate);
       free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
       free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
       free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     } /* End age */
     free_vector(gpp,nlstate+1,nlstate+ndeath);
     free_vector(gmp,nlstate+1,nlstate+ndeath);
     free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
     free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
     fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
     /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
     fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
   /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
   /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
   /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
     fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
     fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
     fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",subdirf(fileresprobmorprev));
     fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev));
     fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"%s%s.png\"> <br>\n", estepm,subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
     /*  fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months and then divided by estepm and multiplied by %.0f in order to have the probability to die over a year <br> <img src=\"varmuptjgr%s%s.png\"> <br>\n", stepm,YEARM,digitp,digit);
   */
   /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
     fprintf(ficgp,"\nset out \"%s%s.png\";replot;\n",subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
   
     free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,nlstate);
     free_matrix(dnewm,1,nlstate,1,npar);
     free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
     free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficresprobmorprev);
     fflush(ficgp);
     fflush(fichtm); 
   }  /* end varevsij */
   
   /************ Variance of prevlim ******************/
   void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij, char strstart[])
   {
     /* Variance of prevalence limit */
     /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
     double **newm;
     double **dnewm,**doldm;
     int i, j, nhstepm, hstepm;
     int k, cptcode;
     double *xp;
     double *gp, *gm;
     double **gradg, **trgradg;
     double age,agelim;
     int theta;
     fprintf(ficresvpl, "#Local time at start: %s", strstart); 
     fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
     fprintf(ficresvpl,"# Age");
     for(i=1; i<=nlstate;i++)
         fprintf(ficresvpl," %1d-%1d",i,i);
     fprintf(ficresvpl,"\n");
   
     xp=vector(1,npar);
     dnewm=matrix(1,nlstate,1,npar);
     doldm=matrix(1,nlstate,1,nlstate);
     
     hstepm=1*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
     agelim = AGESUP;
     for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
       if (stepm >= YEARM) hstepm=1;
       nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
       gradg=matrix(1,npar,1,nlstate);
       gp=vector(1,nlstate);
       gm=vector(1,nlstate);
   
       for(theta=1; theta <=npar; theta++){
         for(i=1; i<=npar; i++){ /* Computes gradient */
           xp[i] = x[i] + (i==theta ?delti[theta]:0);
         }
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(i=1;i<=nlstate;i++)
           gp[i] = prlim[i][i];
       
         for(i=1; i<=npar; i++) /* Computes gradient */
           xp[i] = x[i] - (i==theta ?delti[theta]:0);
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(i=1;i<=nlstate;i++)
           gm[i] = prlim[i][i];
   
         for(i=1;i<=nlstate;i++)
           gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
       } /* End theta */
   
       trgradg =matrix(1,nlstate,1,npar);
   
       for(j=1; j<=nlstate;j++)
         for(theta=1; theta <=npar; theta++)
           trgradg[j][theta]=gradg[theta][j];
   
       for(i=1;i<=nlstate;i++)
         varpl[i][(int)age] =0.;
       matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
       matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
       for(i=1;i<=nlstate;i++)
         varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
   
       fprintf(ficresvpl,"%.0f ",age );
       for(i=1; i<=nlstate;i++)
         fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
       fprintf(ficresvpl,"\n");
       free_vector(gp,1,nlstate);
       free_vector(gm,1,nlstate);
       free_matrix(gradg,1,npar,1,nlstate);
       free_matrix(trgradg,1,nlstate,1,npar);
     } /* End age */
   
     free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,npar);
     free_matrix(dnewm,1,nlstate,1,nlstate);
   
   }
   
   /************ Variance of one-step probabilities  ******************/
   void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax, char strstart[])
   {
     int i, j=0,  i1, k1, l1, t, tj;
     int k2, l2, j1,  z1;
     int k=0,l, cptcode;
     int first=1, first1;
     double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
     double **dnewm,**doldm;
     double *xp;
     double *gp, *gm;
     double **gradg, **trgradg;
     double **mu;
     double age,agelim, cov[NCOVMAX];
     double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
     int theta;
     char fileresprob[FILENAMELENGTH];
     char fileresprobcov[FILENAMELENGTH];
     char fileresprobcor[FILENAMELENGTH];
   
     double ***varpij;
   
     strcpy(fileresprob,"prob"); 
     strcat(fileresprob,fileres);
     if((ficresprob=fopen(fileresprob,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprob);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
     }
     strcpy(fileresprobcov,"probcov"); 
     strcat(fileresprobcov,fileres);
     if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcov);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
     }
     strcpy(fileresprobcor,"probcor"); 
     strcat(fileresprobcor,fileres);
     if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcor);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
     }
     printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     fprintf(ficresprob, "#Local time at start: %s", strstart);
     fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
     fprintf(ficresprob,"# Age");
     fprintf(ficresprobcov, "#Local time at start: %s", strstart);
     fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
     fprintf(ficresprobcov,"# Age");
     fprintf(ficresprobcor, "#Local time at start: %s", strstart);
     fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
     fprintf(ficresprobcov,"# Age");
   
   
     for(i=1; i<=nlstate;i++)
       for(j=1; j<=(nlstate+ndeath);j++){
         fprintf(ficresprob," p%1d-%1d (SE)",i,j);
         fprintf(ficresprobcov," p%1d-%1d ",i,j);
         fprintf(ficresprobcor," p%1d-%1d ",i,j);
       }  
    /* fprintf(ficresprob,"\n");
     fprintf(ficresprobcov,"\n");
     fprintf(ficresprobcor,"\n");
    */
    xp=vector(1,npar);
     dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
     doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
     mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
     varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
     first=1;
     fprintf(ficgp,"\n# Routine varprob");
     fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
     fprintf(fichtm,"\n");
   
     fprintf(fichtm,"\n<li><h4> <a href=\"%s\">Matrix of variance-covariance of pairs of step probabilities (drawings)</a></h4></li>\n",optionfilehtmcov);
     fprintf(fichtmcov,"\n<h4>Matrix of variance-covariance of pairs of step probabilities</h4>\n\
     file %s<br>\n",optionfilehtmcov);
     fprintf(fichtmcov,"\nEllipsoids of confidence centered on point (p<inf>ij</inf>, p<inf>kl</inf>) are estimated\
   and drawn. It helps understanding how is the covariance between two incidences.\
    They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
     fprintf(fichtmcov,"\n<br> Contour plot corresponding to x'cov<sup>-1</sup>x = 4 (where x is the column vector (pij,pkl)) are drawn. \
   It can be understood this way: if pij and pkl where uncorrelated the (2x2) matrix of covariance \
   would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 \
   standard deviations wide on each axis. <br>\
    Now, if both incidences are correlated (usual case) we diagonalised the inverse of the covariance matrix\
    and made the appropriate rotation to look at the uncorrelated principal directions.<br>\
   To be simple, these graphs help to understand the significativity of each parameter in relation to a second other one.<br> \n");
   
     cov[1]=1;
     tj=cptcoveff;
     if (cptcovn<1) {tj=1;ncodemax[1]=1;}
     j1=0;
     for(t=1; t<=tj;t++){
       for(i1=1; i1<=ncodemax[t];i1++){ 
         j1++;
         if  (cptcovn>0) {
           fprintf(ficresprob, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprob, "**********\n#\n");
           fprintf(ficresprobcov, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcov, "**********\n#\n");
           
           fprintf(ficgp, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficgp, "**********\n#\n");
           
           
           fprintf(fichtmcov, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(fichtmcov, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
           
           fprintf(ficresprobcor, "\n#********** Variable ");    
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcor, "**********\n#");    
         }
         
         for (age=bage; age<=fage; age ++){ 
           cov[2]=age;
           for (k=1; k<=cptcovn;k++) {
             cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
           }
           for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
           for (k=1; k<=cptcovprod;k++)
             cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
           
           gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
           trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
           gp=vector(1,(nlstate)*(nlstate+ndeath));
           gm=vector(1,(nlstate)*(nlstate+ndeath));
       
           for(theta=1; theta <=npar; theta++){
             for(i=1; i<=npar; i++)
               xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
             
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             
             k=0;
             for(i=1; i<= (nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gp[k]=pmmij[i][j];
               }
             }
             
             for(i=1; i<=npar; i++)
               xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
       
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             k=0;
             for(i=1; i<=(nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gm[k]=pmmij[i][j];
               }
             }
        
             for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
               gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
           }
   
           for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
             for(theta=1; theta <=npar; theta++)
               trgradg[j][theta]=gradg[theta][j];
           
           matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
           matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
           free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
           free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
   
           pmij(pmmij,cov,ncovmodel,x,nlstate);
           
           k=0;
           for(i=1; i<=(nlstate); i++){
             for(j=1; j<=(nlstate+ndeath);j++){
               k=k+1;
               mu[k][(int) age]=pmmij[i][j];
             }
           }
           for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
             for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
               varpij[i][j][(int)age] = doldm[i][j];
   
           /*printf("\n%d ",(int)age);
             for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             }*/
   
           fprintf(ficresprob,"\n%d ",(int)age);
           fprintf(ficresprobcov,"\n%d ",(int)age);
           fprintf(ficresprobcor,"\n%d ",(int)age);
   
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
             fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
             fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
           }
           i=0;
           for (k=1; k<=(nlstate);k++){
             for (l=1; l<=(nlstate+ndeath);l++){ 
               i=i++;
               fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
               fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
               for (j=1; j<=i;j++){
                 fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
                 fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
               }
             }
           }/* end of loop for state */
         } /* end of loop for age */
   
         /* Confidence intervalle of pij  */
         /*
           fprintf(ficgp,"\nset noparametric;unset label");
           fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
           fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
           fprintf(fichtm,"\n<br>Probability with  confidence intervals expressed in year<sup>-1</sup> :<a href=\"pijgr%s.png\">pijgr%s.png</A>, ",optionfilefiname,optionfilefiname);
           fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
           fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
           fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
         */
   
         /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
         first1=1;
         for (k2=1; k2<=(nlstate);k2++){
           for (l2=1; l2<=(nlstate+ndeath);l2++){ 
             if(l2==k2) continue;
             j=(k2-1)*(nlstate+ndeath)+l2;
             for (k1=1; k1<=(nlstate);k1++){
               for (l1=1; l1<=(nlstate+ndeath);l1++){ 
                 if(l1==k1) continue;
                 i=(k1-1)*(nlstate+ndeath)+l1;
                 if(i<=j) continue;
                 for (age=bage; age<=fage; age ++){ 
                   if ((int)age %5==0){
                     v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
                     v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     mu1=mu[i][(int) age]/stepm*YEARM ;
                     mu2=mu[j][(int) age]/stepm*YEARM;
                     c12=cv12/sqrt(v1*v2);
                     /* Computing eigen value of matrix of covariance */
                     lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     /* Eigen vectors */
                     v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
                     /*v21=sqrt(1.-v11*v11); *//* error */
                     v21=(lc1-v1)/cv12*v11;
                     v12=-v21;
                     v22=v11;
                     tnalp=v21/v11;
                     if(first1==1){
                       first1=0;
                       printf("%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tang %.3f\nOthers in log...\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     }
                     fprintf(ficlog,"%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tan %.3f\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     /*printf(fignu*/
                     /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
                     /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
                     if(first==1){
                       first=0;
                       fprintf(ficgp,"\nset parametric;unset label");
                       fprintf(ficgp,"\nset log y;set log x; set xlabel \"p%1d%1d (year-1)\";set ylabel \"p%1d%1d (year-1)\"",k1,l1,k2,l2);
                       fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
                       fprintf(fichtmcov,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
    :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
   %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br><img src=\"%s%d%1d%1d-%1d%1d.png\"> ",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nplot [-pi:pi] %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }else{
                       first=0;
                       fprintf(fichtmcov," %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\nreplot %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }/* if first */
                   } /* age mod 5 */
                 } /* end loop age */
                 fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                 first=1;
               } /*l12 */
             } /* k12 */
           } /*l1 */
         }/* k1 */
       } /* loop covariates */
     }
     free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
     free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
     free_vector(xp,1,npar);
     fclose(ficresprob);
     fclose(ficresprobcov);
     fclose(ficresprobcor);
     fflush(ficgp);
     fflush(fichtmcov);
   }
   
   
   /******************* Printing html file ***********/
   void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
                     int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
                     int popforecast, int estepm ,\
                     double jprev1, double mprev1,double anprev1, \
                     double jprev2, double mprev2,double anprev2){
     int jj1, k1, i1, cpt;
   
      fprintf(fichtm,"<ul><li><a href='#firstorder'>Result files (first order: no variance)</a>\n \
      <li><a href='#secondorder'>Result files (second order (variance)</a>\n \
   </ul>");
      fprintf(fichtm,"<ul><li><h4><a name='firstorder'>Result files (first order: no variance)</a></h4>\n \
    - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"%s\">%s</a> <br>\n ",
              jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,subdirf2(fileres,"p"),subdirf2(fileres,"p"));
      fprintf(fichtm,"\
    - Estimated transition probabilities over %d (stepm) months: <a href=\"%s\">%s</a><br>\n ",
              stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"));
      fprintf(fichtm,"\
    - Stable prevalence in each health state: <a href=\"%s\">%s</a> <br>\n",
              subdirf2(fileres,"pl"),subdirf2(fileres,"pl"));
      fprintf(fichtm,"\
    - Life expectancies by age and initial health status (estepm=%2d months): \
      <a href=\"%s\">%s</a> <br>\n</li>",
              estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
   
   fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        /* Pij */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i, %d (stepm) months before: %s%d1.png<br> \
   <img src=\"%s%d1.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1);     
        /* Quasi-incidences */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months\
    before but expressed in per year i.e. quasi incidences if stepm is small and probabilities too: %s%d2.png<br> \
   <img src=\"%s%d2.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1); 
          /* Stable prevalence in each health state */
          for(cpt=1; cpt<nlstate;cpt++){
            fprintf(fichtm,"<br>- Stable prevalence in each health state : p%s%d%d.png<br> \
   <img src=\"%s%d%d.png\">",subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1);
          }
        for(cpt=1; cpt<=nlstate;cpt++) {
           fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): %s%d%d.png <br> \
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"exp"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,jj1);
        }
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
   
   
    fprintf(fichtm,"\
   \n<br><li><h4> <a name='secondorder'>Result files (second order: variances)</a></h4>\n\
    - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n", rfileres,rfileres);
   
    fprintf(fichtm," - Variance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"prob"),subdirf2(fileres,"prob"));
    fprintf(fichtm,"\
    - Variance-covariance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"probcov"),subdirf2(fileres,"probcov"));
   
    fprintf(fichtm,"\
    - Correlation matrix of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"probcor"),subdirf2(fileres,"probcor"));
    fprintf(fichtm,"\
    - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"%s\">%s</a><br>\n",
            estepm, subdirf2(fileres,"v"),subdirf2(fileres,"v"));
    fprintf(fichtm,"\
    - Health expectancies with their variances (no covariance): <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"t"),subdirf2(fileres,"t"));
    fprintf(fichtm,"\
    - Standard deviation of stable prevalences: <a href=\"%s\">%s</a> <br>\n",\
            subdirf2(fileres,"vpl"),subdirf2(fileres,"vpl"));
   
   /*  if(popforecast==1) fprintf(fichtm,"\n */
   /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
   /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
   /*      <br>",fileres,fileres,fileres,fileres); */
   /*  else  */
   /*    fprintf(fichtm,"\n No population forecast: popforecast = %d (instead of 1) or stepm = %d (instead of 1) or model=%s (instead of .)<br><br></li>\n",popforecast, stepm, model); */
    fflush(fichtm);
    fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        for(cpt=1; cpt<=nlstate;cpt++) {
          fprintf(fichtm,"<br>- Observed (cross-sectional) and period (incidence based) \
   prevalence (with 95%% confidence interval) in state (%d): %s%d%d.png <br>\
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"v"),cpt,jj1,subdirf2(optionfilefiname,"v"),cpt,jj1);  
        }
        fprintf(fichtm,"\n<br>- Total life expectancy by age and \
   health expectancies in states (1) and (2): %s%d.png<br>\
   <img src=\"%s%d.png\">",subdirf2(optionfilefiname,"e"),jj1,subdirf2(optionfilefiname,"e"),jj1);
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
    fflush(fichtm);
   }
   
   /******************* Gnuplot file **************/
   void printinggnuplot(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
   
     char dirfileres[132],optfileres[132];
     int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
     int ng;
   /*   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) { */
   /*     printf("Problem with file %s",optionfilegnuplot); */
   /*     fprintf(ficlog,"Problem with file %s",optionfilegnuplot); */
   /*   } */
   
     /*#ifdef windows */
     fprintf(ficgp,"cd \"%s\" \n",pathc);
       /*#endif */
     m=pow(2,cptcoveff);
   
     strcpy(dirfileres,optionfilefiname);
     strcpy(optfileres,"vpl");
    /* 1eme*/
     for (cpt=1; cpt<= nlstate ; cpt ++) {
      for (k1=1; k1<= m ; k1 ++) {
        fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"v"),cpt,k1);
        fprintf(ficgp,"\n#set out \"v%s%d%d.png\" \n",optionfilefiname,cpt,k1);
        fprintf(ficgp,"set xlabel \"Age\" \n\
   set ylabel \"Probability\" \n\
   set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,subdirf2(fileres,"vpl"),k1-1,k1-1);
   
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }
        fprintf(ficgp,"\" t\"Stable prevalence\" w l 0,\"%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1);
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        } 
        fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1); 
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }  
        fprintf(ficgp,"\" t\"\" w l 1,\"%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",subdirf2(fileres,"p"),k1-1,k1-1,2+4*(cpt-1));
      }
     }
     /*2 eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       fprintf(ficgp,"\nset out \"%s%d.png\" \n",subdirf2(optionfilefiname,"e"),k1);
       fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
       
       for (i=1; i<= nlstate+1 ; i ++) {
         k=2*i;
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:2 \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
         else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         fprintf(ficgp,"\" t\"\" w l 0,");
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
         else fprintf(ficgp,"\" t\"\" w l 0,");
       }
     }
     
     /*3eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<= nlstate ; cpt ++) {
         k=2+nlstate*(2*cpt-2);
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"exp"),cpt,k1);
         fprintf(ficgp,"set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,subdirf2(fileres,"e"),k1-1,k1-1,k,cpt);
         /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           
         */
         for (i=1; i< nlstate ; i ++) {
           fprintf(ficgp," ,\"%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",subdirf2(fileres,"e"),k1-1,k1-1,k+2*i,cpt,i+1);
           
         } 
       }
     }
     
     /* CV preval stable (period) */
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<=nlstate ; cpt ++) {
         k=3;
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"p"),cpt,k1);
         fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \n\
   set ter png small\nset size 0.65,0.65\n\
   unset log y\n\
   plot [%.f:%.f] \"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,subdirf2(fileres,"pij"),k1,k+cpt+1,k+1);
         
         for (i=1; i< nlstate ; i ++)
           fprintf(ficgp,"+$%d",k+i+1);
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
         
         l=3+(nlstate+ndeath)*cpt;
         fprintf(ficgp,",\"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",subdirf2(fileres,"pij"),k1,l+cpt+1,l+1);
         for (i=1; i< nlstate ; i ++) {
           l=3+(nlstate+ndeath)*cpt;
           fprintf(ficgp,"+$%d",l+i+1);
         }
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
       } 
     }  
     
     /* proba elementaires */
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) {
           for(j=1; j <=ncovmodel; j++){
             fprintf(ficgp,"p%d=%f ",jk,p[jk]);
             jk++; 
             fprintf(ficgp,"\n");
           }
         }
       }
      }
   
      for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
        for(jk=1; jk <=m; jk++) {
          fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"pe"),jk,ng); 
          if (ng==2)
            fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
          else
            fprintf(ficgp,"\nset title \"Probability\"\n");
          fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
          i=1;
          for(k2=1; k2<=nlstate; k2++) {
            k3=i;
            for(k=1; k<=(nlstate+ndeath); k++) {
              if (k != k2){
                if(ng==2)
                  fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
                else
                  fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
                ij=1;
                for(j=3; j <=ncovmodel; j++) {
                  if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                    fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                    ij++;
                  }
                  else
                    fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                }
                fprintf(ficgp,")/(1");
                
                for(k1=1; k1 <=nlstate; k1++){   
                  fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
                  ij=1;
                  for(j=3; j <=ncovmodel; j++){
                    if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                      fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                      ij++;
                    }
                    else
                      fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                  }
                  fprintf(ficgp,")");
                }
                fprintf(ficgp,") t \"p%d%d\" ", k2,k);
                if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
                i=i+ncovmodel;
              }
            } /* end k */
          } /* end k2 */
        } /* end jk */
      } /* end ng */
      fflush(ficgp); 
   }  /* end gnuplot */
   
   
   /*************** Moving average **************/
   int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
   
     int i, cpt, cptcod;
     int modcovmax =1;
     int mobilavrange, mob;
     double age;
   
     modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
                              a covariate has 2 modalities */
     if (cptcovn<1) modcovmax=1; /* At least 1 pass */
   
     if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
       if(mobilav==1) mobilavrange=5; /* default */
       else mobilavrange=mobilav;
       for (age=bage; age<=fage; age++)
         for (i=1; i<=nlstate;i++)
           for (cptcod=1;cptcod<=modcovmax;cptcod++)
             mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
       /* We keep the original values on the extreme ages bage, fage and for 
          fage+1 and bage-1 we use a 3 terms moving average; for fage+2 bage+2
          we use a 5 terms etc. until the borders are no more concerned. 
       */ 
       for (mob=3;mob <=mobilavrange;mob=mob+2){
         for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
           for (i=1; i<=nlstate;i++){
             for (cptcod=1;cptcod<=modcovmax;cptcod++){
               mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
                 for (cpt=1;cpt<=(mob-1)/2;cpt++){
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
                 }
               mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
             }
           }
         }/* end age */
       }/* end mob */
     }else return -1;
     return 0;
   }/* End movingaverage */
   
   
   /************** Forecasting ******************/
   prevforecast(char fileres[], double anproj1, double mproj1, double jproj1, double ageminpar, double agemax, double dateprev1, double dateprev2, int mobilav, double bage, double fage, int firstpass, int lastpass, double anproj2, double p[], int cptcoveff){
     /* proj1, year, month, day of starting projection 
        agemin, agemax range of age
        dateprev1 dateprev2 range of dates during which prevalence is computed
        anproj2 year of en of projection (same day and month as proj1).
     */
     int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
     int *popage;
     double agec; /* generic age */
     double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
     double *popeffectif,*popcount;
     double ***p3mat;
     double ***mobaverage;
     char fileresf[FILENAMELENGTH];
   
     agelim=AGESUP;
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
    
     strcpy(fileresf,"f"); 
     strcat(fileresf,fileres);
     if((ficresf=fopen(fileresf,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", fileresf);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
     }
     printf("Computing forecasting: result on file '%s' \n", fileresf);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     if(estepm < stepm){
       printf ("Problem %d lower than %d\n",estepm, stepm);
     }
     else  hstepm=estepm;   
   
     hstepm=hstepm/stepm; 
     yp1=modf(dateintmean,&yp);/* extracts integral of datemean in yp  and
                                  fractional in yp1 */
     anprojmean=yp;
     yp2=modf((yp1*12),&yp);
     mprojmean=yp;
     yp1=modf((yp2*30.5),&yp);
     jprojmean=yp;
     if(jprojmean==0) jprojmean=1;
     if(mprojmean==0) jprojmean=1;
   
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
     
     fprintf(ficresf,"# Mean day of interviews %.lf/%.lf/%.lf (%.2f) between %.2f and %.2f \n",jprojmean,mprojmean,anprojmean,dateintmean,dateprev1,dateprev2); 
     
     fprintf(ficresf,"#****** Routine prevforecast **\n");
   
   /*            if (h==(int)(YEARM*yearp)){ */
     for(cptcov=1, k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficresf,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficresf," V%d=%d, hpijx=probability over h years, hp.jx is weighted by observed prev ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficresf,"******\n");
         fprintf(ficresf,"# Covariate valuofcovar yearproj age");
         for(j=1; j<=nlstate+ndeath;j++){ 
           for(i=1; i<=nlstate;i++)              
             fprintf(ficresf," p%d%d",i,j);
           fprintf(ficresf," p.%d",j);
         }
         for (yearp=0; yearp<=(anproj2-anproj1);yearp +=stepsize) { 
           fprintf(ficresf,"\n");
           fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+yearp);   
   
           for (agec=fage; agec>=(ageminpar-1); agec--){ 
             nhstepm=(int) rint((agelim-agec)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agec,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h*hstepm/YEARM*stepm ==yearp) {
                 fprintf(ficresf,"\n");
                 for(j=1;j<=cptcoveff;j++) 
                   fprintf(ficresf,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
                 fprintf(ficresf,"%.f %.f ",anproj1+yearp,agec+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 ppij=0.;
                 for(i=1; i<=nlstate;i++) {
                   if (mobilav==1) 
                     ppij=ppij+p3mat[i][j][h]*mobaverage[(int)agec][i][cptcod];
                   else {
                     ppij=ppij+p3mat[i][j][h]*probs[(int)(agec)][i][cptcod];
                   }
                   if (h*hstepm/YEARM*stepm== yearp) {
                     fprintf(ficresf," %.3f", p3mat[i][j][h]);
                   }
                 } /* end i */
                 if (h*hstepm/YEARM*stepm==yearp) {
                   fprintf(ficresf," %.3f", ppij);
                 }
               }/* end j */
             } /* end h */
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           } /* end agec */
         } /* end yearp */
       } /* end cptcod */
     } /* end  cptcov */
          
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     fclose(ficresf);
   }
   
   /************** Forecasting *****not tested NB*************/
   populforecast(char fileres[], double anpyram,double mpyram,double jpyram,double ageminpar, double agemax,double dateprev1, double dateprev2, int mobilav, double agedeb, double fage, int popforecast, char popfile[], double anpyram1,double p[], int i2){
     
     int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
     int *popage;
     double calagedatem, agelim, kk1, kk2;
     double *popeffectif,*popcount;
     double ***p3mat,***tabpop,***tabpopprev;
     double ***mobaverage;
     char filerespop[FILENAMELENGTH];
   
     tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     agelim=AGESUP;
     calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
     
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     
     
     strcpy(filerespop,"pop"); 
     strcat(filerespop,fileres);
     if((ficrespop=fopen(filerespop,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", filerespop);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
     }
     printf("Computing forecasting: result on file '%s' \n", filerespop);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     
     agelim=AGESUP;
     
     hstepm=1;
     hstepm=hstepm/stepm; 
     
     if (popforecast==1) {
       if((ficpop=fopen(popfile,"r"))==NULL) {
         printf("Problem with population file : %s\n",popfile);exit(0);
         fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
       } 
       popage=ivector(0,AGESUP);
       popeffectif=vector(0,AGESUP);
       popcount=vector(0,AGESUP);
       
       i=1;   
       while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
      
       imx=i;
       for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
     }
   
     for(cptcov=1,k=0;cptcov<=i2;cptcov++){
      for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficrespop,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespop,"******\n");
         fprintf(ficrespop,"# Age");
         for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
         if (popforecast==1)  fprintf(ficrespop," [Population]");
         
         for (cpt=0; cpt<=0;cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   if (mobilav==1) 
                     kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
                   else {
                     kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
                   }
                 }
                 if (h==(int)(calagedatem+12*cpt)){
                   tabpop[(int)(agedeb)][j][cptcod]=kk1;
                     /*fprintf(ficrespop," %.3f", kk1);
                       if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
                 }
               }
               for(i=1; i<=nlstate;i++){
                 kk1=0.;
                   for(j=1; j<=nlstate;j++){
                     kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
                   }
                     tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
               }
   
               if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
                 fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
    
     /******/
   
         for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];    
                 }
                 if (h==(int)(calagedatem+12*cpt)) fprintf(ficresf," %15.2f", kk1);        
               }
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
      } 
     }
    
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     if (popforecast==1) {
       free_ivector(popage,0,AGESUP);
       free_vector(popeffectif,0,AGESUP);
       free_vector(popcount,0,AGESUP);
     }
     free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficrespop);
   } /* End of popforecast */
   
   int fileappend(FILE *fichier, char *optionfich)
   {
     if((fichier=fopen(optionfich,"a"))==NULL) {
       printf("Problem with file: %s\n", optionfich);
       fprintf(ficlog,"Problem with file: %s\n", optionfich);
       return (0);
     }
     fflush(fichier);
     return (1);
   }
   
   
   /**************** function prwizard **********************/
   void prwizard(int ncovmodel, int nlstate, int ndeath,  char model[], FILE *ficparo)
   {
   
     /* Wizard to print covariance matrix template */
   
     char ca[32], cb[32], cc[32];
     int i,j, k, l, li, lj, lk, ll, jj, npar, itimes;
     int numlinepar;
   
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficparo,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         /*ca[0]= k+'a'-1;ca[1]='\0';*/
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           /*        printf(" %lf",param[i][j][k]); */
           /*        fprintf(ficparo," %lf",param[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficparo,"# Scales (for hessian or gradient estimation)\n");
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/ 
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         fprintf(ficparo,"%1d%1d",i,j);
         printf("%1d%1d",i,j);
         fflush(stdout);
         for(k=1; k<=ncovmodel;k++){
           /*      printf(" %le",delti3[i][j][k]); */
           /*      fprintf(ficparo," %le",delti3[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         numlinepar++;
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Covariance matrix\n");
   /* # 121 Var(a12)\n\ */
   /* # 122 Cov(b12,a12) Var(b12)\n\ */
   /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
   /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
   /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
   /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
   /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
   /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
     fflush(stdout);
     fprintf(ficparo,"# Covariance matrix\n");
     /* # 121 Var(a12)\n\ */
     /* # 122 Cov(b12,a12) Var(b12)\n\ */
     /* #   ...\n\ */
     /* # 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n" */
     
     for(itimes=1;itimes<=2;itimes++){
       jj=0;
       for(i=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath; j++){
           if(j==i) continue;
           for(k=1; k<=ncovmodel;k++){
             jj++;
             ca[0]= k+'a'-1;ca[1]='\0';
             if(itimes==1){
               printf("#%1d%1d%d",i,j,k);
               fprintf(ficparo,"#%1d%1d%d",i,j,k);
             }else{
               printf("%1d%1d%d",i,j,k);
               fprintf(ficparo,"%1d%1d%d",i,j,k);
               /*  printf(" %.5le",matcov[i][j]); */
             }
             ll=0;
             for(li=1;li <=nlstate; li++){
               for(lj=1;lj <=nlstate+ndeath; lj++){
                 if(lj==li) continue;
                 for(lk=1;lk<=ncovmodel;lk++){
                   ll++;
                   if(ll<=jj){
                     cb[0]= lk +'a'-1;cb[1]='\0';
                     if(ll<jj){
                       if(itimes==1){
                         printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         fprintf(ficparo," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }else{
                       if(itimes==1){
                         printf(" Var(%s%1d%1d)",ca,i,j);
                         fprintf(ficparo," Var(%s%1d%1d)",ca,i,j);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }
                   }
                 } /* end lk */
               } /* end lj */
             } /* end li */
             printf("\n");
             fprintf(ficparo,"\n");
             numlinepar++;
           } /* end k*/
         } /*end j */
       } /* end i */
     } /* end itimes */
   
   } /* end of prwizard */
   /******************* Gompertz Likelihood ******************************/
   double gompertz(double x[])
   { 
     double A,B,L=0.0,sump=0.,num=0.;
     int i,n=0; /* n is the size of the sample */
   
     for (i=0;i<=imx-1 ; i++) {
       sump=sump+weight[i];
       /*    sump=sump+1;*/
       num=num+1;
     }
    
    
     /* for (i=0; i<=imx; i++) 
        if (wav[i]>0) printf("i=%d ageex=%lf agecens=%lf agedc=%lf cens=%d %d\n" ,i,ageexmed[i],agecens[i],agedc[i],cens[i],wav[i]);*/
   
     for (i=1;i<=imx ; i++)
       {
         if (cens[i] == 1 && wav[i]>1)
           A=-x[1]/(x[2])*(exp(x[2]*(agecens[i]-agegomp))-exp(x[2]*(ageexmed[i]-agegomp)));
         
         if (cens[i] == 0 && wav[i]>1)
           A=-x[1]/(x[2])*(exp(x[2]*(agedc[i]-agegomp))-exp(x[2]*(ageexmed[i]-agegomp)))
                +log(x[1]/YEARM)+x[2]*(agedc[i]-agegomp)+log(YEARM);  
         
         /*if (wav[i] > 1 && agecens[i] > 15) {*/ /* ??? */
         if (wav[i] > 1 ) { /* ??? */
           L=L+A*weight[i];
           /*      printf("\ni=%d A=%f L=%lf x[1]=%lf x[2]=%lf ageex=%lf agecens=%lf cens=%d agedc=%lf weight=%lf\n",i,A,L,x[1],x[2],ageexmed[i]*12,agecens[i]*12,cens[i],agedc[i]*12,weight[i]);*/
         }
       }
   
    /*printf("x1=%2.9f x2=%2.9f x3=%2.9f L=%f\n",x[1],x[2],x[3],L);*/
    
     return -2*L*num/sump;
   }
   
   /******************* Printing html file ***********/
   void printinghtmlmort(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
                     int imx,  double p[],double **matcov,double agemortsup){
     int i,k;
   
     fprintf(fichtm,"<ul><li><h4>Result files </h4>\n Force of mortality. Parameters of the Gompertz fit (with confidence interval in brackets):<br>");
     fprintf(fichtm,"  mu(age) =%lf*exp(%lf*(age-%d)) per year<br><br>",p[1],p[2],agegomp);
     for (i=1;i<=2;i++) 
       fprintf(fichtm," p[%d] = %lf [%f ; %f]<br>\n",i,p[i],p[i]-2*sqrt(matcov[i][i]),p[i]+2*sqrt(matcov[i][i]));
     fprintf(fichtm,"<br><br><img src=\"graphmort.png\">");
     fprintf(fichtm,"</ul>");
   
   fprintf(fichtm,"<ul><li><h4>Life table</h4>\n <br>");
   
    fprintf(fichtm,"\nAge   l<inf>x</inf>     q<inf>x</inf> d(x,x+1)    L<inf>x</inf>     T<inf>x</inf>     e<infx</inf><br>");
   
    for (k=agegomp;k<(agemortsup-2);k++) 
      fprintf(fichtm,"%d %.0lf %lf %.0lf %.0lf %.0lf %lf<br>\n",k,lsurv[k],p[1]*exp(p[2]*(k-agegomp)),(p[1]*exp(p[2]*(k-agegomp)))*lsurv[k],lpop[k],tpop[k],tpop[k]/lsurv[k]);
   
    
     fflush(fichtm);
   }
   
   /******************* Gnuplot file **************/
   void printinggnuplotmort(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
   
     char dirfileres[132],optfileres[132];
     int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
     int ng;
   
   
     /*#ifdef windows */
     fprintf(ficgp,"cd \"%s\" \n",pathc);
       /*#endif */
   
   
     strcpy(dirfileres,optionfilefiname);
     strcpy(optfileres,"vpl");
     fprintf(ficgp,"set out \"graphmort.png\"\n "); 
     fprintf(ficgp,"set xlabel \"Age\"\n set ylabel \"Force of mortality (per year)\" \n "); 
     fprintf(ficgp, "set ter png small\n set log y\n"); 
     fprintf(ficgp, "set size 0.65,0.65\n");
     fprintf(ficgp,"plot [%d:100] %lf*exp(%lf*(x-%d))",agegomp,p[1],p[2],agegomp);
   
   } 
   
   
   
   
   /***********************************************/
   /**************** Main Program *****************/
   /***********************************************/
   
   int main(int argc, char *argv[])
   {
     int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
     int i,j, k, n=MAXN,iter,m,size=100,cptcode, cptcod;
     int linei, month, year,iout;
     int jj, ll, li, lj, lk, imk;
     int numlinepar=0; /* Current linenumber of parameter file */
     int itimes;
     int NDIM=2;
   
     char ca[32], cb[32], cc[32];
     /*  FILE *fichtm; *//* Html File */
     /* FILE *ficgp;*/ /*Gnuplot File */
     struct stat info;
     double agedeb, agefin,hf;
     double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
   
     double fret;
     double **xi,tmp,delta;
   
     double dum; /* Dummy variable */
     double ***p3mat;
     double ***mobaverage;
     int *indx;
     char line[MAXLINE], linepar[MAXLINE];
     char path[MAXLINE],pathc[MAXLINE],pathcd[MAXLINE],pathtot[MAXLINE],model[MAXLINE];
     char pathr[MAXLINE], pathimach[MAXLINE]; 
     int firstobs=1, lastobs=10;
     int sdeb, sfin; /* Status at beginning and end */
     int c,  h , cpt,l;
     int ju,jl, mi;
     int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
     int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,*tab; 
     int mobilavproj=0 , prevfcast=0 ; /* moving average of prev, If prevfcast=1 prevalence projection */
     int mobilav=0,popforecast=0;
     int hstepm, nhstepm;
     int agemortsup;
     float  sumlpop=0.;
     double jprev1=1, mprev1=1,anprev1=2000,jprev2=1, mprev2=1,anprev2=2000;
     double jpyram=1, mpyram=1,anpyram=2000,jpyram1=1, mpyram1=1,anpyram1=2000;
   
     double bage, fage, age, agelim, agebase;
     double ftolpl=FTOL;
     double **prlim;
     double *severity;
     double ***param; /* Matrix of parameters */
     double  *p;
     double **matcov; /* Matrix of covariance */
     double ***delti3; /* Scale */
     double *delti; /* Scale */
     double ***eij, ***vareij;
     double **varpl; /* Variances of prevalence limits by age */
     double *epj, vepp;
     double kk1, kk2;
     double dateprev1, dateprev2,jproj1=1,mproj1=1,anproj1=2000,jproj2=1,mproj2=1,anproj2=2000;
     double **ximort;
     char *alph[]={"a","a","b","c","d","e"}, str[4];
     int *dcwave;
   
     char z[1]="c", occ;
   
     char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
     char strstart[80], *strt, strtend[80];
     char *stratrunc;
     int lstra;
   
     long total_usecs;
    
   /*   setlocale (LC_ALL, ""); */
   /*   bindtextdomain (PACKAGE, LOCALEDIR); */
   /*   textdomain (PACKAGE); */
   /*   setlocale (LC_CTYPE, ""); */
   /*   setlocale (LC_MESSAGES, ""); */
   
     /*   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
     (void) gettimeofday(&start_time,&tzp);
     curr_time=start_time;
     tm = *localtime(&start_time.tv_sec);
     tmg = *gmtime(&start_time.tv_sec);
     strcpy(strstart,asctime(&tm));
   
   /*  printf("Localtime (at start)=%s",strstart); */
   /*  tp.tv_sec = tp.tv_sec +86400; */
   /*  tm = *localtime(&start_time.tv_sec); */
   /*   tmg.tm_year=tmg.tm_year +dsign*dyear; */
   /*   tmg.tm_mon=tmg.tm_mon +dsign*dmonth; */
   /*   tmg.tm_hour=tmg.tm_hour + 1; */
   /*   tp.tv_sec = mktime(&tmg); */
   /*   strt=asctime(&tmg); */
   /*   printf("Time(after) =%s",strstart);  */
   /*  (void) time (&time_value);
   *  printf("time=%d,t-=%d\n",time_value,time_value-86400);
   *  tm = *localtime(&time_value);
   *  strstart=asctime(&tm);
   *  printf("tim_value=%d,asctime=%s\n",time_value,strstart); 
   */
   
     nberr=0; /* Number of errors and warnings */
     nbwarn=0;
     getcwd(pathcd, size);
   
     printf("\n%s\n%s",version,fullversion);
     if(argc <=1){
       printf("\nEnter the parameter file name: ");
       scanf("%s",pathtot);
     }
     else{
       strcpy(pathtot,argv[1]);
     }
     /*if(getcwd(pathcd, MAXLINE)!= NULL)printf ("Error pathcd\n");*/
     /*cygwin_split_path(pathtot,path,optionfile);
       printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
     /* cutv(path,optionfile,pathtot,'\\');*/
   
     /* Split argv[0], imach program to get pathimach */
     printf("\nargv[0]=%s argv[1]=%s, \n",argv[0],argv[1]);
     split(argv[0],pathimach,optionfile,optionfilext,optionfilefiname);
     printf("\nargv[0]=%s pathimach=%s, \noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",argv[0],pathimach,optionfile,optionfilext,optionfilefiname);
    /*   strcpy(pathimach,argv[0]); */
     /* Split argv[1]=pathtot, parameter file name to get path, optionfile, extension and name */
     split(pathtot,path,optionfile,optionfilext,optionfilefiname);
     printf("\npathtot=%s,\npath=%s,\noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     chdir(path);
     strcpy(command,"mkdir ");
     strcat(command,optionfilefiname);
     if((outcmd=system(command)) != 0){
       printf("Problem creating directory or it already exists %s%s, err=%d\n",path,optionfilefiname,outcmd);
       /* fprintf(ficlog,"Problem creating directory %s%s\n",path,optionfilefiname); */
       /* fclose(ficlog); */
   /*     exit(1); */
     }
   /*   if((imk=mkdir(optionfilefiname))<0){ */
   /*     perror("mkdir"); */
   /*   } */
   
     /*-------- arguments in the command line --------*/
   
     /* Log file */
     strcat(filelog, optionfilefiname);
     strcat(filelog,".log");    /* */
     if((ficlog=fopen(filelog,"w"))==NULL)    {
       printf("Problem with logfile %s\n",filelog);
       goto end;
     }
     fprintf(ficlog,"Log filename:%s\n",filelog);
     fprintf(ficlog,"\n%s\n%s",version,fullversion);
     fprintf(ficlog,"\nEnter the parameter file name: \n");
     fprintf(ficlog,"pathimach=%s\npathtot=%s\n\
    path=%s \n\
    optionfile=%s\n\
    optionfilext=%s\n\
    optionfilefiname=%s\n",pathimach,pathtot,path,optionfile,optionfilext,optionfilefiname);
   
     printf("Local time (at start):%s",strstart);
     fprintf(ficlog,"Local time (at start): %s",strstart);
     fflush(ficlog);
   /*   (void) gettimeofday(&curr_time,&tzp); */
   /*   printf("Elapsed time %d\n", asc_diff_time(curr_time.tv_sec-start_time.tv_sec,tmpout)); */
   
     /* */
     strcpy(fileres,"r");
     strcat(fileres, optionfilefiname);
     strcat(fileres,".txt");    /* Other files have txt extension */
   
     /*---------arguments file --------*/
   
     if((ficpar=fopen(optionfile,"r"))==NULL)    {
       printf("Problem with optionfile %s\n",optionfile);
       fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
       fflush(ficlog);
       goto end;
     }
   
   
   
     strcpy(filereso,"o");
     strcat(filereso,fileres);
     if((ficparo=fopen(filereso,"w"))==NULL) { /* opened on subdirectory */
       printf("Problem with Output resultfile: %s\n", filereso);
       fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
       fflush(ficlog);
       goto end;
     }
   
     /* Reads comments: lines beginning with '#' */
     numlinepar=0;
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
     numlinepar++;
     printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model);
     fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fprintf(ficlog,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fflush(ficlog);
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
      
     covar=matrix(0,NCOVMAX,1,n); 
     cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
     if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
   
     ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
     nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
   
     delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     delti=delti3[1][1];
     /*delti=vector(1,npar); *//* Scale of each paramater (output from hesscov)*/
     if(mle==-1){ /* Print a wizard for help writing covariance matrix */
       prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
       printf(" You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       fprintf(ficlog," You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
       fclose (ficparo);
       fclose (ficlog);
       exit(0);
     }
     else if(mle==-3) {
       prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
       printf(" You choose mle=-3, look at file %s for a template of covariance matrix \n",filereso);
       fprintf(ficlog," You choose mle=-3, look at file %s for a template of covariance matrix \n",filereso);
       param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
       matcov=matrix(1,npar,1,npar);
     }
     else{
       /* Read guess parameters */
       /* Reads comments: lines beginning with '#' */
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         numlinepar++;
         puts(line);
         fputs(line,ficparo);
         fputs(line,ficlog);
       }
       ungetc(c,ficpar);
       
       param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
       for(i=1; i <=nlstate; i++){
         j=0;
         for(jj=1; jj <=nlstate+ndeath; jj++){
           if(jj==i) continue;
           j++;
           fscanf(ficpar,"%1d%1d",&i1,&j1);
           if ((i1 != i) && (j1 != j)){
             printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
             exit(1);
           }
           fprintf(ficparo,"%1d%1d",i1,j1);
           if(mle==1)
             printf("%1d%1d",i,j);
           fprintf(ficlog,"%1d%1d",i,j);
           for(k=1; k<=ncovmodel;k++){
             fscanf(ficpar," %lf",&param[i][j][k]);
             if(mle==1){
               printf(" %lf",param[i][j][k]);
               fprintf(ficlog," %lf",param[i][j][k]);
             }
             else
               fprintf(ficlog," %lf",param[i][j][k]);
             fprintf(ficparo," %lf",param[i][j][k]);
           }
           fscanf(ficpar,"\n");
           numlinepar++;
           if(mle==1)
             printf("\n");
           fprintf(ficlog,"\n");
           fprintf(ficparo,"\n");
         }
       }  
       fflush(ficlog);
   
       p=param[1][1];
       
       /* Reads comments: lines beginning with '#' */
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         numlinepar++;
         puts(line);
         fputs(line,ficparo);
         fputs(line,ficlog);
       }
       ungetc(c,ficpar);
   
       for(i=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath-1; j++){
           fscanf(ficpar,"%1d%1d",&i1,&j1);
           if ((i1-i)*(j1-j)!=0){
             printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
             exit(1);
           }
           printf("%1d%1d",i,j);
           fprintf(ficparo,"%1d%1d",i1,j1);
           fprintf(ficlog,"%1d%1d",i1,j1);
           for(k=1; k<=ncovmodel;k++){
             fscanf(ficpar,"%le",&delti3[i][j][k]);
             printf(" %le",delti3[i][j][k]);
             fprintf(ficparo," %le",delti3[i][j][k]);
             fprintf(ficlog," %le",delti3[i][j][k]);
           }
           fscanf(ficpar,"\n");
           numlinepar++;
           printf("\n");
           fprintf(ficparo,"\n");
           fprintf(ficlog,"\n");
         }
       }
       fflush(ficlog);
   
       delti=delti3[1][1];
   
   
       /* free_ma3x(delti3,1,nlstate,1,nlstate+ndeath-1,1,ncovmodel); */ /* Hasn't to to freed here otherwise delti is no more allocated */
     
       /* Reads comments: lines beginning with '#' */
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         numlinepar++;
         puts(line);
         fputs(line,ficparo);
         fputs(line,ficlog);
       }
       ungetc(c,ficpar);
     
       matcov=matrix(1,npar,1,npar);
       for(i=1; i <=npar; i++){
         fscanf(ficpar,"%s",&str);
         if(mle==1)
           printf("%s",str);
         fprintf(ficlog,"%s",str);
         fprintf(ficparo,"%s",str);
         for(j=1; j <=i; j++){
           fscanf(ficpar," %le",&matcov[i][j]);
           if(mle==1){
             printf(" %.5le",matcov[i][j]);
           }
           fprintf(ficlog," %.5le",matcov[i][j]);
           fprintf(ficparo," %.5le",matcov[i][j]);
         }
         fscanf(ficpar,"\n");
         numlinepar++;
         if(mle==1)
           printf("\n");
         fprintf(ficlog,"\n");
         fprintf(ficparo,"\n");
       }
       for(i=1; i <=npar; i++)
         for(j=i+1;j<=npar;j++)
           matcov[i][j]=matcov[j][i];
       
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       
       fflush(ficlog);
       
       /*-------- Rewriting parameter file ----------*/
       strcpy(rfileres,"r");    /* "Rparameterfile */
       strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
       strcat(rfileres,".");    /* */
       strcat(rfileres,optionfilext);    /* Other files have txt extension */
       if((ficres =fopen(rfileres,"w"))==NULL) {
         printf("Problem writing new parameter file: %s\n", fileres);goto end;
         fprintf(ficlog,"Problem writing new parameter file: %s\n", fileres);goto end;
       }
       fprintf(ficres,"#%s\n",version);
     }    /* End of mle != -3 */
   
     /*-------- data file ----------*/
     if((fic=fopen(datafile,"r"))==NULL)    {
       printf("Problem with datafile: %s\n", datafile);goto end;
       fprintf(ficlog,"Problem with datafile: %s\n", datafile);goto end;
     }
   
     n= lastobs;
     severity = vector(1,maxwav);
     outcome=imatrix(1,maxwav+1,1,n);
     num=lvector(1,n);
     moisnais=vector(1,n);
     annais=vector(1,n);
     moisdc=vector(1,n);
     andc=vector(1,n);
     agedc=vector(1,n);
     cod=ivector(1,n);
     weight=vector(1,n);
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
     mint=matrix(1,maxwav,1,n);
     anint=matrix(1,maxwav,1,n);
     s=imatrix(1,maxwav+1,1,n);
     tab=ivector(1,NCOVMAX);
     ncodemax=ivector(1,8);
   
     i=1;
     linei=0;
     while ((fgets(line, MAXLINE, fic) != NULL) &&((i >= firstobs) && (i <=lastobs)))    {
       linei=linei+1;
       for(j=strlen(line); j>=0;j--){  /* Untabifies line */
           if(line[j] == '\t')
             line[j] = ' ';
         }
         for(j=strlen(line)-1; (line[j]==' ')||(line[j]==10)||(line[j]==13);j--){
           ;
         };
         line[j+1]=0;  /* Trims blanks at end of line */
         if(line[0]=='#'){
           fprintf(ficlog,"Comment line\n%s\n",line);
           printf("Comment line\n%s\n",line);
           continue;
         }
         for (j=maxwav;j>=1;j--){
           cutv(stra, strb,line,' '); 
           errno=0;
           lval=strtol(strb,&endptr,10); 
           /*      if (errno == ERANGE && (lval == LONG_MAX || lval == LONG_MIN))*/
           if( strb[0]=='\0' || (*endptr != '\0')){
             printf("Error reading data around '%d' at line number %d %s for individual %d\nShould be a status of wave %d. Setting maxwav=%d might be wrong.  Exiting.\n",lval, i,line,linei,j,maxwav);
             exit(1);
           }
           s[j][i]=lval;
   
           strcpy(line,stra);
           cutv(stra, strb,line,' ');
           if(iout=sscanf(strb,"%d/%d",&month, &year) != 0){
           }
           else  if(iout=sscanf(strb,".") != 0){
             month=99;
             year=9999;
           }else{
             printf("Error reading data around '%s'.at line number %ld %s for individual %d\nShould be a year of exam at wave %d.  Exiting.\n",strb, i,line,linei,j);
             exit(1);
           }
           anint[j][i]= (double) year; 
           mint[j][i]= (double)month; 
           strcpy(line,stra);
         } /* ENd Waves */
           
         cutv(stra, strb,line,' '); 
         if(iout=sscanf(strb,"%d/%d",&month, &year) != 0){
         }
         else  if(iout=sscanf(strb,".") != 0){
           month=99;
           year=9999;
         }else{
           printf("Error reading data around '%s'.at line number %ld %s for individual %d\nShould be a year of exam at wave %d.  Exiting.\n",strb, i,line,linei,j);
           exit(1);
         }
         andc[i]=(double) year; 
         moisdc[i]=(double) month; 
         strcpy(line,stra);
   
         cutv(stra, strb,line,' '); 
         if(iout=sscanf(strb,"%d/%d",&month, &year) != 0){
         }
         else  if(iout=sscanf(strb,".") != 0){
           month=99;
           year=9999;
         }else{
           printf("Error reading data around '%s'.at line number %ld %s for individual %d\nShould be a year of exam at wave %d.  Exiting.\n",strb, i,line,linei,j);
           exit(1);
         }
         annais[i]=(double)(year);
         moisnais[i]=(double)(month); 
         strcpy(line,stra);
   
         cutv(stra, strb,line,' '); 
         errno=0;
         lval=strtol(strb,&endptr,10); 
         if( strb[0]=='\0' || (*endptr != '\0')){
           printf("Error reading data around '%d' at line number %ld %s for individual %d\nShould be a weight.  Exiting.\n",lval, i,line,linei);
           exit(1);
         }
         weight[i]=(double)(lval); 
         strcpy(line,stra);
   
         for (j=ncovcol;j>=1;j--){
           cutv(stra, strb,line,' '); 
           errno=0;
           lval=strtol(strb,&endptr,10); 
           if( strb[0]=='\0' || (*endptr != '\0')){
             printf("Error reading data around '%d' at line number %ld %s for individual %d\nShould be a covar (meaning 0 for the reference or 1).  Exiting.\n",lval, i,line,linei);
             exit(1);
           }
           if(lval <-1 || lval >1){
             printf("Error reading data around '%d' at line number %ld %s for individual %d\nShould be a value of the %d covar (meaning 0 for the reference or 1. IMaCh does not build design variables, do it your self).  Exiting.\n",lval,i,line,linei,j);
             exit(1);
           }
           covar[j][i]=(double)(lval);
           strcpy(line,stra);
         } 
         lstra=strlen(stra);
   
         if(lstra > 9){ /* More than 2**32 or max of what printf can write with %ld */
           stratrunc = &(stra[lstra-9]);
           num[i]=atol(stratrunc);
         }
         else
           num[i]=atol(stra);
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
           printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/
   
         i=i+1;
     } /* End loop reading  data */
     /* printf("ii=%d", ij);
        scanf("%d",i);*/
     imx=i-1; /* Number of individuals */
   
     /* for (i=1; i<=imx; i++){
       if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
       if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
       if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
       }*/
      /*  for (i=1; i<=imx; i++){
        if (s[4][i]==9)  s[4][i]=-1; 
        printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));}*/
     
     /* for (i=1; i<=imx; i++) */
    
      /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
        else weight[i]=1;*/
   
     /* Calculation of the number of parameters from char model */
     Tvar=ivector(1,15); /* stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
     Tprod=ivector(1,15); 
     Tvaraff=ivector(1,15); 
     Tvard=imatrix(1,15,1,2);
     Tage=ivector(1,15);      
      
     if (strlen(model) >1){ /* If there is at least 1 covariate */
       j=0, j1=0, k1=1, k2=1;
       j=nbocc(model,'+'); /* j=Number of '+' */
       j1=nbocc(model,'*'); /* j1=Number of '*' */
       cptcovn=j+1; 
       cptcovprod=j1; /*Number of products */
       
       strcpy(modelsav,model); 
       if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
         printf("Error. Non available option model=%s ",model);
         fprintf(ficlog,"Error. Non available option model=%s ",model);
         goto end;
       }
       
       /* This loop fills the array Tvar from the string 'model'.*/
   
       for(i=(j+1); i>=1;i--){
         cutv(stra,strb,modelsav,'+'); /* keeps in strb after the last + */ 
         if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
         /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
         /*scanf("%d",i);*/
         if (strchr(strb,'*')) {  /* Model includes a product */
           cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn (if not *age)*/
           if (strcmp(strc,"age")==0) { /* Vn*age */
             cptcovprod--;
             cutv(strb,stre,strd,'V');
             Tvar[i]=atoi(stre); /* computes n in Vn and stores in Tvar*/
             cptcovage++;
               Tage[cptcovage]=i;
               /*printf("stre=%s ", stre);*/
           }
           else if (strcmp(strd,"age")==0) { /* or age*Vn */
             cptcovprod--;
             cutv(strb,stre,strc,'V');
             Tvar[i]=atoi(stre);
             cptcovage++;
             Tage[cptcovage]=i;
           }
           else {  /* Age is not in the model */
             cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n*/
             Tvar[i]=ncovcol+k1;
             cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
             Tprod[k1]=i;
             Tvard[k1][1]=atoi(strc); /* m*/
             Tvard[k1][2]=atoi(stre); /* n */
             Tvar[cptcovn+k2]=Tvard[k1][1];
             Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
             for (k=1; k<=lastobs;k++) 
               covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
             k1++;
             k2=k2+2;
           }
         }
         else { /* no more sum */
           /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
          /*  scanf("%d",i);*/
         cutv(strd,strc,strb,'V');
         Tvar[i]=atoi(strc);
         }
         strcpy(modelsav,stra);  
         /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
           scanf("%d",i);*/
       } /* end of loop + */
     } /* end model */
     
     /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
       If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
   
     /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
     printf("cptcovprod=%d ", cptcovprod);
     fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
   
     scanf("%d ",i);
     fclose(fic);*/
   
       /*  if(mle==1){*/
     if (weightopt != 1) { /* Maximisation without weights*/
       for(i=1;i<=n;i++) weight[i]=1.0;
     }
       /*-calculation of age at interview from date of interview and age at death -*/
     agev=matrix(1,maxwav,1,imx);
   
     for (i=1; i<=imx; i++) {
       for(m=2; (m<= maxwav); m++) {
         if (((int)mint[m][i]== 99) && (s[m][i] <= nlstate)){
           anint[m][i]=9999;
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]==9999 && s[m][i]>nlstate){
           nberr++;
           printf("Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           fprintf(ficlog,"Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
           nberr++;
           printf("Error! Month of death of individual %ld on line %d was unknown %2d, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,(int)moisdc[i]); 
           fprintf(ficlog,"Error! Month of death of individual %ld on line %d was unknown %f, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,moisdc[i]); 
           s[m][i]=-1; /* We prefer to skip it (and to skip it in version 0.8a1 too */
         }
       }
     }
   
     for (i=1; i<=imx; i++)  {
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
       for(m=firstpass; (m<= lastpass); m++){
         if(s[m][i] >0 || s[m][i]==-2 || s[m][i]==-4 || s[m][i]==-5){
           if (s[m][i] >= nlstate+1) {
             if(agedc[i]>0)
               if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
                 agev[m][i]=agedc[i];
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
               else {
                 if ((int)andc[i]!=9999){
                   nbwarn++;
                   printf("Warning negative age at death: %ld line:%d\n",num[i],i);
                   fprintf(ficlog,"Warning negative age at death: %ld line:%d\n",num[i],i);
                   agev[m][i]=-1;
                 }
               }
           }
           else if(s[m][i] !=9){ /* Standard case, age in fractional
                                    years but with the precision of a month */
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
             if((int)mint[m][i]==99 || (int)anint[m][i]==9999)
               agev[m][i]=1;
             else if(agev[m][i] <agemin){ 
               agemin=agev[m][i];
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
             }
             else if(agev[m][i] >agemax){
               agemax=agev[m][i];
               /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
             }
             /*agev[m][i]=anint[m][i]-annais[i];*/
             /*     agev[m][i] = age[i]+2*m;*/
           }
           else { /* =9 */
             agev[m][i]=1;
             s[m][i]=-1;
           }
         }
         else /*= 0 Unknown */
           agev[m][i]=1;
       }
       
     }
     for (i=1; i<=imx; i++)  {
       for(m=firstpass; (m<=lastpass); m++){
         if (s[m][i] > (nlstate+ndeath)) {
           nberr++;
           printf("Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           fprintf(ficlog,"Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           goto end;
         }
       }
     }
   
     /*for (i=1; i<=imx; i++){
     for (m=firstpass; (m<lastpass); m++){
        printf("%ld %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
   }
   
   }*/
   
   
     printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
     fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
   
     agegomp=(int)agemin;
     free_vector(severity,1,maxwav);
     free_imatrix(outcome,1,maxwav+1,1,n);
     free_vector(moisnais,1,n);
     free_vector(annais,1,n);
     /* free_matrix(mint,1,maxwav,1,n);
        free_matrix(anint,1,maxwav,1,n);*/
     free_vector(moisdc,1,n);
     free_vector(andc,1,n);
   
      
     wav=ivector(1,imx);
     dh=imatrix(1,lastpass-firstpass+1,1,imx);
     bh=imatrix(1,lastpass-firstpass+1,1,imx);
     mw=imatrix(1,lastpass-firstpass+1,1,imx);
      
     /* Concatenates waves */
     concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
   
     /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
   
     Tcode=ivector(1,100);
     nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
     ncodemax[1]=1;
     if (cptcovn > 0) tricode(Tvar,nbcode,imx);
         
     codtab=imatrix(1,100,1,10); /* Cross tabulation to get the order of 
                                    the estimations*/
     h=0;
     m=pow(2,cptcoveff);
    
     for(k=1;k<=cptcoveff; k++){
       for(i=1; i <=(m/pow(2,k));i++){
         for(j=1; j <= ncodemax[k]; j++){
           for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
             h++;
             if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;
             /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/
           } 
         }
       }
     } 
     /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
        codtab[1][2]=1;codtab[2][2]=2; */
     /* for(i=1; i <=m ;i++){ 
        for(k=1; k <=cptcovn; k++){
        printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
        }
        printf("\n");
        }
        scanf("%d",i);*/
       
     /*------------ gnuplot -------------*/
     strcpy(optionfilegnuplot,optionfilefiname);
     if(mle==-3)
       strcat(optionfilegnuplot,"-mort");
     strcat(optionfilegnuplot,".gp");
   
     if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
       printf("Problem with file %s",optionfilegnuplot);
     }
     else{
       fprintf(ficgp,"\n# %s\n", version); 
       fprintf(ficgp,"# %s\n", optionfilegnuplot); 
       fprintf(ficgp,"set missing 'NaNq'\n");
     }
     /*  fclose(ficgp);*/
     /*--------- index.htm --------*/
   
     strcpy(optionfilehtm,optionfilefiname); /* Main html file */
     if(mle==-3)
       strcat(optionfilehtm,"-mort");
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
     }
   
     strcpy(optionfilehtmcov,optionfilefiname); /* Only for matrix of covariance */
     strcat(optionfilehtmcov,"-cov.htm");
     if((fichtmcov=fopen(optionfilehtmcov,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtmcov), exit(0);
     }
     else{
     fprintf(fichtmcov,"<body>\n<title>IMaCh Cov %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model);
     }
   
     fprintf(fichtm,"<body>\n<title>IMaCh %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n\
   \n\
   <hr  size=\"2\" color=\"#EC5E5E\">\
    <ul><li><h4>Parameter files</h4>\n\
    - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n\
    - Log file of the run: <a href=\"%s\">%s</a><br>\n\
    - Gnuplot file name: <a href=\"%s\">%s</a><br>\n\
    - Date and time at start: %s</ul>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model,\
             fileres,fileres,\
             filelog,filelog,optionfilegnuplot,optionfilegnuplot,strstart);
     fflush(fichtm);
   
     strcpy(pathr,path);
     strcat(pathr,optionfilefiname);
     chdir(optionfilefiname); /* Move to directory named optionfile */
     
     /* Calculates basic frequencies. Computes observed prevalence at single age
        and prints on file fileres'p'. */
     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint,strstart);
   
     fprintf(fichtm,"\n");
     fprintf(fichtm,"<br>Total number of observations=%d <br>\n\
   Youngest age at first (selected) pass %.2f, oldest age %.2f<br>\n\
   Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n",\
             imx,agemin,agemax,jmin,jmax,jmean);
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
       
      
     /* For Powell, parameters are in a vector p[] starting at p[1]
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */
   
     globpr=0; /* To get the number ipmx of contributions and the sum of weights*/
   
     if (mle==-3){
       ximort=matrix(1,NDIM,1,NDIM);
       cens=ivector(1,n);
       ageexmed=vector(1,n);
       agecens=vector(1,n);
       dcwave=ivector(1,n);
    
       for (i=1; i<=imx; i++){
         dcwave[i]=-1;
         for (m=firstpass; m<=lastpass; m++)
           if (s[m][i]>nlstate) {
             dcwave[i]=m;
             /*    printf("i=%d j=%d s=%d dcwave=%d\n",i,j, s[j][i],dcwave[i]);*/
             break;
           }
       }
   
       for (i=1; i<=imx; i++) {
         if (wav[i]>0){
           ageexmed[i]=agev[mw[1][i]][i];
           j=wav[i];
           agecens[i]=1.; 
   
           if (ageexmed[i]> 1 && wav[i] > 0){
             agecens[i]=agev[mw[j][i]][i];
             cens[i]= 1;
           }else if (ageexmed[i]< 1) 
             cens[i]= -1;
           if (agedc[i]< AGESUP && agedc[i]>1 && dcwave[i]>firstpass && dcwave[i]<=lastpass)
             cens[i]=0 ;
         }
         else cens[i]=-1;
       }
       
       for (i=1;i<=NDIM;i++) {
         for (j=1;j<=NDIM;j++)
           ximort[i][j]=(i == j ? 1.0 : 0.0);
       }
       
       p[1]=0.1; p[NDIM]=0.1;
       /*printf("%lf %lf", p[1], p[2]);*/
       
       
       printf("Powell\n");  fprintf(ficlog,"Powell\n");
       strcpy(filerespow,"pow-mort"); 
       strcat(filerespow,fileres);
       if((ficrespow=fopen(filerespow,"w"))==NULL) {
         printf("Problem with resultfile: %s\n", filerespow);
         fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
       }
       fprintf(ficrespow,"# Powell\n# iter -2*LL");
       /*  for (i=1;i<=nlstate;i++)
           for(j=1;j<=nlstate+ndeath;j++)
           if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
       */
       fprintf(ficrespow,"\n");
       
       powell(p,ximort,NDIM,ftol,&iter,&fret,gompertz);
       fclose(ficrespow);
       
       hesscov(matcov, p, NDIM, delti, 1e-4, gompertz); 
   
       for(i=1; i <=NDIM; i++)
         for(j=i+1;j<=NDIM;j++)
           matcov[i][j]=matcov[j][i];
       
       printf("\nCovariance matrix\n ");
       for(i=1; i <=NDIM; i++) {
         for(j=1;j<=NDIM;j++){ 
           printf("%f ",matcov[i][j]);
         }
         printf("\n ");
       }
       
       printf("iter=%d MLE=%f Eq=%lf*exp(%lf*(age-%d))\n",iter,-gompertz(p),p[1],p[2],agegomp);
       for (i=1;i<=NDIM;i++) 
         printf("%f [%f ; %f]\n",p[i],p[i]-2*sqrt(matcov[i][i]),p[i]+2*sqrt(matcov[i][i]));
   
       lsurv=vector(1,AGESUP);
       lpop=vector(1,AGESUP);
       tpop=vector(1,AGESUP);
       lsurv[agegomp]=100000;
       
       for (k=agegomp;k<=AGESUP;k++) {
         agemortsup=k;
         if (p[1]*exp(p[2]*(k-agegomp))>1) break;
       }
       
       for (k=agegomp;k<agemortsup;k++)
         lsurv[k+1]=lsurv[k]-lsurv[k]*(p[1]*exp(p[2]*(k-agegomp)));
       
       for (k=agegomp;k<agemortsup;k++){
         lpop[k]=(lsurv[k]+lsurv[k+1])/2.;
         sumlpop=sumlpop+lpop[k];
       }
       
       tpop[agegomp]=sumlpop;
       for (k=agegomp;k<(agemortsup-3);k++){
         /*  tpop[k+1]=2;*/
         tpop[k+1]=tpop[k]-lpop[k];
       }
       
       
       printf("\nAge   lx     qx    dx    Lx     Tx     e(x)\n");
       for (k=agegomp;k<(agemortsup-2);k++) 
         printf("%d %.0lf %lf %.0lf %.0lf %.0lf %lf\n",k,lsurv[k],p[1]*exp(p[2]*(k-agegomp)),(p[1]*exp(p[2]*(k-agegomp)))*lsurv[k],lpop[k],tpop[k],tpop[k]/lsurv[k]);
       
       
       replace_back_to_slash(pathc,path); /* Even gnuplot wants a / */
       printinggnuplotmort(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
       
       printinghtmlmort(fileres,title,datafile, firstpass, lastpass, \
                        stepm, weightopt,\
                        model,imx,p,matcov,agemortsup);
       
       free_vector(lsurv,1,AGESUP);
       free_vector(lpop,1,AGESUP);
       free_vector(tpop,1,AGESUP);
     } /* Endof if mle==-3 */
     
     else{ /* For mle >=1 */
     
       likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
       printf("First Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
       for (k=1; k<=npar;k++)
         printf(" %d %8.5f",k,p[k]);
       printf("\n");
       globpr=1; /* to print the contributions */
       likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
       printf("Second Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
       for (k=1; k<=npar;k++)
         printf(" %d %8.5f",k,p[k]);
       printf("\n");
       if(mle>=1){ /* Could be 1 or 2 */
         mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
       }
       
       /*--------- results files --------------*/
       fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle= 0 weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate, ndeath, maxwav, weightopt,model);
       
       
       fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
       printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
       fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
       for(i=1,jk=1; i <=nlstate; i++){
         for(k=1; k <=(nlstate+ndeath); k++){
           if (k != i) {
             printf("%d%d ",i,k);
             fprintf(ficlog,"%d%d ",i,k);
             fprintf(ficres,"%1d%1d ",i,k);
             for(j=1; j <=ncovmodel; j++){
               printf("%f ",p[jk]);
               fprintf(ficlog,"%f ",p[jk]);
               fprintf(ficres,"%f ",p[jk]);
               jk++; 
             }
             printf("\n");
             fprintf(ficlog,"\n");
             fprintf(ficres,"\n");
           }
         }
       }
       if(mle!=0){
         /* Computing hessian and covariance matrix */
         ftolhess=ftol; /* Usually correct */
         hesscov(matcov, p, npar, delti, ftolhess, func);
       }
       fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
       printf("# Scales (for hessian or gradient estimation)\n");
       fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
       for(i=1,jk=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath; j++){
           if (j!=i) {
             fprintf(ficres,"%1d%1d",i,j);
             printf("%1d%1d",i,j);
             fprintf(ficlog,"%1d%1d",i,j);
             for(k=1; k<=ncovmodel;k++){
               printf(" %.5e",delti[jk]);
               fprintf(ficlog," %.5e",delti[jk]);
               fprintf(ficres," %.5e",delti[jk]);
               jk++;
             }
             printf("\n");
             fprintf(ficlog,"\n");
             fprintf(ficres,"\n");
           }
         }
       }
       
       fprintf(ficres,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
       if(mle>=1)
         printf("# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
       fprintf(ficlog,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
       /* # 121 Var(a12)\n\ */
       /* # 122 Cov(b12,a12) Var(b12)\n\ */
       /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
       /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
       /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
       /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
       /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
       /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
       
       
       /* Just to have a covariance matrix which will be more understandable
          even is we still don't want to manage dictionary of variables
       */
       for(itimes=1;itimes<=2;itimes++){
         jj=0;
         for(i=1; i <=nlstate; i++){
           for(j=1; j <=nlstate+ndeath; j++){
             if(j==i) continue;
             for(k=1; k<=ncovmodel;k++){
               jj++;
               ca[0]= k+'a'-1;ca[1]='\0';
               if(itimes==1){
                 if(mle>=1)
                   printf("#%1d%1d%d",i,j,k);
                 fprintf(ficlog,"#%1d%1d%d",i,j,k);
                 fprintf(ficres,"#%1d%1d%d",i,j,k);
               }else{
                 if(mle>=1)
                   printf("%1d%1d%d",i,j,k);
                 fprintf(ficlog,"%1d%1d%d",i,j,k);
                 fprintf(ficres,"%1d%1d%d",i,j,k);
               }
               ll=0;
               for(li=1;li <=nlstate; li++){
                 for(lj=1;lj <=nlstate+ndeath; lj++){
                   if(lj==li) continue;
                   for(lk=1;lk<=ncovmodel;lk++){
                     ll++;
                     if(ll<=jj){
                       cb[0]= lk +'a'-1;cb[1]='\0';
                       if(ll<jj){
                         if(itimes==1){
                           if(mle>=1)
                             printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                           fprintf(ficlog," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                           fprintf(ficres," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         }else{
                           if(mle>=1)
                             printf(" %.5e",matcov[jj][ll]); 
                           fprintf(ficlog," %.5e",matcov[jj][ll]); 
                           fprintf(ficres," %.5e",matcov[jj][ll]); 
                         }
                       }else{
                         if(itimes==1){
                           if(mle>=1)
                             printf(" Var(%s%1d%1d)",ca,i,j);
                           fprintf(ficlog," Var(%s%1d%1d)",ca,i,j);
                           fprintf(ficres," Var(%s%1d%1d)",ca,i,j);
                         }else{
                           if(mle>=1)
                             printf(" %.5e",matcov[jj][ll]); 
                           fprintf(ficlog," %.5e",matcov[jj][ll]); 
                           fprintf(ficres," %.5e",matcov[jj][ll]); 
                         }
                       }
                     }
                   } /* end lk */
                 } /* end lj */
               } /* end li */
               if(mle>=1)
                 printf("\n");
               fprintf(ficlog,"\n");
               fprintf(ficres,"\n");
               numlinepar++;
             } /* end k*/
           } /*end j */
         } /* end i */
       } /* end itimes */
       
       fflush(ficlog);
       fflush(ficres);
       
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         puts(line);
         fputs(line,ficparo);
       }
       ungetc(c,ficpar);
       
       estepm=0;
       fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
       if (estepm==0 || estepm < stepm) estepm=stepm;
       if (fage <= 2) {
         bage = ageminpar;
         fage = agemaxpar;
       }
       
       fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
       fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
       fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
       
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         puts(line);
         fputs(line,ficparo);
       }
       ungetc(c,ficpar);
       
       fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mov_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);
       fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
       fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
       printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
       fprintf(ficlog,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
       
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         puts(line);
         fputs(line,ficparo);
       }
       ungetc(c,ficpar);
       
       
       dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
       dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
       
       fscanf(ficpar,"pop_based=%d\n",&popbased);
       fprintf(ficparo,"pop_based=%d\n",popbased);   
       fprintf(ficres,"pop_based=%d\n",popbased);   
       
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         puts(line);
         fputs(line,ficparo);
       }
       ungetc(c,ficpar);
       
       fscanf(ficpar,"prevforecast=%d starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf mobil_average=%d\n",&prevfcast,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2,&mobilavproj);
       fprintf(ficparo,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
       printf("prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
       fprintf(ficlog,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
       fprintf(ficres,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
       /* day and month of proj2 are not used but only year anproj2.*/
       
       
       
       /*  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);*/
       /*,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
       
       replace_back_to_slash(pathc,path); /* Even gnuplot wants a / */
       printinggnuplot(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
       
       printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,\
                    model,imx,jmin,jmax,jmean,rfileres,popforecast,estepm,\
                    jprev1,mprev1,anprev1,jprev2,mprev2,anprev2);
         
      /*------------ free_vector  -------------*/
      /*  chdir(path); */
    
       free_ivector(wav,1,imx);
       free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
       free_imatrix(bh,1,lastpass-firstpass+1,1,imx);
       free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
       free_lvector(num,1,n);
       free_vector(agedc,1,n);
       /*free_matrix(covar,0,NCOVMAX,1,n);*/
       /*free_matrix(covar,1,NCOVMAX,1,n);*/
       fclose(ficparo);
       fclose(ficres);
   
   
       /*--------------- Prevalence limit  (stable prevalence) --------------*/
     
       strcpy(filerespl,"pl");
       strcat(filerespl,fileres);
       if((ficrespl=fopen(filerespl,"w"))==NULL) {
         printf("Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
         fprintf(ficlog,"Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
       }
       printf("Computing stable prevalence: result on file '%s' \n", filerespl);
       fprintf(ficlog,"Computing stable prevalence: result on file '%s' \n", filerespl);
       fprintf(ficrespl, "#Local time at start: %s", strstart);
       fprintf(ficrespl,"#Stable prevalence \n");
       fprintf(ficrespl,"#Age ");
       for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
       fprintf(ficrespl,"\n");
     
       prlim=matrix(1,nlstate,1,nlstate);
   
       agebase=ageminpar;
       agelim=agemaxpar;
       ftolpl=1.e-10;
       i1=cptcoveff;
       if (cptcovn < 1){i1=1;}
   
       for(cptcov=1,k=0;cptcov<=i1;cptcov++){
         for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
           k=k+1;
           /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
           fprintf(ficrespl,"\n#******");
           printf("\n#******");
           fprintf(ficlog,"\n#******");
           for(j=1;j<=cptcoveff;j++) {
             fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
             printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
             fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           }
           fprintf(ficrespl,"******\n");
           printf("******\n");
           fprintf(ficlog,"******\n");
           
           for (age=agebase; age<=agelim; age++){
             prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
             fprintf(ficrespl,"%.0f ",age );
             for(j=1;j<=cptcoveff;j++)
               fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
             for(i=1; i<=nlstate;i++)
               fprintf(ficrespl," %.5f", prlim[i][i]);
             fprintf(ficrespl,"\n");
           }
         }
       }
       fclose(ficrespl);
   
       /*------------- h Pij x at various ages ------------*/
     
       strcpy(filerespij,"pij");  strcat(filerespij,fileres);
       if((ficrespij=fopen(filerespij,"w"))==NULL) {
         printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
         fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij);goto end;
       }
       printf("Computing pij: result on file '%s' \n", filerespij);
       fprintf(ficlog,"Computing pij: result on file '%s' \n", filerespij);
     
       stepsize=(int) (stepm+YEARM-1)/YEARM;
       /*if (stepm<=24) stepsize=2;*/
   
       agelim=AGESUP;
       hstepm=stepsize*YEARM; /* Every year of age */
       hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
   
       /* hstepm=1;   aff par mois*/
       fprintf(ficrespij, "#Local time at start: %s", strstart);
       fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x ");
       for(cptcov=1,k=0;cptcov<=i1;cptcov++){
         for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
           k=k+1;
           fprintf(ficrespij,"\n#****** ");
           for(j=1;j<=cptcoveff;j++) 
             fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficrespij,"******\n");
           
           for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
             nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   
             /*      nhstepm=nhstepm*YEARM; aff par mois*/
   
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
             fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j=");
             for(i=1; i<=nlstate;i++)
               for(j=1; j<=nlstate+ndeath;j++)
                 fprintf(ficrespij," %1d-%1d",i,j);
             fprintf(ficrespij,"\n");
             for (h=0; h<=nhstepm; h++){
               fprintf(ficrespij,"%d %3.f %3.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
               for(i=1; i<=nlstate;i++)
                 for(j=1; j<=nlstate+ndeath;j++)
                   fprintf(ficrespij," %.5f", p3mat[i][j][h]);
               fprintf(ficrespij,"\n");
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             fprintf(ficrespij,"\n");
           }
         }
       }
   
       varprob(optionfilefiname, matcov, p, delti, nlstate, bage, fage,k,Tvar,nbcode, ncodemax,strstart);
   
       fclose(ficrespij);
   
       probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
       for(i=1;i<=AGESUP;i++)
         for(j=1;j<=NCOVMAX;j++)
           for(k=1;k<=NCOVMAX;k++)
             probs[i][j][k]=0.;
   
       /*---------- Forecasting ------------------*/
       /*if((stepm == 1) && (strcmp(model,".")==0)){*/
       if(prevfcast==1){
         /*    if(stepm ==1){*/
         prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
         /* (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);*/
         /*      }  */
         /*      else{ */
         /*        erreur=108; */
         /*        printf("Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
         /*        fprintf(ficlog,"Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
         /*      } */
       }
     
   
       /*---------- Health expectancies and variances ------------*/
   
       strcpy(filerest,"t");
       strcat(filerest,fileres);
       if((ficrest=fopen(filerest,"w"))==NULL) {
         printf("Problem with total LE resultfile: %s\n", filerest);goto end;
         fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
       }
       printf("Computing Total LEs with variances: file '%s' \n", filerest); 
       fprintf(ficlog,"Computing Total LEs with variances: file '%s' \n", filerest); 
   
   
       strcpy(filerese,"e");
       strcat(filerese,fileres);
       if((ficreseij=fopen(filerese,"w"))==NULL) {
         printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
         fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
       }
       printf("Computing Health Expectancies: result on file '%s' \n", filerese);
       fprintf(ficlog,"Computing Health Expectancies: result on file '%s' \n", filerese);
   
       strcpy(fileresv,"v");
       strcat(fileresv,fileres);
       if((ficresvij=fopen(fileresv,"w"))==NULL) {
         printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
         fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
       }
       printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
       fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
   
       /* Computes prevalence between agemin (i.e minimal age computed) and no more ageminpar */
       prevalence(probs, agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
       /*  printf("ageminpar=%f, agemax=%f, s[lastpass][imx]=%d, agev[lastpass][imx]=%f, nlstate=%d, imx=%d,  mint[lastpass][imx]=%f, anint[lastpass][imx]=%f,dateprev1=%f, dateprev2=%f, firstpass=%d, lastpass=%d\n",\
           ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
       */
   
       if (mobilav!=0) {
         mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
         if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
           fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
           printf(" Error in movingaverage mobilav=%d\n",mobilav);
         }
       }
   
       for(cptcov=1,k=0;cptcov<=i1;cptcov++){
         for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
           k=k+1; 
           fprintf(ficrest,"\n#****** ");
           for(j=1;j<=cptcoveff;j++) 
             fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficrest,"******\n");
   
           fprintf(ficreseij,"\n#****** ");
           for(j=1;j<=cptcoveff;j++) 
             fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficreseij,"******\n");
   
           fprintf(ficresvij,"\n#****** ");
           for(j=1;j<=cptcoveff;j++) 
             fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficresvij,"******\n");
   
           eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
           oldm=oldms;savm=savms;
           evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov, strstart);  
    
           vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
           oldm=oldms;savm=savms;
           varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,0, mobilav, strstart);
           if(popbased==1){
             varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,popbased,mobilav, strstart);
           }
   
           fprintf(ficrest, "#Local time at start: %s", strstart);
           fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
           for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
           fprintf(ficrest,"\n");
   
           epj=vector(1,nlstate+1);
           for(age=bage; age <=fage ;age++){
             prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
             if (popbased==1) {
               if(mobilav ==0){
                 for(i=1; i<=nlstate;i++)
                   prlim[i][i]=probs[(int)age][i][k];
               }else{ /* mobilav */ 
                 for(i=1; i<=nlstate;i++)
                   prlim[i][i]=mobaverage[(int)age][i][k];
               }
             }
           
             fprintf(ficrest," %4.0f",age);
             for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
               for(i=1, epj[j]=0.;i <=nlstate;i++) {
                 epj[j] += prlim[i][i]*eij[i][j][(int)age];
                 /*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
               }
               epj[nlstate+1] +=epj[j];
             }
   
             for(i=1, vepp=0.;i <=nlstate;i++)
               for(j=1;j <=nlstate;j++)
                 vepp += vareij[i][j][(int)age];
             fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
             for(j=1;j <=nlstate;j++){
               fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
             }
             fprintf(ficrest,"\n");
           }
           free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
           free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
           free_vector(epj,1,nlstate+1);
         }
       }
       free_vector(weight,1,n);
       free_imatrix(Tvard,1,15,1,2);
       free_imatrix(s,1,maxwav+1,1,n);
       free_matrix(anint,1,maxwav,1,n); 
       free_matrix(mint,1,maxwav,1,n);
       free_ivector(cod,1,n);
       free_ivector(tab,1,NCOVMAX);
       fclose(ficreseij);
       fclose(ficresvij);
       fclose(ficrest);
       fclose(ficpar);
     
       /*------- Variance of stable prevalence------*/   
   
       strcpy(fileresvpl,"vpl");
       strcat(fileresvpl,fileres);
       if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
         printf("Problem with variance of stable prevalence  resultfile: %s\n", fileresvpl);
         exit(0);
       }
       printf("Computing Variance-covariance of stable prevalence: file '%s' \n", fileresvpl);
   
       for(cptcov=1,k=0;cptcov<=i1;cptcov++){
         for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
           k=k+1;
           fprintf(ficresvpl,"\n#****** ");
           for(j=1;j<=cptcoveff;j++) 
             fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficresvpl,"******\n");
         
           varpl=matrix(1,nlstate,(int) bage, (int) fage);
           oldm=oldms;savm=savms;
           varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k,strstart);
           free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
         }
       }
   
       fclose(ficresvpl);
   
       /*---------- End : free ----------------*/
       if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     }  /* mle==-3 arrives here for freeing */
       free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
       free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
       free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
       free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
     
       free_matrix(covar,0,NCOVMAX,1,n);
       free_matrix(matcov,1,npar,1,npar);
       /*free_vector(delti,1,npar);*/
       free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
       free_matrix(agev,1,maxwav,1,imx);
       free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
   
       free_ivector(ncodemax,1,8);
       free_ivector(Tvar,1,15);
       free_ivector(Tprod,1,15);
       free_ivector(Tvaraff,1,15);
       free_ivector(Tage,1,15);
       free_ivector(Tcode,1,100);
   
   
     fflush(fichtm);
     fflush(ficgp);
     
   
     if((nberr >0) || (nbwarn>0)){
       printf("End of Imach with %d errors and/or %d warnings\n",nberr,nbwarn);
       fprintf(ficlog,"End of Imach with %d errors and/or warnings %d\n",nberr,nbwarn);
     }else{
       printf("End of Imach\n");
       fprintf(ficlog,"End of Imach\n");
     }
     printf("See log file on %s\n",filelog);
     /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
     (void) gettimeofday(&end_time,&tzp);
     tm = *localtime(&end_time.tv_sec);
     tmg = *gmtime(&end_time.tv_sec);
     strcpy(strtend,asctime(&tm));
     printf("Local time at start %s\nLocal time at end   %s",strstart, strtend); 
     fprintf(ficlog,"Local time at start %s\nLocal time at end   %s\n",strstart, strtend); 
     printf("Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
   
     printf("Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     fprintf(ficlog,"Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
     fprintf(ficlog,"Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     /*  printf("Total time was %d uSec.\n", total_usecs);*/
   /*   if(fileappend(fichtm,optionfilehtm)){ */
     fprintf(fichtm,"<br>Local time at start %s<br>Local time at end   %s<br>",strstart, strtend);
     fclose(fichtm);
     fclose(fichtmcov);
     fclose(ficgp);
     fclose(ficlog);
     /*------ End -----------*/
   
     chdir(path);
   #ifndef UNIX
     /*  strcpy(plotcmd,"\""); */
   #endif
     strcpy(plotcmd,pathimach);
     /*strcat(plotcmd,CHARSEPARATOR);*/
     strcat(plotcmd,GNUPLOTPROGRAM);
   #ifndef UNIX
     strcat(plotcmd,".exe");
     /*  strcat(plotcmd,"\"");*/
   #endif
     if(stat(plotcmd,&info)){
       printf("Error gnuplot program not found: %s\n",plotcmd);fflush(stdout);
     }
   
   #ifndef UNIX
     strcpy(plotcmd,"\"");
   #endif
     strcat(plotcmd,pathimach);
     strcat(plotcmd,GNUPLOTPROGRAM);
   #ifndef UNIX
     strcat(plotcmd,".exe");
     strcat(plotcmd,"\"");
   #endif
     strcat(plotcmd," ");
     strcat(plotcmd,optionfilegnuplot);
     printf("Starting graphs with: %s",plotcmd);fflush(stdout);
   
     if((outcmd=system(plotcmd)) != 0){
       printf("\n Problem with gnuplot\n");
     }
     printf(" Wait...");
     while (z[0] != 'q') {
       /* chdir(path); */
       printf("\nType e to edit output files, g to graph again and q for exiting: ");
       scanf("%s",z);
   /*     if (z[0] == 'c') system("./imach"); */
       if (z[0] == 'e') {
         printf("Starting browser with: %s",optionfilehtm);fflush(stdout);
         system(optionfilehtm);
       }
       else if (z[0] == 'g') system(plotcmd);
       else if (z[0] == 'q') exit(0);
     }
     end:
     while (z[0] != 'q') {
       printf("\nType  q for exiting: ");
       scanf("%s",z);
     }
   }
   
   
   

Removed from v.1.12  
changed lines
  Added in v.1.110


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