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version 1.12, 2002/02/20 16:57:00 version 1.132, 2009/07/06 08:22:05
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      /* $Id$
 /*********************** Imach **************************************            $State$
   This program computes Healthy Life Expectancies from cross-longitudinal    $Log$
   data. Cross-longitudinal consist in a first survey ("cross") where    Revision 1.132  2009/07/06 08:22:05  brouard
   individuals from different ages are interviewed on their health status    Many tings
   or degree of  disability. At least a second wave of interviews  
   ("longitudinal") should  measure each new individual health status.    Revision 1.131  2009/06/20 16:22:47  brouard
   Health expectancies are computed from the transistions observed between    Some dimensions resccaled
   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 1.130  2009/05/26 06:44:34  brouard
   reach the Maximum Likelihood of the parameters involved in the model.    (Module): Max Covariate is now set to 20 instead of 8. A
   The simplest model is the multinomial logistic model where pij is    lot of cleaning with variables initialized to 0. Trying to make
   the probabibility to be observed in state j at the second wave conditional    V2+V3*age+V1+V4 strb=V3*age+V1+V4 working better.
   to be observed in state i at the first wave. Therefore the model is:  
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'    Revision 1.129  2007/08/31 13:49:27  lievre
   is a covariate. If you want to have a more complex model than "constant and    Modification of the way of exiting when the covariate is not binary in order to see on the window the error message before exiting
   age", you should modify the program where the markup  
     *Covariates have to be included here again* invites you to do it.    Revision 1.128  2006/06/30 13:02:05  brouard
   More covariates you add, less is the speed of the convergence.    (Module): Clarifications on computing e.j
   
   The advantage that this computer programme claims, comes from that if the    Revision 1.127  2006/04/28 18:11:50  brouard
   delay between waves is not identical for each individual, or if some    (Module): Yes the sum of survivors was wrong since
   individual missed an interview, the information is not rounded or lost, but    imach-114 because nhstepm was no more computed in the age
   taken into account using an interpolation or extrapolation.    loop. Now we define nhstepma in the age loop.
   hPijx is the probability to be    (Module): In order to speed up (in case of numerous covariates) we
   observed in state i at age x+h conditional to the observed state i at age    compute health expectancies (without variances) in a first step
   x. The delay 'h' can be split into an exact number (nh*stepm) of    and then all the health expectancies with variances or standard
   unobserved intermediate  states. This elementary transition (by month or    deviation (needs data from the Hessian matrices) which slows the
   quarter trimester, semester or year) is model as a multinomial logistic.    computation.
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices    In the future we should be able to stop the program is only health
   and the contribution of each individual to the likelihood is simply hPijx.    expectancies and graph are needed without standard deviations.
   
   Also this programme outputs the covariance matrix of the parameters but also    Revision 1.126  2006/04/28 17:23:28  brouard
   of the life expectancies. It also computes the prevalence limits.    (Module): Yes the sum of survivors was wrong since
      imach-114 because nhstepm was no more computed in the age
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    loop. Now we define nhstepma in the age loop.
            Institut national d'études démographiques, Paris.    Version 0.98h
   This software have been partly granted by Euro-REVES, a concerted action  
   from the European Union.    Revision 1.125  2006/04/04 15:20:31  lievre
   It is copyrighted identically to a GNU software product, ie programme and    Errors in calculation of health expectancies. Age was not initialized.
   software can be distributed freely for non commercial use. Latest version    Forecasting file added.
   can be accessed at http://euroreves.ined.fr/imach .  
   **********************************************************************/    Revision 1.124  2006/03/22 17:13:53  lievre
      Parameters are printed with %lf instead of %f (more numbers after the comma).
 #include <math.h>    The log-likelihood is printed in the log file
 #include <stdio.h>  
 #include <stdlib.h>    Revision 1.123  2006/03/20 10:52:43  brouard
 #include <unistd.h>    * imach.c (Module): <title> changed, corresponds to .htm file
     name. <head> headers where missing.
 #define MAXLINE 256  
 #define FILENAMELENGTH 80    * imach.c (Module): Weights can have a decimal point as for
 /*#define DEBUG*/    English (a comma might work with a correct LC_NUMERIC environment,
 #define windows    otherwise the weight is truncated).
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    Modification of warning when the covariates values are not 0 or
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */    1.
     Version 0.98g
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */  
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    Revision 1.122  2006/03/20 09:45:41  brouard
     (Module): Weights can have a decimal point as for
 #define NINTERVMAX 8    English (a comma might work with a correct LC_NUMERIC environment,
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    otherwise the weight is truncated).
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */    Modification of warning when the covariates values are not 0 or
 #define NCOVMAX 8 /* Maximum number of covariates */    1.
 #define MAXN 20000    Version 0.98g
 #define YEARM 12. /* Number of months per year */  
 #define AGESUP 130    Revision 1.121  2006/03/16 17:45:01  lievre
 #define AGEBASE 40    * imach.c (Module): Comments concerning covariates added
   
     * imach.c (Module): refinements in the computation of lli if
 int nvar;    status=-2 in order to have more reliable computation if stepm is
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;    not 1 month. Version 0.98f
 int npar=NPARMAX;  
 int nlstate=2; /* Number of live states */    Revision 1.120  2006/03/16 15:10:38  lievre
 int ndeath=1; /* Number of dead states */    (Module): refinements in the computation of lli if
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    status=-2 in order to have more reliable computation if stepm is
     not 1 month. Version 0.98f
 int *wav; /* Number of waves for this individuual 0 is possible */  
 int maxwav; /* Maxim number of waves */    Revision 1.119  2006/03/15 17:42:26  brouard
 int jmin, jmax; /* min, max spacing between 2 waves */    (Module): Bug if status = -2, the loglikelihood was
 int mle, weightopt;    computed as likelihood omitting the logarithm. Version O.98e
 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 1.118  2006/03/14 18:20:07  brouard
 double jmean; /* Mean space between 2 waves */    (Module): varevsij Comments added explaining the second
 double **oldm, **newm, **savm; /* Working pointers to matrices */    table of variances if popbased=1 .
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    (Module): Covariances of eij, ekl added, graphs fixed, new html link.
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;    (Module): Function pstamp added
 FILE *ficgp, *fichtm;    (Module): Version 0.98d
 FILE *ficreseij;  
   char filerese[FILENAMELENGTH];    Revision 1.117  2006/03/14 17:16:22  brouard
  FILE  *ficresvij;    (Module): varevsij Comments added explaining the second
   char fileresv[FILENAMELENGTH];    table of variances if popbased=1 .
  FILE  *ficresvpl;    (Module): Covariances of eij, ekl added, graphs fixed, new html link.
   char fileresvpl[FILENAMELENGTH];    (Module): Function pstamp added
     (Module): Version 0.98d
 #define NR_END 1  
 #define FREE_ARG char*    Revision 1.116  2006/03/06 10:29:27  brouard
 #define FTOL 1.0e-10    (Module): Variance-covariance wrong links and
     varian-covariance of ej. is needed (Saito).
 #define NRANSI  
 #define ITMAX 200    Revision 1.115  2006/02/27 12:17:45  brouard
     (Module): One freematrix added in mlikeli! 0.98c
 #define TOL 2.0e-4  
     Revision 1.114  2006/02/26 12:57:58  brouard
 #define CGOLD 0.3819660    (Module): Some improvements in processing parameter
 #define ZEPS 1.0e-10    filename with strsep.
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);  
     Revision 1.113  2006/02/24 14:20:24  brouard
 #define GOLD 1.618034    (Module): Memory leaks checks with valgrind and:
 #define GLIMIT 100.0    datafile was not closed, some imatrix were not freed and on matrix
 #define TINY 1.0e-20    allocation too.
   
 static double maxarg1,maxarg2;    Revision 1.112  2006/01/30 09:55:26  brouard
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))    (Module): Back to gnuplot.exe instead of wgnuplot.exe
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))  
      Revision 1.111  2006/01/25 20:38:18  brouard
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))    (Module): Lots of cleaning and bugs added (Gompertz)
 #define rint(a) floor(a+0.5)    (Module): Comments can be added in data file. Missing date values
     can be a simple dot '.'.
 static double sqrarg;  
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)    Revision 1.110  2006/01/25 00:51:50  brouard
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}    (Module): Lots of cleaning and bugs added (Gompertz)
   
 int imx;    Revision 1.109  2006/01/24 19:37:15  brouard
 int stepm;    (Module): Comments (lines starting with a #) are allowed in data.
 /* Stepm, step in month: minimum step interpolation*/  
     Revision 1.108  2006/01/19 18:05:42  lievre
 int m,nb;    Gnuplot problem appeared...
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;    To be fixed
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;  
 double **pmmij;    Revision 1.107  2006/01/19 16:20:37  brouard
     Test existence of gnuplot in imach path
 double *weight;  
 int **s; /* Status */    Revision 1.106  2006/01/19 13:24:36  brouard
 double *agedc, **covar, idx;    Some cleaning and links added in html output
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;  
     Revision 1.105  2006/01/05 20:23:19  lievre
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */    *** empty log message ***
 double ftolhess; /* Tolerance for computing hessian */  
     Revision 1.104  2005/09/30 16:11:43  lievre
 /**************** split *************************/    (Module): sump fixed, loop imx fixed, and simplifications.
 static  int split( char *path, char *dirc, char *name )    (Module): If the status is missing at the last wave but we know
 {    that the person is alive, then we can code his/her status as -2
    char *s;                             /* pointer */    (instead of missing=-1 in earlier versions) and his/her
    int  l1, l2;                         /* length counters */    contributions to the likelihood is 1 - Prob of dying from last
     health status (= 1-p13= p11+p12 in the easiest case of somebody in
    l1 = strlen( path );                 /* length of path */    the healthy state at last known wave). Version is 0.98
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );  
    s = strrchr( path, '\\' );           /* find last / */    Revision 1.103  2005/09/30 15:54:49  lievre
    if ( s == NULL ) {                   /* no directory, so use current */    (Module): sump fixed, loop imx fixed, and simplifications.
 #if     defined(__bsd__)                /* get current working directory */  
       extern char       *getwd( );    Revision 1.102  2004/09/15 17:31:30  brouard
     Add the possibility to read data file including tab characters.
       if ( getwd( dirc ) == NULL ) {  
 #else    Revision 1.101  2004/09/15 10:38:38  brouard
       extern char       *getcwd( );    Fix on curr_time
   
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {    Revision 1.100  2004/07/12 18:29:06  brouard
 #endif    Add version for Mac OS X. Just define UNIX in Makefile
          return( GLOCK_ERROR_GETCWD );  
       }    Revision 1.99  2004/06/05 08:57:40  brouard
       strcpy( name, path );             /* we've got it */    *** empty log message ***
    } else {                             /* strip direcotry from path */  
       s++;                              /* after this, the filename */    Revision 1.98  2004/05/16 15:05:56  brouard
       l2 = strlen( s );                 /* length of filename */    New version 0.97 . First attempt to estimate force of mortality
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );    directly from the data i.e. without the need of knowing the health
       strcpy( name, s );                /* save file name */    state at each age, but using a Gompertz model: log u =a + b*age .
       strncpy( dirc, path, l1 - l2 );   /* now the directory */    This is the basic analysis of mortality and should be done before any
       dirc[l1-l2] = 0;                  /* add zero */    other analysis, in order to test if the mortality estimated from the
    }    cross-longitudinal survey is different from the mortality estimated
    l1 = strlen( dirc );                 /* length of directory */    from other sources like vital statistic data.
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  
    return( 0 );                         /* we're done */    The same imach parameter file can be used but the option for mle should be -3.
 }  
     Agnès, who wrote this part of the code, tried to keep most of the
     former routines in order to include the new code within the former code.
 /******************************************/  
     The output is very simple: only an estimate of the intercept and of
 void replace(char *s, char*t)    the slope with 95% confident intervals.
 {  
   int i;    Current limitations:
   int lg=20;    A) Even if you enter covariates, i.e. with the
   i=0;    model= V1+V2 equation for example, the programm does only estimate a unique global model without covariates.
   lg=strlen(t);    B) There is no computation of Life Expectancy nor Life Table.
   for(i=0; i<= lg; i++) {  
     (s[i] = t[i]);    Revision 1.97  2004/02/20 13:25:42  lievre
     if (t[i]== '\\') s[i]='/';    Version 0.96d. Population forecasting command line is (temporarily)
   }    suppressed.
 }  
     Revision 1.96  2003/07/15 15:38:55  brouard
 int nbocc(char *s, char occ)    * imach.c (Repository): Errors in subdirf, 2, 3 while printing tmpout is
 {    rewritten within the same printf. Workaround: many printfs.
   int i,j=0;  
   int lg=20;    Revision 1.95  2003/07/08 07:54:34  brouard
   i=0;    * imach.c (Repository):
   lg=strlen(s);    (Repository): Using imachwizard code to output a more meaningful covariance
   for(i=0; i<= lg; i++) {    matrix (cov(a12,c31) instead of numbers.
   if  (s[i] == occ ) j++;  
   }    Revision 1.94  2003/06/27 13:00:02  brouard
   return j;    Just cleaning
 }  
     Revision 1.93  2003/06/25 16:33:55  brouard
 void cutv(char *u,char *v, char*t, char occ)    (Module): On windows (cygwin) function asctime_r doesn't
 {    exist so I changed back to asctime which exists.
   int i,lg,j,p=0;    (Module): Version 0.96b
   i=0;  
   for(j=0; j<=strlen(t)-1; j++) {    Revision 1.92  2003/06/25 16:30:45  brouard
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;    (Module): On windows (cygwin) function asctime_r doesn't
   }    exist so I changed back to asctime which exists.
   
   lg=strlen(t);    Revision 1.91  2003/06/25 15:30:29  brouard
   for(j=0; j<p; j++) {    * imach.c (Repository): Duplicated warning errors corrected.
     (u[j] = t[j]);    (Repository): Elapsed time after each iteration is now output. It
   }    helps to forecast when convergence will be reached. Elapsed time
      u[p]='\0';    is stamped in powell.  We created a new html file for the graphs
     concerning matrix of covariance. It has extension -cov.htm.
    for(j=0; j<= lg; j++) {  
     if (j>=(p+1))(v[j-p-1] = t[j]);    Revision 1.90  2003/06/24 12:34:15  brouard
   }    (Module): Some bugs corrected for windows. Also, when
 }    mle=-1 a template is output in file "or"mypar.txt with the design
     of the covariance matrix to be input.
 /********************** nrerror ********************/  
     Revision 1.89  2003/06/24 12:30:52  brouard
 void nrerror(char error_text[])    (Module): Some bugs corrected for windows. Also, when
 {    mle=-1 a template is output in file "or"mypar.txt with the design
   fprintf(stderr,"ERREUR ...\n");    of the covariance matrix to be input.
   fprintf(stderr,"%s\n",error_text);  
   exit(1);    Revision 1.88  2003/06/23 17:54:56  brouard
 }    * imach.c (Repository): Create a sub-directory where all the secondary files are. Only imach, htm, gp and r(imach) are on the main directory. Correct time and other things.
 /*********************** vector *******************/  
 double *vector(int nl, int nh)    Revision 1.87  2003/06/18 12:26:01  brouard
 {    Version 0.96
   double *v;  
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));    Revision 1.86  2003/06/17 20:04:08  brouard
   if (!v) nrerror("allocation failure in vector");    (Module): Change position of html and gnuplot routines and added
   return v-nl+NR_END;    routine fileappend.
 }  
     Revision 1.85  2003/06/17 13:12:43  brouard
 /************************ free vector ******************/    * imach.c (Repository): Check when date of death was earlier that
 void free_vector(double*v, int nl, int nh)    current date of interview. It may happen when the death was just
 {    prior to the death. In this case, dh was negative and likelihood
   free((FREE_ARG)(v+nl-NR_END));    was wrong (infinity). We still send an "Error" but patch by
 }    assuming that the date of death was just one stepm after the
     interview.
 /************************ivector *******************************/    (Repository): Because some people have very long ID (first column)
 int *ivector(long nl,long nh)    we changed int to long in num[] and we added a new lvector for
 {    memory allocation. But we also truncated to 8 characters (left
   int *v;    truncation)
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));    (Repository): No more line truncation errors.
   if (!v) nrerror("allocation failure in ivector");  
   return v-nl+NR_END;    Revision 1.84  2003/06/13 21:44:43  brouard
 }    * imach.c (Repository): Replace "freqsummary" at a correct
     place. It differs from routine "prevalence" which may be called
 /******************free ivector **************************/    many times. Probs is memory consuming and must be used with
 void free_ivector(int *v, long nl, long nh)    parcimony.
 {    Version 0.95a3 (should output exactly the same maximization than 0.8a2)
   free((FREE_ARG)(v+nl-NR_END));  
 }    Revision 1.83  2003/06/10 13:39:11  lievre
     *** empty log message ***
 /******************* imatrix *******************************/  
 int **imatrix(long nrl, long nrh, long ncl, long nch)    Revision 1.82  2003/06/05 15:57:20  brouard
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */    Add log in  imach.c and  fullversion number is now printed.
 {  
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  */
   int **m;  /*
       Interpolated Markov Chain
   /* allocate pointers to rows */  
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));    Short summary of the programme:
   if (!m) nrerror("allocation failure 1 in matrix()");    
   m += NR_END;    This program computes Healthy Life Expectancies from
   m -= nrl;    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
      first survey ("cross") where individuals from different ages are
      interviewed on their health status or degree of disability (in the
   /* allocate rows and set pointers to them */    case of a health survey which is our main interest) -2- at least a
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));    second wave of interviews ("longitudinal") which measure each change
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    (if any) in individual health status.  Health expectancies are
   m[nrl] += NR_END;    computed from the time spent in each health state according to a
   m[nrl] -= ncl;    model. More health states you consider, more time is necessary to reach the
      Maximum Likelihood of the parameters involved in the model.  The
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;    simplest model is the multinomial logistic model where pij is the
      probability to be observed in state j at the second wave
   /* return pointer to array of pointers to rows */    conditional to be observed in state i at the first wave. Therefore
   return m;    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
 }    'age' is age and 'sex' is a covariate. If you want to have a more
     complex model than "constant and age", you should modify the program
 /****************** free_imatrix *************************/    where the markup *Covariates have to be included here again* invites
 void free_imatrix(m,nrl,nrh,ncl,nch)    you to do it.  More covariates you add, slower the
       int **m;    convergence.
       long nch,ncl,nrh,nrl;  
      /* free an int matrix allocated by imatrix() */    The advantage of this computer programme, compared to a simple
 {    multinomial logistic model, is clear when the delay between waves is not
   free((FREE_ARG) (m[nrl]+ncl-NR_END));    identical for each individual. Also, if a individual missed an
   free((FREE_ARG) (m+nrl-NR_END));    intermediate interview, the information is lost, but taken into
 }    account using an interpolation or extrapolation.  
   
 /******************* matrix *******************************/    hPijx is the probability to be observed in state i at age x+h
 double **matrix(long nrl, long nrh, long ncl, long nch)    conditional to the observed state i at age x. The delay 'h' can be
 {    split into an exact number (nh*stepm) of unobserved intermediate
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;    states. This elementary transition (by month, quarter,
   double **m;    semester or year) is modelled as a multinomial logistic.  The hPx
     matrix is simply the matrix product of nh*stepm elementary matrices
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));    and the contribution of each individual to the likelihood is simply
   if (!m) nrerror("allocation failure 1 in matrix()");    hPijx.
   m += NR_END;  
   m -= nrl;    Also this programme outputs the covariance matrix of the parameters but also
     of the life expectancies. It also computes the period (stable) prevalence. 
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
   m[nrl] += NR_END;             Institut national d'études démographiques, Paris.
   m[nrl] -= ncl;    This software have been partly granted by Euro-REVES, a concerted action
     from the European Union.
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    It is copyrighted identically to a GNU software product, ie programme and
   return m;    software can be distributed freely for non commercial use. Latest version
 }    can be accessed at http://euroreves.ined.fr/imach .
   
 /*************************free matrix ************************/    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
 {    
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    **********************************************************************/
   free((FREE_ARG)(m+nrl-NR_END));  /*
 }    main
     read parameterfile
 /******************* ma3x *******************************/    read datafile
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)    concatwav
 {    freqsummary
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;    if (mle >= 1)
   double ***m;      mlikeli
     print results files
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));    if mle==1 
   if (!m) nrerror("allocation failure 1 in matrix()");       computes hessian
   m += NR_END;    read end of parameter file: agemin, agemax, bage, fage, estepm
   m -= nrl;        begin-prev-date,...
     open gnuplot file
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    open html file
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    period (stable) prevalence
   m[nrl] += NR_END;     for age prevalim()
   m[nrl] -= ncl;    h Pij x
     variance of p varprob
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    forecasting if prevfcast==1 prevforecast call prevalence()
     health expectancies
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));    Variance-covariance of DFLE
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");    prevalence()
   m[nrl][ncl] += NR_END;     movingaverage()
   m[nrl][ncl] -= nll;    varevsij() 
   for (j=ncl+1; j<=nch; j++)    if popbased==1 varevsij(,popbased)
     m[nrl][j]=m[nrl][j-1]+nlay;    total life expectancies
      Variance of period (stable) prevalence
   for (i=nrl+1; i<=nrh; i++) {   end
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;  */
     for (j=ncl+1; j<=nch; j++)  
       m[i][j]=m[i][j-1]+nlay;  
   }  
   return m;   
 }  #include <math.h>
   #include <stdio.h>
 /*************************free ma3x ************************/  #include <stdlib.h>
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)  #include <string.h>
 {  #include <unistd.h>
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));  
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  #include <limits.h>
   free((FREE_ARG)(m+nrl-NR_END));  #include <sys/types.h>
 }  #include <sys/stat.h>
   #include <errno.h>
 /***************** f1dim *************************/  extern int errno;
 extern int ncom;  
 extern double *pcom,*xicom;  /* #include <sys/time.h> */
 extern double (*nrfunc)(double []);  #include <time.h>
    #include "timeval.h"
 double f1dim(double x)  
 {  /* #include <libintl.h> */
   int j;  /* #define _(String) gettext (String) */
   double f;  
   double *xt;  #define MAXLINE 256
    
   xt=vector(1,ncom);  #define GNUPLOTPROGRAM "gnuplot"
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
   f=(*nrfunc)(xt);  #define FILENAMELENGTH 132
   free_vector(xt,1,ncom);  
   return f;  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
 }  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
   
 /*****************brent *************************/  #define MAXPARM 128 /* Maximum number of parameters for the optimization */
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
 {  
   int iter;  #define NINTERVMAX 8
   double a,b,d,etemp;  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
   double fu,fv,fw,fx;  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
   double ftemp;  #define NCOVMAX 20 /* Maximum number of covariates */
   double p,q,r,tol1,tol2,u,v,w,x,xm;  #define MAXN 20000
   double e=0.0;  #define YEARM 12. /* Number of months per year */
    #define AGESUP 130
   a=(ax < cx ? ax : cx);  #define AGEBASE 40
   b=(ax > cx ? ax : cx);  #define AGEGOMP 10. /* Minimal age for Gompertz adjustment */
   x=w=v=bx;  #ifdef UNIX
   fw=fv=fx=(*f)(x);  #define DIRSEPARATOR '/'
   for (iter=1;iter<=ITMAX;iter++) {  #define CHARSEPARATOR "/"
     xm=0.5*(a+b);  #define ODIRSEPARATOR '\\'
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);  #else
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/  #define DIRSEPARATOR '\\'
     printf(".");fflush(stdout);  #define CHARSEPARATOR "\\"
 #ifdef DEBUG  #define ODIRSEPARATOR '/'
     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);  #endif
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */  
 #endif  /* $Id$ */
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){  /* $State$ */
       *xmin=x;  
       return fx;  char version[]="Imach version 0.98k, June 2006, INED-EUROREVES-Institut de longevite ";
     }  char fullversion[]="$Revision$ $Date$"; 
     ftemp=fu;  char strstart[80];
     if (fabs(e) > tol1) {  char optionfilext[10], optionfilefiname[FILENAMELENGTH];
       r=(x-w)*(fx-fv);  int erreur=0, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
       q=(x-v)*(fx-fw);  int nvar=0;
       p=(x-v)*q-(x-w)*r;  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov=0; /* Number of covariates, of covariates with '*age' */
       q=2.0*(q-r);  int npar=NPARMAX;
       if (q > 0.0) p = -p;  int nlstate=2; /* Number of live states */
       q=fabs(q);  int ndeath=1; /* Number of dead states */
       etemp=e;  int ncovmodel=0, ncovcol=0;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
       e=d;  int popbased=0;
       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));  int *wav; /* Number of waves for this individuual 0 is possible */
       else {  int maxwav=0; /* Maxim number of waves */
         d=p/q;  int jmin=0, jmax=0; /* min, max spacing between 2 waves */
         u=x+d;  int ijmin=0, ijmax=0; /* Individuals having jmin and jmax */ 
         if (u-a < tol2 || b-u < tol2)  int gipmx=0, gsw=0; /* Global variables on the number of contributions 
           d=SIGN(tol1,xm-x);                     to the likelihood and the sum of weights (done by funcone)*/
       }  int mle=1, weightopt=0;
     } else {  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
       d=CGOLD*(e=(x >= xm ? a-x : b-x));  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
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));             * wave mi and wave mi+1 is not an exact multiple of stepm. */
     fu=(*f)(u);  double jmean=1; /* Mean space between 2 waves */
     if (fu <= fx) {  double **oldm, **newm, **savm; /* Working pointers to matrices */
       if (u >= x) a=x; else b=x;  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
       SHFT(v,w,x,u)  FILE *fic,*ficpar, *ficparo,*ficres, *ficresp, *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
         SHFT(fv,fw,fx,fu)  FILE *ficlog, *ficrespow;
         } else {  int globpr=0; /* Global variable for printing or not */
           if (u < x) a=u; else b=u;  double fretone; /* Only one call to likelihood */
           if (fu <= fw || w == x) {  long ipmx=0; /* Number of contributions */
             v=w;  double sw; /* Sum of weights */
             w=u;  char filerespow[FILENAMELENGTH];
             fv=fw;  char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
             fw=fu;  FILE *ficresilk;
           } else if (fu <= fv || v == x || v == w) {  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
             v=u;  FILE *ficresprobmorprev;
             fv=fu;  FILE *fichtm, *fichtmcov; /* Html File */
           }  FILE *ficreseij;
         }  char filerese[FILENAMELENGTH];
   }  FILE *ficresstdeij;
   nrerror("Too many iterations in brent");  char fileresstde[FILENAMELENGTH];
   *xmin=x;  FILE *ficrescveij;
   return fx;  char filerescve[FILENAMELENGTH];
 }  FILE  *ficresvij;
   char fileresv[FILENAMELENGTH];
 /****************** mnbrak ***********************/  FILE  *ficresvpl;
   char fileresvpl[FILENAMELENGTH];
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,  char title[MAXLINE];
             double (*func)(double))  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
 {  char plotcmd[FILENAMELENGTH], pplotcmd[FILENAMELENGTH];
   double ulim,u,r,q, dum;  char tmpout[FILENAMELENGTH],  tmpout2[FILENAMELENGTH]; 
   double fu;  char command[FILENAMELENGTH];
    int  outcmd=0;
   *fa=(*func)(*ax);  
   *fb=(*func)(*bx);  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
   if (*fb > *fa) {  
     SHFT(dum,*ax,*bx,dum)  char filelog[FILENAMELENGTH]; /* Log file */
       SHFT(dum,*fb,*fa,dum)  char filerest[FILENAMELENGTH];
       }  char fileregp[FILENAMELENGTH];
   *cx=(*bx)+GOLD*(*bx-*ax);  char popfile[FILENAMELENGTH];
   *fc=(*func)(*cx);  
   while (*fb > *fc) {  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
     r=(*bx-*ax)*(*fb-*fc);  
     q=(*bx-*cx)*(*fb-*fa);  struct timeval start_time, end_time, curr_time, last_time, forecast_time;
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/  struct timezone tzp;
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));  extern int gettimeofday();
     ulim=(*bx)+GLIMIT*(*cx-*bx);  struct tm tmg, tm, tmf, *gmtime(), *localtime();
     if ((*bx-u)*(u-*cx) > 0.0) {  long time_value;
       fu=(*func)(u);  extern long time();
     } else if ((*cx-u)*(u-ulim) > 0.0) {  char strcurr[80], strfor[80];
       fu=(*func)(u);  
       if (fu < *fc) {  char *endptr;
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))  long lval;
           SHFT(*fb,*fc,fu,(*func)(u))  double dval;
           }  
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {  #define NR_END 1
       u=ulim;  #define FREE_ARG char*
       fu=(*func)(u);  #define FTOL 1.0e-10
     } else {  
       u=(*cx)+GOLD*(*cx-*bx);  #define NRANSI 
       fu=(*func)(u);  #define ITMAX 200 
     }  
     SHFT(*ax,*bx,*cx,u)  #define TOL 2.0e-4 
       SHFT(*fa,*fb,*fc,fu)  
       }  #define CGOLD 0.3819660 
 }  #define ZEPS 1.0e-10 
   #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
 /*************** linmin ************************/  
   #define GOLD 1.618034 
 int ncom;  #define GLIMIT 100.0 
 double *pcom,*xicom;  #define TINY 1.0e-20 
 double (*nrfunc)(double []);  
    static double maxarg1,maxarg2;
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
 {  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
   double brent(double ax, double bx, double cx,    
                double (*f)(double), double tol, double *xmin);  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
   double f1dim(double x);  #define rint(a) floor(a+0.5)
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,  
               double *fc, double (*func)(double));  static double sqrarg;
   int j;  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
   double xx,xmin,bx,ax;  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
   double fx,fb,fa;  int agegomp= AGEGOMP;
    
   ncom=n;  int imx; 
   pcom=vector(1,n);  int stepm=1;
   xicom=vector(1,n);  /* Stepm, step in month: minimum step interpolation*/
   nrfunc=func;  
   for (j=1;j<=n;j++) {  int estepm;
     pcom[j]=p[j];  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
     xicom[j]=xi[j];  
   }  int m,nb;
   ax=0.0;  long *num;
   xx=1.0;  int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage,*cens;
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);  double **pmmij, ***probs;
 #ifdef DEBUG  double *ageexmed,*agecens;
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);  double dateintmean=0;
 #endif  
   for (j=1;j<=n;j++) {  double *weight;
     xi[j] *= xmin;  int **s; /* Status */
     p[j] += xi[j];  double *agedc, **covar, idx;
   }  int **nbcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
   free_vector(xicom,1,n);  double *lsurv, *lpop, *tpop;
   free_vector(pcom,1,n);  
 }  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
   double ftolhess; /* Tolerance for computing hessian */
 /*************** powell ************************/  
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,  /**************** split *************************/
             double (*func)(double []))  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
 {  {
   void linmin(double p[], double xi[], int n, double *fret,    /* From a file name with (full) path (either Unix or Windows) we extract the directory (dirc)
               double (*func)(double []));       the name of the file (name), its extension only (ext) and its first part of the name (finame)
   int i,ibig,j;    */ 
   double del,t,*pt,*ptt,*xit;    char  *ss;                            /* pointer */
   double fp,fptt;    int   l1, l2;                         /* length counters */
   double *xits;  
   pt=vector(1,n);    l1 = strlen(path );                   /* length of path */
   ptt=vector(1,n);    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
   xit=vector(1,n);    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
   xits=vector(1,n);    if ( ss == NULL ) {                   /* no directory, so determine current directory */
   *fret=(*func)(p);      strcpy( name, path );               /* we got the fullname name because no directory */
   for (j=1;j<=n;j++) pt[j]=p[j];      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
   for (*iter=1;;++(*iter)) {        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
     fp=(*fret);      /* get current working directory */
     ibig=0;      /*    extern  char* getcwd ( char *buf , int len);*/
     del=0.0;      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);        return( GLOCK_ERROR_GETCWD );
     for (i=1;i<=n;i++)      }
       printf(" %d %.12f",i, p[i]);      /* got dirc from getcwd*/
     printf("\n");      printf(" DIRC = %s \n",dirc);
     for (i=1;i<=n;i++) {    } else {                              /* strip direcotry from path */
       for (j=1;j<=n;j++) xit[j]=xi[j][i];      ss++;                               /* after this, the filename */
       fptt=(*fret);      l2 = strlen( ss );                  /* length of filename */
 #ifdef DEBUG      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
       printf("fret=%lf \n",*fret);      strcpy( name, ss );         /* save file name */
 #endif      strncpy( dirc, path, l1 - l2 );     /* now the directory */
       printf("%d",i);fflush(stdout);      dirc[l1-l2] = 0;                    /* add zero */
       linmin(p,xit,n,fret,func);      printf(" DIRC2 = %s \n",dirc);
       if (fabs(fptt-(*fret)) > del) {    }
         del=fabs(fptt-(*fret));    /* We add a separator at the end of dirc if not exists */
         ibig=i;    l1 = strlen( dirc );                  /* length of directory */
       }    if( dirc[l1-1] != DIRSEPARATOR ){
 #ifdef DEBUG      dirc[l1] =  DIRSEPARATOR;
       printf("%d %.12e",i,(*fret));      dirc[l1+1] = 0; 
       for (j=1;j<=n;j++) {      printf(" DIRC3 = %s \n",dirc);
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);    }
         printf(" x(%d)=%.12e",j,xit[j]);    ss = strrchr( name, '.' );            /* find last / */
       }    if (ss >0){
       for(j=1;j<=n;j++)      ss++;
         printf(" p=%.12e",p[j]);      strcpy(ext,ss);                     /* save extension */
       printf("\n");      l1= strlen( name);
 #endif      l2= strlen(ss)+1;
     }      strncpy( finame, name, l1-l2);
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {      finame[l1-l2]= 0;
 #ifdef DEBUG    }
       int k[2],l;  
       k[0]=1;    return( 0 );                          /* we're done */
       k[1]=-1;  }
       printf("Max: %.12e",(*func)(p));  
       for (j=1;j<=n;j++)  
         printf(" %.12e",p[j]);  /******************************************/
       printf("\n");  
       for(l=0;l<=1;l++) {  void replace_back_to_slash(char *s, char*t)
         for (j=1;j<=n;j++) {  {
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];    int i;
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);    int lg=0;
         }    i=0;
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));    lg=strlen(t);
       }    for(i=0; i<= lg; i++) {
 #endif      (s[i] = t[i]);
       if (t[i]== '\\') s[i]='/';
     }
       free_vector(xit,1,n);  }
       free_vector(xits,1,n);  
       free_vector(ptt,1,n);  char *trimbb(char *out, char *in)
       free_vector(pt,1,n);  { /* Trim multiple blanks in line */
       return;    char *s;
     }    s=out;
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");    while (*in != '\0'){
     for (j=1;j<=n;j++) {      while( *in == ' ' && *(in+1) == ' ' && *(in+1) != '\0'){
       ptt[j]=2.0*p[j]-pt[j];        in++;
       xit[j]=p[j]-pt[j];      }
       pt[j]=p[j];      *out++ = *in++;
     }    }
     fptt=(*func)(ptt);    *out='\0';
     if (fptt < fp) {    return s;
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);  }
       if (t < 0.0) {  
         linmin(p,xit,n,fret,func);  int nbocc(char *s, char occ)
         for (j=1;j<=n;j++) {  {
           xi[j][ibig]=xi[j][n];    int i,j=0;
           xi[j][n]=xit[j];    int lg=20;
         }    i=0;
 #ifdef DEBUG    lg=strlen(s);
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);    for(i=0; i<= lg; i++) {
         for(j=1;j<=n;j++)    if  (s[i] == occ ) j++;
           printf(" %.12e",xit[j]);    }
         printf("\n");    return j;
 #endif  }
       }  
     }  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' 
        and v starts after first occurence of char 'occ' : ex cutv(u,v,"abcdef2ghi2j",'2')
 /**** Prevalence limit ****************/       gives u="abcedf" and v="ghi2j" */
     int i,lg,j,p=0;
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)    i=0;
 {    for(j=0; j<=strlen(t)-1; j++) {
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
      matrix by transitions matrix until convergence is reached */    }
   
   int i, ii,j,k;    lg=strlen(t);
   double min, max, maxmin, maxmax,sumnew=0.;    for(j=0; j<p; j++) {
   double **matprod2();      (u[j] = t[j]);
   double **out, cov[NCOVMAX], **pmij();    }
   double **newm;       u[p]='\0';
   double agefin, delaymax=50 ; /* Max number of years to converge */  
      for(j=0; j<= lg; j++) {
   for (ii=1;ii<=nlstate+ndeath;ii++)      if (j>=(p+1))(v[j-p-1] = t[j]);
     for (j=1;j<=nlstate+ndeath;j++){    }
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);  }
     }  
   /********************** nrerror ********************/
    cov[1]=1.;  
    void nrerror(char error_text[])
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */  {
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){    fprintf(stderr,"ERREUR ...\n");
     newm=savm;    fprintf(stderr,"%s\n",error_text);
     /* Covariates have to be included here again */    exit(EXIT_FAILURE);
      cov[2]=agefin;  }
    /*********************** vector *******************/
       for (k=1; k<=cptcovn;k++) {  double *vector(int nl, int nh)
         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]);*/    double *v;
       }    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
       for (k=1; k<=cptcovage;k++)    if (!v) nrerror("allocation failure in vector");
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];    return v-nl+NR_END;
       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 vector ******************/
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/  void free_vector(double*v, int nl, int nh)
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/  {
     free((FREE_ARG)(v+nl-NR_END));
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);  }
   
     savm=oldm;  /************************ivector *******************************/
     oldm=newm;  int *ivector(long nl,long nh)
     maxmax=0.;  {
     for(j=1;j<=nlstate;j++){    int *v;
       min=1.;    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
       max=0.;    if (!v) nrerror("allocation failure in ivector");
       for(i=1; i<=nlstate; i++) {    return v-nl+NR_END;
         sumnew=0;  }
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];  
         prlim[i][j]= newm[i][j]/(1-sumnew);  /******************free ivector **************************/
         max=FMAX(max,prlim[i][j]);  void free_ivector(int *v, long nl, long nh)
         min=FMIN(min,prlim[i][j]);  {
       }    free((FREE_ARG)(v+nl-NR_END));
       maxmin=max-min;  }
       maxmax=FMAX(maxmax,maxmin);  
     }  /************************lvector *******************************/
     if(maxmax < ftolpl){  long *lvector(long nl,long nh)
       return prlim;  {
     }    long *v;
   }    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
 }    if (!v) nrerror("allocation failure in ivector");
     return v-nl+NR_END;
 /*************** transition probabilities ***************/  }
   
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )  /******************free lvector **************************/
 {  void free_lvector(long *v, long nl, long nh)
   double s1, s2;  {
   /*double t34;*/    free((FREE_ARG)(v+nl-NR_END));
   int i,j,j1, nc, ii, jj;  }
   
     for(i=1; i<= nlstate; i++){  /******************* imatrix *******************************/
     for(j=1; j<i;j++){  int **imatrix(long nrl, long nrh, long ncl, long nch) 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
         /*s2 += param[i][j][nc]*cov[nc];*/  { 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/    int **m; 
       }    
       ps[i][j]=s2;    /* allocate pointers to rows */ 
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
     }    if (!m) nrerror("allocation failure 1 in matrix()"); 
     for(j=i+1; j<=nlstate+ndeath;j++){    m += NR_END; 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){    m -= nrl; 
         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);*/    
       }    /* allocate rows and set pointers to them */ 
       ps[i][j]=(s2);    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
     }    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
   }    m[nrl] += NR_END; 
     /*ps[3][2]=1;*/    m[nrl] -= ncl; 
     
   for(i=1; i<= nlstate; i++){    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
      s1=0;    
     for(j=1; j<i; j++)    /* return pointer to array of pointers to rows */ 
       s1+=exp(ps[i][j]);    return m; 
     for(j=i+1; j<=nlstate+ndeath; j++)  } 
       s1+=exp(ps[i][j]);  
     ps[i][i]=1./(s1+1.);  /****************** free_imatrix *************************/
     for(j=1; j<i; j++)  void free_imatrix(m,nrl,nrh,ncl,nch)
       ps[i][j]= exp(ps[i][j])*ps[i][i];        int **m;
     for(j=i+1; j<=nlstate+ndeath; j++)        long nch,ncl,nrh,nrl; 
       ps[i][j]= exp(ps[i][j])*ps[i][i];       /* free an int matrix allocated by imatrix() */ 
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */  { 
   } /* end i */    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
     free((FREE_ARG) (m+nrl-NR_END)); 
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){  } 
     for(jj=1; jj<= nlstate+ndeath; jj++){  
       ps[ii][jj]=0;  /******************* matrix *******************************/
       ps[ii][ii]=1;  double **matrix(long nrl, long nrh, long ncl, long nch)
     }  {
   }    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
     double **m;
   
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
     for(jj=1; jj<= nlstate+ndeath; jj++){    if (!m) nrerror("allocation failure 1 in matrix()");
      printf("%lf ",ps[ii][jj]);    m += NR_END;
    }    m -= nrl;
     printf("\n ");  
     }    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
     printf("\n ");printf("%lf ",cov[2]);*/    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
 /*    m[nrl] += NR_END;
   for(i=1; i<= npar; i++) printf("%f ",x[i]);    m[nrl] -= ncl;
   goto end;*/  
     return ps;    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
 }    return m;
     /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
 /**************** Product of 2 matrices ******************/     */
   }
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)  
 {  /*************************free matrix ************************/
   /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */  {
   /* in, b, out are matrice of pointers which should have been initialized    free((FREE_ARG)(m[nrl]+ncl-NR_END));
      before: only the contents of out is modified. The function returns    free((FREE_ARG)(m+nrl-NR_END));
      a pointer to pointers identical to out */  }
   long i, j, k;  
   for(i=nrl; i<= nrh; i++)  /******************* ma3x *******************************/
     for(k=ncolol; k<=ncoloh; k++)  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
       for(j=ncl,out[i][k]=0.; j<=nch; j++)  {
         out[i][k] +=in[i][j]*b[j][k];    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
     double ***m;
   return out;  
 }    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
     if (!m) nrerror("allocation failure 1 in matrix()");
     m += NR_END;
 /************* Higher Matrix Product ***************/    m -= nrl;
   
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
 {    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month    m[nrl] += NR_END;
      duration (i.e. until    m[nrl] -= ncl;
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.  
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
      (typically every 2 years instead of every month which is too big).  
      Model is determined by parameters x and covariates have to be    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
      included manually here.    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
     m[nrl][ncl] += NR_END;
      */    m[nrl][ncl] -= nll;
     for (j=ncl+1; j<=nch; j++) 
   int i, j, d, h, k;      m[nrl][j]=m[nrl][j-1]+nlay;
   double **out, cov[NCOVMAX];    
   double **newm;    for (i=nrl+1; i<=nrh; i++) {
       m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
   /* Hstepm could be zero and should return the unit matrix */      for (j=ncl+1; j<=nch; j++) 
   for (i=1;i<=nlstate+ndeath;i++)        m[i][j]=m[i][j-1]+nlay;
     for (j=1;j<=nlstate+ndeath;j++){    }
       oldm[i][j]=(i==j ? 1.0 : 0.0);    return m; 
       po[i][j][0]=(i==j ? 1.0 : 0.0);    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
     }             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */    */
   for(h=1; h <=nhstepm; h++){  }
     for(d=1; d <=hstepm; d++){  
       newm=savm;  /*************************free ma3x ************************/
       /* Covariates have to be included here again */  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
       cov[1]=1.;  {
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];    free((FREE_ARG)(m[nrl]+ncl-NR_END));
       for (k=1; k<=cptcovage;k++)    free((FREE_ARG)(m+nrl-NR_END));
         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]]];  /*************** function subdirf ***********/
   char *subdirf(char fileres[])
   {
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/    /* Caution optionfilefiname is hidden */
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/    strcpy(tmpout,optionfilefiname);
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,    strcat(tmpout,"/"); /* Add to the right */
                    pmij(pmmij,cov,ncovmodel,x,nlstate));    strcat(tmpout,fileres);
       savm=oldm;    return tmpout;
       oldm=newm;  }
     }  
     for(i=1; i<=nlstate+ndeath; i++)  /*************** function subdirf2 ***********/
       for(j=1;j<=nlstate+ndeath;j++) {  char *subdirf2(char fileres[], char *preop)
         po[i][j][h]=newm[i][j];  {
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);    
          */    /* Caution optionfilefiname is hidden */
       }    strcpy(tmpout,optionfilefiname);
   } /* end h */    strcat(tmpout,"/");
   return po;    strcat(tmpout,preop);
 }    strcat(tmpout,fileres);
     return tmpout;
   }
 /*************** log-likelihood *************/  
 double func( double *x)  /*************** function subdirf3 ***********/
 {  char *subdirf3(char fileres[], char *preop, char *preop2)
   int i, ii, j, k, mi, d, kk;  {
   double l, ll[NLSTATEMAX], cov[NCOVMAX];    
   double **out;    /* Caution optionfilefiname is hidden */
   double sw; /* Sum of weights */    strcpy(tmpout,optionfilefiname);
   double lli; /* Individual log likelihood */    strcat(tmpout,"/");
   long ipmx;    strcat(tmpout,preop);
   /*extern weight */    strcat(tmpout,preop2);
   /* We are differentiating ll according to initial status */    strcat(tmpout,fileres);
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/    return tmpout;
   /*for(i=1;i<imx;i++)  }
     printf(" %d\n",s[4][i]);  
   */  /***************** f1dim *************************/
   cov[1]=1.;  extern int ncom; 
   extern double *pcom,*xicom;
   for(k=1; k<=nlstate; k++) ll[k]=0.;  extern double (*nrfunc)(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 f1dim(double x) 
     for(mi=1; mi<= wav[i]-1; mi++){  { 
       for (ii=1;ii<=nlstate+ndeath;ii++)    int j; 
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);    double f;
       for(d=0; d<dh[mi][i]; d++){    double *xt; 
         newm=savm;   
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;    xt=vector(1,ncom); 
         for (kk=1; kk<=cptcovage;kk++) {    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];    f=(*nrfunc)(xt); 
         }    free_vector(xt,1,ncom); 
            return f; 
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,  } 
                      1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));  
         savm=oldm;  /*****************brent *************************/
         oldm=newm;  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
          { 
            int iter; 
       } /* end mult */    double a,b,d,etemp;
          double fu,fv,fw,fx;
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);    double ftemp;
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/    double p,q,r,tol1,tol2,u,v,w,x,xm; 
       ipmx +=1;    double e=0.0; 
       sw += weight[i];   
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;    a=(ax < cx ? ax : cx); 
     } /* end of wave */    b=(ax > cx ? ax : cx); 
   } /* end of individual */    x=w=v=bx; 
     fw=fv=fx=(*f)(x); 
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];    for (iter=1;iter<=ITMAX;iter++) { 
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */      xm=0.5*(a+b); 
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
   return -l;      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
 }      printf(".");fflush(stdout);
       fprintf(ficlog,".");fflush(ficlog);
   #ifdef DEBUG
 /*********** Maximum Likelihood Estimation ***************/      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);
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
 {  #endif
   int i,j, iter;      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
   double **xi,*delti;        *xmin=x; 
   double fret;        return fx; 
   xi=matrix(1,npar,1,npar);      } 
   for (i=1;i<=npar;i++)      ftemp=fu;
     for (j=1;j<=npar;j++)      if (fabs(e) > tol1) { 
       xi[i][j]=(i==j ? 1.0 : 0.0);        r=(x-w)*(fx-fv); 
   printf("Powell\n");        q=(x-v)*(fx-fw); 
   powell(p,xi,npar,ftol,&iter,&fret,func);        p=(x-v)*q-(x-w)*r; 
         q=2.0*(q-r); 
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));        if (q > 0.0) p = -p; 
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));        q=fabs(q); 
         etemp=e; 
 }        e=d; 
         if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
 /**** Computes Hessian and covariance matrix ***/          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))        else { 
 {          d=p/q; 
   double  **a,**y,*x,pd;          u=x+d; 
   double **hess;          if (u-a < tol2 || b-u < tol2) 
   int i, j,jk;            d=SIGN(tol1,xm-x); 
   int *indx;        } 
       } else { 
   double hessii(double p[], double delta, int theta, double delti[]);        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
   double hessij(double p[], double delti[], int i, int j);      } 
   void lubksb(double **a, int npar, int *indx, double b[]) ;      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
   void ludcmp(double **a, int npar, int *indx, double *d) ;      fu=(*f)(u); 
       if (fu <= fx) { 
   hess=matrix(1,npar,1,npar);        if (u >= x) a=x; else b=x; 
         SHFT(v,w,x,u) 
   printf("\nCalculation of the hessian matrix. Wait...\n");          SHFT(fv,fw,fx,fu) 
   for (i=1;i<=npar;i++){          } else { 
     printf("%d",i);fflush(stdout);            if (u < x) a=u; else b=u; 
     hess[i][i]=hessii(p,ftolhess,i,delti);            if (fu <= fw || w == x) { 
     /*printf(" %f ",p[i]);*/              v=w; 
     /*printf(" %lf ",hess[i][i]);*/              w=u; 
   }              fv=fw; 
                fw=fu; 
   for (i=1;i<=npar;i++) {            } else if (fu <= fv || v == x || v == w) { 
     for (j=1;j<=npar;j++)  {              v=u; 
       if (j>i) {              fv=fu; 
         printf(".%d%d",i,j);fflush(stdout);            } 
         hess[i][j]=hessij(p,delti,i,j);          } 
         hess[j][i]=hess[i][j];        } 
         /*printf(" %lf ",hess[i][j]);*/    nrerror("Too many iterations in brent"); 
       }    *xmin=x; 
     }    return fx; 
   }  } 
   printf("\n");  
   /****************** mnbrak ***********************/
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");  
    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
   a=matrix(1,npar,1,npar);              double (*func)(double)) 
   y=matrix(1,npar,1,npar);  { 
   x=vector(1,npar);    double ulim,u,r,q, dum;
   indx=ivector(1,npar);    double fu; 
   for (i=1;i<=npar;i++)   
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];    *fa=(*func)(*ax); 
   ludcmp(a,npar,indx,&pd);    *fb=(*func)(*bx); 
     if (*fb > *fa) { 
   for (j=1;j<=npar;j++) {      SHFT(dum,*ax,*bx,dum) 
     for (i=1;i<=npar;i++) x[i]=0;        SHFT(dum,*fb,*fa,dum) 
     x[j]=1;        } 
     lubksb(a,npar,indx,x);    *cx=(*bx)+GOLD*(*bx-*ax); 
     for (i=1;i<=npar;i++){    *fc=(*func)(*cx); 
       matcov[i][j]=x[i];    while (*fb > *fc) { 
     }      r=(*bx-*ax)*(*fb-*fc); 
   }      q=(*bx-*cx)*(*fb-*fa); 
       u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
   printf("\n#Hessian matrix#\n");        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
   for (i=1;i<=npar;i++) {      ulim=(*bx)+GLIMIT*(*cx-*bx); 
     for (j=1;j<=npar;j++) {      if ((*bx-u)*(u-*cx) > 0.0) { 
       printf("%.3e ",hess[i][j]);        fu=(*func)(u); 
     }      } else if ((*cx-u)*(u-ulim) > 0.0) { 
     printf("\n");        fu=(*func)(u); 
   }        if (fu < *fc) { 
           SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
   /* Recompute Inverse */            SHFT(*fb,*fc,fu,(*func)(u)) 
   for (i=1;i<=npar;i++)            } 
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
   ludcmp(a,npar,indx,&pd);        u=ulim; 
         fu=(*func)(u); 
   /*  printf("\n#Hessian matrix recomputed#\n");      } else { 
         u=(*cx)+GOLD*(*cx-*bx); 
   for (j=1;j<=npar;j++) {        fu=(*func)(u); 
     for (i=1;i<=npar;i++) x[i]=0;      } 
     x[j]=1;      SHFT(*ax,*bx,*cx,u) 
     lubksb(a,npar,indx,x);        SHFT(*fa,*fb,*fc,fu) 
     for (i=1;i<=npar;i++){        } 
       y[i][j]=x[i];  } 
       printf("%.3e ",y[i][j]);  
     }  /*************** linmin ************************/
     printf("\n");  
   }  int ncom; 
   */  double *pcom,*xicom;
   double (*nrfunc)(double []); 
   free_matrix(a,1,npar,1,npar);   
   free_matrix(y,1,npar,1,npar);  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
   free_vector(x,1,npar);  { 
   free_ivector(indx,1,npar);    double brent(double ax, double bx, double cx, 
   free_matrix(hess,1,npar,1,npar);                 double (*f)(double), double tol, double *xmin); 
     double f1dim(double x); 
     void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
 }                double *fc, double (*func)(double)); 
     int j; 
 /*************** hessian matrix ****************/    double xx,xmin,bx,ax; 
 double hessii( double x[], double delta, int theta, double delti[])    double fx,fb,fa;
 {   
   int i;    ncom=n; 
   int l=1, lmax=20;    pcom=vector(1,n); 
   double k1,k2;    xicom=vector(1,n); 
   double p2[NPARMAX+1];    nrfunc=func; 
   double res;    for (j=1;j<=n;j++) { 
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;      pcom[j]=p[j]; 
   double fx;      xicom[j]=xi[j]; 
   int k=0,kmax=10;    } 
   double l1;    ax=0.0; 
     xx=1.0; 
   fx=func(x);    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
   for (i=1;i<=npar;i++) p2[i]=x[i];    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
   for(l=0 ; l <=lmax; l++){  #ifdef DEBUG
     l1=pow(10,l);    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
     delts=delt;    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
     for(k=1 ; k <kmax; k=k+1){  #endif
       delt = delta*(l1*k);    for (j=1;j<=n;j++) { 
       p2[theta]=x[theta] +delt;      xi[j] *= xmin; 
       k1=func(p2)-fx;      p[j] += xi[j]; 
       p2[theta]=x[theta]-delt;    } 
       k2=func(p2)-fx;    free_vector(xicom,1,n); 
       /*res= (k1-2.0*fx+k2)/delt/delt; */    free_vector(pcom,1,n); 
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */  } 
        
 #ifdef DEBUG  char *asc_diff_time(long time_sec, char ascdiff[])
       printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);  {
 #endif    long sec_left, days, hours, minutes;
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */    days = (time_sec) / (60*60*24);
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){    sec_left = (time_sec) % (60*60*24);
         k=kmax;    hours = (sec_left) / (60*60) ;
       }    sec_left = (sec_left) %(60*60);
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */    minutes = (sec_left) /60;
         k=kmax; l=lmax*10.;    sec_left = (sec_left) % (60);
       }    sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){    return ascdiff;
         delts=delt;  }
       }  
     }  /*************** powell ************************/
   }  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
   delti[theta]=delts;              double (*func)(double [])) 
   return res;  { 
      void linmin(double p[], double xi[], int n, double *fret, 
 }                double (*func)(double [])); 
     int i,ibig,j; 
 double hessij( double x[], double delti[], int thetai,int thetaj)    double del,t,*pt,*ptt,*xit;
 {    double fp,fptt;
   int i;    double *xits;
   int l=1, l1, lmax=20;    int niterf, itmp;
   double k1,k2,k3,k4,res,fx;  
   double p2[NPARMAX+1];    pt=vector(1,n); 
   int k;    ptt=vector(1,n); 
     xit=vector(1,n); 
   fx=func(x);    xits=vector(1,n); 
   for (k=1; k<=2; k++) {    *fret=(*func)(p); 
     for (i=1;i<=npar;i++) p2[i]=x[i];    for (j=1;j<=n;j++) pt[j]=p[j]; 
     p2[thetai]=x[thetai]+delti[thetai]/k;    for (*iter=1;;++(*iter)) { 
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;      fp=(*fret); 
     k1=func(p2)-fx;      ibig=0; 
        del=0.0; 
     p2[thetai]=x[thetai]+delti[thetai]/k;      last_time=curr_time;
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;      (void) gettimeofday(&curr_time,&tzp);
     k2=func(p2)-fx;      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);
        fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec); fflush(ficlog);
     p2[thetai]=x[thetai]-delti[thetai]/k;  /*     fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec); */
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;     for (i=1;i<=n;i++) {
     k3=func(p2)-fx;        printf(" %d %.12f",i, p[i]);
          fprintf(ficlog," %d %.12lf",i, p[i]);
     p2[thetai]=x[thetai]-delti[thetai]/k;        fprintf(ficrespow," %.12lf", p[i]);
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;      }
     k4=func(p2)-fx;      printf("\n");
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */      fprintf(ficlog,"\n");
 #ifdef DEBUG      fprintf(ficrespow,"\n");fflush(ficrespow);
     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);      if(*iter <=3){
 #endif        tm = *localtime(&curr_time.tv_sec);
   }        strcpy(strcurr,asctime(&tm));
   return res;  /*       asctime_r(&tm,strcurr); */
 }        forecast_time=curr_time; 
         itmp = strlen(strcurr);
 /************** Inverse of matrix **************/        if(strcurr[itmp-1]=='\n')  /* Windows outputs with a new line */
 void ludcmp(double **a, int n, int *indx, double *d)          strcurr[itmp-1]='\0';
 {        printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
   int i,imax,j,k;        fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
   double big,dum,sum,temp;        for(niterf=10;niterf<=30;niterf+=10){
   double *vv;          forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
            tmf = *localtime(&forecast_time.tv_sec);
   vv=vector(1,n);  /*      asctime_r(&tmf,strfor); */
   *d=1.0;          strcpy(strfor,asctime(&tmf));
   for (i=1;i<=n;i++) {          itmp = strlen(strfor);
     big=0.0;          if(strfor[itmp-1]=='\n')
     for (j=1;j<=n;j++)          strfor[itmp-1]='\0';
       if ((temp=fabs(a[i][j])) > big) big=temp;          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);
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");          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);
     vv[i]=1.0/big;        }
   }      }
   for (j=1;j<=n;j++) {      for (i=1;i<=n;i++) { 
     for (i=1;i<j;i++) {        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
       sum=a[i][j];        fptt=(*fret); 
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];  #ifdef DEBUG
       a[i][j]=sum;        printf("fret=%lf \n",*fret);
     }        fprintf(ficlog,"fret=%lf \n",*fret);
     big=0.0;  #endif
     for (i=j;i<=n;i++) {        printf("%d",i);fflush(stdout);
       sum=a[i][j];        fprintf(ficlog,"%d",i);fflush(ficlog);
       for (k=1;k<j;k++)        linmin(p,xit,n,fret,func); 
         sum -= a[i][k]*a[k][j];        if (fabs(fptt-(*fret)) > del) { 
       a[i][j]=sum;          del=fabs(fptt-(*fret)); 
       if ( (dum=vv[i]*fabs(sum)) >= big) {          ibig=i; 
         big=dum;        } 
         imax=i;  #ifdef DEBUG
       }        printf("%d %.12e",i,(*fret));
     }        fprintf(ficlog,"%d %.12e",i,(*fret));
     if (j != imax) {        for (j=1;j<=n;j++) {
       for (k=1;k<=n;k++) {          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
         dum=a[imax][k];          printf(" x(%d)=%.12e",j,xit[j]);
         a[imax][k]=a[j][k];          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
         a[j][k]=dum;        }
       }        for(j=1;j<=n;j++) {
       *d = -(*d);          printf(" p=%.12e",p[j]);
       vv[imax]=vv[j];          fprintf(ficlog," p=%.12e",p[j]);
     }        }
     indx[j]=imax;        printf("\n");
     if (a[j][j] == 0.0) a[j][j]=TINY;        fprintf(ficlog,"\n");
     if (j != n) {  #endif
       dum=1.0/(a[j][j]);      } 
       for (i=j+1;i<=n;i++) a[i][j] *= dum;      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
     }  #ifdef DEBUG
   }        int k[2],l;
   free_vector(vv,1,n);  /* Doesn't work */        k[0]=1;
 ;        k[1]=-1;
 }        printf("Max: %.12e",(*func)(p));
         fprintf(ficlog,"Max: %.12e",(*func)(p));
 void lubksb(double **a, int n, int *indx, double b[])        for (j=1;j<=n;j++) {
 {          printf(" %.12e",p[j]);
   int i,ii=0,ip,j;          fprintf(ficlog," %.12e",p[j]);
   double sum;        }
          printf("\n");
   for (i=1;i<=n;i++) {        fprintf(ficlog,"\n");
     ip=indx[i];        for(l=0;l<=1;l++) {
     sum=b[ip];          for (j=1;j<=n;j++) {
     b[ip]=b[i];            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
     if (ii)            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
     else if (sum) ii=i;          }
     b[i]=sum;          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
   }          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
   for (i=n;i>=1;i--) {        }
     sum=b[i];  #endif
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];  
     b[i]=sum/a[i][i];  
   }        free_vector(xit,1,n); 
 }        free_vector(xits,1,n); 
         free_vector(ptt,1,n); 
 /************ Frequencies ********************/        free_vector(pt,1,n); 
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)        return; 
 {  /* Some frequencies */      } 
        if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;      for (j=1;j<=n;j++) { 
   double ***freq; /* Frequencies */        ptt[j]=2.0*p[j]-pt[j]; 
   double *pp;        xit[j]=p[j]-pt[j]; 
   double pos;        pt[j]=p[j]; 
   FILE *ficresp;      } 
   char fileresp[FILENAMELENGTH];      fptt=(*func)(ptt); 
       if (fptt < fp) { 
   pp=vector(1,nlstate);        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
         if (t < 0.0) { 
   strcpy(fileresp,"p");          linmin(p,xit,n,fret,func); 
   strcat(fileresp,fileres);          for (j=1;j<=n;j++) { 
   if((ficresp=fopen(fileresp,"w"))==NULL) {            xi[j][ibig]=xi[j][n]; 
     printf("Problem with prevalence resultfile: %s\n", fileresp);            xi[j][n]=xit[j]; 
     exit(0);          }
   }  #ifdef DEBUG
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   j1=0;          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++){
   j=cptcoveff;            printf(" %.12e",xit[j]);
   if (cptcovn<1) {j=1;ncodemax[1]=1;}            fprintf(ficlog," %.12e",xit[j]);
           }
   for(k1=1; k1<=j;k1++){          printf("\n");
    for(i1=1; i1<=ncodemax[k1];i1++){          fprintf(ficlog,"\n");
        j1++;  #endif
        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);        }
          scanf("%d", i);*/      } 
         for (i=-1; i<=nlstate+ndeath; i++)      } 
          for (jk=-1; jk<=nlstate+ndeath; jk++)    } 
            for(m=agemin; m <= agemax+3; m++)  
              freq[i][jk][m]=0;  /**** Prevalence limit (stable or period prevalence)  ****************/
          
        for (i=1; i<=imx; i++) {  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
          bool=1;  {
          if  (cptcovn>0) {    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
            for (z1=1; z1<=cptcoveff; z1++)       matrix by transitions matrix until convergence is reached */
              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])  
                bool=0;    int i, ii,j,k;
          }    double min, max, maxmin, maxmax,sumnew=0.;
           if (bool==1) {    double **matprod2();
            for(m=firstpass; m<=lastpass-1; m++){    double **out, cov[NCOVMAX+1], **pmij();
              if(agev[m][i]==0) agev[m][i]=agemax+1;    double **newm;
              if(agev[m][i]==1) agev[m][i]=agemax+2;    double agefin, delaymax=50 ; /* Max number of years to converge */
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];  
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];    for (ii=1;ii<=nlstate+ndeath;ii++)
            }      for (j=1;j<=nlstate+ndeath;j++){
          }        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
        }      }
         if  (cptcovn>0) {  
          fprintf(ficresp, "\n#********** Variable ");     cov[1]=1.;
          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);   
        fprintf(ficresp, "**********\n#");   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
         }    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
        for(i=1; i<=nlstate;i++)      newm=savm;
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);      /* Covariates have to be included here again */
        fprintf(ficresp, "\n");       cov[2]=agefin;
            
   for(i=(int)agemin; i <= (int)agemax+3; i++){        for (k=1; k<=cptcovn;k++) {
     if(i==(int)agemax+3)          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
       printf("Total");          /*      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]]);*/
     else        }
       printf("Age %d", i);        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];  
     }        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
     for(jk=1; jk <=nlstate ; jk++){        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
       for(m=-1, pos=0; m <=0 ; m++)        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
         pos += freq[jk][m][i];      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
       if(pp[jk]>=1.e-10)  
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);      savm=oldm;
       else      oldm=newm;
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);      maxmax=0.;
     }      for(j=1;j<=nlstate;j++){
     for(jk=1; jk <=nlstate ; jk++){        min=1.;
       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)        max=0.;
         pp[jk] += freq[jk][m][i];        for(i=1; i<=nlstate; i++) {
     }          sumnew=0;
     for(jk=1,pos=0; jk <=nlstate ; jk++)          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
       pos += pp[jk];          prlim[i][j]= newm[i][j]/(1-sumnew);
     for(jk=1; jk <=nlstate ; jk++){          max=FMAX(max,prlim[i][j]);
       if(pos>=1.e-5)          min=FMIN(min,prlim[i][j]);
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);        }
       else        maxmin=max-min;
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);        maxmax=FMAX(maxmax,maxmin);
       if( i <= (int) agemax){      }
         if(pos>=1.e-5)      if(maxmax < ftolpl){
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);        return prlim;
       else      }
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);    }
       }  }
     }  
     for(jk=-1; jk <=nlstate+ndeath; jk++)  /*************** transition probabilities ***************/ 
       for(m=-1; m <=nlstate+ndeath; m++)  
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
     if(i <= (int) agemax)  {
       fprintf(ficresp,"\n");    double s1, s2;
     printf("\n");    /*double t34;*/
     }    int i,j,j1, nc, ii, jj;
     }  
  }      for(i=1; i<= nlstate; i++){
          for(j=1; j<i;j++){
   fclose(ficresp);          for (nc=1, s2=0.;nc <=ncovmodel; nc++){
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);            /*s2 += param[i][j][nc]*cov[nc];*/
   free_vector(pp,1,nlstate);            s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
   /*       printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2); */
 }  /* End of Freq */          }
           ps[i][j]=s2;
 /************* Waves Concatenation ***************/  /*      printf("s1=%.17e, s2=%.17e\n",s1,s2); */
         }
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)        for(j=i+1; j<=nlstate+ndeath;j++){
 {          for (nc=1, s2=0.;nc <=ncovmodel; nc++){
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.            s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
      Death is a valid wave (if date is known).  /*        printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2); */
      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]          ps[i][j]=s2;
      and mw[mi+1][i]. dh depends on stepm.        }
      */      }
       /*ps[3][2]=1;*/
   int i, mi, m;      
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;      for(i=1; i<= nlstate; i++){
      double sum=0., jmean=0.;*/        s1=0;
         for(j=1; j<i; j++){
   int j, k=0,jk, ju, jl;          s1+=exp(ps[i][j]);
   double sum=0.;          /*printf("debug1 %d %d ps=%lf exp(ps)=%lf s1+=%lf\n",i,j,ps[i][j],exp(ps[i][j]),s1); */
   jmin=1e+5;        }
   jmax=-1;        for(j=i+1; j<=nlstate+ndeath; j++){
   jmean=0.;          s1+=exp(ps[i][j]);
   for(i=1; i<=imx; i++){          /*printf("debug2 %d %d ps=%lf exp(ps)=%lf s1+=%lf\n",i,j,ps[i][j],exp(ps[i][j]),s1); */
     mi=0;        }
     m=firstpass;        ps[i][i]=1./(s1+1.);
     while(s[m][i] <= nlstate){        for(j=1; j<i; j++)
       if(s[m][i]>=1)          ps[i][j]= exp(ps[i][j])*ps[i][i];
         mw[++mi][i]=m;        for(j=i+1; j<=nlstate+ndeath; j++)
       if(m >=lastpass)          ps[i][j]= exp(ps[i][j])*ps[i][i];
         break;        /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
       else      } /* end i */
         m++;      
     }/* end while */      for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
     if (s[m][i] > nlstate){        for(jj=1; jj<= nlstate+ndeath; jj++){
       mi++;     /* Death is another wave */          ps[ii][jj]=0;
       /* if(mi==0)  never been interviewed correctly before death */          ps[ii][ii]=1;
          /* Only death is a correct wave */        }
       mw[mi][i]=m;      }
     }      
   
     wav[i]=mi;  /*        for(ii=1; ii<= nlstate+ndeath; ii++){ */
     if(mi==0)  /*       for(jj=1; jj<= nlstate+ndeath; jj++){ */
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);  /*         printf("ddd %lf ",ps[ii][jj]); */
   }  /*       } */
   /*       printf("\n "); */
   for(i=1; i<=imx; i++){  /*        } */
     for(mi=1; mi<wav[i];mi++){  /*        printf("\n ");printf("%lf ",cov[2]); */
       if (stepm <=0)         /*
         dh[mi][i]=1;        for(i=1; i<= npar; i++) printf("%f ",x[i]);
       else{        goto end;*/
         if (s[mw[mi+1][i]][i] > nlstate) {      return ps;
           if (agedc[i] < 2*AGESUP) {  }
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);  
           if(j==0) j=1;  /* Survives at least one month after exam */  /**************** Product of 2 matrices ******************/
           k=k+1;  
           if (j >= jmax) jmax=j;  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
           if (j <= jmin) jmin=j;  {
           sum=sum+j;    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
           /* if (j<10) printf("j=%d num=%d ",j,i); */       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
           }    /* in, b, out are matrice of pointers which should have been initialized 
         }       before: only the contents of out is modified. The function returns
         else{       a pointer to pointers identical to out */
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));    long i, j, k;
           k=k+1;    for(i=nrl; i<= nrh; i++)
           if (j >= jmax) jmax=j;      for(k=ncolol; k<=ncoloh; k++)
           else if (j <= jmin)jmin=j;        for(j=ncl,out[i][k]=0.; j<=nch; j++)
           /*   if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */          out[i][k] +=in[i][j]*b[j][k];
           sum=sum+j;  
         }    return out;
         jk= j/stepm;  }
         jl= j -jk*stepm;  
         ju= j -(jk+1)*stepm;  
         if(jl <= -ju)  /************* Higher Matrix Product ***************/
           dh[mi][i]=jk;  
         else  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
           dh[mi][i]=jk+1;  {
         if(dh[mi][i]==0)    /* Computes the transition matrix starting at age 'age' over 
           dh[mi][i]=1; /* At least one step */       'nhstepm*hstepm*stepm' months (i.e. until
       }       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 
   jmean=sum/k;       (typically every 2 years instead of every month which is too big 
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);       for the memory).
  }       Model is determined by parameters x and covariates have to be 
 /*********** Tricode ****************************/       included manually here. 
 void tricode(int *Tvar, int **nbcode, int imx)  
 {       */
   int Ndum[20],ij=1, k, j, i;  
   int cptcode=0;    int i, j, d, h, k;
   cptcoveff=0;    double **out, cov[NCOVMAX+1];
      double **newm;
   for (k=0; k<19; k++) Ndum[k]=0;  
   for (k=1; k<=7; k++) ncodemax[k]=0;    /* Hstepm could be zero and should return the unit matrix */
     for (i=1;i<=nlstate+ndeath;i++)
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {      for (j=1;j<=nlstate+ndeath;j++){
     for (i=1; i<=imx; i++) {        oldm[i][j]=(i==j ? 1.0 : 0.0);
       ij=(int)(covar[Tvar[j]][i]);        po[i][j][0]=(i==j ? 1.0 : 0.0);
       Ndum[ij]++;      }
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
       if (ij > cptcode) cptcode=ij;    for(h=1; h <=nhstepm; h++){
     }      for(d=1; d <=hstepm; d++){
         newm=savm;
     for (i=0; i<=cptcode; i++) {        /* Covariates have to be included here again */
       if(Ndum[i]!=0) ncodemax[j]++;        cov[1]=1.;
     }        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
     ij=1;        for (k=1; k<=cptcovn;k++) 
           cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
         for (k=1; k<=cptcovage;k++)
     for (i=1; i<=ncodemax[j]; i++) {          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
       for (k=0; k<=19; k++) {        for (k=1; k<=cptcovprod;k++)
         if (Ndum[k] != 0) {          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
           nbcode[Tvar[j]][ij]=k;  
           ij++;  
         }        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
         if (ij > ncodemax[j]) break;        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
       }          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
     }                     pmij(pmmij,cov,ncovmodel,x,nlstate));
   }          savm=oldm;
         oldm=newm;
  for (k=0; k<19; k++) Ndum[k]=0;      }
       for(i=1; i<=nlstate+ndeath; i++)
  for (i=1; i<=ncovmodel-2; i++) {        for(j=1;j<=nlstate+ndeath;j++) {
       ij=Tvar[i];          po[i][j][h]=newm[i][j];
       Ndum[ij]++;          /*if(h==nhstepm) printf("po[%d][%d][%d]=%f ",i,j,h,po[i][j][h]);*/
     }        }
       /*printf("h=%d ",h);*/
  ij=1;    } /* end h */
  for (i=1; i<=10; i++) {  /*     printf("\n H=%d \n",h); */
    if((Ndum[i]!=0) && (i<=ncov)){    return po;
      Tvaraff[ij]=i;  }
      ij++;  
    }  
  }  /*************** log-likelihood *************/
    double func( double *x)
     cptcoveff=ij-1;  {
 }    int i, ii, j, k, mi, d, kk;
     double l, ll[NLSTATEMAX+1], cov[NCOVMAX+1];
 /*********** Health Expectancies ****************/    double **out;
     double sw; /* Sum of weights */
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)    double lli; /* Individual log likelihood */
 {    int s1, s2;
   /* Health expectancies */    double bbh, survp;
   int i, j, nhstepm, hstepm, h;    long ipmx;
   double age, agelim,hf;    /*extern weight */
   double ***p3mat;    /* We are differentiating ll according to initial status */
      /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
   fprintf(ficreseij,"# Health expectancies\n");    /*for(i=1;i<imx;i++) 
   fprintf(ficreseij,"# Age");      printf(" %d\n",s[4][i]);
   for(i=1; i<=nlstate;i++)    */
     for(j=1; j<=nlstate;j++)    cov[1]=1.;
       fprintf(ficreseij," %1d-%1d",i,j);  
   fprintf(ficreseij,"\n");    for(k=1; k<=nlstate; k++) ll[k]=0.;
   
   hstepm=1*YEARM; /*  Every j years of age (in month) */    if(mle==1){
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   agelim=AGESUP;        for(mi=1; mi<= wav[i]-1; mi++){
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */          for (ii=1;ii<=nlstate+ndeath;ii++)
     /* nhstepm age range expressed in number of stepm */            for (j=1;j<=nlstate+ndeath;j++){
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     /* Typically if 20 years = 20*12/6=40 stepm */              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     if (stepm >= YEARM) hstepm=1;            }
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */          for(d=0; d<dh[mi][i]; d++){
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);            newm=savm;
     /* Computed by stepm unit matrices, product of hstepm matrices, stored            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */            for (kk=1; kk<=cptcovage;kk++) {
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);                cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
             }
             out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     for(i=1; i<=nlstate;i++)                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       for(j=1; j<=nlstate;j++)            savm=oldm;
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){            oldm=newm;
           eij[i][j][(int)age] +=p3mat[i][j][h];          } /* end mult */
         }        
              /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
     hf=1;          /* But now since version 0.9 we anticipate for bias at large stepm.
     if (stepm >= YEARM) hf=stepm/YEARM;           * If stepm is larger than one month (smallest stepm) and if the exact delay 
     fprintf(ficreseij,"%.0f",age );           * (in months) between two waves is not a multiple of stepm, we rounded to 
     for(i=1; i<=nlstate;i++)           * the nearest (and in case of equal distance, to the lowest) interval but now
       for(j=1; j<=nlstate;j++){           * we keep into memory the bias bh[mi][i] and also the previous matrix product
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);           * (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
     fprintf(ficreseij,"\n");           * from savm to out if bh is negative or even beyond if bh is positive. bh varies
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);           * -stepm/2 to stepm/2 .
   }           * 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. 
            */
 /************ Variance ******************/          s1=s[mw[mi][i]][i];
 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)          s2=s[mw[mi+1][i]][i];
 {          bbh=(double)bh[mi][i]/(double)stepm; 
   /* Variance of health expectancies */          /* bias bh is positive if real duration
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/           * is higher than the multiple of stepm and negative otherwise.
   double **newm;           */
   double **dnewm,**doldm;          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
   int i, j, nhstepm, hstepm, h;          if( s2 > nlstate){ 
   int k, cptcode;            /* i.e. if s2 is a death state and if the date of death is known 
   double *xp;               then the contribution to the likelihood is the probability to 
   double **gp, **gm;               die between last step unit time and current  step unit time, 
   double ***gradg, ***trgradg;               which is also equal to probability to die before dh 
   double ***p3mat;               minus probability to die before dh-stepm . 
   double age,agelim;               In version up to 0.92 likelihood was computed
   int theta;          as if date of death was unknown. Death was treated as any other
           health state: the date of the interview describes the actual state
    fprintf(ficresvij,"# Covariances of life expectancies\n");          and not the date of a change in health state. The former idea was
   fprintf(ficresvij,"# Age");          to consider that at each interview the state was recorded
   for(i=1; i<=nlstate;i++)          (healthy, disable or death) and IMaCh was corrected; but when we
     for(j=1; j<=nlstate;j++)          introduced the exact date of death then we should have modified
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);          the contribution of an exact death to the likelihood. This new
   fprintf(ficresvij,"\n");          contribution is smaller and very dependent of the step unit
           stepm. It is no more the probability to die between last interview
   xp=vector(1,npar);          and month of death but the probability to survive from last
   dnewm=matrix(1,nlstate,1,npar);          interview up to one month before death multiplied by the
   doldm=matrix(1,nlstate,1,nlstate);          probability to die within a month. Thanks to Chris
            Jackson for correcting this bug.  Former versions increased
   hstepm=1*YEARM; /* Every year of age */          mortality artificially. The bad side is that we add another loop
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */          which slows down the processing. The difference can be up to 10%
   agelim = AGESUP;          lower mortality.
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */            */
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */            lli=log(out[s1][s2] - savm[s1][s2]);
     if (stepm >= YEARM) hstepm=1;  
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */  
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          } else if  (s2==-2) {
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);            for (j=1,survp=0. ; j<=nlstate; j++) 
     gp=matrix(0,nhstepm,1,nlstate);              survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
     gm=matrix(0,nhstepm,1,nlstate);            /*survp += out[s1][j]; */
             lli= log(survp);
     for(theta=1; theta <=npar; theta++){          }
       for(i=1; i<=npar; i++){ /* Computes gradient */          
         xp[i] = x[i] + (i==theta ?delti[theta]:0);          else if  (s2==-4) { 
       }            for (j=3,survp=0. ; j<=nlstate; j++)  
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);                survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);            lli= log(survp); 
       for(j=1; j<= nlstate; j++){          } 
         for(h=0; h<=nhstepm; h++){  
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)          else if  (s2==-5) { 
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];            for (j=1,survp=0. ; j<=2; j++)  
         }              survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
       }            lli= log(survp); 
              } 
       for(i=1; i<=npar; i++) /* Computes gradient */          
         xp[i] = x[i] - (i==theta ?delti[theta]:0);          else{
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);              lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);            /*  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(j=1; j<= nlstate; j++){          } 
         for(h=0; h<=nhstepm; h++){          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)          /*if(lli ==000.0)*/
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
         }          ipmx +=1;
       }          sw += weight[i];
       for(j=1; j<= nlstate; j++)          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         for(h=0; h<=nhstepm; h++){        } /* end of wave */
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];      } /* end of individual */
         }    }  else if(mle==2){
     } /* End theta */      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);        for(mi=1; mi<= wav[i]-1; mi++){
           for (ii=1;ii<=nlstate+ndeath;ii++)
     for(h=0; h<=nhstepm; h++)            for (j=1;j<=nlstate+ndeath;j++){
       for(j=1; j<=nlstate;j++)              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
         for(theta=1; theta <=npar; theta++)              savm[ii][j]=(ii==j ? 1.0 : 0.0);
           trgradg[h][j][theta]=gradg[h][theta][j];            }
           for(d=0; d<=dh[mi][i]; d++){
     for(i=1;i<=nlstate;i++)            newm=savm;
       for(j=1;j<=nlstate;j++)            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
         vareij[i][j][(int)age] =0.;            for (kk=1; kk<=cptcovage;kk++) {
     for(h=0;h<=nhstepm;h++){              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       for(k=0;k<=nhstepm;k++){            }
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
         for(i=1;i<=nlstate;i++)            savm=oldm;
           for(j=1;j<=nlstate;j++)            oldm=newm;
             vareij[i][j][(int)age] += doldm[i][j];          } /* end mult */
       }        
     }          s1=s[mw[mi][i]][i];
     h=1;          s2=s[mw[mi+1][i]][i];
     if (stepm >= YEARM) h=stepm/YEARM;          bbh=(double)bh[mi][i]/(double)stepm; 
     fprintf(ficresvij,"%.0f ",age );          lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
     for(i=1; i<=nlstate;i++)          ipmx +=1;
       for(j=1; j<=nlstate;j++){          sw += weight[i];
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
       }        } /* end of wave */
     fprintf(ficresvij,"\n");      } /* end of individual */
     free_matrix(gp,0,nhstepm,1,nlstate);    }  else if(mle==3){  /* exponential inter-extrapolation */
     free_matrix(gm,0,nhstepm,1,nlstate);      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);        for(mi=1; mi<= wav[i]-1; mi++){
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          for (ii=1;ii<=nlstate+ndeath;ii++)
   } /* End age */            for (j=1;j<=nlstate+ndeath;j++){
                oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   free_vector(xp,1,npar);              savm[ii][j]=(ii==j ? 1.0 : 0.0);
   free_matrix(doldm,1,nlstate,1,npar);            }
   free_matrix(dnewm,1,nlstate,1,nlstate);          for(d=0; d<dh[mi][i]; d++){
             newm=savm;
 }            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
             for (kk=1; kk<=cptcovage;kk++) {
 /************ Variance of prevlim ******************/              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 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)            }
 {            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   /* Variance of prevalence limit */                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/            savm=oldm;
   double **newm;            oldm=newm;
   double **dnewm,**doldm;          } /* end mult */
   int i, j, nhstepm, hstepm;        
   int k, cptcode;          s1=s[mw[mi][i]][i];
   double *xp;          s2=s[mw[mi+1][i]][i];
   double *gp, *gm;          bbh=(double)bh[mi][i]/(double)stepm; 
   double **gradg, **trgradg;          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 */
   double age,agelim;          ipmx +=1;
   int theta;          sw += weight[i];
              ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");        } /* end of wave */
   fprintf(ficresvpl,"# Age");      } /* end of individual */
   for(i=1; i<=nlstate;i++)    }else if (mle==4){  /* ml=4 no inter-extrapolation */
       fprintf(ficresvpl," %1d-%1d",i,i);      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   fprintf(ficresvpl,"\n");        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         for(mi=1; mi<= wav[i]-1; mi++){
   xp=vector(1,npar);          for (ii=1;ii<=nlstate+ndeath;ii++)
   dnewm=matrix(1,nlstate,1,npar);            for (j=1;j<=nlstate+ndeath;j++){
   doldm=matrix(1,nlstate,1,nlstate);              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
                savm[ii][j]=(ii==j ? 1.0 : 0.0);
   hstepm=1*YEARM; /* Every year of age */            }
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */          for(d=0; d<dh[mi][i]; d++){
   agelim = AGESUP;            newm=savm;
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */            for (kk=1; kk<=cptcovage;kk++) {
     if (stepm >= YEARM) hstepm=1;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */            }
     gradg=matrix(1,npar,1,nlstate);          
     gp=vector(1,nlstate);            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     gm=vector(1,nlstate);                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
             savm=oldm;
     for(theta=1; theta <=npar; theta++){            oldm=newm;
       for(i=1; i<=npar; i++){ /* Computes gradient */          } /* end mult */
         xp[i] = x[i] + (i==theta ?delti[theta]:0);        
       }          s1=s[mw[mi][i]][i];
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);          s2=s[mw[mi+1][i]][i];
       for(i=1;i<=nlstate;i++)          if( s2 > nlstate){ 
         gp[i] = prlim[i][i];            lli=log(out[s1][s2] - savm[s1][s2]);
              }else{
       for(i=1; i<=npar; i++) /* Computes gradient */            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
         xp[i] = x[i] - (i==theta ?delti[theta]:0);          }
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);          ipmx +=1;
       for(i=1;i<=nlstate;i++)          sw += weight[i];
         gm[i] = prlim[i][i];          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   /*      printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
       for(i=1;i<=nlstate;i++)        } /* end of wave */
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];      } /* end of individual */
     } /* End theta */    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
       for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     trgradg =matrix(1,nlstate,1,npar);        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         for(mi=1; mi<= wav[i]-1; mi++){
     for(j=1; j<=nlstate;j++)          for (ii=1;ii<=nlstate+ndeath;ii++)
       for(theta=1; theta <=npar; theta++)            for (j=1;j<=nlstate+ndeath;j++){
         trgradg[j][theta]=gradg[theta][j];              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
               savm[ii][j]=(ii==j ? 1.0 : 0.0);
     for(i=1;i<=nlstate;i++)            }
       varpl[i][(int)age] =0.;          for(d=0; d<dh[mi][i]; d++){
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);            newm=savm;
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     for(i=1;i<=nlstate;i++)            for (kk=1; kk<=cptcovage;kk++) {
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
             }
     fprintf(ficresvpl,"%.0f ",age );          
     for(i=1; i<=nlstate;i++)            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     fprintf(ficresvpl,"\n");            savm=oldm;
     free_vector(gp,1,nlstate);            oldm=newm;
     free_vector(gm,1,nlstate);          } /* end mult */
     free_matrix(gradg,1,npar,1,nlstate);        
     free_matrix(trgradg,1,nlstate,1,npar);          s1=s[mw[mi][i]][i];
   } /* End age */          s2=s[mw[mi+1][i]][i];
           lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
   free_vector(xp,1,npar);          ipmx +=1;
   free_matrix(doldm,1,nlstate,1,npar);          sw += weight[i];
   free_matrix(dnewm,1,nlstate,1,nlstate);          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]);*/
 }        } /* end of wave */
       } /* 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]); */
 /**************** Main Program *****************/    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
 /***********************************************/    return -l;
   }
 /*int main(int argc, char *argv[])*/  
 int main()  /*************** log-likelihood *************/
 {  double funcone( double *x)
   {
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;    /* Same as likeli but slower because of a lot of printf and if */
   double agedeb, agefin,hf;    int i, ii, j, k, mi, d, kk;
   double agemin=1.e20, agemax=-1.e20;    double l, ll[NLSTATEMAX+1], cov[NCOVMAX+1];
     double **out;
   double fret;    double lli; /* Individual log likelihood */
   double **xi,tmp,delta;    double llt;
     int s1, s2;
   double dum; /* Dummy variable */    double bbh, survp;
   double ***p3mat;    /*extern weight */
   int *indx;    /* We are differentiating ll according to initial status */
   char line[MAXLINE], linepar[MAXLINE];    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
   char title[MAXLINE];    /*for(i=1;i<imx;i++) 
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];      printf(" %d\n",s[4][i]);
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];    */
   char filerest[FILENAMELENGTH];    cov[1]=1.;
   char fileregp[FILENAMELENGTH];  
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];    for(k=1; k<=nlstate; k++) ll[k]=0.;
   int firstobs=1, lastobs=10;  
   int sdeb, sfin; /* Status at beginning and end */    for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   int c,  h , cpt,l;      for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   int ju,jl, mi;      for(mi=1; mi<= wav[i]-1; mi++){
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;        for (ii=1;ii<=nlstate+ndeath;ii++)
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;          for (j=1;j<=nlstate+ndeath;j++){
              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   int hstepm, nhstepm;            savm[ii][j]=(ii==j ? 1.0 : 0.0);
   double bage, fage, age, agelim, agebase;          }
   double ftolpl=FTOL;        for(d=0; d<dh[mi][i]; d++){
   double **prlim;          newm=savm;
   double *severity;          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   double ***param; /* Matrix of parameters */          for (kk=1; kk<=cptcovage;kk++) {
   double  *p;            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   double **matcov; /* Matrix of covariance */          }
   double ***delti3; /* Scale */          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   double *delti; /* Scale */                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   double ***eij, ***vareij;          savm=oldm;
   double **varpl; /* Variances of prevalence limits by age */          oldm=newm;
   double *epj, vepp;        } /* end mult */
   char version[80]="Imach version 64b, May 2001, INED-EUROREVES ";        
   char *alph[]={"a","a","b","c","d","e"}, str[4];        s1=s[mw[mi][i]][i];
         s2=s[mw[mi+1][i]][i];
   char z[1]="c", occ;        bbh=(double)bh[mi][i]/(double)stepm; 
 #include <sys/time.h>        /* bias is positive if real duration
 #include <time.h>         * is higher than the multiple of stepm and negative otherwise.
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];         */
   /* long total_usecs;        if( s2 > nlstate && (mle <5) ){  /* Jackson */
   struct timeval start_time, end_time;          lli=log(out[s1][s2] - savm[s1][s2]);
          } else if  (s2==-2) {
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */          for (j=1,survp=0. ; j<=nlstate; j++) 
             survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
           lli= log(survp);
   printf("\nIMACH, Version 0.64b");        }else if (mle==1){
   printf("\nEnter the parameter file name: ");          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
         } else if(mle==2){
 #ifdef windows          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 */
   scanf("%s",pathtot);        } else if(mle==3){  /* exponential inter-extrapolation */
   getcwd(pathcd, size);          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 */
   /*cygwin_split_path(pathtot,path,optionfile);        } else if (mle==4){  /* mle=4 no inter-extrapolation */
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/          lli=log(out[s1][s2]); /* Original formula */
   /* cutv(path,optionfile,pathtot,'\\');*/        } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
           lli=log(out[s1][s2]); /* Original formula */
 split(pathtot, path,optionfile);        } /* End of if */
   chdir(path);        ipmx +=1;
   replace(pathc,path);        sw += weight[i];
 #endif        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 #ifdef unix        /*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]); */
   scanf("%s",optionfile);        if(globpr){
 #endif          fprintf(ficresilk,"%9d %6d %2d %2d %1d %1d %3d %11.6f %8.4f\
    %11.6f %11.6f %11.6f ", \
 /*-------- arguments in the command line --------*/                  num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
                   2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
   strcpy(fileres,"r");          for(k=1,llt=0.,l=0.; k<=nlstate; k++){
   strcat(fileres, optionfile);            llt +=ll[k]*gipmx/gsw;
             fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
   /*---------arguments file --------*/          }
           fprintf(ficresilk," %10.6f\n", -llt);
   if((ficpar=fopen(optionfile,"r"))==NULL)    {        }
     printf("Problem with optionfile %s\n",optionfile);      } /* end of wave */
     goto end;    } /* end of individual */
   }    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
     /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
   strcpy(filereso,"o");    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
   strcat(filereso,fileres);    if(globpr==0){ /* First time we count the contributions and weights */
   if((ficparo=fopen(filereso,"w"))==NULL) {      gipmx=ipmx;
     printf("Problem with Output resultfile: %s\n", filereso);goto end;      gsw=sw;
   }    }
     return -l;
   /* Reads comments: lines beginning with '#' */  }
   while((c=getc(ficpar))=='#' && c!= EOF){  
     ungetc(c,ficpar);  
     fgets(line, MAXLINE, ficpar);  /*************** function likelione ***********/
     puts(line);  void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
     fputs(line,ficparo);  {
   }    /* This routine should help understanding what is done with 
   ungetc(c,ficpar);       the selection of individuals/waves and
        to check the exact contribution to the likelihood.
   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);       Plotting could be done.
   printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate,ndeath, maxwav, mle, weightopt,model);     */
   fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncov,nlstate,ndeath,maxwav, mle, weightopt,model);    int k;
   
   covar=matrix(0,NCOVMAX,1,n);    if(*globpri !=0){ /* Just counts and sums, no printings */
   cptcovn=0;      strcpy(fileresilk,"ilk"); 
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;      strcat(fileresilk,fileres);
       if((ficresilk=fopen(fileresilk,"w"))==NULL) {
   ncovmodel=2+cptcovn;        printf("Problem with resultfile: %s\n", fileresilk);
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */        fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
        }
   /* Read guess parameters */      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");
   /* Reads comments: lines beginning with '#' */      fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
   while((c=getc(ficpar))=='#' && c!= EOF){      /*  i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
     ungetc(c,ficpar);      for(k=1; k<=nlstate; k++) 
     fgets(line, MAXLINE, ficpar);        fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
     puts(line);      fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
     fputs(line,ficparo);    }
   }  
   ungetc(c,ficpar);    *fretone=(*funcone)(p);
      if(*globpri !=0){
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);      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));
     for(j=1; j <=nlstate+ndeath-1; j++){      fflush(fichtm); 
       fscanf(ficpar,"%1d%1d",&i1,&j1);    } 
       fprintf(ficparo,"%1d%1d",i1,j1);    return;
       printf("%1d%1d",i,j);  }
       for(k=1; k<=ncovmodel;k++){  
         fscanf(ficpar," %lf",&param[i][j][k]);  
         printf(" %lf",param[i][j][k]);  /*********** Maximum Likelihood Estimation ***************/
         fprintf(ficparo," %lf",param[i][j][k]);  
       }  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
       fscanf(ficpar,"\n");  {
       printf("\n");    int i,j, iter;
       fprintf(ficparo,"\n");    double **xi;
     }    double fret;
      double fretone; /* Only one call to likelihood */
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel;    /*  char filerespow[FILENAMELENGTH];*/
     xi=matrix(1,npar,1,npar);
   p=param[1][1];    for (i=1;i<=npar;i++)
        for (j=1;j<=npar;j++)
   /* Reads comments: lines beginning with '#' */        xi[i][j]=(i==j ? 1.0 : 0.0);
   while((c=getc(ficpar))=='#' && c!= EOF){    printf("Powell\n");  fprintf(ficlog,"Powell\n");
     ungetc(c,ficpar);    strcpy(filerespow,"pow"); 
     fgets(line, MAXLINE, ficpar);    strcat(filerespow,fileres);
     puts(line);    if((ficrespow=fopen(filerespow,"w"))==NULL) {
     fputs(line,ficparo);      printf("Problem with resultfile: %s\n", filerespow);
   }      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
   ungetc(c,ficpar);    }
     fprintf(ficrespow,"# Powell\n# iter -2*LL");
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    for (i=1;i<=nlstate;i++)
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */      for(j=1;j<=nlstate+ndeath;j++)
   for(i=1; i <=nlstate; i++){        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
     for(j=1; j <=nlstate+ndeath-1; j++){    fprintf(ficrespow,"\n");
       fscanf(ficpar,"%1d%1d",&i1,&j1);  
       printf("%1d%1d",i,j);    powell(p,xi,npar,ftol,&iter,&fret,func);
       fprintf(ficparo,"%1d%1d",i1,j1);  
       for(k=1; k<=ncovmodel;k++){    free_matrix(xi,1,npar,1,npar);
         fscanf(ficpar,"%le",&delti3[i][j][k]);    fclose(ficrespow);
         printf(" %le",delti3[i][j][k]);    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
         fprintf(ficparo," %le",delti3[i][j][k]);    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
       }    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
       fscanf(ficpar,"\n");  
       printf("\n");  }
       fprintf(ficparo,"\n");  
     }  /**** Computes Hessian and covariance matrix ***/
   }  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
   delti=delti3[1][1];  {
      double  **a,**y,*x,pd;
   /* Reads comments: lines beginning with '#' */    double **hess;
   while((c=getc(ficpar))=='#' && c!= EOF){    int i, j,jk;
     ungetc(c,ficpar);    int *indx;
     fgets(line, MAXLINE, ficpar);  
     puts(line);    double hessii(double p[], double delta, int theta, double delti[],double (*func)(double []),int npar);
     fputs(line,ficparo);    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[]) ;
   ungetc(c,ficpar);    void ludcmp(double **a, int npar, int *indx, double *d) ;
      double gompertz(double p[]);
   matcov=matrix(1,npar,1,npar);    hess=matrix(1,npar,1,npar);
   for(i=1; i <=npar; i++){  
     fscanf(ficpar,"%s",&str);    printf("\nCalculation of the hessian matrix. Wait...\n");
     printf("%s",str);    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
     fprintf(ficparo,"%s",str);    for (i=1;i<=npar;i++){
     for(j=1; j <=i; j++){      printf("%d",i);fflush(stdout);
       fscanf(ficpar," %le",&matcov[i][j]);      fprintf(ficlog,"%d",i);fflush(ficlog);
       printf(" %.5le",matcov[i][j]);     
       fprintf(ficparo," %.5le",matcov[i][j]);       hess[i][i]=hessii(p,ftolhess,i,delti,func,npar);
     }      
     fscanf(ficpar,"\n");      /*  printf(" %f ",p[i]);
     printf("\n");          printf(" %lf %lf %lf",hess[i][i],ftolhess,delti[i]);*/
     fprintf(ficparo,"\n");    }
   }    
   for(i=1; i <=npar; i++)    for (i=1;i<=npar;i++) {
     for(j=i+1;j<=npar;j++)      for (j=1;j<=npar;j++)  {
       matcov[i][j]=matcov[j][i];        if (j>i) { 
              printf(".%d%d",i,j);fflush(stdout);
   printf("\n");          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
           hess[i][j]=hessij(p,delti,i,j,func,npar);
           
     /*-------- data file ----------*/          hess[j][i]=hess[i][j];    
     if((ficres =fopen(fileres,"w"))==NULL) {          /*printf(" %lf ",hess[i][j]);*/
       printf("Problem with resultfile: %s\n", fileres);goto end;        }
     }      }
     fprintf(ficres,"#%s\n",version);    }
        printf("\n");
     if((fic=fopen(datafile,"r"))==NULL)    {    fprintf(ficlog,"\n");
       printf("Problem with datafile: %s\n", datafile);goto end;  
     }    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
     fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
     n= lastobs;    
     severity = vector(1,maxwav);    a=matrix(1,npar,1,npar);
     outcome=imatrix(1,maxwav+1,1,n);    y=matrix(1,npar,1,npar);
     num=ivector(1,n);    x=vector(1,npar);
     moisnais=vector(1,n);    indx=ivector(1,npar);
     annais=vector(1,n);    for (i=1;i<=npar;i++)
     moisdc=vector(1,n);      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
     andc=vector(1,n);    ludcmp(a,npar,indx,&pd);
     agedc=vector(1,n);  
     cod=ivector(1,n);    for (j=1;j<=npar;j++) {
     weight=vector(1,n);      for (i=1;i<=npar;i++) x[i]=0;
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */      x[j]=1;
     mint=matrix(1,maxwav,1,n);      lubksb(a,npar,indx,x);
     anint=matrix(1,maxwav,1,n);      for (i=1;i<=npar;i++){ 
     s=imatrix(1,maxwav+1,1,n);        matcov[i][j]=x[i];
     adl=imatrix(1,maxwav+1,1,n);          }
     tab=ivector(1,NCOVMAX);    }
     ncodemax=ivector(1,8);  
     printf("\n#Hessian matrix#\n");
     i=1;    fprintf(ficlog,"\n#Hessian matrix#\n");
     while (fgets(line, MAXLINE, fic) != NULL)    {    for (i=1;i<=npar;i++) { 
       if ((i >= firstobs) && (i <=lastobs)) {      for (j=1;j<=npar;j++) { 
                printf("%.3e ",hess[i][j]);
         for (j=maxwav;j>=1;j--){        fprintf(ficlog,"%.3e ",hess[i][j]);
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);      }
           strcpy(line,stra);      printf("\n");
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);      fprintf(ficlog,"\n");
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);    }
         }  
            /* Recompute Inverse */
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);    for (i=1;i<=npar;i++)
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
     ludcmp(a,npar,indx,&pd);
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);  
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);    /*  printf("\n#Hessian matrix recomputed#\n");
   
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);    for (j=1;j<=npar;j++) {
         for (j=ncov;j>=1;j--){      for (i=1;i<=npar;i++) x[i]=0;
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);      x[j]=1;
         }      lubksb(a,npar,indx,x);
         num[i]=atol(stra);      for (i=1;i<=npar;i++){ 
                y[i][j]=x[i];
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){        printf("%.3e ",y[i][j]);
           printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/        fprintf(ficlog,"%.3e ",y[i][j]);
       }
         i=i+1;      printf("\n");
       }      fprintf(ficlog,"\n");
     }    }
     /* printf("ii=%d", ij);    */
        scanf("%d",i);*/  
   imx=i-1; /* Number of individuals */    free_matrix(a,1,npar,1,npar);
     free_matrix(y,1,npar,1,npar);
   /* for (i=1; i<=imx; i++){    free_vector(x,1,npar);
     if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;    free_ivector(indx,1,npar);
     if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;    free_matrix(hess,1,npar,1,npar);
     if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;  
   }  
   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]));*/  }
   
   /* Calculation of the number of parameter from char model*/  /*************** hessian matrix ****************/
   Tvar=ivector(1,15);  double hessii(double x[], double delta, int theta, double delti[], double (*func)(double []), int npar)
   Tprod=ivector(1,15);  {
   Tvaraff=ivector(1,15);    int i;
   Tvard=imatrix(1,15,1,2);    int l=1, lmax=20;
   Tage=ivector(1,15);          double k1,k2;
        double p2[MAXPARM+1]; /* identical to x */
   if (strlen(model) >1){    double res;
     j=0, j1=0, k1=1, k2=1;    double delt=0.0001, delts, nkhi=10.,nkhif=1., khi=1.e-4;
     j=nbocc(model,'+');    double fx;
     j1=nbocc(model,'*');    int k=0,kmax=10;
     cptcovn=j+1;    double l1;
     cptcovprod=j1;  
        fx=func(x);
        for (i=1;i<=npar;i++) p2[i]=x[i];
     strcpy(modelsav,model);    for(l=0 ; l <=lmax; l++){
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){      l1=pow(10,l);
       printf("Error. Non available option model=%s ",model);      delts=delt;
       goto end;      for(k=1 ; k <kmax; k=k+1){
     }        delt = delta*(l1*k);
            p2[theta]=x[theta] +delt;
     for(i=(j+1); i>=1;i--){        k1=func(p2)-fx;
       cutv(stra,strb,modelsav,'+');        p2[theta]=x[theta]-delt;
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);        k2=func(p2)-fx;
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/        /*res= (k1-2.0*fx+k2)/delt/delt; */
       /*scanf("%d",i);*/        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
       if (strchr(strb,'*')) {        
         cutv(strd,strc,strb,'*');  #ifdef DEBUGHESS
         if (strcmp(strc,"age")==0) {        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);
           cptcovprod--;        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);
           cutv(strb,stre,strd,'V');  #endif
           Tvar[i]=atoi(stre);        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
           cptcovage++;        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
             Tage[cptcovage]=i;          k=kmax;
             /*printf("stre=%s ", stre);*/        }
         }        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
         else if (strcmp(strd,"age")==0) {          k=kmax; l=lmax*10.;
           cptcovprod--;        }
           cutv(strb,stre,strc,'V');        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
           Tvar[i]=atoi(stre);          delts=delt;
           cptcovage++;        }
           Tage[cptcovage]=i;      }
         }    }
         else {    delti[theta]=delts;
           cutv(strb,stre,strc,'V');    return res; 
           Tvar[i]=ncov+k1;    
           cutv(strb,strc,strd,'V');  }
           Tprod[k1]=i;  
           Tvard[k1][1]=atoi(strc);  double hessij( double x[], double delti[], int thetai,int thetaj,double (*func)(double []),int npar)
           Tvard[k1][2]=atoi(stre);  {
           Tvar[cptcovn+k2]=Tvard[k1][1];    int i;
           Tvar[cptcovn+k2+1]=Tvard[k1][2];    int l=1, l1, lmax=20;
           for (k=1; k<=lastobs;k++)    double k1,k2,k3,k4,res,fx;
             covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];    double p2[MAXPARM+1];
           k1++;    int k;
           k2=k2+2;  
         }    fx=func(x);
       }    for (k=1; k<=2; k++) {
       else {      for (i=1;i<=npar;i++) p2[i]=x[i];
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/      p2[thetai]=x[thetai]+delti[thetai]/k;
        /*  scanf("%d",i);*/      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
       cutv(strd,strc,strb,'V');      k1=func(p2)-fx;
       Tvar[i]=atoi(strc);    
       }      p2[thetai]=x[thetai]+delti[thetai]/k;
       strcpy(modelsav,stra);        p2[thetaj]=x[thetaj]-delti[thetaj]/k;
       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);      k2=func(p2)-fx;
         scanf("%d",i);*/    
     }      p2[thetai]=x[thetai]-delti[thetai]/k;
 }      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
        k3=func(p2)-fx;
   /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);    
   printf("cptcovprod=%d ", cptcovprod);      p2[thetai]=x[thetai]-delti[thetai]/k;
   scanf("%d ",i);*/      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
     fclose(fic);      k4=func(p2)-fx;
       res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
     /*  if(mle==1){*/  #ifdef DEBUG
     if (weightopt != 1) { /* Maximisation without weights*/      printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
       for(i=1;i<=n;i++) weight[i]=1.0;      fprintf(ficlog,"%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
     }  #endif
     /*-calculation of age at interview from date of interview and age at death -*/    }
     agev=matrix(1,maxwav,1,imx);    return res;
   }
    for (i=1; i<=imx; i++)  
      for(m=2; (m<= maxwav); m++)  /************** Inverse of matrix **************/
        if ((mint[m][i]== 99) && (s[m][i] <= nlstate)){  void ludcmp(double **a, int n, int *indx, double *d) 
          anint[m][i]=9999;  { 
          s[m][i]=-1;    int i,imax,j,k; 
        }    double big,dum,sum,temp; 
        double *vv; 
     for (i=1; i<=imx; i++)  {   
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);    vv=vector(1,n); 
       for(m=1; (m<= maxwav); m++){    *d=1.0; 
         if(s[m][i] >0){    for (i=1;i<=n;i++) { 
           if (s[m][i] == nlstate+1) {      big=0.0; 
             if(agedc[i]>0)      for (j=1;j<=n;j++) 
               if(moisdc[i]!=99 && andc[i]!=9999)        if ((temp=fabs(a[i][j])) > big) big=temp; 
               agev[m][i]=agedc[i];      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
             else {      vv[i]=1.0/big; 
               if (andc[i]!=9999){    } 
               printf("Warning negative age at death: %d line:%d\n",num[i],i);    for (j=1;j<=n;j++) { 
               agev[m][i]=-1;      for (i=1;i<j;i++) { 
               }        sum=a[i][j]; 
             }        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
           }        a[i][j]=sum; 
           else if(s[m][i] !=9){ /* Should no more exist */      } 
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);      big=0.0; 
             if(mint[m][i]==99 || anint[m][i]==9999)      for (i=j;i<=n;i++) { 
               agev[m][i]=1;        sum=a[i][j]; 
             else if(agev[m][i] <agemin){        for (k=1;k<j;k++) 
               agemin=agev[m][i];          sum -= a[i][k]*a[k][j]; 
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/        a[i][j]=sum; 
             }        if ( (dum=vv[i]*fabs(sum)) >= big) { 
             else if(agev[m][i] >agemax){          big=dum; 
               agemax=agev[m][i];          imax=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];*/      if (j != imax) { 
             /*   agev[m][i] = age[i]+2*m;*/        for (k=1;k<=n;k++) { 
           }          dum=a[imax][k]; 
           else { /* =9 */          a[imax][k]=a[j][k]; 
             agev[m][i]=1;          a[j][k]=dum; 
             s[m][i]=-1;        } 
           }        *d = -(*d); 
         }        vv[imax]=vv[j]; 
         else /*= 0 Unknown */      } 
           agev[m][i]=1;      indx[j]=imax; 
       }      if (a[j][j] == 0.0) a[j][j]=TINY; 
          if (j != n) { 
     }        dum=1.0/(a[j][j]); 
     for (i=1; i<=imx; i++)  {        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
       for(m=1; (m<= maxwav); m++){      } 
         if (s[m][i] > (nlstate+ndeath)) {    } 
           printf("Error: Wrong value in nlstate or ndeath\n");      free_vector(vv,1,n);  /* Doesn't work */
           goto end;  ;
         }  } 
       }  
     }  void lubksb(double **a, int n, int *indx, double b[]) 
   { 
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);    int i,ii=0,ip,j; 
     double sum; 
     free_vector(severity,1,maxwav);   
     free_imatrix(outcome,1,maxwav+1,1,n);    for (i=1;i<=n;i++) { 
     free_vector(moisnais,1,n);      ip=indx[i]; 
     free_vector(annais,1,n);      sum=b[ip]; 
     free_matrix(mint,1,maxwav,1,n);      b[ip]=b[i]; 
     free_matrix(anint,1,maxwav,1,n);      if (ii) 
     free_vector(moisdc,1,n);        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
     free_vector(andc,1,n);      else if (sum) ii=i; 
       b[i]=sum; 
        } 
     wav=ivector(1,imx);    for (i=n;i>=1;i--) { 
     dh=imatrix(1,lastpass-firstpass+1,1,imx);      sum=b[i]; 
     mw=imatrix(1,lastpass-firstpass+1,1,imx);      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
          b[i]=sum/a[i][i]; 
     /* Concatenates waves */    } 
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);  } 
   
   void pstamp(FILE *fichier)
       Tcode=ivector(1,100);  {
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);    fprintf(fichier,"# %s.%s\n#%s\n#%s\n# %s", optionfilefiname,optionfilext,version,fullversion,strstart);
       ncodemax[1]=1;  }
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);  
        /************ Frequencies ********************/
    codtab=imatrix(1,100,1,10);  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[])
    h=0;  {  /* Some frequencies */
    m=pow(2,cptcoveff);    
      int i, m, jk, k1,i1, j1, bool, z1,j;
    for(k=1;k<=cptcoveff; k++){    int first;
      for(i=1; i <=(m/pow(2,k));i++){    double ***freq; /* Frequencies */
        for(j=1; j <= ncodemax[k]; j++){    double *pp, **prop;
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){    double pos,posprop, k2, dateintsum=0,k2cpt=0;
            h++;    char fileresp[FILENAMELENGTH];
            if (h>m) h=1;codtab[h][k]=j;    
          }    pp=vector(1,nlstate);
        }    prop=matrix(1,nlstate,iagemin,iagemax+3);
      }    strcpy(fileresp,"p");
    }    strcat(fileresp,fileres);
     if((ficresp=fopen(fileresp,"w"))==NULL) {
       printf("Problem with prevalence resultfile: %s\n", fileresp);
    /*for(i=1; i <=m ;i++){      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
      for(k=1; k <=cptcovn; k++){      exit(0);
        printf("i=%d k=%d %d %d",i,k,codtab[i][k], cptcoveff);    }
      }    freq= ma3x(-5,nlstate+ndeath,-5,nlstate+ndeath,iagemin,iagemax+3);
      printf("\n");    j1=0;
    }    
    scanf("%d",i);*/    j=cptcoveff;
        if (cptcovn<1) {j=1;ncodemax[1]=1;}
    /* Calculates basic frequencies. Computes observed prevalence at single age  
        and prints on file fileres'p'. */    first=1;
   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);  
     for(k1=1; k1<=j;k1++){
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      for(i1=1; i1<=ncodemax[k1];i1++){
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        j1++;
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          scanf("%d", i);*/
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */        for (i=-5; i<=nlstate+ndeath; i++)  
                for (jk=-5; jk<=nlstate+ndeath; jk++)  
     /* For Powell, parameters are in a vector p[] starting at p[1]            for(m=iagemin; m <= iagemax+3; m++)
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */              freq[i][jk][m]=0;
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */  
       for (i=1; i<=nlstate; i++)  
     if(mle==1){        for(m=iagemin; m <= iagemax+3; m++)
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);          prop[i][m]=0;
     }        
            dateintsum=0;
     /*--------- results files --------------*/        k2cpt=0;
     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 (i=1; i<=imx; i++) {
              bool=1;
    jk=1;          if  (cptcovn>0) {
    fprintf(ficres,"# Parameters\n");            for (z1=1; z1<=cptcoveff; z1++) 
    printf("# Parameters\n");              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
    for(i=1,jk=1; i <=nlstate; i++){                bool=0;
      for(k=1; k <=(nlstate+ndeath); k++){          }
        if (k != i)          if (bool==1){
          {            for(m=firstpass; m<=lastpass; m++){
            printf("%d%d ",i,k);              k2=anint[m][i]+(mint[m][i]/12.);
            fprintf(ficres,"%1d%1d ",i,k);              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
            for(j=1; j <=ncovmodel; j++){                if(agev[m][i]==0) agev[m][i]=iagemax+1;
              printf("%f ",p[jk]);                if(agev[m][i]==1) agev[m][i]=iagemax+2;
              fprintf(ficres,"%f ",p[jk]);                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
              jk++;                if (m<lastpass) {
            }                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
            printf("\n");                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
            fprintf(ficres,"\n");                }
          }                
      }                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
    }                  dateintsum=dateintsum+k2;
  if(mle==1){                  k2cpt++;
     /* Computing hessian and covariance matrix */                }
     ftolhess=ftol; /* Usually correct */                /*}*/
     hesscov(matcov, p, npar, delti, ftolhess, func);            }
  }          }
     fprintf(ficres,"# Scales\n");        }
     printf("# Scales\n");         
      for(i=1,jk=1; i <=nlstate; i++){        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
       for(j=1; j <=nlstate+ndeath; j++){        pstamp(ficresp);
         if (j!=i) {        if  (cptcovn>0) {
           fprintf(ficres,"%1d%1d",i,j);          fprintf(ficresp, "\n#********** Variable "); 
           printf("%1d%1d",i,j);          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           for(k=1; k<=ncovmodel;k++){          fprintf(ficresp, "**********\n#");
             printf(" %.5e",delti[jk]);        }
             fprintf(ficres," %.5e",delti[jk]);        for(i=1; i<=nlstate;i++) 
             jk++;          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
           }        fprintf(ficresp, "\n");
           printf("\n");        
           fprintf(ficres,"\n");        for(i=iagemin; i <= iagemax+3; i++){
         }          if(i==iagemax+3){
       }            fprintf(ficlog,"Total");
       }          }else{
                if(first==1){
     k=1;              first=0;
     fprintf(ficres,"# Covariance\n");              printf("See log file for details...\n");
     printf("# Covariance\n");            }
     for(i=1;i<=npar;i++){            fprintf(ficlog,"Age %d", i);
       /*  if (k>nlstate) k=1;          }
       i1=(i-1)/(ncovmodel*nlstate)+1;          for(jk=1; jk <=nlstate ; jk++){
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
       printf("%s%d%d",alph[k],i1,tab[i]);*/              pp[jk] += freq[jk][m][i]; 
       fprintf(ficres,"%3d",i);          }
       printf("%3d",i);          for(jk=1; jk <=nlstate ; jk++){
       for(j=1; j<=i;j++){            for(m=-1, pos=0; m <=0 ; m++)
         fprintf(ficres," %.5e",matcov[i][j]);              pos += freq[jk][m][i];
         printf(" %.5e",matcov[i][j]);            if(pp[jk]>=1.e-10){
       }              if(first==1){
       fprintf(ficres,"\n");                printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
       printf("\n");              }
       k++;              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
     }            }else{
                  if(first==1)
     while((c=getc(ficpar))=='#' && c!= EOF){                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
       ungetc(c,ficpar);              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
       fgets(line, MAXLINE, ficpar);            }
       puts(line);          }
       fputs(line,ficparo);  
     }          for(jk=1; jk <=nlstate ; jk++){
     ungetc(c,ficpar);            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
                pp[jk] += freq[jk][m][i];
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);          }       
              for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
     if (fage <= 2) {            pos += pp[jk];
       bage = agemin;            posprop += prop[jk][i];
       fage = agemax;          }
     }          for(jk=1; jk <=nlstate ; jk++){
             if(pos>=1.e-5){
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");              if(first==1)
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);                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{
 /*------------ gnuplot -------------*/              if(first==1)
 chdir(pathcd);                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
   if((ficgp=fopen("graph.plt","w"))==NULL) {              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
     printf("Problem with file graph.gp");goto end;            }
   }            if( i <= iagemax){
 #ifdef windows              if(pos>=1.e-5){
   fprintf(ficgp,"cd \"%s\" \n",pathc);                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
 #endif                /*probs[i][jk][j1]= pp[jk]/pos;*/
 m=pow(2,cptcoveff);                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
                }
  /* 1eme*/              else
   for (cpt=1; cpt<= nlstate ; cpt ++) {                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
    for (k1=1; k1<= m ; k1 ++) {            }
           }
 #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);          for(jk=-1; jk <=nlstate+ndeath; jk++)
 #endif            for(m=-1; m <=nlstate+ndeath; m++)
 #ifdef unix              if(freq[jk][m][i] !=0 ) {
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);              if(first==1)
 #endif                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
                 fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
 for (i=1; i<= nlstate ; i ++) {              }
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");          if(i <= iagemax)
   else fprintf(ficgp," \%%*lf (\%%*lf)");            fprintf(ficresp,"\n");
 }          if(first==1)
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);            printf("Others in log...\n");
     for (i=1; i<= nlstate ; i ++) {          fprintf(ficlog,"\n");
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");        }
   else fprintf(ficgp," \%%*lf (\%%*lf)");      }
 }    }
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);    dateintmean=dateintsum/k2cpt; 
      for (i=1; i<= nlstate ; i ++) {   
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    fclose(ficresp);
   else fprintf(ficgp," \%%*lf (\%%*lf)");    free_ma3x(freq,-5,nlstate+ndeath,-5,nlstate+ndeath, iagemin, iagemax+3);
 }      free_vector(pp,1,nlstate);
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
 #ifdef unix    /* End of Freq */
 fprintf(ficgp,"\nset ter gif small size 400,300");  }
 #endif  
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);  /************ 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)
   }  {  
   /*2 eme*/    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
        in each health status at the date of interview (if between dateprev1 and dateprev2).
   for (k1=1; k1<= m ; k1 ++) {       We still use firstpass and lastpass as another selection.
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);    */
       
     for (i=1; i<= nlstate+1 ; i ++) {    int i, m, jk, k1, i1, j1, bool, z1,j;
       k=2*i;    double ***freq; /* Frequencies */
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);    double *pp, **prop;
       for (j=1; j<= nlstate+1 ; j ++) {    double pos,posprop; 
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    double  y2; /* in fractional years */
   else fprintf(ficgp," \%%*lf (\%%*lf)");    int iagemin, iagemax;
 }    
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");    iagemin= (int) agemin;
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);    iagemax= (int) agemax;
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);    /*pp=vector(1,nlstate);*/
       for (j=1; j<= nlstate+1 ; j ++) {    prop=matrix(1,nlstate,iagemin,iagemax+3); 
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
         else fprintf(ficgp," \%%*lf (\%%*lf)");    j1=0;
 }      
       fprintf(ficgp,"\" t\"\" w l 0,");    j=cptcoveff;
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);    if (cptcovn<1) {j=1;ncodemax[1]=1;}
       for (j=1; j<= nlstate+1 ; j ++) {    
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    for(k1=1; k1<=j;k1++){
   else fprintf(ficgp," \%%*lf (\%%*lf)");      for(i1=1; i1<=ncodemax[k1];i1++){
 }          j1++;
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");        
       else fprintf(ficgp,"\" t\"\" w l 0,");        for (i=1; i<=nlstate; i++)  
     }          for(m=iagemin; m <= iagemax+3; m++)
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);            prop[i][m]=0.0;
   }       
          for (i=1; i<=imx; i++) { /* Each individual */
   /*3eme*/          bool=1;
           if  (cptcovn>0) {
   for (k1=1; k1<= m ; k1 ++) {            for (z1=1; z1<=cptcoveff; z1++) 
     for (cpt=1; cpt<= nlstate ; cpt ++) {              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
       k=2+nlstate*(cpt-1);                bool=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);          } 
       for (i=1; i< nlstate ; i ++) {          if (bool==1) { 
         fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",fileres,k1-1,k1-1,k+i,cpt,i+1);            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
       }              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
     }                if(agev[m][i]==0) agev[m][i]=iagemax+1;
   }                if(agev[m][i]==1) agev[m][i]=iagemax+2;
                  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); 
   /* CV preval stat */                if (s[m][i]>0 && s[m][i]<=nlstate) { 
   for (k1=1; k1<= m ; k1 ++) {                  /*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]]);*/
     for (cpt=1; cpt<nlstate ; cpt ++) {                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
       k=3;                  prop[s[m][i]][iagemax+3] += weight[i]; 
       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/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);                } 
       for (i=1; i< nlstate ; i ++)              }
         fprintf(ficgp,"+$%d",k+i+1);            } /* end selection of waves */
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);          }
              }
       l=3+(nlstate+ndeath)*cpt;        for(i=iagemin; i <= iagemax+3; i++){  
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);          
       for (i=1; i< nlstate ; i ++) {          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
         l=3+(nlstate+ndeath)*cpt;            posprop += prop[jk][i]; 
         fprintf(ficgp,"+$%d",l+i+1);          } 
       }  
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);            for(jk=1; jk <=nlstate ; jk++){     
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);            if( i <=  iagemax){ 
     }              if(posprop>=1.e-5){ 
   }                probs[i][jk][j1]= prop[jk][i]/posprop;
               } else
   /* proba elementaires */                printf("Warning Observed prevalence probs[%d][%d][%d]=%lf because of lack of cases\n",jk,i,j1,probs[i][jk][j1]);
    for(i=1,jk=1; i <=nlstate; i++){            } 
     for(k=1; k <=(nlstate+ndeath); k++){          }/* end jk */ 
       if (k != i) {        }/* end i */ 
         for(j=1; j <=ncovmodel; j++){      } /* end i1 */
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/    } /* end k1 */
           /*fprintf(ficgp,"%s",alph[1]);*/    
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
           jk++;    /*free_vector(pp,1,nlstate);*/
           fprintf(ficgp,"\n");    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
         }  }  /* End of prevalence */
       }  
     }  /************* Waves Concatenation ***************/
     }  
   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)
   for(jk=1; jk <=m; jk++) {  {
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
    i=1;       Death is a valid wave (if date is known).
    for(k2=1; k2<=nlstate; k2++) {       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
      k3=i;       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
      for(k=1; k<=(nlstate+ndeath); k++) {       and mw[mi+1][i]. dh depends on stepm.
        if (k != k2){       */
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);  
 ij=1;    int i, mi, m;
         for(j=3; j <=ncovmodel; j++) {    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {       double sum=0., jmean=0.;*/
             fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);    int first;
             ij++;    int j, k=0,jk, ju, jl;
           }    double sum=0.;
           else    first=0;
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);    jmin=1e+5;
         }    jmax=-1;
           fprintf(ficgp,")/(1");    jmean=0.;
            for(i=1; i<=imx; i++){
         for(k1=1; k1 <=nlstate; k1++){        mi=0;
           fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);      m=firstpass;
 ij=1;      while(s[m][i] <= nlstate){
           for(j=3; j <=ncovmodel; j++){        if(s[m][i]>=1 || s[m][i]==-2 || s[m][i]==-4 || s[m][i]==-5)
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {          mw[++mi][i]=m;
             fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);        if(m >=lastpass)
             ij++;          break;
           }        else
           else          m++;
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);      }/* end while */
           }      if (s[m][i] > nlstate){
           fprintf(ficgp,")");        mi++;     /* Death is another wave */
         }        /* if(mi==0)  never been interviewed correctly before death */
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);           /* Only death is a correct wave */
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");        mw[mi][i]=m;
         i=i+ncovmodel;      }
        }  
      }      wav[i]=mi;
    }      if(mi==0){
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);        nbwarn++;
   }        if(first==0){
              printf("Warning! No valid information for individual %ld line=%d (skipped) and may be others, see log file\n",num[i],i);
   fclose(ficgp);          first=1;
            }
 chdir(path);        if(first==1){
     free_matrix(agev,1,maxwav,1,imx);          fprintf(ficlog,"Warning! No valid information for individual %ld line=%d (skipped)\n",num[i],i);
     free_ivector(wav,1,imx);        }
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);      } /* end mi==0 */
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);    } /* End individuals */
      
     free_imatrix(s,1,maxwav+1,1,n);    for(i=1; i<=imx; i++){
          for(mi=1; mi<wav[i];mi++){
            if (stepm <=0)
     free_ivector(num,1,n);          dh[mi][i]=1;
     free_vector(agedc,1,n);        else{
     free_vector(weight,1,n);          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
     /*free_matrix(covar,1,NCOVMAX,1,n);*/            if (agedc[i] < 2*AGESUP) {
     fclose(ficparo);              j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
     fclose(ficres);              if(j==0) j=1;  /* Survives at least one month after exam */
     /*  }*/              else if(j<0){
                    nberr++;
    /*________fin mle=1_________*/                printf("Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
                    j=1; /* Temporary Dangerous patch */
                 printf("   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview. You MUST fix the contradiction between dates.\n",stepm);
                  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]);
     /* No more information from the sample is required now */                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);
   /* Reads comments: lines beginning with '#' */              }
   while((c=getc(ficpar))=='#' && c!= EOF){              k=k+1;
     ungetc(c,ficpar);              if (j >= jmax){
     fgets(line, MAXLINE, ficpar);                jmax=j;
     puts(line);                ijmax=i;
     fputs(line,ficparo);              }
   }              if (j <= jmin){
   ungetc(c,ficpar);                jmin=j;
                  ijmin=i;
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);              }
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);              sum=sum+j;
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);              /*if (j<0) printf("j=%d num=%d \n",j,i);*/
 /*--------- index.htm --------*/              /*    printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
             }
   strcpy(optionfilehtm,optionfile);          }
   strcat(optionfilehtm,".htm");          else{
   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
     printf("Problem with %s \n",optionfilehtm);goto end;  /*        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]); */
   }  
             k=k+1;
  fprintf(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.64b </font> <hr size=\"2\" color=\"#EC5E5E\">            if (j >= jmax) {
 Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>              jmax=j;
 Total number of observations=%d <br>              ijmax=i;
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>            }
 <hr  size=\"2\" color=\"#EC5E5E\">            else if (j <= jmin){
 <li>Outputs files<br><br>\n              jmin=j;
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n              ijmin=i;
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>            }
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>            /*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]);*/
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>            if(j<0){
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>              nberr++;
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>              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]);
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>              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]);
         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br><br>",title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,jmin,jmax,jmean,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);            }
             sum=sum+j;
  fprintf(fichtm," <li>Graphs</li><p>");          }
           jk= j/stepm;
  m=cptcoveff;          jl= j -jk*stepm;
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}          ju= j -(jk+1)*stepm;
           if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
  j1=0;            if(jl==0){
  for(k1=1; k1<=m;k1++){              dh[mi][i]=jk;
    for(i1=1; i1<=ncodemax[k1];i1++){              bh[mi][i]=0;
        j1++;            }else{ /* We want a negative bias in order to only have interpolation ie
        if (cptcovn > 0) {                    * at the price of an extra matrix product in likelihood */
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");              dh[mi][i]=jk+1;
          for (cpt=1; cpt<=cptcoveff;cpt++)              bh[mi][i]=ju;
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);            }
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");          }else{
        }            if(jl <= -ju){
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>              dh[mi][i]=jk;
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);                  bh[mi][i]=jl;       /* bias is positive if real duration
        for(cpt=1; cpt<nlstate;cpt++){                                   * is higher than the multiple of stepm and negative otherwise.
          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);            }
        }            else{
     for(cpt=1; cpt<=nlstate;cpt++) {              dh[mi][i]=jk+1;
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident              bh[mi][i]=ju;
 interval) in state (%d): v%s%d%d.gif <br>            }
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);              if(dh[mi][i]==0){
      }              dh[mi][i]=1; /* At least one step */
      for(cpt=1; cpt<=nlstate;cpt++) {              bh[mi][i]=ju; /* At least one step */
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>              /*  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);*/
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);            }
      }          } /* end if mle */
      fprintf(fichtm,"\n<br>- Total life expectancy by age and        }
 health expectancies in states (1) and (2): e%s%d.gif<br>      } /* end wave */
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);    }
 fprintf(fichtm,"\n</body>");    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);
 fclose(fichtm);   }
   
   /*--------------- Prevalence limit --------------*/  /*********** Tricode ****************************/
    void tricode(int *Tvar, int **nbcode, int imx)
   strcpy(filerespl,"pl");  {
   strcat(filerespl,fileres);    
   if((ficrespl=fopen(filerespl,"w"))==NULL) {    /*      Tvar[i]=atoi(stre); /* find 'n' in Vn and stores in Tvar. If model=V2+V1 Tvar[1]=2 and Tvar[2]=1 */
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;  
   }    int Ndum[20],ij=1, k=0, j=0, i=0, maxncov=NCOVMAX;
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);    int cptcode=0;
   fprintf(ficrespl,"#Prevalence limit\n");    cptcoveff=0; 
   fprintf(ficrespl,"#Age ");   
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);    for (k=0; k<maxncov; k++) Ndum[k]=0;
   fprintf(ficrespl,"\n");    for (k=1; k<=7; k++) ncodemax[k]=0; /* Horrible constant again */
    
   prlim=matrix(1,nlstate,1,nlstate);    for (j=1; j<=(cptcovn+2*cptcovprod); j++) { /* For each covariate */
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */                                 modality*/ 
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual, might be -1*/
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        Ndum[ij]++; /*counts the occurence of this modality */
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
   k=0;        if (ij > cptcode) cptcode=ij; /* getting the maximum value of the modality of the covariate  (should be 0 or 1 now) 
   agebase=agemin;                                         Tvar[j]. If V=sex and male is 0 and 
   agelim=agemax;                                         female is 1, then  cptcode=1.*/
   ftolpl=1.e-10;      }
   i1=cptcoveff;  
   if (cptcovn < 1){i1=1;}      for (i=0; i<=cptcode; i++) { /* i=-1 ?*/
         if(Ndum[i]!=0) ncodemax[j]++; /* Nomber of modalities of the j
   for(cptcov=1;cptcov<=i1;cptcov++){                                         th covariate. In fact
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){                                         ncodemax[j]=2
         k=k+1;                                         (dichotom. variables only) but
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/                                         it can be more */
         fprintf(ficrespl,"\n#******");      } /* Ndum[-1] number of undefined modalities */
         for(j=1;j<=cptcoveff;j++)  
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);      ij=1; 
         fprintf(ficrespl,"******\n");      for (i=1; i<=ncodemax[j]; i++) { /* i= 1 to 2 */
                for (k=0; k<= maxncov; k++) { /* k=-1 ?*/
         for (age=agebase; age<=agelim; age++){          if (Ndum[k] != 0) { /* If at least one individual responded to this modality k */
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);            nbcode[Tvar[j]][ij]=k;  /* stores the modality in an array nbcode. 
           fprintf(ficrespl,"%.0f",age );                                       k is a modality. If we have model=V1+V1*sex 
           for(i=1; i<=nlstate;i++)                                       then: nbcode[1][1]=0 ; nbcode[1][2]=1; nbcode[2][1]=0 ; nbcode[2][2]=1; */
           fprintf(ficrespl," %.5f", prlim[i][i]);            ij++;
           fprintf(ficrespl,"\n");          }
         }          if (ij > ncodemax[j]) break; 
       }        }  
     }      } 
   fclose(ficrespl);    }  
   /*------------- h Pij x at various ages ------------*/  
     for (k=0; k< maxncov; k++) Ndum[k]=0;
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);  
   if((ficrespij=fopen(filerespij,"w"))==NULL) {   for (i=1; i<=ncovmodel-2; i++) { /* -2, cste and age */
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;     /* 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]; /* Tvar might be -1 if status was unknown */
   printf("Computing pij: result on file '%s' \n", filerespij);     Ndum[ij]++;
     }
   stepsize=(int) (stepm+YEARM-1)/YEARM;  
   if (stepm<=24) stepsize=2;   ij=1;
    for (i=1; i<= maxncov; i++) {
   agelim=AGESUP;     if((Ndum[i]!=0) && (i<=ncovcol)){
   hstepm=stepsize*YEARM; /* Every year of age */       Tvaraff[ij]=i; /*For printing */
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */       ij++;
       }
   k=0;   }
   for(cptcov=1;cptcov<=i1;cptcov++){   ij--;
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){   cptcoveff=ij; /*Number of simple covariates*/
       k=k+1;  }
         fprintf(ficrespij,"\n#****** ");  
         for(j=1;j<=cptcoveff;j++)  /*********** Health Expectancies ****************/
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);  
         fprintf(ficrespij,"******\n");  void evsij(double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int cij, int estepm,char strstart[] )
          
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */  {
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    /* Health expectancies, no variances */
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    int i, j, nhstepm, hstepm, h, nstepm, k, cptj, cptj2, i2, j2;
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    int nhstepma, nstepma; /* Decreasing with age */
           oldm=oldms;savm=savms;    double age, agelim, hf;
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);      double ***p3mat;
           fprintf(ficrespij,"# Age");    double eip;
           for(i=1; i<=nlstate;i++)  
             for(j=1; j<=nlstate+ndeath;j++)    pstamp(ficreseij);
               fprintf(ficrespij," %1d-%1d",i,j);    fprintf(ficreseij,"# (a) Life expectancies by health status at initial age and (b) health expectancies by health status at initial age\n");
           fprintf(ficrespij,"\n");    fprintf(ficreseij,"# Age");
           for (h=0; h<=nhstepm; h++){    for(i=1; i<=nlstate;i++){
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );      for(j=1; j<=nlstate;j++){
             for(i=1; i<=nlstate;i++)        fprintf(ficreseij," e%1d%1d ",i,j);
               for(j=1; j<=nlstate+ndeath;j++)      }
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);      fprintf(ficreseij," e%1d. ",i);
             fprintf(ficrespij,"\n");    }
           }    fprintf(ficreseij,"\n");
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  
           fprintf(ficrespij,"\n");    
         }    if(estepm < stepm){
     }      printf ("Problem %d lower than %d\n",estepm, stepm);
   }    }
     else  hstepm=estepm;   
   fclose(ficrespij);    /* We compute the life expectancy from trapezoids spaced every estepm months
      * This is mainly to measure the difference between two models: for example
   /*---------- Health expectancies and variances ------------*/     * if stepm=24 months pijx are given only every 2 years and by summing them
      * we are calculating an estimate of the Life Expectancy assuming a linear 
   strcpy(filerest,"t");     * progression in between and thus overestimating or underestimating according
   strcat(filerest,fileres);     * to the curvature of the survival function. If, for the same date, we 
   if((ficrest=fopen(filerest,"w"))==NULL) {     * estimate the model with stepm=1 month, we can keep estepm to 24 months
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;     * to compare the new estimate of Life expectancy with the same linear 
   }     * hypothesis. A more precise result, taking into account a more precise
   printf("Computing Total LEs with variances: file '%s' \n", filerest);     * curvature will be obtained if estepm is as small as stepm. */
   
     /* For example we decided to compute the life expectancy with the smallest unit */
   strcpy(filerese,"e");    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
   strcat(filerese,fileres);       nhstepm is the number of hstepm from age to agelim 
   if((ficreseij=fopen(filerese,"w"))==NULL) {       nstepm is the number of stepm from age to agelin. 
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);       Look at hpijx to understand the reason of that which relies in memory size
   }       and note for a fixed period like estepm months */
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
        survival function given by stepm (the optimization length). Unfortunately it
  strcpy(fileresv,"v");       means that if the survival funtion is printed only each two years of age and if
   strcat(fileresv,fileres);       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
   if((ficresvij=fopen(fileresv,"w"))==NULL) {       results. So we changed our mind and took the option of the best precision.
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);    */
   }    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);  
     agelim=AGESUP;
   k=0;    /* If stepm=6 months */
   for(cptcov=1;cptcov<=i1;cptcov++){      /* Computed by stepm unit matrices, product of hstepm matrices, stored
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
       k=k+1;      
       fprintf(ficrest,"\n#****** ");  /* nhstepm age range expressed in number of stepm */
       for(j=1;j<=cptcoveff;j++)    nstepm=(int) rint((agelim-bage)*YEARM/stepm); /* Biggest nstepm */
         fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
       fprintf(ficrest,"******\n");    /* if (stepm >= YEARM) hstepm=1;*/
     nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
       fprintf(ficreseij,"\n#****** ");    p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
       for(j=1;j<=cptcoveff;j++)  
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);    for (age=bage; age<=fage; age ++){ 
       fprintf(ficreseij,"******\n");      nstepma=(int) rint((agelim-bage)*YEARM/stepm); /* Biggest nstepm */
       /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
       fprintf(ficresvij,"\n#****** ");      /* if (stepm >= YEARM) hstepm=1;*/
       for(j=1;j<=cptcoveff;j++)      nhstepma = nstepma/hstepm;/* Expressed in hstepm, typically nhstepma=40/4=10 */
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);  
       fprintf(ficresvij,"******\n");      /* If stepm=6 months */
       /* Computed by stepm unit matrices, product of hstepma matrices, stored
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);         in an array of nhstepma length: nhstepma=10, hstepm=4, stepm=6 months */
       oldm=oldms;savm=savms;      
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);        hpxij(p3mat,nhstepma,age,hstepm,x,nlstate,stepm,oldm, savm, cij);  
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);      
       oldm=oldms;savm=savms;      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);      
            printf("%d|",(int)age);fflush(stdout);
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");      fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);      
       fprintf(ficrest,"\n");      /* Computing expectancies */
              for(i=1; i<=nlstate;i++)
       hf=1;        for(j=1; j<=nlstate;j++)
       if (stepm >= YEARM) hf=stepm/YEARM;          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
       epj=vector(1,nlstate+1);            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
       for(age=bage; age <=fage ;age++){            
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);            /* if((int)age==70)printf("i=%2d,j=%2d,h=%2d,age=%3d,%9.4f,%9.4f,%9.4f\n",i,j,h,(int)age,p3mat[i][j][h],hf,eij[i][j][(int)age]);*/
         fprintf(ficrest," %.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]*hf*eij[i][j][(int)age];      fprintf(ficreseij,"%3.0f",age );
           }      for(i=1; i<=nlstate;i++){
           epj[nlstate+1] +=epj[j];        eip=0;
         }        for(j=1; j<=nlstate;j++){
         for(i=1, vepp=0.;i <=nlstate;i++)          eip +=eij[i][j][(int)age];
           for(j=1;j <=nlstate;j++)          fprintf(ficreseij,"%9.4f", eij[i][j][(int)age] );
             vepp += vareij[i][j][(int)age];        }
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));        fprintf(ficreseij,"%9.4f", eip );
         for(j=1;j <=nlstate;j++){      }
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));      fprintf(ficreseij,"\n");
         }      
         fprintf(ficrest,"\n");    }
       }    free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     }    printf("\n");
   }    fprintf(ficlog,"\n");
            
  fclose(ficreseij);  }
  fclose(ficresvij);  
   fclose(ficrest);  void cvevsij(double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int cij, int estepm,double delti[],double **matcov,char strstart[] )
   fclose(ficpar);  
   free_vector(epj,1,nlstate+1);  {
   /*  scanf("%d ",i); */    /* Covariances of health expectancies eij and of total life expectancies according
      to initial status i, ei. .
   /*------- Variance limit prevalence------*/      */
     int i, j, nhstepm, hstepm, h, nstepm, k, cptj, cptj2, i2, j2, ij, ji;
 strcpy(fileresvpl,"vpl");    int nhstepma, nstepma; /* Decreasing with age */
   strcat(fileresvpl,fileres);    double age, agelim, hf;
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {    double ***p3matp, ***p3matm, ***varhe;
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);    double **dnewm,**doldm;
     exit(0);    double *xp, *xm;
   }    double **gp, **gm;
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);    double ***gradg, ***trgradg;
     int theta;
  k=0;  
  for(cptcov=1;cptcov<=i1;cptcov++){    double eip, vip;
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){  
      k=k+1;    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
      fprintf(ficresvpl,"\n#****** ");    xp=vector(1,npar);
      for(j=1;j<=cptcoveff;j++)    xm=vector(1,npar);
        fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    dnewm=matrix(1,nlstate*nlstate,1,npar);
      fprintf(ficresvpl,"******\n");    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
          
      varpl=matrix(1,nlstate,(int) bage, (int) fage);    pstamp(ficresstdeij);
      oldm=oldms;savm=savms;    fprintf(ficresstdeij,"# Health expectancies with standard errors\n");
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);    fprintf(ficresstdeij,"# Age");
    }    for(i=1; i<=nlstate;i++){
  }      for(j=1; j<=nlstate;j++)
         fprintf(ficresstdeij," e%1d%1d (SE)",i,j);
   fclose(ficresvpl);      fprintf(ficresstdeij," e%1d. ",i);
     }
   /*---------- End : free ----------------*/    fprintf(ficresstdeij,"\n");
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);  
      pstamp(ficrescveij);
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);    fprintf(ficrescveij,"# Subdiagonal matrix of covariances of health expectancies by age: cov(eij,ekl)\n");
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);    fprintf(ficrescveij,"# Age");
      for(i=1; i<=nlstate;i++)
        for(j=1; j<=nlstate;j++){
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);        cptj= (j-1)*nlstate+i;
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);        for(i2=1; i2<=nlstate;i2++)
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);          for(j2=1; j2<=nlstate;j2++){
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);            cptj2= (j2-1)*nlstate+i2;
              if(cptj2 <= cptj)
   free_matrix(matcov,1,npar,1,npar);              fprintf(ficrescveij,"  %1d%1d,%1d%1d",i,j,i2,j2);
   free_vector(delti,1,npar);          }
        }
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);    fprintf(ficrescveij,"\n");
     
   printf("End of Imach\n");    if(estepm < stepm){
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */      printf ("Problem %d lower than %d\n",estepm, stepm);
      }
   /* 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);*/    else  hstepm=estepm;   
   /*printf("Total time was %d uSec.\n", total_usecs);*/    /* We compute the life expectancy from trapezoids spaced every estepm months
   /*------ End -----------*/     * This is mainly to measure the difference between two models: for example
      * if stepm=24 months pijx are given only every 2 years and by summing them
      * we are calculating an estimate of the Life Expectancy assuming a linear 
  end:     * progression in between and thus overestimating or underestimating according
 #ifdef windows     * to the curvature of the survival function. If, for the same date, we 
  chdir(pathcd);     * estimate the model with stepm=1 month, we can keep estepm to 24 months
 #endif     * to compare the new estimate of Life expectancy with the same linear 
  /*system("wgnuplot graph.plt");*/     * hypothesis. A more precise result, taking into account a more precise
  /*system("../gp37mgw/wgnuplot graph.plt");*/     * curvature will be obtained if estepm is as small as stepm. */
  /*system("cd ../gp37mgw");*/  
  system("..\\gp37mgw\\wgnuplot graph.plt");    /* For example we decided to compute the life expectancy with the smallest unit */
     /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
 #ifdef windows       nhstepm is the number of hstepm from age to agelim 
   while (z[0] != 'q') {       nstepm is the number of stepm from age to agelin. 
     chdir(pathcd);       Look at hpijx to understand the reason of that which relies in memory size
     printf("\nType e to edit output files, c to start again, and q for exiting: ");       and note for a fixed period like estepm months */
     scanf("%s",z);    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
     if (z[0] == 'c') system("./imach");       survival function given by stepm (the optimization length). Unfortunately it
     else if (z[0] == 'e') {       means that if the survival funtion is printed only each two years of age and if
       chdir(path);       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
       system(optionfilehtm);       results. So we changed our mind and took the option of the best precision.
     }    */
     else if (z[0] == 'q') exit(0);    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
   }  
 #endif    /* If stepm=6 months */
 }    /* nhstepm age range expressed in number of stepm */
     agelim=AGESUP;
     nstepm=(int) rint((agelim-bage)*YEARM/stepm); 
     /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
     /* if (stepm >= YEARM) hstepm=1;*/
     nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
     
     p3matp=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     p3matm=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
     trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
     gp=matrix(0,nhstepm,1,nlstate*nlstate);
     gm=matrix(0,nhstepm,1,nlstate*nlstate);
   
     for (age=bage; age<=fage; age ++){ 
       nstepma=(int) rint((agelim-bage)*YEARM/stepm); /* Biggest nstepm */
       /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
       /* if (stepm >= YEARM) hstepm=1;*/
       nhstepma = nstepma/hstepm;/* Expressed in hstepm, typically nhstepma=40/4=10 */
   
       /* If stepm=6 months */
       /* Computed by stepm unit matrices, product of hstepma matrices, stored
          in an array of nhstepma length: nhstepma=10, hstepm=4, stepm=6 months */
       
       hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
   
       /* Computing  Variances of health expectancies */
       /* Gradient is computed with plus gp and minus gm. Code is duplicated in order to
          decrease memory allocation */
       for(theta=1; theta <=npar; theta++){
         for(i=1; i<=npar; i++){ 
           xp[i] = x[i] + (i==theta ?delti[theta]:0);
           xm[i] = x[i] - (i==theta ?delti[theta]:0);
         }
         hpxij(p3matp,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, cij);  
         hpxij(p3matm,nhstepm,age,hstepm,xm,nlstate,stepm,oldm,savm, cij);  
     
         for(j=1; j<= nlstate; j++){
           for(i=1; i<=nlstate; i++){
             for(h=0; h<=nhstepm-1; h++){
               gp[h][(j-1)*nlstate + i] = (p3matp[i][j][h]+p3matp[i][j][h+1])/2.;
               gm[h][(j-1)*nlstate + i] = (p3matm[i][j][h]+p3matm[i][j][h+1])/2.;
             }
           }
         }
        
         for(ij=1; ij<= nlstate*nlstate; ij++)
           for(h=0; h<=nhstepm-1; h++){
             gradg[h][theta][ij]= (gp[h][ij]-gm[h][ij])/2./delti[theta];
           }
       }/* End theta */
       
       
       for(h=0; h<=nhstepm-1; h++)
         for(j=1; j<=nlstate*nlstate;j++)
           for(theta=1; theta <=npar; theta++)
             trgradg[h][j][theta]=gradg[h][theta][j];
       
   
        for(ij=1;ij<=nlstate*nlstate;ij++)
         for(ji=1;ji<=nlstate*nlstate;ji++)
           varhe[ij][ji][(int)age] =0.;
   
        printf("%d|",(int)age);fflush(stdout);
        fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
        for(h=0;h<=nhstepm-1;h++){
         for(k=0;k<=nhstepm-1;k++){
           matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
           matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
           for(ij=1;ij<=nlstate*nlstate;ij++)
             for(ji=1;ji<=nlstate*nlstate;ji++)
               varhe[ij][ji][(int)age] += doldm[ij][ji]*hf*hf;
         }
       }
   
       /* Computing expectancies */
       hpxij(p3matm,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, cij);  
       for(i=1; i<=nlstate;i++)
         for(j=1; j<=nlstate;j++)
           for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
             eij[i][j][(int)age] += (p3matm[i][j][h]+p3matm[i][j][h+1])/2.0*hf;
             
             /* if((int)age==70)printf("i=%2d,j=%2d,h=%2d,age=%3d,%9.4f,%9.4f,%9.4f\n",i,j,h,(int)age,p3mat[i][j][h],hf,eij[i][j][(int)age]);*/
   
           }
   
       fprintf(ficresstdeij,"%3.0f",age );
       for(i=1; i<=nlstate;i++){
         eip=0.;
         vip=0.;
         for(j=1; j<=nlstate;j++){
           eip += eij[i][j][(int)age];
           for(k=1; k<=nlstate;k++) /* Sum on j and k of cov(eij,eik) */
             vip += varhe[(j-1)*nlstate+i][(k-1)*nlstate+i][(int)age];
           fprintf(ficresstdeij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[(j-1)*nlstate+i][(j-1)*nlstate+i][(int)age]) );
         }
         fprintf(ficresstdeij," %9.4f (%.4f)", eip, sqrt(vip));
       }
       fprintf(ficresstdeij,"\n");
   
       fprintf(ficrescveij,"%3.0f",age );
       for(i=1; i<=nlstate;i++)
         for(j=1; j<=nlstate;j++){
           cptj= (j-1)*nlstate+i;
           for(i2=1; i2<=nlstate;i2++)
             for(j2=1; j2<=nlstate;j2++){
               cptj2= (j2-1)*nlstate+i2;
               if(cptj2 <= cptj)
                 fprintf(ficrescveij," %.4f", varhe[cptj][cptj2][(int)age]);
             }
         }
       fprintf(ficrescveij,"\n");
      
     }
     free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
     free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
     free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
     free_ma3x(p3matm,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     free_ma3x(p3matp,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     printf("\n");
     fprintf(ficlog,"\n");
   
     free_vector(xm,1,npar);
     free_vector(xp,1,npar);
     free_matrix(dnewm,1,nlstate*nlstate,1,npar);
     free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
     free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
   }
   
   /************ Variance ******************/
   void varevsij(char optionfilefiname[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij, int estepm, int cptcov, int cptcod, int popbased, int mobilav, char strstart[])
   {
     /* Variance of health expectancies */
     /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
     /* double **newm;*/
     double **dnewm,**doldm;
     double **dnewmp,**doldmp;
     int i, j, nhstepm, hstepm, h, nstepm ;
     int k, cptcode;
     double *xp;
     double **gp, **gm;  /* for var eij */
     double ***gradg, ***trgradg; /*for var eij */
     double **gradgp, **trgradgp; /* for var p point j */
     double *gpp, *gmp; /* for var p point j */
     double **varppt; /* for var p point j nlstate to nlstate+ndeath */
     double ***p3mat;
     double age,agelim, hf;
     double ***mobaverage;
     int theta;
     char digit[4];
     char digitp[25];
   
     char fileresprobmorprev[FILENAMELENGTH];
   
     if(popbased==1){
       if(mobilav!=0)
         strcpy(digitp,"-populbased-mobilav-");
       else strcpy(digitp,"-populbased-nomobil-");
     }
     else 
       strcpy(digitp,"-stablbased-");
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     strcpy(fileresprobmorprev,"prmorprev"); 
     sprintf(digit,"%-d",ij);
     /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
     strcat(fileresprobmorprev,digit); /* Tvar to be done */
     strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
     strcat(fileresprobmorprev,fileres);
     if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobmorprev);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
     }
     printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
    
     fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
     pstamp(ficresprobmorprev);
     fprintf(ficresprobmorprev,"# probabilities of dying before estepm=%d months for people of exact age and weighted probabilities w1*p1j+w2*p2j+... stand dev in()\n",estepm);
     fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
     for(j=nlstate+1; j<=(nlstate+ndeath);j++){
       fprintf(ficresprobmorprev," p.%-d SE",j);
       for(i=1; i<=nlstate;i++)
         fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
     }  
     fprintf(ficresprobmorprev,"\n");
     fprintf(ficgp,"\n# Routine varevsij");
     /* fprintf(fichtm, "#Local time at start: %s", strstart);*/
     fprintf(fichtm,"\n<li><h4> Computing probabilities of dying over estepm months as a weighted average (i.e global mortality independent of initial healh state)</h4></li>\n");
     fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
   /*   } */
     varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     pstamp(ficresvij);
     fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n#  (weighted average of eij where weights are ");
     if(popbased==1)
       fprintf(ficresvij,"the age specific prevalence observed (cross-sectionally) in the population i.e cross-sectionally\n in each health state (popbased=1) (mobilav=%d\n",mobilav);
     else
       fprintf(ficresvij,"the age specific period (stable) prevalences in each health state \n");
     fprintf(ficresvij,"# Age");
     for(i=1; i<=nlstate;i++)
       for(j=1; j<=nlstate;j++)
         fprintf(ficresvij," Cov(e.%1d, e.%1d)",i,j);
     fprintf(ficresvij,"\n");
   
     xp=vector(1,npar);
     dnewm=matrix(1,nlstate,1,npar);
     doldm=matrix(1,nlstate,1,nlstate);
     dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
     doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   
     gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
     gpp=vector(nlstate+1,nlstate+ndeath);
     gmp=vector(nlstate+1,nlstate+ndeath);
     trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
     
     if(estepm < stepm){
       printf ("Problem %d lower than %d\n",estepm, stepm);
     }
     else  hstepm=estepm;   
     /* For example we decided to compute the life expectancy with the smallest unit */
     /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
        nhstepm is the number of hstepm from age to agelim 
        nstepm is the number of stepm from age to agelin. 
        Look at function hpijx to understand why (it is linked to memory size questions) */
     /* We decided (b) to get a life expectancy respecting the most precise curvature of the
        survival function given by stepm (the optimization length). Unfortunately it
        means that if the survival funtion is printed every two years of age and if
        you sum them up and add 1 year (area under the trapezoids) you won't get the same 
        results. So we changed our mind and took the option of the best precision.
     */
     hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
     agelim = AGESUP;
     for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
       nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
       p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
       gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
       gp=matrix(0,nhstepm,1,nlstate);
       gm=matrix(0,nhstepm,1,nlstate);
   
   
       for(theta=1; theta <=npar; theta++){
         for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
           xp[i] = x[i] + (i==theta ?delti[theta]:0);
         }
         hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   
         if (popbased==1) {
           if(mobilav ==0){
             for(i=1; i<=nlstate;i++)
               prlim[i][i]=probs[(int)age][i][ij];
           }else{ /* mobilav */ 
             for(i=1; i<=nlstate;i++)
               prlim[i][i]=mobaverage[(int)age][i][ij];
           }
         }
     
         for(j=1; j<= nlstate; j++){
           for(h=0; h<=nhstepm; h++){
             for(i=1, gp[h][j]=0.;i<=nlstate;i++)
               gp[h][j] += prlim[i][i]*p3mat[i][j][h];
           }
         }
         /* This for computing probability of death (h=1 means
            computed over hstepm matrices product = hstepm*stepm months) 
            as a weighted average of prlim.
         */
         for(j=nlstate+1;j<=nlstate+ndeath;j++){
           for(i=1,gpp[j]=0.; i<= nlstate; i++)
             gpp[j] += prlim[i][i]*p3mat[i][j][1];
         }    
         /* end probability of death */
   
         for(i=1; i<=npar; i++) /* Computes gradient x - delta */
           xp[i] = x[i] - (i==theta ?delti[theta]:0);
         hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
    
         if (popbased==1) {
           if(mobilav ==0){
             for(i=1; i<=nlstate;i++)
               prlim[i][i]=probs[(int)age][i][ij];
           }else{ /* mobilav */ 
             for(i=1; i<=nlstate;i++)
               prlim[i][i]=mobaverage[(int)age][i][ij];
           }
         }
   
         for(j=1; j<= nlstate; j++){  /* Sum of wi * eij = e.j */
           for(h=0; h<=nhstepm; h++){
             for(i=1, gm[h][j]=0.;i<=nlstate;i++)
               gm[h][j] += prlim[i][i]*p3mat[i][j][h];
           }
         }
         /* This for computing probability of death (h=1 means
            computed over hstepm matrices product = hstepm*stepm months) 
            as a weighted average of prlim.
         */
         for(j=nlstate+1;j<=nlstate+ndeath;j++){
           for(i=1,gmp[j]=0.; i<= nlstate; i++)
            gmp[j] += prlim[i][i]*p3mat[i][j][1];
         }    
         /* end probability of death */
   
         for(j=1; j<= nlstate; j++) /* vareij */
           for(h=0; h<=nhstepm; h++){
             gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
           }
   
         for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
           gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
         }
   
       } /* End theta */
   
       trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
   
       for(h=0; h<=nhstepm; h++) /* veij */
         for(j=1; j<=nlstate;j++)
           for(theta=1; theta <=npar; theta++)
             trgradg[h][j][theta]=gradg[h][theta][j];
   
       for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
         for(theta=1; theta <=npar; theta++)
           trgradgp[j][theta]=gradgp[theta][j];
     
   
       hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
       for(i=1;i<=nlstate;i++)
         for(j=1;j<=nlstate;j++)
           vareij[i][j][(int)age] =0.;
   
       for(h=0;h<=nhstepm;h++){
         for(k=0;k<=nhstepm;k++){
           matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
           matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
           for(i=1;i<=nlstate;i++)
             for(j=1;j<=nlstate;j++)
               vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
         }
       }
     
       /* pptj */
       matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
       matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
       for(j=nlstate+1;j<=nlstate+ndeath;j++)
         for(i=nlstate+1;i<=nlstate+ndeath;i++)
           varppt[j][i]=doldmp[j][i];
       /* end ppptj */
       /*  x centered again */
       hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
       prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
    
       if (popbased==1) {
         if(mobilav ==0){
           for(i=1; i<=nlstate;i++)
             prlim[i][i]=probs[(int)age][i][ij];
         }else{ /* mobilav */ 
           for(i=1; i<=nlstate;i++)
             prlim[i][i]=mobaverage[(int)age][i][ij];
         }
       }
                
       /* This for computing probability of death (h=1 means
          computed over hstepm (estepm) matrices product = hstepm*stepm months) 
          as a weighted average of prlim.
       */
       for(j=nlstate+1;j<=nlstate+ndeath;j++){
         for(i=1,gmp[j]=0.;i<= nlstate; i++) 
           gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
       }    
       /* end probability of death */
   
       fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
       for(j=nlstate+1; j<=(nlstate+ndeath);j++){
         fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
         for(i=1; i<=nlstate;i++){
           fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
         }
       } 
       fprintf(ficresprobmorprev,"\n");
   
       fprintf(ficresvij,"%.0f ",age );
       for(i=1; i<=nlstate;i++)
         for(j=1; j<=nlstate;j++){
           fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
         }
       fprintf(ficresvij,"\n");
       free_matrix(gp,0,nhstepm,1,nlstate);
       free_matrix(gm,0,nhstepm,1,nlstate);
       free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
       free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
       free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     } /* End age */
     free_vector(gpp,nlstate+1,nlstate+ndeath);
     free_vector(gmp,nlstate+1,nlstate+ndeath);
     free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
     free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
     fprintf(ficgp,"\nunset parametric;unset label; set ter png small;set size 0.65, 0.65");
     /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
     fprintf(ficgp,"\n set log y; unset log x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
   /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
   /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
   /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
     fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
     fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
     fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",subdirf(fileresprobmorprev));
     fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev));
     fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"%s%s.png\"> <br>\n", estepm,subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
     /*  fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months and then divided by estepm and multiplied by %.0f in order to have the probability to die over a year <br> <img src=\"varmuptjgr%s%s.png\"> <br>\n", stepm,YEARM,digitp,digit);
   */
   /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
     fprintf(ficgp,"\nset out \"%s%s.png\";replot;\n",subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
   
     free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,nlstate);
     free_matrix(dnewm,1,nlstate,1,npar);
     free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
     free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficresprobmorprev);
     fflush(ficgp);
     fflush(fichtm); 
   }  /* end varevsij */
   
   /************ Variance of prevlim ******************/
   void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij, char strstart[])
   {
     /* Variance of prevalence limit */
     /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
     double **newm;
     double **dnewm,**doldm;
     int i, j, nhstepm, hstepm;
     int k, cptcode;
     double *xp;
     double *gp, *gm;
     double **gradg, **trgradg;
     double age,agelim;
     int theta;
     
     pstamp(ficresvpl);
     fprintf(ficresvpl,"# Standard deviation of period (stable) prevalences \n");
     fprintf(ficresvpl,"# Age");
     for(i=1; i<=nlstate;i++)
         fprintf(ficresvpl," %1d-%1d",i,i);
     fprintf(ficresvpl,"\n");
   
     xp=vector(1,npar);
     dnewm=matrix(1,nlstate,1,npar);
     doldm=matrix(1,nlstate,1,nlstate);
     
     hstepm=1*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
     agelim = AGESUP;
     for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
       if (stepm >= YEARM) hstepm=1;
       nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
       gradg=matrix(1,npar,1,nlstate);
       gp=vector(1,nlstate);
       gm=vector(1,nlstate);
   
       for(theta=1; theta <=npar; theta++){
         for(i=1; i<=npar; i++){ /* Computes gradient */
           xp[i] = x[i] + (i==theta ?delti[theta]:0);
         }
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(i=1;i<=nlstate;i++)
           gp[i] = prlim[i][i];
       
         for(i=1; i<=npar; i++) /* Computes gradient */
           xp[i] = x[i] - (i==theta ?delti[theta]:0);
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(i=1;i<=nlstate;i++)
           gm[i] = prlim[i][i];
   
         for(i=1;i<=nlstate;i++)
           gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
       } /* End theta */
   
       trgradg =matrix(1,nlstate,1,npar);
   
       for(j=1; j<=nlstate;j++)
         for(theta=1; theta <=npar; theta++)
           trgradg[j][theta]=gradg[theta][j];
   
       for(i=1;i<=nlstate;i++)
         varpl[i][(int)age] =0.;
       matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
       matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
       for(i=1;i<=nlstate;i++)
         varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
   
       fprintf(ficresvpl,"%.0f ",age );
       for(i=1; i<=nlstate;i++)
         fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
       fprintf(ficresvpl,"\n");
       free_vector(gp,1,nlstate);
       free_vector(gm,1,nlstate);
       free_matrix(gradg,1,npar,1,nlstate);
       free_matrix(trgradg,1,nlstate,1,npar);
     } /* End age */
   
     free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,npar);
     free_matrix(dnewm,1,nlstate,1,nlstate);
   
   }
   
   /************ Variance of one-step probabilities  ******************/
   void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax, char strstart[])
   {
     int i, j=0,  i1, k1, l1, t, tj;
     int k2, l2, j1,  z1;
     int k=0,l, cptcode;
     int first=1, first1;
     double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
     double **dnewm,**doldm;
     double *xp;
     double *gp, *gm;
     double **gradg, **trgradg;
     double **mu;
     double age,agelim, cov[NCOVMAX];
     double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
     int theta;
     char fileresprob[FILENAMELENGTH];
     char fileresprobcov[FILENAMELENGTH];
     char fileresprobcor[FILENAMELENGTH];
   
     double ***varpij;
   
     strcpy(fileresprob,"prob"); 
     strcat(fileresprob,fileres);
     if((ficresprob=fopen(fileresprob,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprob);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
     }
     strcpy(fileresprobcov,"probcov"); 
     strcat(fileresprobcov,fileres);
     if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcov);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
     }
     strcpy(fileresprobcor,"probcor"); 
     strcat(fileresprobcor,fileres);
     if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcor);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
     }
     printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     pstamp(ficresprob);
     fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
     fprintf(ficresprob,"# Age");
     pstamp(ficresprobcov);
     fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
     fprintf(ficresprobcov,"# Age");
     pstamp(ficresprobcor);
     fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
     fprintf(ficresprobcor,"# Age");
   
   
     for(i=1; i<=nlstate;i++)
       for(j=1; j<=(nlstate+ndeath);j++){
         fprintf(ficresprob," p%1d-%1d (SE)",i,j);
         fprintf(ficresprobcov," p%1d-%1d ",i,j);
         fprintf(ficresprobcor," p%1d-%1d ",i,j);
       }  
    /* fprintf(ficresprob,"\n");
     fprintf(ficresprobcov,"\n");
     fprintf(ficresprobcor,"\n");
    */
     xp=vector(1,npar);
     dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
     doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
     mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
     varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
     first=1;
     fprintf(ficgp,"\n# Routine varprob");
     fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
     fprintf(fichtm,"\n");
   
     fprintf(fichtm,"\n<li><h4> <a href=\"%s\">Matrix of variance-covariance of pairs of step probabilities (drawings)</a></h4></li>\n",optionfilehtmcov);
     fprintf(fichtmcov,"\n<h4>Matrix of variance-covariance of pairs of step probabilities</h4>\n\
     file %s<br>\n",optionfilehtmcov);
     fprintf(fichtmcov,"\nEllipsoids of confidence centered on point (p<inf>ij</inf>, p<inf>kl</inf>) are estimated\
   and drawn. It helps understanding how is the covariance between two incidences.\
    They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
     fprintf(fichtmcov,"\n<br> Contour plot corresponding to x'cov<sup>-1</sup>x = 4 (where x is the column vector (pij,pkl)) are drawn. \
   It can be understood this way: if pij and pkl where uncorrelated the (2x2) matrix of covariance \
   would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 \
   standard deviations wide on each axis. <br>\
    Now, if both incidences are correlated (usual case) we diagonalised the inverse of the covariance matrix\
    and made the appropriate rotation to look at the uncorrelated principal directions.<br>\
   To be simple, these graphs help to understand the significativity of each parameter in relation to a second other one.<br> \n");
   
     cov[1]=1;
     tj=cptcoveff;
     if (cptcovn<1) {tj=1;ncodemax[1]=1;}
     j1=0;
     for(t=1; t<=tj;t++){
       for(i1=1; i1<=ncodemax[t];i1++){ 
         j1++;
         if  (cptcovn>0) {
           fprintf(ficresprob, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprob, "**********\n#\n");
           fprintf(ficresprobcov, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcov, "**********\n#\n");
           
           fprintf(ficgp, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficgp, "**********\n#\n");
           
           
           fprintf(fichtmcov, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(fichtmcov, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
           
           fprintf(ficresprobcor, "\n#********** Variable ");    
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcor, "**********\n#");    
         }
         
         for (age=bage; age<=fage; age ++){ 
           cov[2]=age;
           for (k=1; k<=cptcovn;k++) {
             cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
           }
           for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
           for (k=1; k<=cptcovprod;k++)
             cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
           
           gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
           trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
           gp=vector(1,(nlstate)*(nlstate+ndeath));
           gm=vector(1,(nlstate)*(nlstate+ndeath));
       
           for(theta=1; theta <=npar; theta++){
             for(i=1; i<=npar; i++)
               xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
             
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             
             k=0;
             for(i=1; i<= (nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gp[k]=pmmij[i][j];
               }
             }
             
             for(i=1; i<=npar; i++)
               xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
       
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             k=0;
             for(i=1; i<=(nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gm[k]=pmmij[i][j];
               }
             }
        
             for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
               gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
           }
   
           for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
             for(theta=1; theta <=npar; theta++)
               trgradg[j][theta]=gradg[theta][j];
           
           matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
           matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
           free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
           free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
   
           pmij(pmmij,cov,ncovmodel,x,nlstate);
           
           k=0;
           for(i=1; i<=(nlstate); i++){
             for(j=1; j<=(nlstate+ndeath);j++){
               k=k+1;
               mu[k][(int) age]=pmmij[i][j];
             }
           }
           for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
             for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
               varpij[i][j][(int)age] = doldm[i][j];
   
           /*printf("\n%d ",(int)age);
             for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             }*/
   
           fprintf(ficresprob,"\n%d ",(int)age);
           fprintf(ficresprobcov,"\n%d ",(int)age);
           fprintf(ficresprobcor,"\n%d ",(int)age);
   
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
             fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
             fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
           }
           i=0;
           for (k=1; k<=(nlstate);k++){
             for (l=1; l<=(nlstate+ndeath);l++){ 
               i=i++;
               fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
               fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
               for (j=1; j<=i;j++){
                 fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
                 fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
               }
             }
           }/* end of loop for state */
         } /* end of loop for age */
   
         /* Confidence intervalle of pij  */
         /*
           fprintf(ficgp,"\nunset parametric;unset label");
           fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
           fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
           fprintf(fichtm,"\n<br>Probability with  confidence intervals expressed in year<sup>-1</sup> :<a href=\"pijgr%s.png\">pijgr%s.png</A>, ",optionfilefiname,optionfilefiname);
           fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
           fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
           fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
         */
   
         /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
         first1=1;
         for (k2=1; k2<=(nlstate);k2++){
           for (l2=1; l2<=(nlstate+ndeath);l2++){ 
             if(l2==k2) continue;
             j=(k2-1)*(nlstate+ndeath)+l2;
             for (k1=1; k1<=(nlstate);k1++){
               for (l1=1; l1<=(nlstate+ndeath);l1++){ 
                 if(l1==k1) continue;
                 i=(k1-1)*(nlstate+ndeath)+l1;
                 if(i<=j) continue;
                 for (age=bage; age<=fage; age ++){ 
                   if ((int)age %5==0){
                     v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
                     v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     mu1=mu[i][(int) age]/stepm*YEARM ;
                     mu2=mu[j][(int) age]/stepm*YEARM;
                     c12=cv12/sqrt(v1*v2);
                     /* Computing eigen value of matrix of covariance */
                     lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     /* Eigen vectors */
                     v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
                     /*v21=sqrt(1.-v11*v11); *//* error */
                     v21=(lc1-v1)/cv12*v11;
                     v12=-v21;
                     v22=v11;
                     tnalp=v21/v11;
                     if(first1==1){
                       first1=0;
                       printf("%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tang %.3f\nOthers in log...\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     }
                     fprintf(ficlog,"%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tan %.3f\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     /*printf(fignu*/
                     /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
                     /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
                     if(first==1){
                       first=0;
                       fprintf(ficgp,"\nset parametric;unset label");
                       fprintf(ficgp,"\nset log y;set log x; set xlabel \"p%1d%1d (year-1)\";set ylabel \"p%1d%1d (year-1)\"",k1,l1,k2,l2);
                       fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
                       fprintf(fichtmcov,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
    :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
   %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br><img src=\"%s%d%1d%1d-%1d%1d.png\"> ",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nplot [-pi:pi] %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }else{
                       first=0;
                       fprintf(fichtmcov," %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\nreplot %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }/* if first */
                   } /* age mod 5 */
                 } /* end loop age */
                 fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                 first=1;
               } /*l12 */
             } /* k12 */
           } /*l1 */
         }/* k1 */
       } /* loop covariates */
     }
     free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
     free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
     free_matrix(doldm,1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
     free_matrix(dnewm,1,(nlstate)*(nlstate+ndeath),1,npar);
     free_vector(xp,1,npar);
     fclose(ficresprob);
     fclose(ficresprobcov);
     fclose(ficresprobcor);
     fflush(ficgp);
     fflush(fichtmcov);
   }
   
   
   /******************* Printing html file ***********/
   void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
                     int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
                     int popforecast, int estepm ,\
                     double jprev1, double mprev1,double anprev1, \
                     double jprev2, double mprev2,double anprev2){
     int jj1, k1, i1, cpt;
   
      fprintf(fichtm,"<ul><li><a href='#firstorder'>Result files (first order: no variance)</a>\n \
      <li><a href='#secondorder'>Result files (second order (variance)</a>\n \
   </ul>");
      fprintf(fichtm,"<ul><li><h4><a name='firstorder'>Result files (first order: no variance)</a></h4>\n \
    - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"%s\">%s</a> <br>\n ",
              jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,subdirf2(fileres,"p"),subdirf2(fileres,"p"));
      fprintf(fichtm,"\
    - Estimated transition probabilities over %d (stepm) months: <a href=\"%s\">%s</a><br>\n ",
              stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"));
      fprintf(fichtm,"\
    - Period (stable) prevalence in each health state: <a href=\"%s\">%s</a> <br>\n",
              subdirf2(fileres,"pl"),subdirf2(fileres,"pl"));
      fprintf(fichtm,"\
    - (a) Life expectancies by health status at initial age, ei. (b) health expectancies by health status at initial age, eij . If one or more covariates are included, specific tables for each value of the covariate are output in sequences within the same file (estepm=%2d months): \
      <a href=\"%s\">%s</a> <br>\n",
              estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
      fprintf(fichtm,"\
    - Population projections by age and states: \
      <a href=\"%s\">%s</a> <br>\n</li>", subdirf2(fileres,"f"),subdirf2(fileres,"f"));
   
   fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        /* Pij */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i, %d (stepm) months before: <a href=\"%s%d1.png\">%s%d1.png</a><br> \
   <img src=\"%s%d1.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1);     
        /* Quasi-incidences */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months\
    before but expressed in per year i.e. quasi incidences if stepm is small and probabilities too: <a href=\"%s%d2.png\">%s%d2.png</a><br> \
   <img src=\"%s%d2.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1); 
          /* Period (stable) prevalence in each health state */
          for(cpt=1; cpt<nlstate;cpt++){
            fprintf(fichtm,"<br>- Period (stable) prevalence in each health state : <a href=\"%s%d%d.png\">%s%d%d.png</a><br> \
   <img src=\"%s%d%d.png\">",subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1);
          }
        for(cpt=1; cpt<=nlstate;cpt++) {
           fprintf(fichtm,"\n<br>- Life expectancy by health state (%d) at initial age and its decomposition into health expectancies : <a href=\"%s%d%d.png\">%s%d%d.png</a> <br> \
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"exp"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,jj1);
        }
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
   
   
    fprintf(fichtm,"\
   \n<br><li><h4> <a name='secondorder'>Result files (second order: variances)</a></h4>\n\
    - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n", rfileres,rfileres);
   
    fprintf(fichtm," - Variance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"prob"),subdirf2(fileres,"prob"));
    fprintf(fichtm,"\
    - Variance-covariance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"probcov"),subdirf2(fileres,"probcov"));
   
    fprintf(fichtm,"\
    - Correlation matrix of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"probcor"),subdirf2(fileres,"probcor"));
    fprintf(fichtm,"\
    - Variances and covariances of health expectancies by age and <b>initial health status</b> (cov(e<sup>ij</sup>,e<sup>kl</sup>)(estepm=%2d months): \
      <a href=\"%s\">%s</a> <br>\n</li>",
              estepm,subdirf2(fileres,"cve"),subdirf2(fileres,"cve"));
    fprintf(fichtm,"\
    - (a) Health expectancies by health status at initial age (e<sup>ij</sup>) and standard errors (in parentheses) (b) life expectancies and standard errors (e<sup>i.</sup>=e<sup>i1</sup>+e<sup>i2</sup>+...)(estepm=%2d months): \
      <a href=\"%s\">%s</a> <br>\n</li>",
              estepm,subdirf2(fileres,"stde"),subdirf2(fileres,"stde"));
    fprintf(fichtm,"\
    - Variances and covariances of health expectancies by age. Status (i) based health expectancies (in state j), e<sup>ij</sup> are weighted by the period prevalences in each state i (if popbased=1, an additional computation is done using the cross-sectional prevalences, i.e population based) (estepm=%d months): <a href=\"%s\">%s</a><br>\n",
            estepm, subdirf2(fileres,"v"),subdirf2(fileres,"v"));
    fprintf(fichtm,"\
    - Total life expectancy and total health expectancies to be spent in each health state e<sup>.j</sup> with their standard errors (if popbased=1, an additional computation is done using the cross-sectional prevalences, i.e population based) (estepm=%d months): <a href=\"%s\">%s</a> <br>\n",
            estepm, subdirf2(fileres,"t"),subdirf2(fileres,"t"));
    fprintf(fichtm,"\
    - Standard deviation of period (stable) prevalences: <a href=\"%s\">%s</a> <br>\n",\
            subdirf2(fileres,"vpl"),subdirf2(fileres,"vpl"));
   
   /*  if(popforecast==1) fprintf(fichtm,"\n */
   /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
   /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
   /*      <br>",fileres,fileres,fileres,fileres); */
   /*  else  */
   /*    fprintf(fichtm,"\n No population forecast: popforecast = %d (instead of 1) or stepm = %d (instead of 1) or model=%s (instead of .)<br><br></li>\n",popforecast, stepm, model); */
    fflush(fichtm);
    fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        for(cpt=1; cpt<=nlstate;cpt++) {
          fprintf(fichtm,"<br>- Observed (cross-sectional) and period (incidence based) \
   prevalence (with 95%% confidence interval) in state (%d): %s%d%d.png <br>\
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"v"),cpt,jj1,subdirf2(optionfilefiname,"v"),cpt,jj1);  
        }
        fprintf(fichtm,"\n<br>- Total life expectancy by age and \
   health expectancies in states (1) and (2). If popbased=1 the smooth (due to the model) \
   true period expectancies (those weighted with period prevalences are also\
    drawn in addition to the population based expectancies computed using\
    observed and cahotic prevalences: %s%d.png<br>\
   <img src=\"%s%d.png\">",subdirf2(optionfilefiname,"e"),jj1,subdirf2(optionfilefiname,"e"),jj1);
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
    fflush(fichtm);
   }
   
   /******************* Gnuplot file **************/
   void printinggnuplot(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
   
     char dirfileres[132],optfileres[132];
     int m0,cpt=0,k1=0,i=0,k=0,j=0,jk=0,k2=0,k3=0,ij=0,l=0;
     int ng=0;
   /*   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) { */
   /*     printf("Problem with file %s",optionfilegnuplot); */
   /*     fprintf(ficlog,"Problem with file %s",optionfilegnuplot); */
   /*   } */
   
     /*#ifdef windows */
     fprintf(ficgp,"cd \"%s\" \n",pathc);
       /*#endif */
     m=pow(2,cptcoveff);
   
     strcpy(dirfileres,optionfilefiname);
     strcpy(optfileres,"vpl");
    /* 1eme*/
     for (cpt=1; cpt<= nlstate ; cpt ++) {
      for (k1=1; k1<= m ; k1 ++) {
        fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"v"),cpt,k1);
        fprintf(ficgp,"\n#set out \"v%s%d%d.png\" \n",optionfilefiname,cpt,k1);
        fprintf(ficgp,"set xlabel \"Age\" \n\
   set ylabel \"Probability\" \n\
   set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,subdirf2(fileres,"vpl"),k1-1,k1-1);
   
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else        fprintf(ficgp," \%%*lf (\%%*lf)");
        }
        fprintf(ficgp,"\" t\"Period (stable) prevalence\" w l 0,\"%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1);
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        } 
        fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1); 
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }  
        fprintf(ficgp,"\" t\"\" w l 1,\"%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",subdirf2(fileres,"p"),k1-1,k1-1,2+4*(cpt-1));
      }
     }
     /*2 eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       fprintf(ficgp,"\nset out \"%s%d.png\" \n",subdirf2(optionfilefiname,"e"),k1);
       fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
       
       for (i=1; i<= nlstate+1 ; i ++) {
         k=2*i;
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:2 \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
         else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         fprintf(ficgp,"\" t\"\" w l 0,");
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
         else fprintf(ficgp,"\" t\"\" w l 0,");
       }
     }
     
     /*3eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<= nlstate ; cpt ++) {
         /*       k=2+nlstate*(2*cpt-2); */
         k=2+(nlstate+1)*(cpt-1);
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"exp"),cpt,k1);
         fprintf(ficgp,"set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,subdirf2(fileres,"e"),k1-1,k1-1,k,cpt);
         /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           
         */
         for (i=1; i< nlstate ; i ++) {
           fprintf(ficgp," ,\"%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",subdirf2(fileres,"e"),k1-1,k1-1,k+i,cpt,i+1);
           /*      fprintf(ficgp," ,\"%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",subdirf2(fileres,"e"),k1-1,k1-1,k+2*i,cpt,i+1);*/
           
         } 
         fprintf(ficgp," ,\"%s\" every :::%d::%d u 1:%d t \"e%d.\" w l",subdirf2(fileres,"e"),k1-1,k1-1,k+nlstate,cpt);
       }
     }
     
     /* CV preval stable (period) */
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<=nlstate ; cpt ++) {
         k=3;
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"p"),cpt,k1);
         fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \n\
   set ter png small\nset size 0.65,0.65\n\
   unset log y\n\
   plot [%.f:%.f] \"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,subdirf2(fileres,"pij"),k1,k+cpt+1,k+1);
         
         for (i=1; i< nlstate ; i ++)
           fprintf(ficgp,"+$%d",k+i+1);
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
         
         l=3+(nlstate+ndeath)*cpt;
         fprintf(ficgp,",\"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",subdirf2(fileres,"pij"),k1,l+cpt+1,l+1);
         for (i=1; i< nlstate ; i ++) {
           l=3+(nlstate+ndeath)*cpt;
           fprintf(ficgp,"+$%d",l+i+1);
         }
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
       } 
     }  
     
     /* proba elementaires */
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) {
           for(j=1; j <=ncovmodel; j++){
             fprintf(ficgp,"p%d=%f ",jk,p[jk]);
             jk++; 
             fprintf(ficgp,"\n");
           }
         }
       }
      }
   
      for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
        for(jk=1; jk <=m; jk++) {
          fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"pe"),jk,ng); 
          if (ng==2)
            fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
          else
            fprintf(ficgp,"\nset title \"Probability\"\n");
          fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
          i=1;
          for(k2=1; k2<=nlstate; k2++) {
            k3=i;
            for(k=1; k<=(nlstate+ndeath); k++) {
              if (k != k2){
                if(ng==2)
                  fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
                else
                  fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
                ij=1;
                for(j=3; j <=ncovmodel; j++) {
                  if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                    fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                    ij++;
                  }
                  else
                    fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                }
                fprintf(ficgp,")/(1");
                
                for(k1=1; k1 <=nlstate; k1++){   
                  fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
                  ij=1;
                  for(j=3; j <=ncovmodel; j++){
                    if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                      fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                      ij++;
                    }
                    else
                      fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                  }
                  fprintf(ficgp,")");
                }
                fprintf(ficgp,") t \"p%d%d\" ", k2,k);
                if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
                i=i+ncovmodel;
              }
            } /* end k */
          } /* end k2 */
        } /* end jk */
      } /* end ng */
      fflush(ficgp); 
   }  /* end gnuplot */
   
   
   /*************** Moving average **************/
   int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
   
     int i, cpt, cptcod;
     int modcovmax =1;
     int mobilavrange, mob;
     double age;
   
     modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
                              a covariate has 2 modalities */
     if (cptcovn<1) modcovmax=1; /* At least 1 pass */
   
     if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
       if(mobilav==1) mobilavrange=5; /* default */
       else mobilavrange=mobilav;
       for (age=bage; age<=fage; age++)
         for (i=1; i<=nlstate;i++)
           for (cptcod=1;cptcod<=modcovmax;cptcod++)
             mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
       /* We keep the original values on the extreme ages bage, fage and for 
          fage+1 and bage-1 we use a 3 terms moving average; for fage+2 bage+2
          we use a 5 terms etc. until the borders are no more concerned. 
       */ 
       for (mob=3;mob <=mobilavrange;mob=mob+2){
         for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
           for (i=1; i<=nlstate;i++){
             for (cptcod=1;cptcod<=modcovmax;cptcod++){
               mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
                 for (cpt=1;cpt<=(mob-1)/2;cpt++){
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
                 }
               mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
             }
           }
         }/* end age */
       }/* end mob */
     }else return -1;
     return 0;
   }/* End movingaverage */
   
   
   /************** Forecasting ******************/
   prevforecast(char fileres[], double anproj1, double mproj1, double jproj1, double ageminpar, double agemax, double dateprev1, double dateprev2, int mobilav, double bage, double fage, int firstpass, int lastpass, double anproj2, double p[], int cptcoveff){
     /* proj1, year, month, day of starting projection 
        agemin, agemax range of age
        dateprev1 dateprev2 range of dates during which prevalence is computed
        anproj2 year of en of projection (same day and month as proj1).
     */
     int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
     int *popage;
     double agec; /* generic age */
     double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
     double *popeffectif,*popcount;
     double ***p3mat;
     double ***mobaverage;
     char fileresf[FILENAMELENGTH];
   
     agelim=AGESUP;
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
    
     strcpy(fileresf,"f"); 
     strcat(fileresf,fileres);
     if((ficresf=fopen(fileresf,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", fileresf);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
     }
     printf("Computing forecasting: result on file '%s' \n", fileresf);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     if(estepm < stepm){
       printf ("Problem %d lower than %d\n",estepm, stepm);
     }
     else  hstepm=estepm;   
   
     hstepm=hstepm/stepm; 
     yp1=modf(dateintmean,&yp);/* extracts integral of datemean in yp  and
                                  fractional in yp1 */
     anprojmean=yp;
     yp2=modf((yp1*12),&yp);
     mprojmean=yp;
     yp1=modf((yp2*30.5),&yp);
     jprojmean=yp;
     if(jprojmean==0) jprojmean=1;
     if(mprojmean==0) jprojmean=1;
   
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
     
     fprintf(ficresf,"# Mean day of interviews %.lf/%.lf/%.lf (%.2f) between %.2f and %.2f \n",jprojmean,mprojmean,anprojmean,dateintmean,dateprev1,dateprev2); 
     
     fprintf(ficresf,"#****** Routine prevforecast **\n");
   
   /*            if (h==(int)(YEARM*yearp)){ */
     for(cptcov=1, k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficresf,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficresf," V%d=%d, hpijx=probability over h years, hp.jx is weighted by observed prev ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficresf,"******\n");
         fprintf(ficresf,"# Covariate valuofcovar yearproj age");
         for(j=1; j<=nlstate+ndeath;j++){ 
           for(i=1; i<=nlstate;i++)              
             fprintf(ficresf," p%d%d",i,j);
           fprintf(ficresf," p.%d",j);
         }
         for (yearp=0; yearp<=(anproj2-anproj1);yearp +=stepsize) { 
           fprintf(ficresf,"\n");
           fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+yearp);   
   
           for (agec=fage; agec>=(ageminpar-1); agec--){ 
             nhstepm=(int) rint((agelim-agec)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agec,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h*hstepm/YEARM*stepm ==yearp) {
                 fprintf(ficresf,"\n");
                 for(j=1;j<=cptcoveff;j++) 
                   fprintf(ficresf,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
                 fprintf(ficresf,"%.f %.f ",anproj1+yearp,agec+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 ppij=0.;
                 for(i=1; i<=nlstate;i++) {
                   if (mobilav==1) 
                     ppij=ppij+p3mat[i][j][h]*mobaverage[(int)agec][i][cptcod];
                   else {
                     ppij=ppij+p3mat[i][j][h]*probs[(int)(agec)][i][cptcod];
                   }
                   if (h*hstepm/YEARM*stepm== yearp) {
                     fprintf(ficresf," %.3f", p3mat[i][j][h]);
                   }
                 } /* end i */
                 if (h*hstepm/YEARM*stepm==yearp) {
                   fprintf(ficresf," %.3f", ppij);
                 }
               }/* end j */
             } /* end h */
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           } /* end agec */
         } /* end yearp */
       } /* end cptcod */
     } /* end  cptcov */
          
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     fclose(ficresf);
   }
   
   /************** Forecasting *****not tested NB*************/
   populforecast(char fileres[], double anpyram,double mpyram,double jpyram,double ageminpar, double agemax,double dateprev1, double dateprev2, int mobilav, double agedeb, double fage, int popforecast, char popfile[], double anpyram1,double p[], int i2){
     
     int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
     int *popage;
     double calagedatem, agelim, kk1, kk2;
     double *popeffectif,*popcount;
     double ***p3mat,***tabpop,***tabpopprev;
     double ***mobaverage;
     char filerespop[FILENAMELENGTH];
   
     tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     agelim=AGESUP;
     calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
     
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     
     
     strcpy(filerespop,"pop"); 
     strcat(filerespop,fileres);
     if((ficrespop=fopen(filerespop,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", filerespop);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
     }
     printf("Computing forecasting: result on file '%s' \n", filerespop);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     
     agelim=AGESUP;
     
     hstepm=1;
     hstepm=hstepm/stepm; 
     
     if (popforecast==1) {
       if((ficpop=fopen(popfile,"r"))==NULL) {
         printf("Problem with population file : %s\n",popfile);exit(0);
         fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
       } 
       popage=ivector(0,AGESUP);
       popeffectif=vector(0,AGESUP);
       popcount=vector(0,AGESUP);
       
       i=1;   
       while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
      
       imx=i;
       for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
     }
   
     for(cptcov=1,k=0;cptcov<=i2;cptcov++){
      for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficrespop,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespop,"******\n");
         fprintf(ficrespop,"# Age");
         for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
         if (popforecast==1)  fprintf(ficrespop," [Population]");
         
         for (cpt=0; cpt<=0;cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   if (mobilav==1) 
                     kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
                   else {
                     kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
                   }
                 }
                 if (h==(int)(calagedatem+12*cpt)){
                   tabpop[(int)(agedeb)][j][cptcod]=kk1;
                     /*fprintf(ficrespop," %.3f", kk1);
                       if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
                 }
               }
               for(i=1; i<=nlstate;i++){
                 kk1=0.;
                   for(j=1; j<=nlstate;j++){
                     kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
                   }
                     tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
               }
   
               if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
                 fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
    
     /******/
   
         for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];    
                 }
                 if (h==(int)(calagedatem+12*cpt)) fprintf(ficresf," %15.2f", kk1);        
               }
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
      } 
     }
    
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     if (popforecast==1) {
       free_ivector(popage,0,AGESUP);
       free_vector(popeffectif,0,AGESUP);
       free_vector(popcount,0,AGESUP);
     }
     free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficrespop);
   } /* End of popforecast */
   
   int fileappend(FILE *fichier, char *optionfich)
   {
     if((fichier=fopen(optionfich,"a"))==NULL) {
       printf("Problem with file: %s\n", optionfich);
       fprintf(ficlog,"Problem with file: %s\n", optionfich);
       return (0);
     }
     fflush(fichier);
     return (1);
   }
   
   
   /**************** function prwizard **********************/
   void prwizard(int ncovmodel, int nlstate, int ndeath,  char model[], FILE *ficparo)
   {
   
     /* Wizard to print covariance matrix template */
   
     char ca[32], cb[32], cc[32];
     int i,j, k, l, li, lj, lk, ll, jj, npar, itimes;
     int numlinepar;
   
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficparo,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         /*ca[0]= k+'a'-1;ca[1]='\0';*/
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           /*        printf(" %lf",param[i][j][k]); */
           /*        fprintf(ficparo," %lf",param[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficparo,"# Scales (for hessian or gradient estimation)\n");
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/ 
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         fprintf(ficparo,"%1d%1d",i,j);
         printf("%1d%1d",i,j);
         fflush(stdout);
         for(k=1; k<=ncovmodel;k++){
           /*      printf(" %le",delti3[i][j][k]); */
           /*      fprintf(ficparo," %le",delti3[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         numlinepar++;
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Covariance matrix\n");
   /* # 121 Var(a12)\n\ */
   /* # 122 Cov(b12,a12) Var(b12)\n\ */
   /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
   /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
   /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
   /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
   /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
   /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
     fflush(stdout);
     fprintf(ficparo,"# Covariance matrix\n");
     /* # 121 Var(a12)\n\ */
     /* # 122 Cov(b12,a12) Var(b12)\n\ */
     /* #   ...\n\ */
     /* # 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n" */
     
     for(itimes=1;itimes<=2;itimes++){
       jj=0;
       for(i=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath; j++){
           if(j==i) continue;
           for(k=1; k<=ncovmodel;k++){
             jj++;
             ca[0]= k+'a'-1;ca[1]='\0';
             if(itimes==1){
               printf("#%1d%1d%d",i,j,k);
               fprintf(ficparo,"#%1d%1d%d",i,j,k);
             }else{
               printf("%1d%1d%d",i,j,k);
               fprintf(ficparo,"%1d%1d%d",i,j,k);
               /*  printf(" %.5le",matcov[i][j]); */
             }
             ll=0;
             for(li=1;li <=nlstate; li++){
               for(lj=1;lj <=nlstate+ndeath; lj++){
                 if(lj==li) continue;
                 for(lk=1;lk<=ncovmodel;lk++){
                   ll++;
                   if(ll<=jj){
                     cb[0]= lk +'a'-1;cb[1]='\0';
                     if(ll<jj){
                       if(itimes==1){
                         printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         fprintf(ficparo," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }else{
                       if(itimes==1){
                         printf(" Var(%s%1d%1d)",ca,i,j);
                         fprintf(ficparo," Var(%s%1d%1d)",ca,i,j);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }
                   }
                 } /* end lk */
               } /* end lj */
             } /* end li */
             printf("\n");
             fprintf(ficparo,"\n");
             numlinepar++;
           } /* end k*/
         } /*end j */
       } /* end i */
     } /* end itimes */
   
   } /* end of prwizard */
   /******************* Gompertz Likelihood ******************************/
   double gompertz(double x[])
   { 
     double A,B,L=0.0,sump=0.,num=0.;
     int i,n=0; /* n is the size of the sample */
   
     for (i=0;i<=imx-1 ; i++) {
       sump=sump+weight[i];
       /*    sump=sump+1;*/
       num=num+1;
     }
    
    
     /* for (i=0; i<=imx; i++) 
        if (wav[i]>0) printf("i=%d ageex=%lf agecens=%lf agedc=%lf cens=%d %d\n" ,i,ageexmed[i],agecens[i],agedc[i],cens[i],wav[i]);*/
   
     for (i=1;i<=imx ; i++)
       {
         if (cens[i] == 1 && wav[i]>1)
           A=-x[1]/(x[2])*(exp(x[2]*(agecens[i]-agegomp))-exp(x[2]*(ageexmed[i]-agegomp)));
         
         if (cens[i] == 0 && wav[i]>1)
           A=-x[1]/(x[2])*(exp(x[2]*(agedc[i]-agegomp))-exp(x[2]*(ageexmed[i]-agegomp)))
                +log(x[1]/YEARM)+x[2]*(agedc[i]-agegomp)+log(YEARM);  
         
         /*if (wav[i] > 1 && agecens[i] > 15) {*/ /* ??? */
         if (wav[i] > 1 ) { /* ??? */
           L=L+A*weight[i];
           /*      printf("\ni=%d A=%f L=%lf x[1]=%lf x[2]=%lf ageex=%lf agecens=%lf cens=%d agedc=%lf weight=%lf\n",i,A,L,x[1],x[2],ageexmed[i]*12,agecens[i]*12,cens[i],agedc[i]*12,weight[i]);*/
         }
       }
   
    /*printf("x1=%2.9f x2=%2.9f x3=%2.9f L=%f\n",x[1],x[2],x[3],L);*/
    
     return -2*L*num/sump;
   }
   
   /******************* Printing html file ***********/
   void printinghtmlmort(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
                     int imx,  double p[],double **matcov,double agemortsup){
     int i,k;
   
     fprintf(fichtm,"<ul><li><h4>Result files </h4>\n Force of mortality. Parameters of the Gompertz fit (with confidence interval in brackets):<br>");
     fprintf(fichtm,"  mu(age) =%lf*exp(%lf*(age-%d)) per year<br><br>",p[1],p[2],agegomp);
     for (i=1;i<=2;i++) 
       fprintf(fichtm," p[%d] = %lf [%f ; %f]<br>\n",i,p[i],p[i]-2*sqrt(matcov[i][i]),p[i]+2*sqrt(matcov[i][i]));
     fprintf(fichtm,"<br><br><img src=\"graphmort.png\">");
     fprintf(fichtm,"</ul>");
   
   fprintf(fichtm,"<ul><li><h4>Life table</h4>\n <br>");
   
    fprintf(fichtm,"\nAge   l<inf>x</inf>     q<inf>x</inf> d(x,x+1)    L<inf>x</inf>     T<inf>x</inf>     e<infx</inf><br>");
   
    for (k=agegomp;k<(agemortsup-2);k++) 
      fprintf(fichtm,"%d %.0lf %lf %.0lf %.0lf %.0lf %lf<br>\n",k,lsurv[k],p[1]*exp(p[2]*(k-agegomp)),(p[1]*exp(p[2]*(k-agegomp)))*lsurv[k],lpop[k],tpop[k],tpop[k]/lsurv[k]);
   
    
     fflush(fichtm);
   }
   
   /******************* Gnuplot file **************/
   void printinggnuplotmort(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
   
     char dirfileres[132],optfileres[132];
     int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
     int ng;
   
   
     /*#ifdef windows */
     fprintf(ficgp,"cd \"%s\" \n",pathc);
       /*#endif */
   
   
     strcpy(dirfileres,optionfilefiname);
     strcpy(optfileres,"vpl");
     fprintf(ficgp,"set out \"graphmort.png\"\n "); 
     fprintf(ficgp,"set xlabel \"Age\"\n set ylabel \"Force of mortality (per year)\" \n "); 
     fprintf(ficgp, "set ter png small\n set log y\n"); 
     fprintf(ficgp, "set size 0.65,0.65\n");
     fprintf(ficgp,"plot [%d:100] %lf*exp(%lf*(x-%d))",agegomp,p[1],p[2],agegomp);
   
   } 
   
   
   
   
   
   /***********************************************/
   /**************** Main Program *****************/
   /***********************************************/
   
   int main(int argc, char *argv[])
   {
     int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
     int i,j, k, n=MAXN,iter,m,size=100,cptcode, cptcod;
     int linei, month, year,iout;
     int jj, ll, li, lj, lk, imk;
     int numlinepar=0; /* Current linenumber of parameter file */
     int itimes;
     int NDIM=2;
     int vpopbased=0;
   
     char ca[32], cb[32], cc[32];
     char dummy[]="                         ";
     /*  FILE *fichtm; *//* Html File */
     /* FILE *ficgp;*/ /*Gnuplot File */
     struct stat info;
     double agedeb, agefin,hf;
     double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
   
     double fret;
     double **xi,tmp,delta;
   
     double dum; /* Dummy variable */
     double ***p3mat;
     double ***mobaverage;
     int *indx;
     char line[MAXLINE], linepar[MAXLINE];
     char linetmp[MAXLINE];
       char path[MAXLINE],pathc[MAXLINE],pathcd[MAXLINE],pathtot[MAXLINE],model[MAXLINE];
     char pathr[MAXLINE], pathimach[MAXLINE]; 
     char **bp, *tok, *val; /* pathtot */
     int firstobs=1, lastobs=10;
     int sdeb, sfin; /* Status at beginning and end */
     int c,  h , cpt,l;
     int ju,jl, mi;
     int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
     int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,*tab; 
     int mobilavproj=0 , prevfcast=0 ; /* moving average of prev, If prevfcast=1 prevalence projection */
     int mobilav=0,popforecast=0;
     int hstepm, nhstepm;
     int agemortsup;
     float  sumlpop=0.;
     double jprev1=1, mprev1=1,anprev1=2000,jprev2=1, mprev2=1,anprev2=2000;
     double jpyram=1, mpyram=1,anpyram=2000,jpyram1=1, mpyram1=1,anpyram1=2000;
   
     double bage, fage, age, agelim, agebase;
     double ftolpl=FTOL;
     double **prlim;
     double *severity;
     double ***param; /* Matrix of parameters */
     double  *p;
     double **matcov; /* Matrix of covariance */
     double ***delti3; /* Scale */
     double *delti; /* Scale */
     double ***eij, ***vareij;
     double **varpl; /* Variances of prevalence limits by age */
     double *epj, vepp;
     double kk1, kk2;
     double dateprev1, dateprev2,jproj1=1,mproj1=1,anproj1=2000,jproj2=1,mproj2=1,anproj2=2000;
     double **ximort;
     char *alph[]={"a","a","b","c","d","e"}, str[4];
     int *dcwave;
   
     char z[1]="c", occ;
   
     char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
     char  *strt, strtend[80];
     char *stratrunc;
     int lstra;
   
     long total_usecs;
    
   /*   setlocale (LC_ALL, ""); */
   /*   bindtextdomain (PACKAGE, LOCALEDIR); */
   /*   textdomain (PACKAGE); */
   /*   setlocale (LC_CTYPE, ""); */
   /*   setlocale (LC_MESSAGES, ""); */
   
     /*   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
     (void) gettimeofday(&start_time,&tzp);
     curr_time=start_time;
     tm = *localtime(&start_time.tv_sec);
     tmg = *gmtime(&start_time.tv_sec);
     strcpy(strstart,asctime(&tm));
   
   /*  printf("Localtime (at start)=%s",strstart); */
   /*  tp.tv_sec = tp.tv_sec +86400; */
   /*  tm = *localtime(&start_time.tv_sec); */
   /*   tmg.tm_year=tmg.tm_year +dsign*dyear; */
   /*   tmg.tm_mon=tmg.tm_mon +dsign*dmonth; */
   /*   tmg.tm_hour=tmg.tm_hour + 1; */
   /*   tp.tv_sec = mktime(&tmg); */
   /*   strt=asctime(&tmg); */
   /*   printf("Time(after) =%s",strstart);  */
   /*  (void) time (&time_value);
   *  printf("time=%d,t-=%d\n",time_value,time_value-86400);
   *  tm = *localtime(&time_value);
   *  strstart=asctime(&tm);
   *  printf("tim_value=%d,asctime=%s\n",time_value,strstart); 
   */
   
     nberr=0; /* Number of errors and warnings */
     nbwarn=0;
     getcwd(pathcd, size);
   
     printf("\n%s\n%s",version,fullversion);
     if(argc <=1){
       printf("\nEnter the parameter file name: ");
       fgets(pathr,FILENAMELENGTH,stdin);
       i=strlen(pathr);
       if(pathr[i-1]=='\n')
         pathr[i-1]='\0';
      for (tok = pathr; tok != NULL; ){
         printf("Pathr |%s|\n",pathr);
         while ((val = strsep(&tok, "\"" )) != NULL && *val == '\0');
         printf("val= |%s| pathr=%s\n",val,pathr);
         strcpy (pathtot, val);
         if(pathr[0] == '\0') break; /* Dirty */
       }
     }
     else{
       strcpy(pathtot,argv[1]);
     }
     /*if(getcwd(pathcd, MAXLINE)!= NULL)printf ("Error pathcd\n");*/
     /*cygwin_split_path(pathtot,path,optionfile);
       printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
     /* cutv(path,optionfile,pathtot,'\\');*/
   
     /* Split argv[0], imach program to get pathimach */
     printf("\nargv[0]=%s argv[1]=%s, \n",argv[0],argv[1]);
     split(argv[0],pathimach,optionfile,optionfilext,optionfilefiname);
     printf("\nargv[0]=%s pathimach=%s, \noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",argv[0],pathimach,optionfile,optionfilext,optionfilefiname);
    /*   strcpy(pathimach,argv[0]); */
     /* Split argv[1]=pathtot, parameter file name to get path, optionfile, extension and name */
     split(pathtot,path,optionfile,optionfilext,optionfilefiname);
     printf("\npathtot=%s,\npath=%s,\noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     chdir(path); /* Can be a relative path */
     if(getcwd(pathcd,MAXLINE) > 0) /* So pathcd is the full path */
       printf("Current directory %s!\n",pathcd);
     strcpy(command,"mkdir ");
     strcat(command,optionfilefiname);
     if((outcmd=system(command)) != 0){
       printf("Problem creating directory or it already exists %s%s, err=%d\n",path,optionfilefiname,outcmd);
       /* fprintf(ficlog,"Problem creating directory %s%s\n",path,optionfilefiname); */
       /* fclose(ficlog); */
   /*     exit(1); */
     }
   /*   if((imk=mkdir(optionfilefiname))<0){ */
   /*     perror("mkdir"); */
   /*   } */
   
     /*-------- arguments in the command line --------*/
   
     /* Log file */
     strcat(filelog, optionfilefiname);
     strcat(filelog,".log");    /* */
     if((ficlog=fopen(filelog,"w"))==NULL)    {
       printf("Problem with logfile %s\n",filelog);
       goto end;
     }
     fprintf(ficlog,"Log filename:%s\n",filelog);
     fprintf(ficlog,"\n%s\n%s",version,fullversion);
     fprintf(ficlog,"\nEnter the parameter file name: \n");
     fprintf(ficlog,"pathimach=%s\npathtot=%s\n\
    path=%s \n\
    optionfile=%s\n\
    optionfilext=%s\n\
    optionfilefiname=%s\n",pathimach,pathtot,path,optionfile,optionfilext,optionfilefiname);
   
     printf("Local time (at start):%s",strstart);
     fprintf(ficlog,"Local time (at start): %s",strstart);
     fflush(ficlog);
   /*   (void) gettimeofday(&curr_time,&tzp); */
   /*   printf("Elapsed time %d\n", asc_diff_time(curr_time.tv_sec-start_time.tv_sec,tmpout)); */
   
     /* */
     strcpy(fileres,"r");
     strcat(fileres, optionfilefiname);
     strcat(fileres,".txt");    /* Other files have txt extension */
   
     /*---------arguments file --------*/
   
     if((ficpar=fopen(optionfile,"r"))==NULL)    {
       printf("Problem with optionfile %s\n",optionfile);
       fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
       fflush(ficlog);
       goto end;
     }
   
   
   
     strcpy(filereso,"o");
     strcat(filereso,fileres);
     if((ficparo=fopen(filereso,"w"))==NULL) { /* opened on subdirectory */
       printf("Problem with Output resultfile: %s\n", filereso);
       fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
       fflush(ficlog);
       goto end;
     }
   
     /* Reads comments: lines beginning with '#' */
     numlinepar=0;
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
     numlinepar++;
     printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model);
     fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fprintf(ficlog,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fflush(ficlog);
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
      
     covar=matrix(0,NCOVMAX,1,n); 
     cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
     if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
     /* where is ncovprod ?*/
     ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age : v1+v2+v3+v2*v4+v5*age makes 5+2=7*/
     nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
     nforces= (nlstate+ndeath-1)*nlstate; /* Number of forces ij from state i to j */
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters like aij*/
     if(npar >MAXPARM || nlstate >NLSTATEMAX || ndeath >NDEATHMAX || ncovmodel>NCOVMAX){
       printf("Too complex model for current IMaCh: npar=(nlstate+ndeath-1)*nlstate*ncovmodel=%d >= %d(MAXPARM) or nlstate=%d >= %d(NLSTATEMAX) or ndeath=%d >= %d(NDEATHMAX) or ncovmodel=(k+age+#of+signs)=%d(NCOVMAX) >= %d\n",npar, MAXPARM, nlstate, NLSTATEMAX, ndeath, NDEATHMAX, ncovmodel, NCOVMAX);
       fprintf(ficlog,"Too complex model for current IMaCh: %d >=%d(MAXPARM) or %d >=%d(NLSTATEMAX) or %d >=%d(NDEATHMAX) or %d(NCOVMAX) >=%d\n",npar, MAXPARM, nlstate, NLSTATEMAX, ndeath, NDEATHMAX, ncovmodel, NCOVMAX);
       fflush(stdout);
       fclose (ficlog);
       goto end;
     }
     delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     delti=delti3[1][1];
     /*delti=vector(1,npar); *//* Scale of each paramater (output from hesscov)*/
     if(mle==-1){ /* Print a wizard for help writing covariance matrix */
       prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
       printf(" You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       fprintf(ficlog," You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
       fclose (ficparo);
       fclose (ficlog);
       goto end;
       exit(0);
     }
     else if(mle==-3) {
       prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
       printf(" You choose mle=-3, look at file %s for a template of covariance matrix \n",filereso);
       fprintf(ficlog," You choose mle=-3, look at file %s for a template of covariance matrix \n",filereso);
       param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
       matcov=matrix(1,npar,1,npar);
     }
     else{
       /* Read guess parameters */
       /* Reads comments: lines beginning with '#' */
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         numlinepar++;
         puts(line);
         fputs(line,ficparo);
         fputs(line,ficlog);
       }
       ungetc(c,ficpar);
       
       param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
       for(i=1; i <=nlstate; i++){
         j=0;
         for(jj=1; jj <=nlstate+ndeath; jj++){
           if(jj==i) continue;
           j++;
           fscanf(ficpar,"%1d%1d",&i1,&j1);
           if ((i1 != i) && (j1 != j)){
             printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n \
   It might be a problem of design; if ncovcol and the model are correct\n \
   run imach with mle=-1 to get a correct template of the parameter file.\n",numlinepar, i,j, i1, j1);
             exit(1);
           }
           fprintf(ficparo,"%1d%1d",i1,j1);
           if(mle==1)
             printf("%1d%1d",i,j);
           fprintf(ficlog,"%1d%1d",i,j);
           for(k=1; k<=ncovmodel;k++){
             fscanf(ficpar," %lf",&param[i][j][k]);
             if(mle==1){
               printf(" %lf",param[i][j][k]);
               fprintf(ficlog," %lf",param[i][j][k]);
             }
             else
               fprintf(ficlog," %lf",param[i][j][k]);
             fprintf(ficparo," %lf",param[i][j][k]);
           }
           fscanf(ficpar,"\n");
           numlinepar++;
           if(mle==1)
             printf("\n");
           fprintf(ficlog,"\n");
           fprintf(ficparo,"\n");
         }
       }  
       fflush(ficlog);
   
       p=param[1][1];
       
       /* Reads comments: lines beginning with '#' */
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         numlinepar++;
         puts(line);
         fputs(line,ficparo);
         fputs(line,ficlog);
       }
       ungetc(c,ficpar);
   
       for(i=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath-1; j++){
           fscanf(ficpar,"%1d%1d",&i1,&j1);
           if ((i1-i)*(j1-j)!=0){
             printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
             exit(1);
           }
           printf("%1d%1d",i,j);
           fprintf(ficparo,"%1d%1d",i1,j1);
           fprintf(ficlog,"%1d%1d",i1,j1);
           for(k=1; k<=ncovmodel;k++){
             fscanf(ficpar,"%le",&delti3[i][j][k]);
             printf(" %le",delti3[i][j][k]);
             fprintf(ficparo," %le",delti3[i][j][k]);
             fprintf(ficlog," %le",delti3[i][j][k]);
           }
           fscanf(ficpar,"\n");
           numlinepar++;
           printf("\n");
           fprintf(ficparo,"\n");
           fprintf(ficlog,"\n");
         }
       }
       fflush(ficlog);
   
       delti=delti3[1][1];
   
   
       /* free_ma3x(delti3,1,nlstate,1,nlstate+ndeath-1,1,ncovmodel); */ /* Hasn't to to freed here otherwise delti is no more allocated */
     
       /* Reads comments: lines beginning with '#' */
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         numlinepar++;
         puts(line);
         fputs(line,ficparo);
         fputs(line,ficlog);
       }
       ungetc(c,ficpar);
     
       matcov=matrix(1,npar,1,npar);
       for(i=1; i <=npar; i++)
         for(j=1; j <=npar; j++) matcov[i][j]=0.;
         
       for(i=1; i <=npar; i++){
         fscanf(ficpar,"%s",&str);
         if(mle==1)
           printf("%s",str);
         fprintf(ficlog,"%s",str);
         fprintf(ficparo,"%s",str);
         for(j=1; j <=i; j++){
           fscanf(ficpar," %le",&matcov[i][j]);
           if(mle==1){
             printf(" %.5le",matcov[i][j]);
           }
           fprintf(ficlog," %.5le",matcov[i][j]);
           fprintf(ficparo," %.5le",matcov[i][j]);
         }
         fscanf(ficpar,"\n");
         numlinepar++;
         if(mle==1)
           printf("\n");
         fprintf(ficlog,"\n");
         fprintf(ficparo,"\n");
       }
       for(i=1; i <=npar; i++)
         for(j=i+1;j<=npar;j++)
           matcov[i][j]=matcov[j][i];
       
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       
       fflush(ficlog);
       
       /*-------- Rewriting parameter file ----------*/
       strcpy(rfileres,"r");    /* "Rparameterfile */
       strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
       strcat(rfileres,".");    /* */
       strcat(rfileres,optionfilext);    /* Other files have txt extension */
       if((ficres =fopen(rfileres,"w"))==NULL) {
         printf("Problem writing new parameter file: %s\n", fileres);goto end;
         fprintf(ficlog,"Problem writing new parameter file: %s\n", fileres);goto end;
       }
       fprintf(ficres,"#%s\n",version);
     }    /* End of mle != -3 */
   
     /*-------- data file ----------*/
     if((fic=fopen(datafile,"r"))==NULL)    {
       printf("Problem while opening datafile: %s\n", datafile);goto end;
       fprintf(ficlog,"Problem while opening datafile: %s\n", datafile);goto end;
     }
   
     n= lastobs;
     severity = vector(1,maxwav);
     outcome=imatrix(1,maxwav+1,1,n);
     num=lvector(1,n);
     moisnais=vector(1,n);
     annais=vector(1,n);
     moisdc=vector(1,n);
     andc=vector(1,n);
     agedc=vector(1,n);
     cod=ivector(1,n);
     weight=vector(1,n);
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
     mint=matrix(1,maxwav,1,n);
     anint=matrix(1,maxwav,1,n);
     s=imatrix(1,maxwav+1,1,n); /* s[i][j] health state for wave i and individual j */ 
     tab=ivector(1,NCOVMAX);
     ncodemax=ivector(1,8);
   
     i=1;
     linei=0;
     while ((fgets(line, MAXLINE, fic) != NULL) &&((i >= firstobs) && (i <=lastobs))) {
       linei=linei+1;
       for(j=strlen(line); j>=0;j--){  /* Untabifies line */
         if(line[j] == '\t')
           line[j] = ' ';
       }
       for(j=strlen(line)-1; (line[j]==' ')||(line[j]==10)||(line[j]==13);j--){
         ;
       };
       line[j+1]=0;  /* Trims blanks at end of line */
       if(line[0]=='#'){
         fprintf(ficlog,"Comment line\n%s\n",line);
         printf("Comment line\n%s\n",line);
         continue;
       }
       trimbb(linetmp,line); /* Trims multiple blanks in line */
       for (j=0; line[j]!='\0';j++){
         line[j]=linetmp[j];
       }
     
   
       for (j=maxwav;j>=1;j--){
         cutv(stra, strb,line,' '); 
         if(strb[0]=='.') { /* Missing status */
           lval=-1;
         }else{
           errno=0;
           lval=strtol(strb,&endptr,10); 
         /*        if (errno == ERANGE && (lval == LONG_MAX || lval == LONG_MIN))*/
           if( strb[0]=='\0' || (*endptr != '\0')){
             printf("Error reading data around '%s' at line number %ld for individual %d, '%s'\nShould be a status of wave %d. Setting maxwav=%d might be wrong.  Exiting.\n", strb, linei,i,line,j,maxwav);
             fprintf(ficlog,"Error reading data around '%s' at line number %ld for individual %d, '%s'\nShould be a status of wave %d. Setting maxwav=%d might be wrong.  Exiting.\n", strb, linei,i,line,j,maxwav);fflush(ficlog);
             goto end;
           }
         }
         s[j][i]=lval;
         
         strcpy(line,stra);
         cutv(stra, strb,line,' ');
         if(iout=sscanf(strb,"%d/%d",&month, &year) != 0){
         }
         else  if(iout=sscanf(strb,"%s.") != 0){
           month=99;
           year=9999;
         }else{
           printf("Error reading data around '%s' at line number %ld for individual %d, '%s'\nShould be a date of interview (mm/yyyy or .) at wave %d.  Exiting.\n",strb, linei,i, line,j);
           fprintf(ficlog,"Error reading data around '%s' at line number %ld for individual %d, '%s'\nShould be a date of interview (mm/yyyy or .) at wave %d.  Exiting.\n",strb, linei,i, line,j);fflush(ficlog);
           goto end;
         }
         anint[j][i]= (double) year; 
         mint[j][i]= (double)month; 
         strcpy(line,stra);
       } /* ENd Waves */
       
       cutv(stra, strb,line,' '); 
       if(iout=sscanf(strb,"%d/%d",&month, &year) != 0){
       }
       else  if(iout=sscanf(strb,"%s.",dummy) != 0){
         month=99;
         year=9999;
       }else{
         printf("Error reading data around '%s' at line number %ld for individual %d, '%s'\nShould be a date of death (mm/yyyy or .).  Exiting.\n",strb, linei,i,line);
           fprintf(ficlog,"Error reading data around '%s' at line number %ld for individual %d, '%s'\nShould be a date of death (mm/yyyy or .).  Exiting.\n",strb, linei,i,line);fflush(ficlog);
           goto end;
       }
       andc[i]=(double) year; 
       moisdc[i]=(double) month; 
       strcpy(line,stra);
       
       cutv(stra, strb,line,' '); 
       if(iout=sscanf(strb,"%d/%d",&month, &year) != 0){
       }
       else  if(iout=sscanf(strb,"%s.") != 0){
         month=99;
         year=9999;
       }else{
         printf("Error reading data around '%s' at line number %ld %s for individual %d, '%s'\nShould be a date of birth (mm/yyyy or .).  Exiting.\n",strb, linei,i,line,j);
         fprintf(ficlog,"Error reading data around '%s' at line number %ld %s for individual %d, '%s'\nShould be a date of birth (mm/yyyy or .).  Exiting.\n",strb, linei,i,line,j);fflush(ficlog);
           goto end;
       }
       annais[i]=(double)(year);
       moisnais[i]=(double)(month); 
       strcpy(line,stra);
       
       cutv(stra, strb,line,' '); 
       errno=0;
       dval=strtod(strb,&endptr); 
       if( strb[0]=='\0' || (*endptr != '\0')){
         printf("Error reading data around '%f' at line number %ld, \"%s\" for individual %d\nShould be a weight.  Exiting.\n",dval, i,line,linei);
         fprintf(ficlog,"Error reading data around '%f' at line number %ld, \"%s\" for individual %d\nShould be a weight.  Exiting.\n",dval, i,line,linei);
         fflush(ficlog);
         goto end;
       }
       weight[i]=dval; 
       strcpy(line,stra);
       
       for (j=ncovcol;j>=1;j--){
         cutv(stra, strb,line,' '); 
         if(strb[0]=='.') { /* Missing status */
           lval=-1;
         }else{
           errno=0;
           lval=strtol(strb,&endptr,10); 
           if( strb[0]=='\0' || (*endptr != '\0')){
             printf("Error reading data around '%d' at line number %ld for individual %d, '%s'\nShould be a covariate value (=0 for the reference or 1 for alternative).  Exiting.\n",lval, linei,i, line);
             fprintf(ficlog,"Error reading data around '%d' at line number %ld for individual %d, '%s'\nShould be a covariate value (=0 for the reference or 1 for alternative).  Exiting.\n",lval, linei,i, line);fflush(ficlog);
             goto end;
           }
         }
         if(lval <-1 || lval >1){
           printf("Error reading data around '%d' at line number %ld for individual %d, '%s'\n \
    Should be a value of %d(nth) covariate (0 should be the value for the reference and 1\n \
    for the alternative. IMaCh does not build design variables automatically, do it yourself.\n \
    For example, for multinomial values like 1, 2 and 3,\n \
    build V1=0 V2=0 for the reference value (1),\n \
           V1=1 V2=0 for (2) \n \
    and V1=0 V2=1 for (3). V1=1 V2=1 should not exist and the corresponding\n \
    output of IMaCh is often meaningless.\n \
    Exiting.\n",lval,linei, i,line,j);
           fprintf(ficlog,"Error reading data around '%d' at line number %ld for individual %d, '%s'\n \
    Should be a value of %d(nth) covariate (0 should be the value for the reference and 1\n \
    for the alternative. IMaCh does not build design variables automatically, do it yourself.\n \
    For example, for multinomial values like 1, 2 and 3,\n \
    build V1=0 V2=0 for the reference value (1),\n \
           V1=1 V2=0 for (2) \n \
    and V1=0 V2=1 for (3). V1=1 V2=1 should not exist and the corresponding\n \
    output of IMaCh is often meaningless.\n \
    Exiting.\n",lval,linei, i,line,j);fflush(ficlog);
           goto end;
         }
         covar[j][i]=(double)(lval);
         strcpy(line,stra);
       }  
       lstra=strlen(stra);
        
       if(lstra > 9){ /* More than 2**32 or max of what printf can write with %ld */
         stratrunc = &(stra[lstra-9]);
         num[i]=atol(stratrunc);
       }
       else
         num[i]=atol(stra);
       /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
         printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/
       
       i=i+1;
     } /* End loop reading  data */
     fclose(fic);
     /* printf("ii=%d", ij);
        scanf("%d",i);*/
     imx=i-1; /* Number of individuals */
   
     /* for (i=1; i<=imx; i++){
       if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
       if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
       if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
       }*/
      /*  for (i=1; i<=imx; i++){
        if (s[4][i]==9)  s[4][i]=-1; 
        printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));}*/
     
     /* for (i=1; i<=imx; i++) */
    
      /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
        else weight[i]=1;*/
   
     /* Calculation of the number of parameters from char model */
     Tvar=ivector(1,NCOVMAX); /* Was 15 changed to NCOVMAX. Stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
     Tprod=ivector(1,15); 
     Tvaraff=ivector(1,15); 
     Tvard=imatrix(1,15,1,2);
     Tage=ivector(1,15);      
      
     if (strlen(model) >1){ /* If there is at least 1 covariate */
       j=0, j1=0, k1=1, k2=1;
       j=nbocc(model,'+'); /* j=Number of '+' */
       j1=nbocc(model,'*'); /* j1=Number of '*' */
       cptcovn=j+1; /* Number of covariates V1+V2+V3 =>2+1=3 */
       cptcovprod=j1; /*Number of products  V1*V2 =1 */
       
       strcpy(modelsav,model); 
       if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
         printf("Error. Non available option model=%s ",model);
         fprintf(ficlog,"Error. Non available option model=%s ",model);fflush(ficlog);
         goto end;
       }
       
       /* This loop fills the array Tvar from the string 'model'.*/
       /* j is the number of + signs in the model V1+V2+V3 j=2 i=3 to 1 */
       for(i=(j+1); i>=1;i--){
         cutv(stra,strb,modelsav,'+'); /* keeps in strb after the first '+' 
                                        modelsav=V2+V3*age+V1+V4 strb=V3*age+V1+V4 
                                        stra=V2
                                       */ 
         if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
         /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
         /*scanf("%d",i);*/
         if (strchr(strb,'*')) {  /* Model includes a product V1+V3*age+V2 strb=V3*age*/
           cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn: V3*age strc=age strd=V3 ; V3*V2 strc=V2, strd=V3 */
           if (strcmp(strc,"age")==0) { /* Vn*age */
             cptcovprod--;
             cutv(strb,stre,strd,'V');
             Tvar[i]=atoi(stre);  /* V1+V3*age+V2 Tvar[2]=3 */
             cptcovage++; /* Sums the number of covariates including age as a product */
             Tage[cptcovage]=i;  /* Tage[1] =2 */
             /*printf("stre=%s ", stre);*/
           }
           else if (strcmp(strd,"age")==0) { /* or age*Vn */
             cptcovprod--;
             cutv(strb,stre,strc,'V');
             Tvar[i]=atoi(stre);
             cptcovage++;
             Tage[cptcovage]=i;
           }
           else {  /* Age is not in the model V1+V3*V2+V2  strb=V3*V2*/
             cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n; strb=V3*V2 stre=3 strc=*/
             Tvar[i]=ncovcol+k1;  /* find 'n' in Vn and stores in Tvar. 
                                     If already ncovcol=2 and model=V2*V1 Tvar[1]=2+1 and Tvar[2]=2+2 etc */
             cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
             Tprod[k1]=i;  /* Tprod[1]  */
             Tvard[k1][1]=atoi(strc); /* m*/
             Tvard[k1][2]=atoi(stre); /* n */
             Tvar[cptcovn+k2]=Tvard[k1][1];
             Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
             for (k=1; k<=lastobs;k++) 
               covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
             k1++;
             k2=k2+2;
           }
         }
         else { /* no more sum */
           /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
          /*  scanf("%d",i);*/
         cutv(strd,strc,strb,'V');
         Tvar[i]=atoi(strc);
         }
         strcpy(modelsav,stra);  /* modelsav=V2+V3*age+V1+V4 strb=V3*age+V1+V4 */ 
         /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
           scanf("%d",i);*/
       } /* end of loop + */
     } /* end model */
     
     /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
       If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
   
     /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
     printf("cptcovprod=%d ", cptcovprod);
     fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
   
     scanf("%d ",i);*/
   
       /*  if(mle==1){*/
     if (weightopt != 1) { /* Maximisation without weights*/
       for(i=1;i<=n;i++) weight[i]=1.0;
     }
       /*-calculation of age at interview from date of interview and age at death -*/
     agev=matrix(1,maxwav,1,imx);
   
     for (i=1; i<=imx; i++) {
       for(m=2; (m<= maxwav); m++) {
         if (((int)mint[m][i]== 99) && (s[m][i] <= nlstate)){
           anint[m][i]=9999;
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]==9999 && s[m][i]>nlstate){
           nberr++;
           printf("Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           fprintf(ficlog,"Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
           nberr++;
           printf("Error! Month of death of individual %ld on line %d was unknown %2d, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,(int)moisdc[i]); 
           fprintf(ficlog,"Error! Month of death of individual %ld on line %d was unknown %f, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,moisdc[i]); 
           s[m][i]=-1; /* We prefer to skip it (and to skip it in version 0.8a1 too */
         }
       }
     }
   
     for (i=1; i<=imx; i++)  {
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
       for(m=firstpass; (m<= lastpass); m++){
         if(s[m][i] >0 || s[m][i]==-2 || s[m][i]==-4 || s[m][i]==-5){
           if (s[m][i] >= nlstate+1) {
             if(agedc[i]>0)
               if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
                 agev[m][i]=agedc[i];
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
               else {
                 if ((int)andc[i]!=9999){
                   nbwarn++;
                   printf("Warning negative age at death: %ld line:%d\n",num[i],i);
                   fprintf(ficlog,"Warning negative age at death: %ld line:%d\n",num[i],i);
                   agev[m][i]=-1;
                 }
               }
           }
           else if(s[m][i] !=9){ /* Standard case, age in fractional
                                    years but with the precision of a month */
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
             if((int)mint[m][i]==99 || (int)anint[m][i]==9999)
               agev[m][i]=1;
             else if(agev[m][i] <agemin){ 
               agemin=agev[m][i];
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
             }
             else if(agev[m][i] >agemax){
               agemax=agev[m][i];
               /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
             }
             /*agev[m][i]=anint[m][i]-annais[i];*/
             /*     agev[m][i] = age[i]+2*m;*/
           }
           else { /* =9 */
             agev[m][i]=1;
             s[m][i]=-1;
           }
         }
         else /*= 0 Unknown */
           agev[m][i]=1;
       }
       
     }
     for (i=1; i<=imx; i++)  {
       for(m=firstpass; (m<=lastpass); m++){
         if (s[m][i] > (nlstate+ndeath)) {
           nberr++;
           printf("Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           fprintf(ficlog,"Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           goto end;
         }
       }
     }
   
     /*for (i=1; i<=imx; i++){
     for (m=firstpass; (m<lastpass); m++){
        printf("%ld %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
   }
   
   }*/
   
   
     printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
     fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
   
     agegomp=(int)agemin;
     free_vector(severity,1,maxwav);
     free_imatrix(outcome,1,maxwav+1,1,n);
     free_vector(moisnais,1,n);
     free_vector(annais,1,n);
     /* free_matrix(mint,1,maxwav,1,n);
        free_matrix(anint,1,maxwav,1,n);*/
     free_vector(moisdc,1,n);
     free_vector(andc,1,n);
   
      
     wav=ivector(1,imx);
     dh=imatrix(1,lastpass-firstpass+1,1,imx);
     bh=imatrix(1,lastpass-firstpass+1,1,imx);
     mw=imatrix(1,lastpass-firstpass+1,1,imx);
      
     /* Concatenates waves */
     concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
   
     /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
   
     nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
     ncodemax[1]=1;
     if (cptcovn > 0) tricode(Tvar,nbcode,imx);
         
     codtab=imatrix(1,100,1,10); /* Cross tabulation to get the order of 
                                    the estimations*/
     h=0;
     m=pow(2,cptcoveff);
    
     for(k=1;k<=cptcoveff; k++){ /* scans any effective covariate */
       for(i=1; i <=(m/pow(2,k));i++){ /* i=1 to 8/1=8; i=1 to 8/2=4; i=1 to 8/8=1 */ 
         for(j=1; j <= ncodemax[k]; j++){ /* For each modality of this covariate */
           for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){  /* cpt=1 to 8/2**(3+1-1 or 3+1-3) =1 or 4 */ 
             h++;
             if (h>m) 
               h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;
             printf("h=%d k=%d j=%d codtab[h][k]=%d Tvar[k]=%d codtab[h][Tvar[k]]=%d \n",h, k,j,codtab[h][k],Tvar[k],codtab[h][Tvar[k]]);
           } 
         }
       }
     } 
     /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
        codtab[1][2]=1;codtab[2][2]=2; */
     /* for(i=1; i <=m ;i++){ 
        for(k=1; k <=cptcovn; k++){
          printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
        }
        printf("\n");
        }
        scanf("%d",i);*/
       
     /*------------ gnuplot -------------*/
     strcpy(optionfilegnuplot,optionfilefiname);
     if(mle==-3)
       strcat(optionfilegnuplot,"-mort");
     strcat(optionfilegnuplot,".gp");
   
     if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
       printf("Problem with file %s",optionfilegnuplot);
     }
     else{
       fprintf(ficgp,"\n# %s\n", version); 
       fprintf(ficgp,"# %s\n", optionfilegnuplot); 
       fprintf(ficgp,"set missing 'NaNq'\n");
     }
     /*  fclose(ficgp);*/
     /*--------- index.htm --------*/
   
     strcpy(optionfilehtm,optionfilefiname); /* Main html file */
     if(mle==-3)
       strcat(optionfilehtm,"-mort");
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm);
       exit(0);
     }
   
     strcpy(optionfilehtmcov,optionfilefiname); /* Only for matrix of covariance */
     strcat(optionfilehtmcov,"-cov.htm");
     if((fichtmcov=fopen(optionfilehtmcov,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtmcov), exit(0);
     }
     else{
     fprintf(fichtmcov,"<html><head>\n<title>IMaCh Cov %s</title></head>\n <body><font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n",\
             optionfilehtmcov,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model);
     }
   
     fprintf(fichtm,"<html><head>\n<title>IMaCh %s</title></head>\n <body><font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n\
   \n\
   <hr  size=\"2\" color=\"#EC5E5E\">\
    <ul><li><h4>Parameter files</h4>\n\
    - Parameter file: <a href=\"%s.%s\">%s.%s</a><br>\n\
    - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n\
    - Log file of the run: <a href=\"%s\">%s</a><br>\n\
    - Gnuplot file name: <a href=\"%s\">%s</a><br>\n\
    - Date and time at start: %s</ul>\n",\
             optionfilehtm,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model,\
             optionfilefiname,optionfilext,optionfilefiname,optionfilext,\
             fileres,fileres,\
             filelog,filelog,optionfilegnuplot,optionfilegnuplot,strstart);
     fflush(fichtm);
   
     strcpy(pathr,path);
     strcat(pathr,optionfilefiname);
     chdir(optionfilefiname); /* Move to directory named optionfile */
     
     /* Calculates basic frequencies. Computes observed prevalence at single age
        and prints on file fileres'p'. */
     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint,strstart);
   
     fprintf(fichtm,"\n");
     fprintf(fichtm,"<br>Total number of observations=%d <br>\n\
   Youngest age at first (selected) pass %.2f, oldest age %.2f<br>\n\
   Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n",\
             imx,agemin,agemax,jmin,jmax,jmean);
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
       
      
     /* For Powell, parameters are in a vector p[] starting at p[1]
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */
   
     globpr=0; /* To get the number ipmx of contributions and the sum of weights*/
   
     if (mle==-3){
       ximort=matrix(1,NDIM,1,NDIM);
       cens=ivector(1,n);
       ageexmed=vector(1,n);
       agecens=vector(1,n);
       dcwave=ivector(1,n);
    
       for (i=1; i<=imx; i++){
         dcwave[i]=-1;
         for (m=firstpass; m<=lastpass; m++)
           if (s[m][i]>nlstate) {
             dcwave[i]=m;
             /*    printf("i=%d j=%d s=%d dcwave=%d\n",i,j, s[j][i],dcwave[i]);*/
             break;
           }
       }
   
       for (i=1; i<=imx; i++) {
         if (wav[i]>0){
           ageexmed[i]=agev[mw[1][i]][i];
           j=wav[i];
           agecens[i]=1.; 
   
           if (ageexmed[i]> 1 && wav[i] > 0){
             agecens[i]=agev[mw[j][i]][i];
             cens[i]= 1;
           }else if (ageexmed[i]< 1) 
             cens[i]= -1;
           if (agedc[i]< AGESUP && agedc[i]>1 && dcwave[i]>firstpass && dcwave[i]<=lastpass)
             cens[i]=0 ;
         }
         else cens[i]=-1;
       }
       
       for (i=1;i<=NDIM;i++) {
         for (j=1;j<=NDIM;j++)
           ximort[i][j]=(i == j ? 1.0 : 0.0);
       }
       
       p[1]=0.0268; p[NDIM]=0.083;
       /*printf("%lf %lf", p[1], p[2]);*/
       
       
       printf("Powell\n");  fprintf(ficlog,"Powell\n");
       strcpy(filerespow,"pow-mort"); 
       strcat(filerespow,fileres);
       if((ficrespow=fopen(filerespow,"w"))==NULL) {
         printf("Problem with resultfile: %s\n", filerespow);
         fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
       }
       fprintf(ficrespow,"# Powell\n# iter -2*LL");
       /*  for (i=1;i<=nlstate;i++)
           for(j=1;j<=nlstate+ndeath;j++)
           if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
       */
       fprintf(ficrespow,"\n");
       
       powell(p,ximort,NDIM,ftol,&iter,&fret,gompertz);
       fclose(ficrespow);
       
       hesscov(matcov, p, NDIM, delti, 1e-4, gompertz); 
   
       for(i=1; i <=NDIM; i++)
         for(j=i+1;j<=NDIM;j++)
           matcov[i][j]=matcov[j][i];
       
       printf("\nCovariance matrix\n ");
       for(i=1; i <=NDIM; i++) {
         for(j=1;j<=NDIM;j++){ 
           printf("%f ",matcov[i][j]);
         }
         printf("\n ");
       }
       
       printf("iter=%d MLE=%f Eq=%lf*exp(%lf*(age-%d))\n",iter,-gompertz(p),p[1],p[2],agegomp);
       for (i=1;i<=NDIM;i++) 
         printf("%f [%f ; %f]\n",p[i],p[i]-2*sqrt(matcov[i][i]),p[i]+2*sqrt(matcov[i][i]));
   
       lsurv=vector(1,AGESUP);
       lpop=vector(1,AGESUP);
       tpop=vector(1,AGESUP);
       lsurv[agegomp]=100000;
       
       for (k=agegomp;k<=AGESUP;k++) {
         agemortsup=k;
         if (p[1]*exp(p[2]*(k-agegomp))>1) break;
       }
       
       for (k=agegomp;k<agemortsup;k++)
         lsurv[k+1]=lsurv[k]-lsurv[k]*(p[1]*exp(p[2]*(k-agegomp)));
       
       for (k=agegomp;k<agemortsup;k++){
         lpop[k]=(lsurv[k]+lsurv[k+1])/2.;
         sumlpop=sumlpop+lpop[k];
       }
       
       tpop[agegomp]=sumlpop;
       for (k=agegomp;k<(agemortsup-3);k++){
         /*  tpop[k+1]=2;*/
         tpop[k+1]=tpop[k]-lpop[k];
       }
       
       
       printf("\nAge   lx     qx    dx    Lx     Tx     e(x)\n");
       for (k=agegomp;k<(agemortsup-2);k++) 
         printf("%d %.0lf %lf %.0lf %.0lf %.0lf %lf\n",k,lsurv[k],p[1]*exp(p[2]*(k-agegomp)),(p[1]*exp(p[2]*(k-agegomp)))*lsurv[k],lpop[k],tpop[k],tpop[k]/lsurv[k]);
       
       
       replace_back_to_slash(pathc,pathcd); /* Even gnuplot wants a / */
       printinggnuplotmort(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
       
       printinghtmlmort(fileres,title,datafile, firstpass, lastpass, \
                        stepm, weightopt,\
                        model,imx,p,matcov,agemortsup);
       
       free_vector(lsurv,1,AGESUP);
       free_vector(lpop,1,AGESUP);
       free_vector(tpop,1,AGESUP);
     } /* Endof if mle==-3 */
     
     else{ /* For mle >=1 */
       globpr=0;/* debug */
       likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
       printf("First Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
       for (k=1; k<=npar;k++)
         printf(" %d %8.5f",k,p[k]);
       printf("\n");
       globpr=1; /* to print the contributions */
       likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
       printf("Second Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
       for (k=1; k<=npar;k++)
         printf(" %d %8.5f",k,p[k]);
       printf("\n");
       if(mle>=1){ /* Could be 1 or 2 */
         mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
       }
       
       /*--------- results files --------------*/
       fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle= 0 weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate, ndeath, maxwav, weightopt,model);
       
       
       fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
       printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
       fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
       for(i=1,jk=1; i <=nlstate; i++){
         for(k=1; k <=(nlstate+ndeath); k++){
           if (k != i) {
             printf("%d%d ",i,k);
             fprintf(ficlog,"%d%d ",i,k);
             fprintf(ficres,"%1d%1d ",i,k);
             for(j=1; j <=ncovmodel; j++){
               printf("%lf ",p[jk]);
               fprintf(ficlog,"%lf ",p[jk]);
               fprintf(ficres,"%lf ",p[jk]);
               jk++; 
             }
             printf("\n");
             fprintf(ficlog,"\n");
             fprintf(ficres,"\n");
           }
         }
       }
       if(mle!=0){
         /* Computing hessian and covariance matrix */
         ftolhess=ftol; /* Usually correct */
         hesscov(matcov, p, npar, delti, ftolhess, func);
       }
       fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
       printf("# Scales (for hessian or gradient estimation)\n");
       fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
       for(i=1,jk=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath; j++){
           if (j!=i) {
             fprintf(ficres,"%1d%1d",i,j);
             printf("%1d%1d",i,j);
             fprintf(ficlog,"%1d%1d",i,j);
             for(k=1; k<=ncovmodel;k++){
               printf(" %.5e",delti[jk]);
               fprintf(ficlog," %.5e",delti[jk]);
               fprintf(ficres," %.5e",delti[jk]);
               jk++;
             }
             printf("\n");
             fprintf(ficlog,"\n");
             fprintf(ficres,"\n");
           }
         }
       }
       
       fprintf(ficres,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
       if(mle>=1)
         printf("# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
       fprintf(ficlog,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
       /* # 121 Var(a12)\n\ */
       /* # 122 Cov(b12,a12) Var(b12)\n\ */
       /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
       /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
       /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
       /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
       /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
       /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
       
       
       /* Just to have a covariance matrix which will be more understandable
          even is we still don't want to manage dictionary of variables
       */
       for(itimes=1;itimes<=2;itimes++){
         jj=0;
         for(i=1; i <=nlstate; i++){
           for(j=1; j <=nlstate+ndeath; j++){
             if(j==i) continue;
             for(k=1; k<=ncovmodel;k++){
               jj++;
               ca[0]= k+'a'-1;ca[1]='\0';
               if(itimes==1){
                 if(mle>=1)
                   printf("#%1d%1d%d",i,j,k);
                 fprintf(ficlog,"#%1d%1d%d",i,j,k);
                 fprintf(ficres,"#%1d%1d%d",i,j,k);
               }else{
                 if(mle>=1)
                   printf("%1d%1d%d",i,j,k);
                 fprintf(ficlog,"%1d%1d%d",i,j,k);
                 fprintf(ficres,"%1d%1d%d",i,j,k);
               }
               ll=0;
               for(li=1;li <=nlstate; li++){
                 for(lj=1;lj <=nlstate+ndeath; lj++){
                   if(lj==li) continue;
                   for(lk=1;lk<=ncovmodel;lk++){
                     ll++;
                     if(ll<=jj){
                       cb[0]= lk +'a'-1;cb[1]='\0';
                       if(ll<jj){
                         if(itimes==1){
                           if(mle>=1)
                             printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                           fprintf(ficlog," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                           fprintf(ficres," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         }else{
                           if(mle>=1)
                             printf(" %.5e",matcov[jj][ll]); 
                           fprintf(ficlog," %.5e",matcov[jj][ll]); 
                           fprintf(ficres," %.5e",matcov[jj][ll]); 
                         }
                       }else{
                         if(itimes==1){
                           if(mle>=1)
                             printf(" Var(%s%1d%1d)",ca,i,j);
                           fprintf(ficlog," Var(%s%1d%1d)",ca,i,j);
                           fprintf(ficres," Var(%s%1d%1d)",ca,i,j);
                         }else{
                           if(mle>=1)
                             printf(" %.5e",matcov[jj][ll]); 
                           fprintf(ficlog," %.5e",matcov[jj][ll]); 
                           fprintf(ficres," %.5e",matcov[jj][ll]); 
                         }
                       }
                     }
                   } /* end lk */
                 } /* end lj */
               } /* end li */
               if(mle>=1)
                 printf("\n");
               fprintf(ficlog,"\n");
               fprintf(ficres,"\n");
               numlinepar++;
             } /* end k*/
           } /*end j */
         } /* end i */
       } /* end itimes */
       
       fflush(ficlog);
       fflush(ficres);
       
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         puts(line);
         fputs(line,ficparo);
       }
       ungetc(c,ficpar);
       
       estepm=0;
       fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
       if (estepm==0 || estepm < stepm) estepm=stepm;
       if (fage <= 2) {
         bage = ageminpar;
         fage = agemaxpar;
       }
       
       fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
       fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
       fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
       
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         puts(line);
         fputs(line,ficparo);
       }
       ungetc(c,ficpar);
       
       fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mov_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);
       fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
       fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
       printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
       fprintf(ficlog,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
       
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         puts(line);
         fputs(line,ficparo);
       }
       ungetc(c,ficpar);
       
       
       dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
       dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
       
       fscanf(ficpar,"pop_based=%d\n",&popbased);
       fprintf(ficparo,"pop_based=%d\n",popbased);   
       fprintf(ficres,"pop_based=%d\n",popbased);   
       
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         puts(line);
         fputs(line,ficparo);
       }
       ungetc(c,ficpar);
       
       fscanf(ficpar,"prevforecast=%d starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf mobil_average=%d\n",&prevfcast,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2,&mobilavproj);
       fprintf(ficparo,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
       printf("prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
       fprintf(ficlog,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
       fprintf(ficres,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
       /* day and month of proj2 are not used but only year anproj2.*/
       
       
       
       /*  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);*/
       /*,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
       
       replace_back_to_slash(pathc,pathcd); /* Even gnuplot wants a / */
       printinggnuplot(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
       
       printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,\
                    model,imx,jmin,jmax,jmean,rfileres,popforecast,estepm,\
                    jprev1,mprev1,anprev1,jprev2,mprev2,anprev2);
         
      /*------------ free_vector  -------------*/
      /*  chdir(path); */
    
       free_ivector(wav,1,imx);
       free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
       free_imatrix(bh,1,lastpass-firstpass+1,1,imx);
       free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
       free_lvector(num,1,n);
       free_vector(agedc,1,n);
       /*free_matrix(covar,0,NCOVMAX,1,n);*/
       /*free_matrix(covar,1,NCOVMAX,1,n);*/
       fclose(ficparo);
       fclose(ficres);
   
   
       /*--------------- Prevalence limit  (period or stable prevalence) --------------*/
     
       strcpy(filerespl,"pl");
       strcat(filerespl,fileres);
       if((ficrespl=fopen(filerespl,"w"))==NULL) {
         printf("Problem with period (stable) prevalence resultfile: %s\n", filerespl);goto end;
         fprintf(ficlog,"Problem with period (stable) prevalence resultfile: %s\n", filerespl);goto end;
       }
       printf("Computing period (stable) prevalence: result on file '%s' \n", filerespl);
       fprintf(ficlog,"Computing period (stable) prevalence: result on file '%s' \n", filerespl);
       pstamp(ficrespl);
       fprintf(ficrespl,"# Period (stable) prevalence \n");
       fprintf(ficrespl,"#Age ");
       for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
       fprintf(ficrespl,"\n");
     
       prlim=matrix(1,nlstate,1,nlstate);
   
       agebase=ageminpar;
       agelim=agemaxpar;
       ftolpl=1.e-10;
       i1=cptcoveff;
       if (cptcovn < 1){i1=1;}
   
       for(cptcov=1,k=0;cptcov<=i1;cptcov++){
         for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
           k=k+1;
           /* to clean */
           printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,codtab[cptcod][cptcov],nbcode);
           fprintf(ficrespl,"\n#******");
           printf("\n#******");
           fprintf(ficlog,"\n#******");
           for(j=1;j<=cptcoveff;j++) {
             fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
             printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
             fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           }
           fprintf(ficrespl,"******\n");
           printf("******\n");
           fprintf(ficlog,"******\n");
           
           for (age=agebase; age<=agelim; age++){
             prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
             fprintf(ficrespl,"%.0f ",age );
             for(j=1;j<=cptcoveff;j++)
               fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
             for(i=1; i<=nlstate;i++)
               fprintf(ficrespl," %.5f", prlim[i][i]);
             fprintf(ficrespl,"\n");
           }
         }
       }
       fclose(ficrespl);
   
       /*------------- h Pij x at various ages ------------*/
     
       strcpy(filerespij,"pij");  strcat(filerespij,fileres);
       if((ficrespij=fopen(filerespij,"w"))==NULL) {
         printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
         fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij);goto end;
       }
       printf("Computing pij: result on file '%s' \n", filerespij);
       fprintf(ficlog,"Computing pij: result on file '%s' \n", filerespij);
     
       stepsize=(int) (stepm+YEARM-1)/YEARM;
       /*if (stepm<=24) stepsize=2;*/
   
       agelim=AGESUP;
       hstepm=stepsize*YEARM; /* Every year of age */
       hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
   
       /* hstepm=1;   aff par mois*/
       pstamp(ficrespij);
       fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x ");
       for(cptcov=1,k=0;cptcov<=i1;cptcov++){
         for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
           k=k+1;
           fprintf(ficrespij,"\n#****** ");
           for(j=1;j<=cptcoveff;j++) 
             fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficrespij,"******\n");
           
           for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
             nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   
             /*      nhstepm=nhstepm*YEARM; aff par mois*/
   
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
             fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j=");
             for(i=1; i<=nlstate;i++)
               for(j=1; j<=nlstate+ndeath;j++)
                 fprintf(ficrespij," %1d-%1d",i,j);
             fprintf(ficrespij,"\n");
             for (h=0; h<=nhstepm; h++){
               fprintf(ficrespij,"%d %3.f %3.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
               for(i=1; i<=nlstate;i++)
                 for(j=1; j<=nlstate+ndeath;j++)
                   fprintf(ficrespij," %.5f", p3mat[i][j][h]);
               fprintf(ficrespij,"\n");
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             fprintf(ficrespij,"\n");
           }
         }
       }
   
       varprob(optionfilefiname, matcov, p, delti, nlstate, bage, fage,k,Tvar,nbcode, ncodemax,strstart);
   
       fclose(ficrespij);
   
       probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
       for(i=1;i<=AGESUP;i++)
         for(j=1;j<=NCOVMAX;j++)
           for(k=1;k<=NCOVMAX;k++)
             probs[i][j][k]=0.;
   
       /*---------- Forecasting ------------------*/
       /*if((stepm == 1) && (strcmp(model,".")==0)){*/
       if(prevfcast==1){
         /*    if(stepm ==1){*/
         prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
         /* (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);*/
         /*      }  */
         /*      else{ */
         /*        erreur=108; */
         /*        printf("Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
         /*        fprintf(ficlog,"Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
         /*      } */
       }
     
   
       /* Computes prevalence between agemin (i.e minimal age computed) and no more ageminpar */
   
       prevalence(probs, agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
       /*  printf("ageminpar=%f, agemax=%f, s[lastpass][imx]=%d, agev[lastpass][imx]=%f, nlstate=%d, imx=%d,  mint[lastpass][imx]=%f, anint[lastpass][imx]=%f,dateprev1=%f, dateprev2=%f, firstpass=%d, lastpass=%d\n",\
           ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
       */
   
       if (mobilav!=0) {
         mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
         if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
           fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
           printf(" Error in movingaverage mobilav=%d\n",mobilav);
         }
       }
   
   
       /*---------- Health expectancies, no variances ------------*/
   
       strcpy(filerese,"e");
       strcat(filerese,fileres);
       if((ficreseij=fopen(filerese,"w"))==NULL) {
         printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
         fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
       }
       printf("Computing Health Expectancies: result on file '%s' \n", filerese);
       fprintf(ficlog,"Computing Health Expectancies: result on file '%s' \n", filerese);
       for(cptcov=1,k=0;cptcov<=i1;cptcov++){
         for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
           k=k+1; 
           fprintf(ficreseij,"\n#****** ");
           for(j=1;j<=cptcoveff;j++) {
             fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           }
           fprintf(ficreseij,"******\n");
   
           eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
           oldm=oldms;savm=savms;
           evsij(eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, strstart);  
         
           free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         }
       }
       fclose(ficreseij);
   
   
       /*---------- Health expectancies and variances ------------*/
   
   
       strcpy(filerest,"t");
       strcat(filerest,fileres);
       if((ficrest=fopen(filerest,"w"))==NULL) {
         printf("Problem with total LE resultfile: %s\n", filerest);goto end;
         fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
       }
       printf("Computing Total Life expectancies with their standard errors: file '%s' \n", filerest); 
       fprintf(ficlog,"Computing Total Life expectancies with their standard errors: file '%s' \n", filerest); 
   
   
       strcpy(fileresstde,"stde");
       strcat(fileresstde,fileres);
       if((ficresstdeij=fopen(fileresstde,"w"))==NULL) {
         printf("Problem with Health Exp. and std errors resultfile: %s\n", fileresstde); exit(0);
         fprintf(ficlog,"Problem with Health Exp. and std errors resultfile: %s\n", fileresstde); exit(0);
       }
       printf("Computing Health Expectancies and standard errors: result on file '%s' \n", fileresstde);
       fprintf(ficlog,"Computing Health Expectancies and standard errors: result on file '%s' \n", fileresstde);
   
       strcpy(filerescve,"cve");
       strcat(filerescve,fileres);
       if((ficrescveij=fopen(filerescve,"w"))==NULL) {
         printf("Problem with Covar. Health Exp. resultfile: %s\n", filerescve); exit(0);
         fprintf(ficlog,"Problem with Covar. Health Exp. resultfile: %s\n", filerescve); exit(0);
       }
       printf("Computing Covar. of Health Expectancies: result on file '%s' \n", filerescve);
       fprintf(ficlog,"Computing Covar. of Health Expectancies: result on file '%s' \n", filerescve);
   
       strcpy(fileresv,"v");
       strcat(fileresv,fileres);
       if((ficresvij=fopen(fileresv,"w"))==NULL) {
         printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
         fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
       }
       printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
       fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
   
       for(cptcov=1,k=0;cptcov<=i1;cptcov++){
         for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
           k=k+1; 
           fprintf(ficrest,"\n#****** ");
           for(j=1;j<=cptcoveff;j++) 
             fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficrest,"******\n");
   
           fprintf(ficresstdeij,"\n#****** ");
           fprintf(ficrescveij,"\n#****** ");
           for(j=1;j<=cptcoveff;j++) {
             fprintf(ficresstdeij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
             fprintf(ficrescveij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           }
           fprintf(ficresstdeij,"******\n");
           fprintf(ficrescveij,"******\n");
   
           fprintf(ficresvij,"\n#****** ");
           for(j=1;j<=cptcoveff;j++) 
             fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficresvij,"******\n");
   
           eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
           oldm=oldms;savm=savms;
           cvevsij(eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov, strstart);  
    
           vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
           pstamp(ficrest);
           for(vpopbased=0; vpopbased <= popbased; vpopbased++){ /* Done for vpopbased=0 and vpopbased=1 if popbased==1*/
             oldm=oldms;savm=savms;
             varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,vpopbased,mobilav, strstart);   fprintf(ficrest,"# Total life expectancy with std error and decomposition into time to be expected in each health state\n#  (weighted average of eij where weights are ");
             if(vpopbased==1)
               fprintf(ficrest,"the age specific prevalence observed (cross-sectionally) in the population i.e cross-sectionally\n in each health state (popbased=1) (mobilav=%d)\n",mobilav);
             else
               fprintf(ficrest,"the age specific period (stable) prevalences in each health state \n");
             fprintf(ficrest,"# Age e.. (std) ");
             for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
             fprintf(ficrest,"\n");
   
             epj=vector(1,nlstate+1);
             for(age=bage; age <=fage ;age++){
               prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
               if (vpopbased==1) {
                 if(mobilav ==0){
                   for(i=1; i<=nlstate;i++)
                     prlim[i][i]=probs[(int)age][i][k];
                 }else{ /* mobilav */ 
                   for(i=1; i<=nlstate;i++)
                     prlim[i][i]=mobaverage[(int)age][i][k];
                 }
               }
           
               fprintf(ficrest," %4.0f",age);
               for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
                 for(i=1, epj[j]=0.;i <=nlstate;i++) {
                   epj[j] += prlim[i][i]*eij[i][j][(int)age];
                   /*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
                 }
                 epj[nlstate+1] +=epj[j];
               }
   
               for(i=1, vepp=0.;i <=nlstate;i++)
                 for(j=1;j <=nlstate;j++)
                   vepp += vareij[i][j][(int)age];
               fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
               for(j=1;j <=nlstate;j++){
                 fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
               }
               fprintf(ficrest,"\n");
             }
           }
           free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
           free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
           free_vector(epj,1,nlstate+1);
         }
       }
       free_vector(weight,1,n);
       free_imatrix(Tvard,1,15,1,2);
       free_imatrix(s,1,maxwav+1,1,n);
       free_matrix(anint,1,maxwav,1,n); 
       free_matrix(mint,1,maxwav,1,n);
       free_ivector(cod,1,n);
       free_ivector(tab,1,NCOVMAX);
       fclose(ficresstdeij);
       fclose(ficrescveij);
       fclose(ficresvij);
       fclose(ficrest);
       fclose(ficpar);
     
       /*------- Variance of period (stable) prevalence------*/   
   
       strcpy(fileresvpl,"vpl");
       strcat(fileresvpl,fileres);
       if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
         printf("Problem with variance of period (stable) prevalence  resultfile: %s\n", fileresvpl);
         exit(0);
       }
       printf("Computing Variance-covariance of period (stable) prevalence: file '%s' \n", fileresvpl);
   
       for(cptcov=1,k=0;cptcov<=i1;cptcov++){
         for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
           k=k+1;
           fprintf(ficresvpl,"\n#****** ");
           for(j=1;j<=cptcoveff;j++) 
             fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficresvpl,"******\n");
         
           varpl=matrix(1,nlstate,(int) bage, (int) fage);
           oldm=oldms;savm=savms;
           varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k,strstart);
           free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
         }
       }
   
       fclose(ficresvpl);
   
       /*---------- End : free ----------------*/
       if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     }  /* mle==-3 arrives here for freeing */
    endfree:
     free_matrix(prlim,1,nlstate,1,nlstate);
       free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
       free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
       free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
       free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
       free_matrix(covar,0,NCOVMAX,1,n);
       free_matrix(matcov,1,npar,1,npar);
       /*free_vector(delti,1,npar);*/
       free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
       free_matrix(agev,1,maxwav,1,imx);
       free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
   
       free_ivector(ncodemax,1,8);
       free_ivector(Tvar,1,15);
       free_ivector(Tprod,1,15);
       free_ivector(Tvaraff,1,15);
       free_ivector(Tage,1,15);
   
       free_imatrix(nbcode,0,NCOVMAX,0,NCOVMAX);
       free_imatrix(codtab,1,100,1,10);
     fflush(fichtm);
     fflush(ficgp);
     
   
     if((nberr >0) || (nbwarn>0)){
       printf("End of Imach with %d errors and/or %d warnings\n",nberr,nbwarn);
       fprintf(ficlog,"End of Imach with %d errors and/or warnings %d\n",nberr,nbwarn);
     }else{
       printf("End of Imach\n");
       fprintf(ficlog,"End of Imach\n");
     }
     printf("See log file on %s\n",filelog);
     /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
     (void) gettimeofday(&end_time,&tzp);
     tm = *localtime(&end_time.tv_sec);
     tmg = *gmtime(&end_time.tv_sec);
     strcpy(strtend,asctime(&tm));
     printf("Local time at start %s\nLocal time at end   %s",strstart, strtend); 
     fprintf(ficlog,"Local time at start %s\nLocal time at end   %s\n",strstart, strtend); 
     printf("Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
   
     printf("Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     fprintf(ficlog,"Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
     fprintf(ficlog,"Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     /*  printf("Total time was %d uSec.\n", total_usecs);*/
   /*   if(fileappend(fichtm,optionfilehtm)){ */
     fprintf(fichtm,"<br>Local time at start %s<br>Local time at end   %s<br>\n</body></html>",strstart, strtend);
     fclose(fichtm);
     fprintf(fichtmcov,"<br>Local time at start %s<br>Local time at end   %s<br>\n</body></html>",strstart, strtend);
     fclose(fichtmcov);
     fclose(ficgp);
     fclose(ficlog);
     /*------ End -----------*/
   
   
      printf("Before Current directory %s!\n",pathcd);
      if(chdir(pathcd) != 0)
       printf("Can't move to directory %s!\n",path);
     if(getcwd(pathcd,MAXLINE) > 0)
       printf("Current directory %s!\n",pathcd);
     /*strcat(plotcmd,CHARSEPARATOR);*/
     sprintf(plotcmd,"gnuplot");
   #ifndef UNIX
     sprintf(plotcmd,"\"%sgnuplot.exe\"",pathimach);
   #endif
     if(!stat(plotcmd,&info)){
       printf("Error gnuplot program not found: %s\n",plotcmd);fflush(stdout);
       if(!stat(getenv("GNUPLOTBIN"),&info)){
         printf("Error gnuplot program not found: %s Environment GNUPLOTBIN not set.\n",plotcmd);fflush(stdout);
       }else
         strcpy(pplotcmd,plotcmd);
   #ifdef UNIX
       strcpy(plotcmd,GNUPLOTPROGRAM);
       if(!stat(plotcmd,&info)){
         printf("Error gnuplot program not found: %s\n",plotcmd);fflush(stdout);
       }else
         strcpy(pplotcmd,plotcmd);
   #endif
     }else
       strcpy(pplotcmd,plotcmd);
     
     sprintf(plotcmd,"%s %s",pplotcmd, optionfilegnuplot);
     printf("Starting graphs with: %s\n",plotcmd);fflush(stdout);
   
     if((outcmd=system(plotcmd)) != 0){
       printf("\n Problem with gnuplot\n");
     }
     printf(" Wait...");
     while (z[0] != 'q') {
       /* chdir(path); */
       printf("\nType e to edit output files, g to graph again and q for exiting: ");
       scanf("%s",z);
   /*     if (z[0] == 'c') system("./imach"); */
       if (z[0] == 'e') {
         printf("Starting browser with: %s",optionfilehtm);fflush(stdout);
         system(optionfilehtm);
       }
       else if (z[0] == 'g') system(plotcmd);
       else if (z[0] == 'q') exit(0);
     }
     end:
     while (z[0] != 'q') {
       printf("\nType  q for exiting: ");
       scanf("%s",z);
     }
   }
   
   
   
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changed lines
  Added in v.1.132

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