Diff for /imach/src/imach.c between versions 1.13 and 1.82

version 1.13, 2002/02/20 17:02:08 version 1.82, 2003/06/05 15:57:20
Line 1 Line 1
      /* $Id$
 /*********************** Imach **************************************            $State$
   This program computes Healthy Life Expectancies from cross-longitudinal    $Log$
   data. Cross-longitudinal consist in a first survey ("cross") where    Revision 1.82  2003/06/05 15:57:20  brouard
   individuals from different ages are interviewed on their health status    Add log in  imach.c and  fullversion number is now printed.
   or degree of  disability. At least a second wave of interviews  
   ("longitudinal") should  measure each new individual health status.  */
   Health expectancies are computed from the transistions observed between  /*
   waves and are computed for each degree of severity of disability (number     Interpolated Markov Chain
   of life states). More degrees you consider, more time is necessary to  
   reach the Maximum Likelihood of the parameters involved in the model.    Short summary of the programme:
   The simplest model is the multinomial logistic model where pij is    
   the probabibility to be observed in state j at the second wave conditional    This program computes Healthy Life Expectancies from
   to be observed in state i at the first wave. Therefore the model is:    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'    first survey ("cross") where individuals from different ages are
   is a covariate. If you want to have a more complex model than "constant and    interviewed on their health status or degree of disability (in the
   age", you should modify the program where the markup    case of a health survey which is our main interest) -2- at least a
     *Covariates have to be included here again* invites you to do it.    second wave of interviews ("longitudinal") which measure each change
   More covariates you add, less is the speed of the convergence.    (if any) in individual health status.  Health expectancies are
     computed from the time spent in each health state according to a
   The advantage that this computer programme claims, comes from that if the    model. More health states you consider, more time is necessary to reach the
   delay between waves is not identical for each individual, or if some    Maximum Likelihood of the parameters involved in the model.  The
   individual missed an interview, the information is not rounded or lost, but    simplest model is the multinomial logistic model where pij is the
   taken into account using an interpolation or extrapolation.    probability to be observed in state j at the second wave
   hPijx is the probability to be    conditional to be observed in state i at the first wave. Therefore
   observed in state i at age x+h conditional to the observed state i at age    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
   x. The delay 'h' can be split into an exact number (nh*stepm) of    'age' is age and 'sex' is a covariate. If you want to have a more
   unobserved intermediate  states. This elementary transition (by month or    complex model than "constant and age", you should modify the program
   quarter trimester, semester or year) is model as a multinomial logistic.    where the markup *Covariates have to be included here again* invites
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices    you to do it.  More covariates you add, slower the
   and the contribution of each individual to the likelihood is simply hPijx.    convergence.
   
   Also this programme outputs the covariance matrix of the parameters but also    The advantage of this computer programme, compared to a simple
   of the life expectancies. It also computes the prevalence limits.    multinomial logistic model, is clear when the delay between waves is not
      identical for each individual. Also, if a individual missed an
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    intermediate interview, the information is lost, but taken into
            Institut national d'études démographiques, Paris.    account using an interpolation or extrapolation.  
   This software have been partly granted by Euro-REVES, a concerted action  
   from the European Union.    hPijx is the probability to be observed in state i at age x+h
   It is copyrighted identically to a GNU software product, ie programme and    conditional to the observed state i at age x. The delay 'h' can be
   software can be distributed freely for non commercial use. Latest version    split into an exact number (nh*stepm) of unobserved intermediate
   can be accessed at http://euroreves.ined.fr/imach .    states. This elementary transition (by month, quarter,
   **********************************************************************/    semester or year) is modelled as a multinomial logistic.  The hPx
      matrix is simply the matrix product of nh*stepm elementary matrices
 #include <math.h>    and the contribution of each individual to the likelihood is simply
 #include <stdio.h>    hPijx.
 #include <stdlib.h>  
 #include <unistd.h>    Also this programme outputs the covariance matrix of the parameters but also
     of the life expectancies. It also computes the stable prevalence. 
 #define MAXLINE 256    
 #define FILENAMELENGTH 80    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
 /*#define DEBUG*/             Institut national d'études démographiques, Paris.
 #define windows    This software have been partly granted by Euro-REVES, a concerted action
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    from the European Union.
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */    It is copyrighted identically to a GNU software product, ie programme and
     software can be distributed freely for non commercial use. Latest version
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    can be accessed at http://euroreves.ined.fr/imach .
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */  
     Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
 #define NINTERVMAX 8    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */    **********************************************************************/
 #define NCOVMAX 8 /* Maximum number of covariates */  /*
 #define MAXN 20000    main
 #define YEARM 12. /* Number of months per year */    read parameterfile
 #define AGESUP 130    read datafile
 #define AGEBASE 40    concatwav
     if (mle >= 1)
       mlikeli
 int nvar;    print results files
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;    if mle==1 
 int npar=NPARMAX;       computes hessian
 int nlstate=2; /* Number of live states */    read end of parameter file: agemin, agemax, bage, fage, estepm
 int ndeath=1; /* Number of dead states */        begin-prev-date,...
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    open gnuplot file
     open html file
 int *wav; /* Number of waves for this individuual 0 is possible */    stable prevalence
 int maxwav; /* Maxim number of waves */     for age prevalim()
 int jmin, jmax; /* min, max spacing between 2 waves */    h Pij x
 int mle, weightopt;    variance of p varprob
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */    forecasting if prevfcast==1 prevforecast call prevalence()
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */    health expectancies
 double jmean; /* Mean space between 2 waves */    Variance-covariance of DFLE
 double **oldm, **newm, **savm; /* Working pointers to matrices */    prevalence()
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */     movingaverage()
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf;    varevsij() 
 FILE *ficgp, *fichtm,*ficresprob;    if popbased==1 varevsij(,popbased)
 FILE *ficreseij;    total life expectancies
   char filerese[FILENAMELENGTH];    Variance of stable prevalence
  FILE  *ficresvij;   end
   char fileresv[FILENAMELENGTH];  */
  FILE  *ficresvpl;  
   char fileresvpl[FILENAMELENGTH];  
   
 #define NR_END 1   
 #define FREE_ARG char*  #include <math.h>
 #define FTOL 1.0e-10  #include <stdio.h>
   #include <stdlib.h>
 #define NRANSI  #include <unistd.h>
 #define ITMAX 200  
   #define MAXLINE 256
 #define TOL 2.0e-4  #define GNUPLOTPROGRAM "gnuplot"
   /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
 #define CGOLD 0.3819660  #define FILENAMELENGTH 80
 #define ZEPS 1.0e-10  /*#define DEBUG*/
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);  #define windows
   #define GLOCK_ERROR_NOPATH              -1      /* empty path */
 #define GOLD 1.618034  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
 #define GLIMIT 100.0  
 #define TINY 1.0e-20  #define MAXPARM 30 /* Maximum number of parameters for the optimization */
   #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
 static double maxarg1,maxarg2;  
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))  #define NINTERVMAX 8
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
    #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))  #define NCOVMAX 8 /* Maximum number of covariates */
 #define rint(a) floor(a+0.5)  #define MAXN 20000
   #define YEARM 12. /* Number of months per year */
 static double sqrarg;  #define AGESUP 130
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)  #define AGEBASE 40
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}  #ifdef windows
   #define DIRSEPARATOR '\\'
 int imx;  #define ODIRSEPARATOR '/'
 int stepm;  #else
 /* Stepm, step in month: minimum step interpolation*/  #define DIRSEPARATOR '/'
   #define ODIRSEPARATOR '\\'
 int m,nb;  #endif
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;  
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;  /* $Id$ */
 double **pmmij, ***probs, ***mobaverage;  /* $State$ */
   
 double *weight;  char version[]="Imach version 0.95a1, June 2003, INED-EUROREVES ";
 int **s; /* Status */  char fullversion[]="$Revision$ $Date$"; 
 double *agedc, **covar, idx;  int erreur; /* Error number */
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;  int nvar;
   int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */  int npar=NPARMAX;
 double ftolhess; /* Tolerance for computing hessian */  int nlstate=2; /* Number of live states */
   int ndeath=1; /* Number of dead states */
 /**************** split *************************/  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
 static  int split( char *path, char *dirc, char *name )  int popbased=0;
 {  
    char *s;                             /* pointer */  int *wav; /* Number of waves for this individuual 0 is possible */
    int  l1, l2;                         /* length counters */  int maxwav; /* Maxim number of waves */
   int jmin, jmax; /* min, max spacing between 2 waves */
    l1 = strlen( path );                 /* length of path */  int mle, weightopt;
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
    s = strrchr( path, '\\' );           /* find last / */  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
    if ( s == NULL ) {                   /* no directory, so use current */  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
 #if     defined(__bsd__)                /* get current working directory */             * wave mi and wave mi+1 is not an exact multiple of stepm. */
       extern char       *getwd( );  double jmean; /* Mean space between 2 waves */
   double **oldm, **newm, **savm; /* Working pointers to matrices */
       if ( getwd( dirc ) == NULL ) {  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
 #else  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
       extern char       *getcwd( );  FILE *ficlog, *ficrespow;
   FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {  FILE *ficresprobmorprev;
 #endif  FILE *fichtm; /* Html File */
          return( GLOCK_ERROR_GETCWD );  FILE *ficreseij;
       }  char filerese[FILENAMELENGTH];
       strcpy( name, path );             /* we've got it */  FILE  *ficresvij;
    } else {                             /* strip direcotry from path */  char fileresv[FILENAMELENGTH];
       s++;                              /* after this, the filename */  FILE  *ficresvpl;
       l2 = strlen( s );                 /* length of filename */  char fileresvpl[FILENAMELENGTH];
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );  char title[MAXLINE];
       strcpy( name, s );                /* save file name */  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
       strncpy( dirc, path, l1 - l2 );   /* now the directory */  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
       dirc[l1-l2] = 0;                  /* add zero */  
    }  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
    l1 = strlen( dirc );                 /* length of directory */  char filelog[FILENAMELENGTH]; /* Log file */
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  char filerest[FILENAMELENGTH];
    return( 0 );                         /* we're done */  char fileregp[FILENAMELENGTH];
 }  char popfile[FILENAMELENGTH];
   
   char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];
 /******************************************/  
   #define NR_END 1
 void replace(char *s, char*t)  #define FREE_ARG char*
 {  #define FTOL 1.0e-10
   int i;  
   int lg=20;  #define NRANSI 
   i=0;  #define ITMAX 200 
   lg=strlen(t);  
   for(i=0; i<= lg; i++) {  #define TOL 2.0e-4 
     (s[i] = t[i]);  
     if (t[i]== '\\') s[i]='/';  #define CGOLD 0.3819660 
   }  #define ZEPS 1.0e-10 
 }  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
   
 int nbocc(char *s, char occ)  #define GOLD 1.618034 
 {  #define GLIMIT 100.0 
   int i,j=0;  #define TINY 1.0e-20 
   int lg=20;  
   i=0;  static double maxarg1,maxarg2;
   lg=strlen(s);  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
   for(i=0; i<= lg; i++) {  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
   if  (s[i] == occ ) j++;    
   }  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
   return j;  #define rint(a) floor(a+0.5)
 }  
   static double sqrarg;
 void cutv(char *u,char *v, char*t, char occ)  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
 {  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
   int i,lg,j,p=0;  
   i=0;  int imx; 
   for(j=0; j<=strlen(t)-1; j++) {  int stepm;
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;  /* Stepm, step in month: minimum step interpolation*/
   }  
   int estepm;
   lg=strlen(t);  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
   for(j=0; j<p; j++) {  
     (u[j] = t[j]);  int m,nb;
   }  int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
      u[p]='\0';  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
   double **pmmij, ***probs;
    for(j=0; j<= lg; j++) {  double dateintmean=0;
     if (j>=(p+1))(v[j-p-1] = t[j]);  
   }  double *weight;
 }  int **s; /* Status */
   double *agedc, **covar, idx;
 /********************** nrerror ********************/  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
   
 void nrerror(char error_text[])  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
 {  double ftolhess; /* Tolerance for computing hessian */
   fprintf(stderr,"ERREUR ...\n");  
   fprintf(stderr,"%s\n",error_text);  /**************** split *************************/
   exit(1);  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
 }  {
 /*********************** vector *******************/    char  *ss;                            /* pointer */
 double *vector(int nl, int nh)    int   l1, l2;                         /* length counters */
 {  
   double *v;    l1 = strlen(path );                   /* length of path */
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
   if (!v) nrerror("allocation failure in vector");    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
   return v-nl+NR_END;    if ( ss == NULL ) {                   /* no directory, so use current */
 }      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
         printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
 /************************ free vector ******************/      /* get current working directory */
 void free_vector(double*v, int nl, int nh)      /*    extern  char* getcwd ( char *buf , int len);*/
 {      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
   free((FREE_ARG)(v+nl-NR_END));        return( GLOCK_ERROR_GETCWD );
 }      }
       strcpy( name, path );               /* we've got it */
 /************************ivector *******************************/    } else {                              /* strip direcotry from path */
 int *ivector(long nl,long nh)      ss++;                               /* after this, the filename */
 {      l2 = strlen( ss );                  /* length of filename */
   int *v;      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));      strcpy( name, ss );         /* save file name */
   if (!v) nrerror("allocation failure in ivector");      strncpy( dirc, path, l1 - l2 );     /* now the directory */
   return v-nl+NR_END;      dirc[l1-l2] = 0;                    /* add zero */
 }    }
     l1 = strlen( dirc );                  /* length of directory */
 /******************free ivector **************************/  #ifdef windows
 void free_ivector(int *v, long nl, long nh)    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
 {  #else
   free((FREE_ARG)(v+nl-NR_END));    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
 }  #endif
     ss = strrchr( name, '.' );            /* find last / */
 /******************* imatrix *******************************/    ss++;
 int **imatrix(long nrl, long nrh, long ncl, long nch)    strcpy(ext,ss);                       /* save extension */
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */    l1= strlen( name);
 {    l2= strlen(ss)+1;
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;    strncpy( finame, name, l1-l2);
   int **m;    finame[l1-l2]= 0;
      return( 0 );                          /* we're done */
   /* allocate pointers to rows */  }
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  
   if (!m) nrerror("allocation failure 1 in matrix()");  
   m += NR_END;  /******************************************/
   m -= nrl;  
    void replace(char *s, char*t)
    {
   /* allocate rows and set pointers to them */    int i;
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));    int lg=20;
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    i=0;
   m[nrl] += NR_END;    lg=strlen(t);
   m[nrl] -= ncl;    for(i=0; i<= lg; i++) {
        (s[i] = t[i]);
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;      if (t[i]== '\\') s[i]='/';
      }
   /* return pointer to array of pointers to rows */  }
   return m;  
 }  int nbocc(char *s, char occ)
   {
 /****************** free_imatrix *************************/    int i,j=0;
 void free_imatrix(m,nrl,nrh,ncl,nch)    int lg=20;
       int **m;    i=0;
       long nch,ncl,nrh,nrl;    lg=strlen(s);
      /* free an int matrix allocated by imatrix() */    for(i=0; i<= lg; i++) {
 {    if  (s[i] == occ ) j++;
   free((FREE_ARG) (m[nrl]+ncl-NR_END));    }
   free((FREE_ARG) (m+nrl-NR_END));    return j;
 }  }
   
 /******************* matrix *******************************/  void cutv(char *u,char *v, char*t, char occ)
 double **matrix(long nrl, long nrh, long ncl, long nch)  {
 {    /* cuts string t into u and v where u is ended by char occ excluding it
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;       and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
   double **m;       gives u="abcedf" and v="ghi2j" */
     int i,lg,j,p=0;
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));    i=0;
   if (!m) nrerror("allocation failure 1 in matrix()");    for(j=0; j<=strlen(t)-1; j++) {
   m += NR_END;      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
   m -= nrl;    }
   
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    lg=strlen(t);
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    for(j=0; j<p; j++) {
   m[nrl] += NR_END;      (u[j] = t[j]);
   m[nrl] -= ncl;    }
        u[p]='\0';
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  
   return m;     for(j=0; j<= lg; j++) {
 }      if (j>=(p+1))(v[j-p-1] = t[j]);
     }
 /*************************free matrix ************************/  }
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)  
 {  /********************** nrerror ********************/
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  
   free((FREE_ARG)(m+nrl-NR_END));  void nrerror(char error_text[])
 }  {
     fprintf(stderr,"ERREUR ...\n");
 /******************* ma3x *******************************/    fprintf(stderr,"%s\n",error_text);
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)    exit(EXIT_FAILURE);
 {  }
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;  /*********************** vector *******************/
   double ***m;  double *vector(int nl, int nh)
   {
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));    double *v;
   if (!m) nrerror("allocation failure 1 in matrix()");    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
   m += NR_END;    if (!v) nrerror("allocation failure in vector");
   m -= nrl;    return v-nl+NR_END;
   }
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  /************************ free vector ******************/
   m[nrl] += NR_END;  void free_vector(double*v, int nl, int nh)
   m[nrl] -= ncl;  {
     free((FREE_ARG)(v+nl-NR_END));
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  }
   
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));  /************************ivector *******************************/
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");  char *cvector(long nl,long nh)
   m[nrl][ncl] += NR_END;  {
   m[nrl][ncl] -= nll;    char *v;
   for (j=ncl+1; j<=nch; j++)    v=(char *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(char)));
     m[nrl][j]=m[nrl][j-1]+nlay;    if (!v) nrerror("allocation failure in cvector");
      return v-nl+NR_END;
   for (i=nrl+1; i<=nrh; i++) {  }
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;  
     for (j=ncl+1; j<=nch; j++)  /******************free ivector **************************/
       m[i][j]=m[i][j-1]+nlay;  void free_cvector(char *v, long nl, long nh)
   }  {
   return m;    free((FREE_ARG)(v+nl-NR_END));
 }  }
   
 /*************************free ma3x ************************/  /************************ivector *******************************/
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)  int *ivector(long nl,long nh)
 {  {
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));    int *v;
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
   free((FREE_ARG)(m+nrl-NR_END));    if (!v) nrerror("allocation failure in ivector");
 }    return v-nl+NR_END;
   }
 /***************** f1dim *************************/  
 extern int ncom;  /******************free ivector **************************/
 extern double *pcom,*xicom;  void free_ivector(int *v, long nl, long nh)
 extern double (*nrfunc)(double []);  {
      free((FREE_ARG)(v+nl-NR_END));
 double f1dim(double x)  }
 {  
   int j;  /******************* imatrix *******************************/
   double f;  int **imatrix(long nrl, long nrh, long ncl, long nch) 
   double *xt;       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
    { 
   xt=vector(1,ncom);    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];    int **m; 
   f=(*nrfunc)(xt);    
   free_vector(xt,1,ncom);    /* allocate pointers to rows */ 
   return f;    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
 }    if (!m) nrerror("allocation failure 1 in matrix()"); 
     m += NR_END; 
 /*****************brent *************************/    m -= nrl; 
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)    
 {    
   int iter;    /* allocate rows and set pointers to them */ 
   double a,b,d,etemp;    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
   double fu,fv,fw,fx;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
   double ftemp;    m[nrl] += NR_END; 
   double p,q,r,tol1,tol2,u,v,w,x,xm;    m[nrl] -= ncl; 
   double e=0.0;    
      for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
   a=(ax < cx ? ax : cx);    
   b=(ax > cx ? ax : cx);    /* return pointer to array of pointers to rows */ 
   x=w=v=bx;    return m; 
   fw=fv=fx=(*f)(x);  } 
   for (iter=1;iter<=ITMAX;iter++) {  
     xm=0.5*(a+b);  /****************** free_imatrix *************************/
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);  void free_imatrix(m,nrl,nrh,ncl,nch)
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/        int **m;
     printf(".");fflush(stdout);        long nch,ncl,nrh,nrl; 
 #ifdef DEBUG       /* free an int matrix allocated by imatrix() */ 
     printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);  { 
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
 #endif    free((FREE_ARG) (m+nrl-NR_END)); 
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){  } 
       *xmin=x;  
       return fx;  /******************* matrix *******************************/
     }  double **matrix(long nrl, long nrh, long ncl, long nch)
     ftemp=fu;  {
     if (fabs(e) > tol1) {    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
       r=(x-w)*(fx-fv);    double **m;
       q=(x-v)*(fx-fw);  
       p=(x-v)*q-(x-w)*r;    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
       q=2.0*(q-r);    if (!m) nrerror("allocation failure 1 in matrix()");
       if (q > 0.0) p = -p;    m += NR_END;
       q=fabs(q);    m -= nrl;
       etemp=e;  
       e=d;    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
         d=CGOLD*(e=(x >= xm ? a-x : b-x));    m[nrl] += NR_END;
       else {    m[nrl] -= ncl;
         d=p/q;  
         u=x+d;    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
         if (u-a < tol2 || b-u < tol2)    return m;
           d=SIGN(tol1,xm-x);    /* print *(*(m+1)+70) ou print m[1][70]; print m+1 or print &(m[1]) 
       }     */
     } else {  }
       d=CGOLD*(e=(x >= xm ? a-x : b-x));  
     }  /*************************free matrix ************************/
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
     fu=(*f)(u);  {
     if (fu <= fx) {    free((FREE_ARG)(m[nrl]+ncl-NR_END));
       if (u >= x) a=x; else b=x;    free((FREE_ARG)(m+nrl-NR_END));
       SHFT(v,w,x,u)  }
         SHFT(fv,fw,fx,fu)  
         } else {  /******************* ma3x *******************************/
           if (u < x) a=u; else b=u;  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
           if (fu <= fw || w == x) {  {
             v=w;    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
             w=u;    double ***m;
             fv=fw;  
             fw=fu;    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
           } else if (fu <= fv || v == x || v == w) {    if (!m) nrerror("allocation failure 1 in matrix()");
             v=u;    m += NR_END;
             fv=fu;    m -= nrl;
           }  
         }    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   }    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   nrerror("Too many iterations in brent");    m[nrl] += NR_END;
   *xmin=x;    m[nrl] -= ncl;
   return fx;  
 }    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
   
 /****************** mnbrak ***********************/    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
     if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,    m[nrl][ncl] += NR_END;
             double (*func)(double))    m[nrl][ncl] -= nll;
 {    for (j=ncl+1; j<=nch; j++) 
   double ulim,u,r,q, dum;      m[nrl][j]=m[nrl][j-1]+nlay;
   double fu;    
      for (i=nrl+1; i<=nrh; i++) {
   *fa=(*func)(*ax);      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
   *fb=(*func)(*bx);      for (j=ncl+1; j<=nch; j++) 
   if (*fb > *fa) {        m[i][j]=m[i][j-1]+nlay;
     SHFT(dum,*ax,*bx,dum)    }
       SHFT(dum,*fb,*fa,dum)    return m; 
       }    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
   *cx=(*bx)+GOLD*(*bx-*ax);             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
   *fc=(*func)(*cx);    */
   while (*fb > *fc) {  }
     r=(*bx-*ax)*(*fb-*fc);  
     q=(*bx-*cx)*(*fb-*fa);  /*************************free ma3x ************************/
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));  {
     ulim=(*bx)+GLIMIT*(*cx-*bx);    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
     if ((*bx-u)*(u-*cx) > 0.0) {    free((FREE_ARG)(m[nrl]+ncl-NR_END));
       fu=(*func)(u);    free((FREE_ARG)(m+nrl-NR_END));
     } else if ((*cx-u)*(u-ulim) > 0.0) {  }
       fu=(*func)(u);  
       if (fu < *fc) {  /***************** f1dim *************************/
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))  extern int ncom; 
           SHFT(*fb,*fc,fu,(*func)(u))  extern double *pcom,*xicom;
           }  extern double (*nrfunc)(double []); 
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {   
       u=ulim;  double f1dim(double x) 
       fu=(*func)(u);  { 
     } else {    int j; 
       u=(*cx)+GOLD*(*cx-*bx);    double f;
       fu=(*func)(u);    double *xt; 
     }   
     SHFT(*ax,*bx,*cx,u)    xt=vector(1,ncom); 
       SHFT(*fa,*fb,*fc,fu)    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
       }    f=(*nrfunc)(xt); 
 }    free_vector(xt,1,ncom); 
     return f; 
 /*************** linmin ************************/  } 
   
 int ncom;  /*****************brent *************************/
 double *pcom,*xicom;  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
 double (*nrfunc)(double []);  { 
      int iter; 
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))    double a,b,d,etemp;
 {    double fu,fv,fw,fx;
   double brent(double ax, double bx, double cx,    double ftemp;
                double (*f)(double), double tol, double *xmin);    double p,q,r,tol1,tol2,u,v,w,x,xm; 
   double f1dim(double x);    double e=0.0; 
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,   
               double *fc, double (*func)(double));    a=(ax < cx ? ax : cx); 
   int j;    b=(ax > cx ? ax : cx); 
   double xx,xmin,bx,ax;    x=w=v=bx; 
   double fx,fb,fa;    fw=fv=fx=(*f)(x); 
      for (iter=1;iter<=ITMAX;iter++) { 
   ncom=n;      xm=0.5*(a+b); 
   pcom=vector(1,n);      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
   xicom=vector(1,n);      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
   nrfunc=func;      printf(".");fflush(stdout);
   for (j=1;j<=n;j++) {      fprintf(ficlog,".");fflush(ficlog);
     pcom[j]=p[j];  #ifdef DEBUG
     xicom[j]=xi[j];      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);
   ax=0.0;      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
   xx=1.0;  #endif
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);        *xmin=x; 
 #ifdef DEBUG        return fx; 
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);      } 
 #endif      ftemp=fu;
   for (j=1;j<=n;j++) {      if (fabs(e) > tol1) { 
     xi[j] *= xmin;        r=(x-w)*(fx-fv); 
     p[j] += xi[j];        q=(x-v)*(fx-fw); 
   }        p=(x-v)*q-(x-w)*r; 
   free_vector(xicom,1,n);        q=2.0*(q-r); 
   free_vector(pcom,1,n);        if (q > 0.0) p = -p; 
 }        q=fabs(q); 
         etemp=e; 
 /*************** powell ************************/        e=d; 
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
             double (*func)(double []))          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
 {        else { 
   void linmin(double p[], double xi[], int n, double *fret,          d=p/q; 
               double (*func)(double []));          u=x+d; 
   int i,ibig,j;          if (u-a < tol2 || b-u < tol2) 
   double del,t,*pt,*ptt,*xit;            d=SIGN(tol1,xm-x); 
   double fp,fptt;        } 
   double *xits;      } else { 
   pt=vector(1,n);        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
   ptt=vector(1,n);      } 
   xit=vector(1,n);      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
   xits=vector(1,n);      fu=(*f)(u); 
   *fret=(*func)(p);      if (fu <= fx) { 
   for (j=1;j<=n;j++) pt[j]=p[j];        if (u >= x) a=x; else b=x; 
   for (*iter=1;;++(*iter)) {        SHFT(v,w,x,u) 
     fp=(*fret);          SHFT(fv,fw,fx,fu) 
     ibig=0;          } else { 
     del=0.0;            if (u < x) a=u; else b=u; 
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);            if (fu <= fw || w == x) { 
     for (i=1;i<=n;i++)              v=w; 
       printf(" %d %.12f",i, p[i]);              w=u; 
     printf("\n");              fv=fw; 
     for (i=1;i<=n;i++) {              fw=fu; 
       for (j=1;j<=n;j++) xit[j]=xi[j][i];            } else if (fu <= fv || v == x || v == w) { 
       fptt=(*fret);              v=u; 
 #ifdef DEBUG              fv=fu; 
       printf("fret=%lf \n",*fret);            } 
 #endif          } 
       printf("%d",i);fflush(stdout);    } 
       linmin(p,xit,n,fret,func);    nrerror("Too many iterations in brent"); 
       if (fabs(fptt-(*fret)) > del) {    *xmin=x; 
         del=fabs(fptt-(*fret));    return fx; 
         ibig=i;  } 
       }  
 #ifdef DEBUG  /****************** mnbrak ***********************/
       printf("%d %.12e",i,(*fret));  
       for (j=1;j<=n;j++) {  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);              double (*func)(double)) 
         printf(" x(%d)=%.12e",j,xit[j]);  { 
       }    double ulim,u,r,q, dum;
       for(j=1;j<=n;j++)    double fu; 
         printf(" p=%.12e",p[j]);   
       printf("\n");    *fa=(*func)(*ax); 
 #endif    *fb=(*func)(*bx); 
     }    if (*fb > *fa) { 
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {      SHFT(dum,*ax,*bx,dum) 
 #ifdef DEBUG        SHFT(dum,*fb,*fa,dum) 
       int k[2],l;        } 
       k[0]=1;    *cx=(*bx)+GOLD*(*bx-*ax); 
       k[1]=-1;    *fc=(*func)(*cx); 
       printf("Max: %.12e",(*func)(p));    while (*fb > *fc) { 
       for (j=1;j<=n;j++)      r=(*bx-*ax)*(*fb-*fc); 
         printf(" %.12e",p[j]);      q=(*bx-*cx)*(*fb-*fa); 
       printf("\n");      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
       for(l=0;l<=1;l++) {        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
         for (j=1;j<=n;j++) {      ulim=(*bx)+GLIMIT*(*cx-*bx); 
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];      if ((*bx-u)*(u-*cx) > 0.0) { 
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);        fu=(*func)(u); 
         }      } else if ((*cx-u)*(u-ulim) > 0.0) { 
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));        fu=(*func)(u); 
       }        if (fu < *fc) { 
 #endif          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
             SHFT(*fb,*fc,fu,(*func)(u)) 
             } 
       free_vector(xit,1,n);      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
       free_vector(xits,1,n);        u=ulim; 
       free_vector(ptt,1,n);        fu=(*func)(u); 
       free_vector(pt,1,n);      } else { 
       return;        u=(*cx)+GOLD*(*cx-*bx); 
     }        fu=(*func)(u); 
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");      } 
     for (j=1;j<=n;j++) {      SHFT(*ax,*bx,*cx,u) 
       ptt[j]=2.0*p[j]-pt[j];        SHFT(*fa,*fb,*fc,fu) 
       xit[j]=p[j]-pt[j];        } 
       pt[j]=p[j];  } 
     }  
     fptt=(*func)(ptt);  /*************** linmin ************************/
     if (fptt < fp) {  
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);  int ncom; 
       if (t < 0.0) {  double *pcom,*xicom;
         linmin(p,xit,n,fret,func);  double (*nrfunc)(double []); 
         for (j=1;j<=n;j++) {   
           xi[j][ibig]=xi[j][n];  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
           xi[j][n]=xit[j];  { 
         }    double brent(double ax, double bx, double cx, 
 #ifdef DEBUG                 double (*f)(double), double tol, double *xmin); 
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);    double f1dim(double x); 
         for(j=1;j<=n;j++)    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
           printf(" %.12e",xit[j]);                double *fc, double (*func)(double)); 
         printf("\n");    int j; 
 #endif    double xx,xmin,bx,ax; 
       }    double fx,fb,fa;
     }   
   }    ncom=n; 
 }    pcom=vector(1,n); 
     xicom=vector(1,n); 
 /**** Prevalence limit ****************/    nrfunc=func; 
     for (j=1;j<=n;j++) { 
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)      pcom[j]=p[j]; 
 {      xicom[j]=xi[j]; 
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit    } 
      matrix by transitions matrix until convergence is reached */    ax=0.0; 
     xx=1.0; 
   int i, ii,j,k;    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
   double min, max, maxmin, maxmax,sumnew=0.;    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
   double **matprod2();  #ifdef DEBUG
   double **out, cov[NCOVMAX], **pmij();    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
   double **newm;    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
   double agefin, delaymax=50 ; /* Max number of years to converge */  #endif
     for (j=1;j<=n;j++) { 
   for (ii=1;ii<=nlstate+ndeath;ii++)      xi[j] *= xmin; 
     for (j=1;j<=nlstate+ndeath;j++){      p[j] += xi[j]; 
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);    } 
     }    free_vector(xicom,1,n); 
     free_vector(pcom,1,n); 
    cov[1]=1.;  } 
    
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */  /*************** powell ************************/
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
     newm=savm;              double (*func)(double [])) 
     /* Covariates have to be included here again */  { 
      cov[2]=agefin;    void linmin(double p[], double xi[], int n, double *fret, 
                  double (*func)(double [])); 
       for (k=1; k<=cptcovn;k++) {    int i,ibig,j; 
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];    double del,t,*pt,*ptt,*xit;
         /*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 fp,fptt;
       }    double *xits;
       for (k=1; k<=cptcovage;k++)    pt=vector(1,n); 
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];    ptt=vector(1,n); 
       for (k=1; k<=cptcovprod;k++)    xit=vector(1,n); 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];    xits=vector(1,n); 
     *fret=(*func)(p); 
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/    for (j=1;j<=n;j++) pt[j]=p[j]; 
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/    for (*iter=1;;++(*iter)) { 
       fp=(*fret); 
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);      ibig=0; 
       del=0.0; 
     savm=oldm;      printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
     oldm=newm;      fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
     maxmax=0.;      fprintf(ficrespow,"%d %.12f",*iter,*fret);
     for(j=1;j<=nlstate;j++){      for (i=1;i<=n;i++) {
       min=1.;        printf(" %d %.12f",i, p[i]);
       max=0.;        fprintf(ficlog," %d %.12lf",i, p[i]);
       for(i=1; i<=nlstate; i++) {        fprintf(ficrespow," %.12lf", p[i]);
         sumnew=0;      }
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];      printf("\n");
         prlim[i][j]= newm[i][j]/(1-sumnew);      fprintf(ficlog,"\n");
         max=FMAX(max,prlim[i][j]);      fprintf(ficrespow,"\n");
         min=FMIN(min,prlim[i][j]);      for (i=1;i<=n;i++) { 
       }        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
       maxmin=max-min;        fptt=(*fret); 
       maxmax=FMAX(maxmax,maxmin);  #ifdef DEBUG
     }        printf("fret=%lf \n",*fret);
     if(maxmax < ftolpl){        fprintf(ficlog,"fret=%lf \n",*fret);
       return prlim;  #endif
     }        printf("%d",i);fflush(stdout);
   }        fprintf(ficlog,"%d",i);fflush(ficlog);
 }        linmin(p,xit,n,fret,func); 
         if (fabs(fptt-(*fret)) > del) { 
 /*************** transition probabilities ***************/          del=fabs(fptt-(*fret)); 
           ibig=i; 
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )        } 
 {  #ifdef DEBUG
   double s1, s2;        printf("%d %.12e",i,(*fret));
   /*double t34;*/        fprintf(ficlog,"%d %.12e",i,(*fret));
   int i,j,j1, nc, ii, jj;        for (j=1;j<=n;j++) {
           xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
     for(i=1; i<= nlstate; i++){          printf(" x(%d)=%.12e",j,xit[j]);
     for(j=1; j<i;j++){          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){        }
         /*s2 += param[i][j][nc]*cov[nc];*/        for(j=1;j<=n;j++) {
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];          printf(" p=%.12e",p[j]);
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/          fprintf(ficlog," p=%.12e",p[j]);
       }        }
       ps[i][j]=s2;        printf("\n");
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/        fprintf(ficlog,"\n");
     }  #endif
     for(j=i+1; j<=nlstate+ndeath;j++){      } 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];  #ifdef DEBUG
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/        int k[2],l;
       }        k[0]=1;
       ps[i][j]=(s2);        k[1]=-1;
     }        printf("Max: %.12e",(*func)(p));
   }        fprintf(ficlog,"Max: %.12e",(*func)(p));
     /*ps[3][2]=1;*/        for (j=1;j<=n;j++) {
           printf(" %.12e",p[j]);
   for(i=1; i<= nlstate; i++){          fprintf(ficlog," %.12e",p[j]);
      s1=0;        }
     for(j=1; j<i; j++)        printf("\n");
       s1+=exp(ps[i][j]);        fprintf(ficlog,"\n");
     for(j=i+1; j<=nlstate+ndeath; j++)        for(l=0;l<=1;l++) {
       s1+=exp(ps[i][j]);          for (j=1;j<=n;j++) {
     ps[i][i]=1./(s1+1.);            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
     for(j=1; j<i; j++)            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
       ps[i][j]= exp(ps[i][j])*ps[i][i];            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
     for(j=i+1; j<=nlstate+ndeath; j++)          }
       ps[i][j]= exp(ps[i][j])*ps[i][i];          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
   } /* end i */        }
   #endif
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){  
     for(jj=1; jj<= nlstate+ndeath; jj++){  
       ps[ii][jj]=0;        free_vector(xit,1,n); 
       ps[ii][ii]=1;        free_vector(xits,1,n); 
     }        free_vector(ptt,1,n); 
   }        free_vector(pt,1,n); 
         return; 
       } 
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
     for(jj=1; jj<= nlstate+ndeath; jj++){      for (j=1;j<=n;j++) { 
      printf("%lf ",ps[ii][jj]);        ptt[j]=2.0*p[j]-pt[j]; 
    }        xit[j]=p[j]-pt[j]; 
     printf("\n ");        pt[j]=p[j]; 
     }      } 
     printf("\n ");printf("%lf ",cov[2]);*/      fptt=(*func)(ptt); 
 /*      if (fptt < fp) { 
   for(i=1; i<= npar; i++) printf("%f ",x[i]);        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
   goto end;*/        if (t < 0.0) { 
     return ps;          linmin(p,xit,n,fret,func); 
 }          for (j=1;j<=n;j++) { 
             xi[j][ibig]=xi[j][n]; 
 /**************** Product of 2 matrices ******************/            xi[j][n]=xit[j]; 
           }
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)  #ifdef DEBUG
 {          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */          for(j=1;j<=n;j++){
   /* in, b, out are matrice of pointers which should have been initialized            printf(" %.12e",xit[j]);
      before: only the contents of out is modified. The function returns            fprintf(ficlog," %.12e",xit[j]);
      a pointer to pointers identical to out */          }
   long i, j, k;          printf("\n");
   for(i=nrl; i<= nrh; i++)          fprintf(ficlog,"\n");
     for(k=ncolol; k<=ncoloh; k++)  #endif
       for(j=ncl,out[i][k]=0.; j<=nch; j++)        }
         out[i][k] +=in[i][j]*b[j][k];      } 
     } 
   return out;  } 
 }  
   /**** Prevalence limit (stable prevalence)  ****************/
   
 /************* Higher Matrix Product ***************/  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
   {
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
 {       matrix by transitions matrix until convergence is reached */
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month  
      duration (i.e. until    int i, ii,j,k;
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.    double min, max, maxmin, maxmax,sumnew=0.;
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step    double **matprod2();
      (typically every 2 years instead of every month which is too big).    double **out, cov[NCOVMAX], **pmij();
      Model is determined by parameters x and covariates have to be    double **newm;
      included manually here.    double agefin, delaymax=50 ; /* Max number of years to converge */
   
      */    for (ii=1;ii<=nlstate+ndeath;ii++)
       for (j=1;j<=nlstate+ndeath;j++){
   int i, j, d, h, k;        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   double **out, cov[NCOVMAX];      }
   double **newm;  
      cov[1]=1.;
   /* Hstepm could be zero and should return the unit matrix */   
   for (i=1;i<=nlstate+ndeath;i++)   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     for (j=1;j<=nlstate+ndeath;j++){    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
       oldm[i][j]=(i==j ? 1.0 : 0.0);      newm=savm;
       po[i][j][0]=(i==j ? 1.0 : 0.0);      /* Covariates have to be included here again */
     }       cov[2]=agefin;
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */    
   for(h=1; h <=nhstepm; h++){        for (k=1; k<=cptcovn;k++) {
     for(d=1; d <=hstepm; d++){          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
       newm=savm;          /*      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]]);*/
       /* Covariates have to be included here again */        }
       cov[1]=1.;        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;        for (k=1; k<=cptcovprod;k++)
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
       for (k=1; k<=cptcovage;k++)  
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
       for (k=1; k<=cptcovprod;k++)        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
       out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
   
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/      savm=oldm;
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/      oldm=newm;
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,      maxmax=0.;
                    pmij(pmmij,cov,ncovmodel,x,nlstate));      for(j=1;j<=nlstate;j++){
       savm=oldm;        min=1.;
       oldm=newm;        max=0.;
     }        for(i=1; i<=nlstate; i++) {
     for(i=1; i<=nlstate+ndeath; i++)          sumnew=0;
       for(j=1;j<=nlstate+ndeath;j++) {          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
         po[i][j][h]=newm[i][j];          prlim[i][j]= newm[i][j]/(1-sumnew);
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);          max=FMAX(max,prlim[i][j]);
          */          min=FMIN(min,prlim[i][j]);
       }        }
   } /* end h */        maxmin=max-min;
   return po;        maxmax=FMAX(maxmax,maxmin);
 }      }
       if(maxmax < ftolpl){
         return prlim;
 /*************** log-likelihood *************/      }
 double func( double *x)    }
 {  }
   int i, ii, j, k, mi, d, kk;  
   double l, ll[NLSTATEMAX], cov[NCOVMAX];  /*************** transition probabilities ***************/ 
   double **out;  
   double sw; /* Sum of weights */  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
   double lli; /* Individual log likelihood */  {
   long ipmx;    double s1, s2;
   /*extern weight */    /*double t34;*/
   /* We are differentiating ll according to initial status */    int i,j,j1, nc, ii, jj;
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/  
   /*for(i=1;i<imx;i++)      for(i=1; i<= nlstate; i++){
     printf(" %d\n",s[4][i]);      for(j=1; j<i;j++){
   */        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
   cov[1]=1.;          /*s2 += param[i][j][nc]*cov[nc];*/
           s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
   for(k=1; k<=nlstate; k++) ll[k]=0.;          /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){        }
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];        ps[i][j]=s2;
     for(mi=1; mi<= wav[i]-1; mi++){        /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
       for (ii=1;ii<=nlstate+ndeath;ii++)      }
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);      for(j=i+1; j<=nlstate+ndeath;j++){
       for(d=0; d<dh[mi][i]; d++){        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
         newm=savm;          s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;          /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
         for (kk=1; kk<=cptcovage;kk++) {        }
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];        ps[i][j]=s2;
         }      }
            }
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,      /*ps[3][2]=1;*/
                      1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));  
         savm=oldm;    for(i=1; i<= nlstate; i++){
         oldm=newm;       s1=0;
              for(j=1; j<i; j++)
                s1+=exp(ps[i][j]);
       } /* end mult */      for(j=i+1; j<=nlstate+ndeath; j++)
              s1+=exp(ps[i][j]);
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);      ps[i][i]=1./(s1+1.);
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/      for(j=1; j<i; j++)
       ipmx +=1;        ps[i][j]= exp(ps[i][j])*ps[i][i];
       sw += weight[i];      for(j=i+1; j<=nlstate+ndeath; j++)
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;        ps[i][j]= exp(ps[i][j])*ps[i][i];
     } /* end of wave */      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
   } /* end of individual */    } /* end i */
   
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];    for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */      for(jj=1; jj<= nlstate+ndeath; jj++){
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */        ps[ii][jj]=0;
   return -l;        ps[ii][ii]=1;
 }      }
     }
   
 /*********** Maximum Likelihood Estimation ***************/  
     /*   for(ii=1; ii<= nlstate+ndeath; ii++){
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))      for(jj=1; jj<= nlstate+ndeath; jj++){
 {       printf("%lf ",ps[ii][jj]);
   int i,j, iter;     }
   double **xi,*delti;      printf("\n ");
   double fret;      }
   xi=matrix(1,npar,1,npar);      printf("\n ");printf("%lf ",cov[2]);*/
   for (i=1;i<=npar;i++)  /*
     for (j=1;j<=npar;j++)    for(i=1; i<= npar; i++) printf("%f ",x[i]);
       xi[i][j]=(i==j ? 1.0 : 0.0);    goto end;*/
   printf("Powell\n");      return ps;
   powell(p,xi,npar,ftol,&iter,&fret,func);  }
   
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));  /**************** Product of 2 matrices ******************/
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));  
   double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
 }  {
     /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
 /**** Computes Hessian and covariance matrix ***/       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))    /* in, b, out are matrice of pointers which should have been initialized 
 {       before: only the contents of out is modified. The function returns
   double  **a,**y,*x,pd;       a pointer to pointers identical to out */
   double **hess;    long i, j, k;
   int i, j,jk;    for(i=nrl; i<= nrh; i++)
   int *indx;      for(k=ncolol; k<=ncoloh; k++)
         for(j=ncl,out[i][k]=0.; j<=nch; j++)
   double hessii(double p[], double delta, int theta, double delti[]);          out[i][k] +=in[i][j]*b[j][k];
   double hessij(double p[], double delti[], int i, int j);  
   void lubksb(double **a, int npar, int *indx, double b[]) ;    return out;
   void ludcmp(double **a, int npar, int *indx, double *d) ;  }
   
   hess=matrix(1,npar,1,npar);  
   /************* Higher Matrix Product ***************/
   printf("\nCalculation of the hessian matrix. Wait...\n");  
   for (i=1;i<=npar;i++){  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
     printf("%d",i);fflush(stdout);  {
     hess[i][i]=hessii(p,ftolhess,i,delti);    /* Computes the transition matrix starting at age 'age' over 
     /*printf(" %f ",p[i]);*/       'nhstepm*hstepm*stepm' months (i.e. until
     /*printf(" %lf ",hess[i][i]);*/       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
   }       nhstepm*hstepm matrices. 
         Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
   for (i=1;i<=npar;i++) {       (typically every 2 years instead of every month which is too big 
     for (j=1;j<=npar;j++)  {       for the memory).
       if (j>i) {       Model is determined by parameters x and covariates have to be 
         printf(".%d%d",i,j);fflush(stdout);       included manually here. 
         hess[i][j]=hessij(p,delti,i,j);  
         hess[j][i]=hess[i][j];           */
         /*printf(" %lf ",hess[i][j]);*/  
       }    int i, j, d, h, k;
     }    double **out, cov[NCOVMAX];
   }    double **newm;
   printf("\n");  
     /* Hstepm could be zero and should return the unit matrix */
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");    for (i=1;i<=nlstate+ndeath;i++)
        for (j=1;j<=nlstate+ndeath;j++){
   a=matrix(1,npar,1,npar);        oldm[i][j]=(i==j ? 1.0 : 0.0);
   y=matrix(1,npar,1,npar);        po[i][j][0]=(i==j ? 1.0 : 0.0);
   x=vector(1,npar);      }
   indx=ivector(1,npar);    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
   for (i=1;i<=npar;i++)    for(h=1; h <=nhstepm; h++){
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];      for(d=1; d <=hstepm; d++){
   ludcmp(a,npar,indx,&pd);        newm=savm;
         /* Covariates have to be included here again */
   for (j=1;j<=npar;j++) {        cov[1]=1.;
     for (i=1;i<=npar;i++) x[i]=0;        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
     x[j]=1;        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
     lubksb(a,npar,indx,x);        for (k=1; k<=cptcovage;k++)
     for (i=1;i<=npar;i++){          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
       matcov[i][j]=x[i];        for (k=1; k<=cptcovprod;k++)
     }          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
   }  
   
   printf("\n#Hessian matrix#\n");        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
   for (i=1;i<=npar;i++) {        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
     for (j=1;j<=npar;j++) {        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
       printf("%.3e ",hess[i][j]);                     pmij(pmmij,cov,ncovmodel,x,nlstate));
     }        savm=oldm;
     printf("\n");        oldm=newm;
   }      }
       for(i=1; i<=nlstate+ndeath; i++)
   /* Recompute Inverse */        for(j=1;j<=nlstate+ndeath;j++) {
   for (i=1;i<=npar;i++)          po[i][j][h]=newm[i][j];
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
   ludcmp(a,npar,indx,&pd);           */
         }
   /*  printf("\n#Hessian matrix recomputed#\n");    } /* end h */
     return po;
   for (j=1;j<=npar;j++) {  }
     for (i=1;i<=npar;i++) x[i]=0;  
     x[j]=1;  
     lubksb(a,npar,indx,x);  /*************** log-likelihood *************/
     for (i=1;i<=npar;i++){  double func( double *x)
       y[i][j]=x[i];  {
       printf("%.3e ",y[i][j]);    int i, ii, j, k, mi, d, kk;
     }    double l, ll[NLSTATEMAX], cov[NCOVMAX];
     printf("\n");    double **out;
   }    double sw; /* Sum of weights */
   */    double lli; /* Individual log likelihood */
     int s1, s2;
   free_matrix(a,1,npar,1,npar);    double bbh, survp;
   free_matrix(y,1,npar,1,npar);    long ipmx;
   free_vector(x,1,npar);    /*extern weight */
   free_ivector(indx,1,npar);    /* We are differentiating ll according to initial status */
   free_matrix(hess,1,npar,1,npar);    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
     /*for(i=1;i<imx;i++) 
       printf(" %d\n",s[4][i]);
 }    */
     cov[1]=1.;
 /*************** hessian matrix ****************/  
 double hessii( double x[], double delta, int theta, double delti[])    for(k=1; k<=nlstate; k++) ll[k]=0.;
 {  
   int i;    if(mle==1){
   int l=1, lmax=20;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   double k1,k2;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   double p2[NPARMAX+1];        for(mi=1; mi<= wav[i]-1; mi++){
   double res;          for (ii=1;ii<=nlstate+ndeath;ii++)
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;            for (j=1;j<=nlstate+ndeath;j++){
   double fx;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   int k=0,kmax=10;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
   double l1;            }
           for(d=0; d<dh[mi][i]; d++){
   fx=func(x);            newm=savm;
   for (i=1;i<=npar;i++) p2[i]=x[i];            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   for(l=0 ; l <=lmax; l++){            for (kk=1; kk<=cptcovage;kk++) {
     l1=pow(10,l);              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     delts=delt;            }
     for(k=1 ; k <kmax; k=k+1){            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       delt = delta*(l1*k);                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       p2[theta]=x[theta] +delt;            savm=oldm;
       k1=func(p2)-fx;            oldm=newm;
       p2[theta]=x[theta]-delt;          } /* end mult */
       k2=func(p2)-fx;        
       /*res= (k1-2.0*fx+k2)/delt/delt; */          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */          /* But now since version 0.9 we anticipate for bias and large stepm.
                 * If stepm is larger than one month (smallest stepm) and if the exact delay 
 #ifdef DEBUG           * (in months) between two waves is not a multiple of stepm, we rounded to 
       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);           * the nearest (and in case of equal distance, to the lowest) interval but now
 #endif           * we keep into memory the bias bh[mi][i] and also the previous matrix product
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){           * probability in order to take into account the bias as a fraction of the way
         k=kmax;           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
       }           * -stepm/2 to stepm/2 .
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */           * For stepm=1 the results are the same as for previous versions of Imach.
         k=kmax; l=lmax*10.;           * For stepm > 1 the results are less biased than in previous versions. 
       }           */
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){          s1=s[mw[mi][i]][i];
         delts=delt;          s2=s[mw[mi+1][i]][i];
       }          bbh=(double)bh[mi][i]/(double)stepm; 
     }          /* bias is positive if real duration
   }           * is higher than the multiple of stepm and negative otherwise.
   delti[theta]=delts;           */
   return res;          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
            if( s2 > nlstate){ 
 }            /* i.e. if s2 is a death state and if the date of death is known then the contribution
                to the likelihood is the probability to die between last step unit time and current 
 double hessij( double x[], double delti[], int thetai,int thetaj)               step unit time, which is also the differences between probability to die before dh 
 {               and probability to die before dh-stepm . 
   int i;               In version up to 0.92 likelihood was computed
   int l=1, l1, lmax=20;          as if date of death was unknown. Death was treated as any other
   double k1,k2,k3,k4,res,fx;          health state: the date of the interview describes the actual state
   double p2[NPARMAX+1];          and not the date of a change in health state. The former idea was
   int k;          to consider that at each interview the state was recorded
           (healthy, disable or death) and IMaCh was corrected; but when we
   fx=func(x);          introduced the exact date of death then we should have modified
   for (k=1; k<=2; k++) {          the contribution of an exact death to the likelihood. This new
     for (i=1;i<=npar;i++) p2[i]=x[i];          contribution is smaller and very dependent of the step unit
     p2[thetai]=x[thetai]+delti[thetai]/k;          stepm. It is no more the probability to die between last interview
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;          and month of death but the probability to survive from last
     k1=func(p2)-fx;          interview up to one month before death multiplied by the
            probability to die within a month. Thanks to Chris
     p2[thetai]=x[thetai]+delti[thetai]/k;          Jackson for correcting this bug.  Former versions increased
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;          mortality artificially. The bad side is that we add another loop
     k2=func(p2)-fx;          which slows down the processing. The difference can be up to 10%
            lower mortality.
     p2[thetai]=x[thetai]-delti[thetai]/k;            */
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;            lli=log(out[s1][s2] - savm[s1][s2]);
     k3=func(p2)-fx;          }else{
              lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
     p2[thetai]=x[thetai]-delti[thetai]/k;            /*  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 */
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;          } 
     k4=func(p2)-fx;          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */          /*if(lli ==000.0)*/
 #ifdef DEBUG          /*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); */
     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);          ipmx +=1;
 #endif          sw += weight[i];
   }          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   return res;        } /* end of wave */
 }      } /* end of individual */
     }  else if(mle==2){
 /************** Inverse of matrix **************/      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 void ludcmp(double **a, int n, int *indx, double *d)        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 {        for(mi=1; mi<= wav[i]-1; mi++){
   int i,imax,j,k;          for (ii=1;ii<=nlstate+ndeath;ii++)
   double big,dum,sum,temp;            for (j=1;j<=nlstate+ndeath;j++){
   double *vv;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
                savm[ii][j]=(ii==j ? 1.0 : 0.0);
   vv=vector(1,n);            }
   *d=1.0;          for(d=0; d<=dh[mi][i]; d++){
   for (i=1;i<=n;i++) {            newm=savm;
     big=0.0;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     for (j=1;j<=n;j++)            for (kk=1; kk<=cptcovage;kk++) {
       if ((temp=fabs(a[i][j])) > big) big=temp;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");            }
     vv[i]=1.0/big;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   }                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   for (j=1;j<=n;j++) {            savm=oldm;
     for (i=1;i<j;i++) {            oldm=newm;
       sum=a[i][j];          } /* end mult */
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];        
       a[i][j]=sum;          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
     }          /* But now since version 0.9 we anticipate for bias and large stepm.
     big=0.0;           * If stepm is larger than one month (smallest stepm) and if the exact delay 
     for (i=j;i<=n;i++) {           * (in months) between two waves is not a multiple of stepm, we rounded to 
       sum=a[i][j];           * the nearest (and in case of equal distance, to the lowest) interval but now
       for (k=1;k<j;k++)           * we keep into memory the bias bh[mi][i] and also the previous matrix product
         sum -= a[i][k]*a[k][j];           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
       a[i][j]=sum;           * probability in order to take into account the bias as a fraction of the way
       if ( (dum=vv[i]*fabs(sum)) >= big) {           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
         big=dum;           * -stepm/2 to stepm/2 .
         imax=i;           * For stepm=1 the results are the same as for previous versions of Imach.
       }           * For stepm > 1 the results are less biased than in previous versions. 
     }           */
     if (j != imax) {          s1=s[mw[mi][i]][i];
       for (k=1;k<=n;k++) {          s2=s[mw[mi+1][i]][i];
         dum=a[imax][k];          bbh=(double)bh[mi][i]/(double)stepm; 
         a[imax][k]=a[j][k];          /* bias is positive if real duration
         a[j][k]=dum;           * is higher than the multiple of stepm and negative otherwise.
       }           */
       *d = -(*d);          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 */
       vv[imax]=vv[j];          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
     }          /*lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.-+bh)*out[s1][s2])); */ /* exponential interpolation */
     indx[j]=imax;          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
     if (a[j][j] == 0.0) a[j][j]=TINY;          /*if(lli ==000.0)*/
     if (j != n) {          /*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); */
       dum=1.0/(a[j][j]);          ipmx +=1;
       for (i=j+1;i<=n;i++) a[i][j] *= dum;          sw += weight[i];
     }          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   }        } /* end of wave */
   free_vector(vv,1,n);  /* Doesn't work */      } /* end of individual */
 ;    }  else if(mle==3){  /* exponential inter-extrapolation */
 }      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 void lubksb(double **a, int n, int *indx, double b[])        for(mi=1; mi<= wav[i]-1; mi++){
 {          for (ii=1;ii<=nlstate+ndeath;ii++)
   int i,ii=0,ip,j;            for (j=1;j<=nlstate+ndeath;j++){
   double sum;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
                savm[ii][j]=(ii==j ? 1.0 : 0.0);
   for (i=1;i<=n;i++) {            }
     ip=indx[i];          for(d=0; d<dh[mi][i]; d++){
     sum=b[ip];            newm=savm;
     b[ip]=b[i];            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     if (ii)            for (kk=1; kk<=cptcovage;kk++) {
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     else if (sum) ii=i;            }
     b[i]=sum;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   }                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   for (i=n;i>=1;i--) {            savm=oldm;
     sum=b[i];            oldm=newm;
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];          } /* end mult */
     b[i]=sum/a[i][i];        
   }          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
 }          /* But now since version 0.9 we anticipate for bias and large stepm.
            * If stepm is larger than one month (smallest stepm) and if the exact delay 
 /************ Frequencies ********************/           * (in months) between two waves is not a multiple of stepm, we rounded to 
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)           * the nearest (and in case of equal distance, to the lowest) interval but now
 {  /* Some frequencies */           * we keep into memory the bias bh[mi][i] and also the previous matrix product
             * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;           * probability in order to take into account the bias as a fraction of the way
   double ***freq; /* Frequencies */           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
   double *pp;           * -stepm/2 to stepm/2 .
   double pos;           * For stepm=1 the results are the same as for previous versions of Imach.
   FILE *ficresp;           * For stepm > 1 the results are less biased than in previous versions. 
   char fileresp[FILENAMELENGTH];           */
           s1=s[mw[mi][i]][i];
   pp=vector(1,nlstate);          s2=s[mw[mi+1][i]][i];
  probs= ma3x(1,130 ,1,8, 1,8);          bbh=(double)bh[mi][i]/(double)stepm; 
   strcpy(fileresp,"p");          /* bias is positive if real duration
   strcat(fileresp,fileres);           * is higher than the multiple of stepm and negative otherwise.
   if((ficresp=fopen(fileresp,"w"))==NULL) {           */
     printf("Problem with prevalence resultfile: %s\n", fileresp);          /* 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 */
     exit(0);          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 */
   }          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);          /*if(lli ==000.0)*/
   j1=0;          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
           ipmx +=1;
   j=cptcoveff;          sw += weight[i];
   if (cptcovn<1) {j=1;ncodemax[1]=1;}          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         } /* end of wave */
   for(k1=1; k1<=j;k1++){      } /* end of individual */
    for(i1=1; i1<=ncodemax[k1];i1++){    }else{  /* ml=4 no inter-extrapolation */
        j1++;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
          scanf("%d", i);*/        for(mi=1; mi<= wav[i]-1; mi++){
         for (i=-1; i<=nlstate+ndeath; i++)            for (ii=1;ii<=nlstate+ndeath;ii++)
          for (jk=-1; jk<=nlstate+ndeath; jk++)              for (j=1;j<=nlstate+ndeath;j++){
            for(m=agemin; m <= agemax+3; m++)              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
              freq[i][jk][m]=0;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
                    }
        for (i=1; i<=imx; i++) {          for(d=0; d<dh[mi][i]; d++){
          bool=1;            newm=savm;
          if  (cptcovn>0) {            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
            for (z1=1; z1<=cptcoveff; z1++)            for (kk=1; kk<=cptcovage;kk++) {
              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
                bool=0;            }
          }          
           if (bool==1) {            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
            for(m=firstpass; m<=lastpass-1; m++){                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
              if(agev[m][i]==0) agev[m][i]=agemax+1;            savm=oldm;
              if(agev[m][i]==1) agev[m][i]=agemax+2;            oldm=newm;
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];          } /* end mult */
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];        
            }          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
          }          ipmx +=1;
        }          sw += weight[i];
         if  (cptcovn>0) {          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
          fprintf(ficresp, "\n#********** Variable ");        } /* end of wave */
          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);      } /* end of individual */
        fprintf(ficresp, "**********\n#");    } /* End of if */
         }    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
        for(i=1; i<=nlstate;i++)    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
        fprintf(ficresp, "\n");    return -l;
          }
   for(i=(int)agemin; i <= (int)agemax+3; i++){  
     if(i==(int)agemax+3)  
       printf("Total");  /*********** Maximum Likelihood Estimation ***************/
     else  
       printf("Age %d", i);  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
     for(jk=1; jk <=nlstate ; jk++){  {
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)    int i,j, iter;
         pp[jk] += freq[jk][m][i];    double **xi;
     }    double fret;
     for(jk=1; jk <=nlstate ; jk++){    char filerespow[FILENAMELENGTH];
       for(m=-1, pos=0; m <=0 ; m++)    xi=matrix(1,npar,1,npar);
         pos += freq[jk][m][i];    for (i=1;i<=npar;i++)
       if(pp[jk]>=1.e-10)      for (j=1;j<=npar;j++)
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);        xi[i][j]=(i==j ? 1.0 : 0.0);
       else    printf("Powell\n");  fprintf(ficlog,"Powell\n");
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);    strcpy(filerespow,"pow"); 
     }    strcat(filerespow,fileres);
     for(jk=1; jk <=nlstate ; jk++){    if((ficrespow=fopen(filerespow,"w"))==NULL) {
       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)      printf("Problem with resultfile: %s\n", filerespow);
         pp[jk] += freq[jk][m][i];      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
     }    }
     for(jk=1,pos=0; jk <=nlstate ; jk++)    fprintf(ficrespow,"# Powell\n# iter -2*LL");
       pos += pp[jk];    for (i=1;i<=nlstate;i++)
     for(jk=1; jk <=nlstate ; jk++){      for(j=1;j<=nlstate+ndeath;j++)
       if(pos>=1.e-5)        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);    fprintf(ficrespow,"\n");
       else    powell(p,xi,npar,ftol,&iter,&fret,func);
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);  
       if( i <= (int) agemax){    fclose(ficrespow);
         if(pos>=1.e-5){    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
           probs[i][jk][j1]= pp[jk]/pos;    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
           /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/  
         }  }
       else  
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);  /**** Computes Hessian and covariance matrix ***/
       }  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
     }  {
     for(jk=-1; jk <=nlstate+ndeath; jk++)    double  **a,**y,*x,pd;
       for(m=-1; m <=nlstate+ndeath; m++)    double **hess;
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);    int i, j,jk;
     if(i <= (int) agemax)    int *indx;
       fprintf(ficresp,"\n");  
     printf("\n");    double hessii(double p[], double delta, int theta, double delti[]);
     }    double hessij(double p[], double delti[], int i, int j);
     }    void lubksb(double **a, int npar, int *indx, double b[]) ;
  }    void ludcmp(double **a, int npar, int *indx, double *d) ;
    
   fclose(ficresp);    hess=matrix(1,npar,1,npar);
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);  
   free_vector(pp,1,nlstate);    printf("\nCalculation of the hessian matrix. Wait...\n");
     fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
 }  /* End of Freq */    for (i=1;i<=npar;i++){
       printf("%d",i);fflush(stdout);
 /************* Waves Concatenation ***************/      fprintf(ficlog,"%d",i);fflush(ficlog);
       hess[i][i]=hessii(p,ftolhess,i,delti);
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)      /*printf(" %f ",p[i]);*/
 {      /*printf(" %lf ",hess[i][i]);*/
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.    }
      Death is a valid wave (if date is known).    
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i    for (i=1;i<=npar;i++) {
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]      for (j=1;j<=npar;j++)  {
      and mw[mi+1][i]. dh depends on stepm.        if (j>i) { 
      */          printf(".%d%d",i,j);fflush(stdout);
           fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
   int i, mi, m;          hess[i][j]=hessij(p,delti,i,j);
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;          hess[j][i]=hess[i][j];    
      double sum=0., jmean=0.;*/          /*printf(" %lf ",hess[i][j]);*/
         }
   int j, k=0,jk, ju, jl;      }
   double sum=0.;    }
   jmin=1e+5;    printf("\n");
   jmax=-1;    fprintf(ficlog,"\n");
   jmean=0.;  
   for(i=1; i<=imx; i++){    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
     mi=0;    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
     m=firstpass;    
     while(s[m][i] <= nlstate){    a=matrix(1,npar,1,npar);
       if(s[m][i]>=1)    y=matrix(1,npar,1,npar);
         mw[++mi][i]=m;    x=vector(1,npar);
       if(m >=lastpass)    indx=ivector(1,npar);
         break;    for (i=1;i<=npar;i++)
       else      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
         m++;    ludcmp(a,npar,indx,&pd);
     }/* end while */  
     if (s[m][i] > nlstate){    for (j=1;j<=npar;j++) {
       mi++;     /* Death is another wave */      for (i=1;i<=npar;i++) x[i]=0;
       /* if(mi==0)  never been interviewed correctly before death */      x[j]=1;
          /* Only death is a correct wave */      lubksb(a,npar,indx,x);
       mw[mi][i]=m;      for (i=1;i<=npar;i++){ 
     }        matcov[i][j]=x[i];
       }
     wav[i]=mi;    }
     if(mi==0)  
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);    printf("\n#Hessian matrix#\n");
   }    fprintf(ficlog,"\n#Hessian matrix#\n");
     for (i=1;i<=npar;i++) { 
   for(i=1; i<=imx; i++){      for (j=1;j<=npar;j++) { 
     for(mi=1; mi<wav[i];mi++){        printf("%.3e ",hess[i][j]);
       if (stepm <=0)        fprintf(ficlog,"%.3e ",hess[i][j]);
         dh[mi][i]=1;      }
       else{      printf("\n");
         if (s[mw[mi+1][i]][i] > nlstate) {      fprintf(ficlog,"\n");
           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 */    /* Recompute Inverse */
           k=k+1;    for (i=1;i<=npar;i++)
           if (j >= jmax) jmax=j;      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
           if (j <= jmin) jmin=j;    ludcmp(a,npar,indx,&pd);
           sum=sum+j;  
           /* if (j<10) printf("j=%d num=%d ",j,i); */    /*  printf("\n#Hessian matrix recomputed#\n");
           }  
         }    for (j=1;j<=npar;j++) {
         else{      for (i=1;i<=npar;i++) x[i]=0;
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));      x[j]=1;
           k=k+1;      lubksb(a,npar,indx,x);
           if (j >= jmax) jmax=j;      for (i=1;i<=npar;i++){ 
           else if (j <= jmin)jmin=j;        y[i][j]=x[i];
           /*   if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */        printf("%.3e ",y[i][j]);
           sum=sum+j;        fprintf(ficlog,"%.3e ",y[i][j]);
         }      }
         jk= j/stepm;      printf("\n");
         jl= j -jk*stepm;      fprintf(ficlog,"\n");
         ju= j -(jk+1)*stepm;    }
         if(jl <= -ju)    */
           dh[mi][i]=jk;  
         else    free_matrix(a,1,npar,1,npar);
           dh[mi][i]=jk+1;    free_matrix(y,1,npar,1,npar);
         if(dh[mi][i]==0)    free_vector(x,1,npar);
           dh[mi][i]=1; /* At least one step */    free_ivector(indx,1,npar);
       }    free_matrix(hess,1,npar,1,npar);
     }  
   }  
   jmean=sum/k;  }
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);  
  }  /*************** hessian matrix ****************/
 /*********** Tricode ****************************/  double hessii( double x[], double delta, int theta, double delti[])
 void tricode(int *Tvar, int **nbcode, int imx)  {
 {    int i;
   int Ndum[20],ij=1, k, j, i;    int l=1, lmax=20;
   int cptcode=0;    double k1,k2;
   cptcoveff=0;    double p2[NPARMAX+1];
      double res;
   for (k=0; k<19; k++) Ndum[k]=0;    double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
   for (k=1; k<=7; k++) ncodemax[k]=0;    double fx;
     int k=0,kmax=10;
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {    double l1;
     for (i=1; i<=imx; i++) {  
       ij=(int)(covar[Tvar[j]][i]);    fx=func(x);
       Ndum[ij]++;    for (i=1;i<=npar;i++) p2[i]=x[i];
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/    for(l=0 ; l <=lmax; l++){
       if (ij > cptcode) cptcode=ij;      l1=pow(10,l);
     }      delts=delt;
       for(k=1 ; k <kmax; k=k+1){
     for (i=0; i<=cptcode; i++) {        delt = delta*(l1*k);
       if(Ndum[i]!=0) ncodemax[j]++;        p2[theta]=x[theta] +delt;
     }        k1=func(p2)-fx;
     ij=1;        p2[theta]=x[theta]-delt;
         k2=func(p2)-fx;
         /*res= (k1-2.0*fx+k2)/delt/delt; */
     for (i=1; i<=ncodemax[j]; i++) {        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
       for (k=0; k<=19; k++) {        
         if (Ndum[k] != 0) {  #ifdef DEBUG
           nbcode[Tvar[j]][ij]=k;        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);
           ij++;        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);
         }  #endif
         if (ij > ncodemax[j]) break;        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
       }          if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
     }          k=kmax;
   }          }
         else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
  for (k=0; k<19; k++) Ndum[k]=0;          k=kmax; l=lmax*10.;
         }
  for (i=1; i<=ncovmodel-2; i++) {        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
       ij=Tvar[i];          delts=delt;
       Ndum[ij]++;        }
     }      }
     }
  ij=1;    delti[theta]=delts;
  for (i=1; i<=10; i++) {    return res; 
    if((Ndum[i]!=0) && (i<=ncov)){    
      Tvaraff[ij]=i;  }
      ij++;  
    }  double hessij( double x[], double delti[], int thetai,int thetaj)
  }  {
      int i;
     cptcoveff=ij-1;    int l=1, l1, lmax=20;
 }    double k1,k2,k3,k4,res,fx;
     double p2[NPARMAX+1];
 /*********** Health Expectancies ****************/    int k;
   
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)    fx=func(x);
 {    for (k=1; k<=2; k++) {
   /* Health expectancies */      for (i=1;i<=npar;i++) p2[i]=x[i];
   int i, j, nhstepm, hstepm, h;      p2[thetai]=x[thetai]+delti[thetai]/k;
   double age, agelim,hf;      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
   double ***p3mat;      k1=func(p2)-fx;
      
   fprintf(ficreseij,"# Health expectancies\n");      p2[thetai]=x[thetai]+delti[thetai]/k;
   fprintf(ficreseij,"# Age");      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
   for(i=1; i<=nlstate;i++)      k2=func(p2)-fx;
     for(j=1; j<=nlstate;j++)    
       fprintf(ficreseij," %1d-%1d",i,j);      p2[thetai]=x[thetai]-delti[thetai]/k;
   fprintf(ficreseij,"\n");      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
       k3=func(p2)-fx;
   hstepm=1*YEARM; /*  Every j years of age (in month) */    
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */      p2[thetai]=x[thetai]-delti[thetai]/k;
       p2[thetaj]=x[thetaj]-delti[thetaj]/k;
   agelim=AGESUP;      k4=func(p2)-fx;
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
     /* nhstepm age range expressed in number of stepm */  #ifdef DEBUG
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);      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);
     /* Typically if 20 years = 20*12/6=40 stepm */      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);
     if (stepm >= YEARM) hstepm=1;  #endif
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */    }
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    return res;
     /* Computed by stepm unit matrices, product of hstepm matrices, stored  }
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */  
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);    /************** Inverse of matrix **************/
   void ludcmp(double **a, int n, int *indx, double *d) 
   { 
     for(i=1; i<=nlstate;i++)    int i,imax,j,k; 
       for(j=1; j<=nlstate;j++)    double big,dum,sum,temp; 
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){    double *vv; 
           eij[i][j][(int)age] +=p3mat[i][j][h];   
         }    vv=vector(1,n); 
        *d=1.0; 
     hf=1;    for (i=1;i<=n;i++) { 
     if (stepm >= YEARM) hf=stepm/YEARM;      big=0.0; 
     fprintf(ficreseij,"%.0f",age );      for (j=1;j<=n;j++) 
     for(i=1; i<=nlstate;i++)        if ((temp=fabs(a[i][j])) > big) big=temp; 
       for(j=1; j<=nlstate;j++){      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);      vv[i]=1.0/big; 
       }    } 
     fprintf(ficreseij,"\n");    for (j=1;j<=n;j++) { 
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      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; 
 /************ Variance ******************/      } 
 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)      big=0.0; 
 {      for (i=j;i<=n;i++) { 
   /* Variance of health expectancies */        sum=a[i][j]; 
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/        for (k=1;k<j;k++) 
   double **newm;          sum -= a[i][k]*a[k][j]; 
   double **dnewm,**doldm;        a[i][j]=sum; 
   int i, j, nhstepm, hstepm, h;        if ( (dum=vv[i]*fabs(sum)) >= big) { 
   int k, cptcode;          big=dum; 
   double *xp;          imax=i; 
   double **gp, **gm;        } 
   double ***gradg, ***trgradg;      } 
   double ***p3mat;      if (j != imax) { 
   double age,agelim;        for (k=1;k<=n;k++) { 
   int theta;          dum=a[imax][k]; 
           a[imax][k]=a[j][k]; 
    fprintf(ficresvij,"# Covariances of life expectancies\n");          a[j][k]=dum; 
   fprintf(ficresvij,"# Age");        } 
   for(i=1; i<=nlstate;i++)        *d = -(*d); 
     for(j=1; j<=nlstate;j++)        vv[imax]=vv[j]; 
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);      } 
   fprintf(ficresvij,"\n");      indx[j]=imax; 
       if (a[j][j] == 0.0) a[j][j]=TINY; 
   xp=vector(1,npar);      if (j != n) { 
   dnewm=matrix(1,nlstate,1,npar);        dum=1.0/(a[j][j]); 
   doldm=matrix(1,nlstate,1,nlstate);        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
        } 
   hstepm=1*YEARM; /* Every year of age */    } 
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    free_vector(vv,1,n);  /* Doesn't work */
   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;  void lubksb(double **a, int n, int *indx, double b[]) 
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */  { 
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    int i,ii=0,ip,j; 
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);    double sum; 
     gp=matrix(0,nhstepm,1,nlstate);   
     gm=matrix(0,nhstepm,1,nlstate);    for (i=1;i<=n;i++) { 
       ip=indx[i]; 
     for(theta=1; theta <=npar; theta++){      sum=b[ip]; 
       for(i=1; i<=npar; i++){ /* Computes gradient */      b[ip]=b[i]; 
         xp[i] = x[i] + (i==theta ?delti[theta]:0);      if (ii) 
       }        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);        else if (sum) ii=i; 
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);      b[i]=sum; 
       for(j=1; j<= nlstate; j++){    } 
         for(h=0; h<=nhstepm; h++){    for (i=n;i>=1;i--) { 
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)      sum=b[i]; 
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
         }      b[i]=sum/a[i][i]; 
       }    } 
      } 
       for(i=1; i<=npar; i++) /* Computes gradient */  
         xp[i] = x[i] - (i==theta ?delti[theta]:0);  /************ Frequencies ********************/
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);    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, double dateprev1,double dateprev2,double jprev1, double mprev1,double anprev1,double jprev2, double mprev2,double anprev2)
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);  {  /* Some frequencies */
       for(j=1; j<= nlstate; j++){    
         for(h=0; h<=nhstepm; h++){    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)    int first;
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];    double ***freq; /* Frequencies */
         }    double *pp, **prop;
       }    double pos,posprop, k2, dateintsum=0,k2cpt=0;
       for(j=1; j<= nlstate; j++)    FILE *ficresp;
         for(h=0; h<=nhstepm; h++){    char fileresp[FILENAMELENGTH];
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];    
         }    pp=vector(1,nlstate);
     } /* End theta */    prop=matrix(1,nlstate,iagemin,iagemax+3);
     strcpy(fileresp,"p");
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);    strcat(fileresp,fileres);
     if((ficresp=fopen(fileresp,"w"))==NULL) {
     for(h=0; h<=nhstepm; h++)      printf("Problem with prevalence resultfile: %s\n", fileresp);
       for(j=1; j<=nlstate;j++)      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
         for(theta=1; theta <=npar; theta++)      exit(0);
           trgradg[h][j][theta]=gradg[h][theta][j];    }
     freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
     for(i=1;i<=nlstate;i++)    j1=0;
       for(j=1;j<=nlstate;j++)    
         vareij[i][j][(int)age] =0.;    j=cptcoveff;
     for(h=0;h<=nhstepm;h++){    if (cptcovn<1) {j=1;ncodemax[1]=1;}
       for(k=0;k<=nhstepm;k++){  
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);    first=1;
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);  
         for(i=1;i<=nlstate;i++)    for(k1=1; k1<=j;k1++){
           for(j=1;j<=nlstate;j++)      for(i1=1; i1<=ncodemax[k1];i1++){
             vareij[i][j][(int)age] += doldm[i][j];        j1++;
       }        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
     }          scanf("%d", i);*/
     h=1;        for (i=-1; i<=nlstate+ndeath; i++)  
     if (stepm >= YEARM) h=stepm/YEARM;          for (jk=-1; jk<=nlstate+ndeath; jk++)  
     fprintf(ficresvij,"%.0f ",age );            for(m=iagemin; m <= iagemax+3; m++)
     for(i=1; i<=nlstate;i++)              freq[i][jk][m]=0;
       for(j=1; j<=nlstate;j++){  
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);      for (i=1; i<=nlstate; i++)  
       }        for(m=iagemin; m <= iagemax+3; m++)
     fprintf(ficresvij,"\n");          prop[i][m]=0;
     free_matrix(gp,0,nhstepm,1,nlstate);        
     free_matrix(gm,0,nhstepm,1,nlstate);        dateintsum=0;
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);        k2cpt=0;
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);        for (i=1; i<=imx; i++) {
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          bool=1;
   } /* End age */          if  (cptcovn>0) {
              for (z1=1; z1<=cptcoveff; z1++) 
   free_vector(xp,1,npar);              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
   free_matrix(doldm,1,nlstate,1,npar);                bool=0;
   free_matrix(dnewm,1,nlstate,1,nlstate);          }
           if (bool==1){
 }            for(m=firstpass; m<=lastpass; m++){
               k2=anint[m][i]+(mint[m][i]/12.);
 /************ Variance of prevlim ******************/              if ((k2>=dateprev1) && (k2<=dateprev2)) {
 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)                if(agev[m][i]==0) agev[m][i]=iagemax+1;
 {                if(agev[m][i]==1) agev[m][i]=iagemax+2;
   /* Variance of prevalence limit */                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/                if (m<lastpass) {
   double **newm;                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
   double **dnewm,**doldm;                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
   int i, j, nhstepm, hstepm;                }
   int k, cptcode;                
   double *xp;                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
   double *gp, *gm;                  dateintsum=dateintsum+k2;
   double **gradg, **trgradg;                  k2cpt++;
   double age,agelim;                }
   int theta;              }
                }
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");          }
   fprintf(ficresvpl,"# Age");        }
   for(i=1; i<=nlstate;i++)         
       fprintf(ficresvpl," %1d-%1d",i,i);        fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);
   fprintf(ficresvpl,"\n");  
         if  (cptcovn>0) {
   xp=vector(1,npar);          fprintf(ficresp, "\n#********** Variable "); 
   dnewm=matrix(1,nlstate,1,npar);          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   doldm=matrix(1,nlstate,1,nlstate);          fprintf(ficresp, "**********\n#");
          }
   hstepm=1*YEARM; /* Every year of age */        for(i=1; i<=nlstate;i++) 
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
   agelim = AGESUP;        fprintf(ficresp, "\n");
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */        
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */        for(i=iagemin; i <= iagemax+3; i++){
     if (stepm >= YEARM) hstepm=1;          if(i==iagemax+3){
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */            fprintf(ficlog,"Total");
     gradg=matrix(1,npar,1,nlstate);          }else{
     gp=vector(1,nlstate);            if(first==1){
     gm=vector(1,nlstate);              first=0;
               printf("See log file for details...\n");
     for(theta=1; theta <=npar; theta++){            }
       for(i=1; i<=npar; i++){ /* Computes gradient */            fprintf(ficlog,"Age %d", i);
         xp[i] = x[i] + (i==theta ?delti[theta]:0);          }
       }          for(jk=1; jk <=nlstate ; jk++){
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
       for(i=1;i<=nlstate;i++)              pp[jk] += freq[jk][m][i]; 
         gp[i] = prlim[i][i];          }
              for(jk=1; jk <=nlstate ; jk++){
       for(i=1; i<=npar; i++) /* Computes gradient */            for(m=-1, pos=0; m <=0 ; m++)
         xp[i] = x[i] - (i==theta ?delti[theta]:0);              pos += freq[jk][m][i];
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);            if(pp[jk]>=1.e-10){
       for(i=1;i<=nlstate;i++)              if(first==1){
         gm[i] = prlim[i][i];              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
               }
       for(i=1;i<=nlstate;i++)              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];            }else{
     } /* End theta */              if(first==1)
                 printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
     trgradg =matrix(1,nlstate,1,npar);              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
             }
     for(j=1; j<=nlstate;j++)          }
       for(theta=1; theta <=npar; theta++)  
         trgradg[j][theta]=gradg[theta][j];          for(jk=1; jk <=nlstate ; jk++){
             for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
     for(i=1;i<=nlstate;i++)              pp[jk] += freq[jk][m][i];
       varpl[i][(int)age] =0.;          }       
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);            pos += pp[jk];
     for(i=1;i<=nlstate;i++)            posprop += prop[jk][i];
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */          }
           for(jk=1; jk <=nlstate ; jk++){
     fprintf(ficresvpl,"%.0f ",age );            if(pos>=1.e-5){
     for(i=1; i<=nlstate;i++)              if(first==1)
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
     fprintf(ficresvpl,"\n");              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
     free_vector(gp,1,nlstate);            }else{
     free_vector(gm,1,nlstate);              if(first==1)
     free_matrix(gradg,1,npar,1,nlstate);                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
     free_matrix(trgradg,1,nlstate,1,npar);              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
   } /* End age */            }
             if( i <= iagemax){
   free_vector(xp,1,npar);              if(pos>=1.e-5){
   free_matrix(doldm,1,nlstate,1,npar);                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
   free_matrix(dnewm,1,nlstate,1,nlstate);                probs[i][jk][j1]= pp[jk]/pos;
                 /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
 }              }
               else
 /************ Variance of one-step probabilities  ******************/                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
 void varprob(char fileres[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij)            }
 {          }
   int i, j;          
   int k=0, cptcode;          for(jk=-1; jk <=nlstate+ndeath; jk++)
   double **dnewm,**doldm;            for(m=-1; m <=nlstate+ndeath; m++)
   double *xp;              if(freq[jk][m][i] !=0 ) {
   double *gp, *gm;              if(first==1)
   double **gradg, **trgradg;                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
   double age,agelim, cov[NCOVMAX];                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
   int theta;              }
   char fileresprob[FILENAMELENGTH];          if(i <= iagemax)
             fprintf(ficresp,"\n");
   strcpy(fileresprob,"prob");          if(first==1)
   strcat(fileresprob,fileres);            printf("Others in log...\n");
   if((ficresprob=fopen(fileresprob,"w"))==NULL) {          fprintf(ficlog,"\n");
     printf("Problem with resultfile: %s\n", fileresprob);        }
   }      }
   printf("Computing variance of one-step probabilities: result on file '%s' \n",fileresprob);    }
      dateintmean=dateintsum/k2cpt; 
    
   xp=vector(1,npar);    fclose(ficresp);
   dnewm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
   doldm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,(nlstate+ndeath)*(nlstate+ndeath));    free_vector(pp,1,nlstate);
      free_matrix(prop,1,nlstate,iagemin, iagemax+3);
   cov[1]=1;    /* End of Freq */
   for (age=bage; age<=fage; age ++){  }
     cov[2]=age;  
     gradg=matrix(1,npar,1,9);  /************ Prevalence ********************/
     trgradg=matrix(1,9,1,npar);  void prevalence(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)
     gp=vector(1,(nlstate+ndeath)*(nlstate+ndeath));  {  
     gm=vector(1,(nlstate+ndeath)*(nlstate+ndeath));    /* 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(theta=1; theta <=npar; theta++){       We still use firstpass and lastpass as another selection.
       for(i=1; i<=npar; i++)    */
         xp[i] = x[i] + (i==theta ?delti[theta]:0);   
          int i, m, jk, k1, i1, j1, bool, z1,z2,j;
       pmij(pmmij,cov,ncovmodel,xp,nlstate);    double ***freq; /* Frequencies */
        double *pp, **prop;
       k=0;    double pos,posprop; 
       for(i=1; i<= (nlstate+ndeath); i++){    double  y2; /* in fractional years */
         for(j=1; j<=(nlstate+ndeath);j++){    int iagemin, iagemax;
            k=k+1;  
           gp[k]=pmmij[i][j];    iagemin= (int) agemin;
         }    iagemax= (int) agemax;
       }    /*pp=vector(1,nlstate);*/
     prop=matrix(1,nlstate,iagemin,iagemax+3); 
       for(i=1; i<=npar; i++)    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
         xp[i] = x[i] - (i==theta ?delti[theta]:0);    j1=0;
        
     j=cptcoveff;
       pmij(pmmij,cov,ncovmodel,xp,nlstate);    if (cptcovn<1) {j=1;ncodemax[1]=1;}
       k=0;    
       for(i=1; i<=(nlstate+ndeath); i++){    for(k1=1; k1<=j;k1++){
         for(j=1; j<=(nlstate+ndeath);j++){      for(i1=1; i1<=ncodemax[k1];i1++){
           k=k+1;        j1++;
           gm[k]=pmmij[i][j];        
         }        for (i=1; i<=nlstate; i++)  
       }          for(m=iagemin; m <= iagemax+3; m++)
                  prop[i][m]=0.0;
        for(i=1; i<= (nlstate+ndeath)*(nlstate+ndeath); i++)       
            gradg[theta][i]=(gp[i]-gm[i])/2./delti[theta];          for (i=1; i<=imx; i++) { /* Each individual */
     }          bool=1;
           if  (cptcovn>0) {
      for(j=1; j<=(nlstate+ndeath)*(nlstate+ndeath);j++)            for (z1=1; z1<=cptcoveff; z1++) 
       for(theta=1; theta <=npar; theta++)              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
       trgradg[j][theta]=gradg[theta][j];                bool=0;
            } 
      matprod2(dnewm,trgradg,1,9,1,npar,1,npar,matcov);          if (bool==1) { 
      matprod2(doldm,dnewm,1,9,1,npar,1,9,gradg);            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 */
      pmij(pmmij,cov,ncovmodel,x,nlstate);              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
                 if(agev[m][i]==0) agev[m][i]=iagemax+1;
      k=0;                if(agev[m][i]==1) agev[m][i]=iagemax+2;
      for(i=1; i<=(nlstate+ndeath); i++){                if((int)agev[m][i] <iagemin || (int)agev[m][i] >iagemax+3) printf("Error on individual =%d agev[m][i]=%f m=%d\n",i, agev[m][i],m); 
        for(j=1; j<=(nlstate+ndeath);j++){                if (s[m][i]>0 && s[m][i]<=nlstate) { 
          k=k+1;                  /*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]]);*/
          gm[k]=pmmij[i][j];                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
         }                  prop[s[m][i]][iagemax+3] += weight[i]; 
      }                } 
                    }
      /*printf("\n%d ",(int)age);            } /* end selection of waves */
      for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){          }
                }
         for(i=iagemin; i <= iagemax+3; i++){  
        printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));          
      }*/          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
             posprop += prop[jk][i]; 
   fprintf(ficresprob,"\n%d ",(int)age);          } 
   
   for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){          for(jk=1; jk <=nlstate ; jk++){     
     if (i== 2) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);            if( i <=  iagemax){ 
 if (i== 4) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);              if(posprop>=1.e-5){ 
   }                probs[i][jk][j1]= prop[jk][i]/posprop;
               } 
     free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));            } 
     free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));          }/* end jk */ 
     free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);        }/* end i */ 
     free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);      } /* end i1 */
 }    } /* end k1 */
  free_vector(xp,1,npar);    
 fclose(ficresprob);    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
  exit(0);    /*free_vector(pp,1,nlstate);*/
 }    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
   }  /* End of prevalence */
 /***********************************************/  
 /**************** Main Program *****************/  /************* 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)
 /*int main(int argc, char *argv[])*/  {
 int main()    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
 {       Death is a valid wave (if date is known).
        mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
   double agedeb, agefin,hf;       and mw[mi+1][i]. dh depends on stepm.
   double agemin=1.e20, agemax=-1.e20;       */
   
   double fret;    int i, mi, m;
   double **xi,tmp,delta;    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
        double sum=0., jmean=0.;*/
   double dum; /* Dummy variable */    int first;
   double ***p3mat;    int j, k=0,jk, ju, jl;
   int *indx;    double sum=0.;
   char line[MAXLINE], linepar[MAXLINE];    first=0;
   char title[MAXLINE];    jmin=1e+5;
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];    jmax=-1;
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], fileresf[FILENAMELENGTH];    jmean=0.;
   char filerest[FILENAMELENGTH];    for(i=1; i<=imx; i++){
   char fileregp[FILENAMELENGTH];      mi=0;
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];      m=firstpass;
   int firstobs=1, lastobs=10;      while(s[m][i] <= nlstate){
   int sdeb, sfin; /* Status at beginning and end */        if(s[m][i]>=1)
   int c,  h , cpt,l;          mw[++mi][i]=m;
   int ju,jl, mi;        if(m >=lastpass)
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;          break;
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;        else
            m++;
   int hstepm, nhstepm;      }/* end while */
   double bage, fage, age, agelim, agebase;      if (s[m][i] > nlstate){
   double ftolpl=FTOL;        mi++;     /* Death is another wave */
   double **prlim;        /* if(mi==0)  never been interviewed correctly before death */
   double *severity;           /* Only death is a correct wave */
   double ***param; /* Matrix of parameters */        mw[mi][i]=m;
   double  *p;      }
   double **matcov; /* Matrix of covariance */  
   double ***delti3; /* Scale */      wav[i]=mi;
   double *delti; /* Scale */      if(mi==0){
   double ***eij, ***vareij;        if(first==0){
   double **varpl; /* Variances of prevalence limits by age */          printf("Warning! None valid information for:%d line=%d (skipped) and may be others, see log file\n",num[i],i);
   double *epj, vepp;          first=1;
   double kk1;        }
         if(first==1){
   char version[80]="Imach version 64b, May 2001, INED-EUROREVES ";          fprintf(ficlog,"Warning! None valid information for:%d line=%d (skipped)\n",num[i],i);
   char *alph[]={"a","a","b","c","d","e"}, str[4];        }
       } /* end mi==0 */
     } /* End individuals */
   char z[1]="c", occ;  
 #include <sys/time.h>    for(i=1; i<=imx; i++){
 #include <time.h>      for(mi=1; mi<wav[i];mi++){
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];        if (stepm <=0)
   /* long total_usecs;          dh[mi][i]=1;
   struct timeval start_time, end_time;        else{
            if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */            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 */
   printf("\nIMACH, Version 0.64b");            k=k+1;
   printf("\nEnter the parameter file name: ");            if (j >= jmax) jmax=j;
             if (j <= jmin) jmin=j;
 #ifdef windows            sum=sum+j;
   scanf("%s",pathtot);            /*if (j<0) printf("j=%d num=%d \n",j,i);*/
   getcwd(pathcd, size);            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
   /*cygwin_split_path(pathtot,path,optionfile);            if(j<0)printf("Error! Negative delay (%d to death) between waves %d and %d of individual %d 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]);
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/            }
   /* cutv(path,optionfile,pathtot,'\\');*/          }
           else{
 split(pathtot, path,optionfile);            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
   chdir(path);            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
   replace(pathc,path);            k=k+1;
 #endif            if (j >= jmax) jmax=j;
 #ifdef unix            else if (j <= jmin)jmin=j;
   scanf("%s",optionfile);            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
 #endif            /*printf("%d %lf %d %d %d\n", i,agev[mw[mi][i]][i],j,s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);*/
             if(j<0)printf("Error! Negative delay (%d) between waves %d and %d of individual %d 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]);
 /*-------- arguments in the command line --------*/            sum=sum+j;
           }
   strcpy(fileres,"r");          jk= j/stepm;
   strcat(fileres, optionfile);          jl= j -jk*stepm;
           ju= j -(jk+1)*stepm;
   /*---------arguments file --------*/          if(mle <=1){ 
             if(jl==0){
   if((ficpar=fopen(optionfile,"r"))==NULL)    {              dh[mi][i]=jk;
     printf("Problem with optionfile %s\n",optionfile);              bh[mi][i]=0;
     goto end;            }else{ /* We want a negative bias in order to only have interpolation ie
   }                    * at the price of an extra matrix product in likelihood */
               dh[mi][i]=jk+1;
   strcpy(filereso,"o");              bh[mi][i]=ju;
   strcat(filereso,fileres);            }
   if((ficparo=fopen(filereso,"w"))==NULL) {          }else{
     printf("Problem with Output resultfile: %s\n", filereso);goto end;            if(jl <= -ju){
   }              dh[mi][i]=jk;
               bh[mi][i]=jl;       /* bias is positive if real duration
   /* Reads comments: lines beginning with '#' */                                   * is higher than the multiple of stepm and negative otherwise.
   while((c=getc(ficpar))=='#' && c!= EOF){                                   */
     ungetc(c,ficpar);            }
     fgets(line, MAXLINE, ficpar);            else{
     puts(line);              dh[mi][i]=jk+1;
     fputs(line,ficparo);              bh[mi][i]=ju;
   }            }
   ungetc(c,ficpar);            if(dh[mi][i]==0){
               dh[mi][i]=1; /* At least one step */
   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);              bh[mi][i]=ju; /* At least one step */
   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);              /*  printf(" bh=%d ju=%d jl=%d dh=%d jk=%d stepm=%d %d\n",bh[mi][i],ju,jl,dh[mi][i],jk,stepm,i);*/
   fprintf(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);            }
           }
   covar=matrix(0,NCOVMAX,1,n);        } /* end if mle */
   cptcovn=0;      } /* end wave */
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;    }
     jmean=sum/k;
   ncovmodel=2+cptcovn;    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
     }
   /* Read guess parameters */  
   /* Reads comments: lines beginning with '#' */  /*********** Tricode ****************************/
   while((c=getc(ficpar))=='#' && c!= EOF){  void tricode(int *Tvar, int **nbcode, int imx)
     ungetc(c,ficpar);  {
     fgets(line, MAXLINE, ficpar);    
     puts(line);    int Ndum[20],ij=1, k, j, i, maxncov=19;
     fputs(line,ficparo);    int cptcode=0;
   }    cptcoveff=0; 
   ungetc(c,ficpar);   
      for (k=0; k<maxncov; k++) Ndum[k]=0;
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    for (k=1; k<=7; k++) ncodemax[k]=0;
     for(i=1; i <=nlstate; i++)  
     for(j=1; j <=nlstate+ndeath-1; j++){    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
       fscanf(ficpar,"%1d%1d",&i1,&j1);      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
       fprintf(ficparo,"%1d%1d",i1,j1);                                 modality*/ 
       printf("%1d%1d",i,j);        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
       for(k=1; k<=ncovmodel;k++){        Ndum[ij]++; /*store the modality */
         fscanf(ficpar," %lf",&param[i][j][k]);        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
         printf(" %lf",param[i][j][k]);        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
         fprintf(ficparo," %lf",param[i][j][k]);                                         Tvar[j]. If V=sex and male is 0 and 
       }                                         female is 1, then  cptcode=1.*/
       fscanf(ficpar,"\n");      }
       printf("\n");  
       fprintf(ficparo,"\n");      for (i=0; i<=cptcode; i++) {
     }        if(Ndum[i]!=0) ncodemax[j]++; /* Nomber of modalities of the j th covariates. In fact ncodemax[j]=2 (dichotom. variables) but it can be more */
        }
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel;  
       ij=1; 
   p=param[1][1];      for (i=1; i<=ncodemax[j]; i++) {
          for (k=0; k<= maxncov; k++) {
   /* Reads comments: lines beginning with '#' */          if (Ndum[k] != 0) {
   while((c=getc(ficpar))=='#' && c!= EOF){            nbcode[Tvar[j]][ij]=k; 
     ungetc(c,ficpar);            /* store the modality in an array. k is a modality. If we have model=V1+V1*sex then: nbcode[1][1]=0 ; nbcode[1][2]=1; nbcode[2][1]=0 ; nbcode[2][2]=1; */
     fgets(line, MAXLINE, ficpar);            
     puts(line);            ij++;
     fputs(line,ficparo);          }
   }          if (ij > ncodemax[j]) break; 
   ungetc(c,ficpar);        }  
       } 
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    }  
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */  
   for(i=1; i <=nlstate; i++){   for (k=0; k< maxncov; k++) Ndum[k]=0;
     for(j=1; j <=nlstate+ndeath-1; j++){  
       fscanf(ficpar,"%1d%1d",&i1,&j1);   for (i=1; i<=ncovmodel-2; i++) { 
       printf("%1d%1d",i,j);     /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
       fprintf(ficparo,"%1d%1d",i1,j1);     ij=Tvar[i];
       for(k=1; k<=ncovmodel;k++){     Ndum[ij]++;
         fscanf(ficpar,"%le",&delti3[i][j][k]);   }
         printf(" %le",delti3[i][j][k]);  
         fprintf(ficparo," %le",delti3[i][j][k]);   ij=1;
       }   for (i=1; i<= maxncov; i++) {
       fscanf(ficpar,"\n");     if((Ndum[i]!=0) && (i<=ncovcol)){
       printf("\n");       Tvaraff[ij]=i; /*For printing */
       fprintf(ficparo,"\n");       ij++;
     }     }
   }   }
   delti=delti3[1][1];   
     cptcoveff=ij-1; /*Number of simple covariates*/
   /* Reads comments: lines beginning with '#' */  }
   while((c=getc(ficpar))=='#' && c!= EOF){  
     ungetc(c,ficpar);  /*********** Health Expectancies ****************/
     fgets(line, MAXLINE, ficpar);  
     puts(line);  void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij, int estepm,double delti[],double **matcov )
     fputs(line,ficparo);  
   }  {
   ungetc(c,ficpar);    /* Health expectancies */
      int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
   matcov=matrix(1,npar,1,npar);    double age, agelim, hf;
   for(i=1; i <=npar; i++){    double ***p3mat,***varhe;
     fscanf(ficpar,"%s",&str);    double **dnewm,**doldm;
     printf("%s",str);    double *xp;
     fprintf(ficparo,"%s",str);    double **gp, **gm;
     for(j=1; j <=i; j++){    double ***gradg, ***trgradg;
       fscanf(ficpar," %le",&matcov[i][j]);    int theta;
       printf(" %.5le",matcov[i][j]);  
       fprintf(ficparo," %.5le",matcov[i][j]);    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
     }    xp=vector(1,npar);
     fscanf(ficpar,"\n");    dnewm=matrix(1,nlstate*nlstate,1,npar);
     printf("\n");    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
     fprintf(ficparo,"\n");    
   }    fprintf(ficreseij,"# Health expectancies\n");
   for(i=1; i <=npar; i++)    fprintf(ficreseij,"# Age");
     for(j=i+1;j<=npar;j++)    for(i=1; i<=nlstate;i++)
       matcov[i][j]=matcov[j][i];      for(j=1; j<=nlstate;j++)
            fprintf(ficreseij," %1d-%1d (SE)",i,j);
   printf("\n");    fprintf(ficreseij,"\n");
   
     if(estepm < stepm){
     /*-------- data file ----------*/      printf ("Problem %d lower than %d\n",estepm, stepm);
     if((ficres =fopen(fileres,"w"))==NULL) {    }
       printf("Problem with resultfile: %s\n", fileres);goto end;    else  hstepm=estepm;   
     }    /* We compute the life expectancy from trapezoids spaced every estepm months
     fprintf(ficres,"#%s\n",version);     * 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
     if((fic=fopen(datafile,"r"))==NULL)    {     * we are calculating an estimate of the Life Expectancy assuming a linear 
       printf("Problem with datafile: %s\n", datafile);goto end;     * progression in between and thus overestimating or underestimating according
     }     * to the curvature of the survival function. If, for the same date, we 
      * estimate the model with stepm=1 month, we can keep estepm to 24 months
     n= lastobs;     * to compare the new estimate of Life expectancy with the same linear 
     severity = vector(1,maxwav);     * hypothesis. A more precise result, taking into account a more precise
     outcome=imatrix(1,maxwav+1,1,n);     * curvature will be obtained if estepm is as small as stepm. */
     num=ivector(1,n);  
     moisnais=vector(1,n);    /* For example we decided to compute the life expectancy with the smallest unit */
     annais=vector(1,n);    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
     moisdc=vector(1,n);       nhstepm is the number of hstepm from age to agelim 
     andc=vector(1,n);       nstepm is the number of stepm from age to agelin. 
     agedc=vector(1,n);       Look at hpijx to understand the reason of that which relies in memory size
     cod=ivector(1,n);       and note for a fixed period like estepm months */
     weight=vector(1,n);    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */       survival function given by stepm (the optimization length). Unfortunately it
     mint=matrix(1,maxwav,1,n);       means that if the survival funtion is printed only each two years of age and if
     anint=matrix(1,maxwav,1,n);       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
     s=imatrix(1,maxwav+1,1,n);       results. So we changed our mind and took the option of the best precision.
     adl=imatrix(1,maxwav+1,1,n);        */
     tab=ivector(1,NCOVMAX);    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
     ncodemax=ivector(1,8);  
     agelim=AGESUP;
     i=1;    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
     while (fgets(line, MAXLINE, fic) != NULL)    {      /* nhstepm age range expressed in number of stepm */
       if ((i >= firstobs) && (i <=lastobs)) {      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
              /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
         for (j=maxwav;j>=1;j--){      /* if (stepm >= YEARM) hstepm=1;*/
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
           strcpy(line,stra);      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);      gp=matrix(0,nhstepm,1,nlstate*nlstate);
         }      gm=matrix(0,nhstepm,1,nlstate*nlstate);
          
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);      /* Computed by stepm unit matrices, product of hstepm matrices, stored
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
       hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);   
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);  
       hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);  
         for (j=ncov;j>=1;j--){      /* Computing Variances of health expectancies */
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);  
         }       for(theta=1; theta <=npar; theta++){
         num[i]=atol(stra);        for(i=1; i<=npar; i++){ 
                  xp[i] = x[i] + (i==theta ?delti[theta]:0);
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){        }
           printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
     
         i=i+1;        cptj=0;
       }        for(j=1; j<= nlstate; j++){
     }          for(i=1; i<=nlstate; i++){
     /* printf("ii=%d", ij);            cptj=cptj+1;
        scanf("%d",i);*/            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
   imx=i-1; /* Number of individuals */              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
             }
   /* 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<=npar; i++) 
   for (i=1; i<=imx; i++) printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));*/          xp[i] = x[i] - (i==theta ?delti[theta]:0);
         hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
   /* Calculation of the number of parameter from char model*/        
   Tvar=ivector(1,15);        cptj=0;
   Tprod=ivector(1,15);        for(j=1; j<= nlstate; j++){
   Tvaraff=ivector(1,15);          for(i=1;i<=nlstate;i++){
   Tvard=imatrix(1,15,1,2);            cptj=cptj+1;
   Tage=ivector(1,15);                  for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
      
   if (strlen(model) >1){              gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
     j=0, j1=0, k1=1, k2=1;            }
     j=nbocc(model,'+');          }
     j1=nbocc(model,'*');        }
     cptcovn=j+1;        for(j=1; j<= nlstate*nlstate; j++)
     cptcovprod=j1;          for(h=0; h<=nhstepm-1; h++){
                gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
              }
     strcpy(modelsav,model);       } 
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){     
       printf("Error. Non available option model=%s ",model);  /* End theta */
       goto end;  
     }       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
      
     for(i=(j+1); i>=1;i--){       for(h=0; h<=nhstepm-1; h++)
       cutv(stra,strb,modelsav,'+');        for(j=1; j<=nlstate*nlstate;j++)
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);          for(theta=1; theta <=npar; theta++)
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/            trgradg[h][j][theta]=gradg[h][theta][j];
       /*scanf("%d",i);*/       
       if (strchr(strb,'*')) {  
         cutv(strd,strc,strb,'*');       for(i=1;i<=nlstate*nlstate;i++)
         if (strcmp(strc,"age")==0) {        for(j=1;j<=nlstate*nlstate;j++)
           cptcovprod--;          varhe[i][j][(int)age] =0.;
           cutv(strb,stre,strd,'V');  
           Tvar[i]=atoi(stre);       printf("%d|",(int)age);fflush(stdout);
           cptcovage++;       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
             Tage[cptcovage]=i;       for(h=0;h<=nhstepm-1;h++){
             /*printf("stre=%s ", stre);*/        for(k=0;k<=nhstepm-1;k++){
         }          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
         else if (strcmp(strd,"age")==0) {          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
           cptcovprod--;          for(i=1;i<=nlstate*nlstate;i++)
           cutv(strb,stre,strc,'V');            for(j=1;j<=nlstate*nlstate;j++)
           Tvar[i]=atoi(stre);              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
           cptcovage++;        }
           Tage[cptcovage]=i;      }
         }      /* Computing expectancies */
         else {      for(i=1; i<=nlstate;i++)
           cutv(strb,stre,strc,'V');        for(j=1; j<=nlstate;j++)
           Tvar[i]=ncov+k1;          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
           cutv(strb,strc,strd,'V');            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
           Tprod[k1]=i;            
           Tvard[k1][1]=atoi(strc);  /* 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]);*/
           Tvard[k1][2]=atoi(stre);  
           Tvar[cptcovn+k2]=Tvard[k1][1];          }
           Tvar[cptcovn+k2+1]=Tvard[k1][2];  
           for (k=1; k<=lastobs;k++)      fprintf(ficreseij,"%3.0f",age );
             covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];      cptj=0;
           k1++;      for(i=1; i<=nlstate;i++)
           k2=k2+2;        for(j=1; j<=nlstate;j++){
         }          cptj++;
       }          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
       else {        }
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/      fprintf(ficreseij,"\n");
        /*  scanf("%d",i);*/     
       cutv(strd,strc,strb,'V');      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
       Tvar[i]=atoi(strc);      free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
       }      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
       strcpy(modelsav,stra);        free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
         scanf("%d",i);*/    }
     }    printf("\n");
 }    fprintf(ficlog,"\n");
    
   /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);    free_vector(xp,1,npar);
   printf("cptcovprod=%d ", cptcovprod);    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
   scanf("%d ",i);*/    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
     fclose(fic);    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
   }
     /*  if(mle==1){*/  
     if (weightopt != 1) { /* Maximisation without weights*/  /************ Variance ******************/
       for(i=1;i<=n;i++) weight[i]=1.0;  void varevsij(char optionfilefiname[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij, int estepm, int cptcov, int cptcod, int popbased, int mobilav)
     }  {
     /*-calculation of age at interview from date of interview and age at death -*/    /* Variance of health expectancies */
     agev=matrix(1,maxwav,1,imx);    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
     /* double **newm;*/
    for (i=1; i<=imx; i++)    double **dnewm,**doldm;
      for(m=2; (m<= maxwav); m++)    double **dnewmp,**doldmp;
        if ((mint[m][i]== 99) && (s[m][i] <= nlstate)){    int i, j, nhstepm, hstepm, h, nstepm ;
          anint[m][i]=9999;    int k, cptcode;
          s[m][i]=-1;    double *xp;
        }    double **gp, **gm;  /* for var eij */
        double ***gradg, ***trgradg; /*for var eij */
     for (i=1; i<=imx; i++)  {    double **gradgp, **trgradgp; /* for var p point j */
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);    double *gpp, *gmp; /* for var p point j */
       for(m=1; (m<= maxwav); m++){    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
         if(s[m][i] >0){    double ***p3mat;
           if (s[m][i] == nlstate+1) {    double age,agelim, hf;
             if(agedc[i]>0)    double ***mobaverage;
               if(moisdc[i]!=99 && andc[i]!=9999)    int theta;
               agev[m][i]=agedc[i];    char digit[4];
             else {    char digitp[25];
               if (andc[i]!=9999){  
               printf("Warning negative age at death: %d line:%d\n",num[i],i);    char fileresprobmorprev[FILENAMELENGTH];
               agev[m][i]=-1;  
               }    if(popbased==1){
             }      if(mobilav!=0)
           }        strcpy(digitp,"-populbased-mobilav-");
           else if(s[m][i] !=9){ /* Should no more exist */      else strcpy(digitp,"-populbased-nomobil-");
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);    }
             if(mint[m][i]==99 || anint[m][i]==9999)    else 
               agev[m][i]=1;      strcpy(digitp,"-stablbased-");
             else if(agev[m][i] <agemin){  
               agemin=agev[m][i];    if (mobilav!=0) {
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
             }      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
             else if(agev[m][i] >agemax){        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
               agemax=agev[m][i];        printf(" Error in movingaverage mobilav=%d\n",mobilav);
              /* 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;*/    strcpy(fileresprobmorprev,"prmorprev"); 
           }    sprintf(digit,"%-d",ij);
           else { /* =9 */    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
             agev[m][i]=1;    strcat(fileresprobmorprev,digit); /* Tvar to be done */
             s[m][i]=-1;    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
           }    strcat(fileresprobmorprev,fileres);
         }    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
         else /*= 0 Unknown */      printf("Problem with resultfile: %s\n", fileresprobmorprev);
           agev[m][i]=1;      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);
     for (i=1; i<=imx; i++)  {    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);
       for(m=1; (m<= maxwav); m++){    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
         if (s[m][i] > (nlstate+ndeath)) {    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
           printf("Error: Wrong value in nlstate or ndeath\n");        fprintf(ficresprobmorprev," p.%-d SE",j);
           goto end;      for(i=1; i<=nlstate;i++)
         }        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
       }    }  
     }    fprintf(ficresprobmorprev,"\n");
     if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);      printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
       fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
     free_vector(severity,1,maxwav);      exit(0);
     free_imatrix(outcome,1,maxwav+1,1,n);    }
     free_vector(moisnais,1,n);    else{
     free_vector(annais,1,n);      fprintf(ficgp,"\n# Routine varevsij");
     free_matrix(mint,1,maxwav,1,n);    }
     free_matrix(anint,1,maxwav,1,n);    if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
     free_vector(moisdc,1,n);      printf("Problem with html file: %s\n", optionfilehtm);
     free_vector(andc,1,n);      fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm);
       exit(0);
        }
     wav=ivector(1,imx);    else{
     dh=imatrix(1,lastpass-firstpass+1,1,imx);      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");
     mw=imatrix(1,lastpass-firstpass+1,1,imx);      fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
        }
     /* Concatenates waves */    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);  
     fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n#  (weighted average of eij where weights are the stable prevalence in health states i\n");
     fprintf(ficresvij,"# Age");
       Tcode=ivector(1,100);    for(i=1; i<=nlstate;i++)
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);      for(j=1; j<=nlstate;j++)
       ncodemax[1]=1;        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);    fprintf(ficresvij,"\n");
        
    codtab=imatrix(1,100,1,10);    xp=vector(1,npar);
    h=0;    dnewm=matrix(1,nlstate,1,npar);
    m=pow(2,cptcoveff);    doldm=matrix(1,nlstate,1,nlstate);
      dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
    for(k=1;k<=cptcoveff; k++){    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
      for(i=1; i <=(m/pow(2,k));i++){  
        for(j=1; j <= ncodemax[k]; j++){    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){    gpp=vector(nlstate+1,nlstate+ndeath);
            h++;    gmp=vector(nlstate+1,nlstate+ndeath);
            if (h>m) h=1;codtab[h][k]=j;    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 */
    /*for(i=1; i <=m ;i++){    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
      for(k=1; k <=cptcovn; k++){       nhstepm is the number of hstepm from age to agelim 
        printf("i=%d k=%d %d %d",i,k,codtab[i][k], cptcoveff);       nstepm is the number of stepm from age to agelin. 
      }       Look at hpijx to understand the reason of that which relies in memory size
      printf("\n");       and note for a fixed period like k years */
    }    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
    scanf("%d",i);*/       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
    /* Calculates basic frequencies. Computes observed prevalence at single age       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
        and prints on file fileres'p'. */       results. So we changed our mind and took the option of the best precision.
   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);    */
     hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    agelim = AGESUP;
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
            gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
     /* For Powell, parameters are in a vector p[] starting at p[1]      gp=matrix(0,nhstepm,1,nlstate);
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */      gm=matrix(0,nhstepm,1,nlstate);
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */  
   
     if(mle==1){      for(theta=1; theta <=npar; theta++){
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
     }          xp[i] = x[i] + (i==theta ?delti[theta]:0);
            }
     /*--------- results files --------------*/        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
     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);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
      
    jk=1;        if (popbased==1) {
    fprintf(ficres,"# Parameters\n");          if(mobilav ==0){
    printf("# Parameters\n");            for(i=1; i<=nlstate;i++)
    for(i=1,jk=1; i <=nlstate; i++){              prlim[i][i]=probs[(int)age][i][ij];
      for(k=1; k <=(nlstate+ndeath); k++){          }else{ /* mobilav */ 
        if (k != i)            for(i=1; i<=nlstate;i++)
          {              prlim[i][i]=mobaverage[(int)age][i][ij];
            printf("%d%d ",i,k);          }
            fprintf(ficres,"%1d%1d ",i,k);        }
            for(j=1; j <=ncovmodel; j++){    
              printf("%f ",p[jk]);        for(j=1; j<= nlstate; j++){
              fprintf(ficres,"%f ",p[jk]);          for(h=0; h<=nhstepm; h++){
              jk++;            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
            }              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
            printf("\n");          }
            fprintf(ficres,"\n");        }
          }        /* This for computing probability of death (h=1 means
      }           computed over hstepm matrices product = hstepm*stepm months) 
    }           as a weighted average of prlim.
  if(mle==1){        */
     /* Computing hessian and covariance matrix */        for(j=nlstate+1;j<=nlstate+ndeath;j++){
     ftolhess=ftol; /* Usually correct */          for(i=1,gpp[j]=0.; i<= nlstate; i++)
     hesscov(matcov, p, npar, delti, ftolhess, func);            gpp[j] += prlim[i][i]*p3mat[i][j][1];
  }        }    
     fprintf(ficres,"# Scales\n");        /* end probability of death */
     printf("# Scales\n");  
      for(i=1,jk=1; i <=nlstate; i++){        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
       for(j=1; j <=nlstate+ndeath; j++){          xp[i] = x[i] - (i==theta ?delti[theta]:0);
         if (j!=i) {        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
           fprintf(ficres,"%1d%1d",i,j);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
           printf("%1d%1d",i,j);   
           for(k=1; k<=ncovmodel;k++){        if (popbased==1) {
             printf(" %.5e",delti[jk]);          if(mobilav ==0){
             fprintf(ficres," %.5e",delti[jk]);            for(i=1; i<=nlstate;i++)
             jk++;              prlim[i][i]=probs[(int)age][i][ij];
           }          }else{ /* mobilav */ 
           printf("\n");            for(i=1; i<=nlstate;i++)
           fprintf(ficres,"\n");              prlim[i][i]=mobaverage[(int)age][i][ij];
         }          }
       }        }
       }  
            for(j=1; j<= nlstate; j++){
     k=1;          for(h=0; h<=nhstepm; h++){
     fprintf(ficres,"# Covariance\n");            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
     printf("# Covariance\n");              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
     for(i=1;i<=npar;i++){          }
       /*  if (k>nlstate) k=1;        }
       i1=(i-1)/(ncovmodel*nlstate)+1;        /* This for computing probability of death (h=1 means
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);           computed over hstepm matrices product = hstepm*stepm months) 
       printf("%s%d%d",alph[k],i1,tab[i]);*/           as a weighted average of prlim.
       fprintf(ficres,"%3d",i);        */
       printf("%3d",i);        for(j=nlstate+1;j<=nlstate+ndeath;j++){
       for(j=1; j<=i;j++){          for(i=1,gmp[j]=0.; i<= nlstate; i++)
         fprintf(ficres," %.5e",matcov[i][j]);           gmp[j] += prlim[i][i]*p3mat[i][j][1];
         printf(" %.5e",matcov[i][j]);        }    
       }        /* end probability of death */
       fprintf(ficres,"\n");  
       printf("\n");        for(j=1; j<= nlstate; j++) /* vareij */
       k++;          for(h=0; h<=nhstepm; h++){
     }            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
              }
     while((c=getc(ficpar))=='#' && c!= EOF){  
       ungetc(c,ficpar);        for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
       fgets(line, MAXLINE, ficpar);          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
       puts(line);        }
       fputs(line,ficparo);  
     }      } /* End theta */
     ungetc(c,ficpar);  
        trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);  
          for(h=0; h<=nhstepm; h++) /* veij */
     if (fage <= 2) {        for(j=1; j<=nlstate;j++)
       bage = agemin;          for(theta=1; theta <=npar; theta++)
       fage = agemax;            trgradg[h][j][theta]=gradg[h][theta][j];
     }  
       for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");        for(theta=1; theta <=npar; theta++)
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);          trgradgp[j][theta]=gradgp[theta][j];
     
      
 /*------------ gnuplot -------------*/      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
 chdir(pathcd);      for(i=1;i<=nlstate;i++)
   if((ficgp=fopen("graph.plt","w"))==NULL) {        for(j=1;j<=nlstate;j++)
     printf("Problem with file graph.gp");goto end;          vareij[i][j][(int)age] =0.;
   }  
 #ifdef windows      for(h=0;h<=nhstepm;h++){
   fprintf(ficgp,"cd \"%s\" \n",pathc);        for(k=0;k<=nhstepm;k++){
 #endif          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
 m=pow(2,cptcoveff);          matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
            for(i=1;i<=nlstate;i++)
  /* 1eme*/            for(j=1;j<=nlstate;j++)
   for (cpt=1; cpt<= nlstate ; cpt ++) {              vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
    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);      /* pptj */
 #endif      matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
 #ifdef unix      matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);      for(j=nlstate+1;j<=nlstate+ndeath;j++)
 #endif        for(i=nlstate+1;i<=nlstate+ndeath;i++)
           varppt[j][i]=doldmp[j][i];
 for (i=1; i<= nlstate ; i ++) {      /* end ppptj */
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");      /*  x centered again */
   else fprintf(ficgp," \%%*lf (\%%*lf)");      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
 }      prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);   
     for (i=1; i<= nlstate ; i ++) {      if (popbased==1) {
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");        if(mobilav ==0){
   else fprintf(ficgp," \%%*lf (\%%*lf)");          for(i=1; i<=nlstate;i++)
 }            prlim[i][i]=probs[(int)age][i][ij];
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);        }else{ /* mobilav */ 
      for (i=1; i<= nlstate ; i ++) {          for(i=1; i<=nlstate;i++)
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");            prlim[i][i]=mobaverage[(int)age][i][ij];
   else fprintf(ficgp," \%%*lf (\%%*lf)");        }
 }        }
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));               
 #ifdef unix      /* This for computing probability of death (h=1 means
 fprintf(ficgp,"\nset ter gif small size 400,300");         computed over hstepm (estepm) matrices product = hstepm*stepm months) 
 #endif         as a weighted average of prlim.
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);      */
    }      for(j=nlstate+1;j<=nlstate+ndeath;j++){
   }        for(i=1,gmp[j]=0.;i<= nlstate; i++) 
   /*2 eme*/          gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
       }    
   for (k1=1; k1<= m ; k1 ++) {      /* end probability of death */
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);  
          fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
     for (i=1; i<= nlstate+1 ; i ++) {      for(j=nlstate+1; j<=(nlstate+ndeath);j++){
       k=2*i;        fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);        for(i=1; i<=nlstate;i++){
       for (j=1; j<= nlstate+1 ; j ++) {          fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");        }
   else fprintf(ficgp," \%%*lf (\%%*lf)");      } 
 }        fprintf(ficresprobmorprev,"\n");
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");  
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);      fprintf(ficresvij,"%.0f ",age );
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);      for(i=1; i<=nlstate;i++)
       for (j=1; j<= nlstate+1 ; j ++) {        for(j=1; j<=nlstate;j++){
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");          fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
         else fprintf(ficgp," \%%*lf (\%%*lf)");        }
 }        fprintf(ficresvij,"\n");
       fprintf(ficgp,"\" t\"\" w l 0,");      free_matrix(gp,0,nhstepm,1,nlstate);
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);      free_matrix(gm,0,nhstepm,1,nlstate);
       for (j=1; j<= nlstate+1 ; j ++) {      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");      free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
   else fprintf(ficgp," \%%*lf (\%%*lf)");      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 }      } /* End age */
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");    free_vector(gpp,nlstate+1,nlstate+ndeath);
       else fprintf(ficgp,"\" t\"\" w l 0,");    free_vector(gmp,nlstate+1,nlstate+ndeath);
     }    free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);    free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
   }    fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
      /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
   /*3eme*/    fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
   /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
   for (k1=1; k1<= m ; k1 ++) {  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
     for (cpt=1; cpt<= nlstate ; cpt ++) {  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
       k=2+nlstate*(cpt-1);    fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",fileresprobmorprev);
       fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",agemin,fage,fileres,k1-1,k1-1,k,cpt);    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",fileresprobmorprev);
       for (i=1; i< nlstate ; i ++) {    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",fileresprobmorprev);
         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);    fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",fileresprobmorprev,fileresprobmorprev);
       }    fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"varmuptjgr%s%s%s.png\"> <br>\n", estepm,digitp,optionfilefiname,digit);
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    /*  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);
    
   /* CV preval stat */    free_vector(xp,1,npar);
   for (k1=1; k1<= m ; k1 ++) {    free_matrix(doldm,1,nlstate,1,nlstate);
     for (cpt=1; cpt<nlstate ; cpt ++) {    free_matrix(dnewm,1,nlstate,1,npar);
       k=3;    free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
       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/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);    free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
       for (i=1; i< nlstate ; i ++)    free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
         fprintf(ficgp,"+$%d",k+i+1);    if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);    fclose(ficresprobmorprev);
          fclose(ficgp);
       l=3+(nlstate+ndeath)*cpt;    fclose(fichtm);
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);  }  
       for (i=1; i< nlstate ; i ++) {  
         l=3+(nlstate+ndeath)*cpt;  /************ Variance of prevlim ******************/
         fprintf(ficgp,"+$%d",l+i+1);  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)
       }  {
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);      /* Variance of prevalence limit */
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    /*  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;
   /* proba elementaires */    int k, cptcode;
    for(i=1,jk=1; i <=nlstate; i++){    double *xp;
     for(k=1; k <=(nlstate+ndeath); k++){    double *gp, *gm;
       if (k != i) {    double **gradg, **trgradg;
         for(j=1; j <=ncovmodel; j++){    double age,agelim;
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/    int theta;
           /*fprintf(ficgp,"%s",alph[1]);*/     
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);    fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
           jk++;    fprintf(ficresvpl,"# Age");
           fprintf(ficgp,"\n");    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);
   for(jk=1; jk <=m; jk++) {    doldm=matrix(1,nlstate,1,nlstate);
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);    
    i=1;    hstepm=1*YEARM; /* Every year of age */
    for(k2=1; k2<=nlstate; k2++) {    hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
      k3=i;    agelim = AGESUP;
      for(k=1; k<=(nlstate+ndeath); k++) {    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
        if (k != k2){      nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);      if (stepm >= YEARM) hstepm=1;
 ij=1;      nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
         for(j=3; j <=ncovmodel; j++) {      gradg=matrix(1,npar,1,nlstate);
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {      gp=vector(1,nlstate);
             fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);      gm=vector(1,nlstate);
             ij++;  
           }      for(theta=1; theta <=npar; theta++){
           else        for(i=1; i<=npar; i++){ /* Computes gradient */
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);          xp[i] = x[i] + (i==theta ?delti[theta]:0);
         }        }
           fprintf(ficgp,")/(1");        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
                for(i=1;i<=nlstate;i++)
         for(k1=1; k1 <=nlstate; k1++){            gp[i] = prlim[i][i];
           fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);      
 ij=1;        for(i=1; i<=npar; i++) /* Computes gradient */
           for(j=3; j <=ncovmodel; j++){          xp[i] = x[i] - (i==theta ?delti[theta]:0);
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
             fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);        for(i=1;i<=nlstate;i++)
             ij++;          gm[i] = prlim[i][i];
           }  
           else        for(i=1;i<=nlstate;i++)
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);          gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
           }      } /* End theta */
           fprintf(ficgp,")");  
         }      trgradg =matrix(1,nlstate,1,npar);
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);  
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");      for(j=1; j<=nlstate;j++)
         i=i+ncovmodel;        for(theta=1; theta <=npar; theta++)
        }          trgradg[j][theta]=gradg[theta][j];
      }  
    }      for(i=1;i<=nlstate;i++)
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);        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);
   fclose(ficgp);      for(i=1;i<=nlstate;i++)
            varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
 chdir(path);  
     free_matrix(agev,1,maxwav,1,imx);      fprintf(ficresvpl,"%.0f ",age );
     free_ivector(wav,1,imx);      for(i=1; i<=nlstate;i++)
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);        fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);      fprintf(ficresvpl,"\n");
          free_vector(gp,1,nlstate);
     free_imatrix(s,1,maxwav+1,1,n);      free_vector(gm,1,nlstate);
          free_matrix(gradg,1,npar,1,nlstate);
          free_matrix(trgradg,1,nlstate,1,npar);
     free_ivector(num,1,n);    } /* End age */
     free_vector(agedc,1,n);  
     free_vector(weight,1,n);    free_vector(xp,1,npar);
     /*free_matrix(covar,1,NCOVMAX,1,n);*/    free_matrix(doldm,1,nlstate,1,npar);
     fclose(ficparo);    free_matrix(dnewm,1,nlstate,1,nlstate);
     fclose(ficres);  
     /*  }*/  }
      
    /*________fin mle=1_________*/  /************ Variance of one-step probabilities  ******************/
      void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
   {
      int i, j=0,  i1, k1, l1, t, tj;
     /* No more information from the sample is required now */    int k2, l2, j1,  z1;
   /* Reads comments: lines beginning with '#' */    int k=0,l, cptcode;
   while((c=getc(ficpar))=='#' && c!= EOF){    int first=1, first1;
     ungetc(c,ficpar);    double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
     fgets(line, MAXLINE, ficpar);    double **dnewm,**doldm;
     puts(line);    double *xp;
     fputs(line,ficparo);    double *gp, *gm;
   }    double **gradg, **trgradg;
   ungetc(c,ficpar);    double **mu;
      double age,agelim, cov[NCOVMAX];
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);    double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);    int theta;
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);    char fileresprob[FILENAMELENGTH];
 /*--------- index.htm --------*/    char fileresprobcov[FILENAMELENGTH];
     char fileresprobcor[FILENAMELENGTH];
   strcpy(optionfilehtm,optionfile);  
   strcat(optionfilehtm,".htm");    double ***varpij;
   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {  
     printf("Problem with %s \n",optionfilehtm);goto end;    strcpy(fileresprob,"prob"); 
   }    strcat(fileresprob,fileres);
     if((ficresprob=fopen(fileresprob,"w"))==NULL) {
  fprintf(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.64b </font> <hr size=\"2\" color=\"#EC5E5E\">      printf("Problem with resultfile: %s\n", fileresprob);
 Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
 Total number of observations=%d <br>    }
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>    strcpy(fileresprobcov,"probcov"); 
 <hr  size=\"2\" color=\"#EC5E5E\">    strcat(fileresprobcov,fileres);
 <li>Outputs files<br><br>\n    if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n      printf("Problem with resultfile: %s\n", fileresprobcov);
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>    }
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>    strcpy(fileresprobcor,"probcor"); 
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>    strcat(fileresprobcor,fileres);
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>    if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>      printf("Problem with resultfile: %s\n", fileresprobcor);
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br><br>",title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,jmin,jmax,jmean,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);    }
     printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
  fprintf(fichtm," <li>Graphs</li><p>");    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);
  m=cptcoveff;    fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}    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);
  j1=0;    
  for(k1=1; k1<=m;k1++){    fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
    for(i1=1; i1<=ncodemax[k1];i1++){    fprintf(ficresprob,"# Age");
        j1++;    fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
        if (cptcovn > 0) {    fprintf(ficresprobcov,"# Age");
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");    fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
          for (cpt=1; cpt<=cptcoveff;cpt++)    fprintf(ficresprobcov,"# Age");
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);  
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");  
        }    for(i=1; i<=nlstate;i++)
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>      for(j=1; j<=(nlstate+ndeath);j++){
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);            fprintf(ficresprob," p%1d-%1d (SE)",i,j);
        for(cpt=1; cpt<nlstate;cpt++){        fprintf(ficresprobcov," p%1d-%1d ",i,j);
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>        fprintf(ficresprobcor," p%1d-%1d ",i,j);
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);      }  
        }   /* fprintf(ficresprob,"\n");
     for(cpt=1; cpt<=nlstate;cpt++) {    fprintf(ficresprobcov,"\n");
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident    fprintf(ficresprobcor,"\n");
 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);     xp=vector(1,npar);
      }    dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
      for(cpt=1; cpt<=nlstate;cpt++) {    doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>    mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);    varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
      }    first=1;
      fprintf(fichtm,"\n<br>- Total life expectancy by age and    if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
 health expectancies in states (1) and (2): e%s%d.gif<br>      printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);      fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
 fprintf(fichtm,"\n</body>");      exit(0);
    }    }
  }    else{
 fclose(fichtm);      fprintf(ficgp,"\n# Routine varprob");
     }
   /*--------------- Prevalence limit --------------*/    if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
        printf("Problem with html file: %s\n", optionfilehtm);
   strcpy(filerespl,"pl");      fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm);
   strcat(filerespl,fileres);      exit(0);
   if((ficrespl=fopen(filerespl,"w"))==NULL) {    }
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;    else{
   }      fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);      fprintf(fichtm,"\n");
   fprintf(ficrespl,"#Prevalence limit\n");  
   fprintf(ficrespl,"#Age ");      fprintf(fichtm,"\n<li><h4> Computing matrix of variance-covariance of step probabilities</h4></li>\n");
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);      fprintf(fichtm,"\nWe have drawn ellipsoids of confidence around the p<inf>ij</inf>, p<inf>kl</inf> to understand the covariance between two incidences. They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
   fprintf(ficrespl,"\n");      fprintf(fichtm,"\n<br> We have drawn x'cov<sup>-1</sup>x = 4 where x is the column vector (pij,pkl). It means that if pij and pkl where uncorrelated the (2X2) matrix 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> When both incidences are correlated we diagonalised the inverse of the covariance matrix and made the appropriate rotation.<br> \n");
    
   prlim=matrix(1,nlstate,1,nlstate);    }
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    cov[1]=1;
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    tj=cptcoveff;
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    if (cptcovn<1) {tj=1;ncodemax[1]=1;}
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */    j1=0;
   k=0;    for(t=1; t<=tj;t++){
   agebase=agemin;      for(i1=1; i1<=ncodemax[t];i1++){ 
   agelim=agemax;        j1++;
   ftolpl=1.e-10;        if  (cptcovn>0) {
   i1=cptcoveff;          fprintf(ficresprob, "\n#********** Variable "); 
   if (cptcovn < 1){i1=1;}          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprob, "**********\n#\n");
   for(cptcov=1;cptcov<=i1;cptcov++){          fprintf(ficresprobcov, "\n#********** Variable "); 
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
         k=k+1;          fprintf(ficresprobcov, "**********\n#\n");
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/          
         fprintf(ficrespl,"\n#******");          fprintf(ficgp, "\n#********** Variable "); 
         for(j=1;j<=cptcoveff;j++)          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);          fprintf(ficgp, "**********\n#\n");
         fprintf(ficrespl,"******\n");          
                  
         for (age=agebase; age<=agelim; age++){          fprintf(fichtm, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);          for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficrespl,"%.0f",age );          fprintf(fichtm, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
           for(i=1; i<=nlstate;i++)          
           fprintf(ficrespl," %.5f", prlim[i][i]);          fprintf(ficresprobcor, "\n#********** Variable ");    
           fprintf(ficrespl,"\n");          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
         }          fprintf(ficresprobcor, "**********\n#");    
       }        }
     }        
   fclose(ficrespl);        for (age=bage; age<=fage; age ++){ 
           cov[2]=age;
   /*------------- h Pij x at various ages ------------*/          for (k=1; k<=cptcovn;k++) {
              cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);          }
   if((ficrespij=fopen(filerespij,"w"))==NULL) {          for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
     printf("Problem with Pij resultfile: %s\n", filerespij);goto 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]]];
   printf("Computing pij: result on file '%s' \n", filerespij);          
            gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
   stepsize=(int) (stepm+YEARM-1)/YEARM;          trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
   /*if (stepm<=24) stepsize=2;*/          gp=vector(1,(nlstate)*(nlstate+ndeath));
           gm=vector(1,(nlstate)*(nlstate+ndeath));
   agelim=AGESUP;      
   hstepm=stepsize*YEARM; /* Every year of age */          for(theta=1; theta <=npar; theta++){
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */            for(i=1; i<=npar; i++)
                xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
   k=0;            
   for(cptcov=1;cptcov<=i1;cptcov++){            pmij(pmmij,cov,ncovmodel,xp,nlstate);
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){            
       k=k+1;            k=0;
         fprintf(ficrespij,"\n#****** ");            for(i=1; i<= (nlstate); i++){
         for(j=1;j<=cptcoveff;j++)              for(j=1; j<=(nlstate+ndeath);j++){
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);                k=k+1;
         fprintf(ficrespij,"******\n");                gp[k]=pmmij[i][j];
                      }
         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 */            for(i=1; i<=npar; i++)
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);              xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
           oldm=oldms;savm=savms;      
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);              pmij(pmmij,cov,ncovmodel,xp,nlstate);
           fprintf(ficrespij,"# Age");            k=0;
           for(i=1; i<=nlstate;i++)            for(i=1; i<=(nlstate); i++){
             for(j=1; j<=nlstate+ndeath;j++)              for(j=1; j<=(nlstate+ndeath);j++){
               fprintf(ficrespij," %1d-%1d",i,j);                k=k+1;
           fprintf(ficrespij,"\n");                gm[k]=pmmij[i][j];
           for (h=0; h<=nhstepm; h++){              }
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );            }
             for(i=1; i<=nlstate;i++)       
               for(j=1; j<=nlstate+ndeath;j++)            for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);              gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
             fprintf(ficrespij,"\n");          }
           }  
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
           fprintf(ficrespij,"\n");            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);
   /* varprob(fileres, matcov, p, delti, nlstate, (int) bage, (int) fage,k);*/          free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
   fclose(ficrespij);          free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
           free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
   exit(0);  
   /*---------- Forecasting ------------------*/          pmij(pmmij,cov,ncovmodel,x,nlstate);
           
   strcpy(fileresf,"f");          k=0;
   strcat(fileresf,fileres);          for(i=1; i<=(nlstate); i++){
   if((ficresf=fopen(fileresf,"w"))==NULL) {            for(j=1; j<=(nlstate+ndeath);j++){
     printf("Problem with forecast resultfile: %s\n", fileresf);goto end;              k=k+1;
   }              mu[k][(int) age]=pmmij[i][j];
   printf("Computing forecasting: result on file '%s' \n", fileresf);            }
           }
   /* Mobile average */          for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
             for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
   /* for (agedeb=bage; agedeb<=fage; agedeb++)              varpij[i][j][(int)age] = doldm[i][j];
     for (i=1; i<=nlstate;i++)  
       for (cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++)          /*printf("\n%d ",(int)age);
       printf("%f %d i=%d j1=%d\n", probs[(int)agedeb][i][cptcod],(int) agedeb,i,cptcod);*/            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]));
   if (cptcoveff==0) ncodemax[cptcoveff]=1;            fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             }*/
   mobaverage= ma3x(1,130 ,1,8, 1,8);  
   for (agedeb=bage+3; agedeb<=fage-2; agedeb++)          fprintf(ficresprob,"\n%d ",(int)age);
     for (i=1; i<=nlstate;i++)          fprintf(ficresprobcov,"\n%d ",(int)age);
       for (cptcod=1;cptcod<=ncodemax[cptcov];cptcod++)          fprintf(ficresprobcor,"\n%d ",(int)age);
         mobaverage[(int)agedeb][i][cptcod]=0.;  
            for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
   for (agedeb=bage+4; agedeb<=fage; agedeb++){            fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
     for (i=1; i<=nlstate;i++){          for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
       for (cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){            fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
         for (cpt=0;cpt<=4;cpt++){            fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
           mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]+probs[(int)agedeb-cpt][i][cptcod];          }
           }          i=0;
           mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]/5;          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);
 /* if (cptcod==2) printf("m=%f p=%f %d age=%d ",mobaverage[(int)agedeb-2][i][cptcod],probs[(int)agedeb-cpt][i][cptcod],cpt,(int)agedeb-2);*/              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]));
   stepsize=(int) (stepm+YEARM-1)/YEARM;              }
   if (stepm<=24) stepsize=2;            }
           }/* end of loop for state */
   agelim=AGESUP;        } /* end of loop for age */
   hstepm=stepsize*YEARM; /* Every year of age */  
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */        /* Confidence intervalle of pij  */
   hstepm=12;        /*
    k=0;          fprintf(ficgp,"\nset noparametric;unset label");
   for(cptcov=1;cptcov<=i1;cptcov++){          fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
     for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){          fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
       k=k+1;          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(ficresf,"\n#****** ");          fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
       for(j=1;j<=cptcoveff;j++) {          fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
         fprintf(ficresf,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);          fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
       }        */
        
       fprintf(ficresf,"******\n");        /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
         first1=1;
       fprintf(ficresf,"# StartingAge FinalAge Horizon(in years)");        for (k2=1; k2<=(nlstate);k2++){
       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficresf," P.%d",j);          for (l2=1; l2<=(nlstate+ndeath);l2++){ 
             if(l2==k2) continue;
       for (agedeb=fage; agedeb>=bage; agedeb--){            j=(k2-1)*(nlstate+ndeath)+l2;
         fprintf(ficresf,"\n%d %.f %.f 0 ",k,agedeb, agedeb);            for (k1=1; k1<=(nlstate);k1++){
         for(j=1; j<=nlstate;j++)              for (l1=1; l1<=(nlstate+ndeath);l1++){ 
           fprintf(ficresf,"%.3f ",mobaverage[(int)agedeb][j][cptcod]);                if(l1==k1) continue;
       }                i=(k1-1)*(nlstate+ndeath)+l1;
       for(j=1; j<=ndeath;j++) fprintf(ficresf,"0.");                if(i<=j) continue;
                 for (age=bage; age<=fage; age ++){ 
       for (cpt=1; cpt<=8;cpt++)                    if ((int)age %5==0){
       for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */                    v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
                            v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
         nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */                    cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
         nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */                    mu1=mu[i][(int) age]/stepm*YEARM ;
         /*printf("stepm=%d hstepm=%d nhstepm=%d \n",stepm,hstepm,nhstepm);*/                    mu2=mu[j][(int) age]/stepm*YEARM;
                     c12=cv12/sqrt(v1*v2);
         p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);                    /* Computing eigen value of matrix of covariance */
         oldm=oldms;savm=savms;                    lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
         hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);                      lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                                    /* Eigen vectors */
         for (h=0; h<=nhstepm; h++){                    v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
                            /*v21=sqrt(1.-v11*v11); *//* error */
           if (h*hstepm/YEARM*stepm==cpt)                    v21=(lc1-v1)/cv12*v11;
  fprintf(ficresf,"\n%d %.f %.f %.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm, h*hstepm/YEARM*stepm);                    v12=-v21;
                              v22=v11;
           for(j=1; j<=nlstate+ndeath;j++) {                    tnalp=v21/v11;
             kk1=0.;                    if(first1==1){
             for(i=1; i<=nlstate;i++) {                              first1=0;
               /*   kk1=kk1+p3mat[i][j][h]*probs[(int)agedeb][i][cptcod];*/                      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);
                 kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb][i][cptcod];                    }
             }                    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*/
             if (h*hstepm/YEARM*stepm==cpt)                    /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
               fprintf(ficresf," %.5f ", kk1);                    /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
           }                    if(first==1){
           }                      first=0;
         free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);                      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(fichtm,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup> :<a href=\"varpijgr%s%d%1d%1d-%1d%1d.png\">varpijgr%s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,optionfilefiname, j1,k1,l1,k2,l2,optionfilefiname, j1,k1,l1,k2,l2);
   fclose(ficresf);                      fprintf(fichtm,"\n<br><img src=\"varpijgr%s%d%1d%1d-%1d%1d.png\"> ",optionfilefiname, j1,k1,l1,k2,l2);
                       fprintf(fichtm,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
   /*---------- Health expectancies and variances ------------*/                      fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\"",optionfilefiname, j1,k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
   strcpy(filerest,"t");                      fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
   strcat(filerest,fileres);                      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",\
   if((ficrest=fopen(filerest,"w"))==NULL) {                              mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;                              mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
   }                    }else{
   printf("Computing Total LEs with variances: file '%s' \n", filerest);                      first=0;
                       fprintf(fichtm," %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
   strcpy(filerese,"e");                      fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
   strcat(filerese,fileres);                      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",\
   if((ficreseij=fopen(filerese,"w"))==NULL) {                              mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);                              mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
   }                    }/* if first */
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);                  } /* age mod 5 */
                 } /* end loop age */
  strcpy(fileresv,"v");                fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\";replot;",optionfilefiname, j1,k1,l1,k2,l2);
   strcat(fileresv,fileres);                first=1;
   if((ficresvij=fopen(fileresv,"w"))==NULL) {              } /*l12 */
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);            } /* k12 */
   }          } /*l1 */
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);        }/* k1 */
       } /* loop covariates */
   k=0;    }
   for(cptcov=1;cptcov<=i1;cptcov++){    free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
       k=k+1;    free_vector(xp,1,npar);
       fprintf(ficrest,"\n#****** ");    fclose(ficresprob);
       for(j=1;j<=cptcoveff;j++)    fclose(ficresprobcov);
         fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    fclose(ficresprobcor);
       fprintf(ficrest,"******\n");    fclose(ficgp);
     fclose(fichtm);
       fprintf(ficreseij,"\n#****** ");  }
       for(j=1;j<=cptcoveff;j++)  
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);  
       fprintf(ficreseij,"******\n");  /******************* Printing html file ***********/
   void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
       fprintf(ficresvij,"\n#****** ");                    int lastpass, int stepm, int weightopt, char model[],\
       for(j=1;j<=cptcoveff;j++)                    int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);                    int popforecast, int estepm ,\
       fprintf(ficresvij,"******\n");                    double jprev1, double mprev1,double anprev1, \
                     double jprev2, double mprev2,double anprev2){
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);    int jj1, k1, i1, cpt;
       oldm=oldms;savm=savms;    /*char optionfilehtm[FILENAMELENGTH];*/
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);      if((fichtm=fopen(optionfilehtm,"a"))==NULL)    {
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);      printf("Problem with %s \n",optionfilehtm), exit(0);
       oldm=oldms;savm=savms;      fprintf(ficlog,"Problem with %s \n",optionfilehtm), exit(0);
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);    }
        
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");     fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);   - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"p%s\">p%s</a> <br>\n
       fprintf(ficrest,"\n");   - Estimated transition probabilities over %d (stepm) months: <a href=\"pij%s\">pij%s</a><br>\n
           - Stable prevalence in each health state: <a href=\"pl%s\">pl%s</a> <br>\n
       hf=1;   - Life expectancies by age and initial health status (estepm=%2d months): 
       if (stepm >= YEARM) hf=stepm/YEARM;     <a href=\"e%s\">e%s</a> <br>\n</li>", \
       epj=vector(1,nlstate+1);    jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,fileres,fileres,stepm,fileres,fileres,fileres,fileres,estepm,fileres,fileres);
       for(age=bage; age <=fage ;age++){  
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);  fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
         fprintf(ficrest," %.0f",age);  
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){   m=cptcoveff;
           for(i=1, epj[j]=0.;i <=nlstate;i++) {   if (cptcovn < 1) {m=1;ncodemax[1]=1;}
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];  
           }   jj1=0;
           epj[nlstate+1] +=epj[j];   for(k1=1; k1<=m;k1++){
         }     for(i1=1; i1<=ncodemax[k1];i1++){
         for(i=1, vepp=0.;i <=nlstate;i++)       jj1++;
           for(j=1;j <=nlstate;j++)       if (cptcovn > 0) {
             vepp += vareij[i][j][(int)age];         fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));         for (cpt=1; cpt<=cptcoveff;cpt++) 
         for(j=1;j <=nlstate;j++){           fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));         fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
         }       }
         fprintf(ficrest,"\n");       /* Pij */
       }       fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i, %d (stepm) months before: pe%s%d1.png<br>
     }  <img src=\"pe%s%d1.png\">",stepm,strtok(optionfile, "."),jj1,strtok(optionfile, "."),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: pe%s%d2.png<br>
          <img src=\"pe%s%d2.png\">",stepm,strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1); 
          /* Stable prevalence in each health state */
          for(cpt=1; cpt<nlstate;cpt++){
  fclose(ficreseij);           fprintf(fichtm,"<br>- Stable prevalence in each health state : p%s%d%d.png<br>
  fclose(ficresvij);  <img src=\"p%s%d%d.png\">",strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);
   fclose(ficrest);         }
   fclose(ficpar);       for(cpt=1; cpt<=nlstate;cpt++) {
   free_vector(epj,1,nlstate+1);          fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.png <br>
   /*  scanf("%d ",i); */  <img src=\"exp%s%d%d.png\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);
        }
   /*------- Variance limit prevalence------*/         fprintf(fichtm,"\n<br>- Total life expectancy by age and
   health expectancies in states (1) and (2): e%s%d.png<br>
 strcpy(fileresvpl,"vpl");  <img src=\"e%s%d.png\">",strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);
   strcat(fileresvpl,fileres);     } /* end i1 */
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {   }/* End k1 */
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);   fprintf(fichtm,"</ul>");
     exit(0);  
   }  
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);   fprintf(fichtm,"\n<br><li><h4> Result files (second order: variances)</h4>\n
    - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n
  k=0;   - Variance of one-step probabilities: <a href=\"prob%s\">prob%s</a> <br>\n
  for(cptcov=1;cptcov<=i1;cptcov++){   - Variance-covariance of one-step probabilities: <a href=\"probcov%s\">probcov%s</a> <br>\n
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){   - Correlation matrix of one-step probabilities: <a href=\"probcor%s\">probcor%s</a> <br>\n
      k=k+1;   - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"v%s\">v%s</a><br>\n 
      fprintf(ficresvpl,"\n#****** ");   - Health expectancies with their variances (no covariance): <a href=\"t%s\">t%s</a> <br>\n
      for(j=1;j<=cptcoveff;j++)   - Standard deviation of stable prevalences: <a href=\"vpl%s\">vpl%s</a> <br>\n",rfileres,rfileres,fileres,fileres,fileres,fileres,fileres,fileres, estepm, fileres,fileres,fileres,fileres,fileres,fileres);
        fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);  
      fprintf(ficresvpl,"******\n");  /*  if(popforecast==1) fprintf(fichtm,"\n */
        /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
      varpl=matrix(1,nlstate,(int) bage, (int) fage);  /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
      oldm=oldms;savm=savms;  /*      <br>",fileres,fileres,fileres,fileres); */
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);  /*  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); */
  }  fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
   
   fclose(ficresvpl);   m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   /*---------- End : free ----------------*/  
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);   jj1=0;
     for(k1=1; k1<=m;k1++){
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);     for(i1=1; i1<=ncodemax[k1];i1++){
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);       jj1++;
         if (cptcovn > 0) {
           fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);         for (cpt=1; cpt<=cptcoveff;cpt++) 
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);           fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);         fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);       }
         for(cpt=1; cpt<=nlstate;cpt++) {
   free_matrix(matcov,1,npar,1,npar);         fprintf(fichtm,"<br>- Observed and period prevalence (with confident
   free_vector(delti,1,npar);  interval) in state (%d): v%s%d%d.png <br>
    <img src=\"v%s%d%d.png\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);  
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);       }
      } /* end i1 */
   printf("End of Imach\n");   }/* End k1 */
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */   fprintf(fichtm,"</ul>");
    fclose(fichtm);
   /* printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);*/  }
   /*printf("Total time was %d uSec.\n", total_usecs);*/  
   /*------ End -----------*/  /******************* Gnuplot file **************/
   void printinggnuplot(char fileres[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
   
  end:    int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
 #ifdef windows    int ng;
  chdir(pathcd);    if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
 #endif      printf("Problem with file %s",optionfilegnuplot);
        fprintf(ficlog,"Problem with file %s",optionfilegnuplot);
  system("..\\gp37mgw\\wgnuplot graph.plt");    }
   
 #ifdef windows    /*#ifdef windows */
   while (z[0] != 'q') {      fprintf(ficgp,"cd \"%s\" \n",pathc);
     chdir(pathcd);      /*#endif */
     printf("\nType e to edit output files, c to start again, and q for exiting: ");  m=pow(2,cptcoveff);
     scanf("%s",z);    
     if (z[0] == 'c') system("./imach");   /* 1eme*/
     else if (z[0] == 'e') {    for (cpt=1; cpt<= nlstate ; cpt ++) {
       chdir(path);     for (k1=1; k1<= m ; k1 ++) {
       system(optionfilehtm);       fprintf(ficgp,"\nset out \"v%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
     }       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,fileres,k1-1,k1-1);
     else if (z[0] == 'q') exit(0);  
   }       for (i=1; i<= nlstate ; i ++) {
 #endif         if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
 }         else fprintf(ficgp," \%%*lf (\%%*lf)");
        }
        fprintf(ficgp,"\" t\"Stable prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",fileres,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,\"vpl%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",fileres,k1-1,k1-1); 
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }  
        fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));
      }
     }
     /*2 eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       fprintf(ficgp,"\nset out \"e%s%d.png\" \n",strtok(optionfile, "."),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,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,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,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,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,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
         else fprintf(ficgp,"\" t\"\" w l 0,");
       }
     }
     
     /*3eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<= nlstate ; cpt ++) {
         k=2+nlstate*(2*cpt-2);
         fprintf(ficgp,"\nset out \"exp%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
         fprintf(ficgp,"set ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,fileres,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," ,\"e%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",fileres,k1-1,k1-1,k+2*i,cpt,i+1);
           
         } 
       }
     }
     
     /* CV preval stable (period) */
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<=nlstate ; cpt ++) {
         k=3;
         fprintf(ficgp,"\nset out \"p%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
         fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,fileres,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,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);
         for (i=1; i< nlstate ; i ++) {
           l=3+(nlstate+ndeath)*cpt;
           fprintf(ficgp,"+$%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 \"pe%s%d%d.png\" \n",strtok(optionfile, "."),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 */
      fclose(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(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(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);
   }
   
   /***********************************************/
   /**************** 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;
     double agedeb, agefin,hf;
     double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
   
     double fret;
     double **xi,tmp,delta;
   
     double dum; /* Dummy variable */
     double ***p3mat;
     double ***mobaverage;
     int *indx;
     char line[MAXLINE], linepar[MAXLINE];
     char path[80],pathc[80],pathcd[80],pathtot[80],model[80];
     int firstobs=1, lastobs=10;
     int sdeb, sfin; /* Status at beginning and end */
     int c,  h , cpt,l;
     int ju,jl, mi;
     int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
     int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,*tab; 
     int mobilavproj=0 , prevfcast=0 ; /* moving average of prev, If prevfcast=1 prevalence projection */
     int mobilav=0,popforecast=0;
     int hstepm, nhstepm;
     double jprev1=1, mprev1=1,anprev1=2000,jprev2=1, mprev2=1,anprev2=2000;
     double jpyram=1, mpyram=1,anpyram=2000,jpyram1=1, mpyram1=1,anpyram1=2000;
   
     double bage, fage, age, agelim, agebase;
     double ftolpl=FTOL;
     double **prlim;
     double *severity;
     double ***param; /* Matrix of parameters */
     double  *p;
     double **matcov; /* Matrix of covariance */
     double ***delti3; /* Scale */
     double *delti; /* Scale */
     double ***eij, ***vareij;
     double **varpl; /* Variances of prevalence limits by age */
     double *epj, vepp;
     double kk1, kk2;
     double dateprev1, dateprev2,jproj1=1,mproj1=1,anproj1=2000,jproj2=1,mproj2=1,anproj2=2000;
   
     char *alph[]={"a","a","b","c","d","e"}, str[4];
   
   
     char z[1]="c", occ;
   #include <sys/time.h>
   #include <time.h>
     char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
    
     /* long total_usecs;
        struct timeval start_time, end_time;
     
        gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
     getcwd(pathcd, size);
   
     printf("\n%s\n%s",version,fullversion);
     if(argc <=1){
       printf("\nEnter the parameter file name: ");
       scanf("%s",pathtot);
     }
     else{
       strcpy(pathtot,argv[1]);
     }
     /*if(getcwd(pathcd, 80)!= NULL)printf ("Error pathcd\n");*/
     /*cygwin_split_path(pathtot,path,optionfile);
       printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
     /* cutv(path,optionfile,pathtot,'\\');*/
   
     split(pathtot,path,optionfile,optionfilext,optionfilefiname);
     printf("pathtot=%s, path=%s, optionfile=%s optionfilext=%s optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     chdir(path);
     replace(pathc,path);
   
     /*-------- 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",version);
     fprintf(ficlog,"\nEnter the parameter file name: ");
     fprintf(ficlog,"pathtot=%s, path=%s, optionfile=%s optionfilext=%s optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     fflush(ficlog);
   
     /* */
     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);
       goto end;
     }
   
     strcpy(filereso,"o");
     strcat(filereso,fileres);
     if((ficparo=fopen(filereso,"w"))==NULL) {
       printf("Problem with Output resultfile: %s\n", filereso);
       fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
       goto end;
     }
   
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     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);
     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);
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
      
     covar=matrix(0,NCOVMAX,1,n); 
     cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
     if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
   
     ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
     nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
     
     /* Read guess parameters */
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     for(i=1; i <=nlstate; i++)
       for(j=1; j <=nlstate+ndeath-1; j++){
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         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");
         if(mle==1)
           printf("\n");
         fprintf(ficlog,"\n");
         fprintf(ficparo,"\n");
       }
     
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
   
     p=param[1][1];
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     /* delti=vector(1,npar); *//* Scale of each paramater (output from hesscov) */
     for(i=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath-1; j++){
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%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]);
         }
         fscanf(ficpar,"\n");
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     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);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     matcov=matrix(1,npar,1,npar);
     for(i=1; i <=npar; i++){
       fscanf(ficpar,"%s",&str);
       if(mle==1)
         printf("%s",str);
       fprintf(ficlog,"%s",str);
       fprintf(ficparo,"%s",str);
       for(j=1; j <=i; j++){
         fscanf(ficpar," %le",&matcov[i][j]);
         if(mle==1){
           printf(" %.5le",matcov[i][j]);
           fprintf(ficlog," %.5le",matcov[i][j]);
         }
         else
           fprintf(ficlog," %.5le",matcov[i][j]);
         fprintf(ficparo," %.5le",matcov[i][j]);
       }
       fscanf(ficpar,"\n");
       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");
   
   
     /*-------- Rewriting paramater file ----------*/
     strcpy(rfileres,"r");    /* "Rparameterfile */
     strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
     strcat(rfileres,".");    /* */
     strcat(rfileres,optionfilext);    /* Other files have txt extension */
     if((ficres =fopen(rfileres,"w"))==NULL) {
       printf("Problem writing new parameter file: %s\n", fileres);goto end;
       fprintf(ficlog,"Problem writing new parameter file: %s\n", fileres);goto end;
     }
     fprintf(ficres,"#%s\n",version);
       
     /*-------- data file ----------*/
     if((fic=fopen(datafile,"r"))==NULL)    {
       printf("Problem with datafile: %s\n", datafile);goto end;
       fprintf(ficlog,"Problem with datafile: %s\n", datafile);goto end;
     }
   
     n= lastobs;
     severity = vector(1,maxwav);
     outcome=imatrix(1,maxwav+1,1,n);
     num=ivector(1,n);
     moisnais=vector(1,n);
     annais=vector(1,n);
     moisdc=vector(1,n);
     andc=vector(1,n);
     agedc=vector(1,n);
     cod=ivector(1,n);
     weight=vector(1,n);
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
     mint=matrix(1,maxwav,1,n);
     anint=matrix(1,maxwav,1,n);
     s=imatrix(1,maxwav+1,1,n);
     tab=ivector(1,NCOVMAX);
     ncodemax=ivector(1,8);
   
     i=1;
     while (fgets(line, MAXLINE, fic) != NULL)    {
       if ((i >= firstobs) && (i <=lastobs)) {
           
         for (j=maxwav;j>=1;j--){
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb); 
           strcpy(line,stra);
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         }
           
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
         for (j=ncovcol;j>=1;j--){
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         } 
         num[i]=atol(stra);
           
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
           printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/
   
         i=i+1;
       }
     }
     /* printf("ii=%d", ij);
        scanf("%d",i);*/
     imx=i-1; /* Number of individuals */
   
     /* for (i=1; i<=imx; i++){
       if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
       if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
       if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
       }*/
      /*  for (i=1; i<=imx; i++){
        if (s[4][i]==9)  s[4][i]=-1; 
        printf("%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]));}*/
     
    for (i=1; i<=imx; i++)
    
      /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
        else weight[i]=1;*/
   
     /* Calculation of the number of parameter from char model*/
     Tvar=ivector(1,15); /* stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
     Tprod=ivector(1,15); 
     Tvaraff=ivector(1,15); 
     Tvard=imatrix(1,15,1,2);
     Tage=ivector(1,15);      
      
     if (strlen(model) >1){ /* If there is at least 1 covariate */
       j=0, j1=0, k1=1, k2=1;
       j=nbocc(model,'+'); /* j=Number of '+' */
       j1=nbocc(model,'*'); /* j1=Number of '*' */
       cptcovn=j+1; 
       cptcovprod=j1; /*Number of products */
       
       strcpy(modelsav,model); 
       if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
         printf("Error. Non available option model=%s ",model);
         fprintf(ficlog,"Error. Non available option model=%s ",model);
         goto end;
       }
       
       /* This loop fills the array Tvar from the string 'model'.*/
   
       for(i=(j+1); i>=1;i--){
         cutv(stra,strb,modelsav,'+'); /* keeps in strb after the last + */ 
         if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
         /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
         /*scanf("%d",i);*/
         if (strchr(strb,'*')) {  /* Model includes a product */
           cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn (if not *age)*/
           if (strcmp(strc,"age")==0) { /* Vn*age */
             cptcovprod--;
             cutv(strb,stre,strd,'V');
             Tvar[i]=atoi(stre); /* computes n in Vn and stores in Tvar*/
             cptcovage++;
               Tage[cptcovage]=i;
               /*printf("stre=%s ", stre);*/
           }
           else if (strcmp(strd,"age")==0) { /* or age*Vn */
             cptcovprod--;
             cutv(strb,stre,strc,'V');
             Tvar[i]=atoi(stre);
             cptcovage++;
             Tage[cptcovage]=i;
           }
           else {  /* Age is not in the model */
             cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n*/
             Tvar[i]=ncovcol+k1;
             cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
             Tprod[k1]=i;
             Tvard[k1][1]=atoi(strc); /* m*/
             Tvard[k1][2]=atoi(stre); /* n */
             Tvar[cptcovn+k2]=Tvard[k1][1];
             Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
             for (k=1; k<=lastobs;k++) 
               covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
             k1++;
             k2=k2+2;
           }
         }
         else { /* no more sum */
           /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
          /*  scanf("%d",i);*/
         cutv(strd,strc,strb,'V');
         Tvar[i]=atoi(strc);
         }
         strcpy(modelsav,stra);  
         /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
           scanf("%d",i);*/
       } /* end of loop + */
     } /* end model */
     
     /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
       If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
   
     /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
     printf("cptcovprod=%d ", cptcovprod);
     fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
   
     scanf("%d ",i);
     fclose(fic);*/
   
       /*  if(mle==1){*/
     if (weightopt != 1) { /* Maximisation without weights*/
       for(i=1;i<=n;i++) weight[i]=1.0;
     }
       /*-calculation of age at interview from date of interview and age at death -*/
     agev=matrix(1,maxwav,1,imx);
   
     for (i=1; i<=imx; i++) {
       for(m=2; (m<= maxwav); m++) {
         if (((int)mint[m][i]== 99) && (s[m][i] <= nlstate)){
           anint[m][i]=9999;
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]==9999 && s[m][i]>nlstate){
           printf("Error! Date of death (month %2d and year %4d) of individual %d 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 %d 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){
           printf("Error! Month of death of individual %d 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 %d 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;
         }
       }
     }
   
     for (i=1; i<=imx; i++)  {
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
       for(m=firstpass; (m<= lastpass); m++){
         if(s[m][i] >0){
           if (s[m][i] >= nlstate+1) {
             if(agedc[i]>0)
               if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
                 agev[m][i]=agedc[i];
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
               else {
                 if ((int)andc[i]!=9999){
                   printf("Warning negative age at death: %d line:%d\n",num[i],i);
                   fprintf(ficlog,"Warning negative age at death: %d 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)) {
           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("%d %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
   }
   
   }*/
   
     printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
     fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
   
     free_vector(severity,1,maxwav);
     free_imatrix(outcome,1,maxwav+1,1,n);
     free_vector(moisnais,1,n);
     free_vector(annais,1,n);
     /* free_matrix(mint,1,maxwav,1,n);
        free_matrix(anint,1,maxwav,1,n);*/
     free_vector(moisdc,1,n);
     free_vector(andc,1,n);
   
      
     wav=ivector(1,imx);
     dh=imatrix(1,lastpass-firstpass+1,1,imx);
     bh=imatrix(1,lastpass-firstpass+1,1,imx);
     mw=imatrix(1,lastpass-firstpass+1,1,imx);
      
     /* Concatenates waves */
     concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
   
     /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
   
     Tcode=ivector(1,100);
     nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
     ncodemax[1]=1;
     if (cptcovn > 0) tricode(Tvar,nbcode,imx);
         
     codtab=imatrix(1,100,1,10); /* Cross tabulation to get the order of 
                                    the estimations*/
     h=0;
     m=pow(2,cptcoveff);
    
     for(k=1;k<=cptcoveff; k++){
       for(i=1; i <=(m/pow(2,k));i++){
         for(j=1; j <= ncodemax[k]; j++){
           for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
             h++;
             if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;
             /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/
           } 
         }
       }
     } 
     /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
        codtab[1][2]=1;codtab[2][2]=2; */
     /* for(i=1; i <=m ;i++){ 
        for(k=1; k <=cptcovn; k++){
        printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
        }
        printf("\n");
        }
        scanf("%d",i);*/
       
     /* Calculates basic frequencies. Computes observed prevalence at single age
        and prints on file fileres'p'. */
   
       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) */
   
     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);
     
   
     jk=1;
     fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) 
           {
             printf("%d%d ",i,k);
             fprintf(ficlog,"%d%d ",i,k);
             fprintf(ficres,"%1d%1d ",i,k);
             for(j=1; j <=ncovmodel; j++){
               printf("%f ",p[jk]);
               fprintf(ficlog,"%f ",p[jk]);
               fprintf(ficres,"%f ",p[jk]);
               jk++; 
             }
             printf("\n");
             fprintf(ficlog,"\n");
             fprintf(ficres,"\n");
           }
       }
     }
     if(mle==1){
       /* 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");
     for(i=1,k=1;i<=npar;i++){
       /*  if (k>nlstate) k=1;
           i1=(i-1)/(ncovmodel*nlstate)+1; 
           fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);
           printf("%s%d%d",alph[k],i1,tab[i]);
       */
       fprintf(ficres,"%3d",i);
       if(mle==1)
         printf("%3d",i);
       fprintf(ficlog,"%3d",i);
       for(j=1; j<=i;j++){
         fprintf(ficres," %.5e",matcov[i][j]);
         if(mle==1)
           printf(" %.5e",matcov[i][j]);
         fprintf(ficlog," %.5e",matcov[i][j]);
       }
       fprintf(ficres,"\n");
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       k++;
     }
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     estepm=0;
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
     if (estepm==0 || estepm < stepm) estepm=stepm;
     if (fage <= 2) {
       bage = ageminpar;
       fage = agemaxpar;
     }
      
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mov_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);
     fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficlog,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
    
   
     dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
     dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
   
     fscanf(ficpar,"pop_based=%d\n",&popbased);
     fprintf(ficparo,"pop_based=%d\n",popbased);   
     fprintf(ficres,"pop_based=%d\n",popbased);   
     
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"prevforecast=%d starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf mobil_average=%d\n",&prevfcast,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2,&mobilavproj);
     fprintf(ficparo,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     printf("prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficlog,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficres,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     /* day and month of proj2 are not used but only year anproj2.*/
   
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"popforecast=%d popfile=%s popfiledate=%lf/%lf/%lf last-popfiledate=%lf/%lf/%lf\n",&popforecast,popfile,&jpyram,&mpyram,&anpyram,&jpyram1,&mpyram1,&anpyram1);
     fprintf(ficparo,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
     fprintf(ficres,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
   
     probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);
   
     /*------------ gnuplot -------------*/
     strcpy(optionfilegnuplot,optionfilefiname);
     strcat(optionfilegnuplot,".gp");
     if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
       printf("Problem with file %s",optionfilegnuplot);
     }
     else{
       fprintf(ficgp,"\n# %s\n", version); 
       fprintf(ficgp,"# %s\n", optionfilegnuplot); 
       fprintf(ficgp,"set missing 'NaNq'\n");
     }
     fclose(ficgp);
     printinggnuplot(fileres, ageminpar,agemaxpar,fage, pathc,p);
     /*--------- index.htm --------*/
   
     strcpy(optionfilehtm,optionfile);
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
     }
   
     fprintf(fichtm,"<body> <font size=\"2\">%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
   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
   <hr  size=\"2\" color=\"#EC5E5E\">
    <ul><li><h4>Parameter files</h4>\n
    - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n
    - Log file of the run: <a href=\"%s\">%s</a><br>\n
    - Gnuplot file name: <a href=\"%s\">%s</a></ul>\n",version,title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,agemin,agemax,jmin,jmax,jmean,fileres,fileres,filelog,filelog,optionfilegnuplot,optionfilegnuplot);
      fclose(fichtm);
   
     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_ivector(num,1,n);
     free_vector(agedc,1,n);
     /*free_matrix(covar,0,NCOVMAX,1,n);*/
     /*free_matrix(covar,1,NCOVMAX,1,n);*/
     fclose(ficparo);
     fclose(ficres);
   
   
     /*--------------- Prevalence limit  (stable prevalence) --------------*/
     
     strcpy(filerespl,"pl");
     strcat(filerespl,fileres);
     if((ficrespl=fopen(filerespl,"w"))==NULL) {
       printf("Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
       fprintf(ficlog,"Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
     }
     printf("Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficlog,"Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficrespl,"#Stable prevalence \n");
     fprintf(ficrespl,"#Age ");
     for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
     fprintf(ficrespl,"\n");
     
     prlim=matrix(1,nlstate,1,nlstate);
   
     agebase=ageminpar;
     agelim=agemaxpar;
     ftolpl=1.e-10;
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
         fprintf(ficrespl,"\n#******");
         printf("\n#******");
         fprintf(ficlog,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespl,"******\n");
         printf("******\n");
         fprintf(ficlog,"******\n");
           
         for (age=agebase; age<=agelim; age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           fprintf(ficrespl,"%.0f ",age );
           for(j=1;j<=cptcoveff;j++)
             fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           for(i=1; i<=nlstate;i++)
             fprintf(ficrespl," %.5f", prlim[i][i]);
           fprintf(ficrespl,"\n");
         }
       }
     }
     fclose(ficrespl);
   
     /*------------- h Pij x at various ages ------------*/
     
     strcpy(filerespij,"pij");  strcat(filerespij,fileres);
     if((ficrespij=fopen(filerespij,"w"))==NULL) {
       printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
       fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij);goto end;
     }
     printf("Computing pij: result on file '%s' \n", filerespij);
     fprintf(ficlog,"Computing pij: result on file '%s' \n", filerespij);
     
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     /*if (stepm<=24) stepsize=2;*/
   
     agelim=AGESUP;
     hstepm=stepsize*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
   
     /* hstepm=1;   aff par mois*/
   
     fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x ");
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficrespij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrespij,"******\n");
           
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   
           /*        nhstepm=nhstepm*YEARM; aff par mois*/
   
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           oldm=oldms;savm=savms;
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j=");
           for(i=1; i<=nlstate;i++)
             for(j=1; j<=nlstate+ndeath;j++)
               fprintf(ficrespij," %1d-%1d",i,j);
           fprintf(ficrespij,"\n");
           for (h=0; h<=nhstepm; h++){
             fprintf(ficrespij,"%d %3.f %3.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
             for(i=1; i<=nlstate;i++)
               for(j=1; j<=nlstate+ndeath;j++)
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);
             fprintf(ficrespij,"\n");
           }
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           fprintf(ficrespij,"\n");
         }
       }
     }
   
     varprob(optionfilefiname, matcov, p, delti, nlstate, bage, fage,k,Tvar,nbcode, ncodemax);
   
     fclose(ficrespij);
   
   
     /*---------- Forecasting ------------------*/
     /*if((stepm == 1) && (strcmp(model,".")==0)){*/
     if(prevfcast==1){
       /*    if(stepm ==1){*/
         prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
         /* (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);*/
   /*      }  */
   /*      else{ */
   /*        erreur=108; */
   /*        printf("Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*        fprintf(ficlog,"Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*      } */
     }
     
   
     /*---------- Health expectancies and variances ------------*/
   
     strcpy(filerest,"t");
     strcat(filerest,fileres);
     if((ficrest=fopen(filerest,"w"))==NULL) {
       printf("Problem with total LE resultfile: %s\n", filerest);goto end;
       fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
     }
     printf("Computing Total LEs with variances: file '%s' \n", filerest); 
     fprintf(ficlog,"Computing Total LEs with variances: file '%s' \n", filerest); 
   
   
     strcpy(filerese,"e");
     strcat(filerese,fileres);
     if((ficreseij=fopen(filerese,"w"))==NULL) {
       printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
       fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
     }
     printf("Computing Health Expectancies: result on file '%s' \n", filerese);
     fprintf(ficlog,"Computing Health Expectancies: result on file '%s' \n", filerese);
   
     strcpy(fileresv,"v");
     strcat(fileresv,fileres);
     if((ficresvij=fopen(fileresv,"w"))==NULL) {
       printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
       fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
     }
     printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
     fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
   
     /* Computes prevalence between agemin (i.e minimal age computed) and no more ageminpar */
     prevalence(agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     /*  printf("ageminpar=%f, agemax=%f, s[lastpass][imx]=%d, agev[lastpass][imx]=%f, nlstate=%d, imx=%d,  mint[lastpass][imx]=%f, anint[lastpass][imx]=%f,dateprev1=%f, dateprev2=%f, firstpass=%d, lastpass=%d\n",\
   ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
     */
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1; 
         fprintf(ficrest,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrest,"******\n");
   
         fprintf(ficreseij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficreseij,"******\n");
   
         fprintf(ficresvij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvij,"******\n");
   
         eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov);  
    
         vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,0, mobilav);
         if(popbased==1){
           varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,popbased,mobilav);
         }
   
    
         fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
         for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
         fprintf(ficrest,"\n");
   
         epj=vector(1,nlstate+1);
         for(age=bage; age <=fage ;age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           if (popbased==1) {
             if(mobilav ==0){
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=probs[(int)age][i][k];
             }else{ /* mobilav */ 
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=mobaverage[(int)age][i][k];
             }
           }
           
           fprintf(ficrest," %4.0f",age);
           for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
             for(i=1, epj[j]=0.;i <=nlstate;i++) {
               epj[j] += prlim[i][i]*eij[i][j][(int)age];
               /*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
             }
             epj[nlstate+1] +=epj[j];
           }
   
           for(i=1, vepp=0.;i <=nlstate;i++)
             for(j=1;j <=nlstate;j++)
               vepp += vareij[i][j][(int)age];
           fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
           for(j=1;j <=nlstate;j++){
             fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
           }
           fprintf(ficrest,"\n");
         }
         free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_vector(epj,1,nlstate+1);
       }
     }
     free_vector(weight,1,n);
     free_imatrix(Tvard,1,15,1,2);
     free_imatrix(s,1,maxwav+1,1,n);
     free_matrix(anint,1,maxwav,1,n); 
     free_matrix(mint,1,maxwav,1,n);
     free_ivector(cod,1,n);
     free_ivector(tab,1,NCOVMAX);
     fclose(ficreseij);
     fclose(ficresvij);
     fclose(ficrest);
     fclose(ficpar);
     
     /*------- Variance of stable prevalence------*/   
   
     strcpy(fileresvpl,"vpl");
     strcat(fileresvpl,fileres);
     if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
       printf("Problem with variance of stable prevalence  resultfile: %s\n", fileresvpl);
       exit(0);
     }
     printf("Computing Variance-covariance of stable prevalence: file '%s' \n", fileresvpl);
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficresvpl,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvpl,"******\n");
         
         varpl=matrix(1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
         free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
       }
     }
   
     fclose(ficresvpl);
   
     /*---------- End : free ----------------*/
     free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
     
     free_matrix(covar,0,NCOVMAX,1,n);
     free_matrix(matcov,1,npar,1,npar);
     /*free_vector(delti,1,npar);*/
     free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
     free_matrix(agev,1,maxwav,1,imx);
     free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     free_ivector(ncodemax,1,8);
     free_ivector(Tvar,1,15);
     free_ivector(Tprod,1,15);
     free_ivector(Tvaraff,1,15);
     free_ivector(Tage,1,15);
     free_ivector(Tcode,1,100);
   
     /*  fclose(fichtm);*/
     /*  fclose(ficgp);*/ /* ALready done */
     
   
     if(erreur >0){
       printf("End of Imach with error or warning %d\n",erreur);
       fprintf(ficlog,"End of Imach with error or warning %d\n",erreur);
     }else{
      printf("End of Imach\n");
      fprintf(ficlog,"End of Imach\n");
     }
     printf("See log file on %s\n",filelog);
     fclose(ficlog);
     /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
     
     /* printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);*/
     /*printf("Total time was %d uSec.\n", total_usecs);*/
     /*------ End -----------*/
   
     end:
   #ifdef windows
     /* chdir(pathcd);*/
   #endif 
    /*system("wgnuplot graph.plt");*/
    /*system("../gp37mgw/wgnuplot graph.plt");*/
    /*system("cd ../gp37mgw");*/
    /* system("..\\gp37mgw\\wgnuplot graph.plt");*/
     strcpy(plotcmd,GNUPLOTPROGRAM);
     strcat(plotcmd," ");
     strcat(plotcmd,optionfilegnuplot);
     printf("Starting graphs with: %s",plotcmd);fflush(stdout);
     system(plotcmd);
     printf(" Wait...");
   
    /*#ifdef windows*/
     while (z[0] != 'q') {
       /* chdir(path); */
       printf("\nType e to edit output files, g to graph again, c to start again, and q for exiting: ");
       scanf("%s",z);
       if (z[0] == 'c') system("./imach");
       else if (z[0] == 'e') system(optionfilehtm);
       else if (z[0] == 'g') system(plotcmd);
       else if (z[0] == 'q') exit(0);
     }
     /*#endif */
   }
   
   

Removed from v.1.13  
changed lines
  Added in v.1.82


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