Diff for /imach/src/imach.c between versions 1.16 and 1.98

version 1.16, 2002/02/20 17:12:32 version 1.98, 2004/05/16 15:05:56
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 1.98  2004/05/16 15:05:56  brouard
   individuals from different ages are interviewed on their health status    New version 0.97 . First attempt to estimate force of mortality
   or degree of  disability. At least a second wave of interviews    directly from the data i.e. without the need of knowing the health
   ("longitudinal") should  measure each new individual health status.    state at each age, but using a Gompertz model: log u =a + b*age .
   Health expectancies are computed from the transistions observed between    This is the basic analysis of mortality and should be done before any
   waves and are computed for each degree of severity of disability (number    other analysis, in order to test if the mortality estimated from the
   of life states). More degrees you consider, more time is necessary to    cross-longitudinal survey is different from the mortality estimated
   reach the Maximum Likelihood of the parameters involved in the model.    from other sources like vital statistic data.
   The simplest model is the multinomial logistic model where pij is  
   the probabibility to be observed in state j at the second wave conditional    The same imach parameter file can be used but the option for mle should be -3.
   to be observed in state i at the first wave. Therefore the model is:  
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'    Agnès, who wrote this part of the code, tried to keep most of the
   is a covariate. If you want to have a more complex model than "constant and    former routines in order to include the new code within the former code.
   age", you should modify the program where the markup  
     *Covariates have to be included here again* invites you to do it.    The output is very simple: only an estimate of the intercept and of
   More covariates you add, less is the speed of the convergence.    the slope with 95% confident intervals.
   
   The advantage that this computer programme claims, comes from that if the    Current limitations:
   delay between waves is not identical for each individual, or if some    A) Even if you enter covariates, i.e. with the
   individual missed an interview, the information is not rounded or lost, but    model= V1+V2 equation for example, the programm does only estimate a unique global model without covariates.
   taken into account using an interpolation or extrapolation.    B) There is no computation of Life Expectancy nor Life Table.
   hPijx is the probability to be  
   observed in state i at age x+h conditional to the observed state i at age    Revision 1.97  2004/02/20 13:25:42  lievre
   x. The delay 'h' can be split into an exact number (nh*stepm) of    Version 0.96d. Population forecasting command line is (temporarily)
   unobserved intermediate  states. This elementary transition (by month or    suppressed.
   quarter trimester, semester or year) is model as a multinomial logistic.  
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices    Revision 1.96  2003/07/15 15:38:55  brouard
   and the contribution of each individual to the likelihood is simply hPijx.    * imach.c (Repository): Errors in subdirf, 2, 3 while printing tmpout is
     rewritten within the same printf. Workaround: many printfs.
   Also this programme outputs the covariance matrix of the parameters but also  
   of the life expectancies. It also computes the prevalence limits.    Revision 1.95  2003/07/08 07:54:34  brouard
      * imach.c (Repository):
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    (Repository): Using imachwizard code to output a more meaningful covariance
            Institut national d'études démographiques, Paris.    matrix (cov(a12,c31) instead of numbers.
   This software have been partly granted by Euro-REVES, a concerted action  
   from the European Union.    Revision 1.94  2003/06/27 13:00:02  brouard
   It is copyrighted identically to a GNU software product, ie programme and    Just cleaning
   software can be distributed freely for non commercial use. Latest version  
   can be accessed at http://euroreves.ined.fr/imach .    Revision 1.93  2003/06/25 16:33:55  brouard
   **********************************************************************/    (Module): On windows (cygwin) function asctime_r doesn't
      exist so I changed back to asctime which exists.
 #include <math.h>    (Module): Version 0.96b
 #include <stdio.h>  
 #include <stdlib.h>    Revision 1.92  2003/06/25 16:30:45  brouard
 #include <unistd.h>    (Module): On windows (cygwin) function asctime_r doesn't
     exist so I changed back to asctime which exists.
 #define MAXLINE 256  
 #define FILENAMELENGTH 80    Revision 1.91  2003/06/25 15:30:29  brouard
 /*#define DEBUG*/    * imach.c (Repository): Duplicated warning errors corrected.
 #define windows    (Repository): Elapsed time after each iteration is now output. It
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    helps to forecast when convergence will be reached. Elapsed time
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */    is stamped in powell.  We created a new html file for the graphs
     concerning matrix of covariance. It has extension -cov.htm.
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */  
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    Revision 1.90  2003/06/24 12:34:15  brouard
     (Module): Some bugs corrected for windows. Also, when
 #define NINTERVMAX 8    mle=-1 a template is output in file "or"mypar.txt with the design
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    of the covariance matrix to be input.
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */  
 #define NCOVMAX 8 /* Maximum number of covariates */    Revision 1.89  2003/06/24 12:30:52  brouard
 #define MAXN 20000    (Module): Some bugs corrected for windows. Also, when
 #define YEARM 12. /* Number of months per year */    mle=-1 a template is output in file "or"mypar.txt with the design
 #define AGESUP 130    of the covariance matrix to be input.
 #define AGEBASE 40  
     Revision 1.88  2003/06/23 17:54:56  brouard
     * imach.c (Repository): Create a sub-directory where all the secondary files are. Only imach, htm, gp and r(imach) are on the main directory. Correct time and other things.
 int nvar;  
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;    Revision 1.87  2003/06/18 12:26:01  brouard
 int npar=NPARMAX;    Version 0.96
 int nlstate=2; /* Number of live states */  
 int ndeath=1; /* Number of dead states */    Revision 1.86  2003/06/17 20:04:08  brouard
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    (Module): Change position of html and gnuplot routines and added
 int popbased=0;    routine fileappend.
   
 int *wav; /* Number of waves for this individuual 0 is possible */    Revision 1.85  2003/06/17 13:12:43  brouard
 int maxwav; /* Maxim number of waves */    * imach.c (Repository): Check when date of death was earlier that
 int jmin, jmax; /* min, max spacing between 2 waves */    current date of interview. It may happen when the death was just
 int mle, weightopt;    prior to the death. In this case, dh was negative and likelihood
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */    was wrong (infinity). We still send an "Error" but patch by
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */    assuming that the date of death was just one stepm after the
 double jmean; /* Mean space between 2 waves */    interview.
 double **oldm, **newm, **savm; /* Working pointers to matrices */    (Repository): Because some people have very long ID (first column)
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    we changed int to long in num[] and we added a new lvector for
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf;    memory allocation. But we also truncated to 8 characters (left
 FILE *ficgp, *fichtm,*ficresprob,*ficpop;    truncation)
 FILE *ficreseij;    (Repository): No more line truncation errors.
   char filerese[FILENAMELENGTH];  
  FILE  *ficresvij;    Revision 1.84  2003/06/13 21:44:43  brouard
   char fileresv[FILENAMELENGTH];    * imach.c (Repository): Replace "freqsummary" at a correct
  FILE  *ficresvpl;    place. It differs from routine "prevalence" which may be called
   char fileresvpl[FILENAMELENGTH];    many times. Probs is memory consuming and must be used with
     parcimony.
 #define NR_END 1    Version 0.95a3 (should output exactly the same maximization than 0.8a2)
 #define FREE_ARG char*  
 #define FTOL 1.0e-10    Revision 1.83  2003/06/10 13:39:11  lievre
     *** empty log message ***
 #define NRANSI  
 #define ITMAX 200    Revision 1.82  2003/06/05 15:57:20  brouard
     Add log in  imach.c and  fullversion number is now printed.
 #define TOL 2.0e-4  
   */
 #define CGOLD 0.3819660  /*
 #define ZEPS 1.0e-10     Interpolated Markov Chain
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);  
     Short summary of the programme:
 #define GOLD 1.618034    
 #define GLIMIT 100.0    This program computes Healthy Life Expectancies from
 #define TINY 1.0e-20    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
     first survey ("cross") where individuals from different ages are
 static double maxarg1,maxarg2;    interviewed on their health status or degree of disability (in the
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))    case of a health survey which is our main interest) -2- at least a
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))    second wave of interviews ("longitudinal") which measure each change
      (if any) in individual health status.  Health expectancies are
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))    computed from the time spent in each health state according to a
 #define rint(a) floor(a+0.5)    model. More health states you consider, more time is necessary to reach the
     Maximum Likelihood of the parameters involved in the model.  The
 static double sqrarg;    simplest model is the multinomial logistic model where pij is the
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)    probability to be observed in state j at the second wave
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}    conditional to be observed in state i at the first wave. Therefore
     the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
 int imx;    'age' is age and 'sex' is a covariate. If you want to have a more
 int stepm;    complex model than "constant and age", you should modify the program
 /* Stepm, step in month: minimum step interpolation*/    where the markup *Covariates have to be included here again* invites
     you to do it.  More covariates you add, slower the
 int m,nb;    convergence.
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;  
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;    The advantage of this computer programme, compared to a simple
 double **pmmij, ***probs, ***mobaverage;    multinomial logistic model, is clear when the delay between waves is not
     identical for each individual. Also, if a individual missed an
 double *weight;    intermediate interview, the information is lost, but taken into
 int **s; /* Status */    account using an interpolation or extrapolation.  
 double *agedc, **covar, idx;  
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;    hPijx is the probability to be observed in state i at age x+h
     conditional to the observed state i at age x. The delay 'h' can be
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */    split into an exact number (nh*stepm) of unobserved intermediate
 double ftolhess; /* Tolerance for computing hessian */    states. This elementary transition (by month, quarter,
     semester or year) is modelled as a multinomial logistic.  The hPx
 /**************** split *************************/    matrix is simply the matrix product of nh*stepm elementary matrices
 static  int split( char *path, char *dirc, char *name )    and the contribution of each individual to the likelihood is simply
 {    hPijx.
    char *s;                             /* pointer */  
    int  l1, l2;                         /* length counters */    Also this programme outputs the covariance matrix of the parameters but also
     of the life expectancies. It also computes the stable prevalence. 
    l1 = strlen( path );                 /* length of path */    
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
    s = strrchr( path, '\\' );           /* find last / */             Institut national d'études démographiques, Paris.
    if ( s == NULL ) {                   /* no directory, so use current */    This software have been partly granted by Euro-REVES, a concerted action
 #if     defined(__bsd__)                /* get current working directory */    from the European Union.
       extern char       *getwd( );    It is copyrighted identically to a GNU software product, ie programme and
     software can be distributed freely for non commercial use. Latest version
       if ( getwd( dirc ) == NULL ) {    can be accessed at http://euroreves.ined.fr/imach .
 #else  
       extern char       *getcwd( );    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
     or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {    
 #endif    **********************************************************************/
          return( GLOCK_ERROR_GETCWD );  /*
       }    main
       strcpy( name, path );             /* we've got it */    read parameterfile
    } else {                             /* strip direcotry from path */    read datafile
       s++;                              /* after this, the filename */    concatwav
       l2 = strlen( s );                 /* length of filename */    freqsummary
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );    if (mle >= 1)
       strcpy( name, s );                /* save file name */      mlikeli
       strncpy( dirc, path, l1 - l2 );   /* now the directory */    print results files
       dirc[l1-l2] = 0;                  /* add zero */    if mle==1 
    }       computes hessian
    l1 = strlen( dirc );                 /* length of directory */    read end of parameter file: agemin, agemax, bage, fage, estepm
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }        begin-prev-date,...
    return( 0 );                         /* we're done */    open gnuplot file
 }    open html file
     stable prevalence
      for age prevalim()
 /******************************************/    h Pij x
     variance of p varprob
 void replace(char *s, char*t)    forecasting if prevfcast==1 prevforecast call prevalence()
 {    health expectancies
   int i;    Variance-covariance of DFLE
   int lg=20;    prevalence()
   i=0;     movingaverage()
   lg=strlen(t);    varevsij() 
   for(i=0; i<= lg; i++) {    if popbased==1 varevsij(,popbased)
     (s[i] = t[i]);    total life expectancies
     if (t[i]== '\\') s[i]='/';    Variance of stable prevalence
   }   end
 }  */
   
 int nbocc(char *s, char occ)  
 {  
   int i,j=0;   
   int lg=20;  #include <math.h>
   i=0;  #include <stdio.h>
   lg=strlen(s);  #include <stdlib.h>
   for(i=0; i<= lg; i++) {  #include <unistd.h>
   if  (s[i] == occ ) j++;  
   }  #include <sys/time.h>
   return j;  #include <time.h>
 }  #include "timeval.h"
   
 void cutv(char *u,char *v, char*t, char occ)  /* #include <libintl.h> */
 {  /* #define _(String) gettext (String) */
   int i,lg,j,p=0;  
   i=0;  #define MAXLINE 256
   for(j=0; j<=strlen(t)-1; j++) {  #define GNUPLOTPROGRAM "gnuplot"
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
   }  #define FILENAMELENGTH 132
   /*#define DEBUG*/
   lg=strlen(t);  /*#define windows*/
   for(j=0; j<p; j++) {  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
     (u[j] = t[j]);  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
   }  
      u[p]='\0';  #define MAXPARM 30 /* Maximum number of parameters for the optimization */
   #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
    for(j=0; j<= lg; j++) {  
     if (j>=(p+1))(v[j-p-1] = t[j]);  #define NINTERVMAX 8
   }  #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 */
 /********************** nrerror ********************/  #define MAXN 20000
   #define YEARM 12. /* Number of months per year */
 void nrerror(char error_text[])  #define AGESUP 130
 {  #define AGEBASE 40
   fprintf(stderr,"ERREUR ...\n");  #define AGEGOMP 10. /* Minimal age for Gompertz adjustment */
   fprintf(stderr,"%s\n",error_text);  #ifdef unix
   exit(1);  #define DIRSEPARATOR '/'
 }  #define ODIRSEPARATOR '\\'
 /*********************** vector *******************/  #else
 double *vector(int nl, int nh)  #define DIRSEPARATOR '\\'
 {  #define ODIRSEPARATOR '/'
   double *v;  #endif
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  
   if (!v) nrerror("allocation failure in vector");  /* $Id$ */
   return v-nl+NR_END;  /* $State$ */
 }  
   char version[]="Imach version 0.70, May 2004, INED-EUROREVES ";
 /************************ free vector ******************/  char fullversion[]="$Revision$ $Date$"; 
 void free_vector(double*v, int nl, int nh)  int erreur, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
 {  int nvar;
   free((FREE_ARG)(v+nl-NR_END));  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
 }  int npar=NPARMAX;
   int nlstate=2; /* Number of live states */
 /************************ivector *******************************/  int ndeath=1; /* Number of dead states */
 int *ivector(long nl,long nh)  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
 {  int popbased=0;
   int *v;  
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  int *wav; /* Number of waves for this individuual 0 is possible */
   if (!v) nrerror("allocation failure in ivector");  int maxwav; /* Maxim number of waves */
   return v-nl+NR_END;  int jmin, jmax; /* min, max spacing between 2 waves */
 }  int gipmx, gsw; /* Global variables on the number of contributions 
                      to the likelihood and the sum of weights (done by funcone)*/
 /******************free ivector **************************/  int mle, weightopt;
 void free_ivector(int *v, long nl, long nh)  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
 {  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
   free((FREE_ARG)(v+nl-NR_END));  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
 }             * wave mi and wave mi+1 is not an exact multiple of stepm. */
   double jmean; /* Mean space between 2 waves */
 /******************* imatrix *******************************/  double **oldm, **newm, **savm; /* Working pointers to matrices */
 int **imatrix(long nrl, long nrh, long ncl, long nch)  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
 {  FILE *ficlog, *ficrespow;
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  int globpr; /* Global variable for printing or not */
   int **m;  double fretone; /* Only one call to likelihood */
    long ipmx; /* Number of contributions */
   /* allocate pointers to rows */  double sw; /* Sum of weights */
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  char filerespow[FILENAMELENGTH];
   if (!m) nrerror("allocation failure 1 in matrix()");  char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
   m += NR_END;  FILE *ficresilk;
   m -= nrl;  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
    FILE *ficresprobmorprev;
    FILE *fichtm, *fichtmcov; /* Html File */
   /* allocate rows and set pointers to them */  FILE *ficreseij;
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  char filerese[FILENAMELENGTH];
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  FILE  *ficresvij;
   m[nrl] += NR_END;  char fileresv[FILENAMELENGTH];
   m[nrl] -= ncl;  FILE  *ficresvpl;
    char fileresvpl[FILENAMELENGTH];
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  char title[MAXLINE];
    char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
   /* return pointer to array of pointers to rows */  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
   return m;  char tmpout[FILENAMELENGTH],  tmpout2[FILENAMELENGTH]; 
 }  char command[FILENAMELENGTH];
   int  outcmd=0;
 /****************** free_imatrix *************************/  
 void free_imatrix(m,nrl,nrh,ncl,nch)  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
       int **m;  
       long nch,ncl,nrh,nrl;  char filelog[FILENAMELENGTH]; /* Log file */
      /* free an int matrix allocated by imatrix() */  char filerest[FILENAMELENGTH];
 {  char fileregp[FILENAMELENGTH];
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  char popfile[FILENAMELENGTH];
   free((FREE_ARG) (m+nrl-NR_END));  
 }  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
   
 /******************* matrix *******************************/  struct timeval start_time, end_time, curr_time, last_time, forecast_time;
 double **matrix(long nrl, long nrh, long ncl, long nch)  struct timezone tzp;
 {  extern int gettimeofday();
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;  struct tm tmg, tm, tmf, *gmtime(), *localtime();
   double **m;  long time_value;
   extern long time();
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  char strcurr[80], strfor[80];
   if (!m) nrerror("allocation failure 1 in matrix()");  
   m += NR_END;  #define NR_END 1
   m -= nrl;  #define FREE_ARG char*
   #define FTOL 1.0e-10
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  #define NRANSI 
   m[nrl] += NR_END;  #define ITMAX 200 
   m[nrl] -= ncl;  
   #define TOL 2.0e-4 
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  
   return m;  #define CGOLD 0.3819660 
 }  #define ZEPS 1.0e-10 
   #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
 /*************************free matrix ************************/  
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)  #define GOLD 1.618034 
 {  #define GLIMIT 100.0 
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  #define TINY 1.0e-20 
   free((FREE_ARG)(m+nrl-NR_END));  
 }  static double maxarg1,maxarg2;
   #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
 /******************* ma3x *******************************/  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)    
 {  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;  #define rint(a) floor(a+0.5)
   double ***m;  
   static double sqrarg;
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
   if (!m) nrerror("allocation failure 1 in matrix()");  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
   m += NR_END;  int agegomp= AGEGOMP;
   m -= nrl;  
   int imx; 
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  int stepm=1;
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  /* Stepm, step in month: minimum step interpolation*/
   m[nrl] += NR_END;  
   m[nrl] -= ncl;  int estepm;
   /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  
   int m,nb;
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));  long *num;
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");  int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage,*cens;
   m[nrl][ncl] += NR_END;  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
   m[nrl][ncl] -= nll;  double **pmmij, ***probs;
   for (j=ncl+1; j<=nch; j++)  double *ageexmed,*agecens;
     m[nrl][j]=m[nrl][j-1]+nlay;  double dateintmean=0;
    
   for (i=nrl+1; i<=nrh; i++) {  double *weight;
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;  int **s; /* Status */
     for (j=ncl+1; j<=nch; j++)  double *agedc, **covar, idx;
       m[i][j]=m[i][j-1]+nlay;  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
   }  
   return m;  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
 }  double ftolhess; /* Tolerance for computing hessian */
   
 /*************************free ma3x ************************/  /**************** split *************************/
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
 {  {
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));    char  *ss;                            /* pointer */
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    int   l1, l2;                         /* length counters */
   free((FREE_ARG)(m+nrl-NR_END));  
 }    l1 = strlen(path );                   /* length of path */
     if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
 /***************** f1dim *************************/    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
 extern int ncom;    if ( ss == NULL ) {                   /* no directory, so use current */
 extern double *pcom,*xicom;      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
 extern double (*nrfunc)(double []);        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
        /* get current working directory */
 double f1dim(double x)      /*    extern  char* getcwd ( char *buf , int len);*/
 {      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
   int j;        return( GLOCK_ERROR_GETCWD );
   double f;      }
   double *xt;      strcpy( name, path );               /* we've got it */
      } else {                              /* strip direcotry from path */
   xt=vector(1,ncom);      ss++;                               /* after this, the filename */
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];      l2 = strlen( ss );                  /* length of filename */
   f=(*nrfunc)(xt);      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
   free_vector(xt,1,ncom);      strcpy( name, ss );         /* save file name */
   return f;      strncpy( dirc, path, l1 - l2 );     /* now the directory */
 }      dirc[l1-l2] = 0;                    /* add zero */
     }
 /*****************brent *************************/    l1 = strlen( dirc );                  /* length of directory */
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)    /*#ifdef windows
 {    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
   int iter;  #else
   double a,b,d,etemp;    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
   double fu,fv,fw,fx;  #endif
   double ftemp;    */
   double p,q,r,tol1,tol2,u,v,w,x,xm;    ss = strrchr( name, '.' );            /* find last / */
   double e=0.0;    ss++;
      strcpy(ext,ss);                       /* save extension */
   a=(ax < cx ? ax : cx);    l1= strlen( name);
   b=(ax > cx ? ax : cx);    l2= strlen(ss)+1;
   x=w=v=bx;    strncpy( finame, name, l1-l2);
   fw=fv=fx=(*f)(x);    finame[l1-l2]= 0;
   for (iter=1;iter<=ITMAX;iter++) {    return( 0 );                          /* we're done */
     xm=0.5*(a+b);  }
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);  
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/  
     printf(".");fflush(stdout);  /******************************************/
 #ifdef DEBUG  
     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);  void replace_back_to_slash(char *s, char*t)
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */  {
 #endif    int i;
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){    int lg=0;
       *xmin=x;    i=0;
       return fx;    lg=strlen(t);
     }    for(i=0; i<= lg; i++) {
     ftemp=fu;      (s[i] = t[i]);
     if (fabs(e) > tol1) {      if (t[i]== '\\') s[i]='/';
       r=(x-w)*(fx-fv);    }
       q=(x-v)*(fx-fw);  }
       p=(x-v)*q-(x-w)*r;  
       q=2.0*(q-r);  int nbocc(char *s, char occ)
       if (q > 0.0) p = -p;  {
       q=fabs(q);    int i,j=0;
       etemp=e;    int lg=20;
       e=d;    i=0;
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))    lg=strlen(s);
         d=CGOLD*(e=(x >= xm ? a-x : b-x));    for(i=0; i<= lg; i++) {
       else {    if  (s[i] == occ ) j++;
         d=p/q;    }
         u=x+d;    return j;
         if (u-a < tol2 || b-u < tol2)  }
           d=SIGN(tol1,xm-x);  
       }  void cutv(char *u,char *v, char*t, char occ)
     } else {  {
       d=CGOLD*(e=(x >= xm ? a-x : b-x));    /* cuts string t into u and v where u is ended by char occ excluding it
     }       and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));       gives u="abcedf" and v="ghi2j" */
     fu=(*f)(u);    int i,lg,j,p=0;
     if (fu <= fx) {    i=0;
       if (u >= x) a=x; else b=x;    for(j=0; j<=strlen(t)-1; j++) {
       SHFT(v,w,x,u)      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
         SHFT(fv,fw,fx,fu)    }
         } else {  
           if (u < x) a=u; else b=u;    lg=strlen(t);
           if (fu <= fw || w == x) {    for(j=0; j<p; j++) {
             v=w;      (u[j] = t[j]);
             w=u;    }
             fv=fw;       u[p]='\0';
             fw=fu;  
           } else if (fu <= fv || v == x || v == w) {     for(j=0; j<= lg; j++) {
             v=u;      if (j>=(p+1))(v[j-p-1] = t[j]);
             fv=fu;    }
           }  }
         }  
   }  /********************** nrerror ********************/
   nrerror("Too many iterations in brent");  
   *xmin=x;  void nrerror(char error_text[])
   return fx;  {
 }    fprintf(stderr,"ERREUR ...\n");
     fprintf(stderr,"%s\n",error_text);
 /****************** mnbrak ***********************/    exit(EXIT_FAILURE);
   }
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,  /*********************** vector *******************/
             double (*func)(double))  double *vector(int nl, int nh)
 {  {
   double ulim,u,r,q, dum;    double *v;
   double fu;    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
      if (!v) nrerror("allocation failure in vector");
   *fa=(*func)(*ax);    return v-nl+NR_END;
   *fb=(*func)(*bx);  }
   if (*fb > *fa) {  
     SHFT(dum,*ax,*bx,dum)  /************************ free vector ******************/
       SHFT(dum,*fb,*fa,dum)  void free_vector(double*v, int nl, int nh)
       }  {
   *cx=(*bx)+GOLD*(*bx-*ax);    free((FREE_ARG)(v+nl-NR_END));
   *fc=(*func)(*cx);  }
   while (*fb > *fc) {  
     r=(*bx-*ax)*(*fb-*fc);  /************************ivector *******************************/
     q=(*bx-*cx)*(*fb-*fa);  int *ivector(long nl,long nh)
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/  {
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));    int *v;
     ulim=(*bx)+GLIMIT*(*cx-*bx);    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
     if ((*bx-u)*(u-*cx) > 0.0) {    if (!v) nrerror("allocation failure in ivector");
       fu=(*func)(u);    return v-nl+NR_END;
     } else if ((*cx-u)*(u-ulim) > 0.0) {  }
       fu=(*func)(u);  
       if (fu < *fc) {  /******************free ivector **************************/
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))  void free_ivector(int *v, long nl, long nh)
           SHFT(*fb,*fc,fu,(*func)(u))  {
           }    free((FREE_ARG)(v+nl-NR_END));
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {  }
       u=ulim;  
       fu=(*func)(u);  /************************lvector *******************************/
     } else {  long *lvector(long nl,long nh)
       u=(*cx)+GOLD*(*cx-*bx);  {
       fu=(*func)(u);    long *v;
     }    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
     SHFT(*ax,*bx,*cx,u)    if (!v) nrerror("allocation failure in ivector");
       SHFT(*fa,*fb,*fc,fu)    return v-nl+NR_END;
       }  }
 }  
   /******************free lvector **************************/
 /*************** linmin ************************/  void free_lvector(long *v, long nl, long nh)
   {
 int ncom;    free((FREE_ARG)(v+nl-NR_END));
 double *pcom,*xicom;  }
 double (*nrfunc)(double []);  
    /******************* imatrix *******************************/
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))  int **imatrix(long nrl, long nrh, long ncl, long nch) 
 {       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
   double brent(double ax, double bx, double cx,  { 
                double (*f)(double), double tol, double *xmin);    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
   double f1dim(double x);    int **m; 
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,    
               double *fc, double (*func)(double));    /* allocate pointers to rows */ 
   int j;    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
   double xx,xmin,bx,ax;    if (!m) nrerror("allocation failure 1 in matrix()"); 
   double fx,fb,fa;    m += NR_END; 
      m -= nrl; 
   ncom=n;    
   pcom=vector(1,n);    
   xicom=vector(1,n);    /* allocate rows and set pointers to them */ 
   nrfunc=func;    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
   for (j=1;j<=n;j++) {    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
     pcom[j]=p[j];    m[nrl] += NR_END; 
     xicom[j]=xi[j];    m[nrl] -= ncl; 
   }    
   ax=0.0;    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
   xx=1.0;    
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);    /* return pointer to array of pointers to rows */ 
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);    return m; 
 #ifdef DEBUG  } 
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);  
 #endif  /****************** free_imatrix *************************/
   for (j=1;j<=n;j++) {  void free_imatrix(m,nrl,nrh,ncl,nch)
     xi[j] *= xmin;        int **m;
     p[j] += xi[j];        long nch,ncl,nrh,nrl; 
   }       /* free an int matrix allocated by imatrix() */ 
   free_vector(xicom,1,n);  { 
   free_vector(pcom,1,n);    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
 }    free((FREE_ARG) (m+nrl-NR_END)); 
   } 
 /*************** powell ************************/  
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,  /******************* matrix *******************************/
             double (*func)(double []))  double **matrix(long nrl, long nrh, long ncl, long nch)
 {  {
   void linmin(double p[], double xi[], int n, double *fret,    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
               double (*func)(double []));    double **m;
   int i,ibig,j;  
   double del,t,*pt,*ptt,*xit;    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
   double fp,fptt;    if (!m) nrerror("allocation failure 1 in matrix()");
   double *xits;    m += NR_END;
   pt=vector(1,n);    m -= nrl;
   ptt=vector(1,n);  
   xit=vector(1,n);    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   xits=vector(1,n);    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   *fret=(*func)(p);    m[nrl] += NR_END;
   for (j=1;j<=n;j++) pt[j]=p[j];    m[nrl] -= ncl;
   for (*iter=1;;++(*iter)) {  
     fp=(*fret);    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
     ibig=0;    return m;
     del=0.0;    /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);     */
     for (i=1;i<=n;i++)  }
       printf(" %d %.12f",i, p[i]);  
     printf("\n");  /*************************free matrix ************************/
     for (i=1;i<=n;i++) {  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
       for (j=1;j<=n;j++) xit[j]=xi[j][i];  {
       fptt=(*fret);    free((FREE_ARG)(m[nrl]+ncl-NR_END));
 #ifdef DEBUG    free((FREE_ARG)(m+nrl-NR_END));
       printf("fret=%lf \n",*fret);  }
 #endif  
       printf("%d",i);fflush(stdout);  /******************* ma3x *******************************/
       linmin(p,xit,n,fret,func);  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
       if (fabs(fptt-(*fret)) > del) {  {
         del=fabs(fptt-(*fret));    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
         ibig=i;    double ***m;
       }  
 #ifdef DEBUG    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
       printf("%d %.12e",i,(*fret));    if (!m) nrerror("allocation failure 1 in matrix()");
       for (j=1;j<=n;j++) {    m += NR_END;
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);    m -= nrl;
         printf(" x(%d)=%.12e",j,xit[j]);  
       }    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
       for(j=1;j<=n;j++)    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
         printf(" p=%.12e",p[j]);    m[nrl] += NR_END;
       printf("\n");    m[nrl] -= ncl;
 #endif  
     }    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {  
 #ifdef DEBUG    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
       int k[2],l;    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
       k[0]=1;    m[nrl][ncl] += NR_END;
       k[1]=-1;    m[nrl][ncl] -= nll;
       printf("Max: %.12e",(*func)(p));    for (j=ncl+1; j<=nch; j++) 
       for (j=1;j<=n;j++)      m[nrl][j]=m[nrl][j-1]+nlay;
         printf(" %.12e",p[j]);    
       printf("\n");    for (i=nrl+1; i<=nrh; i++) {
       for(l=0;l<=1;l++) {      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
         for (j=1;j<=n;j++) {      for (j=ncl+1; j<=nch; j++) 
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];        m[i][j]=m[i][j-1]+nlay;
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);    }
         }    return m; 
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
       }             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
 #endif    */
   }
   
       free_vector(xit,1,n);  /*************************free ma3x ************************/
       free_vector(xits,1,n);  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
       free_vector(ptt,1,n);  {
       free_vector(pt,1,n);    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
       return;    free((FREE_ARG)(m[nrl]+ncl-NR_END));
     }    free((FREE_ARG)(m+nrl-NR_END));
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");  }
     for (j=1;j<=n;j++) {  
       ptt[j]=2.0*p[j]-pt[j];  /*************** function subdirf ***********/
       xit[j]=p[j]-pt[j];  char *subdirf(char fileres[])
       pt[j]=p[j];  {
     }    /* Caution optionfilefiname is hidden */
     fptt=(*func)(ptt);    strcpy(tmpout,optionfilefiname);
     if (fptt < fp) {    strcat(tmpout,"/"); /* Add to the right */
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);    strcat(tmpout,fileres);
       if (t < 0.0) {    return tmpout;
         linmin(p,xit,n,fret,func);  }
         for (j=1;j<=n;j++) {  
           xi[j][ibig]=xi[j][n];  /*************** function subdirf2 ***********/
           xi[j][n]=xit[j];  char *subdirf2(char fileres[], char *preop)
         }  {
 #ifdef DEBUG    
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);    /* Caution optionfilefiname is hidden */
         for(j=1;j<=n;j++)    strcpy(tmpout,optionfilefiname);
           printf(" %.12e",xit[j]);    strcat(tmpout,"/");
         printf("\n");    strcat(tmpout,preop);
 #endif    strcat(tmpout,fileres);
       }    return tmpout;
     }  }
   }  
 }  /*************** function subdirf3 ***********/
   char *subdirf3(char fileres[], char *preop, char *preop2)
 /**** Prevalence limit ****************/  {
     
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)    /* Caution optionfilefiname is hidden */
 {    strcpy(tmpout,optionfilefiname);
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit    strcat(tmpout,"/");
      matrix by transitions matrix until convergence is reached */    strcat(tmpout,preop);
     strcat(tmpout,preop2);
   int i, ii,j,k;    strcat(tmpout,fileres);
   double min, max, maxmin, maxmax,sumnew=0.;    return tmpout;
   double **matprod2();  }
   double **out, cov[NCOVMAX], **pmij();  
   double **newm;  /***************** f1dim *************************/
   double agefin, delaymax=50 ; /* Max number of years to converge */  extern int ncom; 
   extern double *pcom,*xicom;
   for (ii=1;ii<=nlstate+ndeath;ii++)  extern double (*nrfunc)(double []); 
     for (j=1;j<=nlstate+ndeath;j++){   
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);  double f1dim(double x) 
     }  { 
     int j; 
    cov[1]=1.;    double f;
      double *xt; 
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */   
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){    xt=vector(1,ncom); 
     newm=savm;    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
     /* Covariates have to be included here again */    f=(*nrfunc)(xt); 
      cov[2]=agefin;    free_vector(xt,1,ncom); 
      return f; 
       for (k=1; k<=cptcovn;k++) {  } 
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];  
         /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/  /*****************brent *************************/
       }  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
       for (k=1; k<=cptcovage;k++)  { 
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];    int iter; 
       for (k=1; k<=cptcovprod;k++)    double a,b,d,etemp;
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];    double fu,fv,fw,fx;
     double ftemp;
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/    double p,q,r,tol1,tol2,u,v,w,x,xm; 
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/    double e=0.0; 
    
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);    a=(ax < cx ? ax : cx); 
     b=(ax > cx ? ax : cx); 
     savm=oldm;    x=w=v=bx; 
     oldm=newm;    fw=fv=fx=(*f)(x); 
     maxmax=0.;    for (iter=1;iter<=ITMAX;iter++) { 
     for(j=1;j<=nlstate;j++){      xm=0.5*(a+b); 
       min=1.;      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
       max=0.;      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
       for(i=1; i<=nlstate; i++) {      printf(".");fflush(stdout);
         sumnew=0;      fprintf(ficlog,".");fflush(ficlog);
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];  #ifdef DEBUG
         prlim[i][j]= newm[i][j]/(1-sumnew);      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);
         max=FMAX(max,prlim[i][j]);      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);
         min=FMIN(min,prlim[i][j]);      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
       }  #endif
       maxmin=max-min;      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
       maxmax=FMAX(maxmax,maxmin);        *xmin=x; 
     }        return fx; 
     if(maxmax < ftolpl){      } 
       return prlim;      ftemp=fu;
     }      if (fabs(e) > tol1) { 
   }        r=(x-w)*(fx-fv); 
 }        q=(x-v)*(fx-fw); 
         p=(x-v)*q-(x-w)*r; 
 /*************** transition probabilities ***************/        q=2.0*(q-r); 
         if (q > 0.0) p = -p; 
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )        q=fabs(q); 
 {        etemp=e; 
   double s1, s2;        e=d; 
   /*double t34;*/        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
   int i,j,j1, nc, ii, jj;          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
         else { 
     for(i=1; i<= nlstate; i++){          d=p/q; 
     for(j=1; j<i;j++){          u=x+d; 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){          if (u-a < tol2 || b-u < tol2) 
         /*s2 += param[i][j][nc]*cov[nc];*/            d=SIGN(tol1,xm-x); 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];        } 
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/      } else { 
       }        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
       ps[i][j]=s2;      } 
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
     }      fu=(*f)(u); 
     for(j=i+1; j<=nlstate+ndeath;j++){      if (fu <= fx) { 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){        if (u >= x) a=x; else b=x; 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];        SHFT(v,w,x,u) 
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/          SHFT(fv,fw,fx,fu) 
       }          } else { 
       ps[i][j]=(s2);            if (u < x) a=u; else b=u; 
     }            if (fu <= fw || w == x) { 
   }              v=w; 
     /*ps[3][2]=1;*/              w=u; 
               fv=fw; 
   for(i=1; i<= nlstate; i++){              fw=fu; 
      s1=0;            } else if (fu <= fv || v == x || v == w) { 
     for(j=1; j<i; j++)              v=u; 
       s1+=exp(ps[i][j]);              fv=fu; 
     for(j=i+1; j<=nlstate+ndeath; j++)            } 
       s1+=exp(ps[i][j]);          } 
     ps[i][i]=1./(s1+1.);    } 
     for(j=1; j<i; j++)    nrerror("Too many iterations in brent"); 
       ps[i][j]= exp(ps[i][j])*ps[i][i];    *xmin=x; 
     for(j=i+1; j<=nlstate+ndeath; j++)    return fx; 
       ps[i][j]= exp(ps[i][j])*ps[i][i];  } 
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */  
   } /* end i */  /****************** mnbrak ***********************/
   
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
     for(jj=1; jj<= nlstate+ndeath; jj++){              double (*func)(double)) 
       ps[ii][jj]=0;  { 
       ps[ii][ii]=1;    double ulim,u,r,q, dum;
     }    double fu; 
   }   
     *fa=(*func)(*ax); 
     *fb=(*func)(*bx); 
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){    if (*fb > *fa) { 
     for(jj=1; jj<= nlstate+ndeath; jj++){      SHFT(dum,*ax,*bx,dum) 
      printf("%lf ",ps[ii][jj]);        SHFT(dum,*fb,*fa,dum) 
    }        } 
     printf("\n ");    *cx=(*bx)+GOLD*(*bx-*ax); 
     }    *fc=(*func)(*cx); 
     printf("\n ");printf("%lf ",cov[2]);*/    while (*fb > *fc) { 
 /*      r=(*bx-*ax)*(*fb-*fc); 
   for(i=1; i<= npar; i++) printf("%f ",x[i]);      q=(*bx-*cx)*(*fb-*fa); 
   goto end;*/      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
     return ps;        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
 }      ulim=(*bx)+GLIMIT*(*cx-*bx); 
       if ((*bx-u)*(u-*cx) > 0.0) { 
 /**************** Product of 2 matrices ******************/        fu=(*func)(u); 
       } else if ((*cx-u)*(u-ulim) > 0.0) { 
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)        fu=(*func)(u); 
 {        if (fu < *fc) { 
   /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */            SHFT(*fb,*fc,fu,(*func)(u)) 
   /* in, b, out are matrice of pointers which should have been initialized            } 
      before: only the contents of out is modified. The function returns      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
      a pointer to pointers identical to out */        u=ulim; 
   long i, j, k;        fu=(*func)(u); 
   for(i=nrl; i<= nrh; i++)      } else { 
     for(k=ncolol; k<=ncoloh; k++)        u=(*cx)+GOLD*(*cx-*bx); 
       for(j=ncl,out[i][k]=0.; j<=nch; j++)        fu=(*func)(u); 
         out[i][k] +=in[i][j]*b[j][k];      } 
       SHFT(*ax,*bx,*cx,u) 
   return out;        SHFT(*fa,*fb,*fc,fu) 
 }        } 
   } 
   
 /************* Higher Matrix Product ***************/  /*************** linmin ************************/
   
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )  int ncom; 
 {  double *pcom,*xicom;
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month  double (*nrfunc)(double []); 
      duration (i.e. until   
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step  { 
      (typically every 2 years instead of every month which is too big).    double brent(double ax, double bx, double cx, 
      Model is determined by parameters x and covariates have to be                 double (*f)(double), double tol, double *xmin); 
      included manually here.    double f1dim(double x); 
     void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
      */                double *fc, double (*func)(double)); 
     int j; 
   int i, j, d, h, k;    double xx,xmin,bx,ax; 
   double **out, cov[NCOVMAX];    double fx,fb,fa;
   double **newm;   
     ncom=n; 
   /* Hstepm could be zero and should return the unit matrix */    pcom=vector(1,n); 
   for (i=1;i<=nlstate+ndeath;i++)    xicom=vector(1,n); 
     for (j=1;j<=nlstate+ndeath;j++){    nrfunc=func; 
       oldm[i][j]=(i==j ? 1.0 : 0.0);    for (j=1;j<=n;j++) { 
       po[i][j][0]=(i==j ? 1.0 : 0.0);      pcom[j]=p[j]; 
     }      xicom[j]=xi[j]; 
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */    } 
   for(h=1; h <=nhstepm; h++){    ax=0.0; 
     for(d=1; d <=hstepm; d++){    xx=1.0; 
       newm=savm;    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
       /* Covariates have to be included here again */    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
       cov[1]=1.;  #ifdef DEBUG
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
       for (k=1; k<=cptcovage;k++)  #endif
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];    for (j=1;j<=n;j++) { 
       for (k=1; k<=cptcovprod;k++)      xi[j] *= xmin; 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];      p[j] += xi[j]; 
     } 
     free_vector(xicom,1,n); 
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/    free_vector(pcom,1,n); 
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/  } 
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,  
                    pmij(pmmij,cov,ncovmodel,x,nlstate));  char *asc_diff_time(long time_sec, char ascdiff[])
       savm=oldm;  {
       oldm=newm;    long sec_left, days, hours, minutes;
     }    days = (time_sec) / (60*60*24);
     for(i=1; i<=nlstate+ndeath; i++)    sec_left = (time_sec) % (60*60*24);
       for(j=1;j<=nlstate+ndeath;j++) {    hours = (sec_left) / (60*60) ;
         po[i][j][h]=newm[i][j];    sec_left = (sec_left) %(60*60);
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);    minutes = (sec_left) /60;
          */    sec_left = (sec_left) % (60);
       }    sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
   } /* end h */    return ascdiff;
   return po;  }
 }  
   /*************** powell ************************/
   void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
 /*************** log-likelihood *************/              double (*func)(double [])) 
 double func( double *x)  { 
 {    void linmin(double p[], double xi[], int n, double *fret, 
   int i, ii, j, k, mi, d, kk;                double (*func)(double [])); 
   double l, ll[NLSTATEMAX], cov[NCOVMAX];    int i,ibig,j; 
   double **out;    double del,t,*pt,*ptt,*xit;
   double sw; /* Sum of weights */    double fp,fptt;
   double lli; /* Individual log likelihood */    double *xits;
   long ipmx;    int niterf, itmp;
   /*extern weight */  
   /* We are differentiating ll according to initial status */    pt=vector(1,n); 
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/    ptt=vector(1,n); 
   /*for(i=1;i<imx;i++)    xit=vector(1,n); 
     printf(" %d\n",s[4][i]);    xits=vector(1,n); 
   */    *fret=(*func)(p); 
   cov[1]=1.;    for (j=1;j<=n;j++) pt[j]=p[j]; 
     for (*iter=1;;++(*iter)) { 
   for(k=1; k<=nlstate; k++) ll[k]=0.;      fp=(*fret); 
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){      ibig=0; 
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];      del=0.0; 
     for(mi=1; mi<= wav[i]-1; mi++){      last_time=curr_time;
       for (ii=1;ii<=nlstate+ndeath;ii++)      (void) gettimeofday(&curr_time,&tzp);
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);      printf("\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec);fflush(stdout);
       for(d=0; d<dh[mi][i]; d++){      /*    fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec);
         newm=savm;      fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec);
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;      */
         for (kk=1; kk<=cptcovage;kk++) {     for (i=1;i<=n;i++) {
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];        printf(" %d %.12f",i, p[i]);
         }        fprintf(ficlog," %d %.12lf",i, p[i]);
                fprintf(ficrespow," %.12lf", p[i]);
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,      }
                      1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));      printf("\n");
         savm=oldm;      fprintf(ficlog,"\n");
         oldm=newm;      fprintf(ficrespow,"\n");fflush(ficrespow);
              if(*iter <=3){
                tm = *localtime(&curr_time.tv_sec);
       } /* end mult */        strcpy(strcurr,asctime(&tmf));
        /*       asctime_r(&tm,strcurr); */
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);        forecast_time=curr_time;
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/        itmp = strlen(strcurr);
       ipmx +=1;        if(strcurr[itmp-1]=='\n')
       sw += weight[i];          strcurr[itmp-1]='\0';
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;        printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
     } /* end of wave */        fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
   } /* end of individual */        for(niterf=10;niterf<=30;niterf+=10){
           forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];          tmf = *localtime(&forecast_time.tv_sec);
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */  /*      asctime_r(&tmf,strfor); */
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */          strcpy(strfor,asctime(&tmf));
   return -l;          itmp = strlen(strfor);
 }          if(strfor[itmp-1]=='\n')
           strfor[itmp-1]='\0';
           printf("   - if your program needs %d iterations to converge, convergence will be \n   reached in %s or\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
 /*********** Maximum Likelihood Estimation ***************/          fprintf(ficlog,"   - if your program needs %d iterations to converge, convergence will be \n   reached in %s or\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
         }
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))      }
 {      for (i=1;i<=n;i++) { 
   int i,j, iter;        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
   double **xi,*delti;        fptt=(*fret); 
   double fret;  #ifdef DEBUG
   xi=matrix(1,npar,1,npar);        printf("fret=%lf \n",*fret);
   for (i=1;i<=npar;i++)        fprintf(ficlog,"fret=%lf \n",*fret);
     for (j=1;j<=npar;j++)  #endif
       xi[i][j]=(i==j ? 1.0 : 0.0);        printf("%d",i);fflush(stdout);
   printf("Powell\n");        fprintf(ficlog,"%d",i);fflush(ficlog);
   powell(p,xi,npar,ftol,&iter,&fret,func);        linmin(p,xit,n,fret,func); 
         if (fabs(fptt-(*fret)) > del) { 
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));          del=fabs(fptt-(*fret)); 
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));          ibig=i; 
         } 
 }  #ifdef DEBUG
         printf("%d %.12e",i,(*fret));
 /**** Computes Hessian and covariance matrix ***/        fprintf(ficlog,"%d %.12e",i,(*fret));
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))        for (j=1;j<=n;j++) {
 {          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
   double  **a,**y,*x,pd;          printf(" x(%d)=%.12e",j,xit[j]);
   double **hess;          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
   int i, j,jk;        }
   int *indx;        for(j=1;j<=n;j++) {
           printf(" p=%.12e",p[j]);
   double hessii(double p[], double delta, int theta, double delti[]);          fprintf(ficlog," p=%.12e",p[j]);
   double hessij(double p[], double delti[], int i, int j);        }
   void lubksb(double **a, int npar, int *indx, double b[]) ;        printf("\n");
   void ludcmp(double **a, int npar, int *indx, double *d) ;        fprintf(ficlog,"\n");
   #endif
   hess=matrix(1,npar,1,npar);      } 
       if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
   printf("\nCalculation of the hessian matrix. Wait...\n");  #ifdef DEBUG
   for (i=1;i<=npar;i++){        int k[2],l;
     printf("%d",i);fflush(stdout);        k[0]=1;
     hess[i][i]=hessii(p,ftolhess,i,delti);        k[1]=-1;
     /*printf(" %f ",p[i]);*/        printf("Max: %.12e",(*func)(p));
     /*printf(" %lf ",hess[i][i]);*/        fprintf(ficlog,"Max: %.12e",(*func)(p));
   }        for (j=1;j<=n;j++) {
            printf(" %.12e",p[j]);
   for (i=1;i<=npar;i++) {          fprintf(ficlog," %.12e",p[j]);
     for (j=1;j<=npar;j++)  {        }
       if (j>i) {        printf("\n");
         printf(".%d%d",i,j);fflush(stdout);        fprintf(ficlog,"\n");
         hess[i][j]=hessij(p,delti,i,j);        for(l=0;l<=1;l++) {
         hess[j][i]=hess[i][j];              for (j=1;j<=n;j++) {
         /*printf(" %lf ",hess[i][j]);*/            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
       }            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
     }            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
   }          }
   printf("\n");          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
           fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");        }
    #endif
   a=matrix(1,npar,1,npar);  
   y=matrix(1,npar,1,npar);  
   x=vector(1,npar);        free_vector(xit,1,n); 
   indx=ivector(1,npar);        free_vector(xits,1,n); 
   for (i=1;i<=npar;i++)        free_vector(ptt,1,n); 
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];        free_vector(pt,1,n); 
   ludcmp(a,npar,indx,&pd);        return; 
       } 
   for (j=1;j<=npar;j++) {      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
     for (i=1;i<=npar;i++) x[i]=0;      for (j=1;j<=n;j++) { 
     x[j]=1;        ptt[j]=2.0*p[j]-pt[j]; 
     lubksb(a,npar,indx,x);        xit[j]=p[j]-pt[j]; 
     for (i=1;i<=npar;i++){        pt[j]=p[j]; 
       matcov[i][j]=x[i];      } 
     }      fptt=(*func)(ptt); 
   }      if (fptt < fp) { 
         t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
   printf("\n#Hessian matrix#\n");        if (t < 0.0) { 
   for (i=1;i<=npar;i++) {          linmin(p,xit,n,fret,func); 
     for (j=1;j<=npar;j++) {          for (j=1;j<=n;j++) { 
       printf("%.3e ",hess[i][j]);            xi[j][ibig]=xi[j][n]; 
     }            xi[j][n]=xit[j]; 
     printf("\n");          }
   }  #ifdef DEBUG
           printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   /* Recompute Inverse */          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   for (i=1;i<=npar;i++)          for(j=1;j<=n;j++){
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];            printf(" %.12e",xit[j]);
   ludcmp(a,npar,indx,&pd);            fprintf(ficlog," %.12e",xit[j]);
           }
   /*  printf("\n#Hessian matrix recomputed#\n");          printf("\n");
           fprintf(ficlog,"\n");
   for (j=1;j<=npar;j++) {  #endif
     for (i=1;i<=npar;i++) x[i]=0;        }
     x[j]=1;      } 
     lubksb(a,npar,indx,x);    } 
     for (i=1;i<=npar;i++){  } 
       y[i][j]=x[i];  
       printf("%.3e ",y[i][j]);  /**** Prevalence limit (stable prevalence)  ****************/
     }  
     printf("\n");  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
   }  {
   */    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
        matrix by transitions matrix until convergence is reached */
   free_matrix(a,1,npar,1,npar);  
   free_matrix(y,1,npar,1,npar);    int i, ii,j,k;
   free_vector(x,1,npar);    double min, max, maxmin, maxmax,sumnew=0.;
   free_ivector(indx,1,npar);    double **matprod2();
   free_matrix(hess,1,npar,1,npar);    double **out, cov[NCOVMAX], **pmij();
     double **newm;
     double agefin, delaymax=50 ; /* Max number of years to converge */
 }  
     for (ii=1;ii<=nlstate+ndeath;ii++)
 /*************** hessian matrix ****************/      for (j=1;j<=nlstate+ndeath;j++){
 double hessii( double x[], double delta, int theta, double delti[])        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 {      }
   int i;  
   int l=1, lmax=20;     cov[1]=1.;
   double k1,k2;   
   double p2[NPARMAX+1];   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
   double res;    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;      newm=savm;
   double fx;      /* Covariates have to be included here again */
   int k=0,kmax=10;       cov[2]=agefin;
   double l1;    
         for (k=1; k<=cptcovn;k++) {
   fx=func(x);          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
   for (i=1;i<=npar;i++) p2[i]=x[i];          /*      printf("ij=%d k=%d Tvar[k]=%d nbcode=%d cov=%lf codtab[ij][Tvar[k]]=%d \n",ij,k, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k], codtab[ij][Tvar[k]]);*/
   for(l=0 ; l <=lmax; l++){        }
     l1=pow(10,l);        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
     delts=delt;        for (k=1; k<=cptcovprod;k++)
     for(k=1 ; k <kmax; k=k+1){          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
       delt = delta*(l1*k);  
       p2[theta]=x[theta] +delt;        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
       k1=func(p2)-fx;        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
       p2[theta]=x[theta]-delt;        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
       k2=func(p2)-fx;      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
       /*res= (k1-2.0*fx+k2)/delt/delt; */  
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */      savm=oldm;
            oldm=newm;
 #ifdef DEBUG      maxmax=0.;
       printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);      for(j=1;j<=nlstate;j++){
 #endif        min=1.;
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */        max=0.;
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){        for(i=1; i<=nlstate; i++) {
         k=kmax;          sumnew=0;
       }          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */          prlim[i][j]= newm[i][j]/(1-sumnew);
         k=kmax; l=lmax*10.;          max=FMAX(max,prlim[i][j]);
       }          min=FMIN(min,prlim[i][j]);
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){        }
         delts=delt;        maxmin=max-min;
       }        maxmax=FMAX(maxmax,maxmin);
     }      }
   }      if(maxmax < ftolpl){
   delti[theta]=delts;        return prlim;
   return res;      }
      }
 }  }
   
 double hessij( double x[], double delti[], int thetai,int thetaj)  /*************** transition probabilities ***************/ 
 {  
   int i;  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
   int l=1, l1, lmax=20;  {
   double k1,k2,k3,k4,res,fx;    double s1, s2;
   double p2[NPARMAX+1];    /*double t34;*/
   int k;    int i,j,j1, nc, ii, jj;
   
   fx=func(x);      for(i=1; i<= nlstate; i++){
   for (k=1; k<=2; k++) {      for(j=1; j<i;j++){
     for (i=1;i<=npar;i++) p2[i]=x[i];        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
     p2[thetai]=x[thetai]+delti[thetai]/k;          /*s2 += param[i][j][nc]*cov[nc];*/
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;          s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
     k1=func(p2)-fx;          /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
          }
     p2[thetai]=x[thetai]+delti[thetai]/k;        ps[i][j]=s2;
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;        /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
     k2=func(p2)-fx;      }
        for(j=i+1; j<=nlstate+ndeath;j++){
     p2[thetai]=x[thetai]-delti[thetai]/k;        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;          s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
     k3=func(p2)-fx;          /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
          }
     p2[thetai]=x[thetai]-delti[thetai]/k;        ps[i][j]=s2;
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;      }
     k4=func(p2)-fx;    }
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */      /*ps[3][2]=1;*/
 #ifdef DEBUG  
     printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);    for(i=1; i<= nlstate; i++){
 #endif       s1=0;
   }      for(j=1; j<i; j++)
   return res;        s1+=exp(ps[i][j]);
 }      for(j=i+1; j<=nlstate+ndeath; j++)
         s1+=exp(ps[i][j]);
 /************** Inverse of matrix **************/      ps[i][i]=1./(s1+1.);
 void ludcmp(double **a, int n, int *indx, double *d)      for(j=1; j<i; j++)
 {        ps[i][j]= exp(ps[i][j])*ps[i][i];
   int i,imax,j,k;      for(j=i+1; j<=nlstate+ndeath; j++)
   double big,dum,sum,temp;        ps[i][j]= exp(ps[i][j])*ps[i][i];
   double *vv;      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
      } /* end i */
   vv=vector(1,n);  
   *d=1.0;    for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
   for (i=1;i<=n;i++) {      for(jj=1; jj<= nlstate+ndeath; jj++){
     big=0.0;        ps[ii][jj]=0;
     for (j=1;j<=n;j++)        ps[ii][ii]=1;
       if ((temp=fabs(a[i][j])) > big) big=temp;      }
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");    }
     vv[i]=1.0/big;  
   }  
   for (j=1;j<=n;j++) {    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
     for (i=1;i<j;i++) {      for(jj=1; jj<= nlstate+ndeath; jj++){
       sum=a[i][j];       printf("%lf ",ps[ii][jj]);
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];     }
       a[i][j]=sum;      printf("\n ");
     }      }
     big=0.0;      printf("\n ");printf("%lf ",cov[2]);*/
     for (i=j;i<=n;i++) {  /*
       sum=a[i][j];    for(i=1; i<= npar; i++) printf("%f ",x[i]);
       for (k=1;k<j;k++)    goto end;*/
         sum -= a[i][k]*a[k][j];      return ps;
       a[i][j]=sum;  }
       if ( (dum=vv[i]*fabs(sum)) >= big) {  
         big=dum;  /**************** Product of 2 matrices ******************/
         imax=i;  
       }  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
     }  {
     if (j != imax) {    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
       for (k=1;k<=n;k++) {       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
         dum=a[imax][k];    /* in, b, out are matrice of pointers which should have been initialized 
         a[imax][k]=a[j][k];       before: only the contents of out is modified. The function returns
         a[j][k]=dum;       a pointer to pointers identical to out */
       }    long i, j, k;
       *d = -(*d);    for(i=nrl; i<= nrh; i++)
       vv[imax]=vv[j];      for(k=ncolol; k<=ncoloh; k++)
     }        for(j=ncl,out[i][k]=0.; j<=nch; j++)
     indx[j]=imax;          out[i][k] +=in[i][j]*b[j][k];
     if (a[j][j] == 0.0) a[j][j]=TINY;  
     if (j != n) {    return out;
       dum=1.0/(a[j][j]);  }
       for (i=j+1;i<=n;i++) a[i][j] *= dum;  
     }  
   }  /************* Higher Matrix Product ***************/
   free_vector(vv,1,n);  /* Doesn't work */  
 ;  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
 }  {
     /* Computes the transition matrix starting at age 'age' over 
 void lubksb(double **a, int n, int *indx, double b[])       'nhstepm*hstepm*stepm' months (i.e. until
 {       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
   int i,ii=0,ip,j;       nhstepm*hstepm matrices. 
   double sum;       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
         (typically every 2 years instead of every month which is too big 
   for (i=1;i<=n;i++) {       for the memory).
     ip=indx[i];       Model is determined by parameters x and covariates have to be 
     sum=b[ip];       included manually here. 
     b[ip]=b[i];  
     if (ii)       */
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];  
     else if (sum) ii=i;    int i, j, d, h, k;
     b[i]=sum;    double **out, cov[NCOVMAX];
   }    double **newm;
   for (i=n;i>=1;i--) {  
     sum=b[i];    /* Hstepm could be zero and should return the unit matrix */
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];    for (i=1;i<=nlstate+ndeath;i++)
     b[i]=sum/a[i][i];      for (j=1;j<=nlstate+ndeath;j++){
   }        oldm[i][j]=(i==j ? 1.0 : 0.0);
 }        po[i][j][0]=(i==j ? 1.0 : 0.0);
       }
 /************ Frequencies ********************/    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax, int fprev1,int lprev1)    for(h=1; h <=nhstepm; h++){
 {  /* Some frequencies */      for(d=1; d <=hstepm; d++){
          newm=savm;
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;        /* Covariates have to be included here again */
   double ***freq; /* Frequencies */        cov[1]=1.;
   double *pp;        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
   double pos;        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
   FILE *ficresp;        for (k=1; k<=cptcovage;k++)
   char fileresp[FILENAMELENGTH];          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
         for (k=1; k<=cptcovprod;k++)
   pp=vector(1,nlstate);          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
  probs= ma3x(1,130 ,1,8, 1,8);  
   strcpy(fileresp,"p");  
   strcat(fileresp,fileres);        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
   if((ficresp=fopen(fileresp,"w"))==NULL) {        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
     printf("Problem with prevalence resultfile: %s\n", fileresp);        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
     exit(0);                     pmij(pmmij,cov,ncovmodel,x,nlstate));
   }        savm=oldm;
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);        oldm=newm;
   j1=0;      }
       for(i=1; i<=nlstate+ndeath; i++)
   j=cptcoveff;        for(j=1;j<=nlstate+ndeath;j++) {
   if (cptcovn<1) {j=1;ncodemax[1]=1;}          po[i][j][h]=newm[i][j];
           /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
   for(k1=1; k1<=j;k1++){           */
    for(i1=1; i1<=ncodemax[k1];i1++){        }
        j1++;    } /* end h */
        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);    return po;
          scanf("%d", i);*/  }
         for (i=-1; i<=nlstate+ndeath; i++)    
          for (jk=-1; jk<=nlstate+ndeath; jk++)    
            for(m=agemin; m <= agemax+3; m++)  /*************** log-likelihood *************/
              freq[i][jk][m]=0;  double func( double *x)
          {
        for (i=1; i<=imx; i++) {    int i, ii, j, k, mi, d, kk;
          bool=1;    double l, ll[NLSTATEMAX], cov[NCOVMAX];
          if  (cptcovn>0) {    double **out;
            for (z1=1; z1<=cptcoveff; z1++)    double sw; /* Sum of weights */
              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])    double lli; /* Individual log likelihood */
                bool=0;    int s1, s2;
          }    double bbh, survp;
           if (bool==1) {    long ipmx;
            for(m=fprev1; m<=lprev1; m++){    /*extern weight */
              if(agev[m][i]==0) agev[m][i]=agemax+1;    /* We are differentiating ll according to initial status */
              if(agev[m][i]==1) agev[m][i]=agemax+2;    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];    /*for(i=1;i<imx;i++) 
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];      printf(" %d\n",s[4][i]);
            }    */
          }    cov[1]=1.;
        }  
         if  (cptcovn>0) {    for(k=1; k<=nlstate; k++) ll[k]=0.;
          fprintf(ficresp, "\n#********** Variable ");  
          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);    if(mle==1){
        fprintf(ficresp, "**********\n#");      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         }        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
        for(i=1; i<=nlstate;i++)        for(mi=1; mi<= wav[i]-1; mi++){
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);          for (ii=1;ii<=nlstate+ndeath;ii++)
        fprintf(ficresp, "\n");            for (j=1;j<=nlstate+ndeath;j++){
                      oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   for(i=(int)agemin; i <= (int)agemax+3; i++){              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     if(i==(int)agemax+3)            }
       printf("Total");          for(d=0; d<dh[mi][i]; d++){
     else            newm=savm;
       printf("Age %d", i);            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     for(jk=1; jk <=nlstate ; jk++){            for (kk=1; kk<=cptcovage;kk++) {
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
         pp[jk] += freq[jk][m][i];            }
     }            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     for(jk=1; jk <=nlstate ; jk++){                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       for(m=-1, pos=0; m <=0 ; m++)            savm=oldm;
         pos += freq[jk][m][i];            oldm=newm;
       if(pp[jk]>=1.e-10)          } /* end mult */
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);        
       else          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);          /* 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 
            * (in months) between two waves is not a multiple of stepm, we rounded to 
      for(jk=1; jk <=nlstate ; jk++){           * the nearest (and in case of equal distance, to the lowest) interval but now
       for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)           * we keep into memory the bias bh[mi][i] and also the previous matrix product
         pp[jk] += freq[jk][m][i];           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
      }           * probability in order to take into account the bias as a fraction of the way
            * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
     for(jk=1,pos=0; jk <=nlstate ; jk++)           * -stepm/2 to stepm/2 .
       pos += pp[jk];           * For stepm=1 the results are the same as for previous versions of Imach.
     for(jk=1; jk <=nlstate ; jk++){           * For stepm > 1 the results are less biased than in previous versions. 
       if(pos>=1.e-5)           */
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);          s1=s[mw[mi][i]][i];
       else          s2=s[mw[mi+1][i]][i];
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);          bbh=(double)bh[mi][i]/(double)stepm; 
       if( i <= (int) agemax){          /* bias is positive if real duration
         if(pos>=1.e-5){           * is higher than the multiple of stepm and negative otherwise.
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);           */
           probs[i][jk][j1]= pp[jk]/pos;          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
           /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/          if( s2 > nlstate){ 
         }            /* i.e. if s2 is a death state and if the date of death is known then the contribution
       else               to the likelihood is the probability to die between last step unit time and current 
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);               step unit time, which is also the differences between probability to die before dh 
       }               and probability to die before dh-stepm . 
     }               In version up to 0.92 likelihood was computed
     for(jk=-1; jk <=nlstate+ndeath; jk++)          as if date of death was unknown. Death was treated as any other
       for(m=-1; m <=nlstate+ndeath; m++)          health state: the date of the interview describes the actual state
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);          and not the date of a change in health state. The former idea was
     if(i <= (int) agemax)          to consider that at each interview the state was recorded
       fprintf(ficresp,"\n");          (healthy, disable or death) and IMaCh was corrected; but when we
     printf("\n");          introduced the exact date of death then we should have modified
     }          the contribution of an exact death to the likelihood. This new
     }          contribution is smaller and very dependent of the step unit
  }          stepm. It is no more the probability to die between last interview
            and month of death but the probability to survive from last
   fclose(ficresp);          interview up to one month before death multiplied by the
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);          probability to die within a month. Thanks to Chris
   free_vector(pp,1,nlstate);          Jackson for correcting this bug.  Former versions increased
           mortality artificially. The bad side is that we add another loop
 }  /* End of Freq */          which slows down the processing. The difference can be up to 10%
           lower mortality.
 /************ Prevalence ********************/            */
 void prevalence(int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax, int fprev1,int lprev1)            lli=log(out[s1][s2] - savm[s1][s2]);
 {  /* Some frequencies */          }else{
              lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;            /*  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 */
   double ***freq; /* Frequencies */          } 
   double *pp;          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
   double pos;          /*if(lli ==000.0)*/
           /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
   pp=vector(1,nlstate);          ipmx +=1;
   probs= ma3x(1,130 ,1,8, 1,8);          sw += weight[i];
            ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);        } /* end of wave */
   j1=0;      } /* end of individual */
      }  else if(mle==2){
   j=cptcoveff;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   if (cptcovn<1) {j=1;ncodemax[1]=1;}        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
          for(mi=1; mi<= wav[i]-1; mi++){
  for(k1=1; k1<=j;k1++){          for (ii=1;ii<=nlstate+ndeath;ii++)
     for(i1=1; i1<=ncodemax[k1];i1++){            for (j=1;j<=nlstate+ndeath;j++){
       j1++;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
                savm[ii][j]=(ii==j ? 1.0 : 0.0);
       for (i=-1; i<=nlstate+ndeath; i++)              }
         for (jk=-1; jk<=nlstate+ndeath; jk++)            for(d=0; d<=dh[mi][i]; d++){
           for(m=agemin; m <= agemax+3; m++)            newm=savm;
           freq[i][jk][m]=0;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
                  for (kk=1; kk<=cptcovage;kk++) {
       for (i=1; i<=imx; i++) {              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
         bool=1;            }
         if  (cptcovn>0) {            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
           for (z1=1; z1<=cptcoveff; z1++)                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
             if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])            savm=oldm;
               bool=0;            oldm=newm;
               }          } /* end mult */
         if (bool==1) {        
           for(m=fprev1; m<=lprev1; m++){          s1=s[mw[mi][i]][i];
             if(agev[m][i]==0) agev[m][i]=agemax+1;          s2=s[mw[mi+1][i]][i];
             if(agev[m][i]==1) agev[m][i]=agemax+2;          bbh=(double)bh[mi][i]/(double)stepm; 
             freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];          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 */
             freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];          ipmx +=1;
           }          sw += weight[i];
         }          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
       }        } /* end of wave */
        for(i=(int)agemin; i <= (int)agemax+3; i++){      } /* end of individual */
         for(jk=1; jk <=nlstate ; jk++){    }  else if(mle==3){  /* exponential inter-extrapolation */
           for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
             pp[jk] += freq[jk][m][i];        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         }        for(mi=1; mi<= wav[i]-1; mi++){
         for(jk=1; jk <=nlstate ; jk++){          for (ii=1;ii<=nlstate+ndeath;ii++)
           for(m=-1, pos=0; m <=0 ; m++)            for (j=1;j<=nlstate+ndeath;j++){
             pos += freq[jk][m][i];              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
         }              savm[ii][j]=(ii==j ? 1.0 : 0.0);
                    }
          for(jk=1; jk <=nlstate ; jk++){          for(d=0; d<dh[mi][i]; d++){
            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)            newm=savm;
              pp[jk] += freq[jk][m][i];            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
          }            for (kk=1; kk<=cptcovage;kk++) {
                        cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
          for(jk=1,pos=0; jk <=nlstate ; jk++) pos += pp[jk];            }
             out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
          for(jk=1; jk <=nlstate ; jk++){                                   1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
            if( i <= (int) agemax){            savm=oldm;
              if(pos>=1.e-5){            oldm=newm;
                probs[i][jk][j1]= pp[jk]/pos;          } /* end mult */
              }        
            }          s1=s[mw[mi][i]][i];
          }          s2=s[mw[mi+1][i]][i];
                    bbh=(double)bh[mi][i]/(double)stepm; 
          }          lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
     }          ipmx +=1;
   }          sw += weight[i];
            ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
          } /* end of wave */
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);      } /* end of individual */
   free_vector(pp,1,nlstate);    }else if (mle==4){  /* ml=4 no inter-extrapolation */
        for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 }  /* End of Freq */        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 /************* Waves Concatenation ***************/        for(mi=1; mi<= wav[i]-1; mi++){
           for (ii=1;ii<=nlstate+ndeath;ii++)
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)            for (j=1;j<=nlstate+ndeath;j++){
 {              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.              savm[ii][j]=(ii==j ? 1.0 : 0.0);
      Death is a valid wave (if date is known).            }
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i          for(d=0; d<dh[mi][i]; d++){
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]            newm=savm;
      and mw[mi+1][i]. dh depends on stepm.            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
      */            for (kk=1; kk<=cptcovage;kk++) {
               cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   int i, mi, m;            }
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;          
      double sum=0., jmean=0.;*/            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
                          1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   int j, k=0,jk, ju, jl;            savm=oldm;
   double sum=0.;            oldm=newm;
   jmin=1e+5;          } /* end mult */
   jmax=-1;        
   jmean=0.;          s1=s[mw[mi][i]][i];
   for(i=1; i<=imx; i++){          s2=s[mw[mi+1][i]][i];
     mi=0;          if( s2 > nlstate){ 
     m=firstpass;            lli=log(out[s1][s2] - savm[s1][s2]);
     while(s[m][i] <= nlstate){          }else{
       if(s[m][i]>=1)            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
         mw[++mi][i]=m;          }
       if(m >=lastpass)          ipmx +=1;
         break;          sw += weight[i];
       else          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         m++;  /*      printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
     }/* end while */        } /* end of wave */
     if (s[m][i] > nlstate){      } /* end of individual */
       mi++;     /* Death is another wave */    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
       /* if(mi==0)  never been interviewed correctly before death */      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
          /* Only death is a correct wave */        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       mw[mi][i]=m;        for(mi=1; mi<= wav[i]-1; mi++){
     }          for (ii=1;ii<=nlstate+ndeath;ii++)
             for (j=1;j<=nlstate+ndeath;j++){
     wav[i]=mi;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     if(mi==0)              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);            }
   }          for(d=0; d<dh[mi][i]; d++){
             newm=savm;
   for(i=1; i<=imx; i++){            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     for(mi=1; mi<wav[i];mi++){            for (kk=1; kk<=cptcovage;kk++) {
       if (stepm <=0)              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
         dh[mi][i]=1;            }
       else{          
         if (s[mw[mi+1][i]][i] > nlstate) {            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
           if (agedc[i] < 2*AGESUP) {                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);            savm=oldm;
           if(j==0) j=1;  /* Survives at least one month after exam */            oldm=newm;
           k=k+1;          } /* end mult */
           if (j >= jmax) jmax=j;        
           if (j <= jmin) jmin=j;          s1=s[mw[mi][i]][i];
           sum=sum+j;          s2=s[mw[mi+1][i]][i];
           /* if (j<10) printf("j=%d num=%d ",j,i); */          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
           }          ipmx +=1;
         }          sw += weight[i];
         else{          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));          /*printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]);*/
           k=k+1;        } /* end of wave */
           if (j >= jmax) jmax=j;      } /* end of individual */
           else if (j <= jmin)jmin=j;    } /* End of if */
           /*   if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
           sum=sum+j;    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
         }    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
         jk= j/stepm;    return -l;
         jl= j -jk*stepm;  }
         ju= j -(jk+1)*stepm;  
         if(jl <= -ju)  /*************** log-likelihood *************/
           dh[mi][i]=jk;  double funcone( double *x)
         else  {
           dh[mi][i]=jk+1;    /* Same as likeli but slower because of a lot of printf and if */
         if(dh[mi][i]==0)    int i, ii, j, k, mi, d, kk;
           dh[mi][i]=1; /* At least one step */    double l, ll[NLSTATEMAX], cov[NCOVMAX];
       }    double **out;
     }    double lli; /* Individual log likelihood */
   }    double llt;
   jmean=sum/k;    int s1, s2;
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);    double bbh, survp;
  }    /*extern weight */
 /*********** Tricode ****************************/    /* We are differentiating ll according to initial status */
 void tricode(int *Tvar, int **nbcode, int imx)    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
 {    /*for(i=1;i<imx;i++) 
   int Ndum[20],ij=1, k, j, i;      printf(" %d\n",s[4][i]);
   int cptcode=0;    */
   cptcoveff=0;    cov[1]=1.;
    
   for (k=0; k<19; k++) Ndum[k]=0;    for(k=1; k<=nlstate; k++) ll[k]=0.;
   for (k=1; k<=7; k++) ncodemax[k]=0;  
     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {      for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     for (i=1; i<=imx; i++) {      for(mi=1; mi<= wav[i]-1; mi++){
       ij=(int)(covar[Tvar[j]][i]);        for (ii=1;ii<=nlstate+ndeath;ii++)
       Ndum[ij]++;          for (j=1;j<=nlstate+ndeath;j++){
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       if (ij > cptcode) cptcode=ij;            savm[ii][j]=(ii==j ? 1.0 : 0.0);
     }          }
         for(d=0; d<dh[mi][i]; d++){
     for (i=0; i<=cptcode; i++) {          newm=savm;
       if(Ndum[i]!=0) ncodemax[j]++;          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     }          for (kk=1; kk<=cptcovage;kk++) {
     ij=1;            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
           }
           out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     for (i=1; i<=ncodemax[j]; i++) {                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       for (k=0; k<=19; k++) {          savm=oldm;
         if (Ndum[k] != 0) {          oldm=newm;
           nbcode[Tvar[j]][ij]=k;        } /* end mult */
           ij++;        
         }        s1=s[mw[mi][i]][i];
         if (ij > ncodemax[j]) break;        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.
          */
  for (k=0; k<19; k++) Ndum[k]=0;        if( s2 > nlstate && (mle <5) ){  /* Jackson */
           lli=log(out[s1][s2] - savm[s1][s2]);
  for (i=1; i<=ncovmodel-2; i++) {        } else if (mle==1){
       ij=Tvar[i];          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
       Ndum[ij]++;        } else if(mle==2){
     }          lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
         } else if(mle==3){  /* exponential inter-extrapolation */
  ij=1;          lli= (savm[s1][s2]>(double)1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
  for (i=1; i<=10; i++) {        } else if (mle==4){  /* mle=4 no inter-extrapolation */
    if((Ndum[i]!=0) && (i<=ncov)){          lli=log(out[s1][s2]); /* Original formula */
      Tvaraff[ij]=i;        } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
      ij++;          lli=log(out[s1][s2]); /* Original formula */
    }        } /* End of if */
  }        ipmx +=1;
          sw += weight[i];
     cptcoveff=ij-1;        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 }  /*       printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
         if(globpr){
 /*********** Health Expectancies ****************/          fprintf(ficresilk,"%9d %6d %1d %1d %1d %1d %3d %10.6f %6.4f\
    %10.6f %10.6f %10.6f ", \
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)                  num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
 {                  2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
   /* Health expectancies */          for(k=1,llt=0.,l=0.; k<=nlstate; k++){
   int i, j, nhstepm, hstepm, h;            llt +=ll[k]*gipmx/gsw;
   double age, agelim,hf;            fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
   double ***p3mat;          }
            fprintf(ficresilk," %10.6f\n", -llt);
   fprintf(ficreseij,"# Health expectancies\n");        }
   fprintf(ficreseij,"# Age");      } /* end of wave */
   for(i=1; i<=nlstate;i++)    } /* end of individual */
     for(j=1; j<=nlstate;j++)    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
       fprintf(ficreseij," %1d-%1d",i,j);    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
   fprintf(ficreseij,"\n");    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
     if(globpr==0){ /* First time we count the contributions and weights */
   hstepm=1*YEARM; /*  Every j years of age (in month) */      gipmx=ipmx;
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */      gsw=sw;
     }
   agelim=AGESUP;    return -l;
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */  }
     /* nhstepm age range expressed in number of stepm */  
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);  
     /* Typically if 20 years = 20*12/6=40 stepm */  /*************** function likelione ***********/
     if (stepm >= YEARM) hstepm=1;  void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */  {
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    /* This routine should help understanding what is done with 
     /* Computed by stepm unit matrices, product of hstepm matrices, stored       the selection of individuals/waves and
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */       to check the exact contribution to the likelihood.
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);         Plotting could be done.
      */
     int k;
     for(i=1; i<=nlstate;i++)  
       for(j=1; j<=nlstate;j++)    if(*globpri !=0){ /* Just counts and sums, no printings */
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){      strcpy(fileresilk,"ilk"); 
           eij[i][j][(int)age] +=p3mat[i][j][h];      strcat(fileresilk,fileres);
         }      if((ficresilk=fopen(fileresilk,"w"))==NULL) {
            printf("Problem with resultfile: %s\n", fileresilk);
     hf=1;        fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
     if (stepm >= YEARM) hf=stepm/YEARM;      }
     fprintf(ficreseij,"%.0f",age );      fprintf(ficresilk, "#individual(line's_record) s1 s2 wave# effective_wave# number_of_matrices_product pij weight -2ln(pij)*weight 0pij_x 0pij_(x-stepm) cumulating_loglikeli_by_health_state(reweighted=-2ll*weightXnumber_of_contribs/sum_of_weights) and_total\n");
     for(i=1; i<=nlstate;i++)      fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
       for(j=1; j<=nlstate;j++){      /*  i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);      for(k=1; k<=nlstate; k++) 
       }        fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
     fprintf(ficreseij,"\n");      fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    }
   }  
 }    *fretone=(*funcone)(p);
     if(*globpri !=0){
 /************ Variance ******************/      fclose(ficresilk);
 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)      fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
 {      fflush(fichtm); 
   /* Variance of health expectancies */    } 
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    return;
   double **newm;  }
   double **dnewm,**doldm;  
   int i, j, nhstepm, hstepm, h;  
   int k, cptcode;  /*********** Maximum Likelihood Estimation ***************/
   double *xp;  
   double **gp, **gm;  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
   double ***gradg, ***trgradg;  {
   double ***p3mat;    int i,j, iter;
   double age,agelim;    double **xi;
   int theta;    double fret;
     double fretone; /* Only one call to likelihood */
    fprintf(ficresvij,"# Covariances of life expectancies\n");    /*  char filerespow[FILENAMELENGTH];*/
   fprintf(ficresvij,"# Age");    xi=matrix(1,npar,1,npar);
   for(i=1; i<=nlstate;i++)    for (i=1;i<=npar;i++)
     for(j=1; j<=nlstate;j++)      for (j=1;j<=npar;j++)
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);        xi[i][j]=(i==j ? 1.0 : 0.0);
   fprintf(ficresvij,"\n");    printf("Powell\n");  fprintf(ficlog,"Powell\n");
     strcpy(filerespow,"pow"); 
   xp=vector(1,npar);    strcat(filerespow,fileres);
   dnewm=matrix(1,nlstate,1,npar);    if((ficrespow=fopen(filerespow,"w"))==NULL) {
   doldm=matrix(1,nlstate,1,nlstate);      printf("Problem with resultfile: %s\n", filerespow);
        fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
   hstepm=1*YEARM; /* Every year of age */    }
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    fprintf(ficrespow,"# Powell\n# iter -2*LL");
   agelim = AGESUP;    for (i=1;i<=nlstate;i++)
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */      for(j=1;j<=nlstate+ndeath;j++)
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
     if (stepm >= YEARM) hstepm=1;    fprintf(ficrespow,"\n");
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */  
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    powell(p,xi,npar,ftol,&iter,&fret,func);
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);  
     gp=matrix(0,nhstepm,1,nlstate);    fclose(ficrespow);
     gm=matrix(0,nhstepm,1,nlstate);    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
     fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
     for(theta=1; theta <=npar; theta++){    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
       for(i=1; i<=npar; i++){ /* Computes gradient */  
         xp[i] = x[i] + (i==theta ?delti[theta]:0);  }
       }  
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);    /**** Computes Hessian and covariance matrix ***/
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
   {
       if (popbased==1) {    double  **a,**y,*x,pd;
         for(i=1; i<=nlstate;i++)    double **hess;
           prlim[i][i]=probs[(int)age][i][ij];    int i, j,jk;
       }    int *indx;
        
       for(j=1; j<= nlstate; j++){    double hessii(double p[], double delta, int theta, double delti[],double (*func)(double []),int npar);
         for(h=0; h<=nhstepm; h++){    double hessij(double p[], double delti[], int i, int j,double (*func)(double []),int npar);
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)    void lubksb(double **a, int npar, int *indx, double b[]) ;
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];    void ludcmp(double **a, int npar, int *indx, double *d) ;
         }    double gompertz(double p[]);
       }    hess=matrix(1,npar,1,npar);
      
       for(i=1; i<=npar; i++) /* Computes gradient */    printf("\nCalculation of the hessian matrix. Wait...\n");
         xp[i] = x[i] - (i==theta ?delti[theta]:0);    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);      for (i=1;i<=npar;i++){
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);      printf("%d",i);fflush(stdout);
       fprintf(ficlog,"%d",i);fflush(ficlog);
       if (popbased==1) {     
         for(i=1; i<=nlstate;i++)       hess[i][i]=hessii(p,ftolhess,i,delti,func,npar);
           prlim[i][i]=probs[(int)age][i][ij];      
       }      /*  printf(" %f ",p[i]);
           printf(" %lf %lf %lf",hess[i][i],ftolhess,delti[i]);*/
       for(j=1; j<= nlstate; j++){    }
         for(h=0; h<=nhstepm; h++){    
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)    for (i=1;i<=npar;i++) {
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];      for (j=1;j<=npar;j++)  {
         }        if (j>i) { 
       }          printf(".%d%d",i,j);fflush(stdout);
           fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
       for(j=1; j<= nlstate; j++)          hess[i][j]=hessij(p,delti,i,j,func,npar);
         for(h=0; h<=nhstepm; h++){          
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];          hess[j][i]=hess[i][j];    
         }          /*printf(" %lf ",hess[i][j]);*/
     } /* End theta */        }
       }
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);    }
     printf("\n");
     for(h=0; h<=nhstepm; h++)    fprintf(ficlog,"\n");
       for(j=1; j<=nlstate;j++)  
         for(theta=1; theta <=npar; theta++)    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
           trgradg[h][j][theta]=gradg[h][theta][j];    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
     
     for(i=1;i<=nlstate;i++)    a=matrix(1,npar,1,npar);
       for(j=1;j<=nlstate;j++)    y=matrix(1,npar,1,npar);
         vareij[i][j][(int)age] =0.;    x=vector(1,npar);
     for(h=0;h<=nhstepm;h++){    indx=ivector(1,npar);
       for(k=0;k<=nhstepm;k++){    for (i=1;i<=npar;i++)
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);    ludcmp(a,npar,indx,&pd);
         for(i=1;i<=nlstate;i++)  
           for(j=1;j<=nlstate;j++)    for (j=1;j<=npar;j++) {
             vareij[i][j][(int)age] += doldm[i][j];      for (i=1;i<=npar;i++) x[i]=0;
       }      x[j]=1;
     }      lubksb(a,npar,indx,x);
     h=1;      for (i=1;i<=npar;i++){ 
     if (stepm >= YEARM) h=stepm/YEARM;        matcov[i][j]=x[i];
     fprintf(ficresvij,"%.0f ",age );      }
     for(i=1; i<=nlstate;i++)    }
       for(j=1; j<=nlstate;j++){  
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);    printf("\n#Hessian matrix#\n");
       }    fprintf(ficlog,"\n#Hessian matrix#\n");
     fprintf(ficresvij,"\n");    for (i=1;i<=npar;i++) { 
     free_matrix(gp,0,nhstepm,1,nlstate);      for (j=1;j<=npar;j++) { 
     free_matrix(gm,0,nhstepm,1,nlstate);        printf("%.3e ",hess[i][j]);
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);        fprintf(ficlog,"%.3e ",hess[i][j]);
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);      }
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      printf("\n");
   } /* End age */      fprintf(ficlog,"\n");
      }
   free_vector(xp,1,npar);  
   free_matrix(doldm,1,nlstate,1,npar);    /* Recompute Inverse */
   free_matrix(dnewm,1,nlstate,1,nlstate);    for (i=1;i<=npar;i++)
       for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
 }    ludcmp(a,npar,indx,&pd);
   
 /************ Variance of prevlim ******************/    /*  printf("\n#Hessian matrix recomputed#\n");
 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)  
 {    for (j=1;j<=npar;j++) {
   /* Variance of prevalence limit */      for (i=1;i<=npar;i++) x[i]=0;
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/      x[j]=1;
   double **newm;      lubksb(a,npar,indx,x);
   double **dnewm,**doldm;      for (i=1;i<=npar;i++){ 
   int i, j, nhstepm, hstepm;        y[i][j]=x[i];
   int k, cptcode;        printf("%.3e ",y[i][j]);
   double *xp;        fprintf(ficlog,"%.3e ",y[i][j]);
   double *gp, *gm;      }
   double **gradg, **trgradg;      printf("\n");
   double age,agelim;      fprintf(ficlog,"\n");
   int theta;    }
        */
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");  
   fprintf(ficresvpl,"# Age");    free_matrix(a,1,npar,1,npar);
   for(i=1; i<=nlstate;i++)    free_matrix(y,1,npar,1,npar);
       fprintf(ficresvpl," %1d-%1d",i,i);    free_vector(x,1,npar);
   fprintf(ficresvpl,"\n");    free_ivector(indx,1,npar);
     free_matrix(hess,1,npar,1,npar);
   xp=vector(1,npar);  
   dnewm=matrix(1,nlstate,1,npar);  
   doldm=matrix(1,nlstate,1,nlstate);  }
    
   hstepm=1*YEARM; /* Every year of age */  /*************** hessian matrix ****************/
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */  double hessii(double x[], double delta, int theta, double delti[], double (*func)(double []), int npar)
   agelim = AGESUP;  {
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    int i;
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    int l=1, lmax=20;
     if (stepm >= YEARM) hstepm=1;    double k1,k2;
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    double p2[NPARMAX+1];
     gradg=matrix(1,npar,1,nlstate);    double res;
     gp=vector(1,nlstate);    double delt=0.0001, delts, nkhi=10.,nkhif=1., khi=1.e-4;
     gm=vector(1,nlstate);    double fx;
     int k=0,kmax=10;
     for(theta=1; theta <=npar; theta++){    double l1;
       for(i=1; i<=npar; i++){ /* Computes gradient */  
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    fx=func(x);
       }    for (i=1;i<=npar;i++) p2[i]=x[i];
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    for(l=0 ; l <=lmax; l++){
       for(i=1;i<=nlstate;i++)      l1=pow(10,l);
         gp[i] = prlim[i][i];      delts=delt;
          for(k=1 ; k <kmax; k=k+1){
       for(i=1; i<=npar; i++) /* Computes gradient */        delt = delta*(l1*k);
         xp[i] = x[i] - (i==theta ?delti[theta]:0);        p2[theta]=x[theta] +delt;
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);        k1=func(p2)-fx;
       for(i=1;i<=nlstate;i++)        p2[theta]=x[theta]-delt;
         gm[i] = prlim[i][i];        k2=func(p2)-fx;
         /*res= (k1-2.0*fx+k2)/delt/delt; */
       for(i=1;i<=nlstate;i++)        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];        
     } /* End theta */  #ifdef DEBUG
         printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
     trgradg =matrix(1,nlstate,1,npar);        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
     for(j=1; j<=nlstate;j++)        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
       for(theta=1; theta <=npar; theta++)        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
         trgradg[j][theta]=gradg[theta][j];          k=kmax;
         }
     for(i=1;i<=nlstate;i++)        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
       varpl[i][(int)age] =0.;          k=kmax; l=lmax*10.;
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);        }
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
     for(i=1;i<=nlstate;i++)          delts=delt;
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */        }
       }
     fprintf(ficresvpl,"%.0f ",age );    }
     for(i=1; i<=nlstate;i++)    delti[theta]=delts;
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));    return res; 
     fprintf(ficresvpl,"\n");    
     free_vector(gp,1,nlstate);  }
     free_vector(gm,1,nlstate);  
     free_matrix(gradg,1,npar,1,nlstate);  double hessij( double x[], double delti[], int thetai,int thetaj,double (*func)(double []),int npar)
     free_matrix(trgradg,1,nlstate,1,npar);  {
   } /* End age */    int i;
     int l=1, l1, lmax=20;
   free_vector(xp,1,npar);    double k1,k2,k3,k4,res,fx;
   free_matrix(doldm,1,nlstate,1,npar);    double p2[NPARMAX+1];
   free_matrix(dnewm,1,nlstate,1,nlstate);    int k;
   
 }    fx=func(x);
     for (k=1; k<=2; k++) {
 /************ Variance of one-step probabilities  ******************/      for (i=1;i<=npar;i++) p2[i]=x[i];
 void varprob(char fileres[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij)      p2[thetai]=x[thetai]+delti[thetai]/k;
 {      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
   int i, j;      k1=func(p2)-fx;
   int k=0, cptcode;    
   double **dnewm,**doldm;      p2[thetai]=x[thetai]+delti[thetai]/k;
   double *xp;      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
   double *gp, *gm;      k2=func(p2)-fx;
   double **gradg, **trgradg;    
   double age,agelim, cov[NCOVMAX];      p2[thetai]=x[thetai]-delti[thetai]/k;
   int theta;      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
   char fileresprob[FILENAMELENGTH];      k3=func(p2)-fx;
     
   strcpy(fileresprob,"prob");      p2[thetai]=x[thetai]-delti[thetai]/k;
   strcat(fileresprob,fileres);      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
   if((ficresprob=fopen(fileresprob,"w"))==NULL) {      k4=func(p2)-fx;
     printf("Problem with resultfile: %s\n", fileresprob);      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
   }  #ifdef DEBUG
   printf("Computing variance of one-step probabilities: result on file '%s' \n",fileresprob);      printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
        fprintf(ficlog,"%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
   #endif
   xp=vector(1,npar);    }
   dnewm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);    return res;
   doldm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,(nlstate+ndeath)*(nlstate+ndeath));  }
    
   cov[1]=1;  /************** Inverse of matrix **************/
   for (age=bage; age<=fage; age ++){  void ludcmp(double **a, int n, int *indx, double *d) 
     cov[2]=age;  { 
     gradg=matrix(1,npar,1,9);    int i,imax,j,k; 
     trgradg=matrix(1,9,1,npar);    double big,dum,sum,temp; 
     gp=vector(1,(nlstate+ndeath)*(nlstate+ndeath));    double *vv; 
     gm=vector(1,(nlstate+ndeath)*(nlstate+ndeath));   
        vv=vector(1,n); 
     for(theta=1; theta <=npar; theta++){    *d=1.0; 
       for(i=1; i<=npar; i++)    for (i=1;i<=n;i++) { 
         xp[i] = x[i] + (i==theta ?delti[theta]:0);      big=0.0; 
            for (j=1;j<=n;j++) 
       pmij(pmmij,cov,ncovmodel,xp,nlstate);        if ((temp=fabs(a[i][j])) > big) big=temp; 
          if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
       k=0;      vv[i]=1.0/big; 
       for(i=1; i<= (nlstate+ndeath); i++){    } 
         for(j=1; j<=(nlstate+ndeath);j++){    for (j=1;j<=n;j++) { 
            k=k+1;      for (i=1;i<j;i++) { 
           gp[k]=pmmij[i][j];        sum=a[i][j]; 
         }        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
       }        a[i][j]=sum; 
       } 
       for(i=1; i<=npar; i++)      big=0.0; 
         xp[i] = x[i] - (i==theta ?delti[theta]:0);      for (i=j;i<=n;i++) { 
            sum=a[i][j]; 
         for (k=1;k<j;k++) 
       pmij(pmmij,cov,ncovmodel,xp,nlstate);          sum -= a[i][k]*a[k][j]; 
       k=0;        a[i][j]=sum; 
       for(i=1; i<=(nlstate+ndeath); i++){        if ( (dum=vv[i]*fabs(sum)) >= big) { 
         for(j=1; j<=(nlstate+ndeath);j++){          big=dum; 
           k=k+1;          imax=i; 
           gm[k]=pmmij[i][j];        } 
         }      } 
       }      if (j != imax) { 
              for (k=1;k<=n;k++) { 
        for(i=1; i<= (nlstate+ndeath)*(nlstate+ndeath); i++)          dum=a[imax][k]; 
            gradg[theta][i]=(gp[i]-gm[i])/2./delti[theta];            a[imax][k]=a[j][k]; 
     }          a[j][k]=dum; 
         } 
      for(j=1; j<=(nlstate+ndeath)*(nlstate+ndeath);j++)        *d = -(*d); 
       for(theta=1; theta <=npar; theta++)        vv[imax]=vv[j]; 
       trgradg[j][theta]=gradg[theta][j];      } 
        indx[j]=imax; 
      matprod2(dnewm,trgradg,1,9,1,npar,1,npar,matcov);      if (a[j][j] == 0.0) a[j][j]=TINY; 
      matprod2(doldm,dnewm,1,9,1,npar,1,9,gradg);      if (j != n) { 
         dum=1.0/(a[j][j]); 
      pmij(pmmij,cov,ncovmodel,x,nlstate);        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
       } 
      k=0;    } 
      for(i=1; i<=(nlstate+ndeath); i++){    free_vector(vv,1,n);  /* Doesn't work */
        for(j=1; j<=(nlstate+ndeath);j++){  ;
          k=k+1;  } 
          gm[k]=pmmij[i][j];  
         }  void lubksb(double **a, int n, int *indx, double b[]) 
      }  { 
          int i,ii=0,ip,j; 
      /*printf("\n%d ",(int)age);    double sum; 
      for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){   
            for (i=1;i<=n;i++) { 
       ip=indx[i]; 
        printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));      sum=b[ip]; 
      }*/      b[ip]=b[i]; 
       if (ii) 
   fprintf(ficresprob,"\n%d ",(int)age);        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
       else if (sum) ii=i; 
   for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){      b[i]=sum; 
     if (i== 2) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);    } 
 if (i== 4) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);    for (i=n;i>=1;i--) { 
   }      sum=b[i]; 
       for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
     free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));      b[i]=sum/a[i][i]; 
     free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));    } 
     free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);  } 
     free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);  
 }  /************ Frequencies ********************/
  free_vector(xp,1,npar);  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)
 fclose(ficresprob);  {  /* Some frequencies */
  exit(0);    
 }    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
     int first;
 /***********************************************/    double ***freq; /* Frequencies */
 /**************** Main Program *****************/    double *pp, **prop;
 /***********************************************/    double pos,posprop, k2, dateintsum=0,k2cpt=0;
     FILE *ficresp;
 /*int main(int argc, char *argv[])*/    char fileresp[FILENAMELENGTH];
 int main()    
 {    pp=vector(1,nlstate);
     prop=matrix(1,nlstate,iagemin,iagemax+3);
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;    strcpy(fileresp,"p");
   double agedeb, agefin,hf;    strcat(fileresp,fileres);
   double agemin=1.e20, agemax=-1.e20;    if((ficresp=fopen(fileresp,"w"))==NULL) {
       printf("Problem with prevalence resultfile: %s\n", fileresp);
   double fret;      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
   double **xi,tmp,delta;      exit(0);
     }
   double dum; /* Dummy variable */    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
   double ***p3mat;    j1=0;
   int *indx;    
   char line[MAXLINE], linepar[MAXLINE];    j=cptcoveff;
   char title[MAXLINE];    if (cptcovn<1) {j=1;ncodemax[1]=1;}
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];  
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], fileresf[FILENAMELENGTH];    first=1;
   char filerest[FILENAMELENGTH];  
   char fileregp[FILENAMELENGTH];    for(k1=1; k1<=j;k1++){
   char popfile[FILENAMELENGTH];      for(i1=1; i1<=ncodemax[k1];i1++){
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];        j1++;
   int firstobs=1, lastobs=10;        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
   int sdeb, sfin; /* Status at beginning and end */          scanf("%d", i);*/
   int c,  h , cpt,l;        for (i=-1; i<=nlstate+ndeath; i++)  
   int ju,jl, mi;          for (jk=-1; jk<=nlstate+ndeath; jk++)  
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;            for(m=iagemin; m <= iagemax+3; m++)
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;              freq[i][jk][m]=0;
   int mobilav=0, fprev, lprev ,fprevfore=1, lprevfore=1,nforecast,popforecast=0;  
   int hstepm, nhstepm;      for (i=1; i<=nlstate; i++)  
   int *popage;        for(m=iagemin; m <= iagemax+3; m++)
           prop[i][m]=0;
   double bage, fage, age, agelim, agebase;        
   double ftolpl=FTOL;        dateintsum=0;
   double **prlim;        k2cpt=0;
   double *severity;        for (i=1; i<=imx; i++) {
   double ***param; /* Matrix of parameters */          bool=1;
   double  *p;          if  (cptcovn>0) {
   double **matcov; /* Matrix of covariance */            for (z1=1; z1<=cptcoveff; z1++) 
   double ***delti3; /* Scale */              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
   double *delti; /* Scale */                bool=0;
   double ***eij, ***vareij;          }
   double **varpl; /* Variances of prevalence limits by age */          if (bool==1){
   double *epj, vepp;            for(m=firstpass; m<=lastpass; m++){
   double kk1, kk2;              k2=anint[m][i]+(mint[m][i]/12.);
   double *popeffectif,*popcount;              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
                 if(agev[m][i]==0) agev[m][i]=iagemax+1;
   char version[80]="Imach version 64b, May 2001, INED-EUROREVES ";                if(agev[m][i]==1) agev[m][i]=iagemax+2;
   char *alph[]={"a","a","b","c","d","e"}, str[4];                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
                 if (m<lastpass) {
                   freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
   char z[1]="c", occ;                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
 #include <sys/time.h>                }
 #include <time.h>                
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
   /* long total_usecs;                  dateintsum=dateintsum+k2;
   struct timeval start_time, end_time;                  k2cpt++;
                  }
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */                /*}*/
             }
           }
   printf("\nIMACH, Version 0.7");        }
   printf("\nEnter the parameter file name: ");         
         /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
 #ifdef windows  
   scanf("%s",pathtot);        if  (cptcovn>0) {
   getcwd(pathcd, size);          fprintf(ficresp, "\n#********** Variable "); 
   /*cygwin_split_path(pathtot,path,optionfile);          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/          fprintf(ficresp, "**********\n#");
   /* cutv(path,optionfile,pathtot,'\\');*/        }
         for(i=1; i<=nlstate;i++) 
 split(pathtot, path,optionfile);          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
   chdir(path);        fprintf(ficresp, "\n");
   replace(pathc,path);        
 #endif        for(i=iagemin; i <= iagemax+3; i++){
 #ifdef unix          if(i==iagemax+3){
   scanf("%s",optionfile);            fprintf(ficlog,"Total");
 #endif          }else{
             if(first==1){
 /*-------- arguments in the command line --------*/              first=0;
               printf("See log file for details...\n");
   strcpy(fileres,"r");            }
   strcat(fileres, optionfile);            fprintf(ficlog,"Age %d", i);
           }
   /*---------arguments file --------*/          for(jk=1; jk <=nlstate ; jk++){
             for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
   if((ficpar=fopen(optionfile,"r"))==NULL)    {              pp[jk] += freq[jk][m][i]; 
     printf("Problem with optionfile %s\n",optionfile);          }
     goto end;          for(jk=1; jk <=nlstate ; jk++){
   }            for(m=-1, pos=0; m <=0 ; m++)
               pos += freq[jk][m][i];
   strcpy(filereso,"o");            if(pp[jk]>=1.e-10){
   strcat(filereso,fileres);              if(first==1){
   if((ficparo=fopen(filereso,"w"))==NULL) {              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
     printf("Problem with Output resultfile: %s\n", filereso);goto end;              }
   }              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
             }else{
   /* Reads comments: lines beginning with '#' */              if(first==1)
   while((c=getc(ficpar))=='#' && c!= EOF){                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
     ungetc(c,ficpar);              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
     fgets(line, MAXLINE, ficpar);            }
     puts(line);          }
     fputs(line,ficparo);  
   }          for(jk=1; jk <=nlstate ; jk++){
   ungetc(c,ficpar);            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
               pp[jk] += freq[jk][m][i];
   fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncov, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);          }       
   printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate,ndeath, maxwav, mle, weightopt,model);          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
   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);            pos += pp[jk];
 while((c=getc(ficpar))=='#' && c!= EOF){            posprop += prop[jk][i];
     ungetc(c,ficpar);          }
     fgets(line, MAXLINE, ficpar);          for(jk=1; jk <=nlstate ; jk++){
     puts(line);            if(pos>=1.e-5){
     fputs(line,ficparo);              if(first==1)
   }                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
   ungetc(c,ficpar);              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
              }else{
   fscanf(ficpar,"fprevalence=%d lprevalence=%d pop_based=%d\n",&fprev,&lprev,&popbased);              if(first==1)
   fprintf(ficparo,"fprevalence=%d lprevalence=%d pop_based=%d\n",fprev,lprev,popbased);                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
                fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
  while((c=getc(ficpar))=='#' && c!= EOF){            }
     ungetc(c,ficpar);            if( i <= iagemax){
     fgets(line, MAXLINE, ficpar);              if(pos>=1.e-5){
     puts(line);                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
     fputs(line,ficparo);                /*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]);*/
   ungetc(c,ficpar);              }
                else
   fscanf(ficpar,"fprevalence=%d lprevalence=%d nforecast=%d mob_average=%d\n",&fprevfore,&lprevfore,&nforecast,&mobilav);                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
   fprintf(ficparo,"fprevalence=%d lprevalence=%d nforecast=%d mob_average=%d\n",fprevfore,lprevfore,nforecast,mobilav);            }
                }
            
 while((c=getc(ficpar))=='#' && c!= EOF){          for(jk=-1; jk <=nlstate+ndeath; jk++)
     ungetc(c,ficpar);            for(m=-1; m <=nlstate+ndeath; m++)
     fgets(line, MAXLINE, ficpar);              if(freq[jk][m][i] !=0 ) {
     puts(line);              if(first==1)
     fputs(line,ficparo);                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
   }                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
   ungetc(c,ficpar);              }
            if(i <= iagemax)
   fscanf(ficpar,"popforecast=%d popfile=%s\n",&popforecast,popfile);            fprintf(ficresp,"\n");
            if(first==1)
   covar=matrix(0,NCOVMAX,1,n);            printf("Others in log...\n");
   cptcovn=0;          fprintf(ficlog,"\n");
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;        }
       }
   ncovmodel=2+cptcovn;    }
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */    dateintmean=dateintsum/k2cpt; 
     
   /* Read guess parameters */    fclose(ficresp);
   /* Reads comments: lines beginning with '#' */    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
   while((c=getc(ficpar))=='#' && c!= EOF){    free_vector(pp,1,nlstate);
     ungetc(c,ficpar);    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
     fgets(line, MAXLINE, ficpar);    /* End of Freq */
     puts(line);  }
     fputs(line,ficparo);  
   }  /************ Prevalence ********************/
   ungetc(c,ficpar);  void prevalence(double ***probs, double agemin, double agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, int firstpass, int lastpass)
    {  
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
     for(i=1; i <=nlstate; i++)       in each health status at the date of interview (if between dateprev1 and dateprev2).
     for(j=1; j <=nlstate+ndeath-1; j++){       We still use firstpass and lastpass as another selection.
       fscanf(ficpar,"%1d%1d",&i1,&j1);    */
       fprintf(ficparo,"%1d%1d",i1,j1);   
       printf("%1d%1d",i,j);    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
       for(k=1; k<=ncovmodel;k++){    double ***freq; /* Frequencies */
         fscanf(ficpar," %lf",&param[i][j][k]);    double *pp, **prop;
         printf(" %lf",param[i][j][k]);    double pos,posprop; 
         fprintf(ficparo," %lf",param[i][j][k]);    double  y2; /* in fractional years */
       }    int iagemin, iagemax;
       fscanf(ficpar,"\n");  
       printf("\n");    iagemin= (int) agemin;
       fprintf(ficparo,"\n");    iagemax= (int) agemax;
     }    /*pp=vector(1,nlstate);*/
      prop=matrix(1,nlstate,iagemin,iagemax+3); 
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel;    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
     j1=0;
   p=param[1][1];    
      j=cptcoveff;
   /* Reads comments: lines beginning with '#' */    if (cptcovn<1) {j=1;ncodemax[1]=1;}
   while((c=getc(ficpar))=='#' && c!= EOF){    
     ungetc(c,ficpar);    for(k1=1; k1<=j;k1++){
     fgets(line, MAXLINE, ficpar);      for(i1=1; i1<=ncodemax[k1];i1++){
     puts(line);        j1++;
     fputs(line,ficparo);        
   }        for (i=1; i<=nlstate; i++)  
   ungetc(c,ficpar);          for(m=iagemin; m <= iagemax+3; m++)
             prop[i][m]=0.0;
   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<=imx; i++) { /* Each individual */
   for(i=1; i <=nlstate; i++){          bool=1;
     for(j=1; j <=nlstate+ndeath-1; j++){          if  (cptcovn>0) {
       fscanf(ficpar,"%1d%1d",&i1,&j1);            for (z1=1; z1<=cptcoveff; z1++) 
       printf("%1d%1d",i,j);              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
       fprintf(ficparo,"%1d%1d",i1,j1);                bool=0;
       for(k=1; k<=ncovmodel;k++){          } 
         fscanf(ficpar,"%le",&delti3[i][j][k]);          if (bool==1) { 
         printf(" %le",delti3[i][j][k]);            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
         fprintf(ficparo," %le",delti3[i][j][k]);              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
       }              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
       fscanf(ficpar,"\n");                if(agev[m][i]==0) agev[m][i]=iagemax+1;
       printf("\n");                if(agev[m][i]==1) agev[m][i]=iagemax+2;
       fprintf(ficparo,"\n");                if((int)agev[m][i] <iagemin || (int)agev[m][i] >iagemax+3) printf("Error on individual =%d agev[m][i]=%f m=%d\n",i, agev[m][i],m); 
     }                if (s[m][i]>0 && s[m][i]<=nlstate) { 
   }                  /*if(i>4620) printf(" i=%d m=%d s[m][i]=%d (int)agev[m][i]=%d weight[i]=%f prop=%f\n",i,m,s[m][i],(int)agev[m][m],weight[i],prop[s[m][i]][(int)agev[m][i]]);*/
   delti=delti3[1][1];                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
                    prop[s[m][i]][iagemax+3] += weight[i]; 
   /* Reads comments: lines beginning with '#' */                } 
   while((c=getc(ficpar))=='#' && c!= EOF){              }
     ungetc(c,ficpar);            } /* end selection of waves */
     fgets(line, MAXLINE, ficpar);          }
     puts(line);        }
     fputs(line,ficparo);        for(i=iagemin; i <= iagemax+3; i++){  
   }          
   ungetc(c,ficpar);          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
              posprop += prop[jk][i]; 
   matcov=matrix(1,npar,1,npar);          } 
   for(i=1; i <=npar; i++){  
     fscanf(ficpar,"%s",&str);          for(jk=1; jk <=nlstate ; jk++){     
     printf("%s",str);            if( i <=  iagemax){ 
     fprintf(ficparo,"%s",str);              if(posprop>=1.e-5){ 
     for(j=1; j <=i; j++){                probs[i][jk][j1]= prop[jk][i]/posprop;
       fscanf(ficpar," %le",&matcov[i][j]);              } 
       printf(" %.5le",matcov[i][j]);            } 
       fprintf(ficparo," %.5le",matcov[i][j]);          }/* end jk */ 
     }        }/* end i */ 
     fscanf(ficpar,"\n");      } /* end i1 */
     printf("\n");    } /* end k1 */
     fprintf(ficparo,"\n");    
   }    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
   for(i=1; i <=npar; i++)    /*free_vector(pp,1,nlstate);*/
     for(j=i+1;j<=npar;j++)    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
       matcov[i][j]=matcov[j][i];  }  /* End of prevalence */
      
   printf("\n");  /************* 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)
     /*-------- data file ----------*/  {
     if((ficres =fopen(fileres,"w"))==NULL) {    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
       printf("Problem with resultfile: %s\n", fileres);goto end;       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
     fprintf(ficres,"#%s\n",version);       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
           and mw[mi+1][i]. dh depends on stepm.
     if((fic=fopen(datafile,"r"))==NULL)    {       */
       printf("Problem with datafile: %s\n", datafile);goto end;  
     }    int i, mi, m;
     /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
     n= lastobs;       double sum=0., jmean=0.;*/
     severity = vector(1,maxwav);    int first;
     outcome=imatrix(1,maxwav+1,1,n);    int j, k=0,jk, ju, jl;
     num=ivector(1,n);    double sum=0.;
     moisnais=vector(1,n);    first=0;
     annais=vector(1,n);    jmin=1e+5;
     moisdc=vector(1,n);    jmax=-1;
     andc=vector(1,n);    jmean=0.;
     agedc=vector(1,n);    for(i=1; i<=imx; i++){
     cod=ivector(1,n);      mi=0;
     weight=vector(1,n);      m=firstpass;
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */      while(s[m][i] <= nlstate){
     mint=matrix(1,maxwav,1,n);        if(s[m][i]>=1)
     anint=matrix(1,maxwav,1,n);          mw[++mi][i]=m;
     s=imatrix(1,maxwav+1,1,n);        if(m >=lastpass)
     adl=imatrix(1,maxwav+1,1,n);              break;
     tab=ivector(1,NCOVMAX);        else
     ncodemax=ivector(1,8);          m++;
       }/* end while */
     i=1;      if (s[m][i] > nlstate){
     while (fgets(line, MAXLINE, fic) != NULL)    {        mi++;     /* Death is another wave */
       if ((i >= firstobs) && (i <=lastobs)) {        /* if(mi==0)  never been interviewed correctly before death */
                   /* Only death is a correct wave */
         for (j=maxwav;j>=1;j--){        mw[mi][i]=m;
           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);      wav[i]=mi;
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);      if(mi==0){
         }        nbwarn++;
                if(first==0){
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);          printf("Warning! None valid information for:%ld line=%d (skipped) and may be others, see log file\n",num[i],i);
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);          first=1;
         }
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);        if(first==1){
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);          fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
         }
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);      } /* end mi==0 */
         for (j=ncov;j>=1;j--){    } /* End individuals */
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);  
         }    for(i=1; i<=imx; i++){
         num[i]=atol(stra);      for(mi=1; mi<wav[i];mi++){
                if (stepm <=0)
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){          dh[mi][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])); ij=ij+1;}*/        else{
           if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
         i=i+1;            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("ii=%d", ij);              else if(j<0){
        scanf("%d",i);*/                nberr++;
   imx=i-1; /* Number of individuals */                printf("Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
                 j=1; /* Temporary Dangerous patch */
   /* for (i=1; i<=imx; i++){                printf("   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview.\n  You MUST fix the contradiction between dates.\n",stepm);
     if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;                fprintf(ficlog,"Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
     if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;                fprintf(ficlog,"   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview.\n  You MUST fix the contradiction between dates.\n",stepm);
     if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;              }
     }              k=k+1;
     for (i=1; i<=imx; i++) printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));*/              if (j >= jmax) jmax=j;
               if (j <= jmin) jmin=j;
   /* Calculation of the number of parameter from char model*/              sum=sum+j;
   Tvar=ivector(1,15);              /*if (j<0) printf("j=%d num=%d \n",j,i);*/
   Tprod=ivector(1,15);              /*    printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
   Tvaraff=ivector(1,15);            }
   Tvard=imatrix(1,15,1,2);          }
   Tage=ivector(1,15);                else{
                j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
   if (strlen(model) >1){            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
     j=0, j1=0, k1=1, k2=1;            k=k+1;
     j=nbocc(model,'+');            if (j >= jmax) jmax=j;
     j1=nbocc(model,'*');            else if (j <= jmin)jmin=j;
     cptcovn=j+1;            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
     cptcovprod=j1;            /*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){
                  nberr++;
     strcpy(modelsav,model);              printf("Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){              fprintf(ficlog,"Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
       printf("Error. Non available option model=%s ",model);            }
       goto end;            sum=sum+j;
     }          }
              jk= j/stepm;
     for(i=(j+1); i>=1;i--){          jl= j -jk*stepm;
       cutv(stra,strb,modelsav,'+');          ju= j -(jk+1)*stepm;
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);          if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/            if(jl==0){
       /*scanf("%d",i);*/              dh[mi][i]=jk;
       if (strchr(strb,'*')) {              bh[mi][i]=0;
         cutv(strd,strc,strb,'*');            }else{ /* We want a negative bias in order to only have interpolation ie
         if (strcmp(strc,"age")==0) {                    * at the price of an extra matrix product in likelihood */
           cptcovprod--;              dh[mi][i]=jk+1;
           cutv(strb,stre,strd,'V');              bh[mi][i]=ju;
           Tvar[i]=atoi(stre);            }
           cptcovage++;          }else{
             Tage[cptcovage]=i;            if(jl <= -ju){
             /*printf("stre=%s ", stre);*/              dh[mi][i]=jk;
         }              bh[mi][i]=jl;       /* bias is positive if real duration
         else if (strcmp(strd,"age")==0) {                                   * is higher than the multiple of stepm and negative otherwise.
           cptcovprod--;                                   */
           cutv(strb,stre,strc,'V');            }
           Tvar[i]=atoi(stre);            else{
           cptcovage++;              dh[mi][i]=jk+1;
           Tage[cptcovage]=i;              bh[mi][i]=ju;
         }            }
         else {            if(dh[mi][i]==0){
           cutv(strb,stre,strc,'V');              dh[mi][i]=1; /* At least one step */
           Tvar[i]=ncov+k1;              bh[mi][i]=ju; /* At least one step */
           cutv(strb,strc,strd,'V');              /*  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);*/
           Tprod[k1]=i;            }
           Tvard[k1][1]=atoi(strc);          } /* end if mle */
           Tvard[k1][2]=atoi(stre);        }
           Tvar[cptcovn+k2]=Tvard[k1][1];      } /* end wave */
           Tvar[cptcovn+k2+1]=Tvard[k1][2];    }
           for (k=1; k<=lastobs;k++)    jmean=sum/k;
             covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
           k1++;    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
           k2=k2+2;   }
         }  
       }  /*********** Tricode ****************************/
       else {  void tricode(int *Tvar, int **nbcode, int imx)
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/  {
        /*  scanf("%d",i);*/    
       cutv(strd,strc,strb,'V');    int Ndum[20],ij=1, k, j, i, maxncov=19;
       Tvar[i]=atoi(strc);    int cptcode=0;
       }    cptcoveff=0; 
       strcpy(modelsav,stra);     
       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);    for (k=0; k<maxncov; k++) Ndum[k]=0;
         scanf("%d",i);*/    for (k=1; k<=7; k++) ncodemax[k]=0;
     }  
 }    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
        for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
   /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);                                 modality*/ 
   printf("cptcovprod=%d ", cptcovprod);        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
   scanf("%d ",i);*/        Ndum[ij]++; /*store the modality */
     fclose(fic);        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
         if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
     /*  if(mle==1){*/                                         Tvar[j]. If V=sex and male is 0 and 
     if (weightopt != 1) { /* Maximisation without weights*/                                         female is 1, then  cptcode=1.*/
       for(i=1;i<=n;i++) weight[i]=1.0;      }
     }  
     /*-calculation of age at interview from date of interview and age at death -*/      for (i=0; i<=cptcode; i++) {
     agev=matrix(1,maxwav,1,imx);        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 */
       }
    for (i=1; i<=imx; i++)  
      for(m=2; (m<= maxwav); m++)      ij=1; 
        if ((mint[m][i]== 99) && (s[m][i] <= nlstate)){      for (i=1; i<=ncodemax[j]; i++) {
          anint[m][i]=9999;        for (k=0; k<= maxncov; k++) {
          s[m][i]=-1;          if (Ndum[k] != 0) {
        }            nbcode[Tvar[j]][ij]=k; 
                /* store the modality in an array. k is a modality. If we have model=V1+V1*sex then: nbcode[1][1]=0 ; nbcode[1][2]=1; nbcode[2][1]=0 ; nbcode[2][2]=1; */
     for (i=1; i<=imx; i++)  {            
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);            ij++;
       for(m=1; (m<= maxwav); m++){          }
         if(s[m][i] >0){          if (ij > ncodemax[j]) break; 
           if (s[m][i] == nlstate+1) {        }  
             if(agedc[i]>0)      } 
               if(moisdc[i]!=99 && andc[i]!=9999)    }  
               agev[m][i]=agedc[i];  
             else {   for (k=0; k< maxncov; k++) Ndum[k]=0;
               if (andc[i]!=9999){  
               printf("Warning negative age at death: %d line:%d\n",num[i],i);   for (i=1; i<=ncovmodel-2; i++) { 
               agev[m][i]=-1;     /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
               }     ij=Tvar[i];
             }     Ndum[ij]++;
           }   }
           else if(s[m][i] !=9){ /* Should no more exist */  
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);   ij=1;
             if(mint[m][i]==99 || anint[m][i]==9999)   for (i=1; i<= maxncov; i++) {
               agev[m][i]=1;     if((Ndum[i]!=0) && (i<=ncovcol)){
             else if(agev[m][i] <agemin){       Tvaraff[ij]=i; /*For printing */
               agemin=agev[m][i];       ij++;
               /*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];   cptcoveff=ij-1; /*Number of simple covariates*/
              /* 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];*/  /*********** Health Expectancies ****************/
             /*   agev[m][i] = age[i]+2*m;*/  
           }  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 )
           else { /* =9 */  
             agev[m][i]=1;  {
             s[m][i]=-1;    /* Health expectancies */
           }    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
         }    double age, agelim, hf;
         else /*= 0 Unknown */    double ***p3mat,***varhe;
           agev[m][i]=1;    double **dnewm,**doldm;
       }    double *xp;
        double **gp, **gm;
     }    double ***gradg, ***trgradg;
     for (i=1; i<=imx; i++)  {    int theta;
       for(m=1; (m<= maxwav); m++){  
         if (s[m][i] > (nlstate+ndeath)) {    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
           printf("Error: Wrong value in nlstate or ndeath\n");      xp=vector(1,npar);
           goto end;    dnewm=matrix(1,nlstate*nlstate,1,npar);
         }    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
       }    
     }    fprintf(ficreseij,"# Health expectancies\n");
     fprintf(ficreseij,"# Age");
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);    for(i=1; i<=nlstate;i++)
       for(j=1; j<=nlstate;j++)
     free_vector(severity,1,maxwav);        fprintf(ficreseij," %1d-%1d (SE)",i,j);
     free_imatrix(outcome,1,maxwav+1,1,n);    fprintf(ficreseij,"\n");
     free_vector(moisnais,1,n);  
     free_vector(annais,1,n);    if(estepm < stepm){
     free_matrix(mint,1,maxwav,1,n);      printf ("Problem %d lower than %d\n",estepm, stepm);
     free_matrix(anint,1,maxwav,1,n);    }
     free_vector(moisdc,1,n);    else  hstepm=estepm;   
     free_vector(andc,1,n);    /* We compute the life expectancy from trapezoids spaced every estepm months
      * This is mainly to measure the difference between two models: for example
         * if stepm=24 months pijx are given only every 2 years and by summing them
     wav=ivector(1,imx);     * we are calculating an estimate of the Life Expectancy assuming a linear 
     dh=imatrix(1,lastpass-firstpass+1,1,imx);     * progression in between and thus overestimating or underestimating according
     mw=imatrix(1,lastpass-firstpass+1,1,imx);     * 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
     /* Concatenates waves */     * to compare the new estimate of Life expectancy with the same linear 
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);     * hypothesis. A more precise result, taking into account a more precise
      * curvature will be obtained if estepm is as small as stepm. */
   
       Tcode=ivector(1,100);    /* For example we decided to compute the life expectancy with the smallest unit */
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
       ncodemax[1]=1;       nhstepm is the number of hstepm from age to agelim 
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);       nstepm is the number of stepm from age to agelin. 
             Look at hpijx to understand the reason of that which relies in memory size
    codtab=imatrix(1,100,1,10);       and note for a fixed period like estepm months */
    h=0;    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
    m=pow(2,cptcoveff);       survival function given by stepm (the optimization length). Unfortunately it
         means that if the survival funtion is printed only each two years of age and if
    for(k=1;k<=cptcoveff; k++){       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
      for(i=1; i <=(m/pow(2,k));i++){       results. So we changed our mind and took the option of the best precision.
        for(j=1; j <= ncodemax[k]; j++){    */
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
            h++;  
            if (h>m) h=1;codtab[h][k]=j;    agelim=AGESUP;
          }    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
        }      /* nhstepm age range expressed in number of stepm */
      }      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
    }      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
       /* if (stepm >= YEARM) hstepm=1;*/
       nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
    /*for(i=1; i <=m ;i++){      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
      for(k=1; k <=cptcovn; k++){      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
        printf("i=%d k=%d %d %d",i,k,codtab[i][k], cptcoveff);      gp=matrix(0,nhstepm,1,nlstate*nlstate);
      }      gm=matrix(0,nhstepm,1,nlstate*nlstate);
      printf("\n");  
    }      /* Computed by stepm unit matrices, product of hstepm matrices, stored
    scanf("%d",i);*/         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
          hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
    /* Calculates basic frequencies. Computes observed prevalence at single age   
        and prints on file fileres'p'. */  
   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax, fprev, lprev);      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
   
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      /* Computing  Variances of health expectancies */
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */       for(theta=1; theta <=npar; theta++){
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        for(i=1; i<=npar; i++){ 
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */          xp[i] = x[i] + (i==theta ?delti[theta]:0);
              }
     /* For Powell, parameters are in a vector p[] starting at p[1]        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
        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) */        cptj=0;
         for(j=1; j<= nlstate; j++){
     if(mle==1){          for(i=1; i<=nlstate; i++){
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);            cptj=cptj+1;
     }            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
                  gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
     /*--------- results files --------------*/            }
     fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate, ndeath, maxwav, mle,weightopt,model);          }
    fprintf(ficres,"fprevalence=%d lprevalence=%d pop_based=%d\n",fprev,lprev,popbased);        }
    fprintf(ficres,"fprevalence=%d lprevalence=%d nforecast=%d mob_average=%d\n",fprevfore,lprevfore,nforecast,mobilav);       
        
    jk=1;        for(i=1; i<=npar; i++) 
    fprintf(ficres,"# Parameters\n");          xp[i] = x[i] - (i==theta ?delti[theta]:0);
    printf("# Parameters\n");        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
    for(i=1,jk=1; i <=nlstate; i++){        
      for(k=1; k <=(nlstate+ndeath); k++){        cptj=0;
        if (k != i)        for(j=1; j<= nlstate; j++){
          {          for(i=1;i<=nlstate;i++){
            printf("%d%d ",i,k);            cptj=cptj+1;
            fprintf(ficres,"%1d%1d ",i,k);            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
            for(j=1; j <=ncovmodel; j++){  
              printf("%f ",p[jk]);              gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
              fprintf(ficres,"%f ",p[jk]);            }
              jk++;          }
            }        }
            printf("\n");        for(j=1; j<= nlstate*nlstate; j++)
            fprintf(ficres,"\n");          for(h=0; h<=nhstepm-1; h++){
          }            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
      }          }
    }       } 
  if(mle==1){     
     /* Computing hessian and covariance matrix */  /* End theta */
     ftolhess=ftol; /* Usually correct */  
     hesscov(matcov, p, npar, delti, ftolhess, func);       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
  }  
     fprintf(ficres,"# Scales\n");       for(h=0; h<=nhstepm-1; h++)
     printf("# Scales\n");        for(j=1; j<=nlstate*nlstate;j++)
      for(i=1,jk=1; i <=nlstate; i++){          for(theta=1; theta <=npar; theta++)
       for(j=1; j <=nlstate+ndeath; j++){            trgradg[h][j][theta]=gradg[h][theta][j];
         if (j!=i) {       
           fprintf(ficres,"%1d%1d",i,j);  
           printf("%1d%1d",i,j);       for(i=1;i<=nlstate*nlstate;i++)
           for(k=1; k<=ncovmodel;k++){        for(j=1;j<=nlstate*nlstate;j++)
             printf(" %.5e",delti[jk]);          varhe[i][j][(int)age] =0.;
             fprintf(ficres," %.5e",delti[jk]);  
             jk++;       printf("%d|",(int)age);fflush(stdout);
           }       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
           printf("\n");       for(h=0;h<=nhstepm-1;h++){
           fprintf(ficres,"\n");        for(k=0;k<=nhstepm-1;k++){
         }          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
       }          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
       }          for(i=1;i<=nlstate*nlstate;i++)
                for(j=1;j<=nlstate*nlstate;j++)
     k=1;              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
     fprintf(ficres,"# Covariance\n");        }
     printf("# Covariance\n");      }
     for(i=1;i<=npar;i++){      /* Computing expectancies */
       /*  if (k>nlstate) k=1;      for(i=1; i<=nlstate;i++)
       i1=(i-1)/(ncovmodel*nlstate)+1;        for(j=1; j<=nlstate;j++)
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
       printf("%s%d%d",alph[k],i1,tab[i]);*/            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
       fprintf(ficres,"%3d",i);            
       printf("%3d",i);  /* 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]);*/
       for(j=1; j<=i;j++){  
         fprintf(ficres," %.5e",matcov[i][j]);          }
         printf(" %.5e",matcov[i][j]);  
       }      fprintf(ficreseij,"%3.0f",age );
       fprintf(ficres,"\n");      cptj=0;
       printf("\n");      for(i=1; i<=nlstate;i++)
       k++;        for(j=1; j<=nlstate;j++){
     }          cptj++;
              fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
     while((c=getc(ficpar))=='#' && c!= EOF){        }
       ungetc(c,ficpar);      fprintf(ficreseij,"\n");
       fgets(line, MAXLINE, ficpar);     
       puts(line);      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
       fputs(line,ficparo);      free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
     }      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
     ungetc(c,ficpar);      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
        free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);    }
        printf("\n");
     if (fage <= 2) {    fprintf(ficlog,"\n");
       bage = agemin;  
       fage = agemax;    free_vector(xp,1,npar);
     }    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
     free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);  }
   
      /************ Variance ******************/
 /*------------ gnuplot -------------*/  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)
 chdir(pathcd);  {
   if((ficgp=fopen("graph.plt","w"))==NULL) {    /* Variance of health expectancies */
     printf("Problem with file graph.gp");goto end;    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
   }    /* double **newm;*/
 #ifdef windows    double **dnewm,**doldm;
   fprintf(ficgp,"cd \"%s\" \n",pathc);    double **dnewmp,**doldmp;
 #endif    int i, j, nhstepm, hstepm, h, nstepm ;
 m=pow(2,cptcoveff);    int k, cptcode;
      double *xp;
  /* 1eme*/    double **gp, **gm;  /* for var eij */
   for (cpt=1; cpt<= nlstate ; cpt ++) {    double ***gradg, ***trgradg; /*for var eij */
    for (k1=1; k1<= m ; k1 ++) {    double **gradgp, **trgradgp; /* for var p point j */
     double *gpp, *gmp; /* for var p point j */
 #ifdef windows    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
     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);    double ***p3mat;
 #endif    double age,agelim, hf;
 #ifdef unix    double ***mobaverage;
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);    int theta;
 #endif    char digit[4];
     char digitp[25];
 for (i=1; i<= nlstate ; i ++) {  
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    char fileresprobmorprev[FILENAMELENGTH];
   else fprintf(ficgp," \%%*lf (\%%*lf)");  
 }    if(popbased==1){
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);      if(mobilav!=0)
     for (i=1; i<= nlstate ; i ++) {        strcpy(digitp,"-populbased-mobilav-");
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");      else strcpy(digitp,"-populbased-nomobil-");
   else fprintf(ficgp," \%%*lf (\%%*lf)");    }
 }    else 
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);      strcpy(digitp,"-stablbased-");
      for (i=1; i<= nlstate ; i ++) {  
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    if (mobilav!=0) {
   else fprintf(ficgp," \%%*lf (\%%*lf)");      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 }        if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 #ifdef unix        printf(" Error in movingaverage mobilav=%d\n",mobilav);
 fprintf(ficgp,"\nset ter gif small size 400,300");      }
 #endif    }
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);  
    }    strcpy(fileresprobmorprev,"prmorprev"); 
   }    sprintf(digit,"%-d",ij);
   /*2 eme*/    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
     strcat(fileresprobmorprev,digit); /* Tvar to be done */
   for (k1=1; k1<= m ; k1 ++) {    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);    strcat(fileresprobmorprev,fileres);
        if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
     for (i=1; i<= nlstate+1 ; i ++) {      printf("Problem with resultfile: %s\n", fileresprobmorprev);
       k=2*i;      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);    }
       for (j=1; j<= nlstate+1 ; j ++) {    printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
   else fprintf(ficgp," \%%*lf (\%%*lf)");    fprintf(ficresprobmorprev,"# probabilities of dying before estepm=%d months for people of exact age and weighted probabilities w1*p1j+w2*p2j+... stand dev in()\n",estepm);
 }      fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);      fprintf(ficresprobmorprev," p.%-d SE",j);
     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 ++) {        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    }  
         else fprintf(ficgp," \%%*lf (\%%*lf)");    fprintf(ficresprobmorprev,"\n");
 }      fprintf(ficgp,"\n# Routine varevsij");
       fprintf(ficgp,"\" t\"\" w l 0,");    fprintf(fichtm,"\n<li><h4> Computing probabilities of dying over estepm months as a weighted average (i.e global mortality independent of initial healh state)</h4></li>\n");
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);    fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
       for (j=1; j<= nlstate+1 ; j ++) {  /*   } */
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   else fprintf(ficgp," \%%*lf (\%%*lf)");  
 }      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");
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");    fprintf(ficresvij,"# Age");
       else fprintf(ficgp,"\" t\"\" w l 0,");    for(i=1; i<=nlstate;i++)
     }      for(j=1; j<=nlstate;j++)
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
   }    fprintf(ficresvij,"\n");
    
   /*3eme*/    xp=vector(1,npar);
     dnewm=matrix(1,nlstate,1,npar);
   for (k1=1; k1<= m ; k1 ++) {    doldm=matrix(1,nlstate,1,nlstate);
     for (cpt=1; cpt<= nlstate ; cpt ++) {    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
       k=2+nlstate*(cpt-1);    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
       fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",agemin,fage,fileres,k1-1,k1-1,k,cpt);  
       for (i=1; i< nlstate ; i ++) {    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
         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);    gpp=vector(nlstate+1,nlstate+ndeath);
       }    gmp=vector(nlstate+1,nlstate+ndeath);
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    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);
   /* CV preval stat */    }
   for (k1=1; k1<= m ; k1 ++) {    else  hstepm=estepm;   
     for (cpt=1; cpt<nlstate ; cpt ++) {    /* For example we decided to compute the life expectancy with the smallest unit */
       k=3;    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
       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/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);       nhstepm is the number of hstepm from age to agelim 
       for (i=1; i< nlstate ; i ++)       nstepm is the number of stepm from age to agelin. 
         fprintf(ficgp,"+$%d",k+i+1);       Look at hpijx to understand the reason of that which relies in memory size
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);       and note for a fixed period like k years */
          /* We decided (b) to get a life expectancy respecting the most precise curvature of the
       l=3+(nlstate+ndeath)*cpt;       survival function given by stepm (the optimization length). Unfortunately it
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);       means that if the survival funtion is printed every two years of age and if
       for (i=1; i< nlstate ; i ++) {       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
         l=3+(nlstate+ndeath)*cpt;       results. So we changed our mind and took the option of the best precision.
         fprintf(ficgp,"+$%d",l+i+1);    */
       }    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);      agelim = AGESUP;
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
     }      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
   }        nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
       p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   /* proba elementaires */      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
    for(i=1,jk=1; i <=nlstate; i++){      gp=matrix(0,nhstepm,1,nlstate);
     for(k=1; k <=(nlstate+ndeath); k++){      gm=matrix(0,nhstepm,1,nlstate);
       if (k != i) {  
         for(j=1; j <=ncovmodel; j++){  
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/      for(theta=1; theta <=npar; theta++){
           /*fprintf(ficgp,"%s",alph[1]);*/        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);          xp[i] = x[i] + (i==theta ?delti[theta]:0);
           jk++;        }
           fprintf(ficgp,"\n");        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         }        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
       }  
     }        if (popbased==1) {
     }          if(mobilav ==0){
             for(i=1; i<=nlstate;i++)
   for(jk=1; jk <=m; jk++) {              prlim[i][i]=probs[(int)age][i][ij];
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);          }else{ /* mobilav */ 
    i=1;            for(i=1; i<=nlstate;i++)
    for(k2=1; k2<=nlstate; k2++) {              prlim[i][i]=mobaverage[(int)age][i][ij];
      k3=i;          }
      for(k=1; k<=(nlstate+ndeath); k++) {        }
        if (k != k2){    
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);        for(j=1; j<= nlstate; j++){
 ij=1;          for(h=0; h<=nhstepm; h++){
         for(j=3; j <=ncovmodel; j++) {            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
             fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);          }
             ij++;        }
           }        /* This for computing probability of death (h=1 means
           else           computed over hstepm matrices product = hstepm*stepm months) 
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);           as a weighted average of prlim.
         }        */
           fprintf(ficgp,")/(1");        for(j=nlstate+1;j<=nlstate+ndeath;j++){
                  for(i=1,gpp[j]=0.; i<= nlstate; i++)
         for(k1=1; k1 <=nlstate; k1++){              gpp[j] += prlim[i][i]*p3mat[i][j][1];
           fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);        }    
 ij=1;        /* end probability of death */
           for(j=3; j <=ncovmodel; j++){  
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
             fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);          xp[i] = x[i] - (i==theta ?delti[theta]:0);
             ij++;        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
           }        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
           else   
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);        if (popbased==1) {
           }          if(mobilav ==0){
           fprintf(ficgp,")");            for(i=1; i<=nlstate;i++)
         }              prlim[i][i]=probs[(int)age][i][ij];
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);          }else{ /* mobilav */ 
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");            for(i=1; i<=nlstate;i++)
         i=i+ncovmodel;              prlim[i][i]=mobaverage[(int)age][i][ij];
        }          }
      }        }
    }  
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);        for(j=1; j<= nlstate; j++){
   }          for(h=0; h<=nhstepm; h++){
                for(i=1, gm[h][j]=0.;i<=nlstate;i++)
   fclose(ficgp);              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
              }
 chdir(path);        }
            /* This for computing probability of death (h=1 means
     free_ivector(wav,1,imx);           computed over hstepm matrices product = hstepm*stepm months) 
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);           as a weighted average of prlim.
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);          */
     free_ivector(num,1,n);        for(j=nlstate+1;j<=nlstate+ndeath;j++){
     free_vector(agedc,1,n);          for(i=1,gmp[j]=0.; i<= nlstate; i++)
     /*free_matrix(covar,1,NCOVMAX,1,n);*/           gmp[j] += prlim[i][i]*p3mat[i][j][1];
     fclose(ficparo);        }    
     fclose(ficres);        /* end probability of death */
     /*  }*/  
            for(j=1; j<= nlstate; j++) /* vareij */
    /*________fin mle=1_________*/          for(h=0; h<=nhstepm; h++){
                gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
           }
    
     /* No more information from the sample is required now */        for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
   /* Reads comments: lines beginning with '#' */          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
   while((c=getc(ficpar))=='#' && c!= EOF){        }
     ungetc(c,ficpar);  
     fgets(line, MAXLINE, ficpar);      } /* End theta */
     puts(line);  
     fputs(line,ficparo);      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
   }  
   ungetc(c,ficpar);      for(h=0; h<=nhstepm; h++) /* veij */
          for(j=1; j<=nlstate;j++)
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);          for(theta=1; theta <=npar; theta++)
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);            trgradg[h][j][theta]=gradg[h][theta][j];
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);  
 /*--------- index.htm --------*/      for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
         for(theta=1; theta <=npar; theta++)
   strcpy(optionfilehtm,optionfile);          trgradgp[j][theta]=gradgp[theta][j];
   strcat(optionfilehtm,".htm");    
   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {  
     printf("Problem with %s \n",optionfilehtm);goto end;      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
   }      for(i=1;i<=nlstate;i++)
         for(j=1;j<=nlstate;j++)
  fprintf(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.7 </font> <hr size=\"2\" color=\"#EC5E5E\">          vareij[i][j][(int)age] =0.;
 Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>  
 Total number of observations=%d <br>      for(h=0;h<=nhstepm;h++){
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>        for(k=0;k<=nhstepm;k++){
 <hr  size=\"2\" color=\"#EC5E5E\">          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
 <li>Outputs files<br><br>\n          matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n          for(i=1;i<=nlstate;i++)
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>            for(j=1;j<=nlstate;j++)
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>              vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>        }
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>      }
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>    
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>      /* pptj */
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>      matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br>      matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
         - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>      for(j=nlstate+1;j<=nlstate+ndeath;j++)
 <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,fileres,fileres);        for(i=nlstate+1;i<=nlstate+ndeath;i++)
           varppt[j][i]=doldmp[j][i];
  fprintf(fichtm," <li>Graphs</li><p>");      /* end ppptj */
       /*  x centered again */
  m=cptcoveff;      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}      prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
    
  j1=0;      if (popbased==1) {
  for(k1=1; k1<=m;k1++){        if(mobilav ==0){
    for(i1=1; i1<=ncodemax[k1];i1++){          for(i=1; i<=nlstate;i++)
        j1++;            prlim[i][i]=probs[(int)age][i][ij];
        if (cptcovn > 0) {        }else{ /* mobilav */ 
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");          for(i=1; i<=nlstate;i++)
          for (cpt=1; cpt<=cptcoveff;cpt++)            prlim[i][i]=mobaverage[(int)age][i][ij];
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);        }
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");      }
        }               
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>      /* This for computing probability of death (h=1 means
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);             computed over hstepm (estepm) matrices product = hstepm*stepm months) 
        for(cpt=1; cpt<nlstate;cpt++){         as a weighted average of prlim.
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>      */
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);      for(j=nlstate+1;j<=nlstate+ndeath;j++){
        }        for(i=1,gmp[j]=0.;i<= nlstate; i++) 
     for(cpt=1; cpt<=nlstate;cpt++) {          gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident      }    
 interval) in state (%d): v%s%d%d.gif <br>      /* end probability of death */
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);    
      }      fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
      for(cpt=1; cpt<=nlstate;cpt++) {      for(j=nlstate+1; j<=(nlstate+ndeath);j++){
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>        fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);        for(i=1; i<=nlstate;i++){
      }          fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
      fprintf(fichtm,"\n<br>- Total life expectancy by age and        }
 health expectancies in states (1) and (2): e%s%d.gif<br>      } 
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);      fprintf(ficresprobmorprev,"\n");
 fprintf(fichtm,"\n</body>");  
    }      fprintf(ficresvij,"%.0f ",age );
  }      for(i=1; i<=nlstate;i++)
 fclose(fichtm);        for(j=1; j<=nlstate;j++){
           fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
   /*--------------- Prevalence limit --------------*/        }
        fprintf(ficresvij,"\n");
   strcpy(filerespl,"pl");      free_matrix(gp,0,nhstepm,1,nlstate);
   strcat(filerespl,fileres);      free_matrix(gm,0,nhstepm,1,nlstate);
   if((ficrespl=fopen(filerespl,"w"))==NULL) {      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;      free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
   }      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);    } /* End age */
   fprintf(ficrespl,"#Prevalence limit\n");    free_vector(gpp,nlstate+1,nlstate+ndeath);
   fprintf(ficrespl,"#Age ");    free_vector(gmp,nlstate+1,nlstate+ndeath);
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);    free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
   fprintf(ficrespl,"\n");    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");
   prlim=matrix(1,nlstate,1,nlstate);    /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */    fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
   k=0;    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
   agebase=agemin;    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",subdirf(fileresprobmorprev));
   agelim=agemax;    fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev));
   ftolpl=1.e-10;    fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"%s%s.png\"> <br>\n", estepm,subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
   i1=cptcoveff;    /*  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);
   if (cptcovn < 1){i1=1;}  */
   /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
   for(cptcov=1;cptcov<=i1;cptcov++){    fprintf(ficgp,"\nset out \"%s%s.png\";replot;\n",subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){  
         k=k+1;    free_vector(xp,1,npar);
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/    free_matrix(doldm,1,nlstate,1,nlstate);
         fprintf(ficrespl,"\n#******");    free_matrix(dnewm,1,nlstate,1,npar);
         for(j=1;j<=cptcoveff;j++)    free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
         fprintf(ficrespl,"******\n");    free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
            if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
         for (age=agebase; age<=agelim; age++){    fclose(ficresprobmorprev);
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);    fflush(ficgp);
           fprintf(ficrespl,"%.0f",age );    fflush(fichtm); 
           for(i=1; i<=nlstate;i++)  }  /* end varevsij */
           fprintf(ficrespl," %.5f", prlim[i][i]);  
           fprintf(ficrespl,"\n");  /************ Variance of prevlim ******************/
         }  void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)
       }  {
     }    /* Variance of prevalence limit */
   fclose(ficrespl);    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
     double **newm;
   /*------------- h Pij x at various ages ------------*/    double **dnewm,**doldm;
      int i, j, nhstepm, hstepm;
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);    int k, cptcode;
   if((ficrespij=fopen(filerespij,"w"))==NULL) {    double *xp;
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;    double *gp, *gm;
   }    double **gradg, **trgradg;
   printf("Computing pij: result on file '%s' \n", filerespij);    double age,agelim;
      int theta;
   stepsize=(int) (stepm+YEARM-1)/YEARM;     
   /*if (stepm<=24) stepsize=2;*/    fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
     fprintf(ficresvpl,"# Age");
   agelim=AGESUP;    for(i=1; i<=nlstate;i++)
   hstepm=stepsize*YEARM; /* Every year of age */        fprintf(ficresvpl," %1d-%1d",i,i);
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */    fprintf(ficresvpl,"\n");
    
   k=0;    xp=vector(1,npar);
   for(cptcov=1;cptcov<=i1;cptcov++){    dnewm=matrix(1,nlstate,1,npar);
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    doldm=matrix(1,nlstate,1,nlstate);
       k=k+1;    
         fprintf(ficrespij,"\n#****** ");    hstepm=1*YEARM; /* Every year of age */
         for(j=1;j<=cptcoveff;j++)    hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    agelim = AGESUP;
         fprintf(ficrespij,"******\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 (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */      if (stepm >= YEARM) hstepm=1;
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */      nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */      gradg=matrix(1,npar,1,nlstate);
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      gp=vector(1,nlstate);
           oldm=oldms;savm=savms;      gm=vector(1,nlstate);
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);    
           fprintf(ficrespij,"# Age");      for(theta=1; theta <=npar; theta++){
           for(i=1; i<=nlstate;i++)        for(i=1; i<=npar; i++){ /* Computes gradient */
             for(j=1; j<=nlstate+ndeath;j++)          xp[i] = x[i] + (i==theta ?delti[theta]:0);
               fprintf(ficrespij," %1d-%1d",i,j);        }
           fprintf(ficrespij,"\n");        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
           for (h=0; h<=nhstepm; h++){        for(i=1;i<=nlstate;i++)
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );          gp[i] = prlim[i][i];
             for(i=1; i<=nlstate;i++)      
               for(j=1; j<=nlstate+ndeath;j++)        for(i=1; i<=npar; i++) /* Computes gradient */
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);          xp[i] = x[i] - (i==theta ?delti[theta]:0);
             fprintf(ficrespij,"\n");        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
           }        for(i=1;i<=nlstate;i++)
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          gm[i] = prlim[i][i];
           fprintf(ficrespij,"\n");  
         }        for(i=1;i<=nlstate;i++)
     }          gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
   }      } /* End theta */
   
   /* varprob(fileres, matcov, p, delti, nlstate, (int) bage, (int) fage,k);*/      trgradg =matrix(1,nlstate,1,npar);
   
   fclose(ficrespij);      for(j=1; j<=nlstate;j++)
         for(theta=1; theta <=npar; theta++)
   /*---------- Forecasting ------------------*/          trgradg[j][theta]=gradg[theta][j];
   
   strcpy(fileresf,"f");      for(i=1;i<=nlstate;i++)
   strcat(fileresf,fileres);        varpl[i][(int)age] =0.;
   if((ficresf=fopen(fileresf,"w"))==NULL) {      matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
     printf("Problem with forecast resultfile: %s\n", fileresf);goto end;      matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
   }      for(i=1;i<=nlstate;i++)
   printf("Computing forecasting: result on file '%s' \n", fileresf);        varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
   
   prevalence(agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax, fprevfore, lprevfore);      fprintf(ficresvpl,"%.0f ",age );
       for(i=1; i<=nlstate;i++)
  free_matrix(agev,1,maxwav,1,imx);        fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
   /* Mobile average */      fprintf(ficresvpl,"\n");
       free_vector(gp,1,nlstate);
   if (cptcoveff==0) ncodemax[cptcoveff]=1;      free_vector(gm,1,nlstate);
       free_matrix(gradg,1,npar,1,nlstate);
   if (mobilav==1) {      free_matrix(trgradg,1,nlstate,1,npar);
     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);    } /* End age */
     for (agedeb=bage+3; agedeb<=fage-2; agedeb++)  
       for (i=1; i<=nlstate;i++)    free_vector(xp,1,npar);
         for (cptcod=1;cptcod<=ncodemax[cptcov];cptcod++)    free_matrix(doldm,1,nlstate,1,npar);
           mobaverage[(int)agedeb][i][cptcod]=0.;    free_matrix(dnewm,1,nlstate,1,nlstate);
      
     for (agedeb=bage+4; agedeb<=fage; agedeb++){  }
       for (i=1; i<=nlstate;i++){  
         for (cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){  /************ Variance of one-step probabilities  ******************/
           for (cpt=0;cpt<=4;cpt++){  void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
             mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]+probs[(int)agedeb-cpt][i][cptcod];  {
           }    int i, j=0,  i1, k1, l1, t, tj;
           mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]/5;    int k2, l2, j1,  z1;
         }    int k=0,l, cptcode;
       }    int first=1, first1;
     }      double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
   }    double **dnewm,**doldm;
     double *xp;
   stepsize=(int) (stepm+YEARM-1)/YEARM;    double *gp, *gm;
   if (stepm<=12) stepsize=1;    double **gradg, **trgradg;
     double **mu;
   agelim=AGESUP;    double age,agelim, cov[NCOVMAX];
   hstepm=stepsize*YEARM; /* Every year of age */    double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
   hstepm=hstepm/stepm; /* Typically 2 years, = 2 years/6 months = 4 */    int theta;
      char fileresprob[FILENAMELENGTH];
   if (popforecast==1) {    char fileresprobcov[FILENAMELENGTH];
     if((ficpop=fopen(popfile,"r"))==NULL)    {    char fileresprobcor[FILENAMELENGTH];
       printf("Problem with population file : %s\n",popfile);goto end;  
     }    double ***varpij;
     popage=ivector(0,AGESUP);  
     popeffectif=vector(0,AGESUP);    strcpy(fileresprob,"prob"); 
     popcount=vector(0,AGESUP);    strcat(fileresprob,fileres);
     if((ficresprob=fopen(fileresprob,"w"))==NULL) {
     i=1;        printf("Problem with resultfile: %s\n", fileresprob);
     while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF)      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
       {    }
         i=i+1;    strcpy(fileresprobcov,"probcov"); 
       }    strcat(fileresprobcov,fileres);
     imx=i;    if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
        printf("Problem with resultfile: %s\n", fileresprobcov);
   for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
   }    }
     strcpy(fileresprobcor,"probcor"); 
   for(cptcov=1;cptcov<=i1;cptcov++){    strcat(fileresprobcor,fileres);
     for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){    if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
       k=k+1;      printf("Problem with resultfile: %s\n", fileresprobcor);
       fprintf(ficresf,"\n#****** ");      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
       for(j=1;j<=cptcoveff;j++) {    }
         fprintf(ficresf,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
       }    fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
       fprintf(ficresf,"******\n");    printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
       fprintf(ficresf,"# StartingAge FinalAge Horizon(in years)");    fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficresf," P.%d",j);    printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
       if (popforecast==1)  fprintf(ficresf," [Population]");    fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     
       for (agedeb=fage; agedeb>=bage; agedeb--){    fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
         fprintf(ficresf,"\n%.f %.f 0",agedeb, agedeb);    fprintf(ficresprob,"# Age");
        if (mobilav==1) {    fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
         for(j=1; j<=nlstate;j++)    fprintf(ficresprobcov,"# Age");
           fprintf(ficresf," %.3f",mobaverage[(int)agedeb][j][cptcod]);    fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
         }    fprintf(ficresprobcov,"# Age");
         else {  
           for(j=1; j<=nlstate;j++)  
           fprintf(ficresf," %.3f",probs[(int)agedeb][j][cptcod]);    for(i=1; i<=nlstate;i++)
         }        for(j=1; j<=(nlstate+ndeath);j++){
         fprintf(ficresprob," p%1d-%1d (SE)",i,j);
        for(j=1; j<=ndeath;j++) fprintf(ficresf," 0.00000");        fprintf(ficresprobcov," p%1d-%1d ",i,j);
        if (popforecast==1) fprintf(ficresf," [%.f] ",popeffectif[(int)agedeb]);        fprintf(ficresprobcor," p%1d-%1d ",i,j);
       }      }  
         /* fprintf(ficresprob,"\n");
       for (cpt=1; cpt<=nforecast;cpt++) {    fprintf(ficresprobcov,"\n");
         fprintf(ficresf,"\n");    fprintf(ficresprobcor,"\n");
       for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */   */
         nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm);   xp=vector(1,npar);
         nhstepm = nhstepm/hstepm;    dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
         /*printf("agedeb=%.lf stepm=%d hstepm=%d nhstepm=%d \n",agedeb,stepm,hstepm,nhstepm);*/    doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
     mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
         p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
         oldm=oldms;savm=savms;    first=1;
         hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);      fprintf(ficgp,"\n# Routine varprob");
                    fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
         for (h=0; h<=nhstepm; h++){    fprintf(fichtm,"\n");
          
          if (h*hstepm/YEARM*stepm==cpt)    fprintf(fichtm,"\n<li><h4> <a href=\"%s\">Matrix of variance-covariance of pairs of step probabilities (drawings)</a></h4></li>\n",optionfilehtmcov);
             fprintf(ficresf,"\n%.f %.f %.f",agedeb, agedeb+ h*hstepm/YEARM*stepm, h*hstepm/YEARM*stepm);    fprintf(fichtmcov,"\n<h4>Matrix of variance-covariance of pairs of step probabilities</h4>\n\
              file %s<br>\n",optionfilehtmcov);
              fprintf(fichtmcov,"\nEllipsoids of confidence centered on point (p<inf>ij</inf>, p<inf>kl</inf>) are estimated\
          for(j=1; j<=nlstate+ndeath;j++) {  and drawn. It helps understanding how is the covariance between two incidences.\
            kk1=0.;kk2=0;   They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
            for(i=1; i<=nlstate;i++) {            fprintf(fichtmcov,"\n<br> Contour plot corresponding to x'cov<sup>-1</sup>x = 4 (where x is the column vector (pij,pkl)) are drawn. \
              if (mobilav==1)  It can be understood this way: if pij and pkl where uncorrelated the (2x2) matrix of covariance \
                 kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb][i][cptcod];  would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 \
              else kk1=kk1+p3mat[i][j][h]*probs[(int)agedeb][i][cptcod];  standard deviations wide on each axis. <br>\
              if (popforecast==1) kk2=kk1*popeffectif[(int)agedeb];   Now, if both incidences are correlated (usual case) we diagonalised the inverse of the covariance matrix\
             }   and made the appropriate rotation to look at the uncorrelated principal directions.<br>\
            if (h*hstepm/YEARM*stepm==cpt) {  To be simple, these graphs help to understand the significativity of each parameter in relation to a second other one.<br> \n");
              fprintf(ficresf," %.3f", kk1);  
                if (popforecast==1) fprintf(ficresf," [%.f]", kk2);    cov[1]=1;
            }    tj=cptcoveff;
           }    if (cptcovn<1) {tj=1;ncodemax[1]=1;}
         }    j1=0;
         free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    for(t=1; t<=tj;t++){
              for(i1=1; i1<=ncodemax[t];i1++){ 
       }        j1++;
       }        if  (cptcovn>0) {
     }          fprintf(ficresprob, "\n#********** Variable "); 
   }          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   if (mobilav==1) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);          fprintf(ficresprob, "**********\n#\n");
   if (popforecast==1) {          fprintf(ficresprobcov, "\n#********** Variable "); 
     free_ivector(popage,0,AGESUP);          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
     free_vector(popeffectif,0,AGESUP);          fprintf(ficresprobcov, "**********\n#\n");
     free_vector(popcount,0,AGESUP);          
   }          fprintf(ficgp, "\n#********** Variable "); 
   free_imatrix(s,1,maxwav+1,1,n);          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   free_vector(weight,1,n);          fprintf(ficgp, "**********\n#\n");
   fclose(ficresf);          
   /*---------- Health expectancies and variances ------------*/          
           fprintf(fichtmcov, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
   strcpy(filerest,"t");          for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   strcat(filerest,fileres);          fprintf(fichtmcov, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
   if((ficrest=fopen(filerest,"w"))==NULL) {          
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;          fprintf(ficresprobcor, "\n#********** Variable ");    
   }          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   printf("Computing Total LEs with variances: file '%s' \n", filerest);          fprintf(ficresprobcor, "**********\n#");    
         }
         
   strcpy(filerese,"e");        for (age=bage; age<=fage; age ++){ 
   strcat(filerese,fileres);          cov[2]=age;
   if((ficreseij=fopen(filerese,"w"))==NULL) {          for (k=1; k<=cptcovn;k++) {
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);            cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
   }          }
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);          for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
           for (k=1; k<=cptcovprod;k++)
  strcpy(fileresv,"v");            cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
   strcat(fileresv,fileres);          
   if((ficresvij=fopen(fileresv,"w"))==NULL) {          gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);          trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
   }          gp=vector(1,(nlstate)*(nlstate+ndeath));
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);          gm=vector(1,(nlstate)*(nlstate+ndeath));
       
   k=0;          for(theta=1; theta <=npar; theta++){
   for(cptcov=1;cptcov<=i1;cptcov++){            for(i=1; i<=npar; i++)
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){              xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
       k=k+1;            
       fprintf(ficrest,"\n#****** ");            pmij(pmmij,cov,ncovmodel,xp,nlstate);
       for(j=1;j<=cptcoveff;j++)            
         fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);            k=0;
       fprintf(ficrest,"******\n");            for(i=1; i<= (nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
       fprintf(ficreseij,"\n#****** ");                k=k+1;
       for(j=1;j<=cptcoveff;j++)                gp[k]=pmmij[i][j];
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);              }
       fprintf(ficreseij,"******\n");            }
             
       fprintf(ficresvij,"\n#****** ");            for(i=1; i<=npar; i++)
       for(j=1;j<=cptcoveff;j++)              xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);      
       fprintf(ficresvij,"******\n");            pmij(pmmij,cov,ncovmodel,xp,nlstate);
             k=0;
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);            for(i=1; i<=(nlstate); i++){
       oldm=oldms;savm=savms;              for(j=1; j<=(nlstate+ndeath);j++){
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);                  k=k+1;
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);                gm[k]=pmmij[i][j];
       oldm=oldms;savm=savms;              }
       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) ");            for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);              gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
       fprintf(ficrest,"\n");          }
          
       hf=1;          for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
       if (stepm >= YEARM) hf=stepm/YEARM;            for(theta=1; theta <=npar; theta++)
       epj=vector(1,nlstate+1);              trgradg[j][theta]=gradg[theta][j];
       for(age=bage; age <=fage ;age++){          
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);          matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
         if (popbased==1) {          matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
           for(i=1; i<=nlstate;i++)          free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
             prlim[i][i]=probs[(int)age][i][k];          free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
         }          free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
                  free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
         fprintf(ficrest," %.0f",age);  
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){          pmij(pmmij,cov,ncovmodel,x,nlstate);
           for(i=1, epj[j]=0.;i <=nlstate;i++) {          
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];          k=0;
           }          for(i=1; i<=(nlstate); i++){
           epj[nlstate+1] +=epj[j];            for(j=1; j<=(nlstate+ndeath);j++){
         }              k=k+1;
         for(i=1, vepp=0.;i <=nlstate;i++)              mu[k][(int) age]=pmmij[i][j];
           for(j=1;j <=nlstate;j++)            }
             vepp += vareij[i][j][(int)age];          }
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));          for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
         for(j=1;j <=nlstate;j++){            for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));              varpij[i][j][(int)age] = doldm[i][j];
         }  
         fprintf(ficrest,"\n");          /*printf("\n%d ",(int)age);
       }            for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
     }            printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
   }            fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
                    }*/
          
           fprintf(ficresprob,"\n%d ",(int)age);
           fprintf(ficresprobcov,"\n%d ",(int)age);
  fclose(ficreseij);          fprintf(ficresprobcor,"\n%d ",(int)age);
  fclose(ficresvij);  
   fclose(ficrest);          for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
   fclose(ficpar);            fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
   free_vector(epj,1,nlstate+1);          for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
   /*  scanf("%d ",i); */            fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
             fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
   /*------- Variance limit prevalence------*/            }
           i=0;
 strcpy(fileresvpl,"vpl");          for (k=1; k<=(nlstate);k++){
   strcat(fileresvpl,fileres);            for (l=1; l<=(nlstate+ndeath);l++){ 
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {              i=i++;
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);              fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
     exit(0);              fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
   }              for (j=1; j<=i;j++){
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);                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]));
  k=0;              }
  for(cptcov=1;cptcov<=i1;cptcov++){            }
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){          }/* end of loop for state */
      k=k+1;        } /* end of loop for age */
      fprintf(ficresvpl,"\n#****** ");  
      for(j=1;j<=cptcoveff;j++)        /* Confidence intervalle of pij  */
        fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);        /*
      fprintf(ficresvpl,"******\n");          fprintf(ficgp,"\nset noparametric;unset label");
                fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
      varpl=matrix(1,nlstate,(int) bage, (int) fage);          fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
      oldm=oldms;savm=savms;          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);
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);          fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
    }          fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
  }          fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
         */
   fclose(ficresvpl);  
         /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
   /*---------- End : free ----------------*/        first1=1;
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);        for (k2=1; k2<=(nlstate);k2++){
            for (l2=1; l2<=(nlstate+ndeath);l2++){ 
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);            if(l2==k2) continue;
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);            j=(k2-1)*(nlstate+ndeath)+l2;
              for (k1=1; k1<=(nlstate);k1++){
                for (l1=1; l1<=(nlstate+ndeath);l1++){ 
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);                if(l1==k1) continue;
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);                i=(k1-1)*(nlstate+ndeath)+l1;
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);                if(i<=j) continue;
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);                for (age=bage; age<=fage; age ++){ 
                    if ((int)age %5==0){
   free_matrix(matcov,1,npar,1,npar);                    v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
   free_vector(delti,1,npar);                    v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
                      cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);                    mu1=mu[i][(int) age]/stepm*YEARM ;
                     mu2=mu[j][(int) age]/stepm*YEARM;
   printf("End of Imach\n");                    c12=cv12/sqrt(v1*v2);
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */                    /* Computing eigen value of matrix of covariance */
                      lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
   /* 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);*/                    lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
   /*printf("Total time was %d uSec.\n", total_usecs);*/                    /* Eigen vectors */
   /*------ End -----------*/                    v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
                     /*v21=sqrt(1.-v11*v11); *//* error */
                     v21=(lc1-v1)/cv12*v11;
  end:                    v12=-v21;
 #ifdef windows                    v22=v11;
  chdir(pathcd);                    tnalp=v21/v11;
 #endif                    if(first1==1){
                        first1=0;
  system("..\\gp37mgw\\wgnuplot graph.plt");                      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);
                     }
 #ifdef windows                    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);
   while (z[0] != 'q') {                    /*printf(fignu*/
     chdir(pathcd);                    /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
     printf("\nType e to edit output files, c to start again, and q for exiting: ");                    /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
     scanf("%s",z);                    if(first==1){
     if (z[0] == 'c') system("./imach");                      first=0;
     else if (z[0] == 'e') {                      fprintf(ficgp,"\nset parametric;unset label");
       chdir(path);                      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);
       system(optionfilehtm);                      fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
     }                      fprintf(fichtmcov,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
     else if (z[0] == 'q') exit(0);   :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
   }  %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
 #endif                              subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
 }                              subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br><img src=\"%s%d%1d%1d-%1d%1d.png\"> ",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nplot [-pi:pi] %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }else{
                       first=0;
                       fprintf(fichtmcov," %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\nreplot %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }/* if first */
                   } /* age mod 5 */
                 } /* end loop age */
                 fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                 first=1;
               } /*l12 */
             } /* k12 */
           } /*l1 */
         }/* k1 */
       } /* loop covariates */
     }
     free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
     free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
     free_vector(xp,1,npar);
     fclose(ficresprob);
     fclose(ficresprobcov);
     fclose(ficresprobcor);
     fflush(ficgp);
     fflush(fichtmcov);
   }
   
   
   /******************* Printing html file ***********/
   void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
                     int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
                     int popforecast, int estepm ,\
                     double jprev1, double mprev1,double anprev1, \
                     double jprev2, double mprev2,double anprev2){
     int jj1, k1, i1, cpt;
   
      fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n \
    - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"%s\">%s</a> <br>\n ",
              jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,subdirf2(fileres,"p"),subdirf2(fileres,"p"));
      fprintf(fichtm,"\
    - Estimated transition probabilities over %d (stepm) months: <a href=\"%s\">%s</a><br>\n ",
              stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"));
      fprintf(fichtm,"\
    - Stable prevalence in each health state: <a href=\"%s\">%s</a> <br>\n",
              subdirf2(fileres,"pl"),subdirf2(fileres,"pl"));
      fprintf(fichtm,"\
    - Life expectancies by age and initial health status (estepm=%2d months): \
      <a href=\"%s\">%s</a> <br>\n</li>",
              estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
   
   fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        /* Pij */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i, %d (stepm) months before: %s%d1.png<br> \
   <img src=\"%s%d1.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1);     
        /* Quasi-incidences */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months\
    before but expressed in per year i.e. quasi incidences if stepm is small and probabilities too: %s%d2.png<br> \
   <img src=\"%s%d2.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1); 
          /* Stable prevalence in each health state */
          for(cpt=1; cpt<nlstate;cpt++){
            fprintf(fichtm,"<br>- Stable prevalence in each health state : p%s%d%d.png<br> \
   <img src=\"%s%d%d.png\">",subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1);
          }
        for(cpt=1; cpt<=nlstate;cpt++) {
           fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): %s%d%d.png <br> \
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"exp"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,jj1);
        }
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
   
   
    fprintf(fichtm,"\
   \n<br><li><h4> Result files (second order: variances)</h4>\n\
    - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n", rfileres,rfileres);
   
    fprintf(fichtm," - Variance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"prob"),subdirf2(fileres,"prob"));
    fprintf(fichtm,"\
    - Variance-covariance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"probcov"),subdirf2(fileres,"probcov"));
   
    fprintf(fichtm,"\
    - Correlation matrix of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"probcor"),subdirf2(fileres,"probcor"));
    fprintf(fichtm,"\
    - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"%s\">%s</a><br>\n",
            estepm, subdirf2(fileres,"v"),subdirf2(fileres,"v"));
    fprintf(fichtm,"\
    - Health expectancies with their variances (no covariance): <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"t"),subdirf2(fileres,"t"));
    fprintf(fichtm,"\
    - Standard deviation of stable prevalences: <a href=\"%s\">%s</a> <br>\n",\
            subdirf2(fileres,"vpl"),subdirf2(fileres,"vpl"));
   
   /*  if(popforecast==1) fprintf(fichtm,"\n */
   /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
   /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
   /*      <br>",fileres,fileres,fileres,fileres); */
   /*  else  */
   /*    fprintf(fichtm,"\n No population forecast: popforecast = %d (instead of 1) or stepm = %d (instead of 1) or model=%s (instead of .)<br><br></li>\n",popforecast, stepm, model); */
    fflush(fichtm);
    fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        for(cpt=1; cpt<=nlstate;cpt++) {
          fprintf(fichtm,"<br>- Observed (cross-sectional) and period (incidence based) \
   prevalence (with 95%% confidence interval) in state (%d): %s%d%d.png <br>\
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"v"),cpt,jj1,subdirf2(optionfilefiname,"v"),cpt,jj1);  
        }
        fprintf(fichtm,"\n<br>- Total life expectancy by age and \
   health expectancies in states (1) and (2): %s%d.png<br>\
   <img src=\"%s%d.png\">",subdirf2(optionfilefiname,"e"),jj1,subdirf2(optionfilefiname,"e"),jj1);
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
    fflush(fichtm);
   }
   
   /******************* Gnuplot file **************/
   void printinggnuplot(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
   
     char dirfileres[132],optfileres[132];
     int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
     int ng;
   /*   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) { */
   /*     printf("Problem with file %s",optionfilegnuplot); */
   /*     fprintf(ficlog,"Problem with file %s",optionfilegnuplot); */
   /*   } */
   
     /*#ifdef windows */
     fprintf(ficgp,"cd \"%s\" \n",pathc);
       /*#endif */
     m=pow(2,cptcoveff);
   
     strcpy(dirfileres,optionfilefiname);
     strcpy(optfileres,"vpl");
    /* 1eme*/
     for (cpt=1; cpt<= nlstate ; cpt ++) {
      for (k1=1; k1<= m ; k1 ++) {
        fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"v"),cpt,k1);
        fprintf(ficgp,"\n#set out \"v%s%d%d.png\" \n",optionfilefiname,cpt,k1);
        fprintf(ficgp,"set xlabel \"Age\" \n\
   set ylabel \"Probability\" \n\
   set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,subdirf2(fileres,"vpl"),k1-1,k1-1);
   
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }
        fprintf(ficgp,"\" t\"Stable prevalence\" w l 0,\"%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1);
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        } 
        fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1); 
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }  
        fprintf(ficgp,"\" t\"\" w l 1,\"%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",subdirf2(fileres,"p"),k1-1,k1-1,2+4*(cpt-1));
      }
     }
     /*2 eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       fprintf(ficgp,"\nset out \"%s%d.png\" \n",subdirf2(optionfilefiname,"e"),k1);
       fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
       
       for (i=1; i<= nlstate+1 ; i ++) {
         k=2*i;
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:2 \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
         else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         fprintf(ficgp,"\" t\"\" w l 0,");
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
         else fprintf(ficgp,"\" t\"\" w l 0,");
       }
     }
     
     /*3eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<= nlstate ; cpt ++) {
         k=2+nlstate*(2*cpt-2);
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"exp"),cpt,k1);
         fprintf(ficgp,"set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,subdirf2(fileres,"e"),k1-1,k1-1,k,cpt);
         /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           
         */
         for (i=1; i< nlstate ; i ++) {
           fprintf(ficgp," ,\"%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",subdirf2(fileres,"e"),k1-1,k1-1,k+2*i,cpt,i+1);
           
         } 
       }
     }
     
     /* CV preval stable (period) */
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<=nlstate ; cpt ++) {
         k=3;
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"p"),cpt,k1);
         fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \n\
   set ter png small\nset size 0.65,0.65\n\
   unset log y\n\
   plot [%.f:%.f] \"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,subdirf2(fileres,"pij"),k1,k+cpt+1,k+1);
         
         for (i=1; i< nlstate ; i ++)
           fprintf(ficgp,"+$%d",k+i+1);
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
         
         l=3+(nlstate+ndeath)*cpt;
         fprintf(ficgp,",\"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",subdirf2(fileres,"pij"),k1,l+cpt+1,l+1);
         for (i=1; i< nlstate ; i ++) {
           l=3+(nlstate+ndeath)*cpt;
           fprintf(ficgp,"+$%d",l+i+1);
         }
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
       } 
     }  
     
     /* proba elementaires */
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) {
           for(j=1; j <=ncovmodel; j++){
             fprintf(ficgp,"p%d=%f ",jk,p[jk]);
             jk++; 
             fprintf(ficgp,"\n");
           }
         }
       }
      }
   
      for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
        for(jk=1; jk <=m; jk++) {
          fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"pe"),jk,ng); 
          if (ng==2)
            fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
          else
            fprintf(ficgp,"\nset title \"Probability\"\n");
          fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
          i=1;
          for(k2=1; k2<=nlstate; k2++) {
            k3=i;
            for(k=1; k<=(nlstate+ndeath); k++) {
              if (k != k2){
                if(ng==2)
                  fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
                else
                  fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
                ij=1;
                for(j=3; j <=ncovmodel; j++) {
                  if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                    fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                    ij++;
                  }
                  else
                    fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                }
                fprintf(ficgp,")/(1");
                
                for(k1=1; k1 <=nlstate; k1++){   
                  fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
                  ij=1;
                  for(j=3; j <=ncovmodel; j++){
                    if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                      fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                      ij++;
                    }
                    else
                      fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                  }
                  fprintf(ficgp,")");
                }
                fprintf(ficgp,") t \"p%d%d\" ", k2,k);
                if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
                i=i+ncovmodel;
              }
            } /* end k */
          } /* end k2 */
        } /* end jk */
      } /* end ng */
      fflush(ficgp); 
   }  /* end gnuplot */
   
   
   /*************** Moving average **************/
   int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
   
     int i, cpt, cptcod;
     int modcovmax =1;
     int mobilavrange, mob;
     double age;
   
     modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
                              a covariate has 2 modalities */
     if (cptcovn<1) modcovmax=1; /* At least 1 pass */
   
     if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
       if(mobilav==1) mobilavrange=5; /* default */
       else mobilavrange=mobilav;
       for (age=bage; age<=fage; age++)
         for (i=1; i<=nlstate;i++)
           for (cptcod=1;cptcod<=modcovmax;cptcod++)
             mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
       /* We keep the original values on the extreme ages bage, fage and for 
          fage+1 and bage-1 we use a 3 terms moving average; for fage+2 bage+2
          we use a 5 terms etc. until the borders are no more concerned. 
       */ 
       for (mob=3;mob <=mobilavrange;mob=mob+2){
         for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
           for (i=1; i<=nlstate;i++){
             for (cptcod=1;cptcod<=modcovmax;cptcod++){
               mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
                 for (cpt=1;cpt<=(mob-1)/2;cpt++){
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
                 }
               mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
             }
           }
         }/* end age */
       }/* end mob */
     }else return -1;
     return 0;
   }/* End movingaverage */
   
   
   /************** Forecasting ******************/
   prevforecast(char fileres[], double anproj1, double mproj1, double jproj1, double ageminpar, double agemax, double dateprev1, double dateprev2, int mobilav, double bage, double fage, int firstpass, int lastpass, double anproj2, double p[], int cptcoveff){
     /* proj1, year, month, day of starting projection 
        agemin, agemax range of age
        dateprev1 dateprev2 range of dates during which prevalence is computed
        anproj2 year of en of projection (same day and month as proj1).
     */
     int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
     int *popage;
     double agec; /* generic age */
     double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
     double *popeffectif,*popcount;
     double ***p3mat;
     double ***mobaverage;
     char fileresf[FILENAMELENGTH];
   
     agelim=AGESUP;
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
    
     strcpy(fileresf,"f"); 
     strcat(fileresf,fileres);
     if((ficresf=fopen(fileresf,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", fileresf);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
     }
     printf("Computing forecasting: result on file '%s' \n", fileresf);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     if(estepm < stepm){
       printf ("Problem %d lower than %d\n",estepm, stepm);
     }
     else  hstepm=estepm;   
   
     hstepm=hstepm/stepm; 
     yp1=modf(dateintmean,&yp);/* extracts integral of datemean in yp  and
                                  fractional in yp1 */
     anprojmean=yp;
     yp2=modf((yp1*12),&yp);
     mprojmean=yp;
     yp1=modf((yp2*30.5),&yp);
     jprojmean=yp;
     if(jprojmean==0) jprojmean=1;
     if(mprojmean==0) jprojmean=1;
   
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
     
     fprintf(ficresf,"# Mean day of interviews %.lf/%.lf/%.lf (%.2f) between %.2f and %.2f \n",jprojmean,mprojmean,anprojmean,dateintmean,dateprev1,dateprev2); 
     
     fprintf(ficresf,"#****** Routine prevforecast **\n");
   
   /*            if (h==(int)(YEARM*yearp)){ */
     for(cptcov=1, k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficresf,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficresf," V%d=%d, hpijx=probability over h years, hp.jx is weighted by observed prev ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficresf,"******\n");
         fprintf(ficresf,"# Covariate valuofcovar yearproj age");
         for(j=1; j<=nlstate+ndeath;j++){ 
           for(i=1; i<=nlstate;i++)              
             fprintf(ficresf," p%d%d",i,j);
           fprintf(ficresf," p.%d",j);
         }
         for (yearp=0; yearp<=(anproj2-anproj1);yearp +=stepsize) { 
           fprintf(ficresf,"\n");
           fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+yearp);   
   
           for (agec=fage; agec>=(ageminpar-1); agec--){ 
             nhstepm=(int) rint((agelim-agec)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agec,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h*hstepm/YEARM*stepm ==yearp) {
                 fprintf(ficresf,"\n");
                 for(j=1;j<=cptcoveff;j++) 
                   fprintf(ficresf,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
                 fprintf(ficresf,"%.f %.f ",anproj1+yearp,agec+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 ppij=0.;
                 for(i=1; i<=nlstate;i++) {
                   if (mobilav==1) 
                     ppij=ppij+p3mat[i][j][h]*mobaverage[(int)agec][i][cptcod];
                   else {
                     ppij=ppij+p3mat[i][j][h]*probs[(int)(agec)][i][cptcod];
                   }
                   if (h*hstepm/YEARM*stepm== yearp) {
                     fprintf(ficresf," %.3f", p3mat[i][j][h]);
                   }
                 } /* end i */
                 if (h*hstepm/YEARM*stepm==yearp) {
                   fprintf(ficresf," %.3f", ppij);
                 }
               }/* end j */
             } /* end h */
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           } /* end agec */
         } /* end yearp */
       } /* end cptcod */
     } /* end  cptcov */
          
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     fclose(ficresf);
   }
   
   /************** Forecasting *****not tested NB*************/
   populforecast(char fileres[], double anpyram,double mpyram,double jpyram,double ageminpar, double agemax,double dateprev1, double dateprev2, int mobilav, double agedeb, double fage, int popforecast, char popfile[], double anpyram1,double p[], int i2){
     
     int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
     int *popage;
     double calagedatem, agelim, kk1, kk2;
     double *popeffectif,*popcount;
     double ***p3mat,***tabpop,***tabpopprev;
     double ***mobaverage;
     char filerespop[FILENAMELENGTH];
   
     tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     agelim=AGESUP;
     calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
     
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     
     
     strcpy(filerespop,"pop"); 
     strcat(filerespop,fileres);
     if((ficrespop=fopen(filerespop,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", filerespop);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
     }
     printf("Computing forecasting: result on file '%s' \n", filerespop);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     
     agelim=AGESUP;
     
     hstepm=1;
     hstepm=hstepm/stepm; 
     
     if (popforecast==1) {
       if((ficpop=fopen(popfile,"r"))==NULL) {
         printf("Problem with population file : %s\n",popfile);exit(0);
         fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
       } 
       popage=ivector(0,AGESUP);
       popeffectif=vector(0,AGESUP);
       popcount=vector(0,AGESUP);
       
       i=1;   
       while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
      
       imx=i;
       for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
     }
   
     for(cptcov=1,k=0;cptcov<=i2;cptcov++){
      for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficrespop,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespop,"******\n");
         fprintf(ficrespop,"# Age");
         for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
         if (popforecast==1)  fprintf(ficrespop," [Population]");
         
         for (cpt=0; cpt<=0;cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   if (mobilav==1) 
                     kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
                   else {
                     kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
                   }
                 }
                 if (h==(int)(calagedatem+12*cpt)){
                   tabpop[(int)(agedeb)][j][cptcod]=kk1;
                     /*fprintf(ficrespop," %.3f", kk1);
                       if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
                 }
               }
               for(i=1; i<=nlstate;i++){
                 kk1=0.;
                   for(j=1; j<=nlstate;j++){
                     kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
                   }
                     tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
               }
   
               if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
                 fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
    
     /******/
   
         for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];    
                 }
                 if (h==(int)(calagedatem+12*cpt)) fprintf(ficresf," %15.2f", kk1);        
               }
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
      } 
     }
    
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     if (popforecast==1) {
       free_ivector(popage,0,AGESUP);
       free_vector(popeffectif,0,AGESUP);
       free_vector(popcount,0,AGESUP);
     }
     free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficrespop);
   } /* End of popforecast */
   
   int fileappend(FILE *fichier, char *optionfich)
   {
     if((fichier=fopen(optionfich,"a"))==NULL) {
       printf("Problem with file: %s\n", optionfich);
       fprintf(ficlog,"Problem with file: %s\n", optionfich);
       return (0);
     }
     fflush(fichier);
     return (1);
   }
   
   
   /**************** function prwizard **********************/
   void prwizard(int ncovmodel, int nlstate, int ndeath,  char model[], FILE *ficparo)
   {
   
     /* Wizard to print covariance matrix template */
   
     char ca[32], cb[32], cc[32];
     int i,j, k, l, li, lj, lk, ll, jj, npar, itimes;
     int numlinepar;
   
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficparo,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         /*ca[0]= k+'a'-1;ca[1]='\0';*/
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           /*        printf(" %lf",param[i][j][k]); */
           /*        fprintf(ficparo," %lf",param[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficparo,"# Scales (for hessian or gradient estimation)\n");
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/ 
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         fprintf(ficparo,"%1d%1d",i,j);
         printf("%1d%1d",i,j);
         fflush(stdout);
         for(k=1; k<=ncovmodel;k++){
           /*      printf(" %le",delti3[i][j][k]); */
           /*      fprintf(ficparo," %le",delti3[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         numlinepar++;
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Covariance matrix\n");
   /* # 121 Var(a12)\n\ */
   /* # 122 Cov(b12,a12) Var(b12)\n\ */
   /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
   /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
   /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
   /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
   /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
   /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
     fflush(stdout);
     fprintf(ficparo,"# Covariance matrix\n");
     /* # 121 Var(a12)\n\ */
     /* # 122 Cov(b12,a12) Var(b12)\n\ */
     /* #   ...\n\ */
     /* # 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n" */
     
     for(itimes=1;itimes<=2;itimes++){
       jj=0;
       for(i=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath; j++){
           if(j==i) continue;
           for(k=1; k<=ncovmodel;k++){
             jj++;
             ca[0]= k+'a'-1;ca[1]='\0';
             if(itimes==1){
               printf("#%1d%1d%d",i,j,k);
               fprintf(ficparo,"#%1d%1d%d",i,j,k);
             }else{
               printf("%1d%1d%d",i,j,k);
               fprintf(ficparo,"%1d%1d%d",i,j,k);
               /*  printf(" %.5le",matcov[i][j]); */
             }
             ll=0;
             for(li=1;li <=nlstate; li++){
               for(lj=1;lj <=nlstate+ndeath; lj++){
                 if(lj==li) continue;
                 for(lk=1;lk<=ncovmodel;lk++){
                   ll++;
                   if(ll<=jj){
                     cb[0]= lk +'a'-1;cb[1]='\0';
                     if(ll<jj){
                       if(itimes==1){
                         printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         fprintf(ficparo," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }else{
                       if(itimes==1){
                         printf(" Var(%s%1d%1d)",ca,i,j);
                         fprintf(ficparo," Var(%s%1d%1d)",ca,i,j);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }
                   }
                 } /* end lk */
               } /* end lj */
             } /* end li */
             printf("\n");
             fprintf(ficparo,"\n");
             numlinepar++;
           } /* end k*/
         } /*end j */
       } /* end i */
     } /* end itimes */
   
   } /* end of prwizard */
   /******************* Gompertz Likelihood ******************************/
   double gompertz(double x[])
   { 
     double A,B,L=0.0,sump=0.,num=0.;
     int i,n=0; /* n is the size of the sample */
     for (i=0;i<=imx-1 ; i++) {
       sump=sump+weight[i];
       sump=sump+1;
       num=num+1;
     }
    
    
     /* for (i=1; i<=imx; i++) 
        if (wav[i]>0) printf("i=%d ageex=%lf agecens=%lf agedc=%lf cens=%d %d\n" ,i,ageexmed[i],agecens[i],agedc[i],cens[i],wav[i]);*/
   
     for (i=0;i<=imx-1 ; i++)
       {
         if (cens[i]==1 & wav[i]>1)
           A=-x[1]/(x[2])*
             (exp(x[2]/YEARM*(agecens[i]*12-agegomp*12))-exp(x[2]/YEARM*(ageexmed[i]*12-agegomp*12)));
         
         if (cens[i]==0 & wav[i]>1)
           A=-x[1]/(x[2])*
                (exp(x[2]/YEARM*(agedc[i]*12-agegomp*12))-exp(x[2]/YEARM*(ageexmed[i]*12-agegomp*12)))
             +log(x[1]/YEARM)+x[2]/YEARM*(agedc[i]*12-agegomp*12)+log(YEARM);      
         
         if (wav[i]>1 & agecens[i]>15) {
           L=L+A*weight[i];
           /*      printf("\ni=%d A=%f L=%lf x[1]=%lf x[2]=%lf ageex=%lf agecens=%lf cens=%d agedc=%lf weight=%lf\n",i,A,L,x[1],x[2],ageexmed[i]*12,agecens[i]*12,cens[i],agedc[i]*12,weight[i]);*/
         }
       }
   
    /*printf("x1=%2.9f x2=%2.9f x3=%2.9f L=%f\n",x[1],x[2],x[3],L);*/
    
     return -2*L*num/sump;
   }
   
   /******************* Printing html file ***********/
   void printinghtmlmort(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
                     int imx,  double p[],double **matcov){
     int i;
   
     fprintf(fichtm,"<ul><li><h4>Result files </h4>\n Force of mortality. Parameters of the Gompertz fit (with confidence interval in brackets):<br>");
     fprintf(fichtm,"  mu(age) =%lf*exp(%lf*(age-%d)) per year<br><br>",p[1],p[2],agegomp);
     for (i=1;i<=2;i++) 
       fprintf(fichtm," p[%d] = %lf [%f ; %f]<br>\n",i,p[i],p[i]-2*sqrt(matcov[i][i]),p[i]+2*sqrt(matcov[i][i]));
     fprintf(fichtm,"<br><br><img src=\"graphmort.png\">");
     fprintf(fichtm,"</ul>");
     fflush(fichtm);
   }
   
   /******************* Gnuplot file **************/
   void printinggnuplotmort(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
   
     char dirfileres[132],optfileres[132];
     int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
     int ng;
   
   
     /*#ifdef windows */
     fprintf(ficgp,"cd \"%s\" \n",pathc);
       /*#endif */
   
   
     strcpy(dirfileres,optionfilefiname);
     strcpy(optfileres,"vpl");
     fprintf(ficgp,"set out \"graphmort.png\"\n "); 
     fprintf(ficgp,"set xlabel \"Age\"\n set ylabel \"Force of mortality (per year)\" \n "); 
     fprintf(ficgp, "set ter png small\n set log y\n"); 
     fprintf(ficgp, "set size 0.65,0.65\n");
     fprintf(ficgp,"plot [%d:100] %lf*exp(%lf*(x-%d))",agegomp,p[1],p[2],agegomp);
   
   } 
   
   
   
   
   /***********************************************/
   /**************** Main Program *****************/
   /***********************************************/
   
   int main(int argc, char *argv[])
   {
     int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
     int i,j, k, n=MAXN,iter,m,size=100,cptcode, cptcod;
     int jj, ll, li, lj, lk, imk;
     int numlinepar=0; /* Current linenumber of parameter file */
     int itimes;
     int NDIM=2;
   
     char ca[32], cb[32], cc[32];
     /*  FILE *fichtm; *//* Html File */
     /* FILE *ficgp;*/ /*Gnuplot File */
     double agedeb, agefin,hf;
     double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
   
     double fret;
     double **xi,tmp,delta;
   
     double dum; /* Dummy variable */
     double ***p3mat;
     double ***mobaverage;
     int *indx;
     char line[MAXLINE], linepar[MAXLINE];
     char path[MAXLINE],pathc[MAXLINE],pathcd[MAXLINE],pathtot[MAXLINE],model[MAXLINE];
     char pathr[MAXLINE]; 
     int firstobs=1, lastobs=10;
     int sdeb, sfin; /* Status at beginning and end */
     int c,  h , cpt,l;
     int ju,jl, mi;
     int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
     int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,*tab; 
     int mobilavproj=0 , prevfcast=0 ; /* moving average of prev, If prevfcast=1 prevalence projection */
     int mobilav=0,popforecast=0;
     int hstepm, nhstepm;
     double jprev1=1, mprev1=1,anprev1=2000,jprev2=1, mprev2=1,anprev2=2000;
     double jpyram=1, mpyram=1,anpyram=2000,jpyram1=1, mpyram1=1,anpyram1=2000;
   
     double bage, fage, age, agelim, agebase;
     double ftolpl=FTOL;
     double **prlim;
     double *severity;
     double ***param; /* Matrix of parameters */
     double  *p;
     double **matcov; /* Matrix of covariance */
     double ***delti3; /* Scale */
     double *delti; /* Scale */
     double ***eij, ***vareij;
     double **varpl; /* Variances of prevalence limits by age */
     double *epj, vepp;
     double kk1, kk2;
     double dateprev1, dateprev2,jproj1=1,mproj1=1,anproj1=2000,jproj2=1,mproj2=1,anproj2=2000;
     double **ximort;
     char *alph[]={"a","a","b","c","d","e"}, str[4];
     int *dcwave;
   
     char z[1]="c", occ;
   
     char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
     char strstart[80], *strt, strtend[80];
     char *stratrunc;
     int lstra;
   
     long total_usecs;
    
   /*   setlocale (LC_ALL, ""); */
   /*   bindtextdomain (PACKAGE, LOCALEDIR); */
   /*   textdomain (PACKAGE); */
   /*   setlocale (LC_CTYPE, ""); */
   /*   setlocale (LC_MESSAGES, ""); */
   
     /*   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
     (void) gettimeofday(&start_time,&tzp);
     curr_time=start_time;
     tm = *localtime(&start_time.tv_sec);
     tmg = *gmtime(&start_time.tv_sec);
     strcpy(strstart,asctime(&tm));
   
   /*  printf("Localtime (at start)=%s",strstart); */
   /*  tp.tv_sec = tp.tv_sec +86400; */
   /*  tm = *localtime(&start_time.tv_sec); */
   /*   tmg.tm_year=tmg.tm_year +dsign*dyear; */
   /*   tmg.tm_mon=tmg.tm_mon +dsign*dmonth; */
   /*   tmg.tm_hour=tmg.tm_hour + 1; */
   /*   tp.tv_sec = mktime(&tmg); */
   /*   strt=asctime(&tmg); */
   /*   printf("Time(after) =%s",strstart);  */
   /*  (void) time (&time_value);
   *  printf("time=%d,t-=%d\n",time_value,time_value-86400);
   *  tm = *localtime(&time_value);
   *  strstart=asctime(&tm);
   *  printf("tim_value=%d,asctime=%s\n",time_value,strstart); 
   */
   
     nberr=0; /* Number of errors and warnings */
     nbwarn=0;
     getcwd(pathcd, size);
   
     printf("\n%s\n%s",version,fullversion);
     if(argc <=1){
       printf("\nEnter the parameter file name: ");
       scanf("%s",pathtot);
     }
     else{
       strcpy(pathtot,argv[1]);
     }
     /*if(getcwd(pathcd, MAXLINE)!= NULL)printf ("Error pathcd\n");*/
     /*cygwin_split_path(pathtot,path,optionfile);
       printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
     /* cutv(path,optionfile,pathtot,'\\');*/
   
     split(pathtot,path,optionfile,optionfilext,optionfilefiname);
     printf("pathtot=%s,\npath=%s,\noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     chdir(path);
     strcpy(command,"mkdir ");
     strcat(command,optionfilefiname);
     if((outcmd=system(command)) != 0){
       printf("Problem creating directory or it already exists %s%s, err=%d\n",path,optionfilefiname,outcmd);
       /* fprintf(ficlog,"Problem creating directory %s%s\n",path,optionfilefiname); */
       /* fclose(ficlog); */
   /*     exit(1); */
     }
   /*   if((imk=mkdir(optionfilefiname))<0){ */
   /*     perror("mkdir"); */
   /*   } */
   
     /*-------- arguments in the command line --------*/
   
     /* Log file */
     strcat(filelog, optionfilefiname);
     strcat(filelog,".log");    /* */
     if((ficlog=fopen(filelog,"w"))==NULL)    {
       printf("Problem with logfile %s\n",filelog);
       goto end;
     }
     fprintf(ficlog,"Log filename:%s\n",filelog);
     fprintf(ficlog,"\n%s\n%s",version,fullversion);
     fprintf(ficlog,"\nEnter the parameter file name: ");
     fprintf(ficlog,"pathtot=%s\n\
    path=%s \n\
    optionfile=%s\n\
    optionfilext=%s\n\
    optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
   
     printf("Local time (at start):%s",strstart);
     fprintf(ficlog,"Local time (at start): %s",strstart);
     fflush(ficlog);
   /*   (void) gettimeofday(&curr_time,&tzp); */
   /*   printf("Elapsed time %d\n", asc_diff_time(curr_time.tv_sec-start_time.tv_sec,tmpout)); */
   
     /* */
     strcpy(fileres,"r");
     strcat(fileres, optionfilefiname);
     strcat(fileres,".txt");    /* Other files have txt extension */
   
     /*---------arguments file --------*/
   
     if((ficpar=fopen(optionfile,"r"))==NULL)    {
       printf("Problem with optionfile %s\n",optionfile);
       fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
       fflush(ficlog);
       goto end;
     }
   
   
   
     strcpy(filereso,"o");
     strcat(filereso,fileres);
     if((ficparo=fopen(filereso,"w"))==NULL) { /* opened on subdirectory */
       printf("Problem with Output resultfile: %s\n", filereso);
       fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
       fflush(ficlog);
       goto end;
     }
   
     /* Reads comments: lines beginning with '#' */
     numlinepar=0;
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
     numlinepar++;
     printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model);
     fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fprintf(ficlog,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fflush(ficlog);
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
      
     covar=matrix(0,NCOVMAX,1,n); 
     cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
     if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
   
     ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
     nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
   
     delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     delti=delti3[1][1];
     /*delti=vector(1,npar); *//* Scale of each paramater (output from hesscov)*/
     if(mle==-1){ /* Print a wizard for help writing covariance matrix */
       prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
       printf(" You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       fprintf(ficlog," You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
       fclose (ficparo);
       fclose (ficlog);
       exit(0);
     }
     else if(mle==-3) {
       prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
       printf(" You choose mle=-3, look at file %s for a template of covariance matrix \n",filereso);
       fprintf(ficlog," You choose mle=-3, look at file %s for a template of covariance matrix \n",filereso);
       param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
       matcov=matrix(1,npar,1,npar);
     }
     else{
       /* Read guess parameters */
       /* Reads comments: lines beginning with '#' */
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         numlinepar++;
         puts(line);
         fputs(line,ficparo);
         fputs(line,ficlog);
       }
       ungetc(c,ficpar);
       
       param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
       for(i=1; i <=nlstate; i++){
         j=0;
         for(jj=1; jj <=nlstate+ndeath; jj++){
           if(jj==i) continue;
           j++;
           fscanf(ficpar,"%1d%1d",&i1,&j1);
           if ((i1 != i) && (j1 != j)){
             printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
             exit(1);
           }
           fprintf(ficparo,"%1d%1d",i1,j1);
           if(mle==1)
             printf("%1d%1d",i,j);
           fprintf(ficlog,"%1d%1d",i,j);
           for(k=1; k<=ncovmodel;k++){
             fscanf(ficpar," %lf",&param[i][j][k]);
             if(mle==1){
               printf(" %lf",param[i][j][k]);
               fprintf(ficlog," %lf",param[i][j][k]);
             }
             else
               fprintf(ficlog," %lf",param[i][j][k]);
             fprintf(ficparo," %lf",param[i][j][k]);
           }
           fscanf(ficpar,"\n");
           numlinepar++;
           if(mle==1)
             printf("\n");
           fprintf(ficlog,"\n");
           fprintf(ficparo,"\n");
         }
       }  
       fflush(ficlog);
   
   
       p=param[1][1];
       
       /* Reads comments: lines beginning with '#' */
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         numlinepar++;
         puts(line);
         fputs(line,ficparo);
         fputs(line,ficlog);
       }
       ungetc(c,ficpar);
   
       for(i=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath-1; j++){
           fscanf(ficpar,"%1d%1d",&i1,&j1);
           if ((i1-i)*(j1-j)!=0){
             printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
             exit(1);
           }
           printf("%1d%1d",i,j);
           fprintf(ficparo,"%1d%1d",i1,j1);
           fprintf(ficlog,"%1d%1d",i1,j1);
           for(k=1; k<=ncovmodel;k++){
             fscanf(ficpar,"%le",&delti3[i][j][k]);
             printf(" %le",delti3[i][j][k]);
             fprintf(ficparo," %le",delti3[i][j][k]);
             fprintf(ficlog," %le",delti3[i][j][k]);
           }
           fscanf(ficpar,"\n");
           numlinepar++;
           printf("\n");
           fprintf(ficparo,"\n");
           fprintf(ficlog,"\n");
         }
       }
       fflush(ficlog);
   
       delti=delti3[1][1];
   
   
       /* free_ma3x(delti3,1,nlstate,1,nlstate+ndeath-1,1,ncovmodel); */ /* Hasn't to to freed here otherwise delti is no more allocated */
     
       /* Reads comments: lines beginning with '#' */
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         numlinepar++;
         puts(line);
         fputs(line,ficparo);
         fputs(line,ficlog);
       }
       ungetc(c,ficpar);
     
       matcov=matrix(1,npar,1,npar);
       for(i=1; i <=npar; i++){
         fscanf(ficpar,"%s",&str);
         if(mle==1)
           printf("%s",str);
         fprintf(ficlog,"%s",str);
         fprintf(ficparo,"%s",str);
         for(j=1; j <=i; j++){
           fscanf(ficpar," %le",&matcov[i][j]);
           if(mle==1){
             printf(" %.5le",matcov[i][j]);
           }
           fprintf(ficlog," %.5le",matcov[i][j]);
           fprintf(ficparo," %.5le",matcov[i][j]);
         }
         fscanf(ficpar,"\n");
         numlinepar++;
         if(mle==1)
           printf("\n");
         fprintf(ficlog,"\n");
         fprintf(ficparo,"\n");
       }
       for(i=1; i <=npar; i++)
         for(j=i+1;j<=npar;j++)
           matcov[i][j]=matcov[j][i];
       
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       
       fflush(ficlog);
       
       /*-------- Rewriting parameter file ----------*/
       strcpy(rfileres,"r");    /* "Rparameterfile */
       strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
       strcat(rfileres,".");    /* */
       strcat(rfileres,optionfilext);    /* Other files have txt extension */
       if((ficres =fopen(rfileres,"w"))==NULL) {
         printf("Problem writing new parameter file: %s\n", fileres);goto end;
         fprintf(ficlog,"Problem writing new parameter file: %s\n", fileres);goto end;
       }
       fprintf(ficres,"#%s\n",version);
     }    /* End of mle != -3 */
   
     /*-------- data file ----------*/
     if((fic=fopen(datafile,"r"))==NULL)    {
       printf("Problem with datafile: %s\n", datafile);goto end;
       fprintf(ficlog,"Problem with datafile: %s\n", datafile);goto end;
     }
   
     n= lastobs;
     severity = vector(1,maxwav);
     outcome=imatrix(1,maxwav+1,1,n);
     num=lvector(1,n);
     moisnais=vector(1,n);
     annais=vector(1,n);
     moisdc=vector(1,n);
     andc=vector(1,n);
     agedc=vector(1,n);
     cod=ivector(1,n);
     weight=vector(1,n);
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
     mint=matrix(1,maxwav,1,n);
     anint=matrix(1,maxwav,1,n);
     s=imatrix(1,maxwav+1,1,n);
     tab=ivector(1,NCOVMAX);
     ncodemax=ivector(1,8);
   
     i=1;
     while (fgets(line, MAXLINE, fic) != NULL)    {
       if ((i >= firstobs) && (i <=lastobs)) {
           
         for (j=maxwav;j>=1;j--){
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb); 
           strcpy(line,stra);
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         }
           
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
         for (j=ncovcol;j>=1;j--){
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         } 
         lstra=strlen(stra);
         if(lstra > 9){ /* More than 2**32 or max of what printf can write with %ld */
           stratrunc = &(stra[lstra-9]);
           num[i]=atol(stratrunc);
         }
         else
           num[i]=atol(stra);
           
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
           printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/
   
         i=i+1;
       }
     }
     /* printf("ii=%d", ij);
        scanf("%d",i);*/
     imx=i-1; /* Number of individuals */
   
     /* for (i=1; i<=imx; i++){
       if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
       if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
       if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
       }*/
      /*  for (i=1; i<=imx; i++){
        if (s[4][i]==9)  s[4][i]=-1; 
        printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));}*/
     
    for (i=1; i<=imx; i++)
    
      /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
        else weight[i]=1;*/
   
     /* Calculation of the number of parameter from char model*/
     Tvar=ivector(1,15); /* stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
     Tprod=ivector(1,15); 
     Tvaraff=ivector(1,15); 
     Tvard=imatrix(1,15,1,2);
     Tage=ivector(1,15);      
      
     if (strlen(model) >1){ /* If there is at least 1 covariate */
       j=0, j1=0, k1=1, k2=1;
       j=nbocc(model,'+'); /* j=Number of '+' */
       j1=nbocc(model,'*'); /* j1=Number of '*' */
       cptcovn=j+1; 
       cptcovprod=j1; /*Number of products */
       
       strcpy(modelsav,model); 
       if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
         printf("Error. Non available option model=%s ",model);
         fprintf(ficlog,"Error. Non available option model=%s ",model);
         goto end;
       }
       
       /* This loop fills the array Tvar from the string 'model'.*/
   
       for(i=(j+1); i>=1;i--){
         cutv(stra,strb,modelsav,'+'); /* keeps in strb after the last + */ 
         if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
         /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
         /*scanf("%d",i);*/
         if (strchr(strb,'*')) {  /* Model includes a product */
           cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn (if not *age)*/
           if (strcmp(strc,"age")==0) { /* Vn*age */
             cptcovprod--;
             cutv(strb,stre,strd,'V');
             Tvar[i]=atoi(stre); /* computes n in Vn and stores in Tvar*/
             cptcovage++;
               Tage[cptcovage]=i;
               /*printf("stre=%s ", stre);*/
           }
           else if (strcmp(strd,"age")==0) { /* or age*Vn */
             cptcovprod--;
             cutv(strb,stre,strc,'V');
             Tvar[i]=atoi(stre);
             cptcovage++;
             Tage[cptcovage]=i;
           }
           else {  /* Age is not in the model */
             cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n*/
             Tvar[i]=ncovcol+k1;
             cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
             Tprod[k1]=i;
             Tvard[k1][1]=atoi(strc); /* m*/
             Tvard[k1][2]=atoi(stre); /* n */
             Tvar[cptcovn+k2]=Tvard[k1][1];
             Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
             for (k=1; k<=lastobs;k++) 
               covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
             k1++;
             k2=k2+2;
           }
         }
         else { /* no more sum */
           /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
          /*  scanf("%d",i);*/
         cutv(strd,strc,strb,'V');
         Tvar[i]=atoi(strc);
         }
         strcpy(modelsav,stra);  
         /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
           scanf("%d",i);*/
       } /* end of loop + */
     } /* end model */
     
     /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
       If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
   
     /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
     printf("cptcovprod=%d ", cptcovprod);
     fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
   
     scanf("%d ",i);
     fclose(fic);*/
   
       /*  if(mle==1){*/
     if (weightopt != 1) { /* Maximisation without weights*/
       for(i=1;i<=n;i++) weight[i]=1.0;
     }
       /*-calculation of age at interview from date of interview and age at death -*/
     agev=matrix(1,maxwav,1,imx);
   
     for (i=1; i<=imx; i++) {
       for(m=2; (m<= maxwav); m++) {
         if (((int)mint[m][i]== 99) && (s[m][i] <= nlstate)){
           anint[m][i]=9999;
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]==9999 && s[m][i]>nlstate){
           nberr++;
           printf("Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           fprintf(ficlog,"Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
           nberr++;
           printf("Error! Month of death of individual %ld on line %d was unknown %2d, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,(int)moisdc[i]); 
           fprintf(ficlog,"Error! Month of death of individual %ld on line %d was unknown %f, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,moisdc[i]); 
           s[m][i]=-1; /* We prefer to skip it (and to skip it in version 0.8a1 too */
         }
       }
     }
   
     for (i=1; i<=imx; i++)  {
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
       for(m=firstpass; (m<= lastpass); m++){
         if(s[m][i] >0){
           if (s[m][i] >= nlstate+1) {
             if(agedc[i]>0)
               if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
                 agev[m][i]=agedc[i];
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
               else {
                 if ((int)andc[i]!=9999){
                   nbwarn++;
                   printf("Warning negative age at death: %ld line:%d\n",num[i],i);
                   fprintf(ficlog,"Warning negative age at death: %ld line:%d\n",num[i],i);
                   agev[m][i]=-1;
                 }
               }
           }
           else if(s[m][i] !=9){ /* Standard case, age in fractional
                                    years but with the precision of a
                                    month */
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
             if((int)mint[m][i]==99 || (int)anint[m][i]==9999)
               agev[m][i]=1;
             else if(agev[m][i] <agemin){ 
               agemin=agev[m][i];
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
             }
             else if(agev[m][i] >agemax){
               agemax=agev[m][i];
               /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
             }
             /*agev[m][i]=anint[m][i]-annais[i];*/
             /*     agev[m][i] = age[i]+2*m;*/
           }
           else { /* =9 */
             agev[m][i]=1;
             s[m][i]=-1;
           }
         }
         else /*= 0 Unknown */
           agev[m][i]=1;
       }
       
     }
     for (i=1; i<=imx; i++)  {
       for(m=firstpass; (m<=lastpass); m++){
         if (s[m][i] > (nlstate+ndeath)) {
           nberr++;
           printf("Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           fprintf(ficlog,"Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           goto end;
         }
       }
     }
   
     /*for (i=1; i<=imx; i++){
     for (m=firstpass; (m<lastpass); m++){
        printf("%ld %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
   }
   
   }*/
   
   
     printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
     fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
   
     agegomp=(int)agemin;
     free_vector(severity,1,maxwav);
     free_imatrix(outcome,1,maxwav+1,1,n);
     free_vector(moisnais,1,n);
     free_vector(annais,1,n);
     /* free_matrix(mint,1,maxwav,1,n);
        free_matrix(anint,1,maxwav,1,n);*/
     free_vector(moisdc,1,n);
     free_vector(andc,1,n);
   
      
     wav=ivector(1,imx);
     dh=imatrix(1,lastpass-firstpass+1,1,imx);
     bh=imatrix(1,lastpass-firstpass+1,1,imx);
     mw=imatrix(1,lastpass-firstpass+1,1,imx);
      
     /* Concatenates waves */
     concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
   
     /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
   
     Tcode=ivector(1,100);
     nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
     ncodemax[1]=1;
     if (cptcovn > 0) tricode(Tvar,nbcode,imx);
         
     codtab=imatrix(1,100,1,10); /* Cross tabulation to get the order of 
                                    the estimations*/
     h=0;
     m=pow(2,cptcoveff);
    
     for(k=1;k<=cptcoveff; k++){
       for(i=1; i <=(m/pow(2,k));i++){
         for(j=1; j <= ncodemax[k]; j++){
           for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
             h++;
             if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;
             /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/
           } 
         }
       }
     } 
     /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
        codtab[1][2]=1;codtab[2][2]=2; */
     /* for(i=1; i <=m ;i++){ 
        for(k=1; k <=cptcovn; k++){
        printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
        }
        printf("\n");
        }
        scanf("%d",i);*/
       
     /*------------ gnuplot -------------*/
     strcpy(optionfilegnuplot,optionfilefiname);
     if(mle==-3)
       strcat(optionfilegnuplot,"-mort");
     strcat(optionfilegnuplot,".gp");
   
     if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
       printf("Problem with file %s",optionfilegnuplot);
     }
     else{
       fprintf(ficgp,"\n# %s\n", version); 
       fprintf(ficgp,"# %s\n", optionfilegnuplot); 
       fprintf(ficgp,"set missing 'NaNq'\n");
     }
     /*  fclose(ficgp);*/
     /*--------- index.htm --------*/
   
     strcpy(optionfilehtm,optionfilefiname); /* Main html file */
     if(mle==-3)
       strcat(optionfilehtm,"-mort");
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
     }
   
     strcpy(optionfilehtmcov,optionfilefiname); /* Only for matrix of covariance */
     strcat(optionfilehtmcov,"-cov.htm");
     if((fichtmcov=fopen(optionfilehtmcov,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtmcov), exit(0);
     }
     else{
     fprintf(fichtmcov,"<body>\n<title>IMaCh Cov %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model);
     }
   
     fprintf(fichtm,"<body>\n<title>IMaCh %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n\
   \n\
   <hr  size=\"2\" color=\"#EC5E5E\">\
    <ul><li><h4>Parameter files</h4>\n\
    - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n\
    - Log file of the run: <a href=\"%s\">%s</a><br>\n\
    - Gnuplot file name: <a href=\"%s\">%s</a><br>\n\
    - Date and time at start: %s</ul>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model,\
             fileres,fileres,\
             filelog,filelog,optionfilegnuplot,optionfilegnuplot,strstart);
     fflush(fichtm);
   
     strcpy(pathr,path);
     strcat(pathr,optionfilefiname);
     chdir(optionfilefiname); /* Move to directory named optionfile */
     
     /* Calculates basic frequencies. Computes observed prevalence at single age
        and prints on file fileres'p'. */
     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);
   
     fprintf(fichtm,"\n");
     fprintf(fichtm,"<br>Total number of observations=%d <br>\n\
   Youngest age at first (selected) pass %.2f, oldest age %.2f<br>\n\
   Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n",\
             imx,agemin,agemax,jmin,jmax,jmean);
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
       
      
     /* For Powell, parameters are in a vector p[] starting at p[1]
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */
   
     globpr=0; /* To get the number ipmx of contributions and the sum of weights*/
     if (mle==-3){
       ximort=matrix(1,NDIM,1,NDIM);
       cens=ivector(1,n);
       ageexmed=vector(1,n);
       agecens=vector(1,n);
       dcwave=ivector(1,n);
    
       for (i=1; i<=imx; i++){
         dcwave[i]=-1;
         for (j=1; j<=lastpass; j++)
           if (s[j][i]>nlstate) {
             dcwave[i]=j;
             /*    printf("i=%d j=%d s=%d dcwave=%d\n",i,j, s[j][i],dcwave[i]);*/
             break;
           }
       }
   
       for (i=1; i<=imx; i++) {
         if (wav[i]>0){
           ageexmed[i]=agev[mw[1][i]][i];
           j=wav[i];agecens[i]=1.; 
           if (ageexmed[i]>1 & wav[i]>0) agecens[i]=agev[mw[j][i]][i];
           cens[i]=1;
           
           if (ageexmed[i]<1) cens[i]=-1;
           if (agedc[i]< AGESUP & agedc[i]>1 & dcwave[i]>firstpass & dcwave[i]<=lastpass) cens[i]=0 ;
         }
         else cens[i]=-1;
       }
       
       for (i=1;i<=NDIM;i++) {
         for (j=1;j<=NDIM;j++)
           ximort[i][j]=(i == j ? 1.0 : 0.0);
       }
   
       p[1]=0.1; p[2]=0.1;
       /*printf("%lf %lf", p[1], p[2]);*/
       
       
     printf("Powell\n");  fprintf(ficlog,"Powell\n");
     strcpy(filerespow,"pow-mort"); 
     strcat(filerespow,fileres);
     if((ficrespow=fopen(filerespow,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", filerespow);
       fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
     }
     fprintf(ficrespow,"# Powell\n# iter -2*LL");
     /*  for (i=1;i<=nlstate;i++)
       for(j=1;j<=nlstate+ndeath;j++)
         if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
     */
     fprintf(ficrespow,"\n");
   
       powell(p,ximort,NDIM,ftol,&iter,&fret,gompertz);
       fclose(ficrespow);
       
       hesscov(matcov, p, NDIM,delti, 1e-4, gompertz); 
   
       for(i=1; i <=NDIM; i++)
         for(j=i+1;j<=NDIM;j++)
           matcov[i][j]=matcov[j][i];
       
       printf("\nCovariance matrix\n ");
       for(i=1; i <=NDIM; i++) {
         for(j=1;j<=NDIM;j++){ 
           printf("%f ",matcov[i][j]);
         }
         printf("\n ");
       }
       
       printf("iter=%d MLE=%f Eq=%lf*exp(%lf*(age-%d))\n",iter,-gompertz(p),p[1],p[2],agegomp);
       for (i=1;i<=NDIM;i++) 
         printf("%f [%f ; %f]\n",p[i],p[i]-2*sqrt(matcov[i][i]),p[i]+2*sqrt(matcov[i][i]));
       replace_back_to_slash(pathc,path); /* Even gnuplot wants a / */
       printinggnuplotmort(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
       
       printinghtmlmort(fileres,title,datafile, firstpass, lastpass, \
                        stepm, weightopt,\
                        model,imx,p,matcov);
     } /* Endof if mle==-3 */
   
     else{ /* For mle >=1 */
     
       likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
       printf("First Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
       for (k=1; k<=npar;k++)
         printf(" %d %8.5f",k,p[k]);
       printf("\n");
       globpr=1; /* to print the contributions */
       likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
       printf("Second Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
       for (k=1; k<=npar;k++)
         printf(" %d %8.5f",k,p[k]);
       printf("\n");
       if(mle>=1){ /* Could be 1 or 2 */
         mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
       }
       
       /*--------- results files --------------*/
       fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle= 0 weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate, ndeath, maxwav, weightopt,model);
       
       
       fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
       printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
       fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
       for(i=1,jk=1; i <=nlstate; i++){
         for(k=1; k <=(nlstate+ndeath); k++){
           if (k != i) {
             printf("%d%d ",i,k);
             fprintf(ficlog,"%d%d ",i,k);
             fprintf(ficres,"%1d%1d ",i,k);
             for(j=1; j <=ncovmodel; j++){
               printf("%f ",p[jk]);
               fprintf(ficlog,"%f ",p[jk]);
               fprintf(ficres,"%f ",p[jk]);
               jk++; 
             }
             printf("\n");
             fprintf(ficlog,"\n");
             fprintf(ficres,"\n");
           }
         }
       }
       if(mle!=0){
         /* Computing hessian and covariance matrix */
         ftolhess=ftol; /* Usually correct */
         hesscov(matcov, p, npar, delti, ftolhess, func);
       }
       fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
       printf("# Scales (for hessian or gradient estimation)\n");
       fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
       for(i=1,jk=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath; j++){
           if (j!=i) {
             fprintf(ficres,"%1d%1d",i,j);
             printf("%1d%1d",i,j);
             fprintf(ficlog,"%1d%1d",i,j);
             for(k=1; k<=ncovmodel;k++){
               printf(" %.5e",delti[jk]);
               fprintf(ficlog," %.5e",delti[jk]);
               fprintf(ficres," %.5e",delti[jk]);
               jk++;
             }
             printf("\n");
             fprintf(ficlog,"\n");
             fprintf(ficres,"\n");
           }
         }
       }
       
       fprintf(ficres,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
       if(mle>=1)
         printf("# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
       fprintf(ficlog,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
       /* # 121 Var(a12)\n\ */
       /* # 122 Cov(b12,a12) Var(b12)\n\ */
       /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
       /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
       /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
       /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
       /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
       /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
       
       
       /* Just to have a covariance matrix which will be more understandable
          even is we still don't want to manage dictionary of variables
       */
       for(itimes=1;itimes<=2;itimes++){
         jj=0;
         for(i=1; i <=nlstate; i++){
           for(j=1; j <=nlstate+ndeath; j++){
             if(j==i) continue;
             for(k=1; k<=ncovmodel;k++){
               jj++;
               ca[0]= k+'a'-1;ca[1]='\0';
               if(itimes==1){
                 if(mle>=1)
                   printf("#%1d%1d%d",i,j,k);
                 fprintf(ficlog,"#%1d%1d%d",i,j,k);
                 fprintf(ficres,"#%1d%1d%d",i,j,k);
               }else{
                 if(mle>=1)
                   printf("%1d%1d%d",i,j,k);
                 fprintf(ficlog,"%1d%1d%d",i,j,k);
                 fprintf(ficres,"%1d%1d%d",i,j,k);
               }
               ll=0;
               for(li=1;li <=nlstate; li++){
                 for(lj=1;lj <=nlstate+ndeath; lj++){
                   if(lj==li) continue;
                   for(lk=1;lk<=ncovmodel;lk++){
                     ll++;
                     if(ll<=jj){
                       cb[0]= lk +'a'-1;cb[1]='\0';
                       if(ll<jj){
                         if(itimes==1){
                           if(mle>=1)
                             printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                           fprintf(ficlog," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                           fprintf(ficres," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         }else{
                           if(mle>=1)
                             printf(" %.5e",matcov[jj][ll]); 
                           fprintf(ficlog," %.5e",matcov[jj][ll]); 
                           fprintf(ficres," %.5e",matcov[jj][ll]); 
                         }
                       }else{
                         if(itimes==1){
                           if(mle>=1)
                             printf(" Var(%s%1d%1d)",ca,i,j);
                           fprintf(ficlog," Var(%s%1d%1d)",ca,i,j);
                           fprintf(ficres," Var(%s%1d%1d)",ca,i,j);
                         }else{
                           if(mle>=1)
                             printf(" %.5e",matcov[jj][ll]); 
                           fprintf(ficlog," %.5e",matcov[jj][ll]); 
                           fprintf(ficres," %.5e",matcov[jj][ll]); 
                         }
                       }
                     }
                   } /* end lk */
                 } /* end lj */
               } /* end li */
               if(mle>=1)
                 printf("\n");
               fprintf(ficlog,"\n");
               fprintf(ficres,"\n");
               numlinepar++;
             } /* end k*/
           } /*end j */
         } /* end i */
       } /* end itimes */
       
       fflush(ficlog);
       fflush(ficres);
       
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         puts(line);
         fputs(line,ficparo);
       }
       ungetc(c,ficpar);
       
       estepm=0;
       fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
       if (estepm==0 || estepm < stepm) estepm=stepm;
       if (fage <= 2) {
         bage = ageminpar;
         fage = agemaxpar;
       }
       
       fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
       fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
       fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
       
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         puts(line);
         fputs(line,ficparo);
       }
       ungetc(c,ficpar);
       
       fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mov_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);
       fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
       fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
       printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
       fprintf(ficlog,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
       
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         puts(line);
         fputs(line,ficparo);
       }
       ungetc(c,ficpar);
       
       
       dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
       dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
       
       fscanf(ficpar,"pop_based=%d\n",&popbased);
       fprintf(ficparo,"pop_based=%d\n",popbased);   
       fprintf(ficres,"pop_based=%d\n",popbased);   
       
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         puts(line);
         fputs(line,ficparo);
       }
       ungetc(c,ficpar);
       
       fscanf(ficpar,"prevforecast=%d starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf mobil_average=%d\n",&prevfcast,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2,&mobilavproj);
       fprintf(ficparo,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
       printf("prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
       fprintf(ficlog,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
       fprintf(ficres,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
       /* day and month of proj2 are not used but only year anproj2.*/
       
       
       
       /*  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);*/
       /*,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
       
       replace_back_to_slash(pathc,path); /* Even gnuplot wants a / */
       printinggnuplot(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
       
       printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,\
                    model,imx,jmin,jmax,jmean,rfileres,popforecast,estepm,\
                    jprev1,mprev1,anprev1,jprev2,mprev2,anprev2);
         
      /*------------ free_vector  -------------*/
      /*  chdir(path); */
    
       free_ivector(wav,1,imx);
       free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
       free_imatrix(bh,1,lastpass-firstpass+1,1,imx);
       free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
       free_lvector(num,1,n);
       free_vector(agedc,1,n);
       /*free_matrix(covar,0,NCOVMAX,1,n);*/
       /*free_matrix(covar,1,NCOVMAX,1,n);*/
       fclose(ficparo);
       fclose(ficres);
   
   
       /*--------------- Prevalence limit  (stable prevalence) --------------*/
     
       strcpy(filerespl,"pl");
       strcat(filerespl,fileres);
       if((ficrespl=fopen(filerespl,"w"))==NULL) {
         printf("Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
         fprintf(ficlog,"Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
       }
       printf("Computing stable prevalence: result on file '%s' \n", filerespl);
       fprintf(ficlog,"Computing stable prevalence: result on file '%s' \n", filerespl);
       fprintf(ficrespl,"#Stable prevalence \n");
       fprintf(ficrespl,"#Age ");
       for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
       fprintf(ficrespl,"\n");
     
       prlim=matrix(1,nlstate,1,nlstate);
   
       agebase=ageminpar;
       agelim=agemaxpar;
       ftolpl=1.e-10;
       i1=cptcoveff;
       if (cptcovn < 1){i1=1;}
   
       for(cptcov=1,k=0;cptcov<=i1;cptcov++){
         for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
           k=k+1;
           /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
           fprintf(ficrespl,"\n#******");
           printf("\n#******");
           fprintf(ficlog,"\n#******");
           for(j=1;j<=cptcoveff;j++) {
             fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
             printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
             fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           }
           fprintf(ficrespl,"******\n");
           printf("******\n");
           fprintf(ficlog,"******\n");
           
           for (age=agebase; age<=agelim; age++){
             prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
             fprintf(ficrespl,"%.0f ",age );
             for(j=1;j<=cptcoveff;j++)
               fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
             for(i=1; i<=nlstate;i++)
               fprintf(ficrespl," %.5f", prlim[i][i]);
             fprintf(ficrespl,"\n");
           }
         }
       }
       fclose(ficrespl);
   
       /*------------- h Pij x at various ages ------------*/
     
       strcpy(filerespij,"pij");  strcat(filerespij,fileres);
       if((ficrespij=fopen(filerespij,"w"))==NULL) {
         printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
         fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij);goto end;
       }
       printf("Computing pij: result on file '%s' \n", filerespij);
       fprintf(ficlog,"Computing pij: result on file '%s' \n", filerespij);
     
       stepsize=(int) (stepm+YEARM-1)/YEARM;
       /*if (stepm<=24) stepsize=2;*/
   
       agelim=AGESUP;
       hstepm=stepsize*YEARM; /* Every year of age */
       hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
   
       /* hstepm=1;   aff par mois*/
   
       fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x ");
       for(cptcov=1,k=0;cptcov<=i1;cptcov++){
         for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
           k=k+1;
           fprintf(ficrespij,"\n#****** ");
           for(j=1;j<=cptcoveff;j++) 
             fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficrespij,"******\n");
           
           for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
             nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   
             /*      nhstepm=nhstepm*YEARM; aff par mois*/
   
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
             fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j=");
             for(i=1; i<=nlstate;i++)
               for(j=1; j<=nlstate+ndeath;j++)
                 fprintf(ficrespij," %1d-%1d",i,j);
             fprintf(ficrespij,"\n");
             for (h=0; h<=nhstepm; h++){
               fprintf(ficrespij,"%d %3.f %3.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
               for(i=1; i<=nlstate;i++)
                 for(j=1; j<=nlstate+ndeath;j++)
                   fprintf(ficrespij," %.5f", p3mat[i][j][h]);
               fprintf(ficrespij,"\n");
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             fprintf(ficrespij,"\n");
           }
         }
       }
   
       varprob(optionfilefiname, matcov, p, delti, nlstate, bage, fage,k,Tvar,nbcode, ncodemax);
   
       fclose(ficrespij);
   
       probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
       for(i=1;i<=AGESUP;i++)
         for(j=1;j<=NCOVMAX;j++)
           for(k=1;k<=NCOVMAX;k++)
             probs[i][j][k]=0.;
   
       /*---------- Forecasting ------------------*/
       /*if((stepm == 1) && (strcmp(model,".")==0)){*/
       if(prevfcast==1){
         /*    if(stepm ==1){*/
         prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
         /* (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);*/
         /*      }  */
         /*      else{ */
         /*        erreur=108; */
         /*        printf("Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
         /*        fprintf(ficlog,"Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
         /*      } */
       }
     
   
       /*---------- Health expectancies and variances ------------*/
   
       strcpy(filerest,"t");
       strcat(filerest,fileres);
       if((ficrest=fopen(filerest,"w"))==NULL) {
         printf("Problem with total LE resultfile: %s\n", filerest);goto end;
         fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
       }
       printf("Computing Total LEs with variances: file '%s' \n", filerest); 
       fprintf(ficlog,"Computing Total LEs with variances: file '%s' \n", filerest); 
   
   
       strcpy(filerese,"e");
       strcat(filerese,fileres);
       if((ficreseij=fopen(filerese,"w"))==NULL) {
         printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
         fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
       }
       printf("Computing Health Expectancies: result on file '%s' \n", filerese);
       fprintf(ficlog,"Computing Health Expectancies: result on file '%s' \n", filerese);
   
       strcpy(fileresv,"v");
       strcat(fileresv,fileres);
       if((ficresvij=fopen(fileresv,"w"))==NULL) {
         printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
         fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
       }
       printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
       fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
   
       /* Computes prevalence between agemin (i.e minimal age computed) and no more ageminpar */
       prevalence(probs, agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
       /*  printf("ageminpar=%f, agemax=%f, s[lastpass][imx]=%d, agev[lastpass][imx]=%f, nlstate=%d, imx=%d,  mint[lastpass][imx]=%f, anint[lastpass][imx]=%f,dateprev1=%f, dateprev2=%f, firstpass=%d, lastpass=%d\n",\
           ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
       */
   
       if (mobilav!=0) {
         mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
         if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
           fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
           printf(" Error in movingaverage mobilav=%d\n",mobilav);
         }
       }
   
       for(cptcov=1,k=0;cptcov<=i1;cptcov++){
         for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
           k=k+1; 
           fprintf(ficrest,"\n#****** ");
           for(j=1;j<=cptcoveff;j++) 
             fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficrest,"******\n");
   
           fprintf(ficreseij,"\n#****** ");
           for(j=1;j<=cptcoveff;j++) 
             fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficreseij,"******\n");
   
           fprintf(ficresvij,"\n#****** ");
           for(j=1;j<=cptcoveff;j++) 
             fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficresvij,"******\n");
   
           eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
           oldm=oldms;savm=savms;
           evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov);  
    
           vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
           oldm=oldms;savm=savms;
           varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,0, mobilav);
           if(popbased==1){
             varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,popbased,mobilav);
           }
   
    
           fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
           for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
           fprintf(ficrest,"\n");
   
           epj=vector(1,nlstate+1);
           for(age=bage; age <=fage ;age++){
             prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
             if (popbased==1) {
               if(mobilav ==0){
                 for(i=1; i<=nlstate;i++)
                   prlim[i][i]=probs[(int)age][i][k];
               }else{ /* mobilav */ 
                 for(i=1; i<=nlstate;i++)
                   prlim[i][i]=mobaverage[(int)age][i][k];
               }
             }
           
             fprintf(ficrest," %4.0f",age);
             for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
               for(i=1, epj[j]=0.;i <=nlstate;i++) {
                 epj[j] += prlim[i][i]*eij[i][j][(int)age];
                 /*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
               }
               epj[nlstate+1] +=epj[j];
             }
   
             for(i=1, vepp=0.;i <=nlstate;i++)
               for(j=1;j <=nlstate;j++)
                 vepp += vareij[i][j][(int)age];
             fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
             for(j=1;j <=nlstate;j++){
               fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
             }
             fprintf(ficrest,"\n");
           }
           free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
           free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
           free_vector(epj,1,nlstate+1);
         }
       }
       free_vector(weight,1,n);
       free_imatrix(Tvard,1,15,1,2);
       free_imatrix(s,1,maxwav+1,1,n);
       free_matrix(anint,1,maxwav,1,n); 
       free_matrix(mint,1,maxwav,1,n);
       free_ivector(cod,1,n);
       free_ivector(tab,1,NCOVMAX);
       fclose(ficreseij);
       fclose(ficresvij);
       fclose(ficrest);
       fclose(ficpar);
     
       /*------- Variance of stable prevalence------*/   
   
       strcpy(fileresvpl,"vpl");
       strcat(fileresvpl,fileres);
       if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
         printf("Problem with variance of stable prevalence  resultfile: %s\n", fileresvpl);
         exit(0);
       }
       printf("Computing Variance-covariance of stable prevalence: file '%s' \n", fileresvpl);
   
       for(cptcov=1,k=0;cptcov<=i1;cptcov++){
         for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
           k=k+1;
           fprintf(ficresvpl,"\n#****** ");
           for(j=1;j<=cptcoveff;j++) 
             fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficresvpl,"******\n");
         
           varpl=matrix(1,nlstate,(int) bage, (int) fage);
           oldm=oldms;savm=savms;
           varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
           free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
         }
       }
   
       fclose(ficresvpl);
   
       /*---------- End : free ----------------*/
       if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     }  /* mle==-3 arrives here for freeing */
       free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
       free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
       free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
       free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
     
       free_matrix(covar,0,NCOVMAX,1,n);
       free_matrix(matcov,1,npar,1,npar);
       /*free_vector(delti,1,npar);*/
       free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
       free_matrix(agev,1,maxwav,1,imx);
       free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
   
       free_ivector(ncodemax,1,8);
       free_ivector(Tvar,1,15);
       free_ivector(Tprod,1,15);
       free_ivector(Tvaraff,1,15);
       free_ivector(Tage,1,15);
       free_ivector(Tcode,1,100);
   
   
     fflush(fichtm);
     fflush(ficgp);
     
   
     if((nberr >0) || (nbwarn>0)){
       printf("End of Imach with %d errors and/or %d warnings\n",nberr,nbwarn);
       fprintf(ficlog,"End of Imach with %d errors and/or warnings %d\n",nberr,nbwarn);
     }else{
       printf("End of Imach\n");
       fprintf(ficlog,"End of Imach\n");
     }
     printf("See log file on %s\n",filelog);
     /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
     (void) gettimeofday(&end_time,&tzp);
     tm = *localtime(&end_time.tv_sec);
     tmg = *gmtime(&end_time.tv_sec);
     strcpy(strtend,asctime(&tm));
     printf("Local time at start %s\nLocaltime at end   %s",strstart, strtend); 
     fprintf(ficlog,"Local time at start %s\nLocal time at end   %s\n",strstart, strtend); 
     printf("Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
   
     printf("Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     fprintf(ficlog,"Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
     fprintf(ficlog,"Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     /*  printf("Total time was %d uSec.\n", total_usecs);*/
   /*   if(fileappend(fichtm,optionfilehtm)){ */
     fprintf(fichtm,"<br>Local time at start %s<br>Local time at end   %s<br>",strstart, strtend);
     fclose(fichtm);
     fclose(fichtmcov);
     fclose(ficgp);
     fclose(ficlog);
     /*------ End -----------*/
   
     chdir(path);
     strcpy(plotcmd,GNUPLOTPROGRAM);
     strcat(plotcmd," ");
     strcat(plotcmd,optionfilegnuplot);
     printf("Starting graphs with: %s",plotcmd);fflush(stdout);
     if((outcmd=system(plotcmd)) != 0){
       printf(" Problem with gnuplot\n");
     }
     printf(" Wait...");
     while (z[0] != 'q') {
       /* chdir(path); */
       printf("\nType e to edit output files, g to graph again and q for exiting: ");
       scanf("%s",z);
   /*     if (z[0] == 'c') system("./imach"); */
       if (z[0] == 'e') system(optionfilehtm);
       else if (z[0] == 'g') system(plotcmd);
       else if (z[0] == 'q') exit(0);
     }
     end:
     while (z[0] != 'q') {
       printf("\nType  q for exiting: ");
       scanf("%s",z);
     }
   }
   
   
   

Removed from v.1.16  
changed lines
  Added in v.1.98


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