Diff for /imach/src/imach.c between versions 1.18 and 1.91

version 1.18, 2002/02/20 17:17:09 version 1.91, 2003/06/25 15:30:29
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 1.91  2003/06/25 15:30:29  brouard
   individuals from different ages are interviewed on their health status    * imach.c (Repository): Duplicated warning errors corrected.
   or degree of  disability. At least a second wave of interviews    (Repository): Elapsed time after each iteration is now output. It
   ("longitudinal") should  measure each new individual health status.    helps to forecast when convergence will be reached. Elapsed time
   Health expectancies are computed from the transistions observed between    is stamped in powell.  We created a new html file for the graphs
   waves and are computed for each degree of severity of disability (number    concerning matrix of covariance. It has extension -cov.htm.
   of life states). More degrees you consider, more time is necessary to  
   reach the Maximum Likelihood of the parameters involved in the model.    Revision 1.90  2003/06/24 12:34:15  brouard
   The simplest model is the multinomial logistic model where pij is    (Module): Some bugs corrected for windows. Also, when
   the probabibility to be observed in state j at the second wave conditional    mle=-1 a template is output in file "or"mypar.txt with the design
   to be observed in state i at the first wave. Therefore the model is:    of the covariance matrix to be input.
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'  
   is a covariate. If you want to have a more complex model than "constant and    Revision 1.89  2003/06/24 12:30:52  brouard
   age", you should modify the program where the markup    (Module): Some bugs corrected for windows. Also, when
     *Covariates have to be included here again* invites you to do it.    mle=-1 a template is output in file "or"mypar.txt with the design
   More covariates you add, less is the speed of the convergence.    of the covariance matrix to be input.
   
   The advantage that this computer programme claims, comes from that if the    Revision 1.88  2003/06/23 17:54:56  brouard
   delay between waves is not identical for each individual, or if some    * 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.
   individual missed an interview, the information is not rounded or lost, but  
   taken into account using an interpolation or extrapolation.    Revision 1.87  2003/06/18 12:26:01  brouard
   hPijx is the probability to be    Version 0.96
   observed in state i at age x+h conditional to the observed state i at age  
   x. The delay 'h' can be split into an exact number (nh*stepm) of    Revision 1.86  2003/06/17 20:04:08  brouard
   unobserved intermediate  states. This elementary transition (by month or    (Module): Change position of html and gnuplot routines and added
   quarter trimester, semester or year) is model as a multinomial logistic.    routine fileappend.
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices  
   and the contribution of each individual to the likelihood is simply hPijx.    Revision 1.85  2003/06/17 13:12:43  brouard
     * imach.c (Repository): Check when date of death was earlier that
   Also this programme outputs the covariance matrix of the parameters but also    current date of interview. It may happen when the death was just
   of the life expectancies. It also computes the prevalence limits.    prior to the death. In this case, dh was negative and likelihood
      was wrong (infinity). We still send an "Error" but patch by
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    assuming that the date of death was just one stepm after the
            Institut national d'études démographiques, Paris.    interview.
   This software have been partly granted by Euro-REVES, a concerted action    (Repository): Because some people have very long ID (first column)
   from the European Union.    we changed int to long in num[] and we added a new lvector for
   It is copyrighted identically to a GNU software product, ie programme and    memory allocation. But we also truncated to 8 characters (left
   software can be distributed freely for non commercial use. Latest version    truncation)
   can be accessed at http://euroreves.ined.fr/imach .    (Repository): No more line truncation errors.
   **********************************************************************/  
      Revision 1.84  2003/06/13 21:44:43  brouard
 #include <math.h>    * imach.c (Repository): Replace "freqsummary" at a correct
 #include <stdio.h>    place. It differs from routine "prevalence" which may be called
 #include <stdlib.h>    many times. Probs is memory consuming and must be used with
 #include <unistd.h>    parcimony.
     Version 0.95a3 (should output exactly the same maximization than 0.8a2)
 #define MAXLINE 256  
 #define FILENAMELENGTH 80    Revision 1.83  2003/06/10 13:39:11  lievre
 /*#define DEBUG*/    *** empty log message ***
 #define windows  
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    Revision 1.82  2003/06/05 15:57:20  brouard
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */    Add log in  imach.c and  fullversion number is now printed.
   
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */  */
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */  /*
      Interpolated Markov Chain
 #define NINTERVMAX 8  
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    Short summary of the programme:
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */    
 #define NCOVMAX 8 /* Maximum number of covariates */    This program computes Healthy Life Expectancies from
 #define MAXN 20000    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
 #define YEARM 12. /* Number of months per year */    first survey ("cross") where individuals from different ages are
 #define AGESUP 130    interviewed on their health status or degree of disability (in the
 #define AGEBASE 40    case of a health survey which is our main interest) -2- at least a
     second wave of interviews ("longitudinal") which measure each change
     (if any) in individual health status.  Health expectancies are
 int nvar;    computed from the time spent in each health state according to a
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;    model. More health states you consider, more time is necessary to reach the
 int npar=NPARMAX;    Maximum Likelihood of the parameters involved in the model.  The
 int nlstate=2; /* Number of live states */    simplest model is the multinomial logistic model where pij is the
 int ndeath=1; /* Number of dead states */    probability to be observed in state j at the second wave
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    conditional to be observed in state i at the first wave. Therefore
 int popbased=0;    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
     'age' is age and 'sex' is a covariate. If you want to have a more
 int *wav; /* Number of waves for this individuual 0 is possible */    complex model than "constant and age", you should modify the program
 int maxwav; /* Maxim number of waves */    where the markup *Covariates have to be included here again* invites
 int jmin, jmax; /* min, max spacing between 2 waves */    you to do it.  More covariates you add, slower the
 int mle, weightopt;    convergence.
 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 */    The advantage of this computer programme, compared to a simple
 double jmean; /* Mean space between 2 waves */    multinomial logistic model, is clear when the delay between waves is not
 double **oldm, **newm, **savm; /* Working pointers to matrices */    identical for each individual. Also, if a individual missed an
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    intermediate interview, the information is lost, but taken into
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf;    account using an interpolation or extrapolation.  
 FILE *ficgp, *fichtm,*ficresprob,*ficpop;  
 FILE *ficreseij;    hPijx is the probability to be observed in state i at age x+h
   char filerese[FILENAMELENGTH];    conditional to the observed state i at age x. The delay 'h' can be
  FILE  *ficresvij;    split into an exact number (nh*stepm) of unobserved intermediate
   char fileresv[FILENAMELENGTH];    states. This elementary transition (by month, quarter,
  FILE  *ficresvpl;    semester or year) is modelled as a multinomial logistic.  The hPx
   char fileresvpl[FILENAMELENGTH];    matrix is simply the matrix product of nh*stepm elementary matrices
     and the contribution of each individual to the likelihood is simply
 #define NR_END 1    hPijx.
 #define FREE_ARG char*  
 #define FTOL 1.0e-10    Also this programme outputs the covariance matrix of the parameters but also
     of the life expectancies. It also computes the stable prevalence. 
 #define NRANSI    
 #define ITMAX 200    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
              Institut national d'études démographiques, Paris.
 #define TOL 2.0e-4    This software have been partly granted by Euro-REVES, a concerted action
     from the European Union.
 #define CGOLD 0.3819660    It is copyrighted identically to a GNU software product, ie programme and
 #define ZEPS 1.0e-10    software can be distributed freely for non commercial use. Latest version
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);    can be accessed at http://euroreves.ined.fr/imach .
   
 #define GOLD 1.618034    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
 #define GLIMIT 100.0    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
 #define TINY 1.0e-20    
     **********************************************************************/
 static double maxarg1,maxarg2;  /*
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))    main
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))    read parameterfile
      read datafile
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))    concatwav
 #define rint(a) floor(a+0.5)    freqsummary
     if (mle >= 1)
 static double sqrarg;      mlikeli
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)    print results files
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}    if mle==1 
        computes hessian
 int imx;    read end of parameter file: agemin, agemax, bage, fage, estepm
 int stepm;        begin-prev-date,...
 /* Stepm, step in month: minimum step interpolation*/    open gnuplot file
     open html file
 int m,nb;    stable prevalence
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;     for age prevalim()
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;    h Pij x
 double **pmmij, ***probs, ***mobaverage;    variance of p varprob
     forecasting if prevfcast==1 prevforecast call prevalence()
 double *weight;    health expectancies
 int **s; /* Status */    Variance-covariance of DFLE
 double *agedc, **covar, idx;    prevalence()
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;     movingaverage()
     varevsij() 
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */    if popbased==1 varevsij(,popbased)
 double ftolhess; /* Tolerance for computing hessian */    total life expectancies
     Variance of stable prevalence
 /**************** split *************************/   end
 static  int split( char *path, char *dirc, char *name )  */
 {  
    char *s;                             /* pointer */  
    int  l1, l2;                         /* length counters */  
    
    l1 = strlen( path );                 /* length of path */  #include <math.h>
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );  #include <stdio.h>
    s = strrchr( path, '\\' );           /* find last / */  #include <stdlib.h>
    if ( s == NULL ) {                   /* no directory, so use current */  #include <unistd.h>
 #if     defined(__bsd__)                /* get current working directory */  
       extern char       *getwd( );  #include <sys/time.h>
   #include <time.h>
       if ( getwd( dirc ) == NULL ) {  #include "timeval.h"
 #else  
       extern char       *getcwd( );  #define MAXLINE 256
   #define GNUPLOTPROGRAM "gnuplot"
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
 #endif  #define FILENAMELENGTH 132
          return( GLOCK_ERROR_GETCWD );  /*#define DEBUG*/
       }  /*#define windows*/
       strcpy( name, path );             /* we've got it */  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
    } else {                             /* strip direcotry from path */  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
       s++;                              /* after this, the filename */  
       l2 = strlen( s );                 /* length of filename */  #define MAXPARM 30 /* Maximum number of parameters for the optimization */
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
       strcpy( name, s );                /* save file name */  
       strncpy( dirc, path, l1 - l2 );   /* now the directory */  #define NINTERVMAX 8
       dirc[l1-l2] = 0;                  /* add zero */  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
    }  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
    l1 = strlen( dirc );                 /* length of directory */  #define NCOVMAX 8 /* Maximum number of covariates */
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  #define MAXN 20000
    return( 0 );                         /* we're done */  #define YEARM 12. /* Number of months per year */
 }  #define AGESUP 130
   #define AGEBASE 40
   #ifdef unix
 /******************************************/  #define DIRSEPARATOR '/'
   #define ODIRSEPARATOR '\\'
 void replace(char *s, char*t)  #else
 {  #define DIRSEPARATOR '\\'
   int i;  #define ODIRSEPARATOR '/'
   int lg=20;  #endif
   i=0;  
   lg=strlen(t);  /* $Id$ */
   for(i=0; i<= lg; i++) {  /* $State$ */
     (s[i] = t[i]);  
     if (t[i]== '\\') s[i]='/';  char version[]="Imach version 0.96a, June 2003, INED-EUROREVES ";
   }  char fullversion[]="$Revision$ $Date$"; 
 }  int erreur, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
   int nvar;
 int nbocc(char *s, char occ)  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
 {  int npar=NPARMAX;
   int i,j=0;  int nlstate=2; /* Number of live states */
   int lg=20;  int ndeath=1; /* Number of dead states */
   i=0;  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
   lg=strlen(s);  int popbased=0;
   for(i=0; i<= lg; i++) {  
   if  (s[i] == occ ) j++;  int *wav; /* Number of waves for this individuual 0 is possible */
   }  int maxwav; /* Maxim number of waves */
   return j;  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)*/
 void cutv(char *u,char *v, char*t, char occ)  int mle, weightopt;
 {  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
   int i,lg,j,p=0;  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
   i=0;  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
   for(j=0; j<=strlen(t)-1; j++) {             * wave mi and wave mi+1 is not an exact multiple of stepm. */
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;  double jmean; /* Mean space between 2 waves */
   }  double **oldm, **newm, **savm; /* Working pointers to matrices */
   double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
   lg=strlen(t);  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
   for(j=0; j<p; j++) {  FILE *ficlog, *ficrespow;
     (u[j] = t[j]);  int globpr; /* Global variable for printing or not */
   }  double fretone; /* Only one call to likelihood */
      u[p]='\0';  long ipmx; /* Number of contributions */
   double sw; /* Sum of weights */
    for(j=0; j<= lg; j++) {  char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
     if (j>=(p+1))(v[j-p-1] = t[j]);  FILE *ficresilk;
   }  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
 }  FILE *ficresprobmorprev;
   FILE *fichtm, *fichtmcov; /* Html File */
 /********************** nrerror ********************/  FILE *ficreseij;
   char filerese[FILENAMELENGTH];
 void nrerror(char error_text[])  FILE  *ficresvij;
 {  char fileresv[FILENAMELENGTH];
   fprintf(stderr,"ERREUR ...\n");  FILE  *ficresvpl;
   fprintf(stderr,"%s\n",error_text);  char fileresvpl[FILENAMELENGTH];
   exit(1);  char title[MAXLINE];
 }  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
 /*********************** vector *******************/  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
 double *vector(int nl, int nh)  char tmpout[FILENAMELENGTH]; 
 {  char command[FILENAMELENGTH];
   double *v;  int  outcmd=0;
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  
   if (!v) nrerror("allocation failure in vector");  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
   return v-nl+NR_END;  char lfileres[FILENAMELENGTH];
 }  char filelog[FILENAMELENGTH]; /* Log file */
   char filerest[FILENAMELENGTH];
 /************************ free vector ******************/  char fileregp[FILENAMELENGTH];
 void free_vector(double*v, int nl, int nh)  char popfile[FILENAMELENGTH];
 {  
   free((FREE_ARG)(v+nl-NR_END));  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
 }  
   struct timeval start_time, end_time, curr_time, last_time, forecast_time;
 /************************ivector *******************************/  struct timezone tzp;
 int *ivector(long nl,long nh)  extern int gettimeofday();
 {  struct tm tmg, tm, tmf, *gmtime(), *localtime();
   int *v;  long time_value;
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  extern long time();
   if (!v) nrerror("allocation failure in ivector");  char strcurr[80], strfor[80];
   return v-nl+NR_END;  
 }  #define NR_END 1
   #define FREE_ARG char*
 /******************free ivector **************************/  #define FTOL 1.0e-10
 void free_ivector(int *v, long nl, long nh)  
 {  #define NRANSI 
   free((FREE_ARG)(v+nl-NR_END));  #define ITMAX 200 
 }  
   #define TOL 2.0e-4 
 /******************* imatrix *******************************/  
 int **imatrix(long nrl, long nrh, long ncl, long nch)  #define CGOLD 0.3819660 
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */  #define ZEPS 1.0e-10 
 {  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  
   int **m;  #define GOLD 1.618034 
    #define GLIMIT 100.0 
   /* allocate pointers to rows */  #define TINY 1.0e-20 
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  
   if (!m) nrerror("allocation failure 1 in matrix()");  static double maxarg1,maxarg2;
   m += NR_END;  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
   m -= nrl;  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
      
    #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
   /* allocate rows and set pointers to them */  #define rint(a) floor(a+0.5)
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  static double sqrarg;
   m[nrl] += NR_END;  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
   m[nrl] -= ncl;  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
    
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  int imx; 
    int stepm;
   /* return pointer to array of pointers to rows */  /* Stepm, step in month: minimum step interpolation*/
   return m;  
 }  int estepm;
   /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
 /****************** free_imatrix *************************/  
 void free_imatrix(m,nrl,nrh,ncl,nch)  int m,nb;
       int **m;  long *num;
       long nch,ncl,nrh,nrl;  int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
      /* free an int matrix allocated by imatrix() */  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
 {  double **pmmij, ***probs;
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  double dateintmean=0;
   free((FREE_ARG) (m+nrl-NR_END));  
 }  double *weight;
   int **s; /* Status */
 /******************* matrix *******************************/  double *agedc, **covar, idx;
 double **matrix(long nrl, long nrh, long ncl, long nch)  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
 {  
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
   double **m;  double ftolhess; /* Tolerance for computing hessian */
   
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  /**************** split *************************/
   if (!m) nrerror("allocation failure 1 in matrix()");  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
   m += NR_END;  {
   m -= nrl;    char  *ss;                            /* pointer */
     int   l1, l2;                         /* length counters */
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    l1 = strlen(path );                   /* length of path */
   m[nrl] += NR_END;    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
   m[nrl] -= ncl;    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
     if ( ss == NULL ) {                   /* no directory, so use current */
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
   return m;        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
 }      /* get current working directory */
       /*    extern  char* getcwd ( char *buf , int len);*/
 /*************************free matrix ************************/      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)        return( GLOCK_ERROR_GETCWD );
 {      }
   free((FREE_ARG)(m[nrl]+ncl-NR_END));      strcpy( name, path );               /* we've got it */
   free((FREE_ARG)(m+nrl-NR_END));    } else {                              /* strip direcotry from path */
 }      ss++;                               /* after this, the filename */
       l2 = strlen( ss );                  /* length of filename */
 /******************* ma3x *******************************/      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)      strcpy( name, ss );         /* save file name */
 {      strncpy( dirc, path, l1 - l2 );     /* now the directory */
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;      dirc[l1-l2] = 0;                    /* add zero */
   double ***m;    }
     l1 = strlen( dirc );                  /* length of directory */
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));    /*#ifdef windows
   if (!m) nrerror("allocation failure 1 in matrix()");    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
   m += NR_END;  #else
   m -= nrl;    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
   #endif
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    */
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    ss = strrchr( name, '.' );            /* find last / */
   m[nrl] += NR_END;    ss++;
   m[nrl] -= ncl;    strcpy(ext,ss);                       /* save extension */
     l1= strlen( name);
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    l2= strlen(ss)+1;
     strncpy( finame, name, l1-l2);
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));    finame[l1-l2]= 0;
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");    return( 0 );                          /* we're done */
   m[nrl][ncl] += NR_END;  }
   m[nrl][ncl] -= nll;  
   for (j=ncl+1; j<=nch; j++)  
     m[nrl][j]=m[nrl][j-1]+nlay;  /******************************************/
    
   for (i=nrl+1; i<=nrh; i++) {  void replace_back_to_slash(char *s, char*t)
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;  {
     for (j=ncl+1; j<=nch; j++)    int i;
       m[i][j]=m[i][j-1]+nlay;    int lg=0;
   }    i=0;
   return m;    lg=strlen(t);
 }    for(i=0; i<= lg; i++) {
       (s[i] = t[i]);
 /*************************free ma3x ************************/      if (t[i]== '\\') s[i]='/';
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)    }
 {  }
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));  
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  int nbocc(char *s, char occ)
   free((FREE_ARG)(m+nrl-NR_END));  {
 }    int i,j=0;
     int lg=20;
 /***************** f1dim *************************/    i=0;
 extern int ncom;    lg=strlen(s);
 extern double *pcom,*xicom;    for(i=0; i<= lg; i++) {
 extern double (*nrfunc)(double []);    if  (s[i] == occ ) j++;
      }
 double f1dim(double x)    return j;
 {  }
   int j;  
   double f;  void cutv(char *u,char *v, char*t, char occ)
   double *xt;  {
      /* cuts string t into u and v where u is ended by char occ excluding it
   xt=vector(1,ncom);       and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];       gives u="abcedf" and v="ghi2j" */
   f=(*nrfunc)(xt);    int i,lg,j,p=0;
   free_vector(xt,1,ncom);    i=0;
   return f;    for(j=0; j<=strlen(t)-1; j++) {
 }      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
     }
 /*****************brent *************************/  
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)    lg=strlen(t);
 {    for(j=0; j<p; j++) {
   int iter;      (u[j] = t[j]);
   double a,b,d,etemp;    }
   double fu,fv,fw,fx;       u[p]='\0';
   double ftemp;  
   double p,q,r,tol1,tol2,u,v,w,x,xm;     for(j=0; j<= lg; j++) {
   double e=0.0;      if (j>=(p+1))(v[j-p-1] = t[j]);
      }
   a=(ax < cx ? ax : cx);  }
   b=(ax > cx ? ax : cx);  
   x=w=v=bx;  /********************** nrerror ********************/
   fw=fv=fx=(*f)(x);  
   for (iter=1;iter<=ITMAX;iter++) {  void nrerror(char error_text[])
     xm=0.5*(a+b);  {
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);    fprintf(stderr,"ERREUR ...\n");
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/    fprintf(stderr,"%s\n",error_text);
     printf(".");fflush(stdout);    exit(EXIT_FAILURE);
 #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);  /*********************** vector *******************/
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */  double *vector(int nl, int nh)
 #endif  {
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){    double *v;
       *xmin=x;    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
       return fx;    if (!v) nrerror("allocation failure in vector");
     }    return v-nl+NR_END;
     ftemp=fu;  }
     if (fabs(e) > tol1) {  
       r=(x-w)*(fx-fv);  /************************ free vector ******************/
       q=(x-v)*(fx-fw);  void free_vector(double*v, int nl, int nh)
       p=(x-v)*q-(x-w)*r;  {
       q=2.0*(q-r);    free((FREE_ARG)(v+nl-NR_END));
       if (q > 0.0) p = -p;  }
       q=fabs(q);  
       etemp=e;  /************************ivector *******************************/
       e=d;  int *ivector(long nl,long nh)
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))  {
         d=CGOLD*(e=(x >= xm ? a-x : b-x));    int *v;
       else {    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
         d=p/q;    if (!v) nrerror("allocation failure in ivector");
         u=x+d;    return v-nl+NR_END;
         if (u-a < tol2 || b-u < tol2)  }
           d=SIGN(tol1,xm-x);  
       }  /******************free ivector **************************/
     } else {  void free_ivector(int *v, long nl, long nh)
       d=CGOLD*(e=(x >= xm ? a-x : b-x));  {
     }    free((FREE_ARG)(v+nl-NR_END));
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));  }
     fu=(*f)(u);  
     if (fu <= fx) {  /************************lvector *******************************/
       if (u >= x) a=x; else b=x;  long *lvector(long nl,long nh)
       SHFT(v,w,x,u)  {
         SHFT(fv,fw,fx,fu)    long *v;
         } else {    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
           if (u < x) a=u; else b=u;    if (!v) nrerror("allocation failure in ivector");
           if (fu <= fw || w == x) {    return v-nl+NR_END;
             v=w;  }
             w=u;  
             fv=fw;  /******************free lvector **************************/
             fw=fu;  void free_lvector(long *v, long nl, long nh)
           } else if (fu <= fv || v == x || v == w) {  {
             v=u;    free((FREE_ARG)(v+nl-NR_END));
             fv=fu;  }
           }  
         }  /******************* imatrix *******************************/
   }  int **imatrix(long nrl, long nrh, long ncl, long nch) 
   nrerror("Too many iterations in brent");       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
   *xmin=x;  { 
   return fx;    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
 }    int **m; 
     
 /****************** mnbrak ***********************/    /* allocate pointers to rows */ 
     m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,    if (!m) nrerror("allocation failure 1 in matrix()"); 
             double (*func)(double))    m += NR_END; 
 {    m -= nrl; 
   double ulim,u,r,q, dum;    
   double fu;    
      /* allocate rows and set pointers to them */ 
   *fa=(*func)(*ax);    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
   *fb=(*func)(*bx);    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
   if (*fb > *fa) {    m[nrl] += NR_END; 
     SHFT(dum,*ax,*bx,dum)    m[nrl] -= ncl; 
       SHFT(dum,*fb,*fa,dum)    
       }    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
   *cx=(*bx)+GOLD*(*bx-*ax);    
   *fc=(*func)(*cx);    /* return pointer to array of pointers to rows */ 
   while (*fb > *fc) {    return m; 
     r=(*bx-*ax)*(*fb-*fc);  } 
     q=(*bx-*cx)*(*fb-*fa);  
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/  /****************** free_imatrix *************************/
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));  void free_imatrix(m,nrl,nrh,ncl,nch)
     ulim=(*bx)+GLIMIT*(*cx-*bx);        int **m;
     if ((*bx-u)*(u-*cx) > 0.0) {        long nch,ncl,nrh,nrl; 
       fu=(*func)(u);       /* free an int matrix allocated by imatrix() */ 
     } else if ((*cx-u)*(u-ulim) > 0.0) {  { 
       fu=(*func)(u);    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
       if (fu < *fc) {    free((FREE_ARG) (m+nrl-NR_END)); 
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))  } 
           SHFT(*fb,*fc,fu,(*func)(u))  
           }  /******************* matrix *******************************/
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {  double **matrix(long nrl, long nrh, long ncl, long nch)
       u=ulim;  {
       fu=(*func)(u);    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
     } else {    double **m;
       u=(*cx)+GOLD*(*cx-*bx);  
       fu=(*func)(u);    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
     }    if (!m) nrerror("allocation failure 1 in matrix()");
     SHFT(*ax,*bx,*cx,u)    m += NR_END;
       SHFT(*fa,*fb,*fc,fu)    m -= nrl;
       }  
 }    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
     if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
 /*************** linmin ************************/    m[nrl] += NR_END;
     m[nrl] -= ncl;
 int ncom;  
 double *pcom,*xicom;    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
 double (*nrfunc)(double []);    return m;
      /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))     */
 {  }
   double brent(double ax, double bx, double cx,  
                double (*f)(double), double tol, double *xmin);  /*************************free matrix ************************/
   double f1dim(double x);  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,  {
               double *fc, double (*func)(double));    free((FREE_ARG)(m[nrl]+ncl-NR_END));
   int j;    free((FREE_ARG)(m+nrl-NR_END));
   double xx,xmin,bx,ax;  }
   double fx,fb,fa;  
    /******************* ma3x *******************************/
   ncom=n;  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
   pcom=vector(1,n);  {
   xicom=vector(1,n);    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
   nrfunc=func;    double ***m;
   for (j=1;j<=n;j++) {  
     pcom[j]=p[j];    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
     xicom[j]=xi[j];    if (!m) nrerror("allocation failure 1 in matrix()");
   }    m += NR_END;
   ax=0.0;    m -= nrl;
   xx=1.0;  
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
 #ifdef DEBUG    m[nrl] += NR_END;
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);    m[nrl] -= ncl;
 #endif  
   for (j=1;j<=n;j++) {    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
     xi[j] *= xmin;  
     p[j] += xi[j];    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
   }    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
   free_vector(xicom,1,n);    m[nrl][ncl] += NR_END;
   free_vector(pcom,1,n);    m[nrl][ncl] -= nll;
 }    for (j=ncl+1; j<=nch; j++) 
       m[nrl][j]=m[nrl][j-1]+nlay;
 /*************** powell ************************/    
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,    for (i=nrl+1; i<=nrh; i++) {
             double (*func)(double []))      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
 {      for (j=ncl+1; j<=nch; j++) 
   void linmin(double p[], double xi[], int n, double *fret,        m[i][j]=m[i][j-1]+nlay;
               double (*func)(double []));    }
   int i,ibig,j;    return m; 
   double del,t,*pt,*ptt,*xit;    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
   double fp,fptt;             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
   double *xits;    */
   pt=vector(1,n);  }
   ptt=vector(1,n);  
   xit=vector(1,n);  /*************************free ma3x ************************/
   xits=vector(1,n);  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
   *fret=(*func)(p);  {
   for (j=1;j<=n;j++) pt[j]=p[j];    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
   for (*iter=1;;++(*iter)) {    free((FREE_ARG)(m[nrl]+ncl-NR_END));
     fp=(*fret);    free((FREE_ARG)(m+nrl-NR_END));
     ibig=0;  }
     del=0.0;  
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);  /***************** f1dim *************************/
     for (i=1;i<=n;i++)  extern int ncom; 
       printf(" %d %.12f",i, p[i]);  extern double *pcom,*xicom;
     printf("\n");  extern double (*nrfunc)(double []); 
     for (i=1;i<=n;i++) {   
       for (j=1;j<=n;j++) xit[j]=xi[j][i];  double f1dim(double x) 
       fptt=(*fret);  { 
 #ifdef DEBUG    int j; 
       printf("fret=%lf \n",*fret);    double f;
 #endif    double *xt; 
       printf("%d",i);fflush(stdout);   
       linmin(p,xit,n,fret,func);    xt=vector(1,ncom); 
       if (fabs(fptt-(*fret)) > del) {    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
         del=fabs(fptt-(*fret));    f=(*nrfunc)(xt); 
         ibig=i;    free_vector(xt,1,ncom); 
       }    return f; 
 #ifdef DEBUG  } 
       printf("%d %.12e",i,(*fret));  
       for (j=1;j<=n;j++) {  /*****************brent *************************/
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
         printf(" x(%d)=%.12e",j,xit[j]);  { 
       }    int iter; 
       for(j=1;j<=n;j++)    double a,b,d,etemp;
         printf(" p=%.12e",p[j]);    double fu,fv,fw,fx;
       printf("\n");    double ftemp;
 #endif    double p,q,r,tol1,tol2,u,v,w,x,xm; 
     }    double e=0.0; 
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {   
 #ifdef DEBUG    a=(ax < cx ? ax : cx); 
       int k[2],l;    b=(ax > cx ? ax : cx); 
       k[0]=1;    x=w=v=bx; 
       k[1]=-1;    fw=fv=fx=(*f)(x); 
       printf("Max: %.12e",(*func)(p));    for (iter=1;iter<=ITMAX;iter++) { 
       for (j=1;j<=n;j++)      xm=0.5*(a+b); 
         printf(" %.12e",p[j]);      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
       printf("\n");      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
       for(l=0;l<=1;l++) {      printf(".");fflush(stdout);
         for (j=1;j<=n;j++) {      fprintf(ficlog,".");fflush(ficlog);
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];  #ifdef DEBUG
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);      printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
         }      fprintf(ficlog,"br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
       }  #endif
 #endif      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
         *xmin=x; 
         return fx; 
       free_vector(xit,1,n);      } 
       free_vector(xits,1,n);      ftemp=fu;
       free_vector(ptt,1,n);      if (fabs(e) > tol1) { 
       free_vector(pt,1,n);        r=(x-w)*(fx-fv); 
       return;        q=(x-v)*(fx-fw); 
     }        p=(x-v)*q-(x-w)*r; 
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");        q=2.0*(q-r); 
     for (j=1;j<=n;j++) {        if (q > 0.0) p = -p; 
       ptt[j]=2.0*p[j]-pt[j];        q=fabs(q); 
       xit[j]=p[j]-pt[j];        etemp=e; 
       pt[j]=p[j];        e=d; 
     }        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
     fptt=(*func)(ptt);          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
     if (fptt < fp) {        else { 
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);          d=p/q; 
       if (t < 0.0) {          u=x+d; 
         linmin(p,xit,n,fret,func);          if (u-a < tol2 || b-u < tol2) 
         for (j=1;j<=n;j++) {            d=SIGN(tol1,xm-x); 
           xi[j][ibig]=xi[j][n];        } 
           xi[j][n]=xit[j];      } else { 
         }        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
 #ifdef DEBUG      } 
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
         for(j=1;j<=n;j++)      fu=(*f)(u); 
           printf(" %.12e",xit[j]);      if (fu <= fx) { 
         printf("\n");        if (u >= x) a=x; else b=x; 
 #endif        SHFT(v,w,x,u) 
       }          SHFT(fv,fw,fx,fu) 
     }          } else { 
   }            if (u < x) a=u; else b=u; 
 }            if (fu <= fw || w == x) { 
               v=w; 
 /**** Prevalence limit ****************/              w=u; 
               fv=fw; 
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)              fw=fu; 
 {            } else if (fu <= fv || v == x || v == w) { 
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit              v=u; 
      matrix by transitions matrix until convergence is reached */              fv=fu; 
             } 
   int i, ii,j,k;          } 
   double min, max, maxmin, maxmax,sumnew=0.;    } 
   double **matprod2();    nrerror("Too many iterations in brent"); 
   double **out, cov[NCOVMAX], **pmij();    *xmin=x; 
   double **newm;    return fx; 
   double agefin, delaymax=50 ; /* Max number of years to converge */  } 
   
   for (ii=1;ii<=nlstate+ndeath;ii++)  /****************** mnbrak ***********************/
     for (j=1;j<=nlstate+ndeath;j++){  
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
     }              double (*func)(double)) 
   { 
    cov[1]=1.;    double ulim,u,r,q, dum;
      double fu; 
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */   
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){    *fa=(*func)(*ax); 
     newm=savm;    *fb=(*func)(*bx); 
     /* Covariates have to be included here again */    if (*fb > *fa) { 
      cov[2]=agefin;      SHFT(dum,*ax,*bx,dum) 
          SHFT(dum,*fb,*fa,dum) 
       for (k=1; k<=cptcovn;k++) {        } 
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];    *cx=(*bx)+GOLD*(*bx-*ax); 
         /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/    *fc=(*func)(*cx); 
       }    while (*fb > *fc) { 
       for (k=1; k<=cptcovage;k++)      r=(*bx-*ax)*(*fb-*fc); 
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];      q=(*bx-*cx)*(*fb-*fa); 
       for (k=1; k<=cptcovprod;k++)      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
       ulim=(*bx)+GLIMIT*(*cx-*bx); 
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/      if ((*bx-u)*(u-*cx) > 0.0) { 
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/        fu=(*func)(u); 
       } else if ((*cx-u)*(u-ulim) > 0.0) { 
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);        fu=(*func)(u); 
         if (fu < *fc) { 
     savm=oldm;          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
     oldm=newm;            SHFT(*fb,*fc,fu,(*func)(u)) 
     maxmax=0.;            } 
     for(j=1;j<=nlstate;j++){      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
       min=1.;        u=ulim; 
       max=0.;        fu=(*func)(u); 
       for(i=1; i<=nlstate; i++) {      } else { 
         sumnew=0;        u=(*cx)+GOLD*(*cx-*bx); 
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];        fu=(*func)(u); 
         prlim[i][j]= newm[i][j]/(1-sumnew);      } 
         max=FMAX(max,prlim[i][j]);      SHFT(*ax,*bx,*cx,u) 
         min=FMIN(min,prlim[i][j]);        SHFT(*fa,*fb,*fc,fu) 
       }        } 
       maxmin=max-min;  } 
       maxmax=FMAX(maxmax,maxmin);  
     }  /*************** linmin ************************/
     if(maxmax < ftolpl){  
       return prlim;  int ncom; 
     }  double *pcom,*xicom;
   }  double (*nrfunc)(double []); 
 }   
   void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
 /*************** transition probabilities ***************/  { 
     double brent(double ax, double bx, double cx, 
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )                 double (*f)(double), double tol, double *xmin); 
 {    double f1dim(double x); 
   double s1, s2;    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
   /*double t34;*/                double *fc, double (*func)(double)); 
   int i,j,j1, nc, ii, jj;    int j; 
     double xx,xmin,bx,ax; 
     for(i=1; i<= nlstate; i++){    double fx,fb,fa;
     for(j=1; j<i;j++){   
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){    ncom=n; 
         /*s2 += param[i][j][nc]*cov[nc];*/    pcom=vector(1,n); 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    xicom=vector(1,n); 
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/    nrfunc=func; 
       }    for (j=1;j<=n;j++) { 
       ps[i][j]=s2;      pcom[j]=p[j]; 
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/      xicom[j]=xi[j]; 
     }    } 
     for(j=i+1; j<=nlstate+ndeath;j++){    ax=0.0; 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){    xx=1.0; 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
       }  #ifdef DEBUG
       ps[i][j]=(s2);    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
     }    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
   }  #endif
     /*ps[3][2]=1;*/    for (j=1;j<=n;j++) { 
       xi[j] *= xmin; 
   for(i=1; i<= nlstate; i++){      p[j] += xi[j]; 
      s1=0;    } 
     for(j=1; j<i; j++)    free_vector(xicom,1,n); 
       s1+=exp(ps[i][j]);    free_vector(pcom,1,n); 
     for(j=i+1; j<=nlstate+ndeath; j++)  } 
       s1+=exp(ps[i][j]);  
     ps[i][i]=1./(s1+1.);  char *asc_diff_time(long time_sec, char ascdiff[])
     for(j=1; j<i; j++)  {
       ps[i][j]= exp(ps[i][j])*ps[i][i];    long sec_left, days, hours, minutes;
     for(j=i+1; j<=nlstate+ndeath; j++)    days = (time_sec) / (60*60*24);
       ps[i][j]= exp(ps[i][j])*ps[i][i];    sec_left = (time_sec) % (60*60*24);
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */    hours = (sec_left) / (60*60) ;
   } /* end i */    sec_left = (sec_left) %(60*60);
     minutes = (sec_left) /60;
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){    sec_left = (sec_left) % (60);
     for(jj=1; jj<= nlstate+ndeath; jj++){    sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
       ps[ii][jj]=0;    return ascdiff;
       ps[ii][ii]=1;  }
     }  
   }  /*************** powell ************************/
   void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
               double (*func)(double [])) 
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){  { 
     for(jj=1; jj<= nlstate+ndeath; jj++){    void linmin(double p[], double xi[], int n, double *fret, 
      printf("%lf ",ps[ii][jj]);                double (*func)(double [])); 
    }    int i,ibig,j; 
     printf("\n ");    double del,t,*pt,*ptt,*xit;
     }    double fp,fptt;
     printf("\n ");printf("%lf ",cov[2]);*/    double *xits;
 /*    int niterf, itmp;
   for(i=1; i<= npar; i++) printf("%f ",x[i]);  
   goto end;*/    pt=vector(1,n); 
     return ps;    ptt=vector(1,n); 
 }    xit=vector(1,n); 
     xits=vector(1,n); 
 /**************** Product of 2 matrices ******************/    *fret=(*func)(p); 
     for (j=1;j<=n;j++) pt[j]=p[j]; 
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)    for (*iter=1;;++(*iter)) { 
 {      fp=(*fret); 
   /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times      ibig=0; 
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */      del=0.0; 
   /* in, b, out are matrice of pointers which should have been initialized      last_time=curr_time;
      before: only the contents of out is modified. The function returns      (void) gettimeofday(&curr_time,&tzp);
      a pointer to pointers identical to out */      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);
   long i, j, k;      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);
   for(i=nrl; i<= nrh; i++)      fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec);
     for(k=ncolol; k<=ncoloh; k++)      for (i=1;i<=n;i++) {
       for(j=ncl,out[i][k]=0.; j<=nch; j++)        printf(" %d %.12f",i, p[i]);
         out[i][k] +=in[i][j]*b[j][k];        fprintf(ficlog," %d %.12lf",i, p[i]);
         fprintf(ficrespow," %.12lf", p[i]);
   return out;      }
 }      printf("\n");
       fprintf(ficlog,"\n");
       fprintf(ficrespow,"\n");fflush(ficrespow);
 /************* Higher Matrix Product ***************/      if(*iter <=3){
         tm = *localtime(&curr_time.tv_sec);
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )        asctime_r(&tm,strcurr);
 {        forecast_time=curr_time;
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month        itmp = strlen(strcurr);
      duration (i.e. until        if(strcurr[itmp-1]=='\n')
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.          strcurr[itmp-1]='\0';
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step        printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
      (typically every 2 years instead of every month which is too big).        fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
      Model is determined by parameters x and covariates have to be        for(niterf=10;niterf<=30;niterf+=10){
      included manually here.          forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
           tmf = *localtime(&forecast_time.tv_sec);
      */          asctime_r(&tmf,strfor);
   /*      strcpy(strfor,asctime(&tmf)); */
   int i, j, d, h, k;          itmp = strlen(strfor);
   double **out, cov[NCOVMAX];          if(strfor[itmp-1]=='\n')
   double **newm;          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);
   /* Hstepm could be zero and should return the unit matrix */          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);
   for (i=1;i<=nlstate+ndeath;i++)        }
     for (j=1;j<=nlstate+ndeath;j++){      }
       oldm[i][j]=(i==j ? 1.0 : 0.0);      for (i=1;i<=n;i++) { 
       po[i][j][0]=(i==j ? 1.0 : 0.0);        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
     }        fptt=(*fret); 
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */  #ifdef DEBUG
   for(h=1; h <=nhstepm; h++){        printf("fret=%lf \n",*fret);
     for(d=1; d <=hstepm; d++){        fprintf(ficlog,"fret=%lf \n",*fret);
       newm=savm;  #endif
       /* Covariates have to be included here again */        printf("%d",i);fflush(stdout);
       cov[1]=1.;        fprintf(ficlog,"%d",i);fflush(ficlog);
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;        linmin(p,xit,n,fret,func); 
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];        if (fabs(fptt-(*fret)) > del) { 
       for (k=1; k<=cptcovage;k++)          del=fabs(fptt-(*fret)); 
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];          ibig=i; 
       for (k=1; k<=cptcovprod;k++)        } 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];  #ifdef DEBUG
         printf("%d %.12e",i,(*fret));
         fprintf(ficlog,"%d %.12e",i,(*fret));
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/        for (j=1;j<=n;j++) {
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,          printf(" x(%d)=%.12e",j,xit[j]);
                    pmij(pmmij,cov,ncovmodel,x,nlstate));          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
       savm=oldm;        }
       oldm=newm;        for(j=1;j<=n;j++) {
     }          printf(" p=%.12e",p[j]);
     for(i=1; i<=nlstate+ndeath; i++)          fprintf(ficlog," p=%.12e",p[j]);
       for(j=1;j<=nlstate+ndeath;j++) {        }
         po[i][j][h]=newm[i][j];        printf("\n");
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);        fprintf(ficlog,"\n");
          */  #endif
       }      } 
   } /* end h */      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
   return po;  #ifdef DEBUG
 }        int k[2],l;
         k[0]=1;
         k[1]=-1;
 /*************** log-likelihood *************/        printf("Max: %.12e",(*func)(p));
 double func( double *x)        fprintf(ficlog,"Max: %.12e",(*func)(p));
 {        for (j=1;j<=n;j++) {
   int i, ii, j, k, mi, d, kk;          printf(" %.12e",p[j]);
   double l, ll[NLSTATEMAX], cov[NCOVMAX];          fprintf(ficlog," %.12e",p[j]);
   double **out;        }
   double sw; /* Sum of weights */        printf("\n");
   double lli; /* Individual log likelihood */        fprintf(ficlog,"\n");
   long ipmx;        for(l=0;l<=1;l++) {
   /*extern weight */          for (j=1;j<=n;j++) {
   /* We are differentiating ll according to initial status */            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
   /*for(i=1;i<imx;i++)            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
     printf(" %d\n",s[4][i]);          }
   */          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
   cov[1]=1.;          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
         }
   for(k=1; k<=nlstate; k++) ll[k]=0.;  #endif
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){  
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];  
     for(mi=1; mi<= wav[i]-1; mi++){        free_vector(xit,1,n); 
       for (ii=1;ii<=nlstate+ndeath;ii++)        free_vector(xits,1,n); 
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);        free_vector(ptt,1,n); 
       for(d=0; d<dh[mi][i]; d++){        free_vector(pt,1,n); 
         newm=savm;        return; 
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;      } 
         for (kk=1; kk<=cptcovage;kk++) {      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];      for (j=1;j<=n;j++) { 
         }        ptt[j]=2.0*p[j]-pt[j]; 
                xit[j]=p[j]-pt[j]; 
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,        pt[j]=p[j]; 
                      1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));      } 
         savm=oldm;      fptt=(*func)(ptt); 
         oldm=newm;      if (fptt < fp) { 
                t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
                if (t < 0.0) { 
       } /* end mult */          linmin(p,xit,n,fret,func); 
                for (j=1;j<=n;j++) { 
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);            xi[j][ibig]=xi[j][n]; 
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/            xi[j][n]=xit[j]; 
       ipmx +=1;          }
       sw += weight[i];  #ifdef DEBUG
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
     } /* end of wave */          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   } /* end of individual */          for(j=1;j<=n;j++){
             printf(" %.12e",xit[j]);
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];            fprintf(ficlog," %.12e",xit[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 */          printf("\n");
   return -l;          fprintf(ficlog,"\n");
 }  #endif
         }
       } 
 /*********** Maximum Likelihood Estimation ***************/    } 
   } 
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))  
 {  /**** Prevalence limit (stable prevalence)  ****************/
   int i,j, iter;  
   double **xi,*delti;  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
   double fret;  {
   xi=matrix(1,npar,1,npar);    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
   for (i=1;i<=npar;i++)       matrix by transitions matrix until convergence is reached */
     for (j=1;j<=npar;j++)  
       xi[i][j]=(i==j ? 1.0 : 0.0);    int i, ii,j,k;
   printf("Powell\n");    double min, max, maxmin, maxmax,sumnew=0.;
   powell(p,xi,npar,ftol,&iter,&fret,func);    double **matprod2();
     double **out, cov[NCOVMAX], **pmij();
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));    double **newm;
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));    double agefin, delaymax=50 ; /* Max number of years to converge */
   
 }    for (ii=1;ii<=nlstate+ndeath;ii++)
       for (j=1;j<=nlstate+ndeath;j++){
 /**** Computes Hessian and covariance matrix ***/        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))      }
 {  
   double  **a,**y,*x,pd;     cov[1]=1.;
   double **hess;   
   int i, j,jk;   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
   int *indx;    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
       newm=savm;
   double hessii(double p[], double delta, int theta, double delti[]);      /* Covariates have to be included here again */
   double hessij(double p[], double delti[], int i, int j);       cov[2]=agefin;
   void lubksb(double **a, int npar, int *indx, double b[]) ;    
   void ludcmp(double **a, int npar, int *indx, double *d) ;        for (k=1; k<=cptcovn;k++) {
           cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
   hess=matrix(1,npar,1,npar);          /*      printf("ij=%d k=%d Tvar[k]=%d nbcode=%d cov=%lf codtab[ij][Tvar[k]]=%d \n",ij,k, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k], codtab[ij][Tvar[k]]);*/
         }
   printf("\nCalculation of the hessian matrix. Wait...\n");        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
   for (i=1;i<=npar;i++){        for (k=1; k<=cptcovprod;k++)
     printf("%d",i);fflush(stdout);          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
     hess[i][i]=hessii(p,ftolhess,i,delti);  
     /*printf(" %f ",p[i]);*/        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
     /*printf(" %lf ",hess[i][i]);*/        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
   }        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
        out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
   for (i=1;i<=npar;i++) {  
     for (j=1;j<=npar;j++)  {      savm=oldm;
       if (j>i) {      oldm=newm;
         printf(".%d%d",i,j);fflush(stdout);      maxmax=0.;
         hess[i][j]=hessij(p,delti,i,j);      for(j=1;j<=nlstate;j++){
         hess[j][i]=hess[i][j];            min=1.;
         /*printf(" %lf ",hess[i][j]);*/        max=0.;
       }        for(i=1; i<=nlstate; i++) {
     }          sumnew=0;
   }          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
   printf("\n");          prlim[i][j]= newm[i][j]/(1-sumnew);
           max=FMAX(max,prlim[i][j]);
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");          min=FMIN(min,prlim[i][j]);
          }
   a=matrix(1,npar,1,npar);        maxmin=max-min;
   y=matrix(1,npar,1,npar);        maxmax=FMAX(maxmax,maxmin);
   x=vector(1,npar);      }
   indx=ivector(1,npar);      if(maxmax < ftolpl){
   for (i=1;i<=npar;i++)        return prlim;
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];      }
   ludcmp(a,npar,indx,&pd);    }
   }
   for (j=1;j<=npar;j++) {  
     for (i=1;i<=npar;i++) x[i]=0;  /*************** transition probabilities ***************/ 
     x[j]=1;  
     lubksb(a,npar,indx,x);  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
     for (i=1;i<=npar;i++){  {
       matcov[i][j]=x[i];    double s1, s2;
     }    /*double t34;*/
   }    int i,j,j1, nc, ii, jj;
   
   printf("\n#Hessian matrix#\n");      for(i=1; i<= nlstate; i++){
   for (i=1;i<=npar;i++) {      for(j=1; j<i;j++){
     for (j=1;j<=npar;j++) {        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
       printf("%.3e ",hess[i][j]);          /*s2 += param[i][j][nc]*cov[nc];*/
     }          s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
     printf("\n");          /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
   }        }
         ps[i][j]=s2;
   /* Recompute Inverse */        /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
   for (i=1;i<=npar;i++)      }
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];      for(j=i+1; j<=nlstate+ndeath;j++){
   ludcmp(a,npar,indx,&pd);        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
           s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
   /*  printf("\n#Hessian matrix recomputed#\n");          /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
         }
   for (j=1;j<=npar;j++) {        ps[i][j]=s2;
     for (i=1;i<=npar;i++) x[i]=0;      }
     x[j]=1;    }
     lubksb(a,npar,indx,x);      /*ps[3][2]=1;*/
     for (i=1;i<=npar;i++){  
       y[i][j]=x[i];    for(i=1; i<= nlstate; i++){
       printf("%.3e ",y[i][j]);       s1=0;
     }      for(j=1; j<i; j++)
     printf("\n");        s1+=exp(ps[i][j]);
   }      for(j=i+1; j<=nlstate+ndeath; j++)
   */        s1+=exp(ps[i][j]);
       ps[i][i]=1./(s1+1.);
   free_matrix(a,1,npar,1,npar);      for(j=1; j<i; j++)
   free_matrix(y,1,npar,1,npar);        ps[i][j]= exp(ps[i][j])*ps[i][i];
   free_vector(x,1,npar);      for(j=i+1; j<=nlstate+ndeath; j++)
   free_ivector(indx,1,npar);        ps[i][j]= exp(ps[i][j])*ps[i][i];
   free_matrix(hess,1,npar,1,npar);      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
     } /* end i */
   
 }    for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
       for(jj=1; jj<= nlstate+ndeath; jj++){
 /*************** hessian matrix ****************/        ps[ii][jj]=0;
 double hessii( double x[], double delta, int theta, double delti[])        ps[ii][ii]=1;
 {      }
   int i;    }
   int l=1, lmax=20;  
   double k1,k2;  
   double p2[NPARMAX+1];    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
   double res;      for(jj=1; jj<= nlstate+ndeath; jj++){
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;       printf("%lf ",ps[ii][jj]);
   double fx;     }
   int k=0,kmax=10;      printf("\n ");
   double l1;      }
       printf("\n ");printf("%lf ",cov[2]);*/
   fx=func(x);  /*
   for (i=1;i<=npar;i++) p2[i]=x[i];    for(i=1; i<= npar; i++) printf("%f ",x[i]);
   for(l=0 ; l <=lmax; l++){    goto end;*/
     l1=pow(10,l);      return ps;
     delts=delt;  }
     for(k=1 ; k <kmax; k=k+1){  
       delt = delta*(l1*k);  /**************** Product of 2 matrices ******************/
       p2[theta]=x[theta] +delt;  
       k1=func(p2)-fx;  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
       p2[theta]=x[theta]-delt;  {
       k2=func(p2)-fx;    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
       /*res= (k1-2.0*fx+k2)/delt/delt; */       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */    /* in, b, out are matrice of pointers which should have been initialized 
             before: only the contents of out is modified. The function returns
 #ifdef DEBUG       a pointer to pointers identical to out */
       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);    long i, j, k;
 #endif    for(i=nrl; i<= nrh; i++)
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */      for(k=ncolol; k<=ncoloh; k++)
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){        for(j=ncl,out[i][k]=0.; j<=nch; j++)
         k=kmax;          out[i][k] +=in[i][j]*b[j][k];
       }  
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */    return out;
         k=kmax; l=lmax*10.;  }
       }  
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){  
         delts=delt;  /************* Higher Matrix Product ***************/
       }  
     }  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
   }  {
   delti[theta]=delts;    /* Computes the transition matrix starting at age 'age' over 
   return res;       'nhstepm*hstepm*stepm' months (i.e. until
         age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
 }       nhstepm*hstepm matrices. 
        Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
 double hessij( double x[], double delti[], int thetai,int thetaj)       (typically every 2 years instead of every month which is too big 
 {       for the memory).
   int i;       Model is determined by parameters x and covariates have to be 
   int l=1, l1, lmax=20;       included manually here. 
   double k1,k2,k3,k4,res,fx;  
   double p2[NPARMAX+1];       */
   int k;  
     int i, j, d, h, k;
   fx=func(x);    double **out, cov[NCOVMAX];
   for (k=1; k<=2; k++) {    double **newm;
     for (i=1;i<=npar;i++) p2[i]=x[i];  
     p2[thetai]=x[thetai]+delti[thetai]/k;    /* Hstepm could be zero and should return the unit matrix */
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;    for (i=1;i<=nlstate+ndeath;i++)
     k1=func(p2)-fx;      for (j=1;j<=nlstate+ndeath;j++){
          oldm[i][j]=(i==j ? 1.0 : 0.0);
     p2[thetai]=x[thetai]+delti[thetai]/k;        po[i][j][0]=(i==j ? 1.0 : 0.0);
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;      }
     k2=func(p2)-fx;    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
      for(h=1; h <=nhstepm; h++){
     p2[thetai]=x[thetai]-delti[thetai]/k;      for(d=1; d <=hstepm; d++){
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;        newm=savm;
     k3=func(p2)-fx;        /* Covariates have to be included here again */
          cov[1]=1.;
     p2[thetai]=x[thetai]-delti[thetai]/k;        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
     k4=func(p2)-fx;        for (k=1; k<=cptcovage;k++)
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
 #ifdef DEBUG        for (k=1; k<=cptcovprod;k++)
     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);          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
 #endif  
   }  
   return res;        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
 }        /*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, 
 /************** Inverse of matrix **************/                     pmij(pmmij,cov,ncovmodel,x,nlstate));
 void ludcmp(double **a, int n, int *indx, double *d)        savm=oldm;
 {        oldm=newm;
   int i,imax,j,k;      }
   double big,dum,sum,temp;      for(i=1; i<=nlstate+ndeath; i++)
   double *vv;        for(j=1;j<=nlstate+ndeath;j++) {
            po[i][j][h]=newm[i][j];
   vv=vector(1,n);          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
   *d=1.0;           */
   for (i=1;i<=n;i++) {        }
     big=0.0;    } /* end h */
     for (j=1;j<=n;j++)    return po;
       if ((temp=fabs(a[i][j])) > big) big=temp;  }
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");  
     vv[i]=1.0/big;  
   }  /*************** log-likelihood *************/
   for (j=1;j<=n;j++) {  double func( double *x)
     for (i=1;i<j;i++) {  {
       sum=a[i][j];    int i, ii, j, k, mi, d, kk;
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];    double l, ll[NLSTATEMAX], cov[NCOVMAX];
       a[i][j]=sum;    double **out;
     }    double sw; /* Sum of weights */
     big=0.0;    double lli; /* Individual log likelihood */
     for (i=j;i<=n;i++) {    int s1, s2;
       sum=a[i][j];    double bbh, survp;
       for (k=1;k<j;k++)    long ipmx;
         sum -= a[i][k]*a[k][j];    /*extern weight */
       a[i][j]=sum;    /* We are differentiating ll according to initial status */
       if ( (dum=vv[i]*fabs(sum)) >= big) {    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
         big=dum;    /*for(i=1;i<imx;i++) 
         imax=i;      printf(" %d\n",s[4][i]);
       }    */
     }    cov[1]=1.;
     if (j != imax) {  
       for (k=1;k<=n;k++) {    for(k=1; k<=nlstate; k++) ll[k]=0.;
         dum=a[imax][k];  
         a[imax][k]=a[j][k];    if(mle==1){
         a[j][k]=dum;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
       }        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       *d = -(*d);        for(mi=1; mi<= wav[i]-1; mi++){
       vv[imax]=vv[j];          for (ii=1;ii<=nlstate+ndeath;ii++)
     }            for (j=1;j<=nlstate+ndeath;j++){
     indx[j]=imax;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     if (a[j][j] == 0.0) a[j][j]=TINY;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     if (j != n) {            }
       dum=1.0/(a[j][j]);          for(d=0; d<dh[mi][i]; d++){
       for (i=j+1;i<=n;i++) a[i][j] *= dum;            newm=savm;
     }            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   }            for (kk=1; kk<=cptcovage;kk++) {
   free_vector(vv,1,n);  /* Doesn't work */              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 ;            }
 }            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
                          1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 void lubksb(double **a, int n, int *indx, double b[])            savm=oldm;
 {            oldm=newm;
   int i,ii=0,ip,j;          } /* end mult */
   double sum;        
            /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
   for (i=1;i<=n;i++) {          /* But now since version 0.9 we anticipate for bias and large stepm.
     ip=indx[i];           * If stepm is larger than one month (smallest stepm) and if the exact delay 
     sum=b[ip];           * (in months) between two waves is not a multiple of stepm, we rounded to 
     b[ip]=b[i];           * the nearest (and in case of equal distance, to the lowest) interval but now
     if (ii)           * we keep into memory the bias bh[mi][i] and also the previous matrix product
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
     else if (sum) ii=i;           * probability in order to take into account the bias as a fraction of the way
     b[i]=sum;           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
   }           * -stepm/2 to stepm/2 .
   for (i=n;i>=1;i--) {           * For stepm=1 the results are the same as for previous versions of Imach.
     sum=b[i];           * For stepm > 1 the results are less biased than in previous versions. 
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];           */
     b[i]=sum/a[i][i];          s1=s[mw[mi][i]][i];
   }          s2=s[mw[mi+1][i]][i];
 }          bbh=(double)bh[mi][i]/(double)stepm; 
           /* bias is positive if real duration
 /************ Frequencies ********************/           * is higher than the multiple of stepm and negative otherwise.
 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,double **mint,double **anint, int boolprev, double dateprev1,double dateprev2)           */
 {  /* Some frequencies */          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
            if( s2 > nlstate){ 
   int i, m, jk, k1,i1, j1, bool, z1,z2,j;            /* i.e. if s2 is a death state and if the date of death is known then the contribution
   double ***freq; /* Frequencies */               to the likelihood is the probability to die between last step unit time and current 
   double *pp;               step unit time, which is also the differences between probability to die before dh 
   double pos, k2;               and probability to die before dh-stepm . 
   FILE *ficresp;               In version up to 0.92 likelihood was computed
   char fileresp[FILENAMELENGTH];          as if date of death was unknown. Death was treated as any other
           health state: the date of the interview describes the actual state
   pp=vector(1,nlstate);          and not the date of a change in health state. The former idea was
   probs= ma3x(1,130 ,1,8, 1,8);          to consider that at each interview the state was recorded
   strcpy(fileresp,"p");          (healthy, disable or death) and IMaCh was corrected; but when we
   strcat(fileresp,fileres);          introduced the exact date of death then we should have modified
   if((ficresp=fopen(fileresp,"w"))==NULL) {          the contribution of an exact death to the likelihood. This new
     printf("Problem with prevalence resultfile: %s\n", fileresp);          contribution is smaller and very dependent of the step unit
     exit(0);          stepm. It is no more the probability to die between last interview
   }          and month of death but the probability to survive from last
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);          interview up to one month before death multiplied by the
   j1=0;          probability to die within a month. Thanks to Chris
           Jackson for correcting this bug.  Former versions increased
   j=cptcoveff;          mortality artificially. The bad side is that we add another loop
   if (cptcovn<1) {j=1;ncodemax[1]=1;}          which slows down the processing. The difference can be up to 10%
           lower mortality.
   for(k1=1; k1<=j;k1++){            */
    for(i1=1; i1<=ncodemax[k1];i1++){            lli=log(out[s1][s2] - savm[s1][s2]);
        j1++;          }else{
        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
          scanf("%d", 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 */
         for (i=-1; i<=nlstate+ndeath; i++)            } 
          for (jk=-1; jk<=nlstate+ndeath; jk++)            /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
            for(m=agemin; m <= agemax+3; m++)          /*if(lli ==000.0)*/
              freq[i][jk][m]=0;          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
                  ipmx +=1;
        for (i=1; i<=imx; i++) {          sw += weight[i];
          bool=1;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
          if  (cptcovn>0) {        } /* end of wave */
            for (z1=1; z1<=cptcoveff; z1++)      } /* end of individual */
              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])    }  else if(mle==2){
                bool=0;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
          }        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
          if (bool==1) {        for(mi=1; mi<= wav[i]-1; mi++){
            if (boolprev==1){          for (ii=1;ii<=nlstate+ndeath;ii++)
              for(m=fprev1; m<=lprev1; m++){            for (j=1;j<=nlstate+ndeath;j++){
                if(agev[m][i]==0) agev[m][i]=agemax+1;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
                if(agev[m][i]==1) agev[m][i]=agemax+2;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
                freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];            }
                freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];          for(d=0; d<=dh[mi][i]; d++){
              }            newm=savm;
            }            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
            else {            for (kk=1; kk<=cptcovage;kk++) {
             for(m=firstpass; m<=lastpass; m++){              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
              k2=anint[m][i]+(mint[m][i]/12.);            }
              if ((k2>=dateprev1) && (k2<=dateprev2)) {            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
              if(agev[m][i]==0) agev[m][i]=agemax+1;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
              if(agev[m][i]==1) agev[m][i]=agemax+2;            savm=oldm;
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];            oldm=newm;
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];          } /* end mult */
              }        
             }          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
            }          /* But now since version 0.9 we anticipate for bias and large stepm.
           }           * If stepm is larger than one month (smallest stepm) and if the exact delay 
        }           * (in months) between two waves is not a multiple of stepm, we rounded to 
         if  (cptcovn>0) {           * the nearest (and in case of equal distance, to the lowest) interval but now
          fprintf(ficresp, "\n#********** Variable ");           * we keep into memory the bias bh[mi][i] and also the previous matrix product
          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
        fprintf(ficresp, "**********\n#");           * 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(i=1; i<=nlstate;i++)           * -stepm/2 to stepm/2 .
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);           * For stepm=1 the results are the same as for previous versions of Imach.
        fprintf(ficresp, "\n");           * For stepm > 1 the results are less biased than in previous versions. 
                   */
   for(i=(int)agemin; i <= (int)agemax+3; i++){          s1=s[mw[mi][i]][i];
     if(i==(int)agemax+3)          s2=s[mw[mi+1][i]][i];
       printf("Total");          bbh=(double)bh[mi][i]/(double)stepm; 
     else          /* bias is positive if real duration
       printf("Age %d", i);           * is higher than the multiple of stepm and negative otherwise.
     for(jk=1; jk <=nlstate ; jk++){           */
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)          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 */
         pp[jk] += freq[jk][m][i];          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
     }          /*lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.-+bh)*out[s1][s2])); */ /* exponential interpolation */
     for(jk=1; jk <=nlstate ; jk++){          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
       for(m=-1, pos=0; m <=0 ; m++)          /*if(lli ==000.0)*/
         pos += freq[jk][m][i];          /*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); */
       if(pp[jk]>=1.e-10)          ipmx +=1;
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);          sw += weight[i];
       else          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);        } /* end of wave */
     }      } /* end of individual */
     }  else if(mle==3){  /* exponential inter-extrapolation */
      for(jk=1; jk <=nlstate ; jk++){      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
       for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         pp[jk] += freq[jk][m][i];        for(mi=1; mi<= wav[i]-1; mi++){
      }          for (ii=1;ii<=nlstate+ndeath;ii++)
             for (j=1;j<=nlstate+ndeath;j++){
     for(jk=1,pos=0; jk <=nlstate ; jk++)              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       pos += pp[jk];              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     for(jk=1; jk <=nlstate ; jk++){            }
       if(pos>=1.e-5)          for(d=0; d<dh[mi][i]; d++){
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);            newm=savm;
       else            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);            for (kk=1; kk<=cptcovage;kk++) {
       if( i <= (int) agemax){              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
         if(pos>=1.e-5){            }
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
           probs[i][jk][j1]= pp[jk]/pos;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
           /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/            savm=oldm;
         }            oldm=newm;
       else          } /* end mult */
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);        
       }          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
     }          /* But now since version 0.9 we anticipate for bias and large stepm.
     for(jk=-1; jk <=nlstate+ndeath; jk++)           * If stepm is larger than one month (smallest stepm) and if the exact delay 
       for(m=-1; m <=nlstate+ndeath; m++)           * (in months) between two waves is not a multiple of stepm, we rounded to 
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);           * the nearest (and in case of equal distance, to the lowest) interval but now
     if(i <= (int) agemax)           * we keep into memory the bias bh[mi][i] and also the previous matrix product
       fprintf(ficresp,"\n");           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
     printf("\n");           * 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
     }           * -stepm/2 to stepm/2 .
  }           * For stepm=1 the results are the same as for previous versions of Imach.
             * For stepm > 1 the results are less biased than in previous versions. 
   fclose(ficresp);           */
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);          s1=s[mw[mi][i]][i];
   free_vector(pp,1,nlstate);          s2=s[mw[mi+1][i]][i];
           bbh=(double)bh[mi][i]/(double)stepm; 
 }  /* End of Freq */          /* bias is positive if real duration
            * is higher than the multiple of stepm and negative otherwise.
 /************ 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, double **mint,double **anint,int boolprev, double dateprev1, double dateprev2)          /* 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 */
 {  /* Some frequencies */          lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
            /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;          /*if(lli ==000.0)*/
   double ***freq; /* Frequencies */          /*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); */
   double *pp;          ipmx +=1;
   double pos, k2;          sw += weight[i];
           ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   pp=vector(1,nlstate);        } /* end of wave */
   probs= ma3x(1,130 ,1,8, 1,8);      } /* end of individual */
      }else if (mle==4){  /* ml=4 no inter-extrapolation */
   freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   j1=0;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
          for(mi=1; mi<= wav[i]-1; mi++){
   j=cptcoveff;          for (ii=1;ii<=nlstate+ndeath;ii++)
   if (cptcovn<1) {j=1;ncodemax[1]=1;}            for (j=1;j<=nlstate+ndeath;j++){
                oldm[ii][j]=(ii==j ? 1.0 : 0.0);
  for(k1=1; k1<=j;k1++){              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     for(i1=1; i1<=ncodemax[k1];i1++){            }
       j1++;          for(d=0; d<dh[mi][i]; d++){
              newm=savm;
       for (i=-1; i<=nlstate+ndeath; i++)              cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
         for (jk=-1; jk<=nlstate+ndeath; jk++)              for (kk=1; kk<=cptcovage;kk++) {
           for(m=agemin; m <= agemax+3; m++)              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
           freq[i][jk][m]=0;            }
                
       for (i=1; i<=imx; i++) {            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
         bool=1;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
         if  (cptcovn>0) {            savm=oldm;
           for (z1=1; z1<=cptcoveff; z1++)            oldm=newm;
             if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])          } /* end mult */
               bool=0;        
               }          s1=s[mw[mi][i]][i];
         if (bool==1) {          s2=s[mw[mi+1][i]][i];
           if (boolprev==1){          if( s2 > nlstate){ 
             for(m=fprev1; m<=lprev1; m++){            lli=log(out[s1][s2] - savm[s1][s2]);
               if(agev[m][i]==0) agev[m][i]=agemax+1;          }else{
               if(agev[m][i]==1) agev[m][i]=agemax+2;            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
               freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];          }
               freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];          ipmx +=1;
             }          sw += weight[i];
           }          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
           else {  /*      printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
             for(m=firstpass; m<=lastpass; m++){        } /* end of wave */
               k2=anint[m][i]+(mint[m][i]/12.);      } /* end of individual */
               if ((k2>=dateprev1) && (k2<=dateprev2)) {    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
                 if(agev[m][i]==0) agev[m][i]=agemax+1;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
                 if(agev[m][i]==1) agev[m][i]=agemax+2;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
                 freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];        for(mi=1; mi<= wav[i]-1; mi++){
                 freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];          for (ii=1;ii<=nlstate+ndeath;ii++)
               }            for (j=1;j<=nlstate+ndeath;j++){
             }              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
           }              savm[ii][j]=(ii==j ? 1.0 : 0.0);
         }            }
       }          for(d=0; d<dh[mi][i]; d++){
         for(i=(int)agemin; i <= (int)agemax+3; i++){            newm=savm;
           for(jk=1; jk <=nlstate ; jk++){            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
             for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)            for (kk=1; kk<=cptcovage;kk++) {
               pp[jk] += freq[jk][m][i];              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
           }            }
           for(jk=1; jk <=nlstate ; jk++){          
             for(m=-1, pos=0; m <=0 ; m++)            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
             pos += freq[jk][m][i];                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
         }            savm=oldm;
                    oldm=newm;
          for(jk=1; jk <=nlstate ; jk++){          } /* end mult */
            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)        
              pp[jk] += freq[jk][m][i];          s1=s[mw[mi][i]][i];
          }          s2=s[mw[mi+1][i]][i];
                    lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
          for(jk=1,pos=0; jk <=nlstate ; jk++) pos += pp[jk];          ipmx +=1;
           sw += weight[i];
          for(jk=1; jk <=nlstate ; jk++){                    ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
            if( i <= (int) agemax){          /*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(pos>=1.e-5){        } /* end of wave */
                probs[i][jk][j1]= pp[jk]/pos;      } /* end of individual */
              }    } /* End of if */
            }    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
          }    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
              l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
         }    return -l;
     }  }
   }  
    /*************** log-likelihood *************/
    double funcone( double *x)
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);  {
   free_vector(pp,1,nlstate);    /* Same as likeli but slower because of a lot of printf and if */
      int i, ii, j, k, mi, d, kk;
 }  /* End of Freq */    double l, ll[NLSTATEMAX], cov[NCOVMAX];
 /************* Waves Concatenation ***************/    double **out;
     double lli; /* Individual log likelihood */
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)    double llt;
 {    int s1, s2;
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.    double bbh, survp;
      Death is a valid wave (if date is known).    /*extern weight */
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i    /* We are differentiating ll according to initial status */
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
      and mw[mi+1][i]. dh depends on stepm.    /*for(i=1;i<imx;i++) 
      */      printf(" %d\n",s[4][i]);
     */
   int i, mi, m;    cov[1]=1.;
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;  
      double sum=0., jmean=0.;*/    for(k=1; k<=nlstate; k++) ll[k]=0.;
   
   int j, k=0,jk, ju, jl;    for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   double sum=0.;      for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   jmin=1e+5;      for(mi=1; mi<= wav[i]-1; mi++){
   jmax=-1;        for (ii=1;ii<=nlstate+ndeath;ii++)
   jmean=0.;          for (j=1;j<=nlstate+ndeath;j++){
   for(i=1; i<=imx; i++){            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     mi=0;            savm[ii][j]=(ii==j ? 1.0 : 0.0);
     m=firstpass;          }
     while(s[m][i] <= nlstate){        for(d=0; d<dh[mi][i]; d++){
       if(s[m][i]>=1)          newm=savm;
         mw[++mi][i]=m;          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       if(m >=lastpass)          for (kk=1; kk<=cptcovage;kk++) {
         break;            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       else          }
         m++;          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     }/* end while */                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     if (s[m][i] > nlstate){          savm=oldm;
       mi++;     /* Death is another wave */          oldm=newm;
       /* if(mi==0)  never been interviewed correctly before death */        } /* end mult */
          /* Only death is a correct wave */        
       mw[mi][i]=m;        s1=s[mw[mi][i]][i];
     }        s2=s[mw[mi+1][i]][i];
         bbh=(double)bh[mi][i]/(double)stepm; 
     wav[i]=mi;        /* bias is positive if real duration
     if(mi==0)         * is higher than the multiple of stepm and negative otherwise.
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);         */
   }        if( s2 > nlstate && (mle <5) ){  /* Jackson */
           lli=log(out[s1][s2] - savm[s1][s2]);
   for(i=1; i<=imx; i++){        } else if (mle==1){
     for(mi=1; mi<wav[i];mi++){          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
       if (stepm <=0)        } else if(mle==2){
         dh[mi][i]=1;          lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
       else{        } else if(mle==3){  /* exponential inter-extrapolation */
         if (s[mw[mi+1][i]][i] > nlstate) {          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 */
           if (agedc[i] < 2*AGESUP) {        } else if (mle==4){  /* mle=4 no inter-extrapolation */
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);          lli=log(out[s1][s2]); /* Original formula */
           if(j==0) j=1;  /* Survives at least one month after exam */        } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
           k=k+1;          lli=log(out[s1][s2]); /* Original formula */
           if (j >= jmax) jmax=j;        } /* End of if */
           if (j <= jmin) jmin=j;        ipmx +=1;
           sum=sum+j;        sw += weight[i];
           /* if (j<10) printf("j=%d num=%d ",j,i); */        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
           }  /*       printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
         }        if(globpr){
         else{          fprintf(ficresilk,"%9d %6d %1d %1d %1d %1d %3d %10.6f %6.4f\
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));   %10.6f %10.6f %10.6f ", \
           k=k+1;                  num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
           if (j >= jmax) jmax=j;                  2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
           else if (j <= jmin)jmin=j;          for(k=1,llt=0.,l=0.; k<=nlstate; k++){
           /*   if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */            llt +=ll[k]*gipmx/gsw;
           sum=sum+j;            fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
         }          }
         jk= j/stepm;          fprintf(ficresilk," %10.6f\n", -llt);
         jl= j -jk*stepm;        }
         ju= j -(jk+1)*stepm;      } /* end of wave */
         if(jl <= -ju)    } /* end of individual */
           dh[mi][i]=jk;    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
         else    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
           dh[mi][i]=jk+1;    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
         if(dh[mi][i]==0)    if(globpr==0){ /* First time we count the contributions and weights */
           dh[mi][i]=1; /* At least one step */      gipmx=ipmx;
       }      gsw=sw;
     }    }
   }    return -l;
   jmean=sum/k;  }
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);  
  }  char *subdirf(char fileres[])
 /*********** Tricode ****************************/  {
 void tricode(int *Tvar, int **nbcode, int imx)    /* Caution optionfilefiname is hidden */
 {    strcpy(tmpout,optionfilefiname);
   int Ndum[20],ij=1, k, j, i;    strcat(tmpout,"/"); /* Add to the right */
   int cptcode=0;    strcat(tmpout,fileres);
   cptcoveff=0;    return tmpout;
    }
   for (k=0; k<19; k++) Ndum[k]=0;  
   for (k=1; k<=7; k++) ncodemax[k]=0;  char *subdirf2(char fileres[], char *preop)
   {
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {    
     for (i=1; i<=imx; i++) {    strcpy(tmpout,optionfilefiname);
       ij=(int)(covar[Tvar[j]][i]);    strcat(tmpout,"/");
       Ndum[ij]++;    strcat(tmpout,preop);
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/    strcat(tmpout,fileres);
       if (ij > cptcode) cptcode=ij;    return tmpout;
     }  }
   char *subdirf3(char fileres[], char *preop, char *preop2)
     for (i=0; i<=cptcode; i++) {  {
       if(Ndum[i]!=0) ncodemax[j]++;    
     }    strcpy(tmpout,optionfilefiname);
     ij=1;    strcat(tmpout,"/");
     strcat(tmpout,preop);
     strcat(tmpout,preop2);
     for (i=1; i<=ncodemax[j]; i++) {    strcat(tmpout,fileres);
       for (k=0; k<=19; k++) {    return tmpout;
         if (Ndum[k] != 0) {  }
           nbcode[Tvar[j]][ij]=k;  
           ij++;  void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
         }  {
         if (ij > ncodemax[j]) break;    /* This routine should help understanding what is done with 
       }         the selection of individuals/waves and
     }       to check the exact contribution to the likelihood.
   }         Plotting could be done.
      */
  for (k=0; k<19; k++) Ndum[k]=0;    int k;
   
  for (i=1; i<=ncovmodel-2; i++) {    if(*globpri !=0){ /* Just counts and sums, no printings */
       ij=Tvar[i];      strcpy(fileresilk,"ilk"); 
       Ndum[ij]++;      strcat(fileresilk,fileres);
     }      if((ficresilk=fopen(fileresilk,"w"))==NULL) {
         printf("Problem with resultfile: %s\n", fileresilk);
  ij=1;        fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
  for (i=1; i<=10; i++) {      }
    if((Ndum[i]!=0) && (i<=ncov)){      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");
      Tvaraff[ij]=i;      fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
      ij++;      /*  i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
    }      for(k=1; k<=nlstate; k++) 
  }        fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
        fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
     cptcoveff=ij-1;    }
 }  
     *fretone=(*funcone)(p);
 /*********** Health Expectancies ****************/    if(*globpri !=0){
       fclose(ficresilk);
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, 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); 
   /* Health expectancies */    } 
   int i, j, nhstepm, hstepm, h;    return;
   double age, agelim,hf;  }
   double ***p3mat;  
    
   fprintf(ficreseij,"# Health expectancies\n");  /*********** Maximum Likelihood Estimation ***************/
   fprintf(ficreseij,"# Age");  
   for(i=1; i<=nlstate;i++)  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
     for(j=1; j<=nlstate;j++)  {
       fprintf(ficreseij," %1d-%1d",i,j);    int i,j, iter;
   fprintf(ficreseij,"\n");    double **xi;
     double fret;
   hstepm=1*YEARM; /*  Every j years of age (in month) */    double fretone; /* Only one call to likelihood */
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    char filerespow[FILENAMELENGTH];
     xi=matrix(1,npar,1,npar);
   agelim=AGESUP;    for (i=1;i<=npar;i++)
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */      for (j=1;j<=npar;j++)
     /* nhstepm age range expressed in number of stepm */        xi[i][j]=(i==j ? 1.0 : 0.0);
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);    printf("Powell\n");  fprintf(ficlog,"Powell\n");
     /* Typically if 20 years = 20*12/6=40 stepm */    strcpy(filerespow,"pow"); 
     if (stepm >= YEARM) hstepm=1;    strcat(filerespow,fileres);
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */    if((ficrespow=fopen(filerespow,"w"))==NULL) {
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      printf("Problem with resultfile: %s\n", filerespow);
     /* Computed by stepm unit matrices, product of hstepm matrices, stored      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */    }
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);      fprintf(ficrespow,"# Powell\n# iter -2*LL");
     for (i=1;i<=nlstate;i++)
       for(j=1;j<=nlstate+ndeath;j++)
     for(i=1; i<=nlstate;i++)        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
       for(j=1; j<=nlstate;j++)    fprintf(ficrespow,"\n");
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){  
           eij[i][j][(int)age] +=p3mat[i][j][h];    powell(p,xi,npar,ftol,&iter,&fret,func);
         }  
        fclose(ficrespow);
     hf=1;    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
     if (stepm >= YEARM) hf=stepm/YEARM;    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
     fprintf(ficreseij,"%.0f",age );    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
     for(i=1; i<=nlstate;i++)  
       for(j=1; j<=nlstate;j++){  }
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);  
       }  /**** Computes Hessian and covariance matrix ***/
     fprintf(ficreseij,"\n");  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  {
   }    double  **a,**y,*x,pd;
 }    double **hess;
     int i, j,jk;
 /************ Variance ******************/    int *indx;
 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)  
 {    double hessii(double p[], double delta, int theta, double delti[]);
   /* Variance of health expectancies */    double hessij(double p[], double delti[], int i, int j);
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    void lubksb(double **a, int npar, int *indx, double b[]) ;
   double **newm;    void ludcmp(double **a, int npar, int *indx, double *d) ;
   double **dnewm,**doldm;  
   int i, j, nhstepm, hstepm, h;    hess=matrix(1,npar,1,npar);
   int k, cptcode;  
   double *xp;    printf("\nCalculation of the hessian matrix. Wait...\n");
   double **gp, **gm;    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
   double ***gradg, ***trgradg;    for (i=1;i<=npar;i++){
   double ***p3mat;      printf("%d",i);fflush(stdout);
   double age,agelim;      fprintf(ficlog,"%d",i);fflush(ficlog);
   int theta;      hess[i][i]=hessii(p,ftolhess,i,delti);
       /*printf(" %f ",p[i]);*/
    fprintf(ficresvij,"# Covariances of life expectancies\n");      /*printf(" %lf ",hess[i][i]);*/
   fprintf(ficresvij,"# Age");    }
   for(i=1; i<=nlstate;i++)    
     for(j=1; j<=nlstate;j++)    for (i=1;i<=npar;i++) {
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);      for (j=1;j<=npar;j++)  {
   fprintf(ficresvij,"\n");        if (j>i) { 
           printf(".%d%d",i,j);fflush(stdout);
   xp=vector(1,npar);          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
   dnewm=matrix(1,nlstate,1,npar);          hess[i][j]=hessij(p,delti,i,j);
   doldm=matrix(1,nlstate,1,nlstate);          hess[j][i]=hess[i][j];    
            /*printf(" %lf ",hess[i][j]);*/
   hstepm=1*YEARM; /* Every year of age */        }
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */      }
   agelim = AGESUP;    }
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    printf("\n");
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    fprintf(ficlog,"\n");
     if (stepm >= YEARM) hstepm=1;  
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);    
     gp=matrix(0,nhstepm,1,nlstate);    a=matrix(1,npar,1,npar);
     gm=matrix(0,nhstepm,1,nlstate);    y=matrix(1,npar,1,npar);
     x=vector(1,npar);
     for(theta=1; theta <=npar; theta++){    indx=ivector(1,npar);
       for(i=1; i<=npar; i++){ /* Computes gradient */    for (i=1;i<=npar;i++)
         xp[i] = x[i] + (i==theta ?delti[theta]:0);      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
       }    ludcmp(a,npar,indx,&pd);
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);    
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    for (j=1;j<=npar;j++) {
       for (i=1;i<=npar;i++) x[i]=0;
       if (popbased==1) {      x[j]=1;
         for(i=1; i<=nlstate;i++)      lubksb(a,npar,indx,x);
           prlim[i][i]=probs[(int)age][i][ij];      for (i=1;i<=npar;i++){ 
       }        matcov[i][j]=x[i];
            }
       for(j=1; j<= nlstate; j++){    }
         for(h=0; h<=nhstepm; h++){  
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)    printf("\n#Hessian matrix#\n");
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];    fprintf(ficlog,"\n#Hessian matrix#\n");
         }    for (i=1;i<=npar;i++) { 
       }      for (j=1;j<=npar;j++) { 
            printf("%.3e ",hess[i][j]);
       for(i=1; i<=npar; i++) /* Computes gradient */        fprintf(ficlog,"%.3e ",hess[i][j]);
         xp[i] = x[i] - (i==theta ?delti[theta]:0);      }
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);        printf("\n");
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);      fprintf(ficlog,"\n");
     }
       if (popbased==1) {  
         for(i=1; i<=nlstate;i++)    /* Recompute Inverse */
           prlim[i][i]=probs[(int)age][i][ij];    for (i=1;i<=npar;i++)
       }      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
     ludcmp(a,npar,indx,&pd);
       for(j=1; j<= nlstate; j++){  
         for(h=0; h<=nhstepm; h++){    /*  printf("\n#Hessian matrix recomputed#\n");
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)  
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];    for (j=1;j<=npar;j++) {
         }      for (i=1;i<=npar;i++) x[i]=0;
       }      x[j]=1;
       lubksb(a,npar,indx,x);
       for(j=1; j<= nlstate; j++)      for (i=1;i<=npar;i++){ 
         for(h=0; h<=nhstepm; h++){        y[i][j]=x[i];
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];        printf("%.3e ",y[i][j]);
         }        fprintf(ficlog,"%.3e ",y[i][j]);
     } /* End theta */      }
       printf("\n");
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);      fprintf(ficlog,"\n");
     }
     for(h=0; h<=nhstepm; h++)    */
       for(j=1; j<=nlstate;j++)  
         for(theta=1; theta <=npar; theta++)    free_matrix(a,1,npar,1,npar);
           trgradg[h][j][theta]=gradg[h][theta][j];    free_matrix(y,1,npar,1,npar);
     free_vector(x,1,npar);
     for(i=1;i<=nlstate;i++)    free_ivector(indx,1,npar);
       for(j=1;j<=nlstate;j++)    free_matrix(hess,1,npar,1,npar);
         vareij[i][j][(int)age] =0.;  
     for(h=0;h<=nhstepm;h++){  
       for(k=0;k<=nhstepm;k++){  }
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);  
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);  /*************** hessian matrix ****************/
         for(i=1;i<=nlstate;i++)  double hessii( double x[], double delta, int theta, double delti[])
           for(j=1;j<=nlstate;j++)  {
             vareij[i][j][(int)age] += doldm[i][j];    int i;
       }    int l=1, lmax=20;
     }    double k1,k2;
     h=1;    double p2[NPARMAX+1];
     if (stepm >= YEARM) h=stepm/YEARM;    double res;
     fprintf(ficresvij,"%.0f ",age );    double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
     for(i=1; i<=nlstate;i++)    double fx;
       for(j=1; j<=nlstate;j++){    int k=0,kmax=10;
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);    double l1;
       }  
     fprintf(ficresvij,"\n");    fx=func(x);
     free_matrix(gp,0,nhstepm,1,nlstate);    for (i=1;i<=npar;i++) p2[i]=x[i];
     free_matrix(gm,0,nhstepm,1,nlstate);    for(l=0 ; l <=lmax; l++){
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);      l1=pow(10,l);
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);      delts=delt;
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      for(k=1 ; k <kmax; k=k+1){
   } /* End age */        delt = delta*(l1*k);
          p2[theta]=x[theta] +delt;
   free_vector(xp,1,npar);        k1=func(p2)-fx;
   free_matrix(doldm,1,nlstate,1,npar);        p2[theta]=x[theta]-delt;
   free_matrix(dnewm,1,nlstate,1,nlstate);        k2=func(p2)-fx;
         /*res= (k1-2.0*fx+k2)/delt/delt; */
 }        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
         
 /************ Variance of prevlim ******************/  #ifdef DEBUG
 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)        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);
 {        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);
   /* Variance of prevalence limit */  #endif
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
   double **newm;        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
   double **dnewm,**doldm;          k=kmax;
   int i, j, nhstepm, hstepm;        }
   int k, cptcode;        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
   double *xp;          k=kmax; l=lmax*10.;
   double *gp, *gm;        }
   double **gradg, **trgradg;        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
   double age,agelim;          delts=delt;
   int theta;        }
          }
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");    }
   fprintf(ficresvpl,"# Age");    delti[theta]=delts;
   for(i=1; i<=nlstate;i++)    return res; 
       fprintf(ficresvpl," %1d-%1d",i,i);    
   fprintf(ficresvpl,"\n");  }
   
   xp=vector(1,npar);  double hessij( double x[], double delti[], int thetai,int thetaj)
   dnewm=matrix(1,nlstate,1,npar);  {
   doldm=matrix(1,nlstate,1,nlstate);    int i;
      int l=1, l1, lmax=20;
   hstepm=1*YEARM; /* Every year of age */    double k1,k2,k3,k4,res,fx;
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    double p2[NPARMAX+1];
   agelim = AGESUP;    int k;
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */  
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    fx=func(x);
     if (stepm >= YEARM) hstepm=1;    for (k=1; k<=2; k++) {
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */      for (i=1;i<=npar;i++) p2[i]=x[i];
     gradg=matrix(1,npar,1,nlstate);      p2[thetai]=x[thetai]+delti[thetai]/k;
     gp=vector(1,nlstate);      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
     gm=vector(1,nlstate);      k1=func(p2)-fx;
     
     for(theta=1; theta <=npar; theta++){      p2[thetai]=x[thetai]+delti[thetai]/k;
       for(i=1; i<=npar; i++){ /* Computes gradient */      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
         xp[i] = x[i] + (i==theta ?delti[theta]:0);      k2=func(p2)-fx;
       }    
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);      p2[thetai]=x[thetai]-delti[thetai]/k;
       for(i=1;i<=nlstate;i++)      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
         gp[i] = prlim[i][i];      k3=func(p2)-fx;
        
       for(i=1; i<=npar; i++) /* Computes gradient */      p2[thetai]=x[thetai]-delti[thetai]/k;
         xp[i] = x[i] - (i==theta ?delti[theta]:0);      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);      k4=func(p2)-fx;
       for(i=1;i<=nlstate;i++)      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
         gm[i] = prlim[i][i];  #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++)      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);
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];  #endif
     } /* End theta */    }
     return res;
     trgradg =matrix(1,nlstate,1,npar);  }
   
     for(j=1; j<=nlstate;j++)  /************** Inverse of matrix **************/
       for(theta=1; theta <=npar; theta++)  void ludcmp(double **a, int n, int *indx, double *d) 
         trgradg[j][theta]=gradg[theta][j];  { 
     int i,imax,j,k; 
     for(i=1;i<=nlstate;i++)    double big,dum,sum,temp; 
       varpl[i][(int)age] =0.;    double *vv; 
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);   
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);    vv=vector(1,n); 
     for(i=1;i<=nlstate;i++)    *d=1.0; 
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */    for (i=1;i<=n;i++) { 
       big=0.0; 
     fprintf(ficresvpl,"%.0f ",age );      for (j=1;j<=n;j++) 
     for(i=1; i<=nlstate;i++)        if ((temp=fabs(a[i][j])) > big) big=temp; 
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
     fprintf(ficresvpl,"\n");      vv[i]=1.0/big; 
     free_vector(gp,1,nlstate);    } 
     free_vector(gm,1,nlstate);    for (j=1;j<=n;j++) { 
     free_matrix(gradg,1,npar,1,nlstate);      for (i=1;i<j;i++) { 
     free_matrix(trgradg,1,nlstate,1,npar);        sum=a[i][j]; 
   } /* End age */        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
         a[i][j]=sum; 
   free_vector(xp,1,npar);      } 
   free_matrix(doldm,1,nlstate,1,npar);      big=0.0; 
   free_matrix(dnewm,1,nlstate,1,nlstate);      for (i=j;i<=n;i++) { 
         sum=a[i][j]; 
 }        for (k=1;k<j;k++) 
           sum -= a[i][k]*a[k][j]; 
 /************ Variance of one-step probabilities  ******************/        a[i][j]=sum; 
 void varprob(char fileres[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij)        if ( (dum=vv[i]*fabs(sum)) >= big) { 
 {          big=dum; 
   int i, j;          imax=i; 
   int k=0, cptcode;        } 
   double **dnewm,**doldm;      } 
   double *xp;      if (j != imax) { 
   double *gp, *gm;        for (k=1;k<=n;k++) { 
   double **gradg, **trgradg;          dum=a[imax][k]; 
   double age,agelim, cov[NCOVMAX];          a[imax][k]=a[j][k]; 
   int theta;          a[j][k]=dum; 
   char fileresprob[FILENAMELENGTH];        } 
         *d = -(*d); 
   strcpy(fileresprob,"prob");        vv[imax]=vv[j]; 
   strcat(fileresprob,fileres);      } 
   if((ficresprob=fopen(fileresprob,"w"))==NULL) {      indx[j]=imax; 
     printf("Problem with resultfile: %s\n", fileresprob);      if (a[j][j] == 0.0) a[j][j]=TINY; 
   }      if (j != n) { 
   printf("Computing variance of one-step probabilities: result on file '%s' \n",fileresprob);        dum=1.0/(a[j][j]); 
          for (i=j+1;i<=n;i++) a[i][j] *= dum; 
       } 
   xp=vector(1,npar);    } 
   dnewm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);    free_vector(vv,1,n);  /* Doesn't work */
   doldm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,(nlstate+ndeath)*(nlstate+ndeath));  ;
    } 
   cov[1]=1;  
   for (age=bage; age<=fage; age ++){  void lubksb(double **a, int n, int *indx, double b[]) 
     cov[2]=age;  { 
     gradg=matrix(1,npar,1,9);    int i,ii=0,ip,j; 
     trgradg=matrix(1,9,1,npar);    double sum; 
     gp=vector(1,(nlstate+ndeath)*(nlstate+ndeath));   
     gm=vector(1,(nlstate+ndeath)*(nlstate+ndeath));    for (i=1;i<=n;i++) { 
          ip=indx[i]; 
     for(theta=1; theta <=npar; theta++){      sum=b[ip]; 
       for(i=1; i<=npar; i++)      b[ip]=b[i]; 
         xp[i] = x[i] + (i==theta ?delti[theta]:0);      if (ii) 
              for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
       pmij(pmmij,cov,ncovmodel,xp,nlstate);      else if (sum) ii=i; 
          b[i]=sum; 
       k=0;    } 
       for(i=1; i<= (nlstate+ndeath); i++){    for (i=n;i>=1;i--) { 
         for(j=1; j<=(nlstate+ndeath);j++){      sum=b[i]; 
            k=k+1;      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
           gp[k]=pmmij[i][j];      b[i]=sum/a[i][i]; 
         }    } 
       }  } 
   
       for(i=1; i<=npar; i++)  /************ Frequencies ********************/
         xp[i] = x[i] - (i==theta ?delti[theta]:0);  void  freqsummary(char fileres[], int iagemin, int iagemax, int **s, double **agev, int nlstate, int imx, int *Tvaraff, int **nbcode, int *ncodemax,double **mint,double **anint)
      {  /* Some frequencies */
     
       pmij(pmmij,cov,ncovmodel,xp,nlstate);    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
       k=0;    int first;
       for(i=1; i<=(nlstate+ndeath); i++){    double ***freq; /* Frequencies */
         for(j=1; j<=(nlstate+ndeath);j++){    double *pp, **prop;
           k=k+1;    double pos,posprop, k2, dateintsum=0,k2cpt=0;
           gm[k]=pmmij[i][j];    FILE *ficresp;
         }    char fileresp[FILENAMELENGTH];
       }    
          pp=vector(1,nlstate);
        for(i=1; i<= (nlstate+ndeath)*(nlstate+ndeath); i++)    prop=matrix(1,nlstate,iagemin,iagemax+3);
            gradg[theta][i]=(gp[i]-gm[i])/2./delti[theta];      strcpy(fileresp,"p");
     }    strcat(fileresp,fileres);
     if((ficresp=fopen(fileresp,"w"))==NULL) {
      for(j=1; j<=(nlstate+ndeath)*(nlstate+ndeath);j++)      printf("Problem with prevalence resultfile: %s\n", fileresp);
       for(theta=1; theta <=npar; theta++)      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
       trgradg[j][theta]=gradg[theta][j];      exit(0);
      }
      matprod2(dnewm,trgradg,1,9,1,npar,1,npar,matcov);    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
      matprod2(doldm,dnewm,1,9,1,npar,1,9,gradg);    j1=0;
     
      pmij(pmmij,cov,ncovmodel,x,nlstate);    j=cptcoveff;
     if (cptcovn<1) {j=1;ncodemax[1]=1;}
      k=0;  
      for(i=1; i<=(nlstate+ndeath); i++){    first=1;
        for(j=1; j<=(nlstate+ndeath);j++){  
          k=k+1;    for(k1=1; k1<=j;k1++){
          gm[k]=pmmij[i][j];      for(i1=1; i1<=ncodemax[k1];i1++){
         }        j1++;
      }        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
                scanf("%d", i);*/
      /*printf("\n%d ",(int)age);        for (i=-1; i<=nlstate+ndeath; i++)  
      for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){          for (jk=-1; jk<=nlstate+ndeath; jk++)  
                    for(m=iagemin; m <= iagemax+3; m++)
               freq[i][jk][m]=0;
        printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));  
      }*/      for (i=1; i<=nlstate; i++)  
         for(m=iagemin; m <= iagemax+3; m++)
   fprintf(ficresprob,"\n%d ",(int)age);          prop[i][m]=0;
         
   for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){        dateintsum=0;
     if (i== 2) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);        k2cpt=0;
 if (i== 4) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);        for (i=1; i<=imx; i++) {
   }          bool=1;
           if  (cptcovn>0) {
     free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));            for (z1=1; z1<=cptcoveff; z1++) 
     free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
     free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);                bool=0;
     free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);          }
 }          if (bool==1){
  free_vector(xp,1,npar);            for(m=firstpass; m<=lastpass; m++){
 fclose(ficresprob);              k2=anint[m][i]+(mint[m][i]/12.);
  exit(0);              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
 }                if(agev[m][i]==0) agev[m][i]=iagemax+1;
                 if(agev[m][i]==1) agev[m][i]=iagemax+2;
 /***********************************************/                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
 /**************** Main Program *****************/                if (m<lastpass) {
 /***********************************************/                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
                   freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
 /*int main(int argc, char *argv[])*/                }
 int main()                
 {                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
                   dateintsum=dateintsum+k2;
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;                  k2cpt++;
   double agedeb, agefin,hf;                }
   double agemin=1.e20, agemax=-1.e20;                /*}*/
             }
   double fret;          }
   double **xi,tmp,delta;        }
          
   double dum; /* Dummy variable */        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
   double ***p3mat;  
   int *indx;        if  (cptcovn>0) {
   char line[MAXLINE], linepar[MAXLINE];          fprintf(ficresp, "\n#********** Variable "); 
   char title[MAXLINE];          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];          fprintf(ficresp, "**********\n#");
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], fileresf[FILENAMELENGTH];        }
   char filerest[FILENAMELENGTH];        for(i=1; i<=nlstate;i++) 
   char fileregp[FILENAMELENGTH];          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
   char popfile[FILENAMELENGTH];        fprintf(ficresp, "\n");
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];        
   int firstobs=1, lastobs=10;        for(i=iagemin; i <= iagemax+3; i++){
   int sdeb, sfin; /* Status at beginning and end */          if(i==iagemax+3){
   int c,  h , cpt,l;            fprintf(ficlog,"Total");
   int ju,jl, mi;          }else{
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;            if(first==1){
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;              first=0;
   int mobilav=0, fprev, lprev ,fprevfore=1, lprevfore=1,nforecast,popforecast=0;              printf("See log file for details...\n");
   int hstepm, nhstepm;            }
   int *popage,boolprev=0;/*boolprev=0 if date and zero if wave*/            fprintf(ficlog,"Age %d", i);
           }
   double bage, fage, age, agelim, agebase;          for(jk=1; jk <=nlstate ; jk++){
   double ftolpl=FTOL;            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
   double **prlim;              pp[jk] += freq[jk][m][i]; 
   double *severity;          }
   double ***param; /* Matrix of parameters */          for(jk=1; jk <=nlstate ; jk++){
   double  *p;            for(m=-1, pos=0; m <=0 ; m++)
   double **matcov; /* Matrix of covariance */              pos += freq[jk][m][i];
   double ***delti3; /* Scale */            if(pp[jk]>=1.e-10){
   double *delti; /* Scale */              if(first==1){
   double ***eij, ***vareij;              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
   double **varpl; /* Variances of prevalence limits by age */              }
   double *epj, vepp;              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
   double kk1, kk2;            }else{
   double *popeffectif,*popcount;              if(first==1)
   double dateprev1, dateprev2;                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
               fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
   char version[80]="Imach version 64b, May 2001, INED-EUROREVES ";            }
   char *alph[]={"a","a","b","c","d","e"}, str[4];          }
   
           for(jk=1; jk <=nlstate ; jk++){
   char z[1]="c", occ;            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
 #include <sys/time.h>              pp[jk] += freq[jk][m][i];
 #include <time.h>          }       
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
   char strfprev[10], strlprev[10];            pos += pp[jk];
   char strfprevfore[10], strlprevfore[10];            posprop += prop[jk][i];
   /* long total_usecs;          }
   struct timeval start_time, end_time;          for(jk=1; jk <=nlstate ; jk++){
              if(pos>=1.e-5){
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */              if(first==1)
                 printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
               fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
   printf("\nIMACH, Version 0.7");            }else{
   printf("\nEnter the parameter file name: ");              if(first==1)
                 printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
 #ifdef windows              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
   scanf("%s",pathtot);            }
   getcwd(pathcd, size);            if( i <= iagemax){
   /*cygwin_split_path(pathtot,path,optionfile);              if(pos>=1.e-5){
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
   /* cutv(path,optionfile,pathtot,'\\');*/                /*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]);*/
 split(pathtot, path,optionfile);              }
   chdir(path);              else
   replace(pathc,path);                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
 #endif            }
 #ifdef unix          }
   scanf("%s",optionfile);          
 #endif          for(jk=-1; jk <=nlstate+ndeath; jk++)
             for(m=-1; m <=nlstate+ndeath; m++)
 /*-------- arguments in the command line --------*/              if(freq[jk][m][i] !=0 ) {
               if(first==1)
   strcpy(fileres,"r");                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
   strcat(fileres, optionfile);                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
               }
   /*---------arguments file --------*/          if(i <= iagemax)
             fprintf(ficresp,"\n");
   if((ficpar=fopen(optionfile,"r"))==NULL)    {          if(first==1)
     printf("Problem with optionfile %s\n",optionfile);            printf("Others in log...\n");
     goto end;          fprintf(ficlog,"\n");
   }        }
       }
   strcpy(filereso,"o");    }
   strcat(filereso,fileres);    dateintmean=dateintsum/k2cpt; 
   if((ficparo=fopen(filereso,"w"))==NULL) {   
     printf("Problem with Output resultfile: %s\n", filereso);goto end;    fclose(ficresp);
   }    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
     free_vector(pp,1,nlstate);
   /* Reads comments: lines beginning with '#' */    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
   while((c=getc(ficpar))=='#' && c!= EOF){    /* End of Freq */
     ungetc(c,ficpar);  }
     fgets(line, MAXLINE, ficpar);  
     puts(line);  /************ Prevalence ********************/
     fputs(line,ficparo);  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)
   }  {  
   ungetc(c,ficpar);    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
        in each health status at the date of interview (if between dateprev1 and dateprev2).
   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);       We still use firstpass and lastpass as another selection.
   printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate,ndeath, maxwav, mle, weightopt,model);    */
   fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncov,nlstate,ndeath,maxwav, mle, weightopt,model);   
 while((c=getc(ficpar))=='#' && c!= EOF){    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
     ungetc(c,ficpar);    double ***freq; /* Frequencies */
     fgets(line, MAXLINE, ficpar);    double *pp, **prop;
     puts(line);    double pos,posprop; 
     fputs(line,ficparo);    double  y2; /* in fractional years */
   }    int iagemin, iagemax;
   ungetc(c,ficpar);  
      iagemin= (int) agemin;
   fscanf(ficpar,"fprevalence=%s lprevalence=%s pop_based=%d\n",strfprev,strlprev,&popbased);    iagemax= (int) agemax;
   fprintf(ficparo,"fprevalence=%s lprevalence=%s pop_based=%d\n",strfprev,strlprev,popbased);    /*pp=vector(1,nlstate);*/
      prop=matrix(1,nlstate,iagemin,iagemax+3); 
   /* printf("%s %s",strfprev,strlprev);    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
      exit(0);*/    j1=0;
  while((c=getc(ficpar))=='#' && c!= EOF){    
     ungetc(c,ficpar);    j=cptcoveff;
     fgets(line, MAXLINE, ficpar);    if (cptcovn<1) {j=1;ncodemax[1]=1;}
     puts(line);    
     fputs(line,ficparo);    for(k1=1; k1<=j;k1++){
   }      for(i1=1; i1<=ncodemax[k1];i1++){
   ungetc(c,ficpar);        j1++;
          
   fscanf(ficpar,"fprevalence=%s lprevalence=%s nforecast=%d mob_average=%d\n",strfprevfore,strlprevfore,&nforecast,&mobilav);        for (i=1; i<=nlstate; i++)  
   fprintf(ficparo,"fprevalence=%s lprevalence=%s nforecast=%d mob_average=%d\n",strfprevfore,strlprevfore,nforecast,mobilav);          for(m=iagemin; m <= iagemax+3; m++)
                  prop[i][m]=0.0;
         
 while((c=getc(ficpar))=='#' && c!= EOF){        for (i=1; i<=imx; i++) { /* Each individual */
     ungetc(c,ficpar);          bool=1;
     fgets(line, MAXLINE, ficpar);          if  (cptcovn>0) {
     puts(line);            for (z1=1; z1<=cptcoveff; z1++) 
     fputs(line,ficparo);              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
   }                bool=0;
   ungetc(c,ficpar);          } 
            if (bool==1) { 
   fscanf(ficpar,"popforecast=%d popfile=%s\n",&popforecast,popfile);            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
                y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
   covar=matrix(0,NCOVMAX,1,n);              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
   cptcovn=0;                if(agev[m][i]==0) agev[m][i]=iagemax+1;
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;                if(agev[m][i]==1) agev[m][i]=iagemax+2;
                 if((int)agev[m][i] <iagemin || (int)agev[m][i] >iagemax+3) printf("Error on individual =%d agev[m][i]=%f m=%d\n",i, agev[m][i],m); 
   ncovmodel=2+cptcovn;                if (s[m][i]>0 && s[m][i]<=nlstate) { 
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */                  /*if(i>4620) printf(" i=%d m=%d s[m][i]=%d (int)agev[m][i]=%d weight[i]=%f prop=%f\n",i,m,s[m][i],(int)agev[m][m],weight[i],prop[s[m][i]][(int)agev[m][i]]);*/
                    prop[s[m][i]][(int)agev[m][i]] += weight[i];
   /* Read guess parameters */                  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]; 
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);          } 
     for(i=1; i <=nlstate; i++)  
     for(j=1; j <=nlstate+ndeath-1; j++){          for(jk=1; jk <=nlstate ; jk++){     
       fscanf(ficpar,"%1d%1d",&i1,&j1);            if( i <=  iagemax){ 
       fprintf(ficparo,"%1d%1d",i1,j1);              if(posprop>=1.e-5){ 
       printf("%1d%1d",i,j);                probs[i][jk][j1]= prop[jk][i]/posprop;
       for(k=1; k<=ncovmodel;k++){              } 
         fscanf(ficpar," %lf",&param[i][j][k]);            } 
         printf(" %lf",param[i][j][k]);          }/* end jk */ 
         fprintf(ficparo," %lf",param[i][j][k]);        }/* end i */ 
       }      } /* end i1 */
       fscanf(ficpar,"\n");    } /* end k1 */
       printf("\n");    
       fprintf(ficparo,"\n");    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
     }    /*free_vector(pp,1,nlstate);*/
      free_matrix(prop,1,nlstate, iagemin,iagemax+3);
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel;  }  /* End of prevalence */
   
   p=param[1][1];  /************* Waves Concatenation ***************/
    
   /* Reads comments: lines beginning with '#' */  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)
   while((c=getc(ficpar))=='#' && c!= EOF){  {
     ungetc(c,ficpar);    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
     fgets(line, MAXLINE, ficpar);       Death is a valid wave (if date is known).
     puts(line);       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
     fputs(line,ficparo);       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.
   ungetc(c,ficpar);       */
   
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    int i, mi, m;
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
   for(i=1; i <=nlstate; i++){       double sum=0., jmean=0.;*/
     for(j=1; j <=nlstate+ndeath-1; j++){    int first;
       fscanf(ficpar,"%1d%1d",&i1,&j1);    int j, k=0,jk, ju, jl;
       printf("%1d%1d",i,j);    double sum=0.;
       fprintf(ficparo,"%1d%1d",i1,j1);    first=0;
       for(k=1; k<=ncovmodel;k++){    jmin=1e+5;
         fscanf(ficpar,"%le",&delti3[i][j][k]);    jmax=-1;
         printf(" %le",delti3[i][j][k]);    jmean=0.;
         fprintf(ficparo," %le",delti3[i][j][k]);    for(i=1; i<=imx; i++){
       }      mi=0;
       fscanf(ficpar,"\n");      m=firstpass;
       printf("\n");      while(s[m][i] <= nlstate){
       fprintf(ficparo,"\n");        if(s[m][i]>=1)
     }          mw[++mi][i]=m;
   }        if(m >=lastpass)
   delti=delti3[1][1];          break;
          else
   /* Reads comments: lines beginning with '#' */          m++;
   while((c=getc(ficpar))=='#' && c!= EOF){      }/* end while */
     ungetc(c,ficpar);      if (s[m][i] > nlstate){
     fgets(line, MAXLINE, ficpar);        mi++;     /* Death is another wave */
     puts(line);        /* if(mi==0)  never been interviewed correctly before death */
     fputs(line,ficparo);           /* Only death is a correct wave */
   }        mw[mi][i]=m;
   ungetc(c,ficpar);      }
    
   matcov=matrix(1,npar,1,npar);      wav[i]=mi;
   for(i=1; i <=npar; i++){      if(mi==0){
     fscanf(ficpar,"%s",&str);        nbwarn++;
     printf("%s",str);        if(first==0){
     fprintf(ficparo,"%s",str);          printf("Warning! None valid information for:%ld line=%d (skipped) and may be others, see log file\n",num[i],i);
     for(j=1; j <=i; j++){          first=1;
       fscanf(ficpar," %le",&matcov[i][j]);        }
       printf(" %.5le",matcov[i][j]);        if(first==1){
       fprintf(ficparo," %.5le",matcov[i][j]);          fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
     }        }
     fscanf(ficpar,"\n");      } /* end mi==0 */
     printf("\n");    } /* End individuals */
     fprintf(ficparo,"\n");  
   }    for(i=1; i<=imx; i++){
   for(i=1; i <=npar; i++)      for(mi=1; mi<wav[i];mi++){
     for(j=i+1;j<=npar;j++)        if (stepm <=0)
       matcov[i][j]=matcov[j][i];          dh[mi][i]=1;
            else{
   printf("\n");          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
             if (agedc[i] < 2*AGESUP) {
               j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
     /*-------- data file ----------*/              if(j==0) j=1;  /* Survives at least one month after exam */
     if((ficres =fopen(fileres,"w"))==NULL) {              else if(j<0){
       printf("Problem with resultfile: %s\n", fileres);goto end;                nberr++;
     }                printf("Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
     fprintf(ficres,"#%s\n",version);                j=1; /* Temporary Dangerous patch */
                    printf("   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview.\n  You MUST fix the contradiction between dates.\n",stepm);
     if((fic=fopen(datafile,"r"))==NULL)    {                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]);
       printf("Problem with datafile: %s\n", datafile);goto end;                fprintf(ficlog,"   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview.\n  You MUST fix the contradiction between dates.\n",stepm);
     }              }
               k=k+1;
     n= lastobs;              if (j >= jmax) jmax=j;
     severity = vector(1,maxwav);              if (j <= jmin) jmin=j;
     outcome=imatrix(1,maxwav+1,1,n);              sum=sum+j;
     num=ivector(1,n);              /*if (j<0) printf("j=%d num=%d \n",j,i);*/
     moisnais=vector(1,n);              /*    printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
     annais=vector(1,n);            }
     moisdc=vector(1,n);          }
     andc=vector(1,n);          else{
     agedc=vector(1,n);            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
     cod=ivector(1,n);            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
     weight=vector(1,n);            k=k+1;
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */            if (j >= jmax) jmax=j;
     mint=matrix(1,maxwav,1,n);            else if (j <= jmin)jmin=j;
     anint=matrix(1,maxwav,1,n);            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
     s=imatrix(1,maxwav+1,1,n);            /*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]);*/
     adl=imatrix(1,maxwav+1,1,n);                if(j<0){
     tab=ivector(1,NCOVMAX);              nberr++;
     ncodemax=ivector(1,8);              printf("Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
               fprintf(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]);
     i=1;            }
     while (fgets(line, MAXLINE, fic) != NULL)    {            sum=sum+j;
       if ((i >= firstobs) && (i <=lastobs)) {          }
                  jk= j/stepm;
         for (j=maxwav;j>=1;j--){          jl= j -jk*stepm;
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);          ju= j -(jk+1)*stepm;
           strcpy(line,stra);          if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);            if(jl==0){
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);              dh[mi][i]=jk;
         }              bh[mi][i]=0;
                    }else{ /* We want a negative bias in order to only have interpolation ie
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);                    * at the price of an extra matrix product in likelihood */
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);              dh[mi][i]=jk+1;
               bh[mi][i]=ju;
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);            }
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);          }else{
             if(jl <= -ju){
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);              dh[mi][i]=jk;
         for (j=ncov;j>=1;j--){              bh[mi][i]=jl;       /* bias is positive if real duration
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);                                   * is higher than the multiple of stepm and negative otherwise.
         }                                   */
         num[i]=atol(stra);            }
                    else{
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){              dh[mi][i]=jk+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;}*/              bh[mi][i]=ju;
             }
         i=i+1;            if(dh[mi][i]==0){
       }              dh[mi][i]=1; /* At least one step */
     }              bh[mi][i]=ju; /* At least one step */
     /* printf("ii=%d", ij);              /*  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);*/
        scanf("%d",i);*/            }
   imx=i-1; /* Number of individuals */          } /* end if mle */
         }
   /* for (i=1; i<=imx; i++){      } /* end wave */
     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;    jmean=sum/k;
     if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
     }    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
     for (i=1; i<=imx; i++) printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));*/   }
   
   /* Calculation of the number of parameter from char model*/  /*********** Tricode ****************************/
   Tvar=ivector(1,15);  void tricode(int *Tvar, int **nbcode, int imx)
   Tprod=ivector(1,15);  {
   Tvaraff=ivector(1,15);    
   Tvard=imatrix(1,15,1,2);    int Ndum[20],ij=1, k, j, i, maxncov=19;
   Tage=ivector(1,15);          int cptcode=0;
        cptcoveff=0; 
   if (strlen(model) >1){   
     j=0, j1=0, k1=1, k2=1;    for (k=0; k<maxncov; k++) Ndum[k]=0;
     j=nbocc(model,'+');    for (k=1; k<=7; k++) ncodemax[k]=0;
     j1=nbocc(model,'*');  
     cptcovn=j+1;    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
     cptcovprod=j1;      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
                                     modality*/ 
            ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
     strcpy(modelsav,model);        Ndum[ij]++; /*store the modality */
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
       printf("Error. Non available option model=%s ",model);        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
       goto end;                                         Tvar[j]. If V=sex and male is 0 and 
     }                                         female is 1, then  cptcode=1.*/
          }
     for(i=(j+1); i>=1;i--){  
       cutv(stra,strb,modelsav,'+');      for (i=0; i<=cptcode; i++) {
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);        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 */
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/      }
       /*scanf("%d",i);*/  
       if (strchr(strb,'*')) {      ij=1; 
         cutv(strd,strc,strb,'*');      for (i=1; i<=ncodemax[j]; i++) {
         if (strcmp(strc,"age")==0) {        for (k=0; k<= maxncov; k++) {
           cptcovprod--;          if (Ndum[k] != 0) {
           cutv(strb,stre,strd,'V');            nbcode[Tvar[j]][ij]=k; 
           Tvar[i]=atoi(stre);            /* 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; */
           cptcovage++;            
             Tage[cptcovage]=i;            ij++;
             /*printf("stre=%s ", stre);*/          }
         }          if (ij > ncodemax[j]) break; 
         else if (strcmp(strd,"age")==0) {        }  
           cptcovprod--;      } 
           cutv(strb,stre,strc,'V');    }  
           Tvar[i]=atoi(stre);  
           cptcovage++;   for (k=0; k< maxncov; k++) Ndum[k]=0;
           Tage[cptcovage]=i;  
         }   for (i=1; i<=ncovmodel-2; i++) { 
         else {     /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
           cutv(strb,stre,strc,'V');     ij=Tvar[i];
           Tvar[i]=ncov+k1;     Ndum[ij]++;
           cutv(strb,strc,strd,'V');   }
           Tprod[k1]=i;  
           Tvard[k1][1]=atoi(strc);   ij=1;
           Tvard[k1][2]=atoi(stre);   for (i=1; i<= maxncov; i++) {
           Tvar[cptcovn+k2]=Tvard[k1][1];     if((Ndum[i]!=0) && (i<=ncovcol)){
           Tvar[cptcovn+k2+1]=Tvard[k1][2];       Tvaraff[ij]=i; /*For printing */
           for (k=1; k<=lastobs;k++)       ij++;
             covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];     }
           k1++;   }
           k2=k2+2;   
         }   cptcoveff=ij-1; /*Number of simple covariates*/
       }  }
       else {  
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/  /*********** Health Expectancies ****************/
        /*  scanf("%d",i);*/  
       cutv(strd,strc,strb,'V');  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 )
       Tvar[i]=atoi(strc);  
       }  {
       strcpy(modelsav,stra);      /* Health expectancies */
       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
         scanf("%d",i);*/    double age, agelim, hf;
     }    double ***p3mat,***varhe;
 }    double **dnewm,**doldm;
      double *xp;
   /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);    double **gp, **gm;
   printf("cptcovprod=%d ", cptcovprod);    double ***gradg, ***trgradg;
   scanf("%d ",i);*/    int theta;
     fclose(fic);  
     varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
     /*  if(mle==1){*/    xp=vector(1,npar);
     if (weightopt != 1) { /* Maximisation without weights*/    dnewm=matrix(1,nlstate*nlstate,1,npar);
       for(i=1;i<=n;i++) weight[i]=1.0;    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
     }    
     /*-calculation of age at interview from date of interview and age at death -*/    fprintf(ficreseij,"# Health expectancies\n");
     agev=matrix(1,maxwav,1,imx);    fprintf(ficreseij,"# Age");
     for(i=1; i<=nlstate;i++)
    for (i=1; i<=imx; i++)      for(j=1; j<=nlstate;j++)
      for(m=2; (m<= maxwav); m++)        fprintf(ficreseij," %1d-%1d (SE)",i,j);
        if ((mint[m][i]== 99) && (s[m][i] <= nlstate)){    fprintf(ficreseij,"\n");
          anint[m][i]=9999;  
          s[m][i]=-1;    if(estepm < stepm){
        }      printf ("Problem %d lower than %d\n",estepm, stepm);
        }
     for (i=1; i<=imx; i++)  {    else  hstepm=estepm;   
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);    /* We compute the life expectancy from trapezoids spaced every estepm months
       for(m=1; (m<= maxwav); m++){     * This is mainly to measure the difference between two models: for example
         if(s[m][i] >0){     * if stepm=24 months pijx are given only every 2 years and by summing them
           if (s[m][i] == nlstate+1) {     * we are calculating an estimate of the Life Expectancy assuming a linear 
             if(agedc[i]>0)     * progression in between and thus overestimating or underestimating according
               if(moisdc[i]!=99 && andc[i]!=9999)     * to the curvature of the survival function. If, for the same date, we 
               agev[m][i]=agedc[i];     * estimate the model with stepm=1 month, we can keep estepm to 24 months
             else {     * to compare the new estimate of Life expectancy with the same linear 
               if (andc[i]!=9999){     * hypothesis. A more precise result, taking into account a more precise
               printf("Warning negative age at death: %d line:%d\n",num[i],i);     * curvature will be obtained if estepm is as small as stepm. */
               agev[m][i]=-1;  
               }    /* For example we decided to compute the life expectancy with the smallest unit */
             }    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
           }       nhstepm is the number of hstepm from age to agelim 
           else if(s[m][i] !=9){ /* Should no more exist */       nstepm is the number of stepm from age to agelin. 
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);       Look at hpijx to understand the reason of that which relies in memory size
             if(mint[m][i]==99 || anint[m][i]==9999)       and note for a fixed period like estepm months */
               agev[m][i]=1;    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
             else if(agev[m][i] <agemin){       survival function given by stepm (the optimization length). Unfortunately it
               agemin=agev[m][i];       means that if the survival funtion is printed only each two years of age and if
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
             }       results. So we changed our mind and took the option of the best precision.
             else if(agev[m][i] >agemax){    */
               agemax=agev[m][i];    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/  
             }    agelim=AGESUP;
             /*agev[m][i]=anint[m][i]-annais[i];*/    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
             /*   agev[m][i] = age[i]+2*m;*/      /* nhstepm age range expressed in number of stepm */
           }      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
           else { /* =9 */      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
             agev[m][i]=1;      /* if (stepm >= YEARM) hstepm=1;*/
             s[m][i]=-1;      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
           }      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
         }      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
         else /*= 0 Unknown */      gp=matrix(0,nhstepm,1,nlstate*nlstate);
           agev[m][i]=1;      gm=matrix(0,nhstepm,1,nlstate*nlstate);
       }  
          /* Computed by stepm unit matrices, product of hstepm matrices, stored
     }         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
     for (i=1; i<=imx; i++)  {      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
       for(m=1; (m<= maxwav); m++){   
         if (s[m][i] > (nlstate+ndeath)) {  
           printf("Error: Wrong value in nlstate or ndeath\n");        hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
           goto end;  
         }      /* Computing Variances of health expectancies */
       }  
     }       for(theta=1; theta <=npar; theta++){
         for(i=1; i<=npar; i++){ 
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);          xp[i] = x[i] + (i==theta ?delti[theta]:0);
         }
     free_vector(severity,1,maxwav);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
     free_imatrix(outcome,1,maxwav+1,1,n);    
     free_vector(moisnais,1,n);        cptj=0;
     free_vector(annais,1,n);        for(j=1; j<= nlstate; j++){
     /* free_matrix(mint,1,maxwav,1,n);          for(i=1; i<=nlstate; i++){
        free_matrix(anint,1,maxwav,1,n);*/            cptj=cptj+1;
     free_vector(moisdc,1,n);            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
     free_vector(andc,1,n);              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
             }
              }
     wav=ivector(1,imx);        }
     dh=imatrix(1,lastpass-firstpass+1,1,imx);       
     mw=imatrix(1,lastpass-firstpass+1,1,imx);       
            for(i=1; i<=npar; i++) 
     /* Concatenates waves */          xp[i] = x[i] - (i==theta ?delti[theta]:0);
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         
         cptj=0;
       Tcode=ivector(1,100);        for(j=1; j<= nlstate; j++){
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);          for(i=1;i<=nlstate;i++){
       ncodemax[1]=1;            cptj=cptj+1;
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
        
    codtab=imatrix(1,100,1,10);              gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
    h=0;            }
    m=pow(2,cptcoveff);          }
          }
    for(k=1;k<=cptcoveff; k++){        for(j=1; j<= nlstate*nlstate; j++)
      for(i=1; i <=(m/pow(2,k));i++){          for(h=0; h<=nhstepm-1; h++){
        for(j=1; j <= ncodemax[k]; j++){            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){          }
            h++;       } 
            if (h>m) h=1;codtab[h][k]=j;     
          }  /* End theta */
        }  
      }       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
    }  
           for(h=0; h<=nhstepm-1; h++)
    /* Calculates basic frequencies. Computes observed prevalence at single age        for(j=1; j<=nlstate*nlstate;j++)
        and prints on file fileres'p'. */          for(theta=1; theta <=npar; theta++)
             trgradg[h][j][theta]=gradg[h][theta][j];
     if ((nbocc(strfprev,'/')==1) && (nbocc(strlprev,'/')==1)){       
      boolprev=0;  
      cutv(stra,strb,strfprev,'/');       for(i=1;i<=nlstate*nlstate;i++)
      dateprev1=(double)(atoi(strb)+atoi(stra)/12.);        for(j=1;j<=nlstate*nlstate;j++)
      cutv(stra,strb,strlprev,'/');          varhe[i][j][(int)age] =0.;
      dateprev2=(double)(atoi(strb)+atoi(stra)/12.);  
    }       printf("%d|",(int)age);fflush(stdout);
           fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
    else if ((nbocc(strfprev,'/')==0) &&(nbocc(strlprev,'/')==0)){       for(h=0;h<=nhstepm-1;h++){
      boolprev=1;        for(k=0;k<=nhstepm-1;k++){
      fprev=atoi(strfprev); lprev=atoi(strlprev);          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]);
     else {          for(i=1;i<=nlstate*nlstate;i++)
       printf("Error in statement lprevalence or fprevalence\n");            for(j=1;j<=nlstate*nlstate;j++)
       goto end;              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
     }        }
          }
   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax, fprev, lprev,mint,anint,boolprev,dateprev1,dateprev2);      /* Computing expectancies */
        for(i=1; i<=nlstate;i++)
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        for(j=1; j<=nlstate;j++)
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */            
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */  /* 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 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) */      fprintf(ficreseij,"%3.0f",age );
       cptj=0;
     if(mle==1){      for(i=1; i<=nlstate;i++)
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);        for(j=1; j<=nlstate;j++){
     }          cptj++;
              fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
     /*--------- 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(ficreseij,"\n");
    fprintf(ficres,"fprevalence=%s lprevalence=%s pop_based=%d\n",strfprev,strlprev,popbased);     
    fprintf(ficres,"fprevalence=%s lprevalence=%s nforecast=%d mob_average=%d\n",strfprevfore,strlprevfore,nforecast,mobilav);      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
       free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
    jk=1;      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
    fprintf(ficres,"# Parameters\n");      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
    printf("# Parameters\n");      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
    for(i=1,jk=1; i <=nlstate; i++){    }
      for(k=1; k <=(nlstate+ndeath); k++){    printf("\n");
        if (k != i)    fprintf(ficlog,"\n");
          {  
            printf("%d%d ",i,k);    free_vector(xp,1,npar);
            fprintf(ficres,"%1d%1d ",i,k);    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
            for(j=1; j <=ncovmodel; j++){    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
              printf("%f ",p[jk]);    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
              fprintf(ficres,"%f ",p[jk]);  }
              jk++;  
            }  /************ Variance ******************/
            printf("\n");  void varevsij(char optionfilefiname[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij, int estepm, int cptcov, int cptcod, int popbased, int mobilav)
            fprintf(ficres,"\n");  {
          }    /* Variance of health expectancies */
      }    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
    }    /* double **newm;*/
  if(mle==1){    double **dnewm,**doldm;
     /* Computing hessian and covariance matrix */    double **dnewmp,**doldmp;
     ftolhess=ftol; /* Usually correct */    int i, j, nhstepm, hstepm, h, nstepm ;
     hesscov(matcov, p, npar, delti, ftolhess, func);    int k, cptcode;
  }    double *xp;
     fprintf(ficres,"# Scales\n");    double **gp, **gm;  /* for var eij */
     printf("# Scales\n");    double ***gradg, ***trgradg; /*for var eij */
      for(i=1,jk=1; i <=nlstate; i++){    double **gradgp, **trgradgp; /* for var p point j */
       for(j=1; j <=nlstate+ndeath; j++){    double *gpp, *gmp; /* for var p point j */
         if (j!=i) {    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
           fprintf(ficres,"%1d%1d",i,j);    double ***p3mat;
           printf("%1d%1d",i,j);    double age,agelim, hf;
           for(k=1; k<=ncovmodel;k++){    double ***mobaverage;
             printf(" %.5e",delti[jk]);    int theta;
             fprintf(ficres," %.5e",delti[jk]);    char digit[4];
             jk++;    char digitp[25];
           }  
           printf("\n");    char fileresprobmorprev[FILENAMELENGTH];
           fprintf(ficres,"\n");  
         }    if(popbased==1){
       }      if(mobilav!=0)
      }        strcpy(digitp,"-populbased-mobilav-");
          else strcpy(digitp,"-populbased-nomobil-");
     k=1;    }
     fprintf(ficres,"# Covariance\n");    else 
     printf("# Covariance\n");      strcpy(digitp,"-stablbased-");
     for(i=1;i<=npar;i++){  
       /*  if (k>nlstate) k=1;    if (mobilav!=0) {
       i1=(i-1)/(ncovmodel*nlstate)+1;      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
       printf("%s%d%d",alph[k],i1,tab[i]);*/        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
       fprintf(ficres,"%3d",i);        printf(" Error in movingaverage mobilav=%d\n",mobilav);
       printf("%3d",i);      }
       for(j=1; j<=i;j++){    }
         fprintf(ficres," %.5e",matcov[i][j]);  
         printf(" %.5e",matcov[i][j]);    strcpy(fileresprobmorprev,"prmorprev"); 
       }    sprintf(digit,"%-d",ij);
       fprintf(ficres,"\n");    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
       printf("\n");    strcat(fileresprobmorprev,digit); /* Tvar to be done */
       k++;    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
     }    strcat(fileresprobmorprev,fileres);
        if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
     while((c=getc(ficpar))=='#' && c!= EOF){      printf("Problem with resultfile: %s\n", fileresprobmorprev);
       ungetc(c,ficpar);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
       fgets(line, MAXLINE, ficpar);    }
       puts(line);    printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
       fputs(line,ficparo);    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
     }    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);
     ungetc(c,ficpar);    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
      for(j=nlstate+1; j<=(nlstate+ndeath);j++){
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);      fprintf(ficresprobmorprev," p.%-d SE",j);
          for(i=1; i<=nlstate;i++)
     if (fage <= 2) {        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
       bage = agemin;    }  
       fage = agemax;    fprintf(ficresprobmorprev,"\n");
     }    fprintf(ficgp,"\n# Routine varevsij");
     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(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");    fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);  /*   } */
     varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
      
 /*------------ gnuplot -------------*/    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");
 chdir(pathcd);    fprintf(ficresvij,"# Age");
   if((ficgp=fopen("graph.plt","w"))==NULL) {    for(i=1; i<=nlstate;i++)
     printf("Problem with file graph.gp");goto end;      for(j=1; j<=nlstate;j++)
   }        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
 #ifdef windows    fprintf(ficresvij,"\n");
   fprintf(ficgp,"cd \"%s\" \n",pathc);  
 #endif    xp=vector(1,npar);
 m=pow(2,cptcoveff);    dnewm=matrix(1,nlstate,1,npar);
      doldm=matrix(1,nlstate,1,nlstate);
  /* 1eme*/    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
   for (cpt=1; cpt<= nlstate ; cpt ++) {    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
    for (k1=1; k1<= m ; k1 ++) {  
     gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
 #ifdef windows    gpp=vector(nlstate+1,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);    gmp=vector(nlstate+1,nlstate+ndeath);
 #endif    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
 #ifdef unix    
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);    if(estepm < stepm){
 #endif      printf ("Problem %d lower than %d\n",estepm, stepm);
     }
 for (i=1; i<= nlstate ; i ++) {    else  hstepm=estepm;   
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    /* For example we decided to compute the life expectancy with the smallest unit */
   else fprintf(ficgp," \%%*lf (\%%*lf)");    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
 }       nhstepm is the number of hstepm from age to agelim 
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);       nstepm is the number of stepm from age to agelin. 
     for (i=1; i<= nlstate ; i ++) {       Look at hpijx to understand the reason of that which relies in memory size
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");       and note for a fixed period like k years */
   else fprintf(ficgp," \%%*lf (\%%*lf)");    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
 }       survival function given by stepm (the optimization length). Unfortunately it
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);       means that if the survival funtion is printed every two years of age and if
      for (i=1; i<= nlstate ; i ++) {       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");       results. So we changed our mind and took the option of the best precision.
   else fprintf(ficgp," \%%*lf (\%%*lf)");    */
 }      hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));    agelim = AGESUP;
 #ifdef unix    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 fprintf(ficgp,"\nset ter gif small size 400,300");      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 #endif      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
    }      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
   }      gp=matrix(0,nhstepm,1,nlstate);
   /*2 eme*/      gm=matrix(0,nhstepm,1,nlstate);
   
   for (k1=1; k1<= m ; k1 ++) {  
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);      for(theta=1; theta <=npar; theta++){
            for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
     for (i=1; i<= nlstate+1 ; i ++) {          xp[i] = x[i] + (i==theta ?delti[theta]:0);
       k=2*i;        }
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
       for (j=1; j<= nlstate+1 ; j ++) {        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");  
   else fprintf(ficgp," \%%*lf (\%%*lf)");        if (popbased==1) {
 }            if(mobilav ==0){
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");            for(i=1; i<=nlstate;i++)
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);              prlim[i][i]=probs[(int)age][i][ij];
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);          }else{ /* mobilav */ 
       for (j=1; j<= nlstate+1 ; j ++) {            for(i=1; i<=nlstate;i++)
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");              prlim[i][i]=mobaverage[(int)age][i][ij];
         else fprintf(ficgp," \%%*lf (\%%*lf)");          }
 }          }
       fprintf(ficgp,"\" t\"\" w l 0,");    
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);        for(j=1; j<= nlstate; j++){
       for (j=1; j<= nlstate+1 ; j ++) {          for(h=0; h<=nhstepm; h++){
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
   else fprintf(ficgp," \%%*lf (\%%*lf)");              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
 }            }
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");        }
       else fprintf(ficgp,"\" t\"\" w l 0,");        /* This for computing probability of death (h=1 means
     }           computed over hstepm matrices product = hstepm*stepm months) 
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);           as a weighted average of prlim.
   }        */
          for(j=nlstate+1;j<=nlstate+ndeath;j++){
   /*3eme*/          for(i=1,gpp[j]=0.; i<= nlstate; i++)
             gpp[j] += prlim[i][i]*p3mat[i][j][1];
   for (k1=1; k1<= m ; k1 ++) {        }    
     for (cpt=1; cpt<= nlstate ; cpt ++) {        /* end probability of death */
       k=2+nlstate*(cpt-1);  
       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<=npar; i++) /* Computes gradient x - delta */
       for (i=1; i< nlstate ; i ++) {          xp[i] = x[i] - (i==theta ?delti[theta]:0);
         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);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
       }        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);   
     }        if (popbased==1) {
   }          if(mobilav ==0){
              for(i=1; i<=nlstate;i++)
   /* CV preval stat */              prlim[i][i]=probs[(int)age][i][ij];
   for (k1=1; k1<= m ; k1 ++) {          }else{ /* mobilav */ 
     for (cpt=1; cpt<nlstate ; cpt ++) {            for(i=1; i<=nlstate;i++)
       k=3;              prlim[i][i]=mobaverage[(int)age][i][ij];
       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);          }
       for (i=1; i< nlstate ; i ++)        }
         fprintf(ficgp,"+$%d",k+i+1);  
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);        for(j=1; j<= nlstate; j++){
                for(h=0; h<=nhstepm; h++){
       l=3+(nlstate+ndeath)*cpt;            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
       for (i=1; i< nlstate ; i ++) {          }
         l=3+(nlstate+ndeath)*cpt;        }
         fprintf(ficgp,"+$%d",l+i+1);        /* This for computing probability of death (h=1 means
       }           computed over hstepm matrices product = hstepm*stepm months) 
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);             as a weighted average of prlim.
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);        */
     }        for(j=nlstate+1;j<=nlstate+ndeath;j++){
   }            for(i=1,gmp[j]=0.; i<= nlstate; i++)
            gmp[j] += prlim[i][i]*p3mat[i][j][1];
   /* proba elementaires */        }    
    for(i=1,jk=1; i <=nlstate; i++){        /* end probability of death */
     for(k=1; k <=(nlstate+ndeath); k++){  
       if (k != i) {        for(j=1; j<= nlstate; j++) /* vareij */
         for(j=1; j <=ncovmodel; j++){          for(h=0; h<=nhstepm; h++){
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
           /*fprintf(ficgp,"%s",alph[1]);*/          }
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);  
           jk++;        for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
           fprintf(ficgp,"\n");          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
         }        }
       }  
     }      } /* End theta */
     }  
       trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
   for(jk=1; jk <=m; jk++) {  
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);      for(h=0; h<=nhstepm; h++) /* veij */
    i=1;        for(j=1; j<=nlstate;j++)
    for(k2=1; k2<=nlstate; k2++) {          for(theta=1; theta <=npar; theta++)
      k3=i;            trgradg[h][j][theta]=gradg[h][theta][j];
      for(k=1; k<=(nlstate+ndeath); k++) {  
        if (k != k2){      for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);        for(theta=1; theta <=npar; theta++)
 ij=1;          trgradgp[j][theta]=gradgp[theta][j];
         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]]]);      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
             ij++;      for(i=1;i<=nlstate;i++)
           }        for(j=1;j<=nlstate;j++)
           else          vareij[i][j][(int)age] =0.;
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);  
         }      for(h=0;h<=nhstepm;h++){
           fprintf(ficgp,")/(1");        for(k=0;k<=nhstepm;k++){
                  matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
         for(k1=1; k1 <=nlstate; k1++){            matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
           fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);          for(i=1;i<=nlstate;i++)
 ij=1;            for(j=1;j<=nlstate;j++)
           for(j=3; j <=ncovmodel; j++){              vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
           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++;    
           }      /* pptj */
           else      matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);      matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
           }      for(j=nlstate+1;j<=nlstate+ndeath;j++)
           fprintf(ficgp,")");        for(i=nlstate+1;i<=nlstate+ndeath;i++)
         }          varppt[j][i]=doldmp[j][i];
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);      /* end ppptj */
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");      /*  x centered again */
         i=i+ncovmodel;      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
        }      prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
      }   
    }      if (popbased==1) {
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);        if(mobilav ==0){
   }          for(i=1; i<=nlstate;i++)
                prlim[i][i]=probs[(int)age][i][ij];
   fclose(ficgp);        }else{ /* mobilav */ 
              for(i=1; i<=nlstate;i++)
 chdir(path);            prlim[i][i]=mobaverage[(int)age][i][ij];
            }
     free_ivector(wav,1,imx);      }
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);               
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);        /* This for computing probability of death (h=1 means
     free_ivector(num,1,n);         computed over hstepm (estepm) matrices product = hstepm*stepm months) 
     free_vector(agedc,1,n);         as a weighted average of prlim.
     /*free_matrix(covar,1,NCOVMAX,1,n);*/      */
     fclose(ficparo);      for(j=nlstate+1;j<=nlstate+ndeath;j++){
     fclose(ficres);        for(i=1,gmp[j]=0.;i<= nlstate; i++) 
     /*  }*/          gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
          }    
    /*________fin mle=1_________*/      /* end probability of death */
      
       fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
        for(j=nlstate+1; j<=(nlstate+ndeath);j++){
     /* No more information from the sample is required now */        fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
   /* Reads comments: lines beginning with '#' */        for(i=1; i<=nlstate;i++){
   while((c=getc(ficpar))=='#' && c!= EOF){          fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
     ungetc(c,ficpar);        }
     fgets(line, MAXLINE, ficpar);      } 
     puts(line);      fprintf(ficresprobmorprev,"\n");
     fputs(line,ficparo);  
   }      fprintf(ficresvij,"%.0f ",age );
   ungetc(c,ficpar);      for(i=1; i<=nlstate;i++)
          for(j=1; j<=nlstate;j++){
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);          fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);        }
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);      fprintf(ficresvij,"\n");
 /*--------- index.htm --------*/      free_matrix(gp,0,nhstepm,1,nlstate);
       free_matrix(gm,0,nhstepm,1,nlstate);
   strcpy(optionfilehtm,optionfile);      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
   strcat(optionfilehtm,".htm");      free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     printf("Problem with %s \n",optionfilehtm);goto end;    } /* End age */
   }    free_vector(gpp,nlstate+1,nlstate+ndeath);
     free_vector(gmp,nlstate+1,nlstate+ndeath);
  fprintf(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.7 </font> <hr size=\"2\" color=\"#EC5E5E\">    free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
 Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>    free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
 Total number of observations=%d <br>    fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>    /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
 <hr  size=\"2\" color=\"#EC5E5E\">    fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
 <li>Outputs files<br><br>\n  /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>    fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",subdirf(fileresprobmorprev));
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>    fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev));
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>    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);
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>    /*  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);
         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br>  */
         - Prevalences and population forecasting: <a href=\"f%s\">f%s</a> <br>  /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
 <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);    fprintf(ficgp,"\nset out \"%s%s.png\";replot;\n",subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
   
  fprintf(fichtm," <li>Graphs</li><p>");    free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,nlstate);
  m=cptcoveff;    free_matrix(dnewm,1,nlstate,1,npar);
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}    free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
  j1=0;    free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
  for(k1=1; k1<=m;k1++){    if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
    for(i1=1; i1<=ncodemax[k1];i1++){    fclose(ficresprobmorprev);
        j1++;    fflush(ficgp);
        if (cptcovn > 0) {    fflush(fichtm); 
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");  }  /* end varevsij */
          for (cpt=1; cpt<=cptcoveff;cpt++)  
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);  /************ Variance of prevlim ******************/
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");  void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)
        }  {
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>    /* Variance of prevalence limit */
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);        /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
        for(cpt=1; cpt<nlstate;cpt++){    double **newm;
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>    double **dnewm,**doldm;
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);    int i, j, nhstepm, hstepm;
        }    int k, cptcode;
     for(cpt=1; cpt<=nlstate;cpt++) {    double *xp;
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident    double *gp, *gm;
 interval) in state (%d): v%s%d%d.gif <br>    double **gradg, **trgradg;
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);      double age,agelim;
      }    int theta;
      for(cpt=1; cpt<=nlstate;cpt++) {     
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>    fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);    fprintf(ficresvpl,"# Age");
      }    for(i=1; i<=nlstate;i++)
      fprintf(fichtm,"\n<br>- Total life expectancy by age and        fprintf(ficresvpl," %1d-%1d",i,i);
 health expectancies in states (1) and (2): e%s%d.gif<br>    fprintf(ficresvpl,"\n");
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);  
 fprintf(fichtm,"\n</body>");    xp=vector(1,npar);
    }    dnewm=matrix(1,nlstate,1,npar);
  }    doldm=matrix(1,nlstate,1,nlstate);
 fclose(fichtm);    
     hstepm=1*YEARM; /* Every year of age */
   /*--------------- Prevalence limit --------------*/    hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
      agelim = AGESUP;
   strcpy(filerespl,"pl");    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
   strcat(filerespl,fileres);      nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
   if((ficrespl=fopen(filerespl,"w"))==NULL) {      if (stepm >= YEARM) hstepm=1;
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;      nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   }      gradg=matrix(1,npar,1,nlstate);
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);      gp=vector(1,nlstate);
   fprintf(ficrespl,"#Prevalence limit\n");      gm=vector(1,nlstate);
   fprintf(ficrespl,"#Age ");  
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);      for(theta=1; theta <=npar; theta++){
   fprintf(ficrespl,"\n");        for(i=1; i<=npar; i++){ /* Computes gradient */
            xp[i] = x[i] + (i==theta ?delti[theta]:0);
   prlim=matrix(1,nlstate,1,nlstate);        }
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        for(i=1;i<=nlstate;i++)
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          gp[i] = prlim[i][i];
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */        for(i=1; i<=npar; i++) /* Computes gradient */
   k=0;          xp[i] = x[i] - (i==theta ?delti[theta]:0);
   agebase=agemin;        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   agelim=agemax;        for(i=1;i<=nlstate;i++)
   ftolpl=1.e-10;          gm[i] = prlim[i][i];
   i1=cptcoveff;  
   if (cptcovn < 1){i1=1;}        for(i=1;i<=nlstate;i++)
           gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
   for(cptcov=1;cptcov<=i1;cptcov++){      } /* End theta */
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){  
         k=k+1;      trgradg =matrix(1,nlstate,1,npar);
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/  
         fprintf(ficrespl,"\n#******");      for(j=1; j<=nlstate;j++)
         for(j=1;j<=cptcoveff;j++)        for(theta=1; theta <=npar; theta++)
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);          trgradg[j][theta]=gradg[theta][j];
         fprintf(ficrespl,"******\n");  
              for(i=1;i<=nlstate;i++)
         for (age=agebase; age<=agelim; age++){        varpl[i][(int)age] =0.;
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);      matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
           fprintf(ficrespl,"%.0f",age );      matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
           for(i=1; i<=nlstate;i++)      for(i=1;i<=nlstate;i++)
           fprintf(ficrespl," %.5f", prlim[i][i]);        varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
           fprintf(ficrespl,"\n");  
         }      fprintf(ficresvpl,"%.0f ",age );
       }      for(i=1; i<=nlstate;i++)
     }        fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
   fclose(ficrespl);      fprintf(ficresvpl,"\n");
       free_vector(gp,1,nlstate);
   /*------------- h Pij x at various ages ------------*/      free_vector(gm,1,nlstate);
        free_matrix(gradg,1,npar,1,nlstate);
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);      free_matrix(trgradg,1,nlstate,1,npar);
   if((ficrespij=fopen(filerespij,"w"))==NULL) {    } /* End age */
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;  
   }    free_vector(xp,1,npar);
   printf("Computing pij: result on file '%s' \n", filerespij);    free_matrix(doldm,1,nlstate,1,npar);
      free_matrix(dnewm,1,nlstate,1,nlstate);
   stepsize=(int) (stepm+YEARM-1)/YEARM;  
   /*if (stepm<=24) stepsize=2;*/  }
   
   agelim=AGESUP;  /************ Variance of one-step probabilities  ******************/
   hstepm=stepsize*YEARM; /* Every year of age */  void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */  {
      int i, j=0,  i1, k1, l1, t, tj;
   k=0;    int k2, l2, j1,  z1;
   for(cptcov=1;cptcov<=i1;cptcov++){    int k=0,l, cptcode;
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    int first=1, first1;
       k=k+1;    double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
         fprintf(ficrespij,"\n#****** ");    double **dnewm,**doldm;
         for(j=1;j<=cptcoveff;j++)    double *xp;
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    double *gp, *gm;
         fprintf(ficrespij,"******\n");    double **gradg, **trgradg;
            double **mu;
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */    double age,agelim, cov[NCOVMAX];
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    int theta;
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    char fileresprob[FILENAMELENGTH];
           oldm=oldms;savm=savms;    char fileresprobcov[FILENAMELENGTH];
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);      char fileresprobcor[FILENAMELENGTH];
           fprintf(ficrespij,"# Age");  
           for(i=1; i<=nlstate;i++)    double ***varpij;
             for(j=1; j<=nlstate+ndeath;j++)  
               fprintf(ficrespij," %1d-%1d",i,j);    strcpy(fileresprob,"prob"); 
           fprintf(ficrespij,"\n");    strcat(fileresprob,fileres);
           for (h=0; h<=nhstepm; h++){    if((ficresprob=fopen(fileresprob,"w"))==NULL) {
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );      printf("Problem with resultfile: %s\n", fileresprob);
             for(i=1; i<=nlstate;i++)      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
               for(j=1; j<=nlstate+ndeath;j++)    }
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);    strcpy(fileresprobcov,"probcov"); 
             fprintf(ficrespij,"\n");    strcat(fileresprobcov,fileres);
           }    if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      printf("Problem with resultfile: %s\n", fileresprobcov);
           fprintf(ficrespij,"\n");      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
         }    }
     }    strcpy(fileresprobcor,"probcor"); 
   }    strcat(fileresprobcor,fileres);
     if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
   /* varprob(fileres, matcov, p, delti, nlstate, (int) bage, (int) fage,k);*/      printf("Problem with resultfile: %s\n", fileresprobcor);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
   fclose(ficrespij);    }
     printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
   /*---------- Forecasting ------------------*/    fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
   strcpy(fileresf,"f");    fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
   strcat(fileresf,fileres);    printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
   if((ficresf=fopen(fileresf,"w"))==NULL) {    fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     printf("Problem with forecast resultfile: %s\n", fileresf);goto end;    
   }    fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
   printf("Computing forecasting: result on file '%s' \n", fileresf);    fprintf(ficresprob,"# Age");
     fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
  if ((nbocc(strfprevfore,'/')==1) && (nbocc(strlprevfore,'/')==1)){    fprintf(ficresprobcov,"# Age");
      boolprev=0;    fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
      cutv(stra,strb,strfprevfore,'/');    fprintf(ficresprobcov,"# Age");
      dateprev1=(double)(atoi(strb)+atoi(stra)/12.);  
      cutv(stra,strb,strlprevfore,'/');  
      dateprev2=(double)(atoi(strb)+atoi(stra)/12.);    for(i=1; i<=nlstate;i++)
    }      for(j=1; j<=(nlstate+ndeath);j++){
            fprintf(ficresprob," p%1d-%1d (SE)",i,j);
    else if ((nbocc(strfprevfore,'/')==0) &&(nbocc(strlprevfore,'/')==0)){        fprintf(ficresprobcov," p%1d-%1d ",i,j);
      boolprev=1;        fprintf(ficresprobcor," p%1d-%1d ",i,j);
      fprev=atoi(strfprevfore); lprev=atoi(strlprevfore);      }  
    }   /* fprintf(ficresprob,"\n");
     else {    fprintf(ficresprobcov,"\n");
       printf("Error in statement lprevalence or fprevalence\n");    fprintf(ficresprobcor,"\n");
       goto end;   */
     }   xp=vector(1,npar);
     dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
   prevalence(agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax, fprevfore, lprevfore,mint,anint,boolprev,dateprev1,dateprev2);    doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
      mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
   free_matrix(mint,1,maxwav,1,n);    varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
   free_matrix(anint,1,maxwav,1,n);    first=1;
   free_matrix(agev,1,maxwav,1,imx);    fprintf(ficgp,"\n# Routine varprob");
   /* Mobile average */    fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
     fprintf(fichtm,"\n");
   if (cptcoveff==0) ncodemax[cptcoveff]=1;  
     fprintf(fichtm,"\n<li><h4> <a href=\"%s\">Computing matrix of variance-covariance of step probabilities</a></h4></li>\n",optionfilehtmcov);
   if (mobilav==1) {    fprintf(fichtmcov,"\n<h4>Computing matrix of variance-covariance of step probabilities</h4>\n\
     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);    file %s<br>\n",optionfilehtmcov);
     for (agedeb=bage+3; agedeb<=fage-2; agedeb++)    fprintf(fichtmcov,"\nEllipsoids of confidence centered on point (p<inf>ij</inf>, p<inf>kl</inf>) are estimated\
       for (i=1; i<=nlstate;i++)  and drawn. It helps understanding how is the covariance between two incidences.\
         for (cptcod=1;cptcod<=ncodemax[cptcov];cptcod++)   They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
           mobaverage[(int)agedeb][i][cptcod]=0.;    fprintf(fichtmcov,"\n<br> Contour plot corresponding to x'cov<sup>-1</sup>x = 4 (where x is the column vector (pij,pkl)) are drawn. \
      It can be understood this way: if pij and pkl where uncorrelated the (2x2) matrix of covariance \
     for (agedeb=bage+4; agedeb<=fage; agedeb++){  would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 \
       for (i=1; i<=nlstate;i++){  standard deviations wide on each axis. <br>\
         for (cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){   Now, if both incidences are correlated (usual case) we diagonalised the inverse of the covariance matrix\
           for (cpt=0;cpt<=4;cpt++){   and made the appropriate rotation to look at the uncorrelated principal directions.<br>\
             mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]+probs[(int)agedeb-cpt][i][cptcod];  To be simple, these graphs help to understand the significativity of each parameter in relation to a second other one.<br> \n");
           }  
           mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]/5;    cov[1]=1;
         }    tj=cptcoveff;
       }    if (cptcovn<1) {tj=1;ncodemax[1]=1;}
     }      j1=0;
   }    for(t=1; t<=tj;t++){
       for(i1=1; i1<=ncodemax[t];i1++){ 
   stepsize=(int) (stepm+YEARM-1)/YEARM;        j1++;
   if (stepm<=12) stepsize=1;        if  (cptcovn>0) {
           fprintf(ficresprob, "\n#********** Variable "); 
   agelim=AGESUP;          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   hstepm=stepsize*YEARM; /* Every year of age */          fprintf(ficresprob, "**********\n#\n");
   hstepm=hstepm/stepm; /* Typically 2 years, = 2 years/6 months = 4 */          fprintf(ficresprobcov, "\n#********** Variable "); 
            for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   if (popforecast==1) {          fprintf(ficresprobcov, "**********\n#\n");
     if((ficpop=fopen(popfile,"r"))==NULL)    {          
       printf("Problem with population file : %s\n",popfile);goto end;          fprintf(ficgp, "\n#********** Variable "); 
     }          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
     popage=ivector(0,AGESUP);          fprintf(ficgp, "**********\n#\n");
     popeffectif=vector(0,AGESUP);          
     popcount=vector(0,AGESUP);          
           fprintf(fichtm, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
     i=1;            for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
     while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF)          fprintf(fichtm, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
       {          
         i=i+1;          fprintf(ficresprobcor, "\n#********** Variable ");    
       }          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
     imx=i;          fprintf(ficresprobcor, "**********\n#");    
          }
   for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];        
   }        for (age=bage; age<=fage; age ++){ 
           cov[2]=age;
   for(cptcov=1;cptcov<=i1;cptcov++){          for (k=1; k<=cptcovn;k++) {
     for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){            cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
       k=k+1;          }
       fprintf(ficresf,"\n#****** ");          for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
       for(j=1;j<=cptcoveff;j++) {          for (k=1; k<=cptcovprod;k++)
         fprintf(ficresf,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);            cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
       }          
       fprintf(ficresf,"******\n");          gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
       fprintf(ficresf,"# StartingAge FinalAge Horizon(in years)");          trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficresf," P.%d",j);          gp=vector(1,(nlstate)*(nlstate+ndeath));
       if (popforecast==1)  fprintf(ficresf," [Population]");          gm=vector(1,(nlstate)*(nlstate+ndeath));
       
       for (agedeb=fage; agedeb>=bage; agedeb--){          for(theta=1; theta <=npar; theta++){
         fprintf(ficresf,"\n%.f %.f 0",agedeb, agedeb);            for(i=1; i<=npar; i++)
        if (mobilav==1) {              xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
         for(j=1; j<=nlstate;j++)            
           fprintf(ficresf," %.3f",mobaverage[(int)agedeb][j][cptcod]);            pmij(pmmij,cov,ncovmodel,xp,nlstate);
         }            
         else {            k=0;
           for(j=1; j<=nlstate;j++)            for(i=1; i<= (nlstate); i++){
           fprintf(ficresf," %.3f",probs[(int)agedeb][j][cptcod]);              for(j=1; j<=(nlstate+ndeath);j++){
         }                  k=k+1;
                 gp[k]=pmmij[i][j];
        for(j=1; j<=ndeath;j++) fprintf(ficresf," 0.00000");              }
        if (popforecast==1) fprintf(ficresf," [%.f] ",popeffectif[(int)agedeb]);            }
       }            
                  for(i=1; i<=npar; i++)
       for (cpt=1; cpt<=nforecast;cpt++) {              xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
         fprintf(ficresf,"\n");      
       for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */            pmij(pmmij,cov,ncovmodel,xp,nlstate);
         nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm);            k=0;
         nhstepm = nhstepm/hstepm;            for(i=1; i<=(nlstate); i++){
         /*printf("agedeb=%.lf stepm=%d hstepm=%d nhstepm=%d \n",agedeb,stepm,hstepm,nhstepm);*/              for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
         p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);                gm[k]=pmmij[i][j];
         oldm=oldms;savm=savms;              }
         hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);              }
                       
         for (h=0; h<=nhstepm; h++){            for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
                      gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
          if (h*hstepm/YEARM*stepm==cpt)          }
             fprintf(ficresf,"\n%.f %.f %.f",agedeb, agedeb+ h*hstepm/YEARM*stepm, h*hstepm/YEARM*stepm);  
                    for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
                      for(theta=1; theta <=npar; theta++)
          for(j=1; j<=nlstate+ndeath;j++) {              trgradg[j][theta]=gradg[theta][j];
            kk1=0.;kk2=0;          
            for(i=1; i<=nlstate;i++) {                  matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
              if (mobilav==1)          matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
                 kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb][i][cptcod];          free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
              else kk1=kk1+p3mat[i][j][h]*probs[(int)agedeb][i][cptcod];          free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
              if (popforecast==1) kk2=kk1*popeffectif[(int)agedeb];          free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
             }          free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
            if (h*hstepm/YEARM*stepm==cpt) {  
              fprintf(ficresf," %.3f", kk1);          pmij(pmmij,cov,ncovmodel,x,nlstate);
                if (popforecast==1) fprintf(ficresf," [%.f]", kk2);          
            }          k=0;
           }          for(i=1; i<=(nlstate); i++){
         }            for(j=1; j<=(nlstate+ndeath);j++){
         free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);              k=k+1;
                      mu[k][(int) age]=pmmij[i][j];
       }            }
       }          }
     }          for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
   }            for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
   if (mobilav==1) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);              varpij[i][j][(int)age] = doldm[i][j];
   if (popforecast==1) {  
     free_ivector(popage,0,AGESUP);          /*printf("\n%d ",(int)age);
     free_vector(popeffectif,0,AGESUP);            for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
     free_vector(popcount,0,AGESUP);            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]));
   free_imatrix(s,1,maxwav+1,1,n);            }*/
   free_vector(weight,1,n);  
   fclose(ficresf);          fprintf(ficresprob,"\n%d ",(int)age);
   /*---------- Health expectancies and variances ------------*/          fprintf(ficresprobcov,"\n%d ",(int)age);
           fprintf(ficresprobcor,"\n%d ",(int)age);
   strcpy(filerest,"t");  
   strcat(filerest,fileres);          for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
   if((ficrest=fopen(filerest,"w"))==NULL) {            fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;          for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
   }            fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
   printf("Computing Total LEs with variances: file '%s' \n", filerest);            fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
           }
           i=0;
   strcpy(filerese,"e");          for (k=1; k<=(nlstate);k++){
   strcat(filerese,fileres);            for (l=1; l<=(nlstate+ndeath);l++){ 
   if((ficreseij=fopen(filerese,"w"))==NULL) {              i=i++;
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);              fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
   }              fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);              for (j=1; j<=i;j++){
                 fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
  strcpy(fileresv,"v");                fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
   strcat(fileresv,fileres);              }
   if((ficresvij=fopen(fileresv,"w"))==NULL) {            }
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);          }/* end of loop for state */
   }        } /* end of loop for age */
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);  
         /* Confidence intervalle of pij  */
   k=0;        /*
   for(cptcov=1;cptcov<=i1;cptcov++){          fprintf(ficgp,"\nset noparametric;unset label");
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){          fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
       k=k+1;          fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
       fprintf(ficrest,"\n#****** ");          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);
       for(j=1;j<=cptcoveff;j++)          fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
         fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);          fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
       fprintf(ficrest,"******\n");          fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
         */
       fprintf(ficreseij,"\n#****** ");  
       for(j=1;j<=cptcoveff;j++)        /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);        first1=1;
       fprintf(ficreseij,"******\n");        for (k2=1; k2<=(nlstate);k2++){
           for (l2=1; l2<=(nlstate+ndeath);l2++){ 
       fprintf(ficresvij,"\n#****** ");            if(l2==k2) continue;
       for(j=1;j<=cptcoveff;j++)            j=(k2-1)*(nlstate+ndeath)+l2;
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);            for (k1=1; k1<=(nlstate);k1++){
       fprintf(ficresvij,"******\n");              for (l1=1; l1<=(nlstate+ndeath);l1++){ 
                 if(l1==k1) continue;
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);                i=(k1-1)*(nlstate+ndeath)+l1;
       oldm=oldms;savm=savms;                if(i<=j) continue;
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);                  for (age=bage; age<=fage; age ++){ 
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);                  if ((int)age %5==0){
       oldm=oldms;savm=savms;                    v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);                    v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
                          cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");                    mu1=mu[i][(int) age]/stepm*YEARM ;
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);                    mu2=mu[j][(int) age]/stepm*YEARM;
       fprintf(ficrest,"\n");                    c12=cv12/sqrt(v1*v2);
                            /* Computing eigen value of matrix of covariance */
       hf=1;                    lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
       if (stepm >= YEARM) hf=stepm/YEARM;                    lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
       epj=vector(1,nlstate+1);                    /* Eigen vectors */
       for(age=bage; age <=fage ;age++){                    v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);                    /*v21=sqrt(1.-v11*v11); *//* error */
         if (popbased==1) {                    v21=(lc1-v1)/cv12*v11;
           for(i=1; i<=nlstate;i++)                    v12=-v21;
             prlim[i][i]=probs[(int)age][i][k];                    v22=v11;
         }                    tnalp=v21/v11;
                            if(first1==1){
         fprintf(ficrest," %.0f",age);                      first1=0;
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){                      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);
           for(i=1, epj[j]=0.;i <=nlstate;i++) {                    }
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];                    fprintf(ficlog,"%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tan %.3f\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
           }                    /*printf(fignu*/
           epj[nlstate+1] +=epj[j];                    /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
         }                    /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
         for(i=1, vepp=0.;i <=nlstate;i++)                    if(first==1){
           for(j=1;j <=nlstate;j++)                      first=0;
             vepp += vareij[i][j][(int)age];                      fprintf(ficgp,"\nset parametric;unset label");
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));                      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);
         for(j=1;j <=nlstate;j++){                      fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));                      fprintf(fichtmcov,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
         }   :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
         fprintf(ficrest,"\n");  %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
       }                              subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
     }                              subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
   }                      fprintf(fichtmcov,"\n<br><img src=\"%s%d%1d%1d-%1d%1d.png\"> ",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                              fprintf(fichtmcov,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
                              fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
  fclose(ficreseij);                      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",\
  fclose(ficresvij);                              mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
   fclose(ficrest);                              mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
   fclose(ficpar);                    }else{
   free_vector(epj,1,nlstate+1);                      first=0;
   /*  scanf("%d ",i); */                      fprintf(fichtmcov," %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
   /*------- Variance limit prevalence------*/                        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",\
 strcpy(fileresvpl,"vpl");                              mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
   strcat(fileresvpl,fileres);                              mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {                    }/* if first */
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);                  } /* age mod 5 */
     exit(0);                } /* end loop age */
   }                fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);                first=1;
               } /*l12 */
  k=0;            } /* k12 */
  for(cptcov=1;cptcov<=i1;cptcov++){          } /*l1 */
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){        }/* k1 */
      k=k+1;      } /* loop covariates */
      fprintf(ficresvpl,"\n#****** ");    }
      for(j=1;j<=cptcoveff;j++)    free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
        fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
      fprintf(ficresvpl,"******\n");    free_vector(xp,1,npar);
          fclose(ficresprob);
      varpl=matrix(1,nlstate,(int) bage, (int) fage);    fclose(ficresprobcov);
      oldm=oldms;savm=savms;    fclose(ficresprobcor);
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);    fflush(ficgp);
    }    fflush(fichtmcov);
  }  }
   
   fclose(ficresvpl);  
   /******************* Printing html file ***********/
   /*---------- End : free ----------------*/  void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);                    int lastpass, int stepm, int weightopt, char model[],\
                      int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);                    int popforecast, int estepm ,\
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);                    double jprev1, double mprev1,double anprev1, \
                      double jprev2, double mprev2,double anprev2){
      int jj1, k1, i1, cpt;
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);    /*char optionfilehtm[FILENAMELENGTH];*/
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);  /*   if((fichtm=fopen(optionfilehtm,"a"))==NULL)    { */
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);  /*     printf("Problem with %s \n",optionfilehtm), exit(0); */
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);  /*     fprintf(ficlog,"Problem with %s \n",optionfilehtm), exit(0); */
    /*   } */
   free_matrix(matcov,1,npar,1,npar);  
   free_vector(delti,1,npar);     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 \
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);   - Estimated transition probabilities over %d (stepm) months: <a href=\"%s\">%s</a><br>\n \
    - Stable prevalence in each health state: <a href=\"%s\">%s</a> <br>\n \
   printf("End of Imach\n");   - Life expectancies by age and initial health status (estepm=%2d months): \
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */     <a href=\"%s\">%s</a> <br>\n</li>", \
               jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,subdirf2(fileres,"p"),subdirf2(fileres,"p"),\
   /* 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);*/             stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"),\
   /*printf("Total time was %d uSec.\n", total_usecs);*/             subdirf2(fileres,"pl"),subdirf2(fileres,"pl"),\
   /*------ End -----------*/             estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
   
   fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
  end:  
 #ifdef windows   m=cptcoveff;
  chdir(pathcd);   if (cptcovn < 1) {m=1;ncodemax[1]=1;}
 #endif  
     jj1=0;
  system("..\\gp37mgw\\wgnuplot graph.plt");   for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
 #ifdef windows       jj1++;
   while (z[0] != 'q') {       if (cptcovn > 0) {
     chdir(pathcd);         fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
     printf("\nType e to edit output files, c to start again, and q for exiting: ");         for (cpt=1; cpt<=cptcoveff;cpt++) 
     scanf("%s",z);           fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
     if (z[0] == 'c') system("./imach");         fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
     else if (z[0] == 'e') {       }
       chdir(path);       /* Pij */
       system(optionfilehtm);       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);     
     else if (z[0] == 'q') exit(0);       /* Quasi-incidences */
   }       fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months\
 #endif   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);
        }
        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>");
   
   
    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\
    - Variance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n\
    - Variance-covariance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n\
    - Correlation matrix of one-step probabilities: <a href=\"%s\">%s</a> <br>\n\
    - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"%s\">%s</a><br>\n\
    - Health expectancies with their variances (no covariance): <a href=\"%s\">%s</a> <br>\n\
    - Standard deviation of stable prevalences: <a href=\"%s\">%s</a> <br>\n",\
            rfileres,rfileres,\
            subdirf2(fileres,"prob"),subdirf2(fileres,"prob"),\
            subdirf2(fileres,"probcov"),subdirf2(fileres,"probcov"),\
            subdirf2(fileres,"probcor"),subdirf2(fileres,"probcor"),\
            estepm, subdirf2(fileres,"v"),subdirf2(fileres,"v"),\
            subdirf2(fileres,"t"),subdirf2(fileres,"t"),\
            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); */
   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 and period prevalence (with confident\
   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);  
        }
      } /* 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);
   }
   void prwizard(int ncovmodel, int nlstate, int ndeath,  char model[], FILE *ficparo)
   {
   
     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 of prwizard */
   
   
   /***********************************************/
   /**************** Main Program *****************/
   /***********************************************/
   
   int main(int argc, char *argv[])
   {
     int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
     int i,j, k, n=MAXN,iter,m,size=100,cptcode, cptcod;
     int jj, imk;
     int numlinepar=0; /* Current linenumber of parameter file */
     /*  FILE *fichtm; *//* Html File */
     /* FILE *ficgp;*/ /*Gnuplot File */
     double agedeb, agefin,hf;
     double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
   
     double fret;
     double **xi,tmp,delta;
   
     double dum; /* Dummy variable */
     double ***p3mat;
     double ***mobaverage;
     int *indx;
     char line[MAXLINE], linepar[MAXLINE];
     char path[MAXLINE],pathc[MAXLINE],pathcd[MAXLINE],pathtot[MAXLINE],model[MAXLINE];
     char pathr[MAXLINE]; 
     int firstobs=1, lastobs=10;
     int sdeb, sfin; /* Status at beginning and end */
     int c,  h , cpt,l;
     int ju,jl, mi;
     int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
     int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,*tab; 
     int mobilavproj=0 , prevfcast=0 ; /* moving average of prev, If prevfcast=1 prevalence projection */
     int mobilav=0,popforecast=0;
     int hstepm, nhstepm;
     double jprev1=1, mprev1=1,anprev1=2000,jprev2=1, mprev2=1,anprev2=2000;
     double jpyram=1, mpyram=1,anpyram=2000,jpyram1=1, mpyram1=1,anpyram1=2000;
   
     double bage, fage, age, agelim, agebase;
     double ftolpl=FTOL;
     double **prlim;
     double *severity;
     double ***param; /* Matrix of parameters */
     double  *p;
     double **matcov; /* Matrix of covariance */
     double ***delti3; /* Scale */
     double *delti; /* Scale */
     double ***eij, ***vareij;
     double **varpl; /* Variances of prevalence limits by age */
     double *epj, vepp;
     double kk1, kk2;
     double dateprev1, dateprev2,jproj1=1,mproj1=1,anproj1=2000,jproj2=1,mproj2=1,anproj2=2000;
   
     char *alph[]={"a","a","b","c","d","e"}, str[4];
   
   
     char z[1]="c", occ;
   
     char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
     char strstart[80], *strt, strtend[80];
     char *stratrunc;
     int lstra;
   
     long total_usecs;
    
     /*   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("Localtime (at start):%s",strstart);
     fprintf(ficlog,"Localtime (at start): %s",strstart);
     fflush(ficlog);
   /*   (void) gettimeofday(&curr_time,&tzp); */
   /*   printf("Elapsed time %d\n", asc_diff_time(curr_time.tv_sec-start_time.tv_sec,tmpout)); */
   
     /* */
     strcpy(fileres,"r");
     strcat(fileres, optionfilefiname);
     strcat(fileres,".txt");    /* Other files have txt extension */
   
     /*---------arguments file --------*/
   
     if((ficpar=fopen(optionfile,"r"))==NULL)    {
       printf("Problem with optionfile %s\n",optionfile);
       fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
       fflush(ficlog);
       goto end;
     }
   
   
   
     strcpy(filereso,"o");
     strcat(filereso,fileres);
     if((ficparo=fopen(filereso,"w"))==NULL) { /* opened on subdirectory */
       printf("Problem with Output resultfile: %s\n", filereso);
       fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
       fflush(ficlog);
       goto end;
     }
   
     /* Reads comments: lines beginning with '#' */
     numlinepar=0;
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
     numlinepar++;
     printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model);
     fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fprintf(ficlog,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fflush(ficlog);
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
      
     covar=matrix(0,NCOVMAX,1,n); 
     cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
     if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
   
     ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
     nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
    
     if(mle==-1){ /* Print a wizard for help writing covariance matrix */
       prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
       printf(" You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       fprintf(ficlog," You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       fclose (ficparo);
       fclose (ficlog);
       exit(0);
     }
     /* Read guess parameters */
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     for(i=1; i <=nlstate; i++){
       j=0;
       for(jj=1; jj <=nlstate+ndeath; jj++){
         if(jj==i) continue;
         j++;
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         if ((i1 != i) && (j1 != j)){
           printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
           exit(1);
         }
         fprintf(ficparo,"%1d%1d",i1,j1);
         if(mle==1)
           printf("%1d%1d",i,j);
         fprintf(ficlog,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar," %lf",&param[i][j][k]);
           if(mle==1){
             printf(" %lf",param[i][j][k]);
             fprintf(ficlog," %lf",param[i][j][k]);
           }
           else
             fprintf(ficlog," %lf",param[i][j][k]);
           fprintf(ficparo," %lf",param[i][j][k]);
         }
         fscanf(ficpar,"\n");
         numlinepar++;
         if(mle==1)
           printf("\n");
         fprintf(ficlog,"\n");
         fprintf(ficparo,"\n");
       }
     }  
     fflush(ficlog);
   
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
   
     p=param[1][1];
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     /* delti=vector(1,npar); *//* Scale of each paramater (output from hesscov) */
     for(i=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath-1; j++){
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         if ((i1-i)*(j1-j)!=0){
           printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
           exit(1);
         }
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i1,j1);
         fprintf(ficlog,"%1d%1d",i1,j1);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar,"%le",&delti3[i][j][k]);
           printf(" %le",delti3[i][j][k]);
           fprintf(ficparo," %le",delti3[i][j][k]);
           fprintf(ficlog," %le",delti3[i][j][k]);
         }
         fscanf(ficpar,"\n");
         numlinepar++;
         printf("\n");
         fprintf(ficparo,"\n");
         fprintf(ficlog,"\n");
       }
     }
     fflush(ficlog);
   
     delti=delti3[1][1];
   
   
     /* free_ma3x(delti3,1,nlstate,1,nlstate+ndeath-1,1,ncovmodel); */ /* Hasn't to to freed here otherwise delti is no more allocated */
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
     
     matcov=matrix(1,npar,1,npar);
     for(i=1; i <=npar; i++){
       fscanf(ficpar,"%s",&str);
       if(mle==1)
         printf("%s",str);
       fprintf(ficlog,"%s",str);
       fprintf(ficparo,"%s",str);
       for(j=1; j <=i; j++){
         fscanf(ficpar," %le",&matcov[i][j]);
         if(mle==1){
           printf(" %.5le",matcov[i][j]);
         }
         fprintf(ficlog," %.5le",matcov[i][j]);
         fprintf(ficparo," %.5le",matcov[i][j]);
       }
       fscanf(ficpar,"\n");
       numlinepar++;
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       fprintf(ficparo,"\n");
     }
     for(i=1; i <=npar; i++)
       for(j=i+1;j<=npar;j++)
         matcov[i][j]=matcov[j][i];
      
     if(mle==1)
       printf("\n");
     fprintf(ficlog,"\n");
   
     fflush(ficlog);
   
     /*-------- Rewriting paramater file ----------*/
     strcpy(rfileres,"r");    /* "Rparameterfile */
     strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
     strcat(rfileres,".");    /* */
     strcat(rfileres,optionfilext);    /* Other files have txt extension */
     if((ficres =fopen(rfileres,"w"))==NULL) {
       printf("Problem writing new parameter file: %s\n", fileres);goto end;
       fprintf(ficlog,"Problem writing new parameter file: %s\n", fileres);goto end;
     }
     fprintf(ficres,"#%s\n",version);
       
     /*-------- data file ----------*/
     if((fic=fopen(datafile,"r"))==NULL)    {
       printf("Problem with datafile: %s\n", datafile);goto end;
       fprintf(ficlog,"Problem with datafile: %s\n", datafile);goto end;
     }
   
     n= lastobs;
     severity = vector(1,maxwav);
     outcome=imatrix(1,maxwav+1,1,n);
     num=lvector(1,n);
     moisnais=vector(1,n);
     annais=vector(1,n);
     moisdc=vector(1,n);
     andc=vector(1,n);
     agedc=vector(1,n);
     cod=ivector(1,n);
     weight=vector(1,n);
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
     mint=matrix(1,maxwav,1,n);
     anint=matrix(1,maxwav,1,n);
     s=imatrix(1,maxwav+1,1,n);
     tab=ivector(1,NCOVMAX);
     ncodemax=ivector(1,8);
   
     i=1;
     while (fgets(line, MAXLINE, fic) != NULL)    {
       if ((i >= firstobs) && (i <=lastobs)) {
           
         for (j=maxwav;j>=1;j--){
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb); 
           strcpy(line,stra);
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         }
           
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
         for (j=ncovcol;j>=1;j--){
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         } 
         lstra=strlen(stra);
         if(lstra > 9){ /* More than 2**32 or max of what printf can write with %ld */
           stratrunc = &(stra[lstra-9]);
           num[i]=atol(stratrunc);
         }
         else
           num[i]=atol(stra);
           
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
           printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/
   
         i=i+1;
       }
     }
     /* printf("ii=%d", ij);
        scanf("%d",i);*/
     imx=i-1; /* Number of individuals */
   
     /* for (i=1; i<=imx; i++){
       if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
       if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
       if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
       }*/
      /*  for (i=1; i<=imx; i++){
        if (s[4][i]==9)  s[4][i]=-1; 
        printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));}*/
     
    for (i=1; i<=imx; i++)
    
      /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
        else weight[i]=1;*/
   
     /* Calculation of the number of parameter from char model*/
     Tvar=ivector(1,15); /* stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
     Tprod=ivector(1,15); 
     Tvaraff=ivector(1,15); 
     Tvard=imatrix(1,15,1,2);
     Tage=ivector(1,15);      
      
     if (strlen(model) >1){ /* If there is at least 1 covariate */
       j=0, j1=0, k1=1, k2=1;
       j=nbocc(model,'+'); /* j=Number of '+' */
       j1=nbocc(model,'*'); /* j1=Number of '*' */
       cptcovn=j+1; 
       cptcovprod=j1; /*Number of products */
       
       strcpy(modelsav,model); 
       if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
         printf("Error. Non available option model=%s ",model);
         fprintf(ficlog,"Error. Non available option model=%s ",model);
         goto end;
       }
       
       /* This loop fills the array Tvar from the string 'model'.*/
   
       for(i=(j+1); i>=1;i--){
         cutv(stra,strb,modelsav,'+'); /* keeps in strb after the last + */ 
         if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
         /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
         /*scanf("%d",i);*/
         if (strchr(strb,'*')) {  /* Model includes a product */
           cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn (if not *age)*/
           if (strcmp(strc,"age")==0) { /* Vn*age */
             cptcovprod--;
             cutv(strb,stre,strd,'V');
             Tvar[i]=atoi(stre); /* computes n in Vn and stores in Tvar*/
             cptcovage++;
               Tage[cptcovage]=i;
               /*printf("stre=%s ", stre);*/
           }
           else if (strcmp(strd,"age")==0) { /* or age*Vn */
             cptcovprod--;
             cutv(strb,stre,strc,'V');
             Tvar[i]=atoi(stre);
             cptcovage++;
             Tage[cptcovage]=i;
           }
           else {  /* Age is not in the model */
             cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n*/
             Tvar[i]=ncovcol+k1;
             cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
             Tprod[k1]=i;
             Tvard[k1][1]=atoi(strc); /* m*/
             Tvard[k1][2]=atoi(stre); /* n */
             Tvar[cptcovn+k2]=Tvard[k1][1];
             Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
             for (k=1; k<=lastobs;k++) 
               covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
             k1++;
             k2=k2+2;
           }
         }
         else { /* no more sum */
           /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
          /*  scanf("%d",i);*/
         cutv(strd,strc,strb,'V');
         Tvar[i]=atoi(strc);
         }
         strcpy(modelsav,stra);  
         /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
           scanf("%d",i);*/
       } /* end of loop + */
     } /* end model */
     
     /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
       If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
   
     /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
     printf("cptcovprod=%d ", cptcovprod);
     fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
   
     scanf("%d ",i);
     fclose(fic);*/
   
       /*  if(mle==1){*/
     if (weightopt != 1) { /* Maximisation without weights*/
       for(i=1;i<=n;i++) weight[i]=1.0;
     }
       /*-calculation of age at interview from date of interview and age at death -*/
     agev=matrix(1,maxwav,1,imx);
   
     for (i=1; i<=imx; i++) {
       for(m=2; (m<= maxwav); m++) {
         if (((int)mint[m][i]== 99) && (s[m][i] <= nlstate)){
           anint[m][i]=9999;
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]==9999 && s[m][i]>nlstate){
           nberr++;
           printf("Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           fprintf(ficlog,"Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
           nberr++;
           printf("Error! Month of death of individual %ld on line %d was unknown %2d, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,(int)moisdc[i]); 
           fprintf(ficlog,"Error! Month of death of individual %ld on line %d was unknown %f, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,moisdc[i]); 
           s[m][i]=-1; /* We prefer to skip it (and to skip it in version 0.8a1 too */
         }
       }
     }
   
     for (i=1; i<=imx; i++)  {
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
       for(m=firstpass; (m<= lastpass); m++){
         if(s[m][i] >0){
           if (s[m][i] >= nlstate+1) {
             if(agedc[i]>0)
               if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
                 agev[m][i]=agedc[i];
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
               else {
                 if ((int)andc[i]!=9999){
                   nbwarn++;
                   printf("Warning negative age at death: %ld line:%d\n",num[i],i);
                   fprintf(ficlog,"Warning negative age at death: %ld line:%d\n",num[i],i);
                   agev[m][i]=-1;
                 }
               }
           }
           else if(s[m][i] !=9){ /* Standard case, age in fractional
                                    years but with the precision of a
                                    month */
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
             if((int)mint[m][i]==99 || (int)anint[m][i]==9999)
               agev[m][i]=1;
             else if(agev[m][i] <agemin){ 
               agemin=agev[m][i];
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
             }
             else if(agev[m][i] >agemax){
               agemax=agev[m][i];
               /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
             }
             /*agev[m][i]=anint[m][i]-annais[i];*/
             /*     agev[m][i] = age[i]+2*m;*/
           }
           else { /* =9 */
             agev[m][i]=1;
             s[m][i]=-1;
           }
         }
         else /*= 0 Unknown */
           agev[m][i]=1;
       }
       
     }
     for (i=1; i<=imx; i++)  {
       for(m=firstpass; (m<=lastpass); m++){
         if (s[m][i] > (nlstate+ndeath)) {
           nberr++;
           printf("Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           fprintf(ficlog,"Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           goto end;
         }
       }
     }
   
     /*for (i=1; i<=imx; i++){
     for (m=firstpass; (m<lastpass); m++){
        printf("%ld %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
   }
   
   }*/
   
     printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
     fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
   
     free_vector(severity,1,maxwav);
     free_imatrix(outcome,1,maxwav+1,1,n);
     free_vector(moisnais,1,n);
     free_vector(annais,1,n);
     /* free_matrix(mint,1,maxwav,1,n);
        free_matrix(anint,1,maxwav,1,n);*/
     free_vector(moisdc,1,n);
     free_vector(andc,1,n);
   
      
     wav=ivector(1,imx);
     dh=imatrix(1,lastpass-firstpass+1,1,imx);
     bh=imatrix(1,lastpass-firstpass+1,1,imx);
     mw=imatrix(1,lastpass-firstpass+1,1,imx);
      
     /* Concatenates waves */
     concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
   
     /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
   
     Tcode=ivector(1,100);
     nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
     ncodemax[1]=1;
     if (cptcovn > 0) tricode(Tvar,nbcode,imx);
         
     codtab=imatrix(1,100,1,10); /* Cross tabulation to get the order of 
                                    the estimations*/
     h=0;
     m=pow(2,cptcoveff);
    
     for(k=1;k<=cptcoveff; k++){
       for(i=1; i <=(m/pow(2,k));i++){
         for(j=1; j <= ncodemax[k]; j++){
           for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
             h++;
             if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;
             /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/
           } 
         }
       }
     } 
     /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
        codtab[1][2]=1;codtab[2][2]=2; */
     /* for(i=1; i <=m ;i++){ 
        for(k=1; k <=cptcovn; k++){
        printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
        }
        printf("\n");
        }
        scanf("%d",i);*/
       
     /*------------ gnuplot -------------*/
     strcpy(optionfilegnuplot,optionfilefiname);
     strcat(optionfilegnuplot,".gp");
     if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
       printf("Problem with file %s",optionfilegnuplot);
     }
     else{
       fprintf(ficgp,"\n# %s\n", version); 
       fprintf(ficgp,"# %s\n", optionfilegnuplot); 
       fprintf(ficgp,"set missing 'NaNq'\n");
     }
     /*  fclose(ficgp);*/
     /*--------- index.htm --------*/
   
     strcpy(optionfilehtm,optionfilefiname); /* Main html file */
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
     }
   
     strcpy(optionfilehtmcov,optionfilefiname); /* Only for matrix of covariance */
     strcat(optionfilehtmcov,"-cov.htm");
     if((fichtmcov=fopen(optionfilehtmcov,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtmcov), exit(0);
     }
     else{
     fprintf(fichtmcov,"<body>\n<title>IMaCh Cov %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model);
     }
   
     fprintf(fichtm,"<body>\n<title>IMaCh %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n\
   \n\
   <hr  size=\"2\" color=\"#EC5E5E\">\
    <ul><li><h4>Parameter files</h4>\n\
    - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n\
    - Log file of the run: <a href=\"%s\">%s</a><br>\n\
    - Gnuplot file name: <a href=\"%s\">%s</a><br>\n\
    - Date and time at start: %s</ul>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model,\
             fileres,fileres,\
             filelog,filelog,optionfilegnuplot,optionfilegnuplot,strstart);
     fflush(fichtm);
   
     strcpy(pathr,path);
     strcat(pathr,optionfilefiname);
     chdir(optionfilefiname); /* Move to directory named optionfile */
     strcpy(lfileres,fileres);
     strcat(lfileres,"/");
     strcat(lfileres,optionfilefiname);
     
     /* Calculates basic frequencies. Computes observed prevalence at single age
        and prints on file fileres'p'. */
     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);
   
     fprintf(fichtm,"\n");
     fprintf(fichtm,"<br>Total number of observations=%d <br>\n\
   Youngest age at first (selected) pass %.2f, oldest age %.2f<br>\n\
   Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n",\
             imx,agemin,agemax,jmin,jmax,jmean);
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
       
      
     /* For Powell, parameters are in a vector p[] starting at p[1]
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */
   
     globpr=0; /* To get the number ipmx of contributions and the sum of weights*/
     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
     printf("First Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
     for (k=1; k<=npar;k++)
       printf(" %d %8.5f",k,p[k]);
     printf("\n");
     globpr=1; /* to print the contributions */
     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
     printf("Second Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
     for (k=1; k<=npar;k++)
       printf(" %d %8.5f",k,p[k]);
     printf("\n");
     if(mle>=1){ /* Could be 1 or 2 */
       mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
     }
       
     /*--------- results files --------------*/
     fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle= 0 weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate, ndeath, maxwav, weightopt,model);
     
   
     jk=1;
     fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) 
           {
             printf("%d%d ",i,k);
             fprintf(ficlog,"%d%d ",i,k);
             fprintf(ficres,"%1d%1d ",i,k);
             for(j=1; j <=ncovmodel; j++){
               printf("%f ",p[jk]);
               fprintf(ficlog,"%f ",p[jk]);
               fprintf(ficres,"%f ",p[jk]);
               jk++; 
             }
             printf("\n");
             fprintf(ficlog,"\n");
             fprintf(ficres,"\n");
           }
       }
     }
     if(mle!=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");
     for(i=1,k=1;i<=npar;i++){
       /*  if (k>nlstate) k=1;
           i1=(i-1)/(ncovmodel*nlstate)+1; 
           fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);
           printf("%s%d%d",alph[k],i1,tab[i]);
       */
       fprintf(ficres,"%3d",i);
       if(mle==1)
         printf("%3d",i);
       fprintf(ficlog,"%3d",i);
       for(j=1; j<=i;j++){
         fprintf(ficres," %.5e",matcov[i][j]);
         if(mle==1)
           printf(" %.5e",matcov[i][j]);
         fprintf(ficlog," %.5e",matcov[i][j]);
       }
       fprintf(ficres,"\n");
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       k++;
     }
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     estepm=0;
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
     if (estepm==0 || estepm < stepm) estepm=stepm;
     if (fage <= 2) {
       bage = ageminpar;
       fage = agemaxpar;
     }
      
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mov_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);
     fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficlog,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
    
   
     dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
     dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
   
     fscanf(ficpar,"pop_based=%d\n",&popbased);
     fprintf(ficparo,"pop_based=%d\n",popbased);   
     fprintf(ficres,"pop_based=%d\n",popbased);   
     
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"prevforecast=%d starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf mobil_average=%d\n",&prevfcast,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2,&mobilavproj);
     fprintf(ficparo,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     printf("prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficlog,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficres,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     /* day and month of proj2 are not used but only year anproj2.*/
   
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"popforecast=%d popfile=%s popfiledate=%lf/%lf/%lf last-popfiledate=%lf/%lf/%lf\n",&popforecast,popfile,&jpyram,&mpyram,&anpyram,&jpyram1,&mpyram1,&anpyram1);
     fprintf(ficparo,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
     fprintf(ficres,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
   
     /*  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);
   
     /*---------- Forecasting ------------------*/
     /*if((stepm == 1) && (strcmp(model,".")==0)){*/
     if(prevfcast==1){
       /*    if(stepm ==1){*/
         prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
         /* (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);*/
   /*      }  */
   /*      else{ */
   /*        erreur=108; */
   /*        printf("Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*        fprintf(ficlog,"Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*      } */
     }
     
   
     /*---------- Health expectancies and variances ------------*/
   
     strcpy(filerest,"t");
     strcat(filerest,fileres);
     if((ficrest=fopen(filerest,"w"))==NULL) {
       printf("Problem with total LE resultfile: %s\n", filerest);goto end;
       fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
     }
     printf("Computing Total LEs with variances: file '%s' \n", filerest); 
     fprintf(ficlog,"Computing Total LEs with variances: file '%s' \n", filerest); 
   
   
     strcpy(filerese,"e");
     strcat(filerese,fileres);
     if((ficreseij=fopen(filerese,"w"))==NULL) {
       printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
       fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
     }
     printf("Computing Health Expectancies: result on file '%s' \n", filerese);
     fprintf(ficlog,"Computing Health Expectancies: result on file '%s' \n", filerese);
   
     strcpy(fileresv,"v");
     strcat(fileresv,fileres);
     if((ficresvij=fopen(fileresv,"w"))==NULL) {
       printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
       fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
     }
     printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
     fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
   
     /* Computes prevalence between agemin (i.e minimal age computed) and no more ageminpar */
     prevalence(probs, agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     /*  printf("ageminpar=%f, agemax=%f, s[lastpass][imx]=%d, agev[lastpass][imx]=%f, nlstate=%d, imx=%d,  mint[lastpass][imx]=%f, anint[lastpass][imx]=%f,dateprev1=%f, dateprev2=%f, firstpass=%d, lastpass=%d\n",\
   ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
     */
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1; 
         fprintf(ficrest,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrest,"******\n");
   
         fprintf(ficreseij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficreseij,"******\n");
   
         fprintf(ficresvij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvij,"******\n");
   
         eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov);  
    
         vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,0, mobilav);
         if(popbased==1){
           varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,popbased,mobilav);
         }
   
    
         fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
         for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
         fprintf(ficrest,"\n");
   
         epj=vector(1,nlstate+1);
         for(age=bage; age <=fage ;age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           if (popbased==1) {
             if(mobilav ==0){
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=probs[(int)age][i][k];
             }else{ /* mobilav */ 
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=mobaverage[(int)age][i][k];
             }
           }
           
           fprintf(ficrest," %4.0f",age);
           for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
             for(i=1, epj[j]=0.;i <=nlstate;i++) {
               epj[j] += prlim[i][i]*eij[i][j][(int)age];
               /*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
             }
             epj[nlstate+1] +=epj[j];
           }
   
           for(i=1, vepp=0.;i <=nlstate;i++)
             for(j=1;j <=nlstate;j++)
               vepp += vareij[i][j][(int)age];
           fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
           for(j=1;j <=nlstate;j++){
             fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
           }
           fprintf(ficrest,"\n");
         }
         free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_vector(epj,1,nlstate+1);
       }
     }
     free_vector(weight,1,n);
     free_imatrix(Tvard,1,15,1,2);
     free_imatrix(s,1,maxwav+1,1,n);
     free_matrix(anint,1,maxwav,1,n); 
     free_matrix(mint,1,maxwav,1,n);
     free_ivector(cod,1,n);
     free_ivector(tab,1,NCOVMAX);
     fclose(ficreseij);
     fclose(ficresvij);
     fclose(ficrest);
     fclose(ficpar);
     
     /*------- Variance of stable prevalence------*/   
   
     strcpy(fileresvpl,"vpl");
     strcat(fileresvpl,fileres);
     if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
       printf("Problem with variance of stable prevalence  resultfile: %s\n", fileresvpl);
       exit(0);
     }
     printf("Computing Variance-covariance of stable prevalence: file '%s' \n", fileresvpl);
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficresvpl,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvpl,"******\n");
         
         varpl=matrix(1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
         free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
       }
     }
   
     fclose(ficresvpl);
   
     /*---------- End : free ----------------*/
     free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
     
     free_matrix(covar,0,NCOVMAX,1,n);
     free_matrix(matcov,1,npar,1,npar);
     /*free_vector(delti,1,npar);*/
     free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
     free_matrix(agev,1,maxwav,1,imx);
     free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     free_ivector(ncodemax,1,8);
     free_ivector(Tvar,1,15);
     free_ivector(Tprod,1,15);
     free_ivector(Tvaraff,1,15);
     free_ivector(Tage,1,15);
     free_ivector(Tcode,1,100);
   
     fflush(fichtm);
     fflush(ficgp);
     
   
     if((nberr >0) || (nbwarn>0)){
       printf("End of Imach with %d errors and/or warnings %d\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("Localtime at start %s\nLocaltime at end   %s",strstart, strtend); 
     fprintf(ficlog,"Localtime 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.1.18  
changed lines
  Added in v.1.91


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