Diff for /imach/src/imach.c between versions 1.21 and 1.91

version 1.21, 2002/02/21 18:42:24 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 erreur; /* Error number */    computed from the time spent in each health state according to a
 int nvar;    model. More health states you consider, more time is necessary to reach the
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;    Maximum Likelihood of the parameters involved in the model.  The
 int npar=NPARMAX;    simplest model is the multinomial logistic model where pij is the
 int nlstate=2; /* Number of live states */    probability to be observed in state j at the second wave
 int ndeath=1; /* Number of dead states */    conditional to be observed in state i at the first wave. Therefore
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
 int popbased=0;    'age' is age and 'sex' is a covariate. If you want to have a more
     complex model than "constant and age", you should modify the program
 int *wav; /* Number of waves for this individuual 0 is possible */    where the markup *Covariates have to be included here again* invites
 int maxwav; /* Maxim number of waves */    you to do it.  More covariates you add, slower the
 int jmin, jmax; /* min, max spacing between 2 waves */    convergence.
 int mle, weightopt;  
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */    The advantage of this computer programme, compared to a simple
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */    multinomial logistic model, is clear when the delay between waves is not
 double jmean; /* Mean space between 2 waves */    identical for each individual. Also, if a individual missed an
 double **oldm, **newm, **savm; /* Working pointers to matrices */    intermediate interview, the information is lost, but taken into
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    account using an interpolation or extrapolation.  
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf;  
 FILE *ficgp, *fichtm,*ficresprob,*ficpop;    hPijx is the probability to be observed in state i at age x+h
 FILE *ficreseij;    conditional to the observed state i at age x. The delay 'h' can be
   char filerese[FILENAMELENGTH];    split into an exact number (nh*stepm) of unobserved intermediate
  FILE  *ficresvij;    states. This elementary transition (by month, quarter,
   char fileresv[FILENAMELENGTH];    semester or year) is modelled as a multinomial logistic.  The hPx
  FILE  *ficresvpl;    matrix is simply the matrix product of nh*stepm elementary matrices
   char fileresvpl[FILENAMELENGTH];    and the contribution of each individual to the likelihood is simply
     hPijx.
 #define NR_END 1  
 #define FREE_ARG char*    Also this programme outputs the covariance matrix of the parameters but also
 #define FTOL 1.0e-10    of the life expectancies. It also computes the stable prevalence. 
     
 #define NRANSI    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
 #define ITMAX 200             Institut national d'études démographiques, Paris.
     This software have been partly granted by Euro-REVES, a concerted action
 #define TOL 2.0e-4    from the European Union.
     It is copyrighted identically to a GNU software product, ie programme and
 #define CGOLD 0.3819660    software can be distributed freely for non commercial use. Latest version
 #define ZEPS 1.0e-10    can be accessed at http://euroreves.ined.fr/imach .
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);  
     Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
 #define GOLD 1.618034    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
 #define GLIMIT 100.0    
 #define TINY 1.0e-20    **********************************************************************/
   /*
 static double maxarg1,maxarg2;    main
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))    read parameterfile
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))    read datafile
      concatwav
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))    freqsummary
 #define rint(a) floor(a+0.5)    if (mle >= 1)
       mlikeli
 static double sqrarg;    print results files
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)    if mle==1 
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}       computes hessian
     read end of parameter file: agemin, agemax, bage, fage, estepm
 int imx;        begin-prev-date,...
 int stepm;    open gnuplot file
 /* Stepm, step in month: minimum step interpolation*/    open html file
     stable prevalence
 int m,nb;     for age prevalim()
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;    h Pij x
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;    variance of p varprob
 double **pmmij, ***probs, ***mobaverage;    forecasting if prevfcast==1 prevforecast call prevalence()
 double dateintmean=0;    health expectancies
     Variance-covariance of DFLE
 double *weight;    prevalence()
 int **s; /* Status */     movingaverage()
 double *agedc, **covar, idx;    varevsij() 
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;    if popbased==1 varevsij(,popbased)
     total life expectancies
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */    Variance of stable prevalence
 double ftolhess; /* Tolerance for computing hessian */   end
   */
 /**************** split *************************/  
 static  int split( char *path, char *dirc, char *name )  
 {  
    char *s;                             /* pointer */   
    int  l1, l2;                         /* length counters */  #include <math.h>
   #include <stdio.h>
    l1 = strlen( path );                 /* length of path */  #include <stdlib.h>
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );  #include <unistd.h>
    s = strrchr( path, '\\' );           /* find last / */  
    if ( s == NULL ) {                   /* no directory, so use current */  #include <sys/time.h>
 #if     defined(__bsd__)                /* get current working directory */  #include <time.h>
       extern char       *getwd( );  #include "timeval.h"
   
       if ( getwd( dirc ) == NULL ) {  #define MAXLINE 256
 #else  #define GNUPLOTPROGRAM "gnuplot"
       extern char       *getcwd( );  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
   #define FILENAMELENGTH 132
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {  /*#define DEBUG*/
 #endif  /*#define windows*/
          return( GLOCK_ERROR_GETCWD );  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
       }  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
       strcpy( name, path );             /* we've got it */  
    } else {                             /* strip direcotry from path */  #define MAXPARM 30 /* Maximum number of parameters for the optimization */
       s++;                              /* after this, the filename */  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
       l2 = strlen( s );                 /* length of filename */  
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );  #define NINTERVMAX 8
       strcpy( name, s );                /* save file name */  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
       strncpy( dirc, path, l1 - l2 );   /* now the directory */  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
       dirc[l1-l2] = 0;                  /* add zero */  #define NCOVMAX 8 /* Maximum number of covariates */
    }  #define MAXN 20000
    l1 = strlen( dirc );                 /* length of directory */  #define YEARM 12. /* Number of months per year */
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  #define AGESUP 130
    return( 0 );                         /* we're done */  #define AGEBASE 40
 }  #ifdef unix
   #define DIRSEPARATOR '/'
   #define ODIRSEPARATOR '\\'
 /******************************************/  #else
   #define DIRSEPARATOR '\\'
 void replace(char *s, char*t)  #define ODIRSEPARATOR '/'
 {  #endif
   int i;  
   int lg=20;  /* $Id$ */
   i=0;  /* $State$ */
   lg=strlen(t);  
   for(i=0; i<= lg; i++) {  char version[]="Imach version 0.96a, June 2003, INED-EUROREVES ";
     (s[i] = t[i]);  char fullversion[]="$Revision$ $Date$"; 
     if (t[i]== '\\') s[i]='/';  int erreur, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
   }  int nvar;
 }  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
   int npar=NPARMAX;
 int nbocc(char *s, char occ)  int nlstate=2; /* Number of live states */
 {  int ndeath=1; /* Number of dead states */
   int i,j=0;  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
   int lg=20;  int popbased=0;
   i=0;  
   lg=strlen(s);  int *wav; /* Number of waves for this individuual 0 is possible */
   for(i=0; i<= lg; i++) {  int maxwav; /* Maxim number of waves */
   if  (s[i] == occ ) j++;  int jmin, jmax; /* min, max spacing between 2 waves */
   }  int gipmx, gsw; /* Global variables on the number of contributions 
   return j;                     to the likelihood and the sum of weights (done by funcone)*/
 }  int mle, weightopt;
   int **mw; /* mw[mi][i] is number of the mi wave for this individual */
 void cutv(char *u,char *v, char*t, char occ)  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
 {  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
   int i,lg,j,p=0;             * wave mi and wave mi+1 is not an exact multiple of stepm. */
   i=0;  double jmean; /* Mean space between 2 waves */
   for(j=0; j<=strlen(t)-1; j++) {  double **oldm, **newm, **savm; /* Working pointers to matrices */
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
   }  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
   FILE *ficlog, *ficrespow;
   lg=strlen(t);  int globpr; /* Global variable for printing or not */
   for(j=0; j<p; j++) {  double fretone; /* Only one call to likelihood */
     (u[j] = t[j]);  long ipmx; /* Number of contributions */
   }  double sw; /* Sum of weights */
      u[p]='\0';  char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
   FILE *ficresilk;
    for(j=0; j<= lg; j++) {  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
     if (j>=(p+1))(v[j-p-1] = t[j]);  FILE *ficresprobmorprev;
   }  FILE *fichtm, *fichtmcov; /* Html File */
 }  FILE *ficreseij;
   char filerese[FILENAMELENGTH];
 /********************** nrerror ********************/  FILE  *ficresvij;
   char fileresv[FILENAMELENGTH];
 void nrerror(char error_text[])  FILE  *ficresvpl;
 {  char fileresvpl[FILENAMELENGTH];
   fprintf(stderr,"ERREUR ...\n");  char title[MAXLINE];
   fprintf(stderr,"%s\n",error_text);  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
   exit(1);  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
 }  char tmpout[FILENAMELENGTH]; 
 /*********************** vector *******************/  char command[FILENAMELENGTH];
 double *vector(int nl, int nh)  int  outcmd=0;
 {  
   double *v;  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  char lfileres[FILENAMELENGTH];
   if (!v) nrerror("allocation failure in vector");  char filelog[FILENAMELENGTH]; /* Log file */
   return v-nl+NR_END;  char filerest[FILENAMELENGTH];
 }  char fileregp[FILENAMELENGTH];
   char popfile[FILENAMELENGTH];
 /************************ free vector ******************/  
 void free_vector(double*v, int nl, int nh)  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
 {  
   free((FREE_ARG)(v+nl-NR_END));  struct timeval start_time, end_time, curr_time, last_time, forecast_time;
 }  struct timezone tzp;
   extern int gettimeofday();
 /************************ivector *******************************/  struct tm tmg, tm, tmf, *gmtime(), *localtime();
 int *ivector(long nl,long nh)  long time_value;
 {  extern long time();
   int *v;  char strcurr[80], strfor[80];
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  
   if (!v) nrerror("allocation failure in ivector");  #define NR_END 1
   return v-nl+NR_END;  #define FREE_ARG char*
 }  #define FTOL 1.0e-10
   
 /******************free ivector **************************/  #define NRANSI 
 void free_ivector(int *v, long nl, long nh)  #define ITMAX 200 
 {  
   free((FREE_ARG)(v+nl-NR_END));  #define TOL 2.0e-4 
 }  
   #define CGOLD 0.3819660 
 /******************* imatrix *******************************/  #define ZEPS 1.0e-10 
 int **imatrix(long nrl, long nrh, long ncl, long nch)  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */  
 {  #define GOLD 1.618034 
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  #define GLIMIT 100.0 
   int **m;  #define TINY 1.0e-20 
    
   /* allocate pointers to rows */  static double maxarg1,maxarg2;
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
   if (!m) nrerror("allocation failure 1 in matrix()");  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
   m += NR_END;    
   m -= nrl;  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
    #define rint(a) floor(a+0.5)
    
   /* allocate rows and set pointers to them */  static double sqrarg;
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
   m[nrl] += NR_END;  
   m[nrl] -= ncl;  int imx; 
    int stepm;
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  /* Stepm, step in month: minimum step interpolation*/
    
   /* return pointer to array of pointers to rows */  int estepm;
   return m;  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
 }  
   int m,nb;
 /****************** free_imatrix *************************/  long *num;
 void free_imatrix(m,nrl,nrh,ncl,nch)  int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
       int **m;  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
       long nch,ncl,nrh,nrl;  double **pmmij, ***probs;
      /* free an int matrix allocated by imatrix() */  double dateintmean=0;
 {  
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  double *weight;
   free((FREE_ARG) (m+nrl-NR_END));  int **s; /* Status */
 }  double *agedc, **covar, idx;
   int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
 /******************* matrix *******************************/  
 double **matrix(long nrl, long nrh, long ncl, long nch)  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
 {  double ftolhess; /* Tolerance for computing hessian */
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;  
   double **m;  /**************** split *************************/
   static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  {
   if (!m) nrerror("allocation failure 1 in matrix()");    char  *ss;                            /* pointer */
   m += NR_END;    int   l1, l2;                         /* length counters */
   m -= nrl;  
     l1 = strlen(path );                   /* length of path */
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
   m[nrl] += NR_END;    if ( ss == NULL ) {                   /* no directory, so use current */
   m[nrl] -= ncl;      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
         printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;      /* get current working directory */
   return m;      /*    extern  char* getcwd ( char *buf , int len);*/
 }      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
         return( GLOCK_ERROR_GETCWD );
 /*************************free matrix ************************/      }
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)      strcpy( name, path );               /* we've got it */
 {    } else {                              /* strip direcotry from path */
   free((FREE_ARG)(m[nrl]+ncl-NR_END));      ss++;                               /* after this, the filename */
   free((FREE_ARG)(m+nrl-NR_END));      l2 = strlen( ss );                  /* length of filename */
 }      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
       strcpy( name, ss );         /* save file name */
 /******************* ma3x *******************************/      strncpy( dirc, path, l1 - l2 );     /* now the directory */
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)      dirc[l1-l2] = 0;                    /* add zero */
 {    }
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;    l1 = strlen( dirc );                  /* length of directory */
   double ***m;    /*#ifdef windows
     if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  #else
   if (!m) nrerror("allocation failure 1 in matrix()");    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
   m += NR_END;  #endif
   m -= nrl;    */
     ss = strrchr( name, '.' );            /* find last / */
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    ss++;
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    strcpy(ext,ss);                       /* save extension */
   m[nrl] += NR_END;    l1= strlen( name);
   m[nrl] -= ncl;    l2= strlen(ss)+1;
     strncpy( finame, name, l1-l2);
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    finame[l1-l2]= 0;
     return( 0 );                          /* we're done */
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));  }
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");  
   m[nrl][ncl] += NR_END;  
   m[nrl][ncl] -= nll;  /******************************************/
   for (j=ncl+1; j<=nch; j++)  
     m[nrl][j]=m[nrl][j-1]+nlay;  void replace_back_to_slash(char *s, char*t)
    {
   for (i=nrl+1; i<=nrh; i++) {    int i;
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;    int lg=0;
     for (j=ncl+1; j<=nch; j++)    i=0;
       m[i][j]=m[i][j-1]+nlay;    lg=strlen(t);
   }    for(i=0; i<= lg; i++) {
   return m;      (s[i] = t[i]);
 }      if (t[i]== '\\') s[i]='/';
     }
 /*************************free ma3x ************************/  }
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)  
 {  int nbocc(char *s, char occ)
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));  {
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    int i,j=0;
   free((FREE_ARG)(m+nrl-NR_END));    int lg=20;
 }    i=0;
     lg=strlen(s);
 /***************** f1dim *************************/    for(i=0; i<= lg; i++) {
 extern int ncom;    if  (s[i] == occ ) j++;
 extern double *pcom,*xicom;    }
 extern double (*nrfunc)(double []);    return j;
    }
 double f1dim(double x)  
 {  void cutv(char *u,char *v, char*t, char occ)
   int j;  {
   double f;    /* cuts string t into u and v where u is ended by char occ excluding it
   double *xt;       and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
         gives u="abcedf" and v="ghi2j" */
   xt=vector(1,ncom);    int i,lg,j,p=0;
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];    i=0;
   f=(*nrfunc)(xt);    for(j=0; j<=strlen(t)-1; j++) {
   free_vector(xt,1,ncom);      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
   return f;    }
 }  
     lg=strlen(t);
 /*****************brent *************************/    for(j=0; j<p; j++) {
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)      (u[j] = t[j]);
 {    }
   int iter;       u[p]='\0';
   double a,b,d,etemp;  
   double fu,fv,fw,fx;     for(j=0; j<= lg; j++) {
   double ftemp;      if (j>=(p+1))(v[j-p-1] = t[j]);
   double p,q,r,tol1,tol2,u,v,w,x,xm;    }
   double e=0.0;  }
    
   a=(ax < cx ? ax : cx);  /********************** nrerror ********************/
   b=(ax > cx ? ax : cx);  
   x=w=v=bx;  void nrerror(char error_text[])
   fw=fv=fx=(*f)(x);  {
   for (iter=1;iter<=ITMAX;iter++) {    fprintf(stderr,"ERREUR ...\n");
     xm=0.5*(a+b);    fprintf(stderr,"%s\n",error_text);
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);    exit(EXIT_FAILURE);
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/  }
     printf(".");fflush(stdout);  /*********************** vector *******************/
 #ifdef DEBUG  double *vector(int nl, int nh)
     printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);  {
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */    double *v;
 #endif    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){    if (!v) nrerror("allocation failure in vector");
       *xmin=x;    return v-nl+NR_END;
       return fx;  }
     }  
     ftemp=fu;  /************************ free vector ******************/
     if (fabs(e) > tol1) {  void free_vector(double*v, int nl, int nh)
       r=(x-w)*(fx-fv);  {
       q=(x-v)*(fx-fw);    free((FREE_ARG)(v+nl-NR_END));
       p=(x-v)*q-(x-w)*r;  }
       q=2.0*(q-r);  
       if (q > 0.0) p = -p;  /************************ivector *******************************/
       q=fabs(q);  int *ivector(long nl,long nh)
       etemp=e;  {
       e=d;    int *v;
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
         d=CGOLD*(e=(x >= xm ? a-x : b-x));    if (!v) nrerror("allocation failure in ivector");
       else {    return v-nl+NR_END;
         d=p/q;  }
         u=x+d;  
         if (u-a < tol2 || b-u < tol2)  /******************free ivector **************************/
           d=SIGN(tol1,xm-x);  void free_ivector(int *v, long nl, long nh)
       }  {
     } else {    free((FREE_ARG)(v+nl-NR_END));
       d=CGOLD*(e=(x >= xm ? a-x : b-x));  }
     }  
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));  /************************lvector *******************************/
     fu=(*f)(u);  long *lvector(long nl,long nh)
     if (fu <= fx) {  {
       if (u >= x) a=x; else b=x;    long *v;
       SHFT(v,w,x,u)    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
         SHFT(fv,fw,fx,fu)    if (!v) nrerror("allocation failure in ivector");
         } else {    return v-nl+NR_END;
           if (u < x) a=u; else b=u;  }
           if (fu <= fw || w == x) {  
             v=w;  /******************free lvector **************************/
             w=u;  void free_lvector(long *v, long nl, long nh)
             fv=fw;  {
             fw=fu;    free((FREE_ARG)(v+nl-NR_END));
           } else if (fu <= fv || v == x || v == w) {  }
             v=u;  
             fv=fu;  /******************* imatrix *******************************/
           }  int **imatrix(long nrl, long nrh, long ncl, long nch) 
         }       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
   }  { 
   nrerror("Too many iterations in brent");    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
   *xmin=x;    int **m; 
   return fx;    
 }    /* allocate pointers to rows */ 
     m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
 /****************** mnbrak ***********************/    if (!m) nrerror("allocation failure 1 in matrix()"); 
     m += NR_END; 
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,    m -= nrl; 
             double (*func)(double))    
 {    
   double ulim,u,r,q, dum;    /* allocate rows and set pointers to them */ 
   double fu;    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
      if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
   *fa=(*func)(*ax);    m[nrl] += NR_END; 
   *fb=(*func)(*bx);    m[nrl] -= ncl; 
   if (*fb > *fa) {    
     SHFT(dum,*ax,*bx,dum)    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
       SHFT(dum,*fb,*fa,dum)    
       }    /* return pointer to array of pointers to rows */ 
   *cx=(*bx)+GOLD*(*bx-*ax);    return m; 
   *fc=(*func)(*cx);  } 
   while (*fb > *fc) {  
     r=(*bx-*ax)*(*fb-*fc);  /****************** free_imatrix *************************/
     q=(*bx-*cx)*(*fb-*fa);  void free_imatrix(m,nrl,nrh,ncl,nch)
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/        int **m;
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));        long nch,ncl,nrh,nrl; 
     ulim=(*bx)+GLIMIT*(*cx-*bx);       /* free an int matrix allocated by imatrix() */ 
     if ((*bx-u)*(u-*cx) > 0.0) {  { 
       fu=(*func)(u);    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
     } else if ((*cx-u)*(u-ulim) > 0.0) {    free((FREE_ARG) (m+nrl-NR_END)); 
       fu=(*func)(u);  } 
       if (fu < *fc) {  
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))  /******************* matrix *******************************/
           SHFT(*fb,*fc,fu,(*func)(u))  double **matrix(long nrl, long nrh, long ncl, long nch)
           }  {
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
       u=ulim;    double **m;
       fu=(*func)(u);  
     } else {    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
       u=(*cx)+GOLD*(*cx-*bx);    if (!m) nrerror("allocation failure 1 in matrix()");
       fu=(*func)(u);    m += NR_END;
     }    m -= nrl;
     SHFT(*ax,*bx,*cx,u)  
       SHFT(*fa,*fb,*fc,fu)    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
       }    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
 }    m[nrl] += NR_END;
     m[nrl] -= ncl;
 /*************** linmin ************************/  
     for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
 int ncom;    return m;
 double *pcom,*xicom;    /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
 double (*nrfunc)(double []);     */
    }
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))  
 {  /*************************free matrix ************************/
   double brent(double ax, double bx, double cx,  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
                double (*f)(double), double tol, double *xmin);  {
   double f1dim(double x);    free((FREE_ARG)(m[nrl]+ncl-NR_END));
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,    free((FREE_ARG)(m+nrl-NR_END));
               double *fc, double (*func)(double));  }
   int j;  
   double xx,xmin,bx,ax;  /******************* ma3x *******************************/
   double fx,fb,fa;  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
    {
   ncom=n;    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
   pcom=vector(1,n);    double ***m;
   xicom=vector(1,n);  
   nrfunc=func;    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
   for (j=1;j<=n;j++) {    if (!m) nrerror("allocation failure 1 in matrix()");
     pcom[j]=p[j];    m += NR_END;
     xicom[j]=xi[j];    m -= nrl;
   }  
   ax=0.0;    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   xx=1.0;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);    m[nrl] += NR_END;
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);    m[nrl] -= ncl;
 #ifdef DEBUG  
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
 #endif  
   for (j=1;j<=n;j++) {    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
     xi[j] *= xmin;    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
     p[j] += xi[j];    m[nrl][ncl] += NR_END;
   }    m[nrl][ncl] -= nll;
   free_vector(xicom,1,n);    for (j=ncl+1; j<=nch; j++) 
   free_vector(pcom,1,n);      m[nrl][j]=m[nrl][j-1]+nlay;
 }    
     for (i=nrl+1; i<=nrh; i++) {
 /*************** powell ************************/      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,      for (j=ncl+1; j<=nch; j++) 
             double (*func)(double []))        m[i][j]=m[i][j-1]+nlay;
 {    }
   void linmin(double p[], double xi[], int n, double *fret,    return m; 
               double (*func)(double []));    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
   int i,ibig,j;             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
   double del,t,*pt,*ptt,*xit;    */
   double fp,fptt;  }
   double *xits;  
   pt=vector(1,n);  /*************************free ma3x ************************/
   ptt=vector(1,n);  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
   xit=vector(1,n);  {
   xits=vector(1,n);    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
   *fret=(*func)(p);    free((FREE_ARG)(m[nrl]+ncl-NR_END));
   for (j=1;j<=n;j++) pt[j]=p[j];    free((FREE_ARG)(m+nrl-NR_END));
   for (*iter=1;;++(*iter)) {  }
     fp=(*fret);  
     ibig=0;  /***************** f1dim *************************/
     del=0.0;  extern int ncom; 
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);  extern double *pcom,*xicom;
     for (i=1;i<=n;i++)  extern double (*nrfunc)(double []); 
       printf(" %d %.12f",i, p[i]);   
     printf("\n");  double f1dim(double x) 
     for (i=1;i<=n;i++) {  { 
       for (j=1;j<=n;j++) xit[j]=xi[j][i];    int j; 
       fptt=(*fret);    double f;
 #ifdef DEBUG    double *xt; 
       printf("fret=%lf \n",*fret);   
 #endif    xt=vector(1,ncom); 
       printf("%d",i);fflush(stdout);    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
       linmin(p,xit,n,fret,func);    f=(*nrfunc)(xt); 
       if (fabs(fptt-(*fret)) > del) {    free_vector(xt,1,ncom); 
         del=fabs(fptt-(*fret));    return f; 
         ibig=i;  } 
       }  
 #ifdef DEBUG  /*****************brent *************************/
       printf("%d %.12e",i,(*fret));  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
       for (j=1;j<=n;j++) {  { 
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);    int iter; 
         printf(" x(%d)=%.12e",j,xit[j]);    double a,b,d,etemp;
       }    double fu,fv,fw,fx;
       for(j=1;j<=n;j++)    double ftemp;
         printf(" p=%.12e",p[j]);    double p,q,r,tol1,tol2,u,v,w,x,xm; 
       printf("\n");    double e=0.0; 
 #endif   
     }    a=(ax < cx ? ax : cx); 
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {    b=(ax > cx ? ax : cx); 
 #ifdef DEBUG    x=w=v=bx; 
       int k[2],l;    fw=fv=fx=(*f)(x); 
       k[0]=1;    for (iter=1;iter<=ITMAX;iter++) { 
       k[1]=-1;      xm=0.5*(a+b); 
       printf("Max: %.12e",(*func)(p));      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
       for (j=1;j<=n;j++)      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
         printf(" %.12e",p[j]);      printf(".");fflush(stdout);
       printf("\n");      fprintf(ficlog,".");fflush(ficlog);
       for(l=0;l<=1;l++) {  #ifdef DEBUG
         for (j=1;j<=n;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);
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];      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("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
         }  #endif
         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))){ 
       }        *xmin=x; 
 #endif        return fx; 
       } 
       ftemp=fu;
       free_vector(xit,1,n);      if (fabs(e) > tol1) { 
       free_vector(xits,1,n);        r=(x-w)*(fx-fv); 
       free_vector(ptt,1,n);        q=(x-v)*(fx-fw); 
       free_vector(pt,1,n);        p=(x-v)*q-(x-w)*r; 
       return;        q=2.0*(q-r); 
     }        if (q > 0.0) p = -p; 
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");        q=fabs(q); 
     for (j=1;j<=n;j++) {        etemp=e; 
       ptt[j]=2.0*p[j]-pt[j];        e=d; 
       xit[j]=p[j]-pt[j];        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
       pt[j]=p[j];          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
     }        else { 
     fptt=(*func)(ptt);          d=p/q; 
     if (fptt < fp) {          u=x+d; 
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);          if (u-a < tol2 || b-u < tol2) 
       if (t < 0.0) {            d=SIGN(tol1,xm-x); 
         linmin(p,xit,n,fret,func);        } 
         for (j=1;j<=n;j++) {      } else { 
           xi[j][ibig]=xi[j][n];        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
           xi[j][n]=xit[j];      } 
         }      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
 #ifdef DEBUG      fu=(*f)(u); 
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);      if (fu <= fx) { 
         for(j=1;j<=n;j++)        if (u >= x) a=x; else b=x; 
           printf(" %.12e",xit[j]);        SHFT(v,w,x,u) 
         printf("\n");          SHFT(fv,fw,fx,fu) 
 #endif          } else { 
       }            if (u < x) a=u; else b=u; 
     }            if (fu <= fw || w == x) { 
   }              v=w; 
 }              w=u; 
               fv=fw; 
 /**** Prevalence limit ****************/              fw=fu; 
             } else if (fu <= fv || v == x || v == w) { 
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)              v=u; 
 {              fv=fu; 
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit            } 
      matrix by transitions matrix until convergence is reached */          } 
     } 
   int i, ii,j,k;    nrerror("Too many iterations in brent"); 
   double min, max, maxmin, maxmax,sumnew=0.;    *xmin=x; 
   double **matprod2();    return fx; 
   double **out, cov[NCOVMAX], **pmij();  } 
   double **newm;  
   double agefin, delaymax=50 ; /* Max number of years to converge */  /****************** mnbrak ***********************/
   
   for (ii=1;ii<=nlstate+ndeath;ii++)  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
     for (j=1;j<=nlstate+ndeath;j++){              double (*func)(double)) 
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);  { 
     }    double ulim,u,r,q, dum;
     double fu; 
    cov[1]=1.;   
      *fa=(*func)(*ax); 
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */    *fb=(*func)(*bx); 
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){    if (*fb > *fa) { 
     newm=savm;      SHFT(dum,*ax,*bx,dum) 
     /* Covariates have to be included here again */        SHFT(dum,*fb,*fa,dum) 
      cov[2]=agefin;        } 
      *cx=(*bx)+GOLD*(*bx-*ax); 
       for (k=1; k<=cptcovn;k++) {    *fc=(*func)(*cx); 
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];    while (*fb > *fc) { 
         /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/      r=(*bx-*ax)*(*fb-*fc); 
       }      q=(*bx-*cx)*(*fb-*fa); 
       for (k=1; k<=cptcovage;k++)      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
       for (k=1; k<=cptcovprod;k++)      ulim=(*bx)+GLIMIT*(*cx-*bx); 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];      if ((*bx-u)*(u-*cx) > 0.0) { 
         fu=(*func)(u); 
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/      } else if ((*cx-u)*(u-ulim) > 0.0) { 
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/        fu=(*func)(u); 
         if (fu < *fc) { 
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
             SHFT(*fb,*fc,fu,(*func)(u)) 
     savm=oldm;            } 
     oldm=newm;      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
     maxmax=0.;        u=ulim; 
     for(j=1;j<=nlstate;j++){        fu=(*func)(u); 
       min=1.;      } else { 
       max=0.;        u=(*cx)+GOLD*(*cx-*bx); 
       for(i=1; i<=nlstate; i++) {        fu=(*func)(u); 
         sumnew=0;      } 
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];      SHFT(*ax,*bx,*cx,u) 
         prlim[i][j]= newm[i][j]/(1-sumnew);        SHFT(*fa,*fb,*fc,fu) 
         max=FMAX(max,prlim[i][j]);        } 
         min=FMIN(min,prlim[i][j]);  } 
       }  
       maxmin=max-min;  /*************** linmin ************************/
       maxmax=FMAX(maxmax,maxmin);  
     }  int ncom; 
     if(maxmax < ftolpl){  double *pcom,*xicom;
       return prlim;  double (*nrfunc)(double []); 
     }   
   }  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
 }  { 
     double brent(double ax, double bx, double cx, 
 /*************** transition probabilities ***************/                 double (*f)(double), double tol, double *xmin); 
     double f1dim(double x); 
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
 {                double *fc, double (*func)(double)); 
   double s1, s2;    int j; 
   /*double t34;*/    double xx,xmin,bx,ax; 
   int i,j,j1, nc, ii, jj;    double fx,fb,fa;
    
     for(i=1; i<= nlstate; i++){    ncom=n; 
     for(j=1; j<i;j++){    pcom=vector(1,n); 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){    xicom=vector(1,n); 
         /*s2 += param[i][j][nc]*cov[nc];*/    nrfunc=func; 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    for (j=1;j<=n;j++) { 
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/      pcom[j]=p[j]; 
       }      xicom[j]=xi[j]; 
       ps[i][j]=s2;    } 
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/    ax=0.0; 
     }    xx=1.0; 
     for(j=i+1; j<=nlstate+ndeath;j++){    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];  #ifdef DEBUG
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
       }    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
       ps[i][j]=(s2);  #endif
     }    for (j=1;j<=n;j++) { 
   }      xi[j] *= xmin; 
     /*ps[3][2]=1;*/      p[j] += xi[j]; 
     } 
   for(i=1; i<= nlstate; i++){    free_vector(xicom,1,n); 
      s1=0;    free_vector(pcom,1,n); 
     for(j=1; j<i; j++)  } 
       s1+=exp(ps[i][j]);  
     for(j=i+1; j<=nlstate+ndeath; j++)  char *asc_diff_time(long time_sec, char ascdiff[])
       s1+=exp(ps[i][j]);  {
     ps[i][i]=1./(s1+1.);    long sec_left, days, hours, minutes;
     for(j=1; j<i; j++)    days = (time_sec) / (60*60*24);
       ps[i][j]= exp(ps[i][j])*ps[i][i];    sec_left = (time_sec) % (60*60*24);
     for(j=i+1; j<=nlstate+ndeath; j++)    hours = (sec_left) / (60*60) ;
       ps[i][j]= exp(ps[i][j])*ps[i][i];    sec_left = (sec_left) %(60*60);
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */    minutes = (sec_left) /60;
   } /* end i */    sec_left = (sec_left) % (60);
     sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){    return ascdiff;
     for(jj=1; jj<= nlstate+ndeath; jj++){  }
       ps[ii][jj]=0;  
       ps[ii][ii]=1;  /*************** powell ************************/
     }  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
   }              double (*func)(double [])) 
   { 
     void linmin(double p[], double xi[], int n, double *fret, 
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){                double (*func)(double [])); 
     for(jj=1; jj<= nlstate+ndeath; jj++){    int i,ibig,j; 
      printf("%lf ",ps[ii][jj]);    double del,t,*pt,*ptt,*xit;
    }    double fp,fptt;
     printf("\n ");    double *xits;
     }    int niterf, itmp;
     printf("\n ");printf("%lf ",cov[2]);*/  
 /*    pt=vector(1,n); 
   for(i=1; i<= npar; i++) printf("%f ",x[i]);    ptt=vector(1,n); 
   goto end;*/    xit=vector(1,n); 
     return ps;    xits=vector(1,n); 
 }    *fret=(*func)(p); 
     for (j=1;j<=n;j++) pt[j]=p[j]; 
 /**************** Product of 2 matrices ******************/    for (*iter=1;;++(*iter)) { 
       fp=(*fret); 
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)      ibig=0; 
 {      del=0.0; 
   /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times      last_time=curr_time;
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */      (void) gettimeofday(&curr_time,&tzp);
   /* in, b, out are matrice of pointers which should have been initialized      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);
      before: only the contents of out is modified. The function returns      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);
      a pointer to pointers identical to out */      fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec);
   long i, j, k;      for (i=1;i<=n;i++) {
   for(i=nrl; i<= nrh; i++)        printf(" %d %.12f",i, p[i]);
     for(k=ncolol; k<=ncoloh; k++)        fprintf(ficlog," %d %.12lf",i, p[i]);
       for(j=ncl,out[i][k]=0.; j<=nch; j++)        fprintf(ficrespow," %.12lf", p[i]);
         out[i][k] +=in[i][j]*b[j][k];      }
       printf("\n");
   return out;      fprintf(ficlog,"\n");
 }      fprintf(ficrespow,"\n");fflush(ficrespow);
       if(*iter <=3){
         tm = *localtime(&curr_time.tv_sec);
 /************* Higher Matrix Product ***************/        asctime_r(&tm,strcurr);
         forecast_time=curr_time;
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )        itmp = strlen(strcurr);
 {        if(strcurr[itmp-1]=='\n')
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month          strcurr[itmp-1]='\0';
      duration (i.e. until        printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.        fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step        for(niterf=10;niterf<=30;niterf+=10){
      (typically every 2 years instead of every month which is too big).          forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
      Model is determined by parameters x and covariates have to be          tmf = *localtime(&forecast_time.tv_sec);
      included manually here.          asctime_r(&tmf,strfor);
   /*      strcpy(strfor,asctime(&tmf)); */
      */          itmp = strlen(strfor);
           if(strfor[itmp-1]=='\n')
   int i, j, d, h, k;          strfor[itmp-1]='\0';
   double **out, cov[NCOVMAX];          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);
   double **newm;          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);
         }
   /* Hstepm could be zero and should return the unit matrix */      }
   for (i=1;i<=nlstate+ndeath;i++)      for (i=1;i<=n;i++) { 
     for (j=1;j<=nlstate+ndeath;j++){        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
       oldm[i][j]=(i==j ? 1.0 : 0.0);        fptt=(*fret); 
       po[i][j][0]=(i==j ? 1.0 : 0.0);  #ifdef DEBUG
     }        printf("fret=%lf \n",*fret);
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */        fprintf(ficlog,"fret=%lf \n",*fret);
   for(h=1; h <=nhstepm; h++){  #endif
     for(d=1; d <=hstepm; d++){        printf("%d",i);fflush(stdout);
       newm=savm;        fprintf(ficlog,"%d",i);fflush(ficlog);
       /* Covariates have to be included here again */        linmin(p,xit,n,fret,func); 
       cov[1]=1.;        if (fabs(fptt-(*fret)) > del) { 
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;          del=fabs(fptt-(*fret)); 
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];          ibig=i; 
       for (k=1; k<=cptcovage;k++)        } 
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];  #ifdef DEBUG
       for (k=1; k<=cptcovprod;k++)        printf("%d %.12e",i,(*fret));
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];        fprintf(ficlog,"%d %.12e",i,(*fret));
         for (j=1;j<=n;j++) {
           xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/          printf(" x(%d)=%.12e",j,xit[j]);
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,        }
                    pmij(pmmij,cov,ncovmodel,x,nlstate));        for(j=1;j<=n;j++) {
       savm=oldm;          printf(" p=%.12e",p[j]);
       oldm=newm;          fprintf(ficlog," p=%.12e",p[j]);
     }        }
     for(i=1; i<=nlstate+ndeath; i++)        printf("\n");
       for(j=1;j<=nlstate+ndeath;j++) {        fprintf(ficlog,"\n");
         po[i][j][h]=newm[i][j];  #endif
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);      } 
          */      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
       }  #ifdef DEBUG
   } /* end h */        int k[2],l;
   return po;        k[0]=1;
 }        k[1]=-1;
         printf("Max: %.12e",(*func)(p));
         fprintf(ficlog,"Max: %.12e",(*func)(p));
 /*************** log-likelihood *************/        for (j=1;j<=n;j++) {
 double func( double *x)          printf(" %.12e",p[j]);
 {          fprintf(ficlog," %.12e",p[j]);
   int i, ii, j, k, mi, d, kk;        }
   double l, ll[NLSTATEMAX], cov[NCOVMAX];        printf("\n");
   double **out;        fprintf(ficlog,"\n");
   double sw; /* Sum of weights */        for(l=0;l<=1;l++) {
   double lli; /* Individual log likelihood */          for (j=1;j<=n;j++) {
   long ipmx;            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
   /*extern weight */            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
   /* We are differentiating ll according to initial status */            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/          }
   /*for(i=1;i<imx;i++)          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
     printf(" %d\n",s[4][i]);          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
   */        }
   cov[1]=1.;  #endif
   
   for(k=1; k<=nlstate; k++) ll[k]=0.;  
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){        free_vector(xit,1,n); 
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];        free_vector(xits,1,n); 
     for(mi=1; mi<= wav[i]-1; mi++){        free_vector(ptt,1,n); 
       for (ii=1;ii<=nlstate+ndeath;ii++)        free_vector(pt,1,n); 
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);        return; 
       for(d=0; d<dh[mi][i]; d++){      } 
         newm=savm;      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;      for (j=1;j<=n;j++) { 
         for (kk=1; kk<=cptcovage;kk++) {        ptt[j]=2.0*p[j]-pt[j]; 
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];        xit[j]=p[j]-pt[j]; 
         }        pt[j]=p[j]; 
              } 
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,      fptt=(*func)(ptt); 
                      1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));      if (fptt < fp) { 
         savm=oldm;        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
         oldm=newm;        if (t < 0.0) { 
                  linmin(p,xit,n,fret,func); 
                  for (j=1;j<=n;j++) { 
       } /* end mult */            xi[j][ibig]=xi[j][n]; 
                  xi[j][n]=xit[j]; 
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);          }
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/  #ifdef DEBUG
       ipmx +=1;          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
       sw += weight[i];          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;          for(j=1;j<=n;j++){
     } /* end of wave */            printf(" %.12e",xit[j]);
   } /* end of individual */            fprintf(ficlog," %.12e",xit[j]);
           }
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];          printf("\n");
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */          fprintf(ficlog,"\n");
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */  #endif
   return -l;        }
 }      } 
     } 
   } 
 /*********** Maximum Likelihood Estimation ***************/  
   /**** Prevalence limit (stable prevalence)  ****************/
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))  
 {  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
   int i,j, iter;  {
   double **xi,*delti;    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
   double fret;       matrix by transitions matrix until convergence is reached */
   xi=matrix(1,npar,1,npar);  
   for (i=1;i<=npar;i++)    int i, ii,j,k;
     for (j=1;j<=npar;j++)    double min, max, maxmin, maxmax,sumnew=0.;
       xi[i][j]=(i==j ? 1.0 : 0.0);    double **matprod2();
   printf("Powell\n");    double **out, cov[NCOVMAX], **pmij();
   powell(p,xi,npar,ftol,&iter,&fret,func);    double **newm;
     double agefin, delaymax=50 ; /* Max number of years to converge */
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));  
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));    for (ii=1;ii<=nlstate+ndeath;ii++)
       for (j=1;j<=nlstate+ndeath;j++){
 }        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       }
 /**** Computes Hessian and covariance matrix ***/  
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))     cov[1]=1.;
 {   
   double  **a,**y,*x,pd;   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
   double **hess;    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
   int i, j,jk;      newm=savm;
   int *indx;      /* Covariates have to be included here again */
        cov[2]=agefin;
   double hessii(double p[], double delta, int theta, double delti[]);    
   double hessij(double p[], double delti[], int i, int j);        for (k=1; k<=cptcovn;k++) {
   void lubksb(double **a, int npar, int *indx, double b[]) ;          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
   void ludcmp(double **a, int npar, int *indx, double *d) ;          /*      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]]);*/
         }
   hess=matrix(1,npar,1,npar);        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
         for (k=1; k<=cptcovprod;k++)
   printf("\nCalculation of the hessian matrix. Wait...\n");          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
   for (i=1;i<=npar;i++){  
     printf("%d",i);fflush(stdout);        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
     hess[i][i]=hessii(p,ftolhess,i,delti);        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
     /*printf(" %f ",p[i]);*/        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
     /*printf(" %lf ",hess[i][i]);*/      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
   }  
        savm=oldm;
   for (i=1;i<=npar;i++) {      oldm=newm;
     for (j=1;j<=npar;j++)  {      maxmax=0.;
       if (j>i) {      for(j=1;j<=nlstate;j++){
         printf(".%d%d",i,j);fflush(stdout);        min=1.;
         hess[i][j]=hessij(p,delti,i,j);        max=0.;
         hess[j][i]=hess[i][j];            for(i=1; i<=nlstate; i++) {
         /*printf(" %lf ",hess[i][j]);*/          sumnew=0;
       }          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
     }          prlim[i][j]= newm[i][j]/(1-sumnew);
   }          max=FMAX(max,prlim[i][j]);
   printf("\n");          min=FMIN(min,prlim[i][j]);
         }
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");        maxmin=max-min;
          maxmax=FMAX(maxmax,maxmin);
   a=matrix(1,npar,1,npar);      }
   y=matrix(1,npar,1,npar);      if(maxmax < ftolpl){
   x=vector(1,npar);        return prlim;
   indx=ivector(1,npar);      }
   for (i=1;i<=npar;i++)    }
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];  }
   ludcmp(a,npar,indx,&pd);  
   /*************** transition probabilities ***************/ 
   for (j=1;j<=npar;j++) {  
     for (i=1;i<=npar;i++) x[i]=0;  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
     x[j]=1;  {
     lubksb(a,npar,indx,x);    double s1, s2;
     for (i=1;i<=npar;i++){    /*double t34;*/
       matcov[i][j]=x[i];    int i,j,j1, nc, ii, jj;
     }  
   }      for(i=1; i<= nlstate; i++){
       for(j=1; j<i;j++){
   printf("\n#Hessian matrix#\n");        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
   for (i=1;i<=npar;i++) {          /*s2 += param[i][j][nc]*cov[nc];*/
     for (j=1;j<=npar;j++) {          s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
       printf("%.3e ",hess[i][j]);          /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
     }        }
     printf("\n");        ps[i][j]=s2;
   }        /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
       }
   /* Recompute Inverse */      for(j=i+1; j<=nlstate+ndeath;j++){
   for (i=1;i<=npar;i++)        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];          s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
   ludcmp(a,npar,indx,&pd);          /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
         }
   /*  printf("\n#Hessian matrix recomputed#\n");        ps[i][j]=s2;
       }
   for (j=1;j<=npar;j++) {    }
     for (i=1;i<=npar;i++) x[i]=0;      /*ps[3][2]=1;*/
     x[j]=1;  
     lubksb(a,npar,indx,x);    for(i=1; i<= nlstate; i++){
     for (i=1;i<=npar;i++){       s1=0;
       y[i][j]=x[i];      for(j=1; j<i; j++)
       printf("%.3e ",y[i][j]);        s1+=exp(ps[i][j]);
     }      for(j=i+1; j<=nlstate+ndeath; j++)
     printf("\n");        s1+=exp(ps[i][j]);
   }      ps[i][i]=1./(s1+1.);
   */      for(j=1; j<i; j++)
         ps[i][j]= exp(ps[i][j])*ps[i][i];
   free_matrix(a,1,npar,1,npar);      for(j=i+1; j<=nlstate+ndeath; j++)
   free_matrix(y,1,npar,1,npar);        ps[i][j]= exp(ps[i][j])*ps[i][i];
   free_vector(x,1,npar);      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
   free_ivector(indx,1,npar);    } /* end i */
   free_matrix(hess,1,npar,1,npar);  
     for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
       for(jj=1; jj<= nlstate+ndeath; jj++){
 }        ps[ii][jj]=0;
         ps[ii][ii]=1;
 /*************** hessian matrix ****************/      }
 double hessii( double x[], double delta, int theta, double delti[])    }
 {  
   int i;  
   int l=1, lmax=20;    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
   double k1,k2;      for(jj=1; jj<= nlstate+ndeath; jj++){
   double p2[NPARMAX+1];       printf("%lf ",ps[ii][jj]);
   double res;     }
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;      printf("\n ");
   double fx;      }
   int k=0,kmax=10;      printf("\n ");printf("%lf ",cov[2]);*/
   double l1;  /*
     for(i=1; i<= npar; i++) printf("%f ",x[i]);
   fx=func(x);    goto end;*/
   for (i=1;i<=npar;i++) p2[i]=x[i];      return ps;
   for(l=0 ; l <=lmax; l++){  }
     l1=pow(10,l);  
     delts=delt;  /**************** Product of 2 matrices ******************/
     for(k=1 ; k <kmax; k=k+1){  
       delt = delta*(l1*k);  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;  {
       k1=func(p2)-fx;    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
       p2[theta]=x[theta]-delt;       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
       k2=func(p2)-fx;    /* in, b, out are matrice of pointers which should have been initialized 
       /*res= (k1-2.0*fx+k2)/delt/delt; */       before: only the contents of out is modified. The function returns
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */       a pointer to pointers identical to out */
          long i, j, k;
 #ifdef DEBUG    for(i=nrl; i<= nrh; i++)
       printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);      for(k=ncolol; k<=ncoloh; k++)
 #endif        for(j=ncl,out[i][k]=0.; j<=nch; j++)
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */          out[i][k] +=in[i][j]*b[j][k];
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){  
         k=kmax;    return out;
       }  }
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */  
         k=kmax; l=lmax*10.;  
       }  /************* Higher Matrix Product ***************/
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){  
         delts=delt;  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
       }  {
     }    /* Computes the transition matrix starting at age 'age' over 
   }       'nhstepm*hstepm*stepm' months (i.e. until
   delti[theta]=delts;       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
   return res;       nhstepm*hstepm matrices. 
         Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
 }       (typically every 2 years instead of every month which is too big 
        for the memory).
 double hessij( double x[], double delti[], int thetai,int thetaj)       Model is determined by parameters x and covariates have to be 
 {       included manually here. 
   int i;  
   int l=1, l1, lmax=20;       */
   double k1,k2,k3,k4,res,fx;  
   double p2[NPARMAX+1];    int i, j, d, h, k;
   int k;    double **out, cov[NCOVMAX];
     double **newm;
   fx=func(x);  
   for (k=1; k<=2; k++) {    /* Hstepm could be zero and should return the unit matrix */
     for (i=1;i<=npar;i++) p2[i]=x[i];    for (i=1;i<=nlstate+ndeath;i++)
     p2[thetai]=x[thetai]+delti[thetai]/k;      for (j=1;j<=nlstate+ndeath;j++){
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;        oldm[i][j]=(i==j ? 1.0 : 0.0);
     k1=func(p2)-fx;        po[i][j][0]=(i==j ? 1.0 : 0.0);
        }
     p2[thetai]=x[thetai]+delti[thetai]/k;    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;    for(h=1; h <=nhstepm; h++){
     k2=func(p2)-fx;      for(d=1; d <=hstepm; d++){
          newm=savm;
     p2[thetai]=x[thetai]-delti[thetai]/k;        /* Covariates have to be included here again */
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;        cov[1]=1.;
     k3=func(p2)-fx;        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
          for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
     p2[thetai]=x[thetai]-delti[thetai]/k;        for (k=1; k<=cptcovage;k++)
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
     k4=func(p2)-fx;        for (k=1; k<=cptcovprod;k++)
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */          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 %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);  
 #endif        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
   }        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
   return res;        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
 }                     pmij(pmmij,cov,ncovmodel,x,nlstate));
         savm=oldm;
 /************** Inverse of matrix **************/        oldm=newm;
 void ludcmp(double **a, int n, int *indx, double *d)      }
 {      for(i=1; i<=nlstate+ndeath; i++)
   int i,imax,j,k;        for(j=1;j<=nlstate+ndeath;j++) {
   double big,dum,sum,temp;          po[i][j][h]=newm[i][j];
   double *vv;          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
             */
   vv=vector(1,n);        }
   *d=1.0;    } /* end h */
   for (i=1;i<=n;i++) {    return po;
     big=0.0;  }
     for (j=1;j<=n;j++)  
       if ((temp=fabs(a[i][j])) > big) big=temp;  
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");  /*************** log-likelihood *************/
     vv[i]=1.0/big;  double func( double *x)
   }  {
   for (j=1;j<=n;j++) {    int i, ii, j, k, mi, d, kk;
     for (i=1;i<j;i++) {    double l, ll[NLSTATEMAX], cov[NCOVMAX];
       sum=a[i][j];    double **out;
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];    double sw; /* Sum of weights */
       a[i][j]=sum;    double lli; /* Individual log likelihood */
     }    int s1, s2;
     big=0.0;    double bbh, survp;
     for (i=j;i<=n;i++) {    long ipmx;
       sum=a[i][j];    /*extern weight */
       for (k=1;k<j;k++)    /* We are differentiating ll according to initial status */
         sum -= a[i][k]*a[k][j];    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
       a[i][j]=sum;    /*for(i=1;i<imx;i++) 
       if ( (dum=vv[i]*fabs(sum)) >= big) {      printf(" %d\n",s[4][i]);
         big=dum;    */
         imax=i;    cov[1]=1.;
       }  
     }    for(k=1; k<=nlstate; k++) ll[k]=0.;
     if (j != imax) {  
       for (k=1;k<=n;k++) {    if(mle==1){
         dum=a[imax][k];      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         a[imax][k]=a[j][k];        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         a[j][k]=dum;        for(mi=1; mi<= wav[i]-1; mi++){
       }          for (ii=1;ii<=nlstate+ndeath;ii++)
       *d = -(*d);            for (j=1;j<=nlstate+ndeath;j++){
       vv[imax]=vv[j];              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     }              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     indx[j]=imax;            }
     if (a[j][j] == 0.0) a[j][j]=TINY;          for(d=0; d<dh[mi][i]; d++){
     if (j != n) {            newm=savm;
       dum=1.0/(a[j][j]);            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       for (i=j+1;i<=n;i++) a[i][j] *= dum;            for (kk=1; kk<=cptcovage;kk++) {
     }              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   }            }
   free_vector(vv,1,n);  /* Doesn't work */            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 ;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 }            savm=oldm;
             oldm=newm;
 void lubksb(double **a, int n, int *indx, double b[])          } /* end mult */
 {        
   int i,ii=0,ip,j;          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
   double sum;          /* 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 
   for (i=1;i<=n;i++) {           * (in months) between two waves is not a multiple of stepm, we rounded to 
     ip=indx[i];           * the nearest (and in case of equal distance, to the lowest) interval but now
     sum=b[ip];           * we keep into memory the bias bh[mi][i] and also the previous matrix product
     b[ip]=b[i];           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
     if (ii)           * probability in order to take into account the bias as a fraction of the way
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
     else if (sum) ii=i;           * -stepm/2 to stepm/2 .
     b[i]=sum;           * For stepm=1 the results are the same as for previous versions of Imach.
   }           * For stepm > 1 the results are less biased than in previous versions. 
   for (i=n;i>=1;i--) {           */
     sum=b[i];          s1=s[mw[mi][i]][i];
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];          s2=s[mw[mi+1][i]][i];
     b[i]=sum/a[i][i];          bbh=(double)bh[mi][i]/(double)stepm; 
   }          /* bias is positive if real duration
 }           * is higher than the multiple of stepm and negative otherwise.
            */
 /************ 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]));*/
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2)          if( s2 > nlstate){ 
 {  /* Some frequencies */            /* i.e. if s2 is a death state and if the date of death is known then the contribution
                 to the likelihood is the probability to die between last step unit time and current 
   int i, m, jk, k1,i1, j1, bool, z1,z2,j;               step unit time, which is also the differences between probability to die before dh 
   double ***freq; /* Frequencies */               and probability to die before dh-stepm . 
   double *pp;               In version up to 0.92 likelihood was computed
   double pos, k2, dateintsum=0,k2cpt=0;          as if date of death was unknown. Death was treated as any other
   FILE *ficresp;          health state: the date of the interview describes the actual state
   char fileresp[FILENAMELENGTH];          and not the date of a change in health state. The former idea was
           to consider that at each interview the state was recorded
   pp=vector(1,nlstate);          (healthy, disable or death) and IMaCh was corrected; but when we
   probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);          introduced the exact date of death then we should have modified
   strcpy(fileresp,"p");          the contribution of an exact death to the likelihood. This new
   strcat(fileresp,fileres);          contribution is smaller and very dependent of the step unit
   if((ficresp=fopen(fileresp,"w"))==NULL) {          stepm. It is no more the probability to die between last interview
     printf("Problem with prevalence resultfile: %s\n", fileresp);          and month of death but the probability to survive from last
     exit(0);          interview up to one month before death multiplied by the
   }          probability to die within a month. Thanks to Chris
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);          Jackson for correcting this bug.  Former versions increased
   j1=0;          mortality artificially. The bad side is that we add another loop
           which slows down the processing. The difference can be up to 10%
   j=cptcoveff;          lower mortality.
   if (cptcovn<1) {j=1;ncodemax[1]=1;}            */
             lli=log(out[s1][s2] - savm[s1][s2]);
   for(k1=1; k1<=j;k1++){          }else{
    for(i1=1; i1<=ncodemax[k1];i1++){            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
        j1++;            /*  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 */
        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);          } 
          scanf("%d", i);*/          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
         for (i=-1; i<=nlstate+ndeath; i++)            /*if(lli ==000.0)*/
          for (jk=-1; jk<=nlstate+ndeath; jk++)            /*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); */
            for(m=agemin; m <= agemax+3; m++)          ipmx +=1;
              freq[i][jk][m]=0;          sw += weight[i];
           ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         dateintsum=0;        } /* end of wave */
         k2cpt=0;      } /* end of individual */
        for (i=1; i<=imx; i++) {    }  else if(mle==2){
          bool=1;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
          if  (cptcovn>0) {        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
            for (z1=1; z1<=cptcoveff; z1++)        for(mi=1; mi<= wav[i]-1; mi++){
              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])          for (ii=1;ii<=nlstate+ndeath;ii++)
                bool=0;            for (j=1;j<=nlstate+ndeath;j++){
          }              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
          if (bool==1) {              savm[ii][j]=(ii==j ? 1.0 : 0.0);
            for(m=firstpass; m<=lastpass; m++){            }
              k2=anint[m][i]+(mint[m][i]/12.);          for(d=0; d<=dh[mi][i]; d++){
              if ((k2>=dateprev1) && (k2<=dateprev2)) {            newm=savm;
                if(agev[m][i]==0) agev[m][i]=agemax+1;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
                if(agev[m][i]==1) agev[m][i]=agemax+2;            for (kk=1; kk<=cptcovage;kk++) {
                freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
                freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];            }
                if ((agev[m][i]>1) && (agev[m][i]< (agemax+3))) {            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
                  dateintsum=dateintsum+k2;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
                  k2cpt++;            savm=oldm;
                }            oldm=newm;
           } /* 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 
         if  (cptcovn>0) {           * (in months) between two waves is not a multiple of stepm, we rounded to 
          fprintf(ficresp, "\n#********** Variable ");           * the nearest (and in case of equal distance, to the lowest) interval but now
          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);           * 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
         }           * probability in order to take into account the bias as a fraction of the way
        for(i=1; i<=nlstate;i++)           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);           * -stepm/2 to stepm/2 .
        fprintf(ficresp, "\n");           * For stepm=1 the results are the same as for previous versions of Imach.
                   * For stepm > 1 the results are less biased than in previous versions. 
   for(i=(int)agemin; i <= (int)agemax+3; i++){           */
     if(i==(int)agemax+3)          s1=s[mw[mi][i]][i];
       printf("Total");          s2=s[mw[mi+1][i]][i];
     else          bbh=(double)bh[mi][i]/(double)stepm; 
       printf("Age %d", i);          /* bias is positive if real duration
     for(jk=1; jk <=nlstate ; jk++){           * is higher than the multiple of stepm and negative otherwise.
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)           */
         pp[jk] += freq[jk][m][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 */
     }          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
     for(jk=1; jk <=nlstate ; jk++){          /*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(m=-1, pos=0; m <=0 ; m++)          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
         pos += freq[jk][m][i];          /*if(lli ==000.0)*/
       if(pp[jk]>=1.e-10)          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);          ipmx +=1;
       else          sw += weight[i];
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     }        } /* end of wave */
       } /* end of individual */
      for(jk=1; jk <=nlstate ; jk++){    }  else if(mle==3){  /* exponential inter-extrapolation */
       for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         pp[jk] += freq[jk][m][i];        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
      }        for(mi=1; mi<= wav[i]-1; mi++){
           for (ii=1;ii<=nlstate+ndeath;ii++)
     for(jk=1,pos=0; jk <=nlstate ; jk++)            for (j=1;j<=nlstate+ndeath;j++){
       pos += pp[jk];              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     for(jk=1; jk <=nlstate ; jk++){              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       if(pos>=1.e-5)            }
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);          for(d=0; d<dh[mi][i]; d++){
       else            newm=savm;
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       if( i <= (int) agemax){            for (kk=1; kk<=cptcovage;kk++) {
         if(pos>=1.e-5){              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);            }
           probs[i][jk][j1]= pp[jk]/pos;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
           /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
         }            savm=oldm;
       else            oldm=newm;
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);          } /* end mult */
       }        
     }          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
     for(jk=-1; jk <=nlstate+ndeath; jk++)          /* But now since version 0.9 we anticipate for bias and large stepm.
       for(m=-1; m <=nlstate+ndeath; m++)           * If stepm is larger than one month (smallest stepm) and if the exact delay 
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);           * (in months) between two waves is not a multiple of stepm, we rounded to 
     if(i <= (int) agemax)           * the nearest (and in case of equal distance, to the lowest) interval but now
       fprintf(ficresp,"\n");           * we keep into memory the bias bh[mi][i] and also the previous matrix product
     printf("\n");           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
     }           * probability in order to take into account the bias as a fraction of the way
     }           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
  }           * -stepm/2 to stepm/2 .
   dateintmean=dateintsum/k2cpt;           * 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 ********************/          /* lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); */ /* linear interpolation */
 void prevalence(int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, double calagedate)          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 */
 {  /* Some frequencies */          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
            /*if(lli ==000.0)*/
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;          /*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 ***freq; /* Frequencies */          ipmx +=1;
   double *pp;          sw += weight[i];
   double pos, k2;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         } /* end of wave */
   pp=vector(1,nlstate);      } /* end of individual */
   probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);    }else if (mle==4){  /* ml=4 no inter-extrapolation */
        for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   j1=0;        for(mi=1; mi<= wav[i]-1; mi++){
            for (ii=1;ii<=nlstate+ndeath;ii++)
   j=cptcoveff;            for (j=1;j<=nlstate+ndeath;j++){
   if (cptcovn<1) {j=1;ncodemax[1]=1;}              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
                savm[ii][j]=(ii==j ? 1.0 : 0.0);
  for(k1=1; k1<=j;k1++){            }
     for(i1=1; i1<=ncodemax[k1];i1++){          for(d=0; d<dh[mi][i]; d++){
       j1++;            newm=savm;
              cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       for (i=-1; i<=nlstate+ndeath; i++)              for (kk=1; kk<=cptcovage;kk++) {
         for (jk=-1; jk<=nlstate+ndeath; jk++)                cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
           for(m=agemin; m <= agemax+3; m++)            }
             freq[i][jk][m]=0;          
                  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       for (i=1; i<=imx; i++) {                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
         bool=1;            savm=oldm;
         if  (cptcovn>0) {            oldm=newm;
           for (z1=1; z1<=cptcoveff; z1++)          } /* end mult */
             if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])        
               bool=0;          s1=s[mw[mi][i]][i];
         }          s2=s[mw[mi+1][i]][i];
         if (bool==1) {          if( s2 > nlstate){ 
           for(m=firstpass; m<=lastpass; m++){            lli=log(out[s1][s2] - savm[s1][s2]);
             k2=anint[m][i]+(mint[m][i]/12.);          }else{
             if ((k2>=dateprev1) && (k2<=dateprev2)) {            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
               if(agev[m][i]==0) agev[m][i]=agemax+1;          }
               if(agev[m][i]==1) agev[m][i]=agemax+2;          ipmx +=1;
               freq[s[m][i]][s[m+1][i]][(int)(agev[m][i]+1-((int)calagedate %12)/12.)] += weight[i];          sw += weight[i];
               freq[s[m][i]][s[m+1][i]][(int)(agemax+3+1)] += weight[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]); */
           }        } /* end of wave */
         }      } /* end of individual */
       }    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
            for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         for(i=(int)agemin; i <= (int)agemax+3; i++){        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
           for(jk=1; jk <=nlstate ; jk++){        for(mi=1; mi<= wav[i]-1; mi++){
             for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)          for (ii=1;ii<=nlstate+ndeath;ii++)
               pp[jk] += freq[jk][m][i];            for (j=1;j<=nlstate+ndeath;j++){
           }              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
           for(jk=1; jk <=nlstate ; jk++){              savm[ii][j]=(ii==j ? 1.0 : 0.0);
             for(m=-1, pos=0; m <=0 ; m++)            }
             pos += freq[jk][m][i];          for(d=0; d<dh[mi][i]; d++){
         }            newm=savm;
                    cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
          for(jk=1; jk <=nlstate ; jk++){            for (kk=1; kk<=cptcovage;kk++) {
            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
              pp[jk] += freq[jk][m][i];            }
          }          
                      out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
          for(jk=1,pos=0; jk <=nlstate ; jk++) pos += pp[jk];                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
             savm=oldm;
          for(jk=1; jk <=nlstate ; jk++){                      oldm=newm;
            if( i <= (int) agemax){          } /* end mult */
              if(pos>=1.e-5){        
                probs[i][jk][j1]= pp[jk]/pos;          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 */
          }          ipmx +=1;
                    sw += weight[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]);*/
   }        } /* end of wave */
        } /* end of individual */
      } /* End of if */
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
   free_vector(pp,1,nlstate);    /* 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 */
 }  /* End of Freq */    return -l;
   }
 /************* Waves Concatenation ***************/  
   /*************** 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 funcone( double *x)
 {  {
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.    /* Same as likeli but slower because of a lot of printf and if */
      Death is a valid wave (if date is known).    int i, ii, j, k, mi, d, kk;
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i    double l, ll[NLSTATEMAX], cov[NCOVMAX];
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]    double **out;
      and mw[mi+1][i]. dh depends on stepm.    double lli; /* Individual log likelihood */
      */    double llt;
     int s1, s2;
   int i, mi, m;    double bbh, survp;
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;    /*extern weight */
      double sum=0., jmean=0.;*/    /* We are differentiating ll according to initial status */
     /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
   int j, k=0,jk, ju, jl;    /*for(i=1;i<imx;i++) 
   double sum=0.;      printf(" %d\n",s[4][i]);
   jmin=1e+5;    */
   jmax=-1;    cov[1]=1.;
   jmean=0.;  
   for(i=1; i<=imx; i++){    for(k=1; k<=nlstate; k++) ll[k]=0.;
     mi=0;  
     m=firstpass;    for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     while(s[m][i] <= nlstate){      for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       if(s[m][i]>=1)      for(mi=1; mi<= wav[i]-1; mi++){
         mw[++mi][i]=m;        for (ii=1;ii<=nlstate+ndeath;ii++)
       if(m >=lastpass)          for (j=1;j<=nlstate+ndeath;j++){
         break;            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       else            savm[ii][j]=(ii==j ? 1.0 : 0.0);
         m++;          }
     }/* end while */        for(d=0; d<dh[mi][i]; d++){
     if (s[m][i] > nlstate){          newm=savm;
       mi++;     /* Death is another wave */          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       /* if(mi==0)  never been interviewed correctly before death */          for (kk=1; kk<=cptcovage;kk++) {
          /* Only death is a correct wave */            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       mw[mi][i]=m;          }
     }          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
                        1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     wav[i]=mi;          savm=oldm;
     if(mi==0)          oldm=newm;
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);        } /* end mult */
   }        
         s1=s[mw[mi][i]][i];
   for(i=1; i<=imx; i++){        s2=s[mw[mi+1][i]][i];
     for(mi=1; mi<wav[i];mi++){        bbh=(double)bh[mi][i]/(double)stepm; 
       if (stepm <=0)        /* bias is positive if real duration
         dh[mi][i]=1;         * is higher than the multiple of stepm and negative otherwise.
       else{         */
         if (s[mw[mi+1][i]][i] > nlstate) {        if( s2 > nlstate && (mle <5) ){  /* Jackson */
           if (agedc[i] < 2*AGESUP) {          lli=log(out[s1][s2] - savm[s1][s2]);
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);        } else if (mle==1){
           if(j==0) j=1;  /* Survives at least one month after exam */          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
           k=k+1;        } else if(mle==2){
           if (j >= jmax) jmax=j;          lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
           if (j <= jmin) jmin=j;        } else if(mle==3){  /* exponential inter-extrapolation */
           sum=sum+j;          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 (j<10) printf("j=%d num=%d ",j,i); */        } else if (mle==4){  /* mle=4 no inter-extrapolation */
           }          lli=log(out[s1][s2]); /* Original formula */
         }        } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
         else{          lli=log(out[s1][s2]); /* Original formula */
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));        } /* End of if */
           k=k+1;        ipmx +=1;
           if (j >= jmax) jmax=j;        sw += weight[i];
           else if (j <= jmin)jmin=j;        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
           /*   if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */  /*       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]); */
           sum=sum+j;        if(globpr){
         }          fprintf(ficresilk,"%9d %6d %1d %1d %1d %1d %3d %10.6f %6.4f\
         jk= j/stepm;   %10.6f %10.6f %10.6f ", \
         jl= j -jk*stepm;                  num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
         ju= j -(jk+1)*stepm;                  2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
         if(jl <= -ju)          for(k=1,llt=0.,l=0.; k<=nlstate; k++){
           dh[mi][i]=jk;            llt +=ll[k]*gipmx/gsw;
         else            fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
           dh[mi][i]=jk+1;          }
         if(dh[mi][i]==0)          fprintf(ficresilk," %10.6f\n", -llt);
           dh[mi][i]=1; /* At least one step */        }
       }      } /* end of wave */
     }    } /* end of individual */
   }    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
   jmean=sum/k;    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
  }    if(globpr==0){ /* First time we count the contributions and weights */
 /*********** Tricode ****************************/      gipmx=ipmx;
 void tricode(int *Tvar, int **nbcode, int imx)      gsw=sw;
 {    }
   int Ndum[20],ij=1, k, j, i;    return -l;
   int cptcode=0;  }
   cptcoveff=0;  
    char *subdirf(char fileres[])
   for (k=0; k<19; k++) Ndum[k]=0;  {
   for (k=1; k<=7; k++) ncodemax[k]=0;    /* Caution optionfilefiname is hidden */
     strcpy(tmpout,optionfilefiname);
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {    strcat(tmpout,"/"); /* Add to the right */
     for (i=1; i<=imx; i++) {    strcat(tmpout,fileres);
       ij=(int)(covar[Tvar[j]][i]);    return tmpout;
       Ndum[ij]++;  }
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/  
       if (ij > cptcode) cptcode=ij;  char *subdirf2(char fileres[], char *preop)
     }  {
     
     for (i=0; i<=cptcode; i++) {    strcpy(tmpout,optionfilefiname);
       if(Ndum[i]!=0) ncodemax[j]++;    strcat(tmpout,"/");
     }    strcat(tmpout,preop);
     ij=1;    strcat(tmpout,fileres);
     return tmpout;
   }
     for (i=1; i<=ncodemax[j]; i++) {  char *subdirf3(char fileres[], char *preop, char *preop2)
       for (k=0; k<=19; k++) {  {
         if (Ndum[k] != 0) {    
           nbcode[Tvar[j]][ij]=k;    strcpy(tmpout,optionfilefiname);
           ij++;    strcat(tmpout,"/");
         }    strcat(tmpout,preop);
         if (ij > ncodemax[j]) break;    strcat(tmpout,preop2);
       }      strcat(tmpout,fileres);
     }    return tmpout;
   }    }
   
  for (k=0; k<19; k++) Ndum[k]=0;  void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
   {
  for (i=1; i<=ncovmodel-2; i++) {    /* This routine should help understanding what is done with 
       ij=Tvar[i];       the selection of individuals/waves and
       Ndum[ij]++;       to check the exact contribution to the likelihood.
     }       Plotting could be done.
      */
  ij=1;    int k;
  for (i=1; i<=10; i++) {  
    if((Ndum[i]!=0) && (i<=ncov)){    if(*globpri !=0){ /* Just counts and sums, no printings */
      Tvaraff[ij]=i;      strcpy(fileresilk,"ilk"); 
      ij++;      strcat(fileresilk,fileres);
    }      if((ficresilk=fopen(fileresilk,"w"))==NULL) {
  }        printf("Problem with resultfile: %s\n", fileresilk);
          fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
     cptcoveff=ij-1;      }
 }      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");
       fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
 /*********** Health Expectancies ****************/      /*  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++) 
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)        fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
 {      fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
   /* Health expectancies */    }
   int i, j, nhstepm, hstepm, h;  
   double age, agelim,hf;    *fretone=(*funcone)(p);
   double ***p3mat;    if(*globpri !=0){
        fclose(ficresilk);
   fprintf(ficreseij,"# Health expectancies\n");      fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
   fprintf(ficreseij,"# Age");      fflush(fichtm); 
   for(i=1; i<=nlstate;i++)    } 
     for(j=1; j<=nlstate;j++)    return;
       fprintf(ficreseij," %1d-%1d",i,j);  }
   fprintf(ficreseij,"\n");  
   
   hstepm=1*YEARM; /*  Every j years of age (in month) */  /*********** Maximum Likelihood Estimation ***************/
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */  
   void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
   agelim=AGESUP;  {
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    int i,j, iter;
     /* nhstepm age range expressed in number of stepm */    double **xi;
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);    double fret;
     /* Typically if 20 years = 20*12/6=40 stepm */    double fretone; /* Only one call to likelihood */
     if (stepm >= YEARM) hstepm=1;    char filerespow[FILENAMELENGTH];
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */    xi=matrix(1,npar,1,npar);
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    for (i=1;i<=npar;i++)
     /* Computed by stepm unit matrices, product of hstepm matrices, stored      for (j=1;j<=npar;j++)
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */        xi[i][j]=(i==j ? 1.0 : 0.0);
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);      printf("Powell\n");  fprintf(ficlog,"Powell\n");
     strcpy(filerespow,"pow"); 
     strcat(filerespow,fileres);
     for(i=1; i<=nlstate;i++)    if((ficrespow=fopen(filerespow,"w"))==NULL) {
       for(j=1; j<=nlstate;j++)      printf("Problem with resultfile: %s\n", filerespow);
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
           eij[i][j][(int)age] +=p3mat[i][j][h];    }
         }    fprintf(ficrespow,"# Powell\n# iter -2*LL");
        for (i=1;i<=nlstate;i++)
     hf=1;      for(j=1;j<=nlstate+ndeath;j++)
     if (stepm >= YEARM) hf=stepm/YEARM;        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
     fprintf(ficreseij,"%.0f",age );    fprintf(ficrespow,"\n");
     for(i=1; i<=nlstate;i++)  
       for(j=1; j<=nlstate;j++){    powell(p,xi,npar,ftol,&iter,&fret,func);
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);  
       }    fclose(ficrespow);
     fprintf(ficreseij,"\n");    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
   }    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
 }  
   }
 /************ Variance ******************/  
 void varevsij(char fileres[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)  /**** Computes Hessian and covariance matrix ***/
 {  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
   /* Variance of health expectancies */  {
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    double  **a,**y,*x,pd;
   double **newm;    double **hess;
   double **dnewm,**doldm;    int i, j,jk;
   int i, j, nhstepm, hstepm, h;    int *indx;
   int k, cptcode;  
   double *xp;    double hessii(double p[], double delta, int theta, double delti[]);
   double **gp, **gm;    double hessij(double p[], double delti[], int i, int j);
   double ***gradg, ***trgradg;    void lubksb(double **a, int npar, int *indx, double b[]) ;
   double ***p3mat;    void ludcmp(double **a, int npar, int *indx, double *d) ;
   double age,agelim;  
   int theta;    hess=matrix(1,npar,1,npar);
   
    fprintf(ficresvij,"# Covariances of life expectancies\n");    printf("\nCalculation of the hessian matrix. Wait...\n");
   fprintf(ficresvij,"# Age");    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
   for(i=1; i<=nlstate;i++)    for (i=1;i<=npar;i++){
     for(j=1; j<=nlstate;j++)      printf("%d",i);fflush(stdout);
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);      fprintf(ficlog,"%d",i);fflush(ficlog);
   fprintf(ficresvij,"\n");      hess[i][i]=hessii(p,ftolhess,i,delti);
       /*printf(" %f ",p[i]);*/
   xp=vector(1,npar);      /*printf(" %lf ",hess[i][i]);*/
   dnewm=matrix(1,nlstate,1,npar);    }
   doldm=matrix(1,nlstate,1,nlstate);    
      for (i=1;i<=npar;i++) {
   hstepm=1*YEARM; /* Every year of age */      for (j=1;j<=npar;j++)  {
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */        if (j>i) { 
   agelim = AGESUP;          printf(".%d%d",i,j);fflush(stdout);
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */          hess[i][j]=hessij(p,delti,i,j);
     if (stepm >= YEARM) hstepm=1;          hess[j][i]=hess[i][j];    
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */          /*printf(" %lf ",hess[i][j]);*/
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        }
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);      }
     gp=matrix(0,nhstepm,1,nlstate);    }
     gm=matrix(0,nhstepm,1,nlstate);    printf("\n");
     fprintf(ficlog,"\n");
     for(theta=1; theta <=npar; theta++){  
       for(i=1; i<=npar; i++){ /* Computes gradient */    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
       }    
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);      a=matrix(1,npar,1,npar);
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    y=matrix(1,npar,1,npar);
     x=vector(1,npar);
       if (popbased==1) {    indx=ivector(1,npar);
         for(i=1; i<=nlstate;i++)    for (i=1;i<=npar;i++)
           prlim[i][i]=probs[(int)age][i][ij];      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
       }    ludcmp(a,npar,indx,&pd);
        
       for(j=1; j<= nlstate; j++){    for (j=1;j<=npar;j++) {
         for(h=0; h<=nhstepm; h++){      for (i=1;i<=npar;i++) x[i]=0;
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)      x[j]=1;
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];      lubksb(a,npar,indx,x);
         }      for (i=1;i<=npar;i++){ 
       }        matcov[i][j]=x[i];
          }
       for(i=1; i<=npar; i++) /* Computes gradient */    }
         xp[i] = x[i] - (i==theta ?delti[theta]:0);  
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);      printf("\n#Hessian matrix#\n");
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    fprintf(ficlog,"\n#Hessian matrix#\n");
     for (i=1;i<=npar;i++) { 
       if (popbased==1) {      for (j=1;j<=npar;j++) { 
         for(i=1; i<=nlstate;i++)        printf("%.3e ",hess[i][j]);
           prlim[i][i]=probs[(int)age][i][ij];        fprintf(ficlog,"%.3e ",hess[i][j]);
       }      }
       printf("\n");
       for(j=1; j<= nlstate; j++){      fprintf(ficlog,"\n");
         for(h=0; h<=nhstepm; h++){    }
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)  
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];    /* Recompute Inverse */
         }    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");
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];  
         }    for (j=1;j<=npar;j++) {
     } /* End theta */      for (i=1;i<=npar;i++) x[i]=0;
       x[j]=1;
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);      lubksb(a,npar,indx,x);
       for (i=1;i<=npar;i++){ 
     for(h=0; h<=nhstepm; h++)        y[i][j]=x[i];
       for(j=1; j<=nlstate;j++)        printf("%.3e ",y[i][j]);
         for(theta=1; theta <=npar; theta++)        fprintf(ficlog,"%.3e ",y[i][j]);
           trgradg[h][j][theta]=gradg[h][theta][j];      }
       printf("\n");
     for(i=1;i<=nlstate;i++)      fprintf(ficlog,"\n");
       for(j=1;j<=nlstate;j++)    }
         vareij[i][j][(int)age] =0.;    */
     for(h=0;h<=nhstepm;h++){  
       for(k=0;k<=nhstepm;k++){    free_matrix(a,1,npar,1,npar);
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);    free_matrix(y,1,npar,1,npar);
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);    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] += doldm[i][j];  
       }  
     }  }
     h=1;  
     if (stepm >= YEARM) h=stepm/YEARM;  /*************** hessian matrix ****************/
     fprintf(ficresvij,"%.0f ",age );  double hessii( double x[], double delta, int theta, double delti[])
     for(i=1; i<=nlstate;i++)  {
       for(j=1; j<=nlstate;j++){    int i;
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);    int l=1, lmax=20;
       }    double k1,k2;
     fprintf(ficresvij,"\n");    double p2[NPARMAX+1];
     free_matrix(gp,0,nhstepm,1,nlstate);    double res;
     free_matrix(gm,0,nhstepm,1,nlstate);    double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);    double fx;
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);    int k=0,kmax=10;
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    double l1;
   } /* End age */  
      fx=func(x);
   free_vector(xp,1,npar);    for (i=1;i<=npar;i++) p2[i]=x[i];
   free_matrix(doldm,1,nlstate,1,npar);    for(l=0 ; l <=lmax; l++){
   free_matrix(dnewm,1,nlstate,1,nlstate);      l1=pow(10,l);
       delts=delt;
 }      for(k=1 ; k <kmax; k=k+1){
         delt = delta*(l1*k);
 /************ Variance of prevlim ******************/        p2[theta]=x[theta] +delt;
 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)        k1=func(p2)-fx;
 {        p2[theta]=x[theta]-delt;
   /* Variance of prevalence limit */        k2=func(p2)-fx;
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/        /*res= (k1-2.0*fx+k2)/delt/delt; */
   double **newm;        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
   double **dnewm,**doldm;        
   int i, j, nhstepm, hstepm;  #ifdef DEBUG
   int k, cptcode;        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);
   double *xp;        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);
   double *gp, *gm;  #endif
   double **gradg, **trgradg;        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
   double age,agelim;        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
   int theta;          k=kmax;
            }
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
   fprintf(ficresvpl,"# Age");          k=kmax; l=lmax*10.;
   for(i=1; i<=nlstate;i++)        }
       fprintf(ficresvpl," %1d-%1d",i,i);        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
   fprintf(ficresvpl,"\n");          delts=delt;
         }
   xp=vector(1,npar);      }
   dnewm=matrix(1,nlstate,1,npar);    }
   doldm=matrix(1,nlstate,1,nlstate);    delti[theta]=delts;
      return res; 
   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 */  double hessij( double x[], double delti[], int thetai,int thetaj)
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */  {
     if (stepm >= YEARM) hstepm=1;    int i;
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    int l=1, l1, lmax=20;
     gradg=matrix(1,npar,1,nlstate);    double k1,k2,k3,k4,res,fx;
     gp=vector(1,nlstate);    double p2[NPARMAX+1];
     gm=vector(1,nlstate);    int k;
   
     for(theta=1; theta <=npar; theta++){    fx=func(x);
       for(i=1; i<=npar; i++){ /* Computes gradient */    for (k=1; k<=2; k++) {
         xp[i] = x[i] + (i==theta ?delti[theta]:0);      for (i=1;i<=npar;i++) p2[i]=x[i];
       }      p2[thetai]=x[thetai]+delti[thetai]/k;
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
       for(i=1;i<=nlstate;i++)      k1=func(p2)-fx;
         gp[i] = prlim[i][i];    
          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);    
       for(i=1;i<=nlstate;i++)      p2[thetai]=x[thetai]-delti[thetai]/k;
         gm[i] = prlim[i][i];      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
       k3=func(p2)-fx;
       for(i=1;i<=nlstate;i++)    
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];      p2[thetai]=x[thetai]-delti[thetai]/k;
     } /* End theta */      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
       k4=func(p2)-fx;
     trgradg =matrix(1,nlstate,1,npar);      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
   #ifdef DEBUG
     for(j=1; j<=nlstate;j++)      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(theta=1; theta <=npar; theta++)      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);
         trgradg[j][theta]=gradg[theta][j];  #endif
     }
     for(i=1;i<=nlstate;i++)    return res;
       varpl[i][(int)age] =0.;  }
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);  
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);  /************** Inverse of matrix **************/
     for(i=1;i<=nlstate;i++)  void ludcmp(double **a, int n, int *indx, double *d) 
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */  { 
     int i,imax,j,k; 
     fprintf(ficresvpl,"%.0f ",age );    double big,dum,sum,temp; 
     for(i=1; i<=nlstate;i++)    double *vv; 
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));   
     fprintf(ficresvpl,"\n");    vv=vector(1,n); 
     free_vector(gp,1,nlstate);    *d=1.0; 
     free_vector(gm,1,nlstate);    for (i=1;i<=n;i++) { 
     free_matrix(gradg,1,npar,1,nlstate);      big=0.0; 
     free_matrix(trgradg,1,nlstate,1,npar);      for (j=1;j<=n;j++) 
   } /* End age */        if ((temp=fabs(a[i][j])) > big) big=temp; 
       if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
   free_vector(xp,1,npar);      vv[i]=1.0/big; 
   free_matrix(doldm,1,nlstate,1,npar);    } 
   free_matrix(dnewm,1,nlstate,1,nlstate);    for (j=1;j<=n;j++) { 
       for (i=1;i<j;i++) { 
 }        sum=a[i][j]; 
         for (k=1;k<i;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)      } 
 {      big=0.0; 
   int i, j;      for (i=j;i<=n;i++) { 
   int k=0, cptcode;        sum=a[i][j]; 
   double **dnewm,**doldm;        for (k=1;k<j;k++) 
   double *xp;          sum -= a[i][k]*a[k][j]; 
   double *gp, *gm;        a[i][j]=sum; 
   double **gradg, **trgradg;        if ( (dum=vv[i]*fabs(sum)) >= big) { 
   double age,agelim, cov[NCOVMAX];          big=dum; 
   int theta;          imax=i; 
   char fileresprob[FILENAMELENGTH];        } 
       } 
   strcpy(fileresprob,"prob");      if (j != imax) { 
   strcat(fileresprob,fileres);        for (k=1;k<=n;k++) { 
   if((ficresprob=fopen(fileresprob,"w"))==NULL) {          dum=a[imax][k]; 
     printf("Problem with resultfile: %s\n", fileresprob);          a[imax][k]=a[j][k]; 
   }          a[j][k]=dum; 
   printf("Computing variance of one-step probabilities: result on file '%s' \n",fileresprob);        } 
          *d = -(*d); 
         vv[imax]=vv[j]; 
   xp=vector(1,npar);      } 
   dnewm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);      indx[j]=imax; 
   doldm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,(nlstate+ndeath)*(nlstate+ndeath));      if (a[j][j] == 0.0) a[j][j]=TINY; 
        if (j != n) { 
   cov[1]=1;        dum=1.0/(a[j][j]); 
   for (age=bage; age<=fage; age ++){        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
     cov[2]=age;      } 
     gradg=matrix(1,npar,1,9);    } 
     trgradg=matrix(1,9,1,npar);    free_vector(vv,1,n);  /* Doesn't work */
     gp=vector(1,(nlstate+ndeath)*(nlstate+ndeath));  ;
     gm=vector(1,(nlstate+ndeath)*(nlstate+ndeath));  } 
      
     for(theta=1; theta <=npar; theta++){  void lubksb(double **a, int n, int *indx, double b[]) 
       for(i=1; i<=npar; i++)  { 
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    int i,ii=0,ip,j; 
          double sum; 
       pmij(pmmij,cov,ncovmodel,xp,nlstate);   
        for (i=1;i<=n;i++) { 
       k=0;      ip=indx[i]; 
       for(i=1; i<= (nlstate+ndeath); i++){      sum=b[ip]; 
         for(j=1; j<=(nlstate+ndeath);j++){      b[ip]=b[i]; 
            k=k+1;      if (ii) 
           gp[k]=pmmij[i][j];        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
         }      else if (sum) ii=i; 
       }      b[i]=sum; 
     } 
       for(i=1; i<=npar; i++)    for (i=n;i>=1;i--) { 
         xp[i] = x[i] - (i==theta ?delti[theta]:0);      sum=b[i]; 
          for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
       b[i]=sum/a[i][i]; 
       pmij(pmmij,cov,ncovmodel,xp,nlstate);    } 
       k=0;  } 
       for(i=1; i<=(nlstate+ndeath); i++){  
         for(j=1; j<=(nlstate+ndeath);j++){  /************ Frequencies ********************/
           k=k+1;  void  freqsummary(char fileres[], int iagemin, int iagemax, int **s, double **agev, int nlstate, int imx, int *Tvaraff, int **nbcode, int *ncodemax,double **mint,double **anint)
           gm[k]=pmmij[i][j];  {  /* Some frequencies */
         }    
       }    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
          int first;
        for(i=1; i<= (nlstate+ndeath)*(nlstate+ndeath); i++)    double ***freq; /* Frequencies */
            gradg[theta][i]=(gp[i]-gm[i])/2./delti[theta];      double *pp, **prop;
     }    double pos,posprop, k2, dateintsum=0,k2cpt=0;
     FILE *ficresp;
      for(j=1; j<=(nlstate+ndeath)*(nlstate+ndeath);j++)    char fileresp[FILENAMELENGTH];
       for(theta=1; theta <=npar; theta++)    
       trgradg[j][theta]=gradg[theta][j];    pp=vector(1,nlstate);
      prop=matrix(1,nlstate,iagemin,iagemax+3);
      matprod2(dnewm,trgradg,1,9,1,npar,1,npar,matcov);    strcpy(fileresp,"p");
      matprod2(doldm,dnewm,1,9,1,npar,1,9,gradg);    strcat(fileresp,fileres);
     if((ficresp=fopen(fileresp,"w"))==NULL) {
      pmij(pmmij,cov,ncovmodel,x,nlstate);      printf("Problem with prevalence resultfile: %s\n", fileresp);
       fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
      k=0;      exit(0);
      for(i=1; i<=(nlstate+ndeath); i++){    }
        for(j=1; j<=(nlstate+ndeath);j++){    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
          k=k+1;    j1=0;
          gm[k]=pmmij[i][j];    
         }    j=cptcoveff;
      }    if (cptcovn<1) {j=1;ncodemax[1]=1;}
        
      /*printf("\n%d ",(int)age);    first=1;
      for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){  
            for(k1=1; k1<=j;k1++){
       for(i1=1; i1<=ncodemax[k1];i1++){
        printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));        j1++;
      }*/        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
           scanf("%d", i);*/
   fprintf(ficresprob,"\n%d ",(int)age);        for (i=-1; i<=nlstate+ndeath; i++)  
           for (jk=-1; jk<=nlstate+ndeath; jk++)  
   for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){            for(m=iagemin; m <= iagemax+3; m++)
     if (i== 2) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);              freq[i][jk][m]=0;
 if (i== 4) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);  
   }      for (i=1; i<=nlstate; i++)  
         for(m=iagemin; m <= iagemax+3; m++)
     free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));          prop[i][m]=0;
     free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));        
     free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);        dateintsum=0;
     free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);        k2cpt=0;
 }        for (i=1; i<=imx; i++) {
  free_vector(xp,1,npar);          bool=1;
 fclose(ficresprob);          if  (cptcovn>0) {
  exit(0);            for (z1=1; z1<=cptcoveff; z1++) 
 }              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
                 bool=0;
 /***********************************************/          }
 /**************** Main Program *****************/          if (bool==1){
 /***********************************************/            for(m=firstpass; m<=lastpass; m++){
               k2=anint[m][i]+(mint[m][i]/12.);
 /*int main(int argc, char *argv[])*/              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
 int main()                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];
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;                if (m<lastpass) {
   double agedeb, agefin,hf;                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
   double agemin=1.e20, agemax=-1.e20;                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
                 }
   double fret;                
   double **xi,tmp,delta;                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
                   dateintsum=dateintsum+k2;
   double dum; /* Dummy variable */                  k2cpt++;
   double ***p3mat;                }
   int *indx;                /*}*/
   char line[MAXLINE], linepar[MAXLINE];            }
   char title[MAXLINE];          }
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];        }
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], fileresf[FILENAMELENGTH];         
   char filerest[FILENAMELENGTH];        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
   char fileregp[FILENAMELENGTH];  
   char popfile[FILENAMELENGTH];        if  (cptcovn>0) {
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];          fprintf(ficresp, "\n#********** Variable "); 
   int firstobs=1, lastobs=10;          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   int sdeb, sfin; /* Status at beginning and end */          fprintf(ficresp, "**********\n#");
   int c,  h , cpt,l;        }
   int ju,jl, mi;        for(i=1; i<=nlstate;i++) 
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;        fprintf(ficresp, "\n");
   int mobilav=0,popforecast=0;        
   int hstepm, nhstepm;        for(i=iagemin; i <= iagemax+3; i++){
   int *popage;/*boolprev=0 if date and zero if wave*/          if(i==iagemax+3){
   double jprev1, mprev1,anprev1,jprev2, mprev2,anprev2;            fprintf(ficlog,"Total");
           }else{
   double bage, fage, age, agelim, agebase;            if(first==1){
   double ftolpl=FTOL;              first=0;
   double **prlim;              printf("See log file for details...\n");
   double *severity;            }
   double ***param; /* Matrix of parameters */            fprintf(ficlog,"Age %d", i);
   double  *p;          }
   double **matcov; /* Matrix of covariance */          for(jk=1; jk <=nlstate ; jk++){
   double ***delti3; /* Scale */            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
   double *delti; /* Scale */              pp[jk] += freq[jk][m][i]; 
   double ***eij, ***vareij;          }
   double **varpl; /* Variances of prevalence limits by age */          for(jk=1; jk <=nlstate ; jk++){
   double *epj, vepp;            for(m=-1, pos=0; m <=0 ; m++)
   double kk1, kk2;              pos += freq[jk][m][i];
   double *popeffectif,*popcount;            if(pp[jk]>=1.e-10){
   double dateprev1, dateprev2,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,jprojmean,mprojmean,anprojmean, calagedate;              if(first==1){
   double yp,yp1,yp2;              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
               }
   char version[80]="Imach version 64b, May 2001, INED-EUROREVES ";              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
   char *alph[]={"a","a","b","c","d","e"}, str[4];            }else{
               if(first==1)
                 printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
   char z[1]="c", occ;              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
 #include <sys/time.h>            }
 #include <time.h>          }
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];  
            for(jk=1; jk <=nlstate ; jk++){
   /* long total_usecs;            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
   struct timeval start_time, end_time;              pp[jk] += freq[jk][m][i];
            }       
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
             pos += pp[jk];
             posprop += prop[jk][i];
   printf("\nIMACH, Version 0.7");          }
   printf("\nEnter the parameter file name: ");          for(jk=1; jk <=nlstate ; jk++){
             if(pos>=1.e-5){
 #ifdef windows              if(first==1)
   scanf("%s",pathtot);                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
   getcwd(pathcd, size);              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
   /*cygwin_split_path(pathtot,path,optionfile);            }else{
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/              if(first==1)
   /* cutv(path,optionfile,pathtot,'\\');*/                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
               fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
 split(pathtot, path,optionfile);            }
   chdir(path);            if( i <= iagemax){
   replace(pathc,path);              if(pos>=1.e-5){
 #endif                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
 #ifdef unix                /*probs[i][jk][j1]= pp[jk]/pos;*/
   scanf("%s",optionfile);                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
 #endif              }
               else
 /*-------- arguments in the command line --------*/                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
             }
   strcpy(fileres,"r");          }
   strcat(fileres, optionfile);          
           for(jk=-1; jk <=nlstate+ndeath; jk++)
   /*---------arguments file --------*/            for(m=-1; m <=nlstate+ndeath; m++)
               if(freq[jk][m][i] !=0 ) {
   if((ficpar=fopen(optionfile,"r"))==NULL)    {              if(first==1)
     printf("Problem with optionfile %s\n",optionfile);                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
     goto end;                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
   }              }
           if(i <= iagemax)
   strcpy(filereso,"o");            fprintf(ficresp,"\n");
   strcat(filereso,fileres);          if(first==1)
   if((ficparo=fopen(filereso,"w"))==NULL) {            printf("Others in log...\n");
     printf("Problem with Output resultfile: %s\n", filereso);goto end;          fprintf(ficlog,"\n");
   }        }
       }
   /* Reads comments: lines beginning with '#' */    }
   while((c=getc(ficpar))=='#' && c!= EOF){    dateintmean=dateintsum/k2cpt; 
     ungetc(c,ficpar);   
     fgets(line, MAXLINE, ficpar);    fclose(ficresp);
     puts(line);    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
     fputs(line,ficparo);    free_vector(pp,1,nlstate);
   }    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
   ungetc(c,ficpar);    /* End of Freq */
   }
   fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncov, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);  
   printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate,ndeath, maxwav, mle, weightopt,model);  /************ Prevalence ********************/
   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);  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)
 while((c=getc(ficpar))=='#' && c!= EOF){  {  
     ungetc(c,ficpar);    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
     fgets(line, MAXLINE, ficpar);       in each health status at the date of interview (if between dateprev1 and dateprev2).
     puts(line);       We still use firstpass and lastpass as another selection.
     fputs(line,ficparo);    */
   }   
   ungetc(c,ficpar);    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
      double ***freq; /* Frequencies */
        double *pp, **prop;
   covar=matrix(0,NCOVMAX,1,n);    double pos,posprop; 
   cptcovn=0;    double  y2; /* in fractional years */
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;    int iagemin, iagemax;
   
   ncovmodel=2+cptcovn;    iagemin= (int) agemin;
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */    iagemax= (int) agemax;
      /*pp=vector(1,nlstate);*/
   /* Read guess parameters */    prop=matrix(1,nlstate,iagemin,iagemax+3); 
   /* Reads comments: lines beginning with '#' */    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
   while((c=getc(ficpar))=='#' && c!= EOF){    j1=0;
     ungetc(c,ficpar);    
     fgets(line, MAXLINE, ficpar);    j=cptcoveff;
     puts(line);    if (cptcovn<1) {j=1;ncodemax[1]=1;}
     fputs(line,ficparo);    
   }    for(k1=1; k1<=j;k1++){
   ungetc(c,ficpar);      for(i1=1; i1<=ncodemax[k1];i1++){
          j1++;
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);        
     for(i=1; i <=nlstate; i++)        for (i=1; i<=nlstate; i++)  
     for(j=1; j <=nlstate+ndeath-1; j++){          for(m=iagemin; m <= iagemax+3; m++)
       fscanf(ficpar,"%1d%1d",&i1,&j1);            prop[i][m]=0.0;
       fprintf(ficparo,"%1d%1d",i1,j1);       
       printf("%1d%1d",i,j);        for (i=1; i<=imx; i++) { /* Each individual */
       for(k=1; k<=ncovmodel;k++){          bool=1;
         fscanf(ficpar," %lf",&param[i][j][k]);          if  (cptcovn>0) {
         printf(" %lf",param[i][j][k]);            for (z1=1; z1<=cptcoveff; z1++) 
         fprintf(ficparo," %lf",param[i][j][k]);              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
       }                bool=0;
       fscanf(ficpar,"\n");          } 
       printf("\n");          if (bool==1) { 
       fprintf(ficparo,"\n");            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 */
                if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel;                if(agev[m][i]==0) agev[m][i]=iagemax+1;
                 if(agev[m][i]==1) agev[m][i]=iagemax+2;
   p=param[1][1];                if((int)agev[m][i] <iagemin || (int)agev[m][i] >iagemax+3) printf("Error on individual =%d agev[m][i]=%f m=%d\n",i, agev[m][i],m); 
                  if (s[m][i]>0 && s[m][i]<=nlstate) { 
   /* Reads comments: lines beginning with '#' */                  /*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]]);*/
   while((c=getc(ficpar))=='#' && c!= EOF){                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
     ungetc(c,ficpar);                  prop[s[m][i]][iagemax+3] += weight[i]; 
     fgets(line, MAXLINE, ficpar);                } 
     puts(line);              }
     fputs(line,ficparo);            } /* end selection of waves */
   }          }
   ungetc(c,ficpar);        }
         for(i=iagemin; i <= iagemax+3; i++){  
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);          
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
   for(i=1; i <=nlstate; i++){            posprop += prop[jk][i]; 
     for(j=1; j <=nlstate+ndeath-1; j++){          } 
       fscanf(ficpar,"%1d%1d",&i1,&j1);  
       printf("%1d%1d",i,j);          for(jk=1; jk <=nlstate ; jk++){     
       fprintf(ficparo,"%1d%1d",i1,j1);            if( i <=  iagemax){ 
       for(k=1; k<=ncovmodel;k++){              if(posprop>=1.e-5){ 
         fscanf(ficpar,"%le",&delti3[i][j][k]);                probs[i][jk][j1]= prop[jk][i]/posprop;
         printf(" %le",delti3[i][j][k]);              } 
         fprintf(ficparo," %le",delti3[i][j][k]);            } 
       }          }/* end jk */ 
       fscanf(ficpar,"\n");        }/* end i */ 
       printf("\n");      } /* end i1 */
       fprintf(ficparo,"\n");    } /* end k1 */
     }    
   }    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
   delti=delti3[1][1];    /*free_vector(pp,1,nlstate);*/
      free_matrix(prop,1,nlstate, iagemin,iagemax+3);
   /* Reads comments: lines beginning with '#' */  }  /* End of prevalence */
   while((c=getc(ficpar))=='#' && c!= EOF){  
     ungetc(c,ficpar);  /************* Waves Concatenation ***************/
     fgets(line, MAXLINE, ficpar);  
     puts(line);  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)
     fputs(line,ficparo);  {
   }    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
   ungetc(c,ficpar);       Death is a valid wave (if date is known).
         mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
   matcov=matrix(1,npar,1,npar);       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
   for(i=1; i <=npar; i++){       and mw[mi+1][i]. dh depends on stepm.
     fscanf(ficpar,"%s",&str);       */
     printf("%s",str);  
     fprintf(ficparo,"%s",str);    int i, mi, m;
     for(j=1; j <=i; j++){    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
       fscanf(ficpar," %le",&matcov[i][j]);       double sum=0., jmean=0.;*/
       printf(" %.5le",matcov[i][j]);    int first;
       fprintf(ficparo," %.5le",matcov[i][j]);    int j, k=0,jk, ju, jl;
     }    double sum=0.;
     fscanf(ficpar,"\n");    first=0;
     printf("\n");    jmin=1e+5;
     fprintf(ficparo,"\n");    jmax=-1;
   }    jmean=0.;
   for(i=1; i <=npar; i++)    for(i=1; i<=imx; i++){
     for(j=i+1;j<=npar;j++)      mi=0;
       matcov[i][j]=matcov[j][i];      m=firstpass;
          while(s[m][i] <= nlstate){
   printf("\n");        if(s[m][i]>=1)
           mw[++mi][i]=m;
         if(m >=lastpass)
     /*-------- data file ----------*/          break;
     if((ficres =fopen(fileres,"w"))==NULL) {        else
       printf("Problem with resultfile: %s\n", fileres);goto end;          m++;
     }      }/* end while */
     fprintf(ficres,"#%s\n",version);      if (s[m][i] > nlstate){
            mi++;     /* Death is another wave */
     if((fic=fopen(datafile,"r"))==NULL)    {        /* if(mi==0)  never been interviewed correctly before death */
       printf("Problem with datafile: %s\n", datafile);goto end;           /* Only death is a correct wave */
     }        mw[mi][i]=m;
       }
     n= lastobs;  
     severity = vector(1,maxwav);      wav[i]=mi;
     outcome=imatrix(1,maxwav+1,1,n);      if(mi==0){
     num=ivector(1,n);        nbwarn++;
     moisnais=vector(1,n);        if(first==0){
     annais=vector(1,n);          printf("Warning! None valid information for:%ld line=%d (skipped) and may be others, see log file\n",num[i],i);
     moisdc=vector(1,n);          first=1;
     andc=vector(1,n);        }
     agedc=vector(1,n);        if(first==1){
     cod=ivector(1,n);          fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
     weight=vector(1,n);        }
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */      } /* end mi==0 */
     mint=matrix(1,maxwav,1,n);    } /* End individuals */
     anint=matrix(1,maxwav,1,n);  
     s=imatrix(1,maxwav+1,1,n);    for(i=1; i<=imx; i++){
     adl=imatrix(1,maxwav+1,1,n);          for(mi=1; mi<wav[i];mi++){
     tab=ivector(1,NCOVMAX);        if (stepm <=0)
     ncodemax=ivector(1,8);          dh[mi][i]=1;
         else{
     i=1;          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
     while (fgets(line, MAXLINE, fic) != NULL)    {            if (agedc[i] < 2*AGESUP) {
       if ((i >= firstobs) && (i <=lastobs)) {              j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
                      if(j==0) j=1;  /* Survives at least one month after exam */
         for (j=maxwav;j>=1;j--){              else if(j<0){
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);                nberr++;
           strcpy(line,stra);                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]);
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);                j=1; /* Temporary Dangerous patch */
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);                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);
         }                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]);
                        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);
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);              }
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);              k=k+1;
               if (j >= jmax) jmax=j;
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);              if (j <= jmin) jmin=j;
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);              sum=sum+j;
               /*if (j<0) printf("j=%d num=%d \n",j,i);*/
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);              /*    printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
         for (j=ncov;j>=1;j--){            }
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);          }
         }          else{
         num[i]=atol(stra);            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
                    /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){            k=k+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;}*/            if (j >= jmax) jmax=j;
             else if (j <= jmin)jmin=j;
         i=i+1;            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
       }            /*printf("%d %lf %d %d %d\n", i,agev[mw[mi][i]][i],j,s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);*/
     }            if(j<0){
     /* printf("ii=%d", ij);              nberr++;
        scanf("%d",i);*/              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]);
   imx=i-1; /* Number of individuals */              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]);
             }
   /* for (i=1; i<=imx; i++){            sum=sum+j;
     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;          jk= j/stepm;
     if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;          jl= j -jk*stepm;
     }          ju= j -(jk+1)*stepm;
           if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
     for (i=1; i<=imx; i++)            if(jl==0){
     if (covar[1][i]==0) 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]));*/              dh[mi][i]=jk;
               bh[mi][i]=0;
   /* Calculation of the number of parameter from char model*/            }else{ /* We want a negative bias in order to only have interpolation ie
   Tvar=ivector(1,15);                    * at the price of an extra matrix product in likelihood */
   Tprod=ivector(1,15);              dh[mi][i]=jk+1;
   Tvaraff=ivector(1,15);              bh[mi][i]=ju;
   Tvard=imatrix(1,15,1,2);            }
   Tage=ivector(1,15);                }else{
                if(jl <= -ju){
   if (strlen(model) >1){              dh[mi][i]=jk;
     j=0, j1=0, k1=1, k2=1;              bh[mi][i]=jl;       /* bias is positive if real duration
     j=nbocc(model,'+');                                   * is higher than the multiple of stepm and negative otherwise.
     j1=nbocc(model,'*');                                   */
     cptcovn=j+1;            }
     cptcovprod=j1;            else{
                  dh[mi][i]=jk+1;
                  bh[mi][i]=ju;
     strcpy(modelsav,model);            }
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){            if(dh[mi][i]==0){
       printf("Error. Non available option model=%s ",model);              dh[mi][i]=1; /* At least one step */
       goto end;              bh[mi][i]=ju; /* At least one step */
     }              /*  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);*/
                }
     for(i=(j+1); i>=1;i--){          } /* end if mle */
       cutv(stra,strb,modelsav,'+');        }
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);      } /* end wave */
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/    }
       /*scanf("%d",i);*/    jmean=sum/k;
       if (strchr(strb,'*')) {    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
         cutv(strd,strc,strb,'*');    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
         if (strcmp(strc,"age")==0) {   }
           cptcovprod--;  
           cutv(strb,stre,strd,'V');  /*********** Tricode ****************************/
           Tvar[i]=atoi(stre);  void tricode(int *Tvar, int **nbcode, int imx)
           cptcovage++;  {
             Tage[cptcovage]=i;    
             /*printf("stre=%s ", stre);*/    int Ndum[20],ij=1, k, j, i, maxncov=19;
         }    int cptcode=0;
         else if (strcmp(strd,"age")==0) {    cptcoveff=0; 
           cptcovprod--;   
           cutv(strb,stre,strc,'V');    for (k=0; k<maxncov; k++) Ndum[k]=0;
           Tvar[i]=atoi(stre);    for (k=1; k<=7; k++) ncodemax[k]=0;
           cptcovage++;  
           Tage[cptcovage]=i;    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
         }      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
         else {                                 modality*/ 
           cutv(strb,stre,strc,'V');        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
           Tvar[i]=ncov+k1;        Ndum[ij]++; /*store the modality */
           cutv(strb,strc,strd,'V');        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
           Tprod[k1]=i;        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
           Tvard[k1][1]=atoi(strc);                                         Tvar[j]. If V=sex and male is 0 and 
           Tvard[k1][2]=atoi(stre);                                         female is 1, then  cptcode=1.*/
           Tvar[cptcovn+k2]=Tvard[k1][1];      }
           Tvar[cptcovn+k2+1]=Tvard[k1][2];  
           for (k=1; k<=lastobs;k++)      for (i=0; i<=cptcode; i++) {
             covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];        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 */
           k1++;      }
           k2=k2+2;  
         }      ij=1; 
       }      for (i=1; i<=ncodemax[j]; i++) {
       else {        for (k=0; k<= maxncov; k++) {
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/          if (Ndum[k] != 0) {
        /*  scanf("%d",i);*/            nbcode[Tvar[j]][ij]=k; 
       cutv(strd,strc,strb,'V');            /* 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; */
       Tvar[i]=atoi(strc);            
       }            ij++;
       strcpy(modelsav,stra);            }
       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);          if (ij > ncodemax[j]) break; 
         scanf("%d",i);*/        }  
     }      } 
 }    }  
    
   /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);   for (k=0; k< maxncov; k++) Ndum[k]=0;
   printf("cptcovprod=%d ", cptcovprod);  
   scanf("%d ",i);*/   for (i=1; i<=ncovmodel-2; i++) { 
     fclose(fic);     /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
      ij=Tvar[i];
     /*  if(mle==1){*/     Ndum[ij]++;
     if (weightopt != 1) { /* Maximisation without weights*/   }
       for(i=1;i<=n;i++) weight[i]=1.0;  
     }   ij=1;
     /*-calculation of age at interview from date of interview and age at death -*/   for (i=1; i<= maxncov; i++) {
     agev=matrix(1,maxwav,1,imx);     if((Ndum[i]!=0) && (i<=ncovcol)){
        Tvaraff[ij]=i; /*For printing */
    for (i=1; i<=imx; i++)       ij++;
      for(m=2; (m<= maxwav); m++)     }
        if ((mint[m][i]== 99) && (s[m][i] <= nlstate)){   }
          anint[m][i]=9999;   
          s[m][i]=-1;   cptcoveff=ij-1; /*Number of simple covariates*/
        }  }
      
     for (i=1; i<=imx; i++)  {  /*********** Health Expectancies ****************/
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);  
       for(m=1; (m<= maxwav); m++){  void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij, int estepm,double delti[],double **matcov )
         if(s[m][i] >0){  
           if (s[m][i] == nlstate+1) {  {
             if(agedc[i]>0)    /* Health expectancies */
               if(moisdc[i]!=99 && andc[i]!=9999)    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
               agev[m][i]=agedc[i];    double age, agelim, hf;
             else {    double ***p3mat,***varhe;
               if (andc[i]!=9999){    double **dnewm,**doldm;
               printf("Warning negative age at death: %d line:%d\n",num[i],i);    double *xp;
               agev[m][i]=-1;    double **gp, **gm;
               }    double ***gradg, ***trgradg;
             }    int theta;
           }  
           else if(s[m][i] !=9){ /* Should no more exist */    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);    xp=vector(1,npar);
             if(mint[m][i]==99 || anint[m][i]==9999)    dnewm=matrix(1,nlstate*nlstate,1,npar);
               agev[m][i]=1;    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
             else if(agev[m][i] <agemin){    
               agemin=agev[m][i];    fprintf(ficreseij,"# Health expectancies\n");
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/    fprintf(ficreseij,"# Age");
             }    for(i=1; i<=nlstate;i++)
             else if(agev[m][i] >agemax){      for(j=1; j<=nlstate;j++)
               agemax=agev[m][i];        fprintf(ficreseij," %1d-%1d (SE)",i,j);
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/    fprintf(ficreseij,"\n");
             }  
             /*agev[m][i]=anint[m][i]-annais[i];*/    if(estepm < stepm){
             /*   agev[m][i] = age[i]+2*m;*/      printf ("Problem %d lower than %d\n",estepm, stepm);
           }    }
           else { /* =9 */    else  hstepm=estepm;   
             agev[m][i]=1;    /* We compute the life expectancy from trapezoids spaced every estepm months
             s[m][i]=-1;     * This is mainly to measure the difference between two models: for example
           }     * if stepm=24 months pijx are given only every 2 years and by summing them
         }     * we are calculating an estimate of the Life Expectancy assuming a linear 
         else /*= 0 Unknown */     * progression in between and thus overestimating or underestimating according
           agev[m][i]=1;     * to the curvature of the survival function. If, for the same date, we 
       }     * estimate the model with stepm=1 month, we can keep estepm to 24 months
         * to compare the new estimate of Life expectancy with the same linear 
     }     * hypothesis. A more precise result, taking into account a more precise
     for (i=1; i<=imx; i++)  {     * curvature will be obtained if estepm is as small as stepm. */
       for(m=1; (m<= maxwav); m++){  
         if (s[m][i] > (nlstate+ndeath)) {    /* For example we decided to compute the life expectancy with the smallest unit */
           printf("Error: Wrong value in nlstate or ndeath\n");      /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
           goto end;       nhstepm is the number of hstepm from age to agelim 
         }       nstepm is the number of stepm from age to agelin. 
       }       Look at hpijx to understand the reason of that which relies in memory size
     }       and note for a fixed period like estepm months */
     /* We decided (b) to get a life expectancy respecting the most precise curvature of the
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);       survival function given by stepm (the optimization length). Unfortunately it
        means that if the survival funtion is printed only each two years of age and if
     free_vector(severity,1,maxwav);       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
     free_imatrix(outcome,1,maxwav+1,1,n);       results. So we changed our mind and took the option of the best precision.
     free_vector(moisnais,1,n);    */
     free_vector(annais,1,n);    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
     /* free_matrix(mint,1,maxwav,1,n);  
        free_matrix(anint,1,maxwav,1,n);*/    agelim=AGESUP;
     free_vector(moisdc,1,n);    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
     free_vector(andc,1,n);      /* nhstepm age range expressed in number of stepm */
       nstepm=(int) rint((agelim-age)*YEARM/stepm); 
          /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
     wav=ivector(1,imx);      /* if (stepm >= YEARM) hstepm=1;*/
     dh=imatrix(1,lastpass-firstpass+1,1,imx);      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
     mw=imatrix(1,lastpass-firstpass+1,1,imx);      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
          gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
     /* Concatenates waves */      gp=matrix(0,nhstepm,1,nlstate*nlstate);
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);      gm=matrix(0,nhstepm,1,nlstate*nlstate);
   
       /* Computed by stepm unit matrices, product of hstepm matrices, stored
       Tcode=ivector(1,100);         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
       ncodemax[1]=1;   
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);  
            hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
    codtab=imatrix(1,100,1,10);  
    h=0;      /* Computing Variances of health expectancies */
    m=pow(2,cptcoveff);  
         for(theta=1; theta <=npar; theta++){
    for(k=1;k<=cptcoveff; k++){        for(i=1; i<=npar; i++){ 
      for(i=1; i <=(m/pow(2,k));i++){          xp[i] = x[i] + (i==theta ?delti[theta]:0);
        for(j=1; j <= ncodemax[k]; j++){        }
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
            h++;    
            if (h>m) h=1;codtab[h][k]=j;        cptj=0;
          }        for(j=1; j<= nlstate; j++){
        }          for(i=1; i<=nlstate; i++){
      }            cptj=cptj+1;
    }            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
                  gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
    /* Calculates basic frequencies. Computes observed prevalence at single age            }
        and prints on file fileres'p'. */          }
         }
           
           
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        for(i=1; i<=npar; i++) 
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          xp[i] = x[i] - (i==theta ?delti[theta]:0);
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */        cptj=0;
              for(j=1; j<= nlstate; j++){
     /* For Powell, parameters are in a vector p[] starting at p[1]          for(i=1;i<=nlstate;i++){
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */            cptj=cptj+1;
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
   
     if(mle==1){              gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);            }
     }          }
            }
     /*--------- results files --------------*/        for(j=1; j<= nlstate*nlstate; j++)
     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);          for(h=0; h<=nhstepm-1; h++){
              gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
           }
    jk=1;       } 
    fprintf(ficres,"# Parameters\n");     
    printf("# Parameters\n");  /* End theta */
    for(i=1,jk=1; i <=nlstate; i++){  
      for(k=1; k <=(nlstate+ndeath); k++){       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
        if (k != i)  
          {       for(h=0; h<=nhstepm-1; h++)
            printf("%d%d ",i,k);        for(j=1; j<=nlstate*nlstate;j++)
            fprintf(ficres,"%1d%1d ",i,k);          for(theta=1; theta <=npar; theta++)
            for(j=1; j <=ncovmodel; j++){            trgradg[h][j][theta]=gradg[h][theta][j];
              printf("%f ",p[jk]);       
              fprintf(ficres,"%f ",p[jk]);  
              jk++;       for(i=1;i<=nlstate*nlstate;i++)
            }        for(j=1;j<=nlstate*nlstate;j++)
            printf("\n");          varhe[i][j][(int)age] =0.;
            fprintf(ficres,"\n");  
          }       printf("%d|",(int)age);fflush(stdout);
      }       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
    }       for(h=0;h<=nhstepm-1;h++){
  if(mle==1){        for(k=0;k<=nhstepm-1;k++){
     /* Computing hessian and covariance matrix */          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
     ftolhess=ftol; /* Usually correct */          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
     hesscov(matcov, p, npar, delti, ftolhess, func);          for(i=1;i<=nlstate*nlstate;i++)
  }            for(j=1;j<=nlstate*nlstate;j++)
     fprintf(ficres,"# Scales\n");              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
     printf("# Scales\n");        }
      for(i=1,jk=1; i <=nlstate; i++){      }
       for(j=1; j <=nlstate+ndeath; j++){      /* Computing expectancies */
         if (j!=i) {      for(i=1; i<=nlstate;i++)
           fprintf(ficres,"%1d%1d",i,j);        for(j=1; j<=nlstate;j++)
           printf("%1d%1d",i,j);          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
           for(k=1; k<=ncovmodel;k++){            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
             printf(" %.5e",delti[jk]);            
             fprintf(ficres," %.5e",delti[jk]);  /* 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]);*/
             jk++;  
           }          }
           printf("\n");  
           fprintf(ficres,"\n");      fprintf(ficreseij,"%3.0f",age );
         }      cptj=0;
       }      for(i=1; i<=nlstate;i++)
      }        for(j=1; j<=nlstate;j++){
              cptj++;
     k=1;          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
     fprintf(ficres,"# Covariance\n");        }
     printf("# Covariance\n");      fprintf(ficreseij,"\n");
     for(i=1;i<=npar;i++){     
       /*  if (k>nlstate) k=1;      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
       i1=(i-1)/(ncovmodel*nlstate)+1;      free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
       printf("%s%d%d",alph[k],i1,tab[i]);*/      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
       fprintf(ficres,"%3d",i);      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
       printf("%3d",i);    }
       for(j=1; j<=i;j++){    printf("\n");
         fprintf(ficres," %.5e",matcov[i][j]);    fprintf(ficlog,"\n");
         printf(" %.5e",matcov[i][j]);  
       }    free_vector(xp,1,npar);
       fprintf(ficres,"\n");    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
       printf("\n");    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
       k++;    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
     }  }
      
     while((c=getc(ficpar))=='#' && c!= EOF){  /************ Variance ******************/
       ungetc(c,ficpar);  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)
       fgets(line, MAXLINE, ficpar);  {
       puts(line);    /* Variance of health expectancies */
       fputs(line,ficparo);    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
     }    /* double **newm;*/
     ungetc(c,ficpar);    double **dnewm,**doldm;
      double **dnewmp,**doldmp;
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);    int i, j, nhstepm, hstepm, h, nstepm ;
        int k, cptcode;
     if (fage <= 2) {    double *xp;
       bage = agemin;    double **gp, **gm;  /* for var eij */
       fage = agemax;    double ***gradg, ***trgradg; /*for var eij */
     }    double **gradgp, **trgradgp; /* for var p point j */
     double *gpp, *gmp; /* for var p point j */
     fprintf(ficres,"# agemin agemax for life expectancy.\n");    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
     double ***p3mat;
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);    double age,agelim, hf;
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);    double ***mobaverage;
      int theta;
     while((c=getc(ficpar))=='#' && c!= EOF){    char digit[4];
     ungetc(c,ficpar);    char digitp[25];
     fgets(line, MAXLINE, ficpar);  
     puts(line);    char fileresprobmorprev[FILENAMELENGTH];
     fputs(line,ficparo);  
   }    if(popbased==1){
   ungetc(c,ficpar);      if(mobilav!=0)
          strcpy(digitp,"-populbased-mobilav-");
   fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mob_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);      else strcpy(digitp,"-populbased-nomobil-");
   fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mob_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);    }
  fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mob_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);    else 
            strcpy(digitp,"-stablbased-");
   while((c=getc(ficpar))=='#' && c!= EOF){  
     ungetc(c,ficpar);    if (mobilav!=0) {
     fgets(line, MAXLINE, ficpar);      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     puts(line);      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
     fputs(line,ficparo);        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
   }        printf(" Error in movingaverage mobilav=%d\n",mobilav);
   ungetc(c,ficpar);      }
      }
   
    dateprev1=anprev1+mprev1/12.+jprev1/365.;    strcpy(fileresprobmorprev,"prmorprev"); 
    dateprev2=anprev2+mprev2/12.+jprev2/365.;    sprintf(digit,"%-d",ij);
     /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
   fscanf(ficpar,"pop_based=%d\n",&popbased);    strcat(fileresprobmorprev,digit); /* Tvar to be done */
    fprintf(ficparo,"pop_based=%d\n",popbased);      strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
    fprintf(ficres,"pop_based=%d\n",popbased);      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);
   fscanf(ficpar,"popforecast=%d popfile=%s starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf\n",&popforecast,popfile,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2);    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
 fprintf(ficparo,"popforecast=%d popfile=%s starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf\n",popforecast,popfile,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2);      fprintf(ficresprobmorprev," p.%-d SE",j);
 fprintf(ficres,"popforecast=%d popfile=%s starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf\n",popforecast,popfile,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2);      for(i=1; i<=nlstate;i++)
         fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2);    }  
     fprintf(ficresprobmorprev,"\n");
  /*------------ gnuplot -------------*/    fprintf(ficgp,"\n# Routine varevsij");
 chdir(pathcd);    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");
   if((ficgp=fopen("graph.plt","w"))==NULL) {    fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
     printf("Problem with file graph.gp");goto end;  /*   } */
   }    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 #ifdef windows  
   fprintf(ficgp,"cd \"%s\" \n",pathc);    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");
 #endif    fprintf(ficresvij,"# Age");
 m=pow(2,cptcoveff);    for(i=1; i<=nlstate;i++)
        for(j=1; j<=nlstate;j++)
  /* 1eme*/        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
   for (cpt=1; cpt<= nlstate ; cpt ++) {    fprintf(ficresvij,"\n");
    for (k1=1; k1<= m ; k1 ++) {  
     xp=vector(1,npar);
 #ifdef windows    dnewm=matrix(1,nlstate,1,npar);
     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);    doldm=matrix(1,nlstate,1,nlstate);
 #endif    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
 #ifdef unix    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);  
 #endif    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
     gpp=vector(nlstate+1,nlstate+ndeath);
 for (i=1; i<= nlstate ; i ++) {    gmp=vector(nlstate+1,nlstate+ndeath);
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
   else fprintf(ficgp," \%%*lf (\%%*lf)");    
 }    if(estepm < stepm){
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);      printf ("Problem %d lower than %d\n",estepm, stepm);
     for (i=1; i<= nlstate ; i ++) {    }
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    else  hstepm=estepm;   
   else fprintf(ficgp," \%%*lf (\%%*lf)");    /* 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. 
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);       nhstepm is the number of hstepm from age to agelim 
      for (i=1; i<= nlstate ; i ++) {       nstepm is the number of stepm from age to agelin. 
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");       Look at hpijx to understand the reason of that which relies in memory size
   else fprintf(ficgp," \%%*lf (\%%*lf)");       and note for a fixed period like k years */
 }      /* We decided (b) to get a life expectancy respecting the most precise curvature of the
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));       survival function given by stepm (the optimization length). Unfortunately it
 #ifdef unix       means that if the survival funtion is printed every two years of age and if
 fprintf(ficgp,"\nset ter gif small size 400,300");       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
 #endif       results. So we changed our mind and took the option of the best precision.
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    */
    }    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
   }    agelim = AGESUP;
   /*2 eme*/    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
   for (k1=1; k1<= m ; k1 ++) {      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
          gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
     for (i=1; i<= nlstate+1 ; i ++) {      gp=matrix(0,nhstepm,1,nlstate);
       k=2*i;      gm=matrix(0,nhstepm,1,nlstate);
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);  
       for (j=1; j<= nlstate+1 ; j ++) {  
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");      for(theta=1; theta <=npar; theta++){
   else fprintf(ficgp," \%%*lf (\%%*lf)");        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
 }            xp[i] = x[i] + (i==theta ?delti[theta]:0);
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");        }
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
       for (j=1; j<= nlstate+1 ; j ++) {  
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");        if (popbased==1) {
         else fprintf(ficgp," \%%*lf (\%%*lf)");          if(mobilav ==0){
 }              for(i=1; i<=nlstate;i++)
       fprintf(ficgp,"\" t\"\" w l 0,");              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)");          }
 }          }
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");    
       else fprintf(ficgp,"\" t\"\" w l 0,");        for(j=1; j<= nlstate; j++){
     }          for(h=0; h<=nhstepm; h++){
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
   }              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
            }
   /*3eme*/        }
         /* This for computing probability of death (h=1 means
   for (k1=1; k1<= m ; k1 ++) {           computed over hstepm matrices product = hstepm*stepm months) 
     for (cpt=1; cpt<= nlstate ; cpt ++) {           as a weighted average of prlim.
       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(j=nlstate+1;j<=nlstate+ndeath;j++){
       for (i=1; i< nlstate ; i ++) {          for(i=1,gpp[j]=0.; i<= nlstate; i++)
         fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",fileres,k1-1,k1-1,k+i,cpt,i+1);            gpp[j] += prlim[i][i]*p3mat[i][j][1];
       }        }    
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);        /* end probability of death */
     }  
   }        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
            xp[i] = x[i] - (i==theta ?delti[theta]:0);
   /* CV preval stat */        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
   for (k1=1; k1<= m ; k1 ++) {        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
     for (cpt=1; cpt<nlstate ; cpt ++) {   
       k=3;        if (popbased==1) {
       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/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);          if(mobilav ==0){
       for (i=1; i< nlstate ; i ++)            for(i=1; i<=nlstate;i++)
         fprintf(ficgp,"+$%d",k+i+1);              prlim[i][i]=probs[(int)age][i][ij];
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);          }else{ /* mobilav */ 
                  for(i=1; i<=nlstate;i++)
       l=3+(nlstate+ndeath)*cpt;              prlim[i][i]=mobaverage[(int)age][i][ij];
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);          }
       for (i=1; i< nlstate ; i ++) {        }
         l=3+(nlstate+ndeath)*cpt;  
         fprintf(ficgp,"+$%d",l+i+1);        for(j=1; j<= nlstate; j++){
       }          for(h=0; h<=nhstepm; h++){
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);              for(i=1, gm[h][j]=0.;i<=nlstate;i++)
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
     }          }
   }          }
         /* This for computing probability of death (h=1 means
   /* proba elementaires */           computed over hstepm matrices product = hstepm*stepm months) 
    for(i=1,jk=1; i <=nlstate; i++){           as a weighted average of prlim.
     for(k=1; k <=(nlstate+ndeath); k++){        */
       if (k != i) {        for(j=nlstate+1;j<=nlstate+ndeath;j++){
         for(j=1; j <=ncovmodel; j++){          for(i=1,gmp[j]=0.; i<= nlstate; i++)
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/           gmp[j] += prlim[i][i]*p3mat[i][j][1];
           /*fprintf(ficgp,"%s",alph[1]);*/        }    
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);        /* end probability of death */
           jk++;  
           fprintf(ficgp,"\n");        for(j=1; j<= nlstate; j++) /* vareij */
         }          for(h=0; h<=nhstepm; h++){
       }            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
     }          }
     }  
         for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
   for(jk=1; jk <=m; jk++) {          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);        }
    i=1;  
    for(k2=1; k2<=nlstate; k2++) {      } /* End theta */
      k3=i;  
      for(k=1; k<=(nlstate+ndeath); k++) {      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
        if (k != k2){  
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);      for(h=0; h<=nhstepm; h++) /* veij */
 ij=1;        for(j=1; j<=nlstate;j++)
         for(j=3; j <=ncovmodel; j++) {          for(theta=1; theta <=npar; theta++)
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {            trgradg[h][j][theta]=gradg[h][theta][j];
             fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);  
             ij++;      for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
           }        for(theta=1; theta <=npar; theta++)
           else          trgradgp[j][theta]=gradgp[theta][j];
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);    
         }  
           fprintf(ficgp,")/(1");      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
              for(i=1;i<=nlstate;i++)
         for(k1=1; k1 <=nlstate; k1++){          for(j=1;j<=nlstate;j++)
           fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);          vareij[i][j][(int)age] =0.;
 ij=1;  
           for(j=3; j <=ncovmodel; j++){      for(h=0;h<=nhstepm;h++){
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {        for(k=0;k<=nhstepm;k++){
             fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
             ij++;          matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
           }          for(i=1;i<=nlstate;i++)
           else            for(j=1;j<=nlstate;j++)
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);              vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
           }        }
           fprintf(ficgp,")");      }
         }    
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);      /* pptj */
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");      matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
         i=i+ncovmodel;      matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
        }      for(j=nlstate+1;j<=nlstate+ndeath;j++)
      }        for(i=nlstate+1;i<=nlstate+ndeath;i++)
    }          varppt[j][i]=doldmp[j][i];
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);      /* end ppptj */
   }      /*  x centered again */
          hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
   fclose(ficgp);      prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
   /* end gnuplot */   
          if (popbased==1) {
 chdir(path);        if(mobilav ==0){
              for(i=1; i<=nlstate;i++)
     free_ivector(wav,1,imx);            prlim[i][i]=probs[(int)age][i][ij];
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);        }else{ /* mobilav */ 
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);            for(i=1; i<=nlstate;i++)
     free_ivector(num,1,n);            prlim[i][i]=mobaverage[(int)age][i][ij];
     free_vector(agedc,1,n);        }
     /*free_matrix(covar,1,NCOVMAX,1,n);*/      }
     fclose(ficparo);               
     fclose(ficres);      /* This for computing probability of death (h=1 means
     /*  }*/         computed over hstepm (estepm) matrices product = hstepm*stepm months) 
             as a weighted average of prlim.
    /*________fin mle=1_________*/      */
          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]; 
     /* No more information from the sample is required now */      }    
   /* Reads comments: lines beginning with '#' */      /* end probability of death */
   while((c=getc(ficpar))=='#' && c!= EOF){  
     ungetc(c,ficpar);      fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
     fgets(line, MAXLINE, ficpar);      for(j=nlstate+1; j<=(nlstate+ndeath);j++){
     puts(line);        fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
     fputs(line,ficparo);        for(i=1; i<=nlstate;i++){
   }          fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
   ungetc(c,ficpar);        }
        } 
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);      fprintf(ficresprobmorprev,"\n");
   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,"%.0f ",age );
 /*--------- index.htm --------*/      for(i=1; i<=nlstate;i++)
         for(j=1; j<=nlstate;j++){
   strcpy(optionfilehtm,optionfile);          fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
   strcat(optionfilehtm,".htm");        }
   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {      fprintf(ficresvij,"\n");
     printf("Problem with %s \n",optionfilehtm);goto end;      free_matrix(gp,0,nhstepm,1,nlstate);
   }      free_matrix(gm,0,nhstepm,1,nlstate);
       free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
  fprintf(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.7 </font> <hr size=\"2\" color=\"#EC5E5E\">      free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
 Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 Total number of observations=%d <br>    } /* End age */
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>    free_vector(gpp,nlstate+1,nlstate+ndeath);
 <hr  size=\"2\" color=\"#EC5E5E\">    free_vector(gmp,nlstate+1,nlstate+ndeath);
 <li>Outputs files<br><br>\n    free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n    free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>    fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>    /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>    fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>  /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>    fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br>    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
         - Prevalences and population forecasting: <a href=\"f%s\">f%s</a> <br>    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",subdirf(fileresprobmorprev));
 <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(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev));
     fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"%s%s.png\"> <br>\n", estepm,subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
  fprintf(fichtm," <li>Graphs</li><p>");    /*  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);
   */
  m=cptcoveff;  /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}    fprintf(ficgp,"\nset out \"%s%s.png\";replot;\n",subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
   
  j1=0;    free_vector(xp,1,npar);
  for(k1=1; k1<=m;k1++){    free_matrix(doldm,1,nlstate,1,nlstate);
    for(i1=1; i1<=ncodemax[k1];i1++){    free_matrix(dnewm,1,nlstate,1,npar);
        j1++;    free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
        if (cptcovn > 0) {    free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");    free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
          for (cpt=1; cpt<=cptcoveff;cpt++)    if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);    fclose(ficresprobmorprev);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");    fflush(ficgp);
        }    fflush(fichtm); 
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>  }  /* end varevsij */
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);      
        for(cpt=1; cpt<nlstate;cpt++){  /************ Variance of prevlim ******************/
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>  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)
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);  {
        }    /* Variance of prevalence limit */
     for(cpt=1; cpt<=nlstate;cpt++) {    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident    double **newm;
 interval) in state (%d): v%s%d%d.gif <br>    double **dnewm,**doldm;
 <img src=\"v%s%d%d.gif\">",cpt,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,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>    double *gp, *gm;
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);    double **gradg, **trgradg;
      }    double age,agelim;
      fprintf(fichtm,"\n<br>- Total life expectancy by age and    int theta;
 health expectancies in states (1) and (2): e%s%d.gif<br>     
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);    fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
 fprintf(fichtm,"\n</body>");    fprintf(ficresvpl,"# Age");
    }    for(i=1; i<=nlstate;i++)
  }        fprintf(ficresvpl," %1d-%1d",i,i);
 fclose(fichtm);    fprintf(ficresvpl,"\n");
   
   /*--------------- Prevalence limit --------------*/    xp=vector(1,npar);
      dnewm=matrix(1,nlstate,1,npar);
   strcpy(filerespl,"pl");    doldm=matrix(1,nlstate,1,nlstate);
   strcat(filerespl,fileres);    
   if((ficrespl=fopen(filerespl,"w"))==NULL) {    hstepm=1*YEARM; /* Every year of age */
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;    hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
   }    agelim = AGESUP;
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
   fprintf(ficrespl,"#Prevalence limit\n");      nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
   fprintf(ficrespl,"#Age ");      if (stepm >= YEARM) hstepm=1;
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);      nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   fprintf(ficrespl,"\n");      gradg=matrix(1,npar,1,nlstate);
        gp=vector(1,nlstate);
   prlim=matrix(1,nlstate,1,nlstate);      gm=vector(1,nlstate);
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      for(theta=1; theta <=npar; theta++){
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        for(i=1; i<=npar; i++){ /* Computes gradient */
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          xp[i] = x[i] + (i==theta ?delti[theta]:0);
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */        }
   k=0;        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   agebase=agemin;        for(i=1;i<=nlstate;i++)
   agelim=agemax;          gp[i] = prlim[i][i];
   ftolpl=1.e-10;      
   i1=cptcoveff;        for(i=1; i<=npar; i++) /* Computes gradient */
   if (cptcovn < 1){i1=1;}          xp[i] = x[i] - (i==theta ?delti[theta]:0);
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   for(cptcov=1;cptcov<=i1;cptcov++){        for(i=1;i<=nlstate;i++)
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){          gm[i] = prlim[i][i];
         k=k+1;  
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/        for(i=1;i<=nlstate;i++)
         fprintf(ficrespl,"\n#******");          gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
         for(j=1;j<=cptcoveff;j++)      } /* End theta */
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);  
         fprintf(ficrespl,"******\n");      trgradg =matrix(1,nlstate,1,npar);
          
         for (age=agebase; age<=agelim; age++){      for(j=1; j<=nlstate;j++)
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);        for(theta=1; theta <=npar; theta++)
           fprintf(ficrespl,"%.0f",age );          trgradg[j][theta]=gradg[theta][j];
           for(i=1; i<=nlstate;i++)  
           fprintf(ficrespl," %.5f", prlim[i][i]);      for(i=1;i<=nlstate;i++)
           fprintf(ficrespl,"\n");        varpl[i][(int)age] =0.;
         }      matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
       }      matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
     }      for(i=1;i<=nlstate;i++)
   fclose(ficrespl);        varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
   
   /*------------- h Pij x at various ages ------------*/      fprintf(ficresvpl,"%.0f ",age );
        for(i=1; i<=nlstate;i++)
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);        fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
   if((ficrespij=fopen(filerespij,"w"))==NULL) {      fprintf(ficresvpl,"\n");
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;      free_vector(gp,1,nlstate);
   }      free_vector(gm,1,nlstate);
   printf("Computing pij: result on file '%s' \n", filerespij);      free_matrix(gradg,1,npar,1,nlstate);
        free_matrix(trgradg,1,nlstate,1,npar);
   stepsize=(int) (stepm+YEARM-1)/YEARM;    } /* End age */
   /*if (stepm<=24) stepsize=2;*/  
     free_vector(xp,1,npar);
   agelim=AGESUP;    free_matrix(doldm,1,nlstate,1,npar);
   hstepm=stepsize*YEARM; /* Every year of age */    free_matrix(dnewm,1,nlstate,1,nlstate);
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */  
    }
   k=0;  
   for(cptcov=1;cptcov<=i1;cptcov++){  /************ Variance of one-step probabilities  ******************/
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){  void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
       k=k+1;  {
         fprintf(ficrespij,"\n#****** ");    int i, j=0,  i1, k1, l1, t, tj;
         for(j=1;j<=cptcoveff;j++)    int k2, l2, j1,  z1;
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    int k=0,l, cptcode;
         fprintf(ficrespij,"******\n");    int first=1, first1;
            double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */    double **dnewm,**doldm;
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    double *xp;
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    double *gp, *gm;
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    double **gradg, **trgradg;
           oldm=oldms;savm=savms;    double **mu;
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);      double age,agelim, cov[NCOVMAX];
           fprintf(ficrespij,"# Age");    double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
           for(i=1; i<=nlstate;i++)    int theta;
             for(j=1; j<=nlstate+ndeath;j++)    char fileresprob[FILENAMELENGTH];
               fprintf(ficrespij," %1d-%1d",i,j);    char fileresprobcov[FILENAMELENGTH];
           fprintf(ficrespij,"\n");    char fileresprobcor[FILENAMELENGTH];
           for (h=0; h<=nhstepm; h++){  
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );    double ***varpij;
             for(i=1; i<=nlstate;i++)  
               for(j=1; j<=nlstate+ndeath;j++)    strcpy(fileresprob,"prob"); 
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);    strcat(fileresprob,fileres);
             fprintf(ficrespij,"\n");    if((ficresprob=fopen(fileresprob,"w"))==NULL) {
           }      printf("Problem with resultfile: %s\n", fileresprob);
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
           fprintf(ficrespij,"\n");    }
         }    strcpy(fileresprobcov,"probcov"); 
     }    strcat(fileresprobcov,fileres);
   }    if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcov);
   /* varprob(fileres, matcov, p, delti, nlstate, (int) bage, (int) fage,k);*/      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
     }
   fclose(ficrespij);    strcpy(fileresprobcor,"probcor"); 
     strcat(fileresprobcor,fileres);
   if(stepm == 1) {    if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
   /*---------- Forecasting ------------------*/      printf("Problem with resultfile: %s\n", fileresprobcor);
   calagedate=(anproj1+mproj1/12.+jproj1/365.-dateintmean)*YEARM;      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
     }
   /*printf("calage= %f", calagedate);*/    printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
      fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
   prevalence(agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2, calagedate);    printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
   strcpy(fileresf,"f");    fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
   strcat(fileresf,fileres);    
   if((ficresf=fopen(fileresf,"w"))==NULL) {    fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
     printf("Problem with forecast resultfile: %s\n", fileresf);goto end;    fprintf(ficresprob,"# Age");
   }    fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
   printf("Computing forecasting: result on file '%s' \n", fileresf);    fprintf(ficresprobcov,"# Age");
     fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
   free_matrix(mint,1,maxwav,1,n);    fprintf(ficresprobcov,"# Age");
   free_matrix(anint,1,maxwav,1,n);  
   free_matrix(agev,1,maxwav,1,imx);  
   /* Mobile average */    for(i=1; i<=nlstate;i++)
       for(j=1; j<=(nlstate+ndeath);j++){
   if (cptcoveff==0) ncodemax[cptcoveff]=1;        fprintf(ficresprob," p%1d-%1d (SE)",i,j);
         fprintf(ficresprobcov," p%1d-%1d ",i,j);
   if (mobilav==1) {        fprintf(ficresprobcor," p%1d-%1d ",i,j);
     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);      }  
     for (agedeb=bage+3; agedeb<=fage-2; agedeb++)   /* fprintf(ficresprob,"\n");
       for (i=1; i<=nlstate;i++)    fprintf(ficresprobcov,"\n");
         for (cptcod=1;cptcod<=ncodemax[cptcov];cptcod++)    fprintf(ficresprobcor,"\n");
           mobaverage[(int)agedeb][i][cptcod]=0.;   */
       xp=vector(1,npar);
     for (agedeb=bage+4; agedeb<=fage; agedeb++){    dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
       for (i=1; i<=nlstate;i++){    doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
         for (cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){    mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
           for (cpt=0;cpt<=4;cpt++){    varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
             mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]+probs[(int)agedeb-cpt][i][cptcod];    first=1;
           }    fprintf(ficgp,"\n# Routine varprob");
           mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]/5;    fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
         }    fprintf(fichtm,"\n");
       }  
     }      fprintf(fichtm,"\n<li><h4> <a href=\"%s\">Computing matrix of variance-covariance of step probabilities</a></h4></li>\n",optionfilehtmcov);
   }    fprintf(fichtmcov,"\n<h4>Computing matrix of variance-covariance of step probabilities</h4>\n\
     file %s<br>\n",optionfilehtmcov);
   stepsize=(int) (stepm+YEARM-1)/YEARM;    fprintf(fichtmcov,"\nEllipsoids of confidence centered on point (p<inf>ij</inf>, p<inf>kl</inf>) are estimated\
   if (stepm<=12) stepsize=1;  and drawn. It helps understanding how is the covariance between two incidences.\
    They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
   agelim=AGESUP;    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. \
   /*hstepm=stepsize*YEARM; *//* Every year of age */  It can be understood this way: if pij and pkl where uncorrelated the (2x2) matrix of covariance \
   hstepm=1;  would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 \
   hstepm=hstepm/stepm; /* Typically 2 years, = 2 years/6 months = 4 */  standard deviations wide on each axis. <br>\
   yp1=modf(dateintmean,&yp);   Now, if both incidences are correlated (usual case) we diagonalised the inverse of the covariance matrix\
   anprojmean=yp;   and made the appropriate rotation to look at the uncorrelated principal directions.<br>\
   yp2=modf((yp1*12),&yp);  To be simple, these graphs help to understand the significativity of each parameter in relation to a second other one.<br> \n");
   mprojmean=yp;  
   yp1=modf((yp2*30.5),&yp);    cov[1]=1;
   jprojmean=yp;    tj=cptcoveff;
   if(jprojmean==0) jprojmean=1;    if (cptcovn<1) {tj=1;ncodemax[1]=1;}
   if(mprojmean==0) jprojmean=1;    j1=0;
     for(t=1; t<=tj;t++){
   fprintf(ficresf,"# Estimated date of observed prevalence: %.lf/%.lf/%.lf ",jprojmean,mprojmean,anprojmean);      for(i1=1; i1<=ncodemax[t];i1++){ 
         j1++;
   if (popforecast==1) {        if  (cptcovn>0) {
     if((ficpop=fopen(popfile,"r"))==NULL)    {          fprintf(ficresprob, "\n#********** Variable "); 
       printf("Problem with population file : %s\n",popfile);goto end;          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
     }          fprintf(ficresprob, "**********\n#\n");
     popage=ivector(0,AGESUP);          fprintf(ficresprobcov, "\n#********** Variable "); 
     popeffectif=vector(0,AGESUP);          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
     popcount=vector(0,AGESUP);          fprintf(ficresprobcov, "**********\n#\n");
           
     i=1;            fprintf(ficgp, "\n#********** Variable "); 
     while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF)          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
       {          fprintf(ficgp, "**********\n#\n");
         i=i+1;          
       }          
     imx=i;          fprintf(fichtm, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
              for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
     for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];          fprintf(fichtm, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
   }          
           fprintf(ficresprobcor, "\n#********** Variable ");    
   for(cptcov=1;cptcov<=i1;cptcov++){          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
     for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){          fprintf(ficresprobcor, "**********\n#");    
       k=k+1;        }
       fprintf(ficresf,"\n#******");        
       for(j=1;j<=cptcoveff;j++) {        for (age=bage; age<=fage; age ++){ 
         fprintf(ficresf," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);          cov[2]=age;
       }          for (k=1; k<=cptcovn;k++) {
       fprintf(ficresf,"******\n");            cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
       fprintf(ficresf,"# StartingAge FinalAge");          }
       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficresf," P.%d",j);          for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
       if (popforecast==1)  fprintf(ficresf," [Population]");          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]]];
       for (cpt=0; cpt<4;cpt++) {          
         fprintf(ficresf,"\n");          gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
         fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+cpt);            trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
           gp=vector(1,(nlstate)*(nlstate+ndeath));
         for (agedeb=(fage-((int)calagedate %12/12.)); agedeb>=(bage-((int)calagedate %12)/12.); agedeb--){ /* If stepm=6 months */          gm=vector(1,(nlstate)*(nlstate+ndeath));
         nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm);      
         nhstepm = nhstepm/hstepm;          for(theta=1; theta <=npar; theta++){
         /*printf("agedeb=%.lf stepm=%d hstepm=%d nhstepm=%d \n",agedeb,stepm,hstepm,nhstepm);*/            for(i=1; i<=npar; i++)
               xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
         p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);            
         oldm=oldms;savm=savms;            pmij(pmmij,cov,ncovmodel,xp,nlstate);
         hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);              
                    k=0;
         for (h=0; h<=nhstepm; h++){            for(i=1; i<= (nlstate); i++){
           if (h==(int) (calagedate+YEARM*cpt)) {              for(j=1; j<=(nlstate+ndeath);j++){
             fprintf(ficresf,"\n %.f ",agedeb+h*hstepm/YEARM*stepm);                k=k+1;
           }                gp[k]=pmmij[i][j];
           for(j=1; j<=nlstate+ndeath;j++) {              }
             kk1=0.;kk2=0;            }
             for(i=1; i<=nlstate;i++) {                    
               if (mobilav==1)            for(i=1; i<=npar; i++)
                 kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];              xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
               else {      
                 kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];            pmij(pmmij,cov,ncovmodel,xp,nlstate);
                 /* fprintf(ficresf," p3=%.3f p=%.3f ", p3mat[i][j][h], probs[(int)(agedeb)+1][i][cptcod]);*/            k=0;
               }            for(i=1; i<=(nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
               if (popforecast==1) kk2=kk1*popeffectif[(int)agedeb];                k=k+1;
             }                gm[k]=pmmij[i][j];
                        }
             if (h==(int)(calagedate+12*cpt)){            }
               fprintf(ficresf," %.3f", kk1);       
                          for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
               if (popforecast==1) fprintf(ficresf," [%.f]", kk2);              gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
             }          }
           }  
         }          for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
         free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);            for(theta=1; theta <=npar; theta++)
       }              trgradg[j][theta]=gradg[theta][j];
       }          
     }          matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
   }          matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
   if (mobilav==1) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);          free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
   if (popforecast==1) {          free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
     free_ivector(popage,0,AGESUP);          free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
     free_vector(popeffectif,0,AGESUP);          free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
     free_vector(popcount,0,AGESUP);  
   }          pmij(pmmij,cov,ncovmodel,x,nlstate);
   free_imatrix(s,1,maxwav+1,1,n);          
   free_vector(weight,1,n);          k=0;
   fclose(ficresf);          for(i=1; i<=(nlstate); i++){
   }/* End forecasting */            for(j=1; j<=(nlstate+ndeath);j++){
   else{              k=k+1;
     erreur=108;              mu[k][(int) age]=pmmij[i][j];
     printf("Error %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d\n", erreur, stepm);            }
   }          }
           for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
   /*---------- Health expectancies and variances ------------*/            for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
               varpij[i][j][(int)age] = doldm[i][j];
   strcpy(filerest,"t");  
   strcat(filerest,fileres);          /*printf("\n%d ",(int)age);
   if((ficrest=fopen(filerest,"w"))==NULL) {            for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;            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]));
   printf("Computing Total LEs with variances: file '%s' \n", filerest);            }*/
   
           fprintf(ficresprob,"\n%d ",(int)age);
   strcpy(filerese,"e");          fprintf(ficresprobcov,"\n%d ",(int)age);
   strcat(filerese,fileres);          fprintf(ficresprobcor,"\n%d ",(int)age);
   if((ficreseij=fopen(filerese,"w"))==NULL) {  
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);          for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
   }            fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);          for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
  strcpy(fileresv,"v");            fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
   strcat(fileresv,fileres);          }
   if((ficresvij=fopen(fileresv,"w"))==NULL) {          i=0;
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);          for (k=1; k<=(nlstate);k++){
   }            for (l=1; l<=(nlstate+ndeath);l++){ 
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);              i=i++;
               fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
   k=0;              fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
   for(cptcov=1;cptcov<=i1;cptcov++){              for (j=1; j<=i;j++){
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){                fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
       k=k+1;                fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
       fprintf(ficrest,"\n#****** ");              }
       for(j=1;j<=cptcoveff;j++)            }
         fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);          }/* end of loop for state */
       fprintf(ficrest,"******\n");        } /* end of loop for age */
   
       fprintf(ficreseij,"\n#****** ");        /* Confidence intervalle of pij  */
       for(j=1;j<=cptcoveff;j++)        /*
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);          fprintf(ficgp,"\nset noparametric;unset label");
       fprintf(ficreseij,"******\n");          fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
           fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
       fprintf(ficresvij,"\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(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);          fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
       fprintf(ficresvij,"******\n");          fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
         */
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);  
       oldm=oldms;savm=savms;        /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);          first1=1;
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);        for (k2=1; k2<=(nlstate);k2++){
       oldm=oldms;savm=savms;          for (l2=1; l2<=(nlstate+ndeath);l2++){ 
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);            if(l2==k2) continue;
                  j=(k2-1)*(nlstate+ndeath)+l2;
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");            for (k1=1; k1<=(nlstate);k1++){
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);              for (l1=1; l1<=(nlstate+ndeath);l1++){ 
       fprintf(ficrest,"\n");                if(l1==k1) continue;
                        i=(k1-1)*(nlstate+ndeath)+l1;
       hf=1;                if(i<=j) continue;
       if (stepm >= YEARM) hf=stepm/YEARM;                for (age=bage; age<=fage; age ++){ 
       epj=vector(1,nlstate+1);                  if ((int)age %5==0){
       for(age=bage; age <=fage ;age++){                    v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);                    v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
         if (popbased==1) {                    cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
           for(i=1; i<=nlstate;i++)                    mu1=mu[i][(int) age]/stepm*YEARM ;
             prlim[i][i]=probs[(int)age][i][k];                    mu2=mu[j][(int) age]/stepm*YEARM;
         }                    c12=cv12/sqrt(v1*v2);
                            /* Computing eigen value of matrix of covariance */
         fprintf(ficrest," %.0f",age);                    lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){                    lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
           for(i=1, epj[j]=0.;i <=nlstate;i++) {                    /* Eigen vectors */
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];                    v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
           }                    /*v21=sqrt(1.-v11*v11); *//* error */
           epj[nlstate+1] +=epj[j];                    v21=(lc1-v1)/cv12*v11;
         }                    v12=-v21;
         for(i=1, vepp=0.;i <=nlstate;i++)                    v22=v11;
           for(j=1;j <=nlstate;j++)                    tnalp=v21/v11;
             vepp += vareij[i][j][(int)age];                    if(first1==1){
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));                      first1=0;
         for(j=1;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);
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][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);
         fprintf(ficrest,"\n");                    /*printf(fignu*/
       }                    /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
     }                    /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
   }                    if(first==1){
                              first=0;
                              fprintf(ficgp,"\nset parametric;unset label");
                       fprintf(ficgp,"\nset log y;set log x; set xlabel \"p%1d%1d (year-1)\";set ylabel \"p%1d%1d (year-1)\"",k1,l1,k2,l2);
                       fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
  fclose(ficreseij);                      fprintf(fichtmcov,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
  fclose(ficresvij);   :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
   fclose(ficrest);  %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
   fclose(ficpar);                              subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
   free_vector(epj,1,nlstate+1);                              subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
   /*  scanf("%d ",i); */                      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);
   /*------- Variance limit prevalence------*/                        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);
 strcpy(fileresvpl,"vpl");                      fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
   strcat(fileresvpl,fileres);                      fprintf(ficgp,"\nplot [-pi:pi] %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {                              mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);                              mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
     exit(0);                    }else{
   }                      first=0;
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);                      fprintf(fichtmcov," %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
  k=0;                      fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
  for(cptcov=1;cptcov<=i1;cptcov++){                      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",\
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){                              mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
      k=k+1;                              mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
      fprintf(ficresvpl,"\n#****** ");                    }/* if first */
      for(j=1;j<=cptcoveff;j++)                  } /* age mod 5 */
        fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);                } /* end loop age */
      fprintf(ficresvpl,"******\n");                fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                      first=1;
      varpl=matrix(1,nlstate,(int) bage, (int) fage);              } /*l12 */
      oldm=oldms;savm=savms;            } /* k12 */
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);          } /*l1 */
    }        }/* k1 */
  }      } /* loop covariates */
     }
   fclose(ficresvpl);    free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
     free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
   /*---------- End : free ----------------*/    free_vector(xp,1,npar);
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);    fclose(ficresprob);
      fclose(ficresprobcov);
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);    fclose(ficresprobcor);
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);    fflush(ficgp);
      fflush(fichtmcov);
    }
   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);  /******************* Printing html file ***********/
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);  void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
                      int lastpass, int stepm, int weightopt, char model[],\
   free_matrix(matcov,1,npar,1,npar);                    int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
   free_vector(delti,1,npar);                    int popforecast, int estepm ,\
                      double jprev1, double mprev1,double anprev1, \
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);                    double jprev2, double mprev2,double anprev2){
     int jj1, k1, i1, cpt;
   if(erreur >0)    /*char optionfilehtm[FILENAMELENGTH];*/
     printf("End of Imach with error %d\n",erreur);  /*   if((fichtm=fopen(optionfilehtm,"a"))==NULL)    { */
   else   printf("End of Imach\n");  /*     printf("Problem with %s \n",optionfilehtm), exit(0); */
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */  /*     fprintf(ficlog,"Problem with %s \n",optionfilehtm), exit(0); */
    /*   } */
   /* printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);*/  
   /*printf("Total time was %d uSec.\n", total_usecs);*/     fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n \
   /*------ End -----------*/   - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"%s\">%s</a> <br>\n \
    - 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 \
  end:   - Life expectancies by age and initial health status (estepm=%2d months): \
 #ifdef windows     <a href=\"%s\">%s</a> <br>\n</li>", \
  chdir(pathcd);             jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,subdirf2(fileres,"p"),subdirf2(fileres,"p"),\
 #endif             stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"),\
               subdirf2(fileres,"pl"),subdirf2(fileres,"pl"),\
  system("..\\gp37mgw\\wgnuplot graph.plt");             estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
   
 #ifdef windows  fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
   while (z[0] != 'q') {  
     chdir(pathcd);   m=cptcoveff;
     printf("\nType e to edit output files, c to start again, and q for exiting: ");   if (cptcovn < 1) {m=1;ncodemax[1]=1;}
     scanf("%s",z);  
     if (z[0] == 'c') system("./imach");   jj1=0;
     else if (z[0] == 'e') {   for(k1=1; k1<=m;k1++){
       chdir(path);     for(i1=1; i1<=ncodemax[k1];i1++){
       system(optionfilehtm);       jj1++;
     }       if (cptcovn > 0) {
     else if (z[0] == 'q') exit(0);         fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
   }         for (cpt=1; cpt<=cptcoveff;cpt++) 
 #endif           fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
 }         fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        /* Pij */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i, %d (stepm) months before: %s%d1.png<br> \
   <img src=\"%s%d1.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1);     
        /* Quasi-incidences */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months\
    before but expressed in per year i.e. quasi incidences if stepm is small and probabilities too: %s%d2.png<br> \
   <img src=\"%s%d2.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1); 
          /* Stable prevalence in each health state */
          for(cpt=1; cpt<nlstate;cpt++){
            fprintf(fichtm,"<br>- Stable prevalence in each health state : p%s%d%d.png<br> \
   <img src=\"%s%d%d.png\">",subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1);
          }
        for(cpt=1; cpt<=nlstate;cpt++) {
           fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): %s%d%d.png <br> \
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"exp"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,jj1);
        }
        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.1.21  
changed lines
  Added in v.1.91


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