Diff for /imach/src/imach.c between versions 1.21 and 1.92

version 1.21, 2002/02/21 18:42:24 version 1.92, 2003/06/25 16:30:45
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 1.92  2003/06/25 16:30:45  brouard
   individuals from different ages are interviewed on their health status    (Module): On windows (cygwin) function asctime_r doesn't
   or degree of  disability. At least a second wave of interviews    exist so I changed back to asctime which exists.
   ("longitudinal") should  measure each new individual health status.  
   Health expectancies are computed from the transistions observed between    Revision 1.91  2003/06/25 15:30:29  brouard
   waves and are computed for each degree of severity of disability (number    * imach.c (Repository): Duplicated warning errors corrected.
   of life states). More degrees you consider, more time is necessary to    (Repository): Elapsed time after each iteration is now output. It
   reach the Maximum Likelihood of the parameters involved in the model.    helps to forecast when convergence will be reached. Elapsed time
   The simplest model is the multinomial logistic model where pij is    is stamped in powell.  We created a new html file for the graphs
   the probabibility to be observed in state j at the second wave conditional    concerning matrix of covariance. It has extension -cov.htm.
   to be observed in state i at the first wave. Therefore the model is:  
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'    Revision 1.90  2003/06/24 12:34:15  brouard
   is a covariate. If you want to have a more complex model than "constant and    (Module): Some bugs corrected for windows. Also, when
   age", you should modify the program where the markup    mle=-1 a template is output in file "or"mypar.txt with the design
     *Covariates have to be included here again* invites you to do it.    of the covariance matrix to be input.
   More covariates you add, less is the speed of the convergence.  
     Revision 1.89  2003/06/24 12:30:52  brouard
   The advantage that this computer programme claims, comes from that if the    (Module): Some bugs corrected for windows. Also, when
   delay between waves is not identical for each individual, or if some    mle=-1 a template is output in file "or"mypar.txt with the design
   individual missed an interview, the information is not rounded or lost, but    of the covariance matrix to be input.
   taken into account using an interpolation or extrapolation.  
   hPijx is the probability to be    Revision 1.88  2003/06/23 17:54:56  brouard
   observed in state i at age x+h conditional to the observed state i at age    * 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.
   x. The delay 'h' can be split into an exact number (nh*stepm) of  
   unobserved intermediate  states. This elementary transition (by month or    Revision 1.87  2003/06/18 12:26:01  brouard
   quarter trimester, semester or year) is model as a multinomial logistic.    Version 0.96
   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 1.86  2003/06/17 20:04:08  brouard
     (Module): Change position of html and gnuplot routines and added
   Also this programme outputs the covariance matrix of the parameters but also    routine fileappend.
   of the life expectancies. It also computes the prevalence limits.  
      Revision 1.85  2003/06/17 13:12:43  brouard
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    * imach.c (Repository): Check when date of death was earlier that
            Institut national d'études démographiques, Paris.    current date of interview. It may happen when the death was just
   This software have been partly granted by Euro-REVES, a concerted action    prior to the death. In this case, dh was negative and likelihood
   from the European Union.    was wrong (infinity). We still send an "Error" but patch by
   It is copyrighted identically to a GNU software product, ie programme and    assuming that the date of death was just one stepm after the
   software can be distributed freely for non commercial use. Latest version    interview.
   can be accessed at http://euroreves.ined.fr/imach .    (Repository): Because some people have very long ID (first column)
   **********************************************************************/    we changed int to long in num[] and we added a new lvector for
      memory allocation. But we also truncated to 8 characters (left
 #include <math.h>    truncation)
 #include <stdio.h>    (Repository): No more line truncation errors.
 #include <stdlib.h>  
 #include <unistd.h>    Revision 1.84  2003/06/13 21:44:43  brouard
     * imach.c (Repository): Replace "freqsummary" at a correct
 #define MAXLINE 256    place. It differs from routine "prevalence" which may be called
 #define FILENAMELENGTH 80    many times. Probs is memory consuming and must be used with
 /*#define DEBUG*/    parcimony.
 #define windows    Version 0.95a3 (should output exactly the same maximization than 0.8a2)
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */  
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */    Revision 1.83  2003/06/10 13:39:11  lievre
     *** empty log message ***
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */  
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    Revision 1.82  2003/06/05 15:57:20  brouard
     Add log in  imach.c and  fullversion number is now printed.
 #define NINTERVMAX 8  
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */  */
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */  /*
 #define NCOVMAX 8 /* Maximum number of covariates */     Interpolated Markov Chain
 #define MAXN 20000  
 #define YEARM 12. /* Number of months per year */    Short summary of the programme:
 #define AGESUP 130    
 #define AGEBASE 40    This program computes Healthy Life Expectancies from
     cross-longitudinal data. Cross-longitudinal data consist in: -1- a
     first survey ("cross") where individuals from different ages are
 int erreur; /* Error number */    interviewed on their health status or degree of disability (in the
 int nvar;    case of a health survey which is our main interest) -2- at least a
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;    second wave of interviews ("longitudinal") which measure each change
 int npar=NPARMAX;    (if any) in individual health status.  Health expectancies are
 int nlstate=2; /* Number of live states */    computed from the time spent in each health state according to a
 int ndeath=1; /* Number of dead states */    model. More health states you consider, more time is necessary to reach the
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    Maximum Likelihood of the parameters involved in the model.  The
 int popbased=0;    simplest model is the multinomial logistic model where pij is the
     probability to be observed in state j at the second wave
 int *wav; /* Number of waves for this individuual 0 is possible */    conditional to be observed in state i at the first wave. Therefore
 int maxwav; /* Maxim number of waves */    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
 int jmin, jmax; /* min, max spacing between 2 waves */    'age' is age and 'sex' is a covariate. If you want to have a more
 int mle, weightopt;    complex model than "constant and age", you should modify the program
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */    where the markup *Covariates have to be included here again* invites
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */    you to do it.  More covariates you add, slower the
 double jmean; /* Mean space between 2 waves */    convergence.
 double **oldm, **newm, **savm; /* Working pointers to matrices */  
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    The advantage of this computer programme, compared to a simple
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf;    multinomial logistic model, is clear when the delay between waves is not
 FILE *ficgp, *fichtm,*ficresprob,*ficpop;    identical for each individual. Also, if a individual missed an
 FILE *ficreseij;    intermediate interview, the information is lost, but taken into
   char filerese[FILENAMELENGTH];    account using an interpolation or extrapolation.  
  FILE  *ficresvij;  
   char fileresv[FILENAMELENGTH];    hPijx is the probability to be observed in state i at age x+h
  FILE  *ficresvpl;    conditional to the observed state i at age x. The delay 'h' can be
   char fileresvpl[FILENAMELENGTH];    split into an exact number (nh*stepm) of unobserved intermediate
     states. This elementary transition (by month, quarter,
 #define NR_END 1    semester or year) is modelled as a multinomial logistic.  The hPx
 #define FREE_ARG char*    matrix is simply the matrix product of nh*stepm elementary matrices
 #define FTOL 1.0e-10    and the contribution of each individual to the likelihood is simply
     hPijx.
 #define NRANSI  
 #define ITMAX 200    Also this programme outputs the covariance matrix of the parameters but also
     of the life expectancies. It also computes the stable prevalence. 
 #define TOL 2.0e-4    
     Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
 #define CGOLD 0.3819660             Institut national d'études démographiques, Paris.
 #define ZEPS 1.0e-10    This software have been partly granted by Euro-REVES, a concerted action
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);    from the European Union.
     It is copyrighted identically to a GNU software product, ie programme and
 #define GOLD 1.618034    software can be distributed freely for non commercial use. Latest version
 #define GLIMIT 100.0    can be accessed at http://euroreves.ined.fr/imach .
 #define TINY 1.0e-20  
     Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
 static double maxarg1,maxarg2;    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))    
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))    **********************************************************************/
    /*
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))    main
 #define rint(a) floor(a+0.5)    read parameterfile
     read datafile
 static double sqrarg;    concatwav
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)    freqsummary
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}    if (mle >= 1)
       mlikeli
 int imx;    print results files
 int stepm;    if mle==1 
 /* Stepm, step in month: minimum step interpolation*/       computes hessian
     read end of parameter file: agemin, agemax, bage, fage, estepm
 int m,nb;        begin-prev-date,...
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;    open gnuplot file
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;    open html file
 double **pmmij, ***probs, ***mobaverage;    stable prevalence
 double dateintmean=0;     for age prevalim()
     h Pij x
 double *weight;    variance of p varprob
 int **s; /* Status */    forecasting if prevfcast==1 prevforecast call prevalence()
 double *agedc, **covar, idx;    health expectancies
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;    Variance-covariance of DFLE
     prevalence()
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */     movingaverage()
 double ftolhess; /* Tolerance for computing hessian */    varevsij() 
     if popbased==1 varevsij(,popbased)
 /**************** split *************************/    total life expectancies
 static  int split( char *path, char *dirc, char *name )    Variance of stable prevalence
 {   end
    char *s;                             /* pointer */  */
    int  l1, l2;                         /* length counters */  
   
    l1 = strlen( path );                 /* length of path */  
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );   
    s = strrchr( path, '\\' );           /* find last / */  #include <math.h>
    if ( s == NULL ) {                   /* no directory, so use current */  #include <stdio.h>
 #if     defined(__bsd__)                /* get current working directory */  #include <stdlib.h>
       extern char       *getwd( );  #include <unistd.h>
   
       if ( getwd( dirc ) == NULL ) {  #include <sys/time.h>
 #else  #include <time.h>
       extern char       *getcwd( );  #include "timeval.h"
   
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {  #define MAXLINE 256
 #endif  #define GNUPLOTPROGRAM "gnuplot"
          return( GLOCK_ERROR_GETCWD );  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
       }  #define FILENAMELENGTH 132
       strcpy( name, path );             /* we've got it */  /*#define DEBUG*/
    } else {                             /* strip direcotry from path */  /*#define windows*/
       s++;                              /* after this, the filename */  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
       l2 = strlen( s );                 /* length of filename */  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );  
       strcpy( name, s );                /* save file name */  #define MAXPARM 30 /* Maximum number of parameters for the optimization */
       strncpy( dirc, path, l1 - l2 );   /* now the directory */  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
       dirc[l1-l2] = 0;                  /* add zero */  
    }  #define NINTERVMAX 8
    l1 = strlen( dirc );                 /* length of directory */  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
    return( 0 );                         /* we're done */  #define NCOVMAX 8 /* Maximum number of covariates */
 }  #define MAXN 20000
   #define YEARM 12. /* Number of months per year */
   #define AGESUP 130
 /******************************************/  #define AGEBASE 40
   #ifdef unix
 void replace(char *s, char*t)  #define DIRSEPARATOR '/'
 {  #define ODIRSEPARATOR '\\'
   int i;  #else
   int lg=20;  #define DIRSEPARATOR '\\'
   i=0;  #define ODIRSEPARATOR '/'
   lg=strlen(t);  #endif
   for(i=0; i<= lg; i++) {  
     (s[i] = t[i]);  /* $Id$ */
     if (t[i]== '\\') s[i]='/';  /* $State$ */
   }  
 }  char version[]="Imach version 0.96a, June 2003, INED-EUROREVES ";
   char fullversion[]="$Revision$ $Date$"; 
 int nbocc(char *s, char occ)  int erreur, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
 {  int nvar;
   int i,j=0;  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
   int lg=20;  int npar=NPARMAX;
   i=0;  int nlstate=2; /* Number of live states */
   lg=strlen(s);  int ndeath=1; /* Number of dead states */
   for(i=0; i<= lg; i++) {  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
   if  (s[i] == occ ) j++;  int popbased=0;
   }  
   return j;  int *wav; /* Number of waves for this individuual 0 is possible */
 }  int maxwav; /* Maxim number of waves */
   int jmin, jmax; /* min, max spacing between 2 waves */
 void cutv(char *u,char *v, char*t, char occ)  int gipmx, gsw; /* Global variables on the number of contributions 
 {                     to the likelihood and the sum of weights (done by funcone)*/
   int i,lg,j,p=0;  int mle, weightopt;
   i=0;  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
   for(j=0; j<=strlen(t)-1; j++) {  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
   }             * wave mi and wave mi+1 is not an exact multiple of stepm. */
   double jmean; /* Mean space between 2 waves */
   lg=strlen(t);  double **oldm, **newm, **savm; /* Working pointers to matrices */
   for(j=0; j<p; j++) {  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
     (u[j] = t[j]);  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
   }  FILE *ficlog, *ficrespow;
      u[p]='\0';  int globpr; /* Global variable for printing or not */
   double fretone; /* Only one call to likelihood */
    for(j=0; j<= lg; j++) {  long ipmx; /* Number of contributions */
     if (j>=(p+1))(v[j-p-1] = t[j]);  double sw; /* Sum of weights */
   }  char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
 }  FILE *ficresilk;
   FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
 /********************** nrerror ********************/  FILE *ficresprobmorprev;
   FILE *fichtm, *fichtmcov; /* Html File */
 void nrerror(char error_text[])  FILE *ficreseij;
 {  char filerese[FILENAMELENGTH];
   fprintf(stderr,"ERREUR ...\n");  FILE  *ficresvij;
   fprintf(stderr,"%s\n",error_text);  char fileresv[FILENAMELENGTH];
   exit(1);  FILE  *ficresvpl;
 }  char fileresvpl[FILENAMELENGTH];
 /*********************** vector *******************/  char title[MAXLINE];
 double *vector(int nl, int nh)  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
 {  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
   double *v;  char tmpout[FILENAMELENGTH]; 
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  char command[FILENAMELENGTH];
   if (!v) nrerror("allocation failure in vector");  int  outcmd=0;
   return v-nl+NR_END;  
 }  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
   char lfileres[FILENAMELENGTH];
 /************************ free vector ******************/  char filelog[FILENAMELENGTH]; /* Log file */
 void free_vector(double*v, int nl, int nh)  char filerest[FILENAMELENGTH];
 {  char fileregp[FILENAMELENGTH];
   free((FREE_ARG)(v+nl-NR_END));  char popfile[FILENAMELENGTH];
 }  
   char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
 /************************ivector *******************************/  
 int *ivector(long nl,long nh)  struct timeval start_time, end_time, curr_time, last_time, forecast_time;
 {  struct timezone tzp;
   int *v;  extern int gettimeofday();
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  struct tm tmg, tm, tmf, *gmtime(), *localtime();
   if (!v) nrerror("allocation failure in ivector");  long time_value;
   return v-nl+NR_END;  extern long time();
 }  char strcurr[80], strfor[80];
   
 /******************free ivector **************************/  #define NR_END 1
 void free_ivector(int *v, long nl, long nh)  #define FREE_ARG char*
 {  #define FTOL 1.0e-10
   free((FREE_ARG)(v+nl-NR_END));  
 }  #define NRANSI 
   #define ITMAX 200 
 /******************* imatrix *******************************/  
 int **imatrix(long nrl, long nrh, long ncl, long nch)  #define TOL 2.0e-4 
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */  
 {  #define CGOLD 0.3819660 
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  #define ZEPS 1.0e-10 
   int **m;  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
    
   /* allocate pointers to rows */  #define GOLD 1.618034 
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  #define GLIMIT 100.0 
   if (!m) nrerror("allocation failure 1 in matrix()");  #define TINY 1.0e-20 
   m += NR_END;  
   m -= nrl;  static double maxarg1,maxarg2;
    #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
    #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
   /* allocate rows and set pointers to them */    
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  #define rint(a) floor(a+0.5)
   m[nrl] += NR_END;  
   m[nrl] -= ncl;  static double sqrarg;
    #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
    
   /* return pointer to array of pointers to rows */  int imx; 
   return m;  int stepm;
 }  /* Stepm, step in month: minimum step interpolation*/
   
 /****************** free_imatrix *************************/  int estepm;
 void free_imatrix(m,nrl,nrh,ncl,nch)  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
       int **m;  
       long nch,ncl,nrh,nrl;  int m,nb;
      /* free an int matrix allocated by imatrix() */  long *num;
 {  int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
   free((FREE_ARG) (m+nrl-NR_END));  double **pmmij, ***probs;
 }  double dateintmean=0;
   
 /******************* matrix *******************************/  double *weight;
 double **matrix(long nrl, long nrh, long ncl, long nch)  int **s; /* Status */
 {  double *agedc, **covar, idx;
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
   double **m;  
   double ftol=FTOL; /* Tolerance for computing Max Likelihood */
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  double ftolhess; /* Tolerance for computing hessian */
   if (!m) nrerror("allocation failure 1 in matrix()");  
   m += NR_END;  /**************** split *************************/
   m -= nrl;  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
   {
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    char  *ss;                            /* pointer */
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    int   l1, l2;                         /* length counters */
   m[nrl] += NR_END;  
   m[nrl] -= ncl;    l1 = strlen(path );                   /* length of path */
     if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
   return m;    if ( ss == NULL ) {                   /* no directory, so use current */
 }      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
         printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
 /*************************free matrix ************************/      /* get current working directory */
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)      /*    extern  char* getcwd ( char *buf , int len);*/
 {      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
   free((FREE_ARG)(m[nrl]+ncl-NR_END));        return( GLOCK_ERROR_GETCWD );
   free((FREE_ARG)(m+nrl-NR_END));      }
 }      strcpy( name, path );               /* we've got it */
     } else {                              /* strip direcotry from path */
 /******************* ma3x *******************************/      ss++;                               /* after this, the filename */
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)      l2 = strlen( ss );                  /* length of filename */
 {      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;      strcpy( name, ss );         /* save file name */
   double ***m;      strncpy( dirc, path, l1 - l2 );     /* now the directory */
       dirc[l1-l2] = 0;                    /* add zero */
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));    }
   if (!m) nrerror("allocation failure 1 in matrix()");    l1 = strlen( dirc );                  /* length of directory */
   m += NR_END;    /*#ifdef windows
   m -= nrl;    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
   #else
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  #endif
   m[nrl] += NR_END;    */
   m[nrl] -= ncl;    ss = strrchr( name, '.' );            /* find last / */
     ss++;
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    strcpy(ext,ss);                       /* save extension */
     l1= strlen( name);
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));    l2= strlen(ss)+1;
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");    strncpy( finame, name, l1-l2);
   m[nrl][ncl] += NR_END;    finame[l1-l2]= 0;
   m[nrl][ncl] -= nll;    return( 0 );                          /* we're done */
   for (j=ncl+1; j<=nch; j++)  }
     m[nrl][j]=m[nrl][j-1]+nlay;  
    
   for (i=nrl+1; i<=nrh; i++) {  /******************************************/
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;  
     for (j=ncl+1; j<=nch; j++)  void replace_back_to_slash(char *s, char*t)
       m[i][j]=m[i][j-1]+nlay;  {
   }    int i;
   return m;    int lg=0;
 }    i=0;
     lg=strlen(t);
 /*************************free ma3x ************************/    for(i=0; i<= lg; i++) {
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)      (s[i] = t[i]);
 {      if (t[i]== '\\') s[i]='/';
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));    }
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  }
   free((FREE_ARG)(m+nrl-NR_END));  
 }  int nbocc(char *s, char occ)
   {
 /***************** f1dim *************************/    int i,j=0;
 extern int ncom;    int lg=20;
 extern double *pcom,*xicom;    i=0;
 extern double (*nrfunc)(double []);    lg=strlen(s);
      for(i=0; i<= lg; i++) {
 double f1dim(double x)    if  (s[i] == occ ) j++;
 {    }
   int j;    return j;
   double f;  }
   double *xt;  
    void cutv(char *u,char *v, char*t, char occ)
   xt=vector(1,ncom);  {
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];    /* cuts string t into u and v where u is ended by char occ excluding it
   f=(*nrfunc)(xt);       and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
   free_vector(xt,1,ncom);       gives u="abcedf" and v="ghi2j" */
   return f;    int i,lg,j,p=0;
 }    i=0;
     for(j=0; j<=strlen(t)-1; j++) {
 /*****************brent *************************/      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)    }
 {  
   int iter;    lg=strlen(t);
   double a,b,d,etemp;    for(j=0; j<p; j++) {
   double fu,fv,fw,fx;      (u[j] = t[j]);
   double ftemp;    }
   double p,q,r,tol1,tol2,u,v,w,x,xm;       u[p]='\0';
   double e=0.0;  
       for(j=0; j<= lg; j++) {
   a=(ax < cx ? ax : cx);      if (j>=(p+1))(v[j-p-1] = t[j]);
   b=(ax > cx ? ax : cx);    }
   x=w=v=bx;  }
   fw=fv=fx=(*f)(x);  
   for (iter=1;iter<=ITMAX;iter++) {  /********************** nrerror ********************/
     xm=0.5*(a+b);  
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);  void nrerror(char error_text[])
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/  {
     printf(".");fflush(stdout);    fprintf(stderr,"ERREUR ...\n");
 #ifdef DEBUG    fprintf(stderr,"%s\n",error_text);
     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);    exit(EXIT_FAILURE);
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */  }
 #endif  /*********************** vector *******************/
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){  double *vector(int nl, int nh)
       *xmin=x;  {
       return fx;    double *v;
     }    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
     ftemp=fu;    if (!v) nrerror("allocation failure in vector");
     if (fabs(e) > tol1) {    return v-nl+NR_END;
       r=(x-w)*(fx-fv);  }
       q=(x-v)*(fx-fw);  
       p=(x-v)*q-(x-w)*r;  /************************ free vector ******************/
       q=2.0*(q-r);  void free_vector(double*v, int nl, int nh)
       if (q > 0.0) p = -p;  {
       q=fabs(q);    free((FREE_ARG)(v+nl-NR_END));
       etemp=e;  }
       e=d;  
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))  /************************ivector *******************************/
         d=CGOLD*(e=(x >= xm ? a-x : b-x));  int *ivector(long nl,long nh)
       else {  {
         d=p/q;    int *v;
         u=x+d;    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
         if (u-a < tol2 || b-u < tol2)    if (!v) nrerror("allocation failure in ivector");
           d=SIGN(tol1,xm-x);    return v-nl+NR_END;
       }  }
     } else {  
       d=CGOLD*(e=(x >= xm ? a-x : b-x));  /******************free ivector **************************/
     }  void free_ivector(int *v, long nl, long nh)
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));  {
     fu=(*f)(u);    free((FREE_ARG)(v+nl-NR_END));
     if (fu <= fx) {  }
       if (u >= x) a=x; else b=x;  
       SHFT(v,w,x,u)  /************************lvector *******************************/
         SHFT(fv,fw,fx,fu)  long *lvector(long nl,long nh)
         } else {  {
           if (u < x) a=u; else b=u;    long *v;
           if (fu <= fw || w == x) {    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
             v=w;    if (!v) nrerror("allocation failure in ivector");
             w=u;    return v-nl+NR_END;
             fv=fw;  }
             fw=fu;  
           } else if (fu <= fv || v == x || v == w) {  /******************free lvector **************************/
             v=u;  void free_lvector(long *v, long nl, long nh)
             fv=fu;  {
           }    free((FREE_ARG)(v+nl-NR_END));
         }  }
   }  
   nrerror("Too many iterations in brent");  /******************* imatrix *******************************/
   *xmin=x;  int **imatrix(long nrl, long nrh, long ncl, long nch) 
   return fx;       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
 }  { 
     long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
 /****************** mnbrak ***********************/    int **m; 
     
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,    /* allocate pointers to rows */ 
             double (*func)(double))    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
 {    if (!m) nrerror("allocation failure 1 in matrix()"); 
   double ulim,u,r,q, dum;    m += NR_END; 
   double fu;    m -= nrl; 
      
   *fa=(*func)(*ax);    
   *fb=(*func)(*bx);    /* allocate rows and set pointers to them */ 
   if (*fb > *fa) {    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
     SHFT(dum,*ax,*bx,dum)    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
       SHFT(dum,*fb,*fa,dum)    m[nrl] += NR_END; 
       }    m[nrl] -= ncl; 
   *cx=(*bx)+GOLD*(*bx-*ax);    
   *fc=(*func)(*cx);    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
   while (*fb > *fc) {    
     r=(*bx-*ax)*(*fb-*fc);    /* return pointer to array of pointers to rows */ 
     q=(*bx-*cx)*(*fb-*fa);    return m; 
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/  } 
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));  
     ulim=(*bx)+GLIMIT*(*cx-*bx);  /****************** free_imatrix *************************/
     if ((*bx-u)*(u-*cx) > 0.0) {  void free_imatrix(m,nrl,nrh,ncl,nch)
       fu=(*func)(u);        int **m;
     } else if ((*cx-u)*(u-ulim) > 0.0) {        long nch,ncl,nrh,nrl; 
       fu=(*func)(u);       /* free an int matrix allocated by imatrix() */ 
       if (fu < *fc) {  { 
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
           SHFT(*fb,*fc,fu,(*func)(u))    free((FREE_ARG) (m+nrl-NR_END)); 
           }  } 
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {  
       u=ulim;  /******************* matrix *******************************/
       fu=(*func)(u);  double **matrix(long nrl, long nrh, long ncl, long nch)
     } else {  {
       u=(*cx)+GOLD*(*cx-*bx);    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
       fu=(*func)(u);    double **m;
     }  
     SHFT(*ax,*bx,*cx,u)    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
       SHFT(*fa,*fb,*fc,fu)    if (!m) nrerror("allocation failure 1 in matrix()");
       }    m += NR_END;
 }    m -= nrl;
   
 /*************** linmin ************************/    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
     if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
 int ncom;    m[nrl] += NR_END;
 double *pcom,*xicom;    m[nrl] -= ncl;
 double (*nrfunc)(double []);  
      for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))    return m;
 {    /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
   double brent(double ax, double bx, double cx,     */
                double (*f)(double), double tol, double *xmin);  }
   double f1dim(double x);  
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,  /*************************free matrix ************************/
               double *fc, double (*func)(double));  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
   int j;  {
   double xx,xmin,bx,ax;    free((FREE_ARG)(m[nrl]+ncl-NR_END));
   double fx,fb,fa;    free((FREE_ARG)(m+nrl-NR_END));
    }
   ncom=n;  
   pcom=vector(1,n);  /******************* ma3x *******************************/
   xicom=vector(1,n);  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
   nrfunc=func;  {
   for (j=1;j<=n;j++) {    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
     pcom[j]=p[j];    double ***m;
     xicom[j]=xi[j];  
   }    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
   ax=0.0;    if (!m) nrerror("allocation failure 1 in matrix()");
   xx=1.0;    m += NR_END;
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);    m -= nrl;
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);  
 #ifdef DEBUG    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
 #endif    m[nrl] += NR_END;
   for (j=1;j<=n;j++) {    m[nrl] -= ncl;
     xi[j] *= xmin;  
     p[j] += xi[j];    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
   }  
   free_vector(xicom,1,n);    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
   free_vector(pcom,1,n);    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
 }    m[nrl][ncl] += NR_END;
     m[nrl][ncl] -= nll;
 /*************** powell ************************/    for (j=ncl+1; j<=nch; j++) 
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,      m[nrl][j]=m[nrl][j-1]+nlay;
             double (*func)(double []))    
 {    for (i=nrl+1; i<=nrh; i++) {
   void linmin(double p[], double xi[], int n, double *fret,      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
               double (*func)(double []));      for (j=ncl+1; j<=nch; j++) 
   int i,ibig,j;        m[i][j]=m[i][j-1]+nlay;
   double del,t,*pt,*ptt,*xit;    }
   double fp,fptt;    return m; 
   double *xits;    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
   pt=vector(1,n);             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
   ptt=vector(1,n);    */
   xit=vector(1,n);  }
   xits=vector(1,n);  
   *fret=(*func)(p);  /*************************free ma3x ************************/
   for (j=1;j<=n;j++) pt[j]=p[j];  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
   for (*iter=1;;++(*iter)) {  {
     fp=(*fret);    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
     ibig=0;    free((FREE_ARG)(m[nrl]+ncl-NR_END));
     del=0.0;    free((FREE_ARG)(m+nrl-NR_END));
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);  }
     for (i=1;i<=n;i++)  
       printf(" %d %.12f",i, p[i]);  /***************** f1dim *************************/
     printf("\n");  extern int ncom; 
     for (i=1;i<=n;i++) {  extern double *pcom,*xicom;
       for (j=1;j<=n;j++) xit[j]=xi[j][i];  extern double (*nrfunc)(double []); 
       fptt=(*fret);   
 #ifdef DEBUG  double f1dim(double x) 
       printf("fret=%lf \n",*fret);  { 
 #endif    int j; 
       printf("%d",i);fflush(stdout);    double f;
       linmin(p,xit,n,fret,func);    double *xt; 
       if (fabs(fptt-(*fret)) > del) {   
         del=fabs(fptt-(*fret));    xt=vector(1,ncom); 
         ibig=i;    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
       }    f=(*nrfunc)(xt); 
 #ifdef DEBUG    free_vector(xt,1,ncom); 
       printf("%d %.12e",i,(*fret));    return f; 
       for (j=1;j<=n;j++) {  } 
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);  
         printf(" x(%d)=%.12e",j,xit[j]);  /*****************brent *************************/
       }  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
       for(j=1;j<=n;j++)  { 
         printf(" p=%.12e",p[j]);    int iter; 
       printf("\n");    double a,b,d,etemp;
 #endif    double fu,fv,fw,fx;
     }    double ftemp;
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {    double p,q,r,tol1,tol2,u,v,w,x,xm; 
 #ifdef DEBUG    double e=0.0; 
       int k[2],l;   
       k[0]=1;    a=(ax < cx ? ax : cx); 
       k[1]=-1;    b=(ax > cx ? ax : cx); 
       printf("Max: %.12e",(*func)(p));    x=w=v=bx; 
       for (j=1;j<=n;j++)    fw=fv=fx=(*f)(x); 
         printf(" %.12e",p[j]);    for (iter=1;iter<=ITMAX;iter++) { 
       printf("\n");      xm=0.5*(a+b); 
       for(l=0;l<=1;l++) {      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)))*/
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];      printf(".");fflush(stdout);
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);      fprintf(ficlog,".");fflush(ficlog);
         }  #ifdef DEBUG
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));      printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
       }      fprintf(ficlog,"br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
 #endif      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
   #endif
       if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
       free_vector(xit,1,n);        *xmin=x; 
       free_vector(xits,1,n);        return fx; 
       free_vector(ptt,1,n);      } 
       free_vector(pt,1,n);      ftemp=fu;
       return;      if (fabs(e) > tol1) { 
     }        r=(x-w)*(fx-fv); 
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");        q=(x-v)*(fx-fw); 
     for (j=1;j<=n;j++) {        p=(x-v)*q-(x-w)*r; 
       ptt[j]=2.0*p[j]-pt[j];        q=2.0*(q-r); 
       xit[j]=p[j]-pt[j];        if (q > 0.0) p = -p; 
       pt[j]=p[j];        q=fabs(q); 
     }        etemp=e; 
     fptt=(*func)(ptt);        e=d; 
     if (fptt < fp) {        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
       if (t < 0.0) {        else { 
         linmin(p,xit,n,fret,func);          d=p/q; 
         for (j=1;j<=n;j++) {          u=x+d; 
           xi[j][ibig]=xi[j][n];          if (u-a < tol2 || b-u < tol2) 
           xi[j][n]=xit[j];            d=SIGN(tol1,xm-x); 
         }        } 
 #ifdef DEBUG      } else { 
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
         for(j=1;j<=n;j++)      } 
           printf(" %.12e",xit[j]);      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
         printf("\n");      fu=(*f)(u); 
 #endif      if (fu <= fx) { 
       }        if (u >= x) a=x; else b=x; 
     }        SHFT(v,w,x,u) 
   }          SHFT(fv,fw,fx,fu) 
 }          } else { 
             if (u < x) a=u; else b=u; 
 /**** Prevalence limit ****************/            if (fu <= fw || w == x) { 
               v=w; 
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)              w=u; 
 {              fv=fw; 
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit              fw=fu; 
      matrix by transitions matrix until convergence is reached */            } else if (fu <= fv || v == x || v == w) { 
               v=u; 
   int i, ii,j,k;              fv=fu; 
   double min, max, maxmin, maxmax,sumnew=0.;            } 
   double **matprod2();          } 
   double **out, cov[NCOVMAX], **pmij();    } 
   double **newm;    nrerror("Too many iterations in brent"); 
   double agefin, delaymax=50 ; /* Max number of years to converge */    *xmin=x; 
     return fx; 
   for (ii=1;ii<=nlstate+ndeath;ii++)  } 
     for (j=1;j<=nlstate+ndeath;j++){  
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);  /****************** mnbrak ***********************/
     }  
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
    cov[1]=1.;              double (*func)(double)) 
    { 
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */    double ulim,u,r,q, dum;
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){    double fu; 
     newm=savm;   
     /* Covariates have to be included here again */    *fa=(*func)(*ax); 
      cov[2]=agefin;    *fb=(*func)(*bx); 
      if (*fb > *fa) { 
       for (k=1; k<=cptcovn;k++) {      SHFT(dum,*ax,*bx,dum) 
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];        SHFT(dum,*fb,*fa,dum) 
         /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/        } 
       }    *cx=(*bx)+GOLD*(*bx-*ax); 
       for (k=1; k<=cptcovage;k++)    *fc=(*func)(*cx); 
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];    while (*fb > *fc) { 
       for (k=1; k<=cptcovprod;k++)      r=(*bx-*ax)*(*fb-*fc); 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];      q=(*bx-*cx)*(*fb-*fa); 
       u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/      ulim=(*bx)+GLIMIT*(*cx-*bx); 
       if ((*bx-u)*(u-*cx) > 0.0) { 
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);        fu=(*func)(u); 
       } else if ((*cx-u)*(u-ulim) > 0.0) { 
     savm=oldm;        fu=(*func)(u); 
     oldm=newm;        if (fu < *fc) { 
     maxmax=0.;          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
     for(j=1;j<=nlstate;j++){            SHFT(*fb,*fc,fu,(*func)(u)) 
       min=1.;            } 
       max=0.;      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
       for(i=1; i<=nlstate; i++) {        u=ulim; 
         sumnew=0;        fu=(*func)(u); 
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];      } else { 
         prlim[i][j]= newm[i][j]/(1-sumnew);        u=(*cx)+GOLD*(*cx-*bx); 
         max=FMAX(max,prlim[i][j]);        fu=(*func)(u); 
         min=FMIN(min,prlim[i][j]);      } 
       }      SHFT(*ax,*bx,*cx,u) 
       maxmin=max-min;        SHFT(*fa,*fb,*fc,fu) 
       maxmax=FMAX(maxmax,maxmin);        } 
     }  } 
     if(maxmax < ftolpl){  
       return prlim;  /*************** linmin ************************/
     }  
   }  int ncom; 
 }  double *pcom,*xicom;
   double (*nrfunc)(double []); 
 /*************** transition probabilities ***************/   
   void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )  { 
 {    double brent(double ax, double bx, double cx, 
   double s1, s2;                 double (*f)(double), double tol, double *xmin); 
   /*double t34;*/    double f1dim(double x); 
   int i,j,j1, nc, ii, jj;    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
                 double *fc, double (*func)(double)); 
     for(i=1; i<= nlstate; i++){    int j; 
     for(j=1; j<i;j++){    double xx,xmin,bx,ax; 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){    double fx,fb,fa;
         /*s2 += param[i][j][nc]*cov[nc];*/   
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    ncom=n; 
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/    pcom=vector(1,n); 
       }    xicom=vector(1,n); 
       ps[i][j]=s2;    nrfunc=func; 
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/    for (j=1;j<=n;j++) { 
     }      pcom[j]=p[j]; 
     for(j=i+1; j<=nlstate+ndeath;j++){      xicom[j]=xi[j]; 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){    } 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    ax=0.0; 
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/    xx=1.0; 
       }    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
       ps[i][j]=(s2);    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
     }  #ifdef DEBUG
   }    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
     /*ps[3][2]=1;*/    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
   #endif
   for(i=1; i<= nlstate; i++){    for (j=1;j<=n;j++) { 
      s1=0;      xi[j] *= xmin; 
     for(j=1; j<i; j++)      p[j] += xi[j]; 
       s1+=exp(ps[i][j]);    } 
     for(j=i+1; j<=nlstate+ndeath; j++)    free_vector(xicom,1,n); 
       s1+=exp(ps[i][j]);    free_vector(pcom,1,n); 
     ps[i][i]=1./(s1+1.);  } 
     for(j=1; j<i; j++)  
       ps[i][j]= exp(ps[i][j])*ps[i][i];  char *asc_diff_time(long time_sec, char ascdiff[])
     for(j=i+1; j<=nlstate+ndeath; j++)  {
       ps[i][j]= exp(ps[i][j])*ps[i][i];    long sec_left, days, hours, minutes;
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */    days = (time_sec) / (60*60*24);
   } /* end i */    sec_left = (time_sec) % (60*60*24);
     hours = (sec_left) / (60*60) ;
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){    sec_left = (sec_left) %(60*60);
     for(jj=1; jj<= nlstate+ndeath; jj++){    minutes = (sec_left) /60;
       ps[ii][jj]=0;    sec_left = (sec_left) % (60);
       ps[ii][ii]=1;    sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
     }    return ascdiff;
   }  }
   
   /*************** powell ************************/
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
     for(jj=1; jj<= nlstate+ndeath; jj++){              double (*func)(double [])) 
      printf("%lf ",ps[ii][jj]);  { 
    }    void linmin(double p[], double xi[], int n, double *fret, 
     printf("\n ");                double (*func)(double [])); 
     }    int i,ibig,j; 
     printf("\n ");printf("%lf ",cov[2]);*/    double del,t,*pt,*ptt,*xit;
 /*    double fp,fptt;
   for(i=1; i<= npar; i++) printf("%f ",x[i]);    double *xits;
   goto end;*/    int niterf, itmp;
     return ps;  
 }    pt=vector(1,n); 
     ptt=vector(1,n); 
 /**************** Product of 2 matrices ******************/    xit=vector(1,n); 
     xits=vector(1,n); 
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)    *fret=(*func)(p); 
 {    for (j=1;j<=n;j++) pt[j]=p[j]; 
   /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times    for (*iter=1;;++(*iter)) { 
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */      fp=(*fret); 
   /* in, b, out are matrice of pointers which should have been initialized      ibig=0; 
      before: only the contents of out is modified. The function returns      del=0.0; 
      a pointer to pointers identical to out */      last_time=curr_time;
   long i, j, k;      (void) gettimeofday(&curr_time,&tzp);
   for(i=nrl; i<= nrh; i++)      printf("\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec);fflush(stdout);
     for(k=ncolol; k<=ncoloh; k++)      fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec);
       for(j=ncl,out[i][k]=0.; j<=nch; j++)      fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec);
         out[i][k] +=in[i][j]*b[j][k];      for (i=1;i<=n;i++) {
         printf(" %d %.12f",i, p[i]);
   return out;        fprintf(ficlog," %d %.12lf",i, p[i]);
 }        fprintf(ficrespow," %.12lf", p[i]);
       }
       printf("\n");
 /************* Higher Matrix Product ***************/      fprintf(ficlog,"\n");
       fprintf(ficrespow,"\n");fflush(ficrespow);
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )      if(*iter <=3){
 {        tm = *localtime(&curr_time.tv_sec);
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month        strcpy(strcurr,asctime(&tmf));
      duration (i.e. until  /*       asctime_r(&tm,strcurr); */
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.        forecast_time=curr_time;
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step        itmp = strlen(strcurr);
      (typically every 2 years instead of every month which is too big).        if(strcurr[itmp-1]=='\n')
      Model is determined by parameters x and covariates have to be          strcurr[itmp-1]='\0';
      included manually here.        printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
         fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
      */        for(niterf=10;niterf<=30;niterf+=10){
           forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
   int i, j, d, h, k;          tmf = *localtime(&forecast_time.tv_sec);
   double **out, cov[NCOVMAX];  /*      asctime_r(&tmf,strfor); */
   double **newm;          strcpy(strfor,asctime(&tmf));
           itmp = strlen(strfor);
   /* Hstepm could be zero and should return the unit matrix */          if(strfor[itmp-1]=='\n')
   for (i=1;i<=nlstate+ndeath;i++)          strfor[itmp-1]='\0';
     for (j=1;j<=nlstate+ndeath;j++){          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);
       oldm[i][j]=(i==j ? 1.0 : 0.0);          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);
       po[i][j][0]=(i==j ? 1.0 : 0.0);        }
     }      }
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */      for (i=1;i<=n;i++) { 
   for(h=1; h <=nhstepm; h++){        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
     for(d=1; d <=hstepm; d++){        fptt=(*fret); 
       newm=savm;  #ifdef DEBUG
       /* Covariates have to be included here again */        printf("fret=%lf \n",*fret);
       cov[1]=1.;        fprintf(ficlog,"fret=%lf \n",*fret);
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;  #endif
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];        printf("%d",i);fflush(stdout);
       for (k=1; k<=cptcovage;k++)        fprintf(ficlog,"%d",i);fflush(ficlog);
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];        linmin(p,xit,n,fret,func); 
       for (k=1; k<=cptcovprod;k++)        if (fabs(fptt-(*fret)) > del) { 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];          del=fabs(fptt-(*fret)); 
           ibig=i; 
         } 
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/  #ifdef DEBUG
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/        printf("%d %.12e",i,(*fret));
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,        fprintf(ficlog,"%d %.12e",i,(*fret));
                    pmij(pmmij,cov,ncovmodel,x,nlstate));        for (j=1;j<=n;j++) {
       savm=oldm;          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
       oldm=newm;          printf(" x(%d)=%.12e",j,xit[j]);
     }          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
     for(i=1; i<=nlstate+ndeath; i++)        }
       for(j=1;j<=nlstate+ndeath;j++) {        for(j=1;j<=n;j++) {
         po[i][j][h]=newm[i][j];          printf(" p=%.12e",p[j]);
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);          fprintf(ficlog," p=%.12e",p[j]);
          */        }
       }        printf("\n");
   } /* end h */        fprintf(ficlog,"\n");
   return po;  #endif
 }      } 
       if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
   #ifdef DEBUG
 /*************** log-likelihood *************/        int k[2],l;
 double func( double *x)        k[0]=1;
 {        k[1]=-1;
   int i, ii, j, k, mi, d, kk;        printf("Max: %.12e",(*func)(p));
   double l, ll[NLSTATEMAX], cov[NCOVMAX];        fprintf(ficlog,"Max: %.12e",(*func)(p));
   double **out;        for (j=1;j<=n;j++) {
   double sw; /* Sum of weights */          printf(" %.12e",p[j]);
   double lli; /* Individual log likelihood */          fprintf(ficlog," %.12e",p[j]);
   long ipmx;        }
   /*extern weight */        printf("\n");
   /* We are differentiating ll according to initial status */        fprintf(ficlog,"\n");
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/        for(l=0;l<=1;l++) {
   /*for(i=1;i<imx;i++)          for (j=1;j<=n;j++) {
     printf(" %d\n",s[4][i]);            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
   */            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
   cov[1]=1.;            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(k=1; k<=nlstate; k++) ll[k]=0.;          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];        }
     for(mi=1; mi<= wav[i]-1; mi++){  #endif
       for (ii=1;ii<=nlstate+ndeath;ii++)  
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);  
       for(d=0; d<dh[mi][i]; d++){        free_vector(xit,1,n); 
         newm=savm;        free_vector(xits,1,n); 
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;        free_vector(ptt,1,n); 
         for (kk=1; kk<=cptcovage;kk++) {        free_vector(pt,1,n); 
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];        return; 
         }      } 
              if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,      for (j=1;j<=n;j++) { 
                      1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));        ptt[j]=2.0*p[j]-pt[j]; 
         savm=oldm;        xit[j]=p[j]-pt[j]; 
         oldm=newm;        pt[j]=p[j]; 
              } 
              fptt=(*func)(ptt); 
       } /* end mult */      if (fptt < fp) { 
              t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);        if (t < 0.0) { 
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/          linmin(p,xit,n,fret,func); 
       ipmx +=1;          for (j=1;j<=n;j++) { 
       sw += weight[i];            xi[j][ibig]=xi[j][n]; 
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;            xi[j][n]=xit[j]; 
     } /* end of wave */          }
   } /* end of individual */  #ifdef DEBUG
           printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */          for(j=1;j<=n;j++){
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */            printf(" %.12e",xit[j]);
   return -l;            fprintf(ficlog," %.12e",xit[j]);
 }          }
           printf("\n");
           fprintf(ficlog,"\n");
 /*********** Maximum Likelihood Estimation ***************/  #endif
         }
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))      } 
 {    } 
   int i,j, iter;  } 
   double **xi,*delti;  
   double fret;  /**** Prevalence limit (stable prevalence)  ****************/
   xi=matrix(1,npar,1,npar);  
   for (i=1;i<=npar;i++)  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
     for (j=1;j<=npar;j++)  {
       xi[i][j]=(i==j ? 1.0 : 0.0);    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
   printf("Powell\n");       matrix by transitions matrix until convergence is reached */
   powell(p,xi,npar,ftol,&iter,&fret,func);  
     int i, ii,j,k;
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));    double min, max, maxmin, maxmax,sumnew=0.;
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));    double **matprod2();
     double **out, cov[NCOVMAX], **pmij();
 }    double **newm;
     double agefin, delaymax=50 ; /* Max number of years to converge */
 /**** Computes Hessian and covariance matrix ***/  
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))    for (ii=1;ii<=nlstate+ndeath;ii++)
 {      for (j=1;j<=nlstate+ndeath;j++){
   double  **a,**y,*x,pd;        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   double **hess;      }
   int i, j,jk;  
   int *indx;     cov[1]=1.;
    
   double hessii(double p[], double delta, int theta, double delti[]);   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
   double hessij(double p[], double delti[], int i, int j);    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
   void lubksb(double **a, int npar, int *indx, double b[]) ;      newm=savm;
   void ludcmp(double **a, int npar, int *indx, double *d) ;      /* Covariates have to be included here again */
        cov[2]=agefin;
   hess=matrix(1,npar,1,npar);    
         for (k=1; k<=cptcovn;k++) {
   printf("\nCalculation of the hessian matrix. Wait...\n");          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
   for (i=1;i<=npar;i++){          /*      printf("ij=%d k=%d Tvar[k]=%d nbcode=%d cov=%lf codtab[ij][Tvar[k]]=%d \n",ij,k, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k], codtab[ij][Tvar[k]]);*/
     printf("%d",i);fflush(stdout);        }
     hess[i][i]=hessii(p,ftolhess,i,delti);        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
     /*printf(" %f ",p[i]);*/        for (k=1; k<=cptcovprod;k++)
     /*printf(" %lf ",hess[i][i]);*/          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
   }  
          /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
   for (i=1;i<=npar;i++) {        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
     for (j=1;j<=npar;j++)  {        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
       if (j>i) {      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
         printf(".%d%d",i,j);fflush(stdout);  
         hess[i][j]=hessij(p,delti,i,j);      savm=oldm;
         hess[j][i]=hess[i][j];          oldm=newm;
         /*printf(" %lf ",hess[i][j]);*/      maxmax=0.;
       }      for(j=1;j<=nlstate;j++){
     }        min=1.;
   }        max=0.;
   printf("\n");        for(i=1; i<=nlstate; i++) {
           sumnew=0;
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
            prlim[i][j]= newm[i][j]/(1-sumnew);
   a=matrix(1,npar,1,npar);          max=FMAX(max,prlim[i][j]);
   y=matrix(1,npar,1,npar);          min=FMIN(min,prlim[i][j]);
   x=vector(1,npar);        }
   indx=ivector(1,npar);        maxmin=max-min;
   for (i=1;i<=npar;i++)        maxmax=FMAX(maxmax,maxmin);
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];      }
   ludcmp(a,npar,indx,&pd);      if(maxmax < ftolpl){
         return prlim;
   for (j=1;j<=npar;j++) {      }
     for (i=1;i<=npar;i++) x[i]=0;    }
     x[j]=1;  }
     lubksb(a,npar,indx,x);  
     for (i=1;i<=npar;i++){  /*************** transition probabilities ***************/ 
       matcov[i][j]=x[i];  
     }  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
   }  {
     double s1, s2;
   printf("\n#Hessian matrix#\n");    /*double t34;*/
   for (i=1;i<=npar;i++) {    int i,j,j1, nc, ii, jj;
     for (j=1;j<=npar;j++) {  
       printf("%.3e ",hess[i][j]);      for(i=1; i<= nlstate; i++){
     }      for(j=1; j<i;j++){
     printf("\n");        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
   }          /*s2 += param[i][j][nc]*cov[nc];*/
           s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
   /* Recompute Inverse */          /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
   for (i=1;i<=npar;i++)        }
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];        ps[i][j]=s2;
   ludcmp(a,npar,indx,&pd);        /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
       }
   /*  printf("\n#Hessian matrix recomputed#\n");      for(j=i+1; j<=nlstate+ndeath;j++){
         for (nc=1, s2=0.;nc <=ncovmodel; nc++){
   for (j=1;j<=npar;j++) {          s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
     for (i=1;i<=npar;i++) x[i]=0;          /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
     x[j]=1;        }
     lubksb(a,npar,indx,x);        ps[i][j]=s2;
     for (i=1;i<=npar;i++){      }
       y[i][j]=x[i];    }
       printf("%.3e ",y[i][j]);      /*ps[3][2]=1;*/
     }  
     printf("\n");    for(i=1; i<= nlstate; i++){
   }       s1=0;
   */      for(j=1; j<i; j++)
         s1+=exp(ps[i][j]);
   free_matrix(a,1,npar,1,npar);      for(j=i+1; j<=nlstate+ndeath; j++)
   free_matrix(y,1,npar,1,npar);        s1+=exp(ps[i][j]);
   free_vector(x,1,npar);      ps[i][i]=1./(s1+1.);
   free_ivector(indx,1,npar);      for(j=1; j<i; j++)
   free_matrix(hess,1,npar,1,npar);        ps[i][j]= exp(ps[i][j])*ps[i][i];
       for(j=i+1; j<=nlstate+ndeath; j++)
         ps[i][j]= exp(ps[i][j])*ps[i][i];
 }      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
     } /* end i */
 /*************** hessian matrix ****************/  
 double hessii( double x[], double delta, int theta, double delti[])    for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
 {      for(jj=1; jj<= nlstate+ndeath; jj++){
   int i;        ps[ii][jj]=0;
   int l=1, lmax=20;        ps[ii][ii]=1;
   double k1,k2;      }
   double p2[NPARMAX+1];    }
   double res;  
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;  
   double fx;    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
   int k=0,kmax=10;      for(jj=1; jj<= nlstate+ndeath; jj++){
   double l1;       printf("%lf ",ps[ii][jj]);
      }
   fx=func(x);      printf("\n ");
   for (i=1;i<=npar;i++) p2[i]=x[i];      }
   for(l=0 ; l <=lmax; l++){      printf("\n ");printf("%lf ",cov[2]);*/
     l1=pow(10,l);  /*
     delts=delt;    for(i=1; i<= npar; i++) printf("%f ",x[i]);
     for(k=1 ; k <kmax; k=k+1){    goto end;*/
       delt = delta*(l1*k);      return ps;
       p2[theta]=x[theta] +delt;  }
       k1=func(p2)-fx;  
       p2[theta]=x[theta]-delt;  /**************** Product of 2 matrices ******************/
       k2=func(p2)-fx;  
       /*res= (k1-2.0*fx+k2)/delt/delt; */  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */  {
          /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
 #ifdef DEBUG       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
       printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);    /* in, b, out are matrice of pointers which should have been initialized 
 #endif       before: only the contents of out is modified. The function returns
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */       a pointer to pointers identical to out */
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){    long i, j, k;
         k=kmax;    for(i=nrl; i<= nrh; i++)
       }      for(k=ncolol; k<=ncoloh; k++)
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */        for(j=ncl,out[i][k]=0.; j<=nch; j++)
         k=kmax; l=lmax*10.;          out[i][k] +=in[i][j]*b[j][k];
       }  
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){    return out;
         delts=delt;  }
       }  
     }  
   }  /************* Higher Matrix Product ***************/
   delti[theta]=delts;  
   return res;  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
 double hessij( double x[], double delti[], int thetai,int thetaj)       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
 {       nhstepm*hstepm matrices. 
   int i;       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
   int l=1, l1, lmax=20;       (typically every 2 years instead of every month which is too big 
   double k1,k2,k3,k4,res,fx;       for the memory).
   double p2[NPARMAX+1];       Model is determined by parameters x and covariates have to be 
   int k;       included manually here. 
   
   fx=func(x);       */
   for (k=1; k<=2; k++) {  
     for (i=1;i<=npar;i++) p2[i]=x[i];    int i, j, d, h, k;
     p2[thetai]=x[thetai]+delti[thetai]/k;    double **out, cov[NCOVMAX];
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;    double **newm;
     k1=func(p2)-fx;  
      /* Hstepm could be zero and should return the unit matrix */
     p2[thetai]=x[thetai]+delti[thetai]/k;    for (i=1;i<=nlstate+ndeath;i++)
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;      for (j=1;j<=nlstate+ndeath;j++){
     k2=func(p2)-fx;        oldm[i][j]=(i==j ? 1.0 : 0.0);
          po[i][j][0]=(i==j ? 1.0 : 0.0);
     p2[thetai]=x[thetai]-delti[thetai]/k;      }
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     k3=func(p2)-fx;    for(h=1; h <=nhstepm; h++){
        for(d=1; d <=hstepm; d++){
     p2[thetai]=x[thetai]-delti[thetai]/k;        newm=savm;
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;        /* Covariates have to be included here again */
     k4=func(p2)-fx;        cov[1]=1.;
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
 #ifdef DEBUG        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
     printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);        for (k=1; k<=cptcovage;k++)
 #endif          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
   }        for (k=1; k<=cptcovprod;k++)
   return res;          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
 }  
   
 /************** Inverse of matrix **************/        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
 void ludcmp(double **a, int n, int *indx, double *d)        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
 {        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
   int i,imax,j,k;                     pmij(pmmij,cov,ncovmodel,x,nlstate));
   double big,dum,sum,temp;        savm=oldm;
   double *vv;        oldm=newm;
        }
   vv=vector(1,n);      for(i=1; i<=nlstate+ndeath; i++)
   *d=1.0;        for(j=1;j<=nlstate+ndeath;j++) {
   for (i=1;i<=n;i++) {          po[i][j][h]=newm[i][j];
     big=0.0;          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
     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");    } /* end h */
     vv[i]=1.0/big;    return po;
   }  }
   for (j=1;j<=n;j++) {  
     for (i=1;i<j;i++) {  
       sum=a[i][j];  /*************** log-likelihood *************/
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];  double func( double *x)
       a[i][j]=sum;  {
     }    int i, ii, j, k, mi, d, kk;
     big=0.0;    double l, ll[NLSTATEMAX], cov[NCOVMAX];
     for (i=j;i<=n;i++) {    double **out;
       sum=a[i][j];    double sw; /* Sum of weights */
       for (k=1;k<j;k++)    double lli; /* Individual log likelihood */
         sum -= a[i][k]*a[k][j];    int s1, s2;
       a[i][j]=sum;    double bbh, survp;
       if ( (dum=vv[i]*fabs(sum)) >= big) {    long ipmx;
         big=dum;    /*extern weight */
         imax=i;    /* We are differentiating ll according to initial status */
       }    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
     }    /*for(i=1;i<imx;i++) 
     if (j != imax) {      printf(" %d\n",s[4][i]);
       for (k=1;k<=n;k++) {    */
         dum=a[imax][k];    cov[1]=1.;
         a[imax][k]=a[j][k];  
         a[j][k]=dum;    for(k=1; k<=nlstate; k++) ll[k]=0.;
       }  
       *d = -(*d);    if(mle==1){
       vv[imax]=vv[j];      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     }        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     indx[j]=imax;        for(mi=1; mi<= wav[i]-1; mi++){
     if (a[j][j] == 0.0) a[j][j]=TINY;          for (ii=1;ii<=nlstate+ndeath;ii++)
     if (j != n) {            for (j=1;j<=nlstate+ndeath;j++){
       dum=1.0/(a[j][j]);              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       for (i=j+1;i<=n;i++) a[i][j] *= dum;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     }            }
   }          for(d=0; d<dh[mi][i]; d++){
   free_vector(vv,1,n);  /* Doesn't work */            newm=savm;
 ;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 }            for (kk=1; kk<=cptcovage;kk++) {
               cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 void lubksb(double **a, int n, int *indx, double b[])            }
 {            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   int i,ii=0,ip,j;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   double sum;            savm=oldm;
              oldm=newm;
   for (i=1;i<=n;i++) {          } /* end mult */
     ip=indx[i];        
     sum=b[ip];          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
     b[ip]=b[i];          /* But now since version 0.9 we anticipate for bias and large stepm.
     if (ii)           * If stepm is larger than one month (smallest stepm) and if the exact delay 
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];           * (in months) between two waves is not a multiple of stepm, we rounded to 
     else if (sum) ii=i;           * the nearest (and in case of equal distance, to the lowest) interval but now
     b[i]=sum;           * we keep into memory the bias bh[mi][i] and also the previous matrix product
   }           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
   for (i=n;i>=1;i--) {           * probability in order to take into account the bias as a fraction of the way
     sum=b[i];           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];           * -stepm/2 to stepm/2 .
     b[i]=sum/a[i][i];           * For stepm=1 the results are the same as for previous versions of Imach.
   }           * For stepm > 1 the results are less biased than in previous versions. 
 }           */
           s1=s[mw[mi][i]][i];
 /************ Frequencies ********************/          s2=s[mw[mi+1][i]][i];
 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)          bbh=(double)bh[mi][i]/(double)stepm; 
 {  /* Some frequencies */          /* bias is positive if real duration
             * is higher than the multiple of stepm and negative otherwise.
   int i, m, jk, k1,i1, j1, bool, z1,z2,j;           */
   double ***freq; /* 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]));*/
   double *pp;          if( s2 > nlstate){ 
   double pos, k2, dateintsum=0,k2cpt=0;            /* i.e. if s2 is a death state and if the date of death is known then the contribution
   FILE *ficresp;               to the likelihood is the probability to die between last step unit time and current 
   char fileresp[FILENAMELENGTH];               step unit time, which is also the differences between probability to die before dh 
                and probability to die before dh-stepm . 
   pp=vector(1,nlstate);               In version up to 0.92 likelihood was computed
   probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);          as if date of death was unknown. Death was treated as any other
   strcpy(fileresp,"p");          health state: the date of the interview describes the actual state
   strcat(fileresp,fileres);          and not the date of a change in health state. The former idea was
   if((ficresp=fopen(fileresp,"w"))==NULL) {          to consider that at each interview the state was recorded
     printf("Problem with prevalence resultfile: %s\n", fileresp);          (healthy, disable or death) and IMaCh was corrected; but when we
     exit(0);          introduced the exact date of death then we should have modified
   }          the contribution of an exact death to the likelihood. This new
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);          contribution is smaller and very dependent of the step unit
   j1=0;          stepm. It is no more the probability to die between last interview
           and month of death but the probability to survive from last
   j=cptcoveff;          interview up to one month before death multiplied by the
   if (cptcovn<1) {j=1;ncodemax[1]=1;}          probability to die within a month. Thanks to Chris
           Jackson for correcting this bug.  Former versions increased
   for(k1=1; k1<=j;k1++){          mortality artificially. The bad side is that we add another loop
    for(i1=1; i1<=ncodemax[k1];i1++){          which slows down the processing. The difference can be up to 10%
        j1++;          lower mortality.
        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);            */
          scanf("%d", i);*/            lli=log(out[s1][s2] - savm[s1][s2]);
         for (i=-1; i<=nlstate+ndeath; i++)            }else{
          for (jk=-1; jk<=nlstate+ndeath; jk++)              lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
            for(m=agemin; m <= agemax+3; m++)            /*  lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2]));*/ /* linear interpolation */
              freq[i][jk][m]=0;          } 
           /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
         dateintsum=0;          /*if(lli ==000.0)*/
         k2cpt=0;          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
        for (i=1; i<=imx; i++) {          ipmx +=1;
          bool=1;          sw += weight[i];
          if  (cptcovn>0) {          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
            for (z1=1; z1<=cptcoveff; z1++)        } /* end of wave */
              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])      } /* end of individual */
                bool=0;    }  else if(mle==2){
          }      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
          if (bool==1) {        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
            for(m=firstpass; m<=lastpass; m++){        for(mi=1; mi<= wav[i]-1; mi++){
              k2=anint[m][i]+(mint[m][i]/12.);          for (ii=1;ii<=nlstate+ndeath;ii++)
              if ((k2>=dateprev1) && (k2<=dateprev2)) {            for (j=1;j<=nlstate+ndeath;j++){
                if(agev[m][i]==0) agev[m][i]=agemax+1;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
                if(agev[m][i]==1) agev[m][i]=agemax+2;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
                freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];            }
                freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];          for(d=0; d<=dh[mi][i]; d++){
                if ((agev[m][i]>1) && (agev[m][i]< (agemax+3))) {            newm=savm;
                  dateintsum=dateintsum+k2;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
                  k2cpt++;            for (kk=1; kk<=cptcovage;kk++) {
                }              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
             }
              }            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
            }                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
          }            savm=oldm;
        }            oldm=newm;
         if  (cptcovn>0) {          } /* end mult */
          fprintf(ficresp, "\n#********** Variable ");        
          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
        fprintf(ficresp, "**********\n#");          /* 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<=nlstate;i++)           * (in months) between two waves is not a multiple of stepm, we rounded to 
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);           * 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
                   * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
   for(i=(int)agemin; i <= (int)agemax+3; i++){           * probability in order to take into account the bias as a fraction of the way
     if(i==(int)agemax+3)           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
       printf("Total");           * -stepm/2 to stepm/2 .
     else           * For stepm=1 the results are the same as for previous versions of Imach.
       printf("Age %d", i);           * For stepm > 1 the results are less biased than in previous versions. 
     for(jk=1; jk <=nlstate ; jk++){           */
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)          s1=s[mw[mi][i]][i];
         pp[jk] += freq[jk][m][i];          s2=s[mw[mi+1][i]][i];
     }          bbh=(double)bh[mi][i]/(double)stepm; 
     for(jk=1; jk <=nlstate ; jk++){          /* bias is positive if real duration
       for(m=-1, pos=0; m <=0 ; m++)           * is higher than the multiple of stepm and negative otherwise.
         pos += freq[jk][m][i];           */
       if(pp[jk]>=1.e-10)          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(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
       else          /*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 */
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
     }          /*if(lli ==000.0)*/
           /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
      for(jk=1; jk <=nlstate ; jk++){          ipmx +=1;
       for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)          sw += weight[i];
         pp[jk] += freq[jk][m][i];          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
      }        } /* end of wave */
       } /* end of individual */
     for(jk=1,pos=0; jk <=nlstate ; jk++)    }  else if(mle==3){  /* exponential inter-extrapolation */
       pos += pp[jk];      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     for(jk=1; jk <=nlstate ; jk++){        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       if(pos>=1.e-5)        for(mi=1; mi<= wav[i]-1; mi++){
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);          for (ii=1;ii<=nlstate+ndeath;ii++)
       else            for (j=1;j<=nlstate+ndeath;j++){
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       if( i <= (int) agemax){              savm[ii][j]=(ii==j ? 1.0 : 0.0);
         if(pos>=1.e-5){            }
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);          for(d=0; d<dh[mi][i]; d++){
           probs[i][jk][j1]= pp[jk]/pos;            newm=savm;
           /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
         }            for (kk=1; kk<=cptcovage;kk++) {
       else              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);            }
       }            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     }                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     for(jk=-1; jk <=nlstate+ndeath; jk++)            savm=oldm;
       for(m=-1; m <=nlstate+ndeath; m++)            oldm=newm;
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);          } /* end mult */
     if(i <= (int) agemax)        
       fprintf(ficresp,"\n");          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
     printf("\n");          /* But now since version 0.9 we anticipate for bias and large stepm.
     }           * If stepm is larger than one month (smallest stepm) and if the exact delay 
     }           * (in months) between two waves is not a multiple of stepm, we rounded to 
  }           * the nearest (and in case of equal distance, to the lowest) interval but now
   dateintmean=dateintsum/k2cpt;           * we keep into memory the bias bh[mi][i] and also the previous matrix product
             * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
   fclose(ficresp);           * probability in order to take into account the bias as a fraction of the way
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
   free_vector(pp,1,nlstate);           * -stepm/2 to stepm/2 .
            * For stepm=1 the results are the same as for previous versions of Imach.
   /* End of Freq */           * For stepm > 1 the results are less biased than in previous versions. 
 }           */
           s1=s[mw[mi][i]][i];
 /************ Prevalence ********************/          s2=s[mw[mi+1][i]][i];
 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)          bbh=(double)bh[mi][i]/(double)stepm; 
 {  /* Some frequencies */          /* bias is positive if real duration
             * is higher than the multiple of stepm and negative otherwise.
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;           */
   double ***freq; /* Frequencies */          /* lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); */ /* linear interpolation */
   double *pp;          lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
   double pos, k2;          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
           /*if(lli ==000.0)*/
   pp=vector(1,nlstate);          /*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); */
   probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);          ipmx +=1;
            sw += weight[i];
   freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   j1=0;        } /* end of wave */
        } /* end of individual */
   j=cptcoveff;    }else if (mle==4){  /* ml=4 no inter-extrapolation */
   if (cptcovn<1) {j=1;ncodemax[1]=1;}      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
          for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
  for(k1=1; k1<=j;k1++){        for(mi=1; mi<= wav[i]-1; mi++){
     for(i1=1; i1<=ncodemax[k1];i1++){          for (ii=1;ii<=nlstate+ndeath;ii++)
       j1++;            for (j=1;j<=nlstate+ndeath;j++){
                oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       for (i=-1; i<=nlstate+ndeath; i++)                savm[ii][j]=(ii==j ? 1.0 : 0.0);
         for (jk=-1; jk<=nlstate+ndeath; jk++)              }
           for(m=agemin; m <= agemax+3; m++)          for(d=0; d<dh[mi][i]; d++){
             freq[i][jk][m]=0;            newm=savm;
                  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       for (i=1; i<=imx; i++) {            for (kk=1; kk<=cptcovage;kk++) {
         bool=1;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
         if  (cptcovn>0) {            }
           for (z1=1; z1<=cptcoveff; z1++)          
             if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
               bool=0;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
         }            savm=oldm;
         if (bool==1) {            oldm=newm;
           for(m=firstpass; m<=lastpass; m++){          } /* end mult */
             k2=anint[m][i]+(mint[m][i]/12.);        
             if ((k2>=dateprev1) && (k2<=dateprev2)) {          s1=s[mw[mi][i]][i];
               if(agev[m][i]==0) agev[m][i]=agemax+1;          s2=s[mw[mi+1][i]][i];
               if(agev[m][i]==1) agev[m][i]=agemax+2;          if( s2 > nlstate){ 
               freq[s[m][i]][s[m+1][i]][(int)(agev[m][i]+1-((int)calagedate %12)/12.)] += weight[i];            lli=log(out[s1][s2] - savm[s1][s2]);
               freq[s[m][i]][s[m+1][i]][(int)(agemax+3+1)] += weight[i];            }else{
             }            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;
         for(i=(int)agemin; i <= (int)agemax+3; 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]); */
           for(jk=1; jk <=nlstate ; jk++){        } /* end of wave */
             for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)      } /* end of individual */
               pp[jk] += freq[jk][m][i];    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
           }      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
           for(jk=1; jk <=nlstate ; jk++){        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
             for(m=-1, pos=0; m <=0 ; m++)        for(mi=1; mi<= wav[i]-1; mi++){
             pos += freq[jk][m][i];          for (ii=1;ii<=nlstate+ndeath;ii++)
         }            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=0, pp[jk]=0; m <=nlstate+ndeath; m++)            }
              pp[jk] += 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,pos=0; jk <=nlstate ; jk++) pos += pp[jk];            for (kk=1; kk<=cptcovage;kk++) {
               cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
          for(jk=1; jk <=nlstate ; jk++){                      }
            if( i <= (int) agemax){          
              if(pos>=1.e-5){            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
                probs[i][jk][j1]= pp[jk]/pos;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
              }            savm=oldm;
            }            oldm=newm;
          }          } /* end mult */
                  
         }          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];
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   free_vector(pp,1,nlstate);          /*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 Freq */      } /* end of individual */
     } /* End of if */
 /************* Waves Concatenation ***************/    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
     /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
 {    return -l;
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.  }
      Death is a valid wave (if date is known).  
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i  /*************** log-likelihood *************/
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]  double funcone( double *x)
      and mw[mi+1][i]. dh depends on stepm.  {
      */    /* Same as likeli but slower because of a lot of printf and if */
     int i, ii, j, k, mi, d, kk;
   int i, mi, m;    double l, ll[NLSTATEMAX], cov[NCOVMAX];
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;    double **out;
      double sum=0., jmean=0.;*/    double lli; /* Individual log likelihood */
     double llt;
   int j, k=0,jk, ju, jl;    int s1, s2;
   double sum=0.;    double bbh, survp;
   jmin=1e+5;    /*extern weight */
   jmax=-1;    /* We are differentiating ll according to initial status */
   jmean=0.;    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
   for(i=1; i<=imx; i++){    /*for(i=1;i<imx;i++) 
     mi=0;      printf(" %d\n",s[4][i]);
     m=firstpass;    */
     while(s[m][i] <= nlstate){    cov[1]=1.;
       if(s[m][i]>=1)  
         mw[++mi][i]=m;    for(k=1; k<=nlstate; k++) ll[k]=0.;
       if(m >=lastpass)  
         break;    for (i=1,ipmx=0, sw=0.; i<=imx; i++){
       else      for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         m++;      for(mi=1; mi<= wav[i]-1; mi++){
     }/* end while */        for (ii=1;ii<=nlstate+ndeath;ii++)
     if (s[m][i] > nlstate){          for (j=1;j<=nlstate+ndeath;j++){
       mi++;     /* Death is another wave */            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       /* if(mi==0)  never been interviewed correctly before death */            savm[ii][j]=(ii==j ? 1.0 : 0.0);
          /* Only death is a correct wave */          }
       mw[mi][i]=m;        for(d=0; d<dh[mi][i]; d++){
     }          newm=savm;
           cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     wav[i]=mi;          for (kk=1; kk<=cptcovage;kk++) {
     if(mi==0)            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);          }
   }          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
                        1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   for(i=1; i<=imx; i++){          savm=oldm;
     for(mi=1; mi<wav[i];mi++){          oldm=newm;
       if (stepm <=0)        } /* end mult */
         dh[mi][i]=1;        
       else{        s1=s[mw[mi][i]][i];
         if (s[mw[mi+1][i]][i] > nlstate) {        s2=s[mw[mi+1][i]][i];
           if (agedc[i] < 2*AGESUP) {        bbh=(double)bh[mi][i]/(double)stepm; 
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);        /* bias is positive if real duration
           if(j==0) j=1;  /* Survives at least one month after exam */         * is higher than the multiple of stepm and negative otherwise.
           k=k+1;         */
           if (j >= jmax) jmax=j;        if( s2 > nlstate && (mle <5) ){  /* Jackson */
           if (j <= jmin) jmin=j;          lli=log(out[s1][s2] - savm[s1][s2]);
           sum=sum+j;        } else if (mle==1){
           /* if (j<10) printf("j=%d num=%d ",j,i); */          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
           }        } else if(mle==2){
         }          lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
         else{        } else if(mle==3){  /* exponential inter-extrapolation */
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));          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 */
           k=k+1;        } else if (mle==4){  /* mle=4 no inter-extrapolation */
           if (j >= jmax) jmax=j;          lli=log(out[s1][s2]); /* Original formula */
           else if (j <= jmin)jmin=j;        } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
           /*   if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */          lli=log(out[s1][s2]); /* Original formula */
           sum=sum+j;        } /* End of if */
         }        ipmx +=1;
         jk= j/stepm;        sw += weight[i];
         jl= j -jk*stepm;        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         ju= j -(jk+1)*stepm;  /*       printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
         if(jl <= -ju)        if(globpr){
           dh[mi][i]=jk;          fprintf(ficresilk,"%9d %6d %1d %1d %1d %1d %3d %10.6f %6.4f\
         else   %10.6f %10.6f %10.6f ", \
           dh[mi][i]=jk+1;                  num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
         if(dh[mi][i]==0)                  2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
           dh[mi][i]=1; /* At least one step */          for(k=1,llt=0.,l=0.; k<=nlstate; k++){
       }            llt +=ll[k]*gipmx/gsw;
     }            fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
   }          }
   jmean=sum/k;          fprintf(ficresilk," %10.6f\n", -llt);
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);        }
  }      } /* end of wave */
 /*********** Tricode ****************************/    } /* end of individual */
 void tricode(int *Tvar, int **nbcode, int imx)    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
 {    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
   int Ndum[20],ij=1, k, j, i;    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
   int cptcode=0;    if(globpr==0){ /* First time we count the contributions and weights */
   cptcoveff=0;      gipmx=ipmx;
        gsw=sw;
   for (k=0; k<19; k++) Ndum[k]=0;    }
   for (k=1; k<=7; k++) ncodemax[k]=0;    return -l;
   }
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {  
     for (i=1; i<=imx; i++) {  char *subdirf(char fileres[])
       ij=(int)(covar[Tvar[j]][i]);  {
       Ndum[ij]++;    /* Caution optionfilefiname is hidden */
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/    strcpy(tmpout,optionfilefiname);
       if (ij > cptcode) cptcode=ij;    strcat(tmpout,"/"); /* Add to the right */
     }    strcat(tmpout,fileres);
     return tmpout;
     for (i=0; i<=cptcode; i++) {  }
       if(Ndum[i]!=0) ncodemax[j]++;  
     }  char *subdirf2(char fileres[], char *preop)
     ij=1;  {
     
     strcpy(tmpout,optionfilefiname);
     for (i=1; i<=ncodemax[j]; i++) {    strcat(tmpout,"/");
       for (k=0; k<=19; k++) {    strcat(tmpout,preop);
         if (Ndum[k] != 0) {    strcat(tmpout,fileres);
           nbcode[Tvar[j]][ij]=k;    return tmpout;
           ij++;  }
         }  char *subdirf3(char fileres[], char *preop, char *preop2)
         if (ij > ncodemax[j]) break;  {
       }      
     }    strcpy(tmpout,optionfilefiname);
   }      strcat(tmpout,"/");
     strcat(tmpout,preop);
  for (k=0; k<19; k++) Ndum[k]=0;    strcat(tmpout,preop2);
     strcat(tmpout,fileres);
  for (i=1; i<=ncovmodel-2; i++) {    return tmpout;
       ij=Tvar[i];  }
       Ndum[ij]++;  
     }  void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
   {
  ij=1;    /* This routine should help understanding what is done with 
  for (i=1; i<=10; i++) {       the selection of individuals/waves and
    if((Ndum[i]!=0) && (i<=ncov)){       to check the exact contribution to the likelihood.
      Tvaraff[ij]=i;       Plotting could be done.
      ij++;     */
    }    int k;
  }  
      if(*globpri !=0){ /* Just counts and sums, no printings */
     cptcoveff=ij-1;      strcpy(fileresilk,"ilk"); 
 }      strcat(fileresilk,fileres);
       if((ficresilk=fopen(fileresilk,"w"))==NULL) {
 /*********** Health Expectancies ****************/        printf("Problem with resultfile: %s\n", fileresilk);
         fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)      }
 {      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");
   /* Health expectancies */      fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
   int i, j, nhstepm, hstepm, h;      /*  i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
   double age, agelim,hf;      for(k=1; k<=nlstate; k++) 
   double ***p3mat;        fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
        fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
   fprintf(ficreseij,"# Health expectancies\n");    }
   fprintf(ficreseij,"# Age");  
   for(i=1; i<=nlstate;i++)    *fretone=(*funcone)(p);
     for(j=1; j<=nlstate;j++)    if(*globpri !=0){
       fprintf(ficreseij," %1d-%1d",i,j);      fclose(ficresilk);
   fprintf(ficreseij,"\n");      fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
       fflush(fichtm); 
   hstepm=1*YEARM; /*  Every j years of age (in month) */    } 
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    return;
   }
   agelim=AGESUP;  
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */  
     /* nhstepm age range expressed in number of stepm */  /*********** Maximum Likelihood Estimation ***************/
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);  
     /* Typically if 20 years = 20*12/6=40 stepm */  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
     if (stepm >= YEARM) hstepm=1;  {
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */    int i,j, iter;
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    double **xi;
     /* Computed by stepm unit matrices, product of hstepm matrices, stored    double fret;
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */    double fretone; /* Only one call to likelihood */
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);      char filerespow[FILENAMELENGTH];
     xi=matrix(1,npar,1,npar);
     for (i=1;i<=npar;i++)
     for(i=1; i<=nlstate;i++)      for (j=1;j<=npar;j++)
       for(j=1; j<=nlstate;j++)        xi[i][j]=(i==j ? 1.0 : 0.0);
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){    printf("Powell\n");  fprintf(ficlog,"Powell\n");
           eij[i][j][(int)age] +=p3mat[i][j][h];    strcpy(filerespow,"pow"); 
         }    strcat(filerespow,fileres);
        if((ficrespow=fopen(filerespow,"w"))==NULL) {
     hf=1;      printf("Problem with resultfile: %s\n", filerespow);
     if (stepm >= YEARM) hf=stepm/YEARM;      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
     fprintf(ficreseij,"%.0f",age );    }
     for(i=1; i<=nlstate;i++)    fprintf(ficrespow,"# Powell\n# iter -2*LL");
       for(j=1; j<=nlstate;j++){    for (i=1;i<=nlstate;i++)
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);      for(j=1;j<=nlstate+ndeath;j++)
       }        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
     fprintf(ficreseij,"\n");    fprintf(ficrespow,"\n");
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  
   }    powell(p,xi,npar,ftol,&iter,&fret,func);
 }  
     fclose(ficrespow);
 /************ Variance ******************/    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
 void varevsij(char fileres[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)    fprintf(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 of health expectancies */  
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/  }
   double **newm;  
   double **dnewm,**doldm;  /**** Computes Hessian and covariance matrix ***/
   int i, j, nhstepm, hstepm, h;  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
   int k, cptcode;  {
   double *xp;    double  **a,**y,*x,pd;
   double **gp, **gm;    double **hess;
   double ***gradg, ***trgradg;    int i, j,jk;
   double ***p3mat;    int *indx;
   double age,agelim;  
   int theta;    double hessii(double p[], double delta, int theta, double delti[]);
     double hessij(double p[], double delti[], int i, int j);
    fprintf(ficresvij,"# Covariances of life expectancies\n");    void lubksb(double **a, int npar, int *indx, double b[]) ;
   fprintf(ficresvij,"# Age");    void ludcmp(double **a, int npar, int *indx, double *d) ;
   for(i=1; i<=nlstate;i++)  
     for(j=1; j<=nlstate;j++)    hess=matrix(1,npar,1,npar);
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);  
   fprintf(ficresvij,"\n");    printf("\nCalculation of the hessian matrix. Wait...\n");
     fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
   xp=vector(1,npar);    for (i=1;i<=npar;i++){
   dnewm=matrix(1,nlstate,1,npar);      printf("%d",i);fflush(stdout);
   doldm=matrix(1,nlstate,1,nlstate);      fprintf(ficlog,"%d",i);fflush(ficlog);
        hess[i][i]=hessii(p,ftolhess,i,delti);
   hstepm=1*YEARM; /* Every year of age */      /*printf(" %f ",p[i]);*/
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */      /*printf(" %lf ",hess[i][i]);*/
   agelim = AGESUP;    }
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    for (i=1;i<=npar;i++) {
     if (stepm >= YEARM) hstepm=1;      for (j=1;j<=npar;j++)  {
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */        if (j>i) { 
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          printf(".%d%d",i,j);fflush(stdout);
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
     gp=matrix(0,nhstepm,1,nlstate);          hess[i][j]=hessij(p,delti,i,j);
     gm=matrix(0,nhstepm,1,nlstate);          hess[j][i]=hess[i][j];    
           /*printf(" %lf ",hess[i][j]);*/
     for(theta=1; theta <=npar; theta++){        }
       for(i=1; i<=npar; i++){ /* Computes gradient */      }
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    }
       }    printf("\n");
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);      fprintf(ficlog,"\n");
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);  
     printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
       if (popbased==1) {    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
         for(i=1; i<=nlstate;i++)    
           prlim[i][i]=probs[(int)age][i][ij];    a=matrix(1,npar,1,npar);
       }    y=matrix(1,npar,1,npar);
          x=vector(1,npar);
       for(j=1; j<= nlstate; j++){    indx=ivector(1,npar);
         for(h=0; h<=nhstepm; h++){    for (i=1;i<=npar;i++)
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];    ludcmp(a,npar,indx,&pd);
         }  
       }    for (j=1;j<=npar;j++) {
          for (i=1;i<=npar;i++) x[i]=0;
       for(i=1; i<=npar; i++) /* Computes gradient */      x[j]=1;
         xp[i] = x[i] - (i==theta ?delti[theta]:0);      lubksb(a,npar,indx,x);
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);        for (i=1;i<=npar;i++){ 
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);        matcov[i][j]=x[i];
       }
       if (popbased==1) {    }
         for(i=1; i<=nlstate;i++)  
           prlim[i][i]=probs[(int)age][i][ij];    printf("\n#Hessian matrix#\n");
       }    fprintf(ficlog,"\n#Hessian matrix#\n");
     for (i=1;i<=npar;i++) { 
       for(j=1; j<= nlstate; j++){      for (j=1;j<=npar;j++) { 
         for(h=0; h<=nhstepm; h++){        printf("%.3e ",hess[i][j]);
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)        fprintf(ficlog,"%.3e ",hess[i][j]);
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];      }
         }      printf("\n");
       }      fprintf(ficlog,"\n");
     }
       for(j=1; j<= nlstate; j++)  
         for(h=0; h<=nhstepm; h++){    /* Recompute Inverse */
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];    for (i=1;i<=npar;i++)
         }      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
     } /* End theta */    ludcmp(a,npar,indx,&pd);
   
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);    /*  printf("\n#Hessian matrix recomputed#\n");
   
     for(h=0; h<=nhstepm; h++)    for (j=1;j<=npar;j++) {
       for(j=1; j<=nlstate;j++)      for (i=1;i<=npar;i++) x[i]=0;
         for(theta=1; theta <=npar; theta++)      x[j]=1;
           trgradg[h][j][theta]=gradg[h][theta][j];      lubksb(a,npar,indx,x);
       for (i=1;i<=npar;i++){ 
     for(i=1;i<=nlstate;i++)        y[i][j]=x[i];
       for(j=1;j<=nlstate;j++)        printf("%.3e ",y[i][j]);
         vareij[i][j][(int)age] =0.;        fprintf(ficlog,"%.3e ",y[i][j]);
     for(h=0;h<=nhstepm;h++){      }
       for(k=0;k<=nhstepm;k++){      printf("\n");
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);      fprintf(ficlog,"\n");
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);    }
         for(i=1;i<=nlstate;i++)    */
           for(j=1;j<=nlstate;j++)  
             vareij[i][j][(int)age] += doldm[i][j];    free_matrix(a,1,npar,1,npar);
       }    free_matrix(y,1,npar,1,npar);
     }    free_vector(x,1,npar);
     h=1;    free_ivector(indx,1,npar);
     if (stepm >= YEARM) h=stepm/YEARM;    free_matrix(hess,1,npar,1,npar);
     fprintf(ficresvij,"%.0f ",age );  
     for(i=1; i<=nlstate;i++)  
       for(j=1; j<=nlstate;j++){  }
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);  
       }  /*************** hessian matrix ****************/
     fprintf(ficresvij,"\n");  double hessii( double x[], double delta, int theta, double delti[])
     free_matrix(gp,0,nhstepm,1,nlstate);  {
     free_matrix(gm,0,nhstepm,1,nlstate);    int i;
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);    int l=1, lmax=20;
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);    double k1,k2;
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    double p2[NPARMAX+1];
   } /* End age */    double res;
      double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
   free_vector(xp,1,npar);    double fx;
   free_matrix(doldm,1,nlstate,1,npar);    int k=0,kmax=10;
   free_matrix(dnewm,1,nlstate,1,nlstate);    double l1;
   
 }    fx=func(x);
     for (i=1;i<=npar;i++) p2[i]=x[i];
 /************ Variance of prevlim ******************/    for(l=0 ; l <=lmax; l++){
 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)      l1=pow(10,l);
 {      delts=delt;
   /* Variance of prevalence limit */      for(k=1 ; k <kmax; k=k+1){
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/        delt = delta*(l1*k);
   double **newm;        p2[theta]=x[theta] +delt;
   double **dnewm,**doldm;        k1=func(p2)-fx;
   int i, j, nhstepm, hstepm;        p2[theta]=x[theta]-delt;
   int k, cptcode;        k2=func(p2)-fx;
   double *xp;        /*res= (k1-2.0*fx+k2)/delt/delt; */
   double *gp, *gm;        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
   double **gradg, **trgradg;        
   double age,agelim;  #ifdef DEBUG
   int theta;        printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
            fprintf(ficlog,"%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");  #endif
   fprintf(ficresvpl,"# Age");        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
   for(i=1; i<=nlstate;i++)        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
       fprintf(ficresvpl," %1d-%1d",i,i);          k=kmax;
   fprintf(ficresvpl,"\n");        }
         else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
   xp=vector(1,npar);          k=kmax; l=lmax*10.;
   dnewm=matrix(1,nlstate,1,npar);        }
   doldm=matrix(1,nlstate,1,nlstate);        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
            delts=delt;
   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 */    delti[theta]=delts;
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    return res; 
     if (stepm >= YEARM) hstepm=1;    
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */  }
     gradg=matrix(1,npar,1,nlstate);  
     gp=vector(1,nlstate);  double hessij( double x[], double delti[], int thetai,int thetaj)
     gm=vector(1,nlstate);  {
     int i;
     for(theta=1; theta <=npar; theta++){    int l=1, l1, lmax=20;
       for(i=1; i<=npar; i++){ /* Computes gradient */    double k1,k2,k3,k4,res,fx;
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    double p2[NPARMAX+1];
       }    int k;
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);  
       for(i=1;i<=nlstate;i++)    fx=func(x);
         gp[i] = prlim[i][i];    for (k=1; k<=2; k++) {
          for (i=1;i<=npar;i++) p2[i]=x[i];
       for(i=1; i<=npar; i++) /* Computes gradient */      p2[thetai]=x[thetai]+delti[thetai]/k;
         xp[i] = x[i] - (i==theta ?delti[theta]:0);      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);      k1=func(p2)-fx;
       for(i=1;i<=nlstate;i++)    
         gm[i] = prlim[i][i];      p2[thetai]=x[thetai]+delti[thetai]/k;
       p2[thetaj]=x[thetaj]-delti[thetaj]/k;
       for(i=1;i<=nlstate;i++)      k2=func(p2)-fx;
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];    
     } /* End theta */      p2[thetai]=x[thetai]-delti[thetai]/k;
       p2[thetaj]=x[thetaj]+delti[thetaj]/k;
     trgradg =matrix(1,nlstate,1,npar);      k3=func(p2)-fx;
     
     for(j=1; j<=nlstate;j++)      p2[thetai]=x[thetai]-delti[thetai]/k;
       for(theta=1; theta <=npar; theta++)      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
         trgradg[j][theta]=gradg[theta][j];      k4=func(p2)-fx;
       res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
     for(i=1;i<=nlstate;i++)  #ifdef DEBUG
       varpl[i][(int)age] =0.;      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);
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);      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);
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);  #endif
     for(i=1;i<=nlstate;i++)    }
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */    return res;
   }
     fprintf(ficresvpl,"%.0f ",age );  
     for(i=1; i<=nlstate;i++)  /************** Inverse of matrix **************/
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));  void ludcmp(double **a, int n, int *indx, double *d) 
     fprintf(ficresvpl,"\n");  { 
     free_vector(gp,1,nlstate);    int i,imax,j,k; 
     free_vector(gm,1,nlstate);    double big,dum,sum,temp; 
     free_matrix(gradg,1,npar,1,nlstate);    double *vv; 
     free_matrix(trgradg,1,nlstate,1,npar);   
   } /* End age */    vv=vector(1,n); 
     *d=1.0; 
   free_vector(xp,1,npar);    for (i=1;i<=n;i++) { 
   free_matrix(doldm,1,nlstate,1,npar);      big=0.0; 
   free_matrix(dnewm,1,nlstate,1,nlstate);      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"); 
       vv[i]=1.0/big; 
 /************ Variance of one-step probabilities  ******************/    } 
 void varprob(char fileres[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij)    for (j=1;j<=n;j++) { 
 {      for (i=1;i<j;i++) { 
   int i, j;        sum=a[i][j]; 
   int k=0, cptcode;        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
   double **dnewm,**doldm;        a[i][j]=sum; 
   double *xp;      } 
   double *gp, *gm;      big=0.0; 
   double **gradg, **trgradg;      for (i=j;i<=n;i++) { 
   double age,agelim, cov[NCOVMAX];        sum=a[i][j]; 
   int theta;        for (k=1;k<j;k++) 
   char fileresprob[FILENAMELENGTH];          sum -= a[i][k]*a[k][j]; 
         a[i][j]=sum; 
   strcpy(fileresprob,"prob");        if ( (dum=vv[i]*fabs(sum)) >= big) { 
   strcat(fileresprob,fileres);          big=dum; 
   if((ficresprob=fopen(fileresprob,"w"))==NULL) {          imax=i; 
     printf("Problem with resultfile: %s\n", fileresprob);        } 
   }      } 
   printf("Computing variance of one-step probabilities: result on file '%s' \n",fileresprob);      if (j != imax) { 
          for (k=1;k<=n;k++) { 
           dum=a[imax][k]; 
   xp=vector(1,npar);          a[imax][k]=a[j][k]; 
   dnewm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);          a[j][k]=dum; 
   doldm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,(nlstate+ndeath)*(nlstate+ndeath));        } 
          *d = -(*d); 
   cov[1]=1;        vv[imax]=vv[j]; 
   for (age=bage; age<=fage; age ++){      } 
     cov[2]=age;      indx[j]=imax; 
     gradg=matrix(1,npar,1,9);      if (a[j][j] == 0.0) a[j][j]=TINY; 
     trgradg=matrix(1,9,1,npar);      if (j != n) { 
     gp=vector(1,(nlstate+ndeath)*(nlstate+ndeath));        dum=1.0/(a[j][j]); 
     gm=vector(1,(nlstate+ndeath)*(nlstate+ndeath));        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
          } 
     for(theta=1; theta <=npar; theta++){    } 
       for(i=1; i<=npar; i++)    free_vector(vv,1,n);  /* Doesn't work */
         xp[i] = x[i] + (i==theta ?delti[theta]:0);  ;
        } 
       pmij(pmmij,cov,ncovmodel,xp,nlstate);  
      void lubksb(double **a, int n, int *indx, double b[]) 
       k=0;  { 
       for(i=1; i<= (nlstate+ndeath); i++){    int i,ii=0,ip,j; 
         for(j=1; j<=(nlstate+ndeath);j++){    double sum; 
            k=k+1;   
           gp[k]=pmmij[i][j];    for (i=1;i<=n;i++) { 
         }      ip=indx[i]; 
       }      sum=b[ip]; 
       b[ip]=b[i]; 
       for(i=1; i<=npar; i++)      if (ii) 
         xp[i] = x[i] - (i==theta ?delti[theta]:0);        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
          else if (sum) ii=i; 
       b[i]=sum; 
       pmij(pmmij,cov,ncovmodel,xp,nlstate);    } 
       k=0;    for (i=n;i>=1;i--) { 
       for(i=1; i<=(nlstate+ndeath); i++){      sum=b[i]; 
         for(j=1; j<=(nlstate+ndeath);j++){      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
           k=k+1;      b[i]=sum/a[i][i]; 
           gm[k]=pmmij[i][j];    } 
         }  } 
       }  
        /************ Frequencies ********************/
        for(i=1; i<= (nlstate+ndeath)*(nlstate+ndeath); i++)  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)
            gradg[theta][i]=(gp[i]-gm[i])/2./delti[theta];    {  /* Some frequencies */
     }    
     int i, m, jk, k1,i1, j1, bool, z1,z2,j;
      for(j=1; j<=(nlstate+ndeath)*(nlstate+ndeath);j++)    int first;
       for(theta=1; theta <=npar; theta++)    double ***freq; /* Frequencies */
       trgradg[j][theta]=gradg[theta][j];    double *pp, **prop;
      double pos,posprop, k2, dateintsum=0,k2cpt=0;
      matprod2(dnewm,trgradg,1,9,1,npar,1,npar,matcov);    FILE *ficresp;
      matprod2(doldm,dnewm,1,9,1,npar,1,9,gradg);    char fileresp[FILENAMELENGTH];
     
      pmij(pmmij,cov,ncovmodel,x,nlstate);    pp=vector(1,nlstate);
     prop=matrix(1,nlstate,iagemin,iagemax+3);
      k=0;    strcpy(fileresp,"p");
      for(i=1; i<=(nlstate+ndeath); i++){    strcat(fileresp,fileres);
        for(j=1; j<=(nlstate+ndeath);j++){    if((ficresp=fopen(fileresp,"w"))==NULL) {
          k=k+1;      printf("Problem with prevalence resultfile: %s\n", fileresp);
          gm[k]=pmmij[i][j];      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
         }      exit(0);
      }    }
          freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
      /*printf("\n%d ",(int)age);    j1=0;
      for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){    
            j=cptcoveff;
     if (cptcovn<1) {j=1;ncodemax[1]=1;}
        printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));  
      }*/    first=1;
   
   fprintf(ficresprob,"\n%d ",(int)age);    for(k1=1; k1<=j;k1++){
       for(i1=1; i1<=ncodemax[k1];i1++){
   for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){        j1++;
     if (i== 2) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
 if (i== 4) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);          scanf("%d", i);*/
   }        for (i=-1; i<=nlstate+ndeath; i++)  
           for (jk=-1; jk<=nlstate+ndeath; jk++)  
     free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));            for(m=iagemin; m <= iagemax+3; m++)
     free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));              freq[i][jk][m]=0;
     free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);  
     free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);      for (i=1; i<=nlstate; i++)  
 }        for(m=iagemin; m <= iagemax+3; m++)
  free_vector(xp,1,npar);          prop[i][m]=0;
 fclose(ficresprob);        
  exit(0);        dateintsum=0;
 }        k2cpt=0;
         for (i=1; i<=imx; i++) {
 /***********************************************/          bool=1;
 /**************** Main Program *****************/          if  (cptcovn>0) {
 /***********************************************/            for (z1=1; z1<=cptcoveff; z1++) 
               if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
 /*int main(int argc, char *argv[])*/                bool=0;
 int main()          }
 {          if (bool==1){
             for(m=firstpass; m<=lastpass; m++){
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;              k2=anint[m][i]+(mint[m][i]/12.);
   double agedeb, agefin,hf;              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
   double agemin=1.e20, agemax=-1.e20;                if(agev[m][i]==0) agev[m][i]=iagemax+1;
                 if(agev[m][i]==1) agev[m][i]=iagemax+2;
   double fret;                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
   double **xi,tmp,delta;                if (m<lastpass) {
                   freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
   double dum; /* Dummy variable */                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
   double ***p3mat;                }
   int *indx;                
   char line[MAXLINE], linepar[MAXLINE];                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
   char title[MAXLINE];                  dateintsum=dateintsum+k2;
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];                  k2cpt++;
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], fileresf[FILENAMELENGTH];                }
   char filerest[FILENAMELENGTH];                /*}*/
   char fileregp[FILENAMELENGTH];            }
   char popfile[FILENAMELENGTH];          }
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];        }
   int firstobs=1, lastobs=10;         
   int sdeb, sfin; /* Status at beginning and end */        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
   int c,  h , cpt,l;  
   int ju,jl, mi;        if  (cptcovn>0) {
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;          fprintf(ficresp, "\n#********** Variable "); 
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   int mobilav=0,popforecast=0;          fprintf(ficresp, "**********\n#");
   int hstepm, nhstepm;        }
   int *popage;/*boolprev=0 if date and zero if wave*/        for(i=1; i<=nlstate;i++) 
   double jprev1, mprev1,anprev1,jprev2, mprev2,anprev2;          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
         fprintf(ficresp, "\n");
   double bage, fage, age, agelim, agebase;        
   double ftolpl=FTOL;        for(i=iagemin; i <= iagemax+3; i++){
   double **prlim;          if(i==iagemax+3){
   double *severity;            fprintf(ficlog,"Total");
   double ***param; /* Matrix of parameters */          }else{
   double  *p;            if(first==1){
   double **matcov; /* Matrix of covariance */              first=0;
   double ***delti3; /* Scale */              printf("See log file for details...\n");
   double *delti; /* Scale */            }
   double ***eij, ***vareij;            fprintf(ficlog,"Age %d", i);
   double **varpl; /* Variances of prevalence limits by age */          }
   double *epj, vepp;          for(jk=1; jk <=nlstate ; jk++){
   double kk1, kk2;            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
   double *popeffectif,*popcount;              pp[jk] += freq[jk][m][i]; 
   double dateprev1, dateprev2,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,jprojmean,mprojmean,anprojmean, calagedate;          }
   double yp,yp1,yp2;          for(jk=1; jk <=nlstate ; jk++){
             for(m=-1, pos=0; m <=0 ; m++)
   char version[80]="Imach version 64b, May 2001, INED-EUROREVES ";              pos += freq[jk][m][i];
   char *alph[]={"a","a","b","c","d","e"}, str[4];            if(pp[jk]>=1.e-10){
               if(first==1){
               printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
   char z[1]="c", occ;              }
 #include <sys/time.h>              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
 #include <time.h>            }else{
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];              if(first==1)
                  printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
   /* long total_usecs;              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
   struct timeval start_time, end_time;            }
            }
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */  
           for(jk=1; jk <=nlstate ; jk++){
             for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
   printf("\nIMACH, Version 0.7");              pp[jk] += freq[jk][m][i];
   printf("\nEnter the parameter file name: ");          }       
           for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
 #ifdef windows            pos += pp[jk];
   scanf("%s",pathtot);            posprop += prop[jk][i];
   getcwd(pathcd, size);          }
   /*cygwin_split_path(pathtot,path,optionfile);          for(jk=1; jk <=nlstate ; jk++){
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/            if(pos>=1.e-5){
   /* cutv(path,optionfile,pathtot,'\\');*/              if(first==1)
                 printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
 split(pathtot, path,optionfile);              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
   chdir(path);            }else{
   replace(pathc,path);              if(first==1)
 #endif                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
 #ifdef unix              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
   scanf("%s",optionfile);            }
 #endif            if( i <= iagemax){
               if(pos>=1.e-5){
 /*-------- arguments in the command line --------*/                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
                 /*probs[i][jk][j1]= pp[jk]/pos;*/
   strcpy(fileres,"r");                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
   strcat(fileres, optionfile);              }
               else
   /*---------arguments file --------*/                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
             }
   if((ficpar=fopen(optionfile,"r"))==NULL)    {          }
     printf("Problem with optionfile %s\n",optionfile);          
     goto end;          for(jk=-1; jk <=nlstate+ndeath; jk++)
   }            for(m=-1; m <=nlstate+ndeath; m++)
               if(freq[jk][m][i] !=0 ) {
   strcpy(filereso,"o");              if(first==1)
   strcat(filereso,fileres);                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
   if((ficparo=fopen(filereso,"w"))==NULL) {                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
     printf("Problem with Output resultfile: %s\n", filereso);goto end;              }
   }          if(i <= iagemax)
             fprintf(ficresp,"\n");
   /* Reads comments: lines beginning with '#' */          if(first==1)
   while((c=getc(ficpar))=='#' && c!= EOF){            printf("Others in log...\n");
     ungetc(c,ficpar);          fprintf(ficlog,"\n");
     fgets(line, MAXLINE, ficpar);        }
     puts(line);      }
     fputs(line,ficparo);    }
   }    dateintmean=dateintsum/k2cpt; 
   ungetc(c,ficpar);   
     fclose(ficresp);
   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);    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
   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);    free_vector(pp,1,nlstate);
   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);    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
 while((c=getc(ficpar))=='#' && c!= EOF){    /* End of Freq */
     ungetc(c,ficpar);  }
     fgets(line, MAXLINE, ficpar);  
     puts(line);  /************ Prevalence ********************/
     fputs(line,ficparo);  void prevalence(double ***probs, double agemin, double agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, int firstpass, int lastpass)
   }  {  
   ungetc(c,ficpar);    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
         in each health status at the date of interview (if between dateprev1 and dateprev2).
           We still use firstpass and lastpass as another selection.
   covar=matrix(0,NCOVMAX,1,n);    */
   cptcovn=0;   
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
     double ***freq; /* Frequencies */
   ncovmodel=2+cptcovn;    double *pp, **prop;
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */    double pos,posprop; 
      double  y2; /* in fractional years */
   /* Read guess parameters */    int iagemin, iagemax;
   /* Reads comments: lines beginning with '#' */  
   while((c=getc(ficpar))=='#' && c!= EOF){    iagemin= (int) agemin;
     ungetc(c,ficpar);    iagemax= (int) agemax;
     fgets(line, MAXLINE, ficpar);    /*pp=vector(1,nlstate);*/
     puts(line);    prop=matrix(1,nlstate,iagemin,iagemax+3); 
     fputs(line,ficparo);    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
   }    j1=0;
   ungetc(c,ficpar);    
      j=cptcoveff;
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    if (cptcovn<1) {j=1;ncodemax[1]=1;}
     for(i=1; i <=nlstate; i++)    
     for(j=1; j <=nlstate+ndeath-1; j++){    for(k1=1; k1<=j;k1++){
       fscanf(ficpar,"%1d%1d",&i1,&j1);      for(i1=1; i1<=ncodemax[k1];i1++){
       fprintf(ficparo,"%1d%1d",i1,j1);        j1++;
       printf("%1d%1d",i,j);        
       for(k=1; k<=ncovmodel;k++){        for (i=1; i<=nlstate; i++)  
         fscanf(ficpar," %lf",&param[i][j][k]);          for(m=iagemin; m <= iagemax+3; m++)
         printf(" %lf",param[i][j][k]);            prop[i][m]=0.0;
         fprintf(ficparo," %lf",param[i][j][k]);       
       }        for (i=1; i<=imx; i++) { /* Each individual */
       fscanf(ficpar,"\n");          bool=1;
       printf("\n");          if  (cptcovn>0) {
       fprintf(ficparo,"\n");            for (z1=1; z1<=cptcoveff; z1++) 
     }              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
                  bool=0;
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel;          } 
           if (bool==1) { 
   p=param[1][1];            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
                y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
   /* Reads comments: lines beginning with '#' */              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
   while((c=getc(ficpar))=='#' && c!= EOF){                if(agev[m][i]==0) agev[m][i]=iagemax+1;
     ungetc(c,ficpar);                if(agev[m][i]==1) agev[m][i]=iagemax+2;
     fgets(line, MAXLINE, ficpar);                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); 
     puts(line);                if (s[m][i]>0 && s[m][i]<=nlstate) { 
     fputs(line,ficparo);                  /*if(i>4620) printf(" i=%d m=%d s[m][i]=%d (int)agev[m][i]=%d weight[i]=%f prop=%f\n",i,m,s[m][i],(int)agev[m][m],weight[i],prop[s[m][i]][(int)agev[m][i]]);*/
   }                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
   ungetc(c,ficpar);                  prop[s[m][i]][iagemax+3] += weight[i]; 
                 } 
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);              }
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */            } /* end selection of waves */
   for(i=1; i <=nlstate; i++){          }
     for(j=1; j <=nlstate+ndeath-1; j++){        }
       fscanf(ficpar,"%1d%1d",&i1,&j1);        for(i=iagemin; i <= iagemax+3; i++){  
       printf("%1d%1d",i,j);          
       fprintf(ficparo,"%1d%1d",i1,j1);          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
       for(k=1; k<=ncovmodel;k++){            posprop += prop[jk][i]; 
         fscanf(ficpar,"%le",&delti3[i][j][k]);          } 
         printf(" %le",delti3[i][j][k]);  
         fprintf(ficparo," %le",delti3[i][j][k]);          for(jk=1; jk <=nlstate ; jk++){     
       }            if( i <=  iagemax){ 
       fscanf(ficpar,"\n");              if(posprop>=1.e-5){ 
       printf("\n");                probs[i][jk][j1]= prop[jk][i]/posprop;
       fprintf(ficparo,"\n");              } 
     }            } 
   }          }/* end jk */ 
   delti=delti3[1][1];        }/* end i */ 
        } /* end i1 */
   /* Reads comments: lines beginning with '#' */    } /* end k1 */
   while((c=getc(ficpar))=='#' && c!= EOF){    
     ungetc(c,ficpar);    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
     fgets(line, MAXLINE, ficpar);    /*free_vector(pp,1,nlstate);*/
     puts(line);    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
     fputs(line,ficparo);  }  /* End of prevalence */
   }  
   ungetc(c,ficpar);  /************* Waves Concatenation ***************/
    
   matcov=matrix(1,npar,1,npar);  void  concatwav(int wav[], int **dh, int **bh,  int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)
   for(i=1; i <=npar; i++){  {
     fscanf(ficpar,"%s",&str);    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
     printf("%s",str);       Death is a valid wave (if date is known).
     fprintf(ficparo,"%s",str);       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
     for(j=1; j <=i; j++){       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
       fscanf(ficpar," %le",&matcov[i][j]);       and mw[mi+1][i]. dh depends on stepm.
       printf(" %.5le",matcov[i][j]);       */
       fprintf(ficparo," %.5le",matcov[i][j]);  
     }    int i, mi, m;
     fscanf(ficpar,"\n");    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
     printf("\n");       double sum=0., jmean=0.;*/
     fprintf(ficparo,"\n");    int first;
   }    int j, k=0,jk, ju, jl;
   for(i=1; i <=npar; i++)    double sum=0.;
     for(j=i+1;j<=npar;j++)    first=0;
       matcov[i][j]=matcov[j][i];    jmin=1e+5;
        jmax=-1;
   printf("\n");    jmean=0.;
     for(i=1; i<=imx; i++){
       mi=0;
     /*-------- data file ----------*/      m=firstpass;
     if((ficres =fopen(fileres,"w"))==NULL) {      while(s[m][i] <= nlstate){
       printf("Problem with resultfile: %s\n", fileres);goto end;        if(s[m][i]>=1)
     }          mw[++mi][i]=m;
     fprintf(ficres,"#%s\n",version);        if(m >=lastpass)
              break;
     if((fic=fopen(datafile,"r"))==NULL)    {        else
       printf("Problem with datafile: %s\n", datafile);goto end;          m++;
     }      }/* end while */
       if (s[m][i] > nlstate){
     n= lastobs;        mi++;     /* Death is another wave */
     severity = vector(1,maxwav);        /* if(mi==0)  never been interviewed correctly before death */
     outcome=imatrix(1,maxwav+1,1,n);           /* Only death is a correct wave */
     num=ivector(1,n);        mw[mi][i]=m;
     moisnais=vector(1,n);      }
     annais=vector(1,n);  
     moisdc=vector(1,n);      wav[i]=mi;
     andc=vector(1,n);      if(mi==0){
     agedc=vector(1,n);        nbwarn++;
     cod=ivector(1,n);        if(first==0){
     weight=vector(1,n);          printf("Warning! None valid information for:%ld line=%d (skipped) and may be others, see log file\n",num[i],i);
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */          first=1;
     mint=matrix(1,maxwav,1,n);        }
     anint=matrix(1,maxwav,1,n);        if(first==1){
     s=imatrix(1,maxwav+1,1,n);          fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
     adl=imatrix(1,maxwav+1,1,n);            }
     tab=ivector(1,NCOVMAX);      } /* end mi==0 */
     ncodemax=ivector(1,8);    } /* End individuals */
   
     i=1;    for(i=1; i<=imx; i++){
     while (fgets(line, MAXLINE, fic) != NULL)    {      for(mi=1; mi<wav[i];mi++){
       if ((i >= firstobs) && (i <=lastobs)) {        if (stepm <=0)
                  dh[mi][i]=1;
         for (j=maxwav;j>=1;j--){        else{
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
           strcpy(line,stra);            if (agedc[i] < 2*AGESUP) {
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);              j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);              if(j==0) j=1;  /* Survives at least one month after exam */
         }              else if(j<0){
                        nberr++;
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); 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,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);                j=1; /* Temporary Dangerous patch */
                 printf("   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview.\n  You MUST fix the contradiction between dates.\n",stepm);
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);                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]);
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);                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,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);              k=k+1;
         for (j=ncov;j>=1;j--){              if (j >= jmax) jmax=j;
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);              if (j <= jmin) jmin=j;
         }              sum=sum+j;
         num[i]=atol(stra);              /*if (j<0) printf("j=%d num=%d \n",j,i);*/
                      /*    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)){            }
           printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/          }
           else{
         i=i+1;            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);*/
     }            k=k+1;
     /* printf("ii=%d", ij);            if (j >= jmax) jmax=j;
        scanf("%d",i);*/            else if (j <= jmin)jmin=j;
   imx=i-1; /* Number of individuals */            /*        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]);*/
   /* for (i=1; i<=imx; i++){            if(j<0){
     if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;              nberr++;
     if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;              printf("Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
     if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;              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]);
     }            }
             sum=sum+j;
     for (i=1; i<=imx; i++)          }
     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]));*/          jk= j/stepm;
           jl= j -jk*stepm;
   /* Calculation of the number of parameter from char model*/          ju= j -(jk+1)*stepm;
   Tvar=ivector(1,15);          if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
   Tprod=ivector(1,15);            if(jl==0){
   Tvaraff=ivector(1,15);              dh[mi][i]=jk;
   Tvard=imatrix(1,15,1,2);              bh[mi][i]=0;
   Tage=ivector(1,15);                  }else{ /* We want a negative bias in order to only have interpolation ie
                        * at the price of an extra matrix product in likelihood */
   if (strlen(model) >1){              dh[mi][i]=jk+1;
     j=0, j1=0, k1=1, k2=1;              bh[mi][i]=ju;
     j=nbocc(model,'+');            }
     j1=nbocc(model,'*');          }else{
     cptcovn=j+1;            if(jl <= -ju){
     cptcovprod=j1;              dh[mi][i]=jk;
                  bh[mi][i]=jl;       /* bias is positive if real duration
                                       * is higher than the multiple of stepm and negative otherwise.
     strcpy(modelsav,model);                                   */
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){            }
       printf("Error. Non available option model=%s ",model);            else{
       goto end;              dh[mi][i]=jk+1;
     }              bh[mi][i]=ju;
                }
     for(i=(j+1); i>=1;i--){            if(dh[mi][i]==0){
       cutv(stra,strb,modelsav,'+');              dh[mi][i]=1; /* At least one step */
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);              bh[mi][i]=ju; /* At least one step */
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/              /*  printf(" bh=%d ju=%d jl=%d dh=%d jk=%d stepm=%d %d\n",bh[mi][i],ju,jl,dh[mi][i],jk,stepm,i);*/
       /*scanf("%d",i);*/            }
       if (strchr(strb,'*')) {          } /* end if mle */
         cutv(strd,strc,strb,'*');        }
         if (strcmp(strc,"age")==0) {      } /* end wave */
           cptcovprod--;    }
           cutv(strb,stre,strd,'V');    jmean=sum/k;
           Tvar[i]=atoi(stre);    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
           cptcovage++;    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
             Tage[cptcovage]=i;   }
             /*printf("stre=%s ", stre);*/  
         }  /*********** Tricode ****************************/
         else if (strcmp(strd,"age")==0) {  void tricode(int *Tvar, int **nbcode, int imx)
           cptcovprod--;  {
           cutv(strb,stre,strc,'V');    
           Tvar[i]=atoi(stre);    int Ndum[20],ij=1, k, j, i, maxncov=19;
           cptcovage++;    int cptcode=0;
           Tage[cptcovage]=i;    cptcoveff=0; 
         }   
         else {    for (k=0; k<maxncov; k++) Ndum[k]=0;
           cutv(strb,stre,strc,'V');    for (k=1; k<=7; k++) ncodemax[k]=0;
           Tvar[i]=ncov+k1;  
           cutv(strb,strc,strd,'V');    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
           Tprod[k1]=i;      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
           Tvard[k1][1]=atoi(strc);                                 modality*/ 
           Tvard[k1][2]=atoi(stre);        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
           Tvar[cptcovn+k2]=Tvard[k1][1];        Ndum[ij]++; /*store the modality */
           Tvar[cptcovn+k2+1]=Tvard[k1][2];        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
           for (k=1; k<=lastobs;k++)        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
             covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];                                         Tvar[j]. If V=sex and male is 0 and 
           k1++;                                         female is 1, then  cptcode=1.*/
           k2=k2+2;      }
         }  
       }      for (i=0; i<=cptcode; i++) {
       else {        if(Ndum[i]!=0) ncodemax[j]++; /* Nomber of modalities of the j th covariates. In fact ncodemax[j]=2 (dichotom. variables) but it can be more */
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/      }
        /*  scanf("%d",i);*/  
       cutv(strd,strc,strb,'V');      ij=1; 
       Tvar[i]=atoi(strc);      for (i=1; i<=ncodemax[j]; i++) {
       }        for (k=0; k<= maxncov; k++) {
       strcpy(modelsav,stra);            if (Ndum[k] != 0) {
       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);            nbcode[Tvar[j]][ij]=k; 
         scanf("%d",i);*/            /* 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; */
     }            
 }            ij++;
            }
   /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);          if (ij > ncodemax[j]) break; 
   printf("cptcovprod=%d ", cptcovprod);        }  
   scanf("%d ",i);*/      } 
     fclose(fic);    }  
   
     /*  if(mle==1){*/   for (k=0; k< maxncov; k++) Ndum[k]=0;
     if (weightopt != 1) { /* Maximisation without weights*/  
       for(i=1;i<=n;i++) weight[i]=1.0;   for (i=1; i<=ncovmodel-2; i++) { 
     }     /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
     /*-calculation of age at interview from date of interview and age at death -*/     ij=Tvar[i];
     agev=matrix(1,maxwav,1,imx);     Ndum[ij]++;
    }
    for (i=1; i<=imx; i++)  
      for(m=2; (m<= maxwav); m++)   ij=1;
        if ((mint[m][i]== 99) && (s[m][i] <= nlstate)){   for (i=1; i<= maxncov; i++) {
          anint[m][i]=9999;     if((Ndum[i]!=0) && (i<=ncovcol)){
          s[m][i]=-1;       Tvaraff[ij]=i; /*For printing */
        }       ij++;
         }
     for (i=1; i<=imx; i++)  {   }
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);   
       for(m=1; (m<= maxwav); m++){   cptcoveff=ij-1; /*Number of simple covariates*/
         if(s[m][i] >0){  }
           if (s[m][i] == nlstate+1) {  
             if(agedc[i]>0)  /*********** Health Expectancies ****************/
               if(moisdc[i]!=99 && andc[i]!=9999)  
               agev[m][i]=agedc[i];  void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij, int estepm,double delti[],double **matcov )
             else {  
               if (andc[i]!=9999){  {
               printf("Warning negative age at death: %d line:%d\n",num[i],i);    /* Health expectancies */
               agev[m][i]=-1;    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
               }    double age, agelim, hf;
             }    double ***p3mat,***varhe;
           }    double **dnewm,**doldm;
           else if(s[m][i] !=9){ /* Should no more exist */    double *xp;
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);    double **gp, **gm;
             if(mint[m][i]==99 || anint[m][i]==9999)    double ***gradg, ***trgradg;
               agev[m][i]=1;    int theta;
             else if(agev[m][i] <agemin){  
               agemin=agev[m][i];    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/    xp=vector(1,npar);
             }    dnewm=matrix(1,nlstate*nlstate,1,npar);
             else if(agev[m][i] >agemax){    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
               agemax=agev[m][i];    
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/    fprintf(ficreseij,"# Health expectancies\n");
             }    fprintf(ficreseij,"# Age");
             /*agev[m][i]=anint[m][i]-annais[i];*/    for(i=1; i<=nlstate;i++)
             /*   agev[m][i] = age[i]+2*m;*/      for(j=1; j<=nlstate;j++)
           }        fprintf(ficreseij," %1d-%1d (SE)",i,j);
           else { /* =9 */    fprintf(ficreseij,"\n");
             agev[m][i]=1;  
             s[m][i]=-1;    if(estepm < stepm){
           }      printf ("Problem %d lower than %d\n",estepm, stepm);
         }    }
         else /*= 0 Unknown */    else  hstepm=estepm;   
           agev[m][i]=1;    /* We compute the life expectancy from trapezoids spaced every estepm months
       }     * This is mainly to measure the difference between two models: for example
         * if stepm=24 months pijx are given only every 2 years and by summing them
     }     * we are calculating an estimate of the Life Expectancy assuming a linear 
     for (i=1; i<=imx; i++)  {     * progression in between and thus overestimating or underestimating according
       for(m=1; (m<= maxwav); m++){     * to the curvature of the survival function. If, for the same date, we 
         if (s[m][i] > (nlstate+ndeath)) {     * estimate the model with stepm=1 month, we can keep estepm to 24 months
           printf("Error: Wrong value in nlstate or ndeath\n");       * to compare the new estimate of Life expectancy with the same linear 
           goto end;     * hypothesis. A more precise result, taking into account a more precise
         }     * curvature will be obtained if estepm is as small as stepm. */
       }  
     }    /* 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. 
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);       nhstepm is the number of hstepm from age to agelim 
        nstepm is the number of stepm from age to agelin. 
     free_vector(severity,1,maxwav);       Look at hpijx to understand the reason of that which relies in memory size
     free_imatrix(outcome,1,maxwav+1,1,n);       and note for a fixed period like estepm months */
     free_vector(moisnais,1,n);    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
     free_vector(annais,1,n);       survival function given by stepm (the optimization length). Unfortunately it
     /* free_matrix(mint,1,maxwav,1,n);       means that if the survival funtion is printed only each two years of age and if
        free_matrix(anint,1,maxwav,1,n);*/       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
     free_vector(moisdc,1,n);       results. So we changed our mind and took the option of the best precision.
     free_vector(andc,1,n);    */
     hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
      
     wav=ivector(1,imx);    agelim=AGESUP;
     dh=imatrix(1,lastpass-firstpass+1,1,imx);    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
     mw=imatrix(1,lastpass-firstpass+1,1,imx);      /* nhstepm age range expressed in number of stepm */
          nstepm=(int) rint((agelim-age)*YEARM/stepm); 
     /* Concatenates waves */      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);      /* if (stepm >= YEARM) hstepm=1;*/
       nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
       p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
       Tcode=ivector(1,100);      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);      gp=matrix(0,nhstepm,1,nlstate*nlstate);
       ncodemax[1]=1;      gm=matrix(0,nhstepm,1,nlstate*nlstate);
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);  
            /* Computed by stepm unit matrices, product of hstepm matrices, stored
    codtab=imatrix(1,100,1,10);         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
    h=0;      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
    m=pow(2,cptcoveff);   
    
    for(k=1;k<=cptcoveff; k++){      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
      for(i=1; i <=(m/pow(2,k));i++){  
        for(j=1; j <= ncodemax[k]; j++){      /* Computing Variances of health expectancies */
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){  
            h++;       for(theta=1; theta <=npar; theta++){
            if (h>m) h=1;codtab[h][k]=j;        for(i=1; i<=npar; i++){ 
          }          xp[i] = x[i] + (i==theta ?delti[theta]:0);
        }        }
      }        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
    }    
            cptj=0;
    /* Calculates basic frequencies. Computes observed prevalence at single age        for(j=1; j<= nlstate; j++){
        and prints on file fileres'p'. */          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.;
     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(i=1; i<=npar; i++) 
     /* For Powell, parameters are in a vector p[] starting at p[1]          xp[i] = x[i] - (i==theta ?delti[theta]:0);
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */        
         cptj=0;
     if(mle==1){        for(j=1; j<= nlstate; j++){
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);          for(i=1;i<=nlstate;i++){
     }            cptj=cptj+1;
                for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
     /*--------- results files --------------*/  
     fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate, ndeath, maxwav, mle,weightopt,model);              gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
              }
           }
    jk=1;        }
    fprintf(ficres,"# Parameters\n");        for(j=1; j<= nlstate*nlstate; j++)
    printf("# Parameters\n");          for(h=0; h<=nhstepm-1; h++){
    for(i=1,jk=1; i <=nlstate; i++){            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
      for(k=1; k <=(nlstate+ndeath); k++){          }
        if (k != i)       } 
          {     
            printf("%d%d ",i,k);  /* End theta */
            fprintf(ficres,"%1d%1d ",i,k);  
            for(j=1; j <=ncovmodel; j++){       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
              printf("%f ",p[jk]);  
              fprintf(ficres,"%f ",p[jk]);       for(h=0; h<=nhstepm-1; h++)
              jk++;        for(j=1; j<=nlstate*nlstate;j++)
            }          for(theta=1; theta <=npar; theta++)
            printf("\n");            trgradg[h][j][theta]=gradg[h][theta][j];
            fprintf(ficres,"\n");       
          }  
      }       for(i=1;i<=nlstate*nlstate;i++)
    }        for(j=1;j<=nlstate*nlstate;j++)
  if(mle==1){          varhe[i][j][(int)age] =0.;
     /* Computing hessian and covariance matrix */  
     ftolhess=ftol; /* Usually correct */       printf("%d|",(int)age);fflush(stdout);
     hesscov(matcov, p, npar, delti, ftolhess, func);       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
  }       for(h=0;h<=nhstepm-1;h++){
     fprintf(ficres,"# Scales\n");        for(k=0;k<=nhstepm-1;k++){
     printf("# Scales\n");          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
      for(i=1,jk=1; i <=nlstate; i++){          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
       for(j=1; j <=nlstate+ndeath; j++){          for(i=1;i<=nlstate*nlstate;i++)
         if (j!=i) {            for(j=1;j<=nlstate*nlstate;j++)
           fprintf(ficres,"%1d%1d",i,j);              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
           printf("%1d%1d",i,j);        }
           for(k=1; k<=ncovmodel;k++){      }
             printf(" %.5e",delti[jk]);      /* Computing expectancies */
             fprintf(ficres," %.5e",delti[jk]);      for(i=1; i<=nlstate;i++)
             jk++;        for(j=1; j<=nlstate;j++)
           }          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
           printf("\n");            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
           fprintf(ficres,"\n");            
         }  /* 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]);*/
       }  
      }          }
      
     k=1;      fprintf(ficreseij,"%3.0f",age );
     fprintf(ficres,"# Covariance\n");      cptj=0;
     printf("# Covariance\n");      for(i=1; i<=nlstate;i++)
     for(i=1;i<=npar;i++){        for(j=1; j<=nlstate;j++){
       /*  if (k>nlstate) k=1;          cptj++;
       i1=(i-1)/(ncovmodel*nlstate)+1;          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);        }
       printf("%s%d%d",alph[k],i1,tab[i]);*/      fprintf(ficreseij,"\n");
       fprintf(ficres,"%3d",i);     
       printf("%3d",i);      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
       for(j=1; j<=i;j++){      free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
         fprintf(ficres," %.5e",matcov[i][j]);      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
         printf(" %.5e",matcov[i][j]);      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
       }      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
       fprintf(ficres,"\n");    }
       printf("\n");    printf("\n");
       k++;    fprintf(ficlog,"\n");
     }  
        free_vector(xp,1,npar);
     while((c=getc(ficpar))=='#' && c!= EOF){    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
       ungetc(c,ficpar);    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
       fgets(line, MAXLINE, ficpar);    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
       puts(line);  }
       fputs(line,ficparo);  
     }  /************ 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)
    {
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);    /* Variance of health expectancies */
        /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
     if (fage <= 2) {    /* double **newm;*/
       bage = agemin;    double **dnewm,**doldm;
       fage = agemax;    double **dnewmp,**doldmp;
     }    int i, j, nhstepm, hstepm, h, nstepm ;
     int k, cptcode;
     fprintf(ficres,"# agemin agemax for life expectancy.\n");    double *xp;
     double **gp, **gm;  /* for var eij */
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);    double ***gradg, ***trgradg; /*for var eij */
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);    double **gradgp, **trgradgp; /* for var p point j */
      double *gpp, *gmp; /* for var p point j */
     while((c=getc(ficpar))=='#' && c!= EOF){    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
     ungetc(c,ficpar);    double ***p3mat;
     fgets(line, MAXLINE, ficpar);    double age,agelim, hf;
     puts(line);    double ***mobaverage;
     fputs(line,ficparo);    int theta;
   }    char digit[4];
   ungetc(c,ficpar);    char digitp[25];
    
   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);    char fileresprobmorprev[FILENAMELENGTH];
   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);    if(popbased==1){
            if(mobilav!=0)
   while((c=getc(ficpar))=='#' && c!= EOF){        strcpy(digitp,"-populbased-mobilav-");
     ungetc(c,ficpar);      else strcpy(digitp,"-populbased-nomobil-");
     fgets(line, MAXLINE, ficpar);    }
     puts(line);    else 
     fputs(line,ficparo);      strcpy(digitp,"-stablbased-");
   }  
   ungetc(c,ficpar);    if (mobilav!=0) {
        mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
    dateprev1=anprev1+mprev1/12.+jprev1/365.;        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
    dateprev2=anprev2+mprev2/12.+jprev2/365.;        printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
   fscanf(ficpar,"pop_based=%d\n",&popbased);    }
    fprintf(ficparo,"pop_based=%d\n",popbased);    
    fprintf(ficres,"pop_based=%d\n",popbased);      strcpy(fileresprobmorprev,"prmorprev"); 
     sprintf(digit,"%-d",ij);
   while((c=getc(ficpar))=='#' && c!= EOF){    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
     ungetc(c,ficpar);    strcat(fileresprobmorprev,digit); /* Tvar to be done */
     fgets(line, MAXLINE, ficpar);    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
     puts(line);    strcat(fileresprobmorprev,fileres);
     fputs(line,ficparo);    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
   }      printf("Problem with resultfile: %s\n", fileresprobmorprev);
   ungetc(c,ficpar);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
   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);    }
 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);    printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
 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);    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);
  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2);    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
     for(j=nlstate+1; j<=(nlstate+ndeath);j++){
  /*------------ gnuplot -------------*/      fprintf(ficresprobmorprev," p.%-d SE",j);
 chdir(pathcd);      for(i=1; i<=nlstate;i++)
   if((ficgp=fopen("graph.plt","w"))==NULL) {        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
     printf("Problem with file graph.gp");goto end;    }  
   }    fprintf(ficresprobmorprev,"\n");
 #ifdef windows    fprintf(ficgp,"\n# Routine varevsij");
   fprintf(ficgp,"cd \"%s\" \n",pathc);    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");
 #endif    fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
 m=pow(2,cptcoveff);  /*   } */
      varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
  /* 1eme*/  
   for (cpt=1; cpt<= nlstate ; cpt ++) {    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");
    for (k1=1; k1<= m ; k1 ++) {    fprintf(ficresvij,"# Age");
     for(i=1; i<=nlstate;i++)
 #ifdef windows      for(j=1; j<=nlstate;j++)
     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);        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
 #endif    fprintf(ficresvij,"\n");
 #ifdef unix  
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);    xp=vector(1,npar);
 #endif    dnewm=matrix(1,nlstate,1,npar);
     doldm=matrix(1,nlstate,1,nlstate);
 for (i=1; i<= nlstate ; i ++) {    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   else fprintf(ficgp," \%%*lf (\%%*lf)");  
 }    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);    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\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);      printf ("Problem %d lower than %d\n",estepm, stepm);
      for (i=1; i<= nlstate ; i ++) {    }
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    else  hstepm=estepm;   
   else fprintf(ficgp," \%%*lf (\%%*lf)");    /* For example we decided to compute the life expectancy with the smallest unit */
 }      /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));       nhstepm is the number of hstepm from age to agelim 
 #ifdef unix       nstepm is the number of stepm from age to agelin. 
 fprintf(ficgp,"\nset ter gif small size 400,300");       Look at hpijx to understand the reason of that which relies in memory size
 #endif       and note for a fixed period like k years */
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
    }       survival function given by stepm (the optimization length). Unfortunately it
   }       means that if the survival funtion is printed every two years of age and if
   /*2 eme*/       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
        results. So we changed our mind and took the option of the best precision.
   for (k1=1; k1<= m ; k1 ++) {    */
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
        agelim = AGESUP;
     for (i=1; i<= nlstate+1 ; i ++) {    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       k=2*i;      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
       for (j=1; j<= nlstate+1 ; j ++) {      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
   else fprintf(ficgp," \%%*lf (\%%*lf)");      gp=matrix(0,nhstepm,1,nlstate);
 }        gm=matrix(0,nhstepm,1,nlstate);
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");  
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);  
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);      for(theta=1; theta <=npar; theta++){
       for (j=1; j<= nlstate+1 ; j ++) {        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");          xp[i] = x[i] + (i==theta ?delti[theta]:0);
         else fprintf(ficgp," \%%*lf (\%%*lf)");        }
 }          hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
       fprintf(ficgp,"\" t\"\" w l 0,");        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);  
       for (j=1; j<= nlstate+1 ; j ++) {        if (popbased==1) {
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");          if(mobilav ==0){
   else fprintf(ficgp," \%%*lf (\%%*lf)");            for(i=1; i<=nlstate;i++)
 }                prlim[i][i]=probs[(int)age][i][ij];
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");          }else{ /* mobilav */ 
       else fprintf(ficgp,"\" t\"\" w l 0,");            for(i=1; i<=nlstate;i++)
     }              prlim[i][i]=mobaverage[(int)age][i][ij];
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);          }
   }        }
      
   /*3eme*/        for(j=1; j<= nlstate; j++){
           for(h=0; h<=nhstepm; h++){
   for (k1=1; k1<= m ; k1 ++) {            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
     for (cpt=1; cpt<= nlstate ; cpt ++) {              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
       k=2+nlstate*(cpt-1);          }
       fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",agemin,fage,fileres,k1-1,k1-1,k,cpt);        }
       for (i=1; i< nlstate ; i ++) {        /* This for computing probability of death (h=1 means
         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);           computed over hstepm matrices product = hstepm*stepm months) 
       }           as a weighted average of prlim.
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);        */
     }        for(j=nlstate+1;j<=nlstate+ndeath;j++){
   }          for(i=1,gpp[j]=0.; i<= nlstate; i++)
              gpp[j] += prlim[i][i]*p3mat[i][j][1];
   /* CV preval stat */        }    
   for (k1=1; k1<= m ; k1 ++) {        /* end probability of death */
     for (cpt=1; cpt<nlstate ; cpt ++) {  
       k=3;        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
       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/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);          xp[i] = x[i] - (i==theta ?delti[theta]:0);
       for (i=1; i< nlstate ; i ++)        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         fprintf(ficgp,"+$%d",k+i+1);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);   
              if (popbased==1) {
       l=3+(nlstate+ndeath)*cpt;          if(mobilav ==0){
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);            for(i=1; i<=nlstate;i++)
       for (i=1; i< nlstate ; i ++) {              prlim[i][i]=probs[(int)age][i][ij];
         l=3+(nlstate+ndeath)*cpt;          }else{ /* mobilav */ 
         fprintf(ficgp,"+$%d",l+i+1);            for(i=1; i<=nlstate;i++)
       }              prlim[i][i]=mobaverage[(int)age][i][ij];
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);            }
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);        }
     }  
   }          for(j=1; j<= nlstate; j++){
           for(h=0; h<=nhstepm; h++){
   /* proba elementaires */            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
    for(i=1,jk=1; i <=nlstate; i++){              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
     for(k=1; k <=(nlstate+ndeath); k++){          }
       if (k != i) {        }
         for(j=1; j <=ncovmodel; j++){        /* This for computing probability of death (h=1 means
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/           computed over hstepm matrices product = hstepm*stepm months) 
           /*fprintf(ficgp,"%s",alph[1]);*/           as a weighted average of prlim.
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);        */
           jk++;        for(j=nlstate+1;j<=nlstate+ndeath;j++){
           fprintf(ficgp,"\n");          for(i=1,gmp[j]=0.; i<= nlstate; i++)
         }           gmp[j] += prlim[i][i]*p3mat[i][j][1];
       }        }    
     }        /* end probability of death */
     }  
         for(j=1; j<= nlstate; j++) /* vareij */
   for(jk=1; jk <=m; jk++) {          for(h=0; h<=nhstepm; h++){
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
    i=1;          }
    for(k2=1; k2<=nlstate; k2++) {  
      k3=i;        for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
      for(k=1; k<=(nlstate+ndeath); k++) {          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
        if (k != k2){        }
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);  
 ij=1;      } /* End theta */
         for(j=3; j <=ncovmodel; j++) {  
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
             fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);  
             ij++;      for(h=0; h<=nhstepm; h++) /* veij */
           }        for(j=1; j<=nlstate;j++)
           else          for(theta=1; theta <=npar; theta++)
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);            trgradg[h][j][theta]=gradg[h][theta][j];
         }  
           fprintf(ficgp,")/(1");      for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
                for(theta=1; theta <=npar; theta++)
         for(k1=1; k1 <=nlstate; k1++){            trgradgp[j][theta]=gradgp[theta][j];
           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++){      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {      for(i=1;i<=nlstate;i++)
             fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);        for(j=1;j<=nlstate;j++)
             ij++;          vareij[i][j][(int)age] =0.;
           }  
           else      for(h=0;h<=nhstepm;h++){
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);        for(k=0;k<=nhstepm;k++){
           }          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
           fprintf(ficgp,")");          matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
         }          for(i=1;i<=nlstate;i++)
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);            for(j=1;j<=nlstate;j++)
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");              vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
         i=i+ncovmodel;        }
        }      }
      }    
    }      /* pptj */
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);      matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
   }      matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
          for(j=nlstate+1;j<=nlstate+ndeath;j++)
   fclose(ficgp);        for(i=nlstate+1;i<=nlstate+ndeath;i++)
   /* end gnuplot */          varppt[j][i]=doldmp[j][i];
          /* end ppptj */
 chdir(path);      /*  x centered again */
          hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
     free_ivector(wav,1,imx);      prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);   
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);        if (popbased==1) {
     free_ivector(num,1,n);        if(mobilav ==0){
     free_vector(agedc,1,n);          for(i=1; i<=nlstate;i++)
     /*free_matrix(covar,1,NCOVMAX,1,n);*/            prlim[i][i]=probs[(int)age][i][ij];
     fclose(ficparo);        }else{ /* mobilav */ 
     fclose(ficres);          for(i=1; i<=nlstate;i++)
     /*  }*/            prlim[i][i]=mobaverage[(int)age][i][ij];
            }
    /*________fin mle=1_________*/      }
                   
       /* This for computing probability of death (h=1 means
           computed over hstepm (estepm) matrices product = hstepm*stepm months) 
     /* No more information from the sample is required now */         as a weighted average of prlim.
   /* Reads comments: lines beginning with '#' */      */
   while((c=getc(ficpar))=='#' && c!= EOF){      for(j=nlstate+1;j<=nlstate+ndeath;j++){
     ungetc(c,ficpar);        for(i=1,gmp[j]=0.;i<= nlstate; i++) 
     fgets(line, MAXLINE, ficpar);          gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
     puts(line);      }    
     fputs(line,ficparo);      /* end probability of death */
   }  
   ungetc(c,ficpar);      fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
        for(j=nlstate+1; j<=(nlstate+ndeath);j++){
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);        fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);        for(i=1; i<=nlstate;i++){
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);          fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
 /*--------- index.htm --------*/        }
       } 
   strcpy(optionfilehtm,optionfile);      fprintf(ficresprobmorprev,"\n");
   strcat(optionfilehtm,".htm");  
   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {      fprintf(ficresvij,"%.0f ",age );
     printf("Problem with %s \n",optionfilehtm);goto end;      for(i=1; i<=nlstate;i++)
   }        for(j=1; j<=nlstate;j++){
           fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
  fprintf(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.7 </font> <hr size=\"2\" color=\"#EC5E5E\">        }
 Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>      fprintf(ficresvij,"\n");
 Total number of observations=%d <br>      free_matrix(gp,0,nhstepm,1,nlstate);
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>      free_matrix(gm,0,nhstepm,1,nlstate);
 <hr  size=\"2\" color=\"#EC5E5E\">      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
 <li>Outputs files<br><br>\n      free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>    } /* End age */
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>    free_vector(gpp,nlstate+1,nlstate+ndeath);
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>    free_vector(gmp,nlstate+1,nlstate+ndeath);
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>    free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>    free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>    fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>    /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br>    fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
         - Prevalences and population forecasting: <a href=\"f%s\">f%s</a> <br>  /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
 <br>",title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,jmin,jmax,jmean,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
   /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
  fprintf(fichtm," <li>Graphs</li><p>");    fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
     fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
  m=cptcoveff;    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",subdirf(fileresprobmorprev));
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}    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);
  j1=0;    /*  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);
  for(k1=1; k1<=m;k1++){  */
    for(i1=1; i1<=ncodemax[k1];i1++){  /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
        j1++;    fprintf(ficgp,"\nset out \"%s%s.png\";replot;\n",subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
        if (cptcovn > 0) {  
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");    free_vector(xp,1,npar);
          for (cpt=1; cpt<=cptcoveff;cpt++)    free_matrix(doldm,1,nlstate,1,nlstate);
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);    free_matrix(dnewm,1,nlstate,1,npar);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");    free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
        }    free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>    free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);        if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
        for(cpt=1; cpt<nlstate;cpt++){    fclose(ficresprobmorprev);
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>    fflush(ficgp);
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);    fflush(fichtm); 
        }  }  /* end varevsij */
     for(cpt=1; cpt<=nlstate;cpt++) {  
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident  /************ Variance of prevlim ******************/
 interval) in state (%d): v%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=\"v%s%d%d.gif\">",cpt,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,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>    double **newm;
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);    double **dnewm,**doldm;
      }    int i, j, nhstepm, hstepm;
      fprintf(fichtm,"\n<br>- Total life expectancy by age and    int k, cptcode;
 health expectancies in states (1) and (2): e%s%d.gif<br>    double *xp;
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);    double *gp, *gm;
 fprintf(fichtm,"\n</body>");    double **gradg, **trgradg;
    }    double age,agelim;
  }    int theta;
 fclose(fichtm);     
     fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
   /*--------------- Prevalence limit --------------*/    fprintf(ficresvpl,"# Age");
      for(i=1; i<=nlstate;i++)
   strcpy(filerespl,"pl");        fprintf(ficresvpl," %1d-%1d",i,i);
   strcat(filerespl,fileres);    fprintf(ficresvpl,"\n");
   if((ficrespl=fopen(filerespl,"w"))==NULL) {  
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;    xp=vector(1,npar);
   }    dnewm=matrix(1,nlstate,1,npar);
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);    doldm=matrix(1,nlstate,1,nlstate);
   fprintf(ficrespl,"#Prevalence limit\n");    
   fprintf(ficrespl,"#Age ");    hstepm=1*YEARM; /* Every year of age */
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);    hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
   fprintf(ficrespl,"\n");    agelim = AGESUP;
      for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
   prlim=matrix(1,nlstate,1,nlstate);      nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      if (stepm >= YEARM) hstepm=1;
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      gradg=matrix(1,npar,1,nlstate);
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      gp=vector(1,nlstate);
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */      gm=vector(1,nlstate);
   k=0;  
   agebase=agemin;      for(theta=1; theta <=npar; theta++){
   agelim=agemax;        for(i=1; i<=npar; i++){ /* Computes gradient */
   ftolpl=1.e-10;          xp[i] = x[i] + (i==theta ?delti[theta]:0);
   i1=cptcoveff;        }
   if (cptcovn < 1){i1=1;}        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(i=1;i<=nlstate;i++)
   for(cptcov=1;cptcov<=i1;cptcov++){          gp[i] = prlim[i][i];
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){      
         k=k+1;        for(i=1; i<=npar; i++) /* Computes gradient */
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/          xp[i] = x[i] - (i==theta ?delti[theta]:0);
         fprintf(ficrespl,"\n#******");        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(j=1;j<=cptcoveff;j++)        for(i=1;i<=nlstate;i++)
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);          gm[i] = prlim[i][i];
         fprintf(ficrespl,"******\n");  
                for(i=1;i<=nlstate;i++)
         for (age=agebase; age<=agelim; age++){          gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);      } /* End theta */
           fprintf(ficrespl,"%.0f",age );  
           for(i=1; i<=nlstate;i++)      trgradg =matrix(1,nlstate,1,npar);
           fprintf(ficrespl," %.5f", prlim[i][i]);  
           fprintf(ficrespl,"\n");      for(j=1; j<=nlstate;j++)
         }        for(theta=1; theta <=npar; theta++)
       }          trgradg[j][theta]=gradg[theta][j];
     }  
   fclose(ficrespl);      for(i=1;i<=nlstate;i++)
         varpl[i][(int)age] =0.;
   /*------------- h Pij x at various ages ------------*/      matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
        matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);      for(i=1;i<=nlstate;i++)
   if((ficrespij=fopen(filerespij,"w"))==NULL) {        varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;  
   }      fprintf(ficresvpl,"%.0f ",age );
   printf("Computing pij: result on file '%s' \n", filerespij);      for(i=1; i<=nlstate;i++)
          fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
   stepsize=(int) (stepm+YEARM-1)/YEARM;      fprintf(ficresvpl,"\n");
   /*if (stepm<=24) stepsize=2;*/      free_vector(gp,1,nlstate);
       free_vector(gm,1,nlstate);
   agelim=AGESUP;      free_matrix(gradg,1,npar,1,nlstate);
   hstepm=stepsize*YEARM; /* Every year of age */      free_matrix(trgradg,1,nlstate,1,npar);
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */    } /* End age */
    
   k=0;    free_vector(xp,1,npar);
   for(cptcov=1;cptcov<=i1;cptcov++){    free_matrix(doldm,1,nlstate,1,npar);
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    free_matrix(dnewm,1,nlstate,1,nlstate);
       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]]);  /************ Variance of one-step probabilities  ******************/
         fprintf(ficrespij,"******\n");  void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
          {
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */    int i, j=0,  i1, k1, l1, t, tj;
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    int k2, l2, j1,  z1;
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    int k=0,l, cptcode;
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    int first=1, first1;
           oldm=oldms;savm=savms;    double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);      double **dnewm,**doldm;
           fprintf(ficrespij,"# Age");    double *xp;
           for(i=1; i<=nlstate;i++)    double *gp, *gm;
             for(j=1; j<=nlstate+ndeath;j++)    double **gradg, **trgradg;
               fprintf(ficrespij," %1d-%1d",i,j);    double **mu;
           fprintf(ficrespij,"\n");    double age,agelim, cov[NCOVMAX];
           for (h=0; h<=nhstepm; h++){    double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );    int theta;
             for(i=1; i<=nlstate;i++)    char fileresprob[FILENAMELENGTH];
               for(j=1; j<=nlstate+ndeath;j++)    char fileresprobcov[FILENAMELENGTH];
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);    char fileresprobcor[FILENAMELENGTH];
             fprintf(ficrespij,"\n");  
           }    double ***varpij;
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  
           fprintf(ficrespij,"\n");    strcpy(fileresprob,"prob"); 
         }    strcat(fileresprob,fileres);
     }    if((ficresprob=fopen(fileresprob,"w"))==NULL) {
   }      printf("Problem with resultfile: %s\n", fileresprob);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
   /* varprob(fileres, matcov, p, delti, nlstate, (int) bage, (int) fage,k);*/    }
     strcpy(fileresprobcov,"probcov"); 
   fclose(ficrespij);    strcat(fileresprobcov,fileres);
     if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
   if(stepm == 1) {      printf("Problem with resultfile: %s\n", fileresprobcov);
   /*---------- Forecasting ------------------*/      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
   calagedate=(anproj1+mproj1/12.+jproj1/365.-dateintmean)*YEARM;    }
     strcpy(fileresprobcor,"probcor"); 
   /*printf("calage= %f", calagedate);*/    strcat(fileresprobcor,fileres);
      if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
   prevalence(agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2, calagedate);      printf("Problem with resultfile: %s\n", fileresprobcor);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
     }
   strcpy(fileresf,"f");    printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
   strcat(fileresf,fileres);    fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
   if((ficresf=fopen(fileresf,"w"))==NULL) {    printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     printf("Problem with forecast resultfile: %s\n", fileresf);goto end;    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);
   printf("Computing forecasting: result on file '%s' \n", fileresf);    fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     
   free_matrix(mint,1,maxwav,1,n);    fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
   free_matrix(anint,1,maxwav,1,n);    fprintf(ficresprob,"# Age");
   free_matrix(agev,1,maxwav,1,imx);    fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
   /* Mobile average */    fprintf(ficresprobcov,"# Age");
     fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
   if (cptcoveff==0) ncodemax[cptcoveff]=1;    fprintf(ficresprobcov,"# Age");
   
   if (mobilav==1) {  
     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);    for(i=1; i<=nlstate;i++)
     for (agedeb=bage+3; agedeb<=fage-2; agedeb++)      for(j=1; j<=(nlstate+ndeath);j++){
       for (i=1; i<=nlstate;i++)        fprintf(ficresprob," p%1d-%1d (SE)",i,j);
         for (cptcod=1;cptcod<=ncodemax[cptcov];cptcod++)        fprintf(ficresprobcov," p%1d-%1d ",i,j);
           mobaverage[(int)agedeb][i][cptcod]=0.;        fprintf(ficresprobcor," p%1d-%1d ",i,j);
          }  
     for (agedeb=bage+4; agedeb<=fage; agedeb++){   /* fprintf(ficresprob,"\n");
       for (i=1; i<=nlstate;i++){    fprintf(ficresprobcov,"\n");
         for (cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){    fprintf(ficresprobcor,"\n");
           for (cpt=0;cpt<=4;cpt++){   */
             mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]+probs[(int)agedeb-cpt][i][cptcod];   xp=vector(1,npar);
           }    dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
           mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]/5;    doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
         }    mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
       }    varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
     }      first=1;
   }    fprintf(ficgp,"\n# Routine varprob");
     fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
   stepsize=(int) (stepm+YEARM-1)/YEARM;    fprintf(fichtm,"\n");
   if (stepm<=12) stepsize=1;  
     fprintf(fichtm,"\n<li><h4> <a href=\"%s\">Computing matrix of variance-covariance of step probabilities</a></h4></li>\n",optionfilehtmcov);
   agelim=AGESUP;    fprintf(fichtmcov,"\n<h4>Computing matrix of variance-covariance of step probabilities</h4>\n\
   /*hstepm=stepsize*YEARM; *//* Every year of age */    file %s<br>\n",optionfilehtmcov);
   hstepm=1;    fprintf(fichtmcov,"\nEllipsoids of confidence centered on point (p<inf>ij</inf>, p<inf>kl</inf>) are estimated\
   hstepm=hstepm/stepm; /* Typically 2 years, = 2 years/6 months = 4 */  and drawn. It helps understanding how is the covariance between two incidences.\
   yp1=modf(dateintmean,&yp);   They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
   anprojmean=yp;    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. \
   yp2=modf((yp1*12),&yp);  It can be understood this way: if pij and pkl where uncorrelated the (2x2) matrix of covariance \
   mprojmean=yp;  would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 \
   yp1=modf((yp2*30.5),&yp);  standard deviations wide on each axis. <br>\
   jprojmean=yp;   Now, if both incidences are correlated (usual case) we diagonalised the inverse of the covariance matrix\
   if(jprojmean==0) jprojmean=1;   and made the appropriate rotation to look at the uncorrelated principal directions.<br>\
   if(mprojmean==0) jprojmean=1;  To be simple, these graphs help to understand the significativity of each parameter in relation to a second other one.<br> \n");
   
   fprintf(ficresf,"# Estimated date of observed prevalence: %.lf/%.lf/%.lf ",jprojmean,mprojmean,anprojmean);    cov[1]=1;
     tj=cptcoveff;
   if (popforecast==1) {    if (cptcovn<1) {tj=1;ncodemax[1]=1;}
     if((ficpop=fopen(popfile,"r"))==NULL)    {    j1=0;
       printf("Problem with population file : %s\n",popfile);goto end;    for(t=1; t<=tj;t++){
     }      for(i1=1; i1<=ncodemax[t];i1++){ 
     popage=ivector(0,AGESUP);        j1++;
     popeffectif=vector(0,AGESUP);        if  (cptcovn>0) {
     popcount=vector(0,AGESUP);          fprintf(ficresprob, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
     i=1;            fprintf(ficresprob, "**********\n#\n");
     while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF)          fprintf(ficresprobcov, "\n#********** Variable "); 
       {          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
         i=i+1;          fprintf(ficresprobcov, "**********\n#\n");
       }          
     imx=i;          fprintf(ficgp, "\n#********** Variable "); 
              for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
     for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];          fprintf(ficgp, "**********\n#\n");
   }          
           
   for(cptcov=1;cptcov<=i1;cptcov++){          fprintf(fichtm, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
     for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){          for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
       k=k+1;          fprintf(fichtm, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
       fprintf(ficresf,"\n#******");          
       for(j=1;j<=cptcoveff;j++) {          fprintf(ficresprobcor, "\n#********** Variable ");    
         fprintf(ficresf," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
       }          fprintf(ficresprobcor, "**********\n#");    
       fprintf(ficresf,"******\n");        }
       fprintf(ficresf,"# StartingAge FinalAge");        
       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficresf," P.%d",j);        for (age=bage; age<=fage; age ++){ 
       if (popforecast==1)  fprintf(ficresf," [Population]");          cov[2]=age;
              for (k=1; k<=cptcovn;k++) {
       for (cpt=0; cpt<4;cpt++) {            cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
         fprintf(ficresf,"\n");          }
         fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+cpt);            for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
           for (k=1; k<=cptcovprod;k++)
         for (agedeb=(fage-((int)calagedate %12/12.)); agedeb>=(bage-((int)calagedate %12)/12.); agedeb--){ /* If stepm=6 months */            cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
         nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm);          
         nhstepm = nhstepm/hstepm;          gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
         /*printf("agedeb=%.lf stepm=%d hstepm=%d nhstepm=%d \n",agedeb,stepm,hstepm,nhstepm);*/          trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
           gp=vector(1,(nlstate)*(nlstate+ndeath));
         p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          gm=vector(1,(nlstate)*(nlstate+ndeath));
         oldm=oldms;savm=savms;      
         hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);            for(theta=1; theta <=npar; theta++){
                    for(i=1; i<=npar; i++)
         for (h=0; h<=nhstepm; h++){              xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
           if (h==(int) (calagedate+YEARM*cpt)) {            
             fprintf(ficresf,"\n %.f ",agedeb+h*hstepm/YEARM*stepm);            pmij(pmmij,cov,ncovmodel,xp,nlstate);
           }            
           for(j=1; j<=nlstate+ndeath;j++) {            k=0;
             kk1=0.;kk2=0;            for(i=1; i<= (nlstate); i++){
             for(i=1; i<=nlstate;i++) {                      for(j=1; j<=(nlstate+ndeath);j++){
               if (mobilav==1)                k=k+1;
                 kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];                gp[k]=pmmij[i][j];
               else {              }
                 kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];            }
                 /* fprintf(ficresf," p3=%.3f p=%.3f ", p3mat[i][j][h], probs[(int)(agedeb)+1][i][cptcod]);*/            
               }            for(i=1; i<=npar; i++)
               xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
               if (popforecast==1) kk2=kk1*popeffectif[(int)agedeb];      
             }            pmij(pmmij,cov,ncovmodel,xp,nlstate);
                      k=0;
             if (h==(int)(calagedate+12*cpt)){            for(i=1; i<=(nlstate); i++){
               fprintf(ficresf," %.3f", kk1);              for(j=1; j<=(nlstate+ndeath);j++){
                              k=k+1;
               if (popforecast==1) fprintf(ficresf," [%.f]", kk2);                gm[k]=pmmij[i][j];
             }              }
           }            }
         }       
         free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);            for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
       }              gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
       }          }
     }  
   }          for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
   if (mobilav==1) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);            for(theta=1; theta <=npar; theta++)
   if (popforecast==1) {              trgradg[j][theta]=gradg[theta][j];
     free_ivector(popage,0,AGESUP);          
     free_vector(popeffectif,0,AGESUP);          matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
     free_vector(popcount,0,AGESUP);          matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
   }          free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
   free_imatrix(s,1,maxwav+1,1,n);          free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
   free_vector(weight,1,n);          free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
   fclose(ficresf);          free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
   }/* End forecasting */  
   else{          pmij(pmmij,cov,ncovmodel,x,nlstate);
     erreur=108;          
     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);          k=0;
   }          for(i=1; i<=(nlstate); i++){
             for(j=1; j<=(nlstate+ndeath);j++){
   /*---------- Health expectancies and variances ------------*/              k=k+1;
               mu[k][(int) age]=pmmij[i][j];
   strcpy(filerest,"t");            }
   strcat(filerest,fileres);          }
   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;            for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
   }              varpij[i][j][(int)age] = doldm[i][j];
   printf("Computing Total LEs with variances: file '%s' \n", filerest);  
           /*printf("\n%d ",(int)age);
             for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
   strcpy(filerese,"e");            printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
   strcat(filerese,fileres);            fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
   if((ficreseij=fopen(filerese,"w"))==NULL) {            }*/
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);  
   }          fprintf(ficresprob,"\n%d ",(int)age);
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);          fprintf(ficresprobcov,"\n%d ",(int)age);
           fprintf(ficresprobcor,"\n%d ",(int)age);
  strcpy(fileresv,"v");  
   strcat(fileresv,fileres);          for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
   if((ficresvij=fopen(fileresv,"w"))==NULL) {            fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);          for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
   }            fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);            fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
           }
   k=0;          i=0;
   for(cptcov=1;cptcov<=i1;cptcov++){          for (k=1; k<=(nlstate);k++){
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){            for (l=1; l<=(nlstate+ndeath);l++){ 
       k=k+1;              i=i++;
       fprintf(ficrest,"\n#****** ");              fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
       for(j=1;j<=cptcoveff;j++)              fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
         fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);              for (j=1; j<=i;j++){
       fprintf(ficrest,"******\n");                fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
                 fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
       fprintf(ficreseij,"\n#****** ");              }
       for(j=1;j<=cptcoveff;j++)            }
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);          }/* end of loop for state */
       fprintf(ficreseij,"******\n");        } /* end of loop for age */
   
       fprintf(ficresvij,"\n#****** ");        /* Confidence intervalle of pij  */
       for(j=1;j<=cptcoveff;j++)        /*
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);          fprintf(ficgp,"\nset noparametric;unset label");
       fprintf(ficresvij,"******\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");
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);          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);
       oldm=oldms;savm=savms;          fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);            fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);          fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
       oldm=oldms;savm=savms;        */
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);  
              /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");        first1=1;
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);        for (k2=1; k2<=(nlstate);k2++){
       fprintf(ficrest,"\n");          for (l2=1; l2<=(nlstate+ndeath);l2++){ 
                    if(l2==k2) continue;
       hf=1;            j=(k2-1)*(nlstate+ndeath)+l2;
       if (stepm >= YEARM) hf=stepm/YEARM;            for (k1=1; k1<=(nlstate);k1++){
       epj=vector(1,nlstate+1);              for (l1=1; l1<=(nlstate+ndeath);l1++){ 
       for(age=bage; age <=fage ;age++){                if(l1==k1) continue;
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);                i=(k1-1)*(nlstate+ndeath)+l1;
         if (popbased==1) {                if(i<=j) continue;
           for(i=1; i<=nlstate;i++)                for (age=bage; age<=fage; age ++){ 
             prlim[i][i]=probs[(int)age][i][k];                  if ((int)age %5==0){
         }                    v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
                            v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
         fprintf(ficrest," %.0f",age);                    cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){                    mu1=mu[i][(int) age]/stepm*YEARM ;
           for(i=1, epj[j]=0.;i <=nlstate;i++) {                    mu2=mu[j][(int) age]/stepm*YEARM;
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];                    c12=cv12/sqrt(v1*v2);
           }                    /* Computing eigen value of matrix of covariance */
           epj[nlstate+1] +=epj[j];                    lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
         }                    lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
         for(i=1, vepp=0.;i <=nlstate;i++)                    /* Eigen vectors */
           for(j=1;j <=nlstate;j++)                    v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
             vepp += vareij[i][j][(int)age];                    /*v21=sqrt(1.-v11*v11); *//* error */
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));                    v21=(lc1-v1)/cv12*v11;
         for(j=1;j <=nlstate;j++){                    v12=-v21;
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));                    v22=v11;
         }                    tnalp=v21/v11;
         fprintf(ficrest,"\n");                    if(first1==1){
       }                      first1=0;
     }                      printf("%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tang %.3f\nOthers in log...\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
   }                    }
                            fprintf(ficlog,"%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tan %.3f\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                            /*printf(fignu*/
                     /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
                     /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
  fclose(ficreseij);                    if(first==1){
  fclose(ficresvij);                      first=0;
   fclose(ficrest);                      fprintf(ficgp,"\nset parametric;unset label");
   fclose(ficpar);                      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);
   free_vector(epj,1,nlstate+1);                      fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
   /*  scanf("%d ",i); */                      fprintf(fichtmcov,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
    :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
   /*------- Variance limit prevalence------*/    %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
 strcpy(fileresvpl,"vpl");                              subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
   strcat(fileresvpl,fileres);                      fprintf(fichtmcov,"\n<br><img src=\"%s%d%1d%1d-%1d%1d.png\"> ",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {                      fprintf(fichtmcov,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);                      fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
     exit(0);                      fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
   }                      fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);                      fprintf(ficgp,"\nplot [-pi:pi] %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
  k=0;                              mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
  for(cptcov=1;cptcov<=i1;cptcov++){                    }else{
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){                      first=0;
      k=k+1;                      fprintf(fichtmcov," %d (%.3f),",(int) age, c12);
      fprintf(ficresvpl,"\n#****** ");                      fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
      for(j=1;j<=cptcoveff;j++)                      fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
        fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);                      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",\
      fprintf(ficresvpl,"******\n");                              mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                                    mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
      varpl=matrix(1,nlstate,(int) bage, (int) fage);                    }/* if first */
      oldm=oldms;savm=savms;                  } /* age mod 5 */
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);                } /* end loop age */
    }                fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
  }                first=1;
               } /*l12 */
   fclose(ficresvpl);            } /* k12 */
           } /*l1 */
   /*---------- End : free ----------------*/        }/* k1 */
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);      } /* loop covariates */
      }
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);    free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);    free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
      free_vector(xp,1,npar);
      fclose(ficresprob);
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);    fclose(ficresprobcov);
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);    fclose(ficresprobcor);
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);    fflush(ficgp);
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);    fflush(fichtmcov);
    }
   free_matrix(matcov,1,npar,1,npar);  
   free_vector(delti,1,npar);  
    /******************* Printing html file ***********/
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);  void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
   if(erreur >0)                    int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
     printf("End of Imach with error %d\n",erreur);                    int popforecast, int estepm ,\
   else   printf("End of Imach\n");                    double jprev1, double mprev1,double anprev1, \
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */                    double jprev2, double mprev2,double anprev2){
      int jj1, k1, i1, cpt;
   /* 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);*/    /*char optionfilehtm[FILENAMELENGTH];*/
   /*printf("Total time was %d uSec.\n", total_usecs);*/  /*   if((fichtm=fopen(optionfilehtm,"a"))==NULL)    { */
   /*------ End -----------*/  /*     printf("Problem with %s \n",optionfilehtm), exit(0); */
   /*     fprintf(ficlog,"Problem with %s \n",optionfilehtm), exit(0); */
   /*   } */
  end:  
 #ifdef windows     fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n \
  chdir(pathcd);   - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"%s\">%s</a> <br>\n \
 #endif   - 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 \
  system("..\\gp37mgw\\wgnuplot graph.plt");   - Life expectancies by age and initial health status (estepm=%2d months): \
      <a href=\"%s\">%s</a> <br>\n</li>", \
 #ifdef windows             jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,subdirf2(fileres,"p"),subdirf2(fileres,"p"),\
   while (z[0] != 'q') {             stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"),\
     chdir(pathcd);             subdirf2(fileres,"pl"),subdirf2(fileres,"pl"),\
     printf("\nType e to edit output files, c to start again, and q for exiting: ");             estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
     scanf("%s",z);  
     if (z[0] == 'c') system("./imach");  fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
     else if (z[0] == 'e') {  
       chdir(path);   m=cptcoveff;
       system(optionfilehtm);   if (cptcovn < 1) {m=1;ncodemax[1]=1;}
     }  
     else if (z[0] == 'q') exit(0);   jj1=0;
   }   for(k1=1; k1<=m;k1++){
 #endif     for(i1=1; i1<=ncodemax[k1];i1++){
 }       jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        /* Pij */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i, %d (stepm) months before: %s%d1.png<br> \
   <img src=\"%s%d1.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1);     
        /* Quasi-incidences */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months\
    before but expressed in per year i.e. quasi incidences if stepm is small and probabilities too: %s%d2.png<br> \
   <img src=\"%s%d2.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1); 
          /* Stable prevalence in each health state */
          for(cpt=1; cpt<nlstate;cpt++){
            fprintf(fichtm,"<br>- Stable prevalence in each health state : p%s%d%d.png<br> \
   <img src=\"%s%d%d.png\">",subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1);
          }
        for(cpt=1; cpt<=nlstate;cpt++) {
           fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): %s%d%d.png <br> \
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"exp"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,jj1);
        }
        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.1.92


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