Diff for /imach/src/imach.c between versions 1.22 and 1.84

version 1.22, 2002/02/22 17:54:20 version 1.84, 2003/06/13 21:44:43
Line 1 Line 1
 /* $Id$  /* $Id$
    Interpolate Markov Chain    $State$
     $Log$
   Short summary of the programme:    Revision 1.84  2003/06/13 21:44:43  brouard
      * imach.c (Repository): Replace "freqsummary" at a correct
   This program computes Healthy Life Expectancies from    place. It differs from routine "prevalence" which may be called
   cross-longitudinal data. Cross-longitudinal data consist in: -1- a    many times. Probs is memory consuming and must be used with
   first survey ("cross") where individuals from different ages are    parcimony.
   interviewed on their health status or degree of disability (in the    Version 0.95a2 (should output exactly the same maximization than 0.8a2)
   case of a health survey which is our main interest) -2- at least a  
   second wave of interviews ("longitudinal") which measure each change    Revision 1.83  2003/06/10 13:39:11  lievre
   (if any) in individual health status.  Health expectancies are    *** empty log message ***
   computed from the time spent in each health state according to a  
   model. More health states you consider, more time is necessary to reach the    Revision 1.82  2003/06/05 15:57:20  brouard
   Maximum Likelihood of the parameters involved in the model.  The    Add log in  imach.c and  fullversion number is now printed.
   simplest model is the multinomial logistic model where pij is the  
   probabibility to be observed in state j at the second wave  */
   conditional to be observed in state i at the first wave. Therefore  /*
   the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where     Interpolated Markov Chain
   'age' is age and 'sex' is a covariate. If you want to have a more  
   complex model than "constant and age", you should modify the program    Short summary of the programme:
   where the markup *Covariates have to be included here again* invites    
   you to do it.  More covariates you add, slower the    This program computes Healthy Life Expectancies from
   convergence.    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
     first survey ("cross") where individuals from different ages are
   The advantage of this computer programme, compared to a simple    interviewed on their health status or degree of disability (in the
   multinomial logistic model, is clear when the delay between waves is not    case of a health survey which is our main interest) -2- at least a
   identical for each individual. Also, if a individual missed an    second wave of interviews ("longitudinal") which measure each change
   intermediate interview, the information is lost, but taken into    (if any) in individual health status.  Health expectancies are
   account using an interpolation or extrapolation.      computed from the time spent in each health state according to a
     model. More health states you consider, more time is necessary to reach the
   hPijx is the probability to be observed in state i at age x+h    Maximum Likelihood of the parameters involved in the model.  The
   conditional to the observed state i at age x. The delay 'h' can be    simplest model is the multinomial logistic model where pij is the
   split into an exact number (nh*stepm) of unobserved intermediate    probability to be observed in state j at the second wave
   states. This elementary transition (by month or quarter trimester,    conditional to be observed in state i at the first wave. Therefore
   semester or year) is model as a multinomial logistic.  The hPx    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
   matrix is simply the matrix product of nh*stepm elementary matrices    'age' is age and 'sex' is a covariate. If you want to have a more
   and the contribution of each individual to the likelihood is simply    complex model than "constant and age", you should modify the program
   hPijx.    where the markup *Covariates have to be included here again* invites
     you to do it.  More covariates you add, slower the
   Also this programme outputs the covariance matrix of the parameters but also    convergence.
   of the life expectancies. It also computes the prevalence limits.  
      The advantage of this computer programme, compared to a simple
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    multinomial logistic model, is clear when the delay between waves is not
            Institut national d'études démographiques, Paris.    identical for each individual. Also, if a individual missed an
   This software have been partly granted by Euro-REVES, a concerted action    intermediate interview, the information is lost, but taken into
   from the European Union.    account using an interpolation or extrapolation.  
   It is copyrighted identically to a GNU software product, ie programme and  
   software can be distributed freely for non commercial use. Latest version    hPijx is the probability to be observed in state i at age x+h
   can be accessed at http://euroreves.ined.fr/imach .    conditional to the observed state i at age x. The delay 'h' can be
   **********************************************************************/    split into an exact number (nh*stepm) of unobserved intermediate
      states. This elementary transition (by month, quarter,
 #include <math.h>    semester or year) is modelled as a multinomial logistic.  The hPx
 #include <stdio.h>    matrix is simply the matrix product of nh*stepm elementary matrices
 #include <stdlib.h>    and the contribution of each individual to the likelihood is simply
 #include <unistd.h>    hPijx.
   
 #define MAXLINE 256    Also this programme outputs the covariance matrix of the parameters but also
 #define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"    of the life expectancies. It also computes the stable prevalence. 
 #define FILENAMELENGTH 80    
 /*#define DEBUG*/    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
 #define windows             Institut national d'études démographiques, Paris.
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    This software have been partly granted by Euro-REVES, a concerted action
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */    from the European Union.
     It is copyrighted identically to a GNU software product, ie programme and
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    software can be distributed freely for non commercial use. Latest version
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    can be accessed at http://euroreves.ined.fr/imach .
   
 #define NINTERVMAX 8    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */    
 #define NCOVMAX 8 /* Maximum number of covariates */    **********************************************************************/
 #define MAXN 20000  /*
 #define YEARM 12. /* Number of months per year */    main
 #define AGESUP 130    read parameterfile
 #define AGEBASE 40    read datafile
     concatwav
     freqsummary
 int erreur; /* Error number */    if (mle >= 1)
 int nvar;      mlikeli
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;    print results files
 int npar=NPARMAX;    if mle==1 
 int nlstate=2; /* Number of live states */       computes hessian
 int ndeath=1; /* Number of dead states */    read end of parameter file: agemin, agemax, bage, fage, estepm
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */        begin-prev-date,...
 int popbased=0;    open gnuplot file
     open html file
 int *wav; /* Number of waves for this individuual 0 is possible */    stable prevalence
 int maxwav; /* Maxim number of waves */     for age prevalim()
 int jmin, jmax; /* min, max spacing between 2 waves */    h Pij x
 int mle, weightopt;    variance of p varprob
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */    forecasting if prevfcast==1 prevforecast call prevalence()
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */    health expectancies
 double jmean; /* Mean space between 2 waves */    Variance-covariance of DFLE
 double **oldm, **newm, **savm; /* Working pointers to matrices */    prevalence()
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */     movingaverage()
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf;    varevsij() 
 FILE *ficgp, *fichtm,*ficresprob,*ficpop;    if popbased==1 varevsij(,popbased)
 FILE *ficreseij;    total life expectancies
   char filerese[FILENAMELENGTH];    Variance of stable prevalence
  FILE  *ficresvij;   end
   char fileresv[FILENAMELENGTH];  */
  FILE  *ficresvpl;  
   char fileresvpl[FILENAMELENGTH];  
   
 #define NR_END 1   
 #define FREE_ARG char*  #include <math.h>
 #define FTOL 1.0e-10  #include <stdio.h>
   #include <stdlib.h>
 #define NRANSI  #include <unistd.h>
 #define ITMAX 200  
   #define MAXLINE 256
 #define TOL 2.0e-4  #define GNUPLOTPROGRAM "gnuplot"
   /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
 #define CGOLD 0.3819660  #define FILENAMELENGTH 80
 #define ZEPS 1.0e-10  /*#define DEBUG*/
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);  #define windows
   #define GLOCK_ERROR_NOPATH              -1      /* empty path */
 #define GOLD 1.618034  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
 #define GLIMIT 100.0  
 #define TINY 1.0e-20  #define MAXPARM 30 /* Maximum number of parameters for the optimization */
   #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
 static double maxarg1,maxarg2;  
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))  #define NINTERVMAX 8
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
    #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))  #define NCOVMAX 8 /* Maximum number of covariates */
 #define rint(a) floor(a+0.5)  #define MAXN 20000
   #define YEARM 12. /* Number of months per year */
 static double sqrarg;  #define AGESUP 130
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)  #define AGEBASE 40
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}  #ifdef windows
   #define DIRSEPARATOR '\\'
 int imx;  #define ODIRSEPARATOR '/'
 int stepm;  #else
 /* Stepm, step in month: minimum step interpolation*/  #define DIRSEPARATOR '/'
   #define ODIRSEPARATOR '\\'
 int m,nb;  #endif
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;  
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;  /* $Id$ */
 double **pmmij, ***probs, ***mobaverage;  /* $State$ */
 double dateintmean=0;  
   char version[]="Imach version 0.95a2, June 2003, INED-EUROREVES ";
 double *weight;  char fullversion[]="$Revision$ $Date$"; 
 int **s; /* Status */  int erreur; /* Error number */
 double *agedc, **covar, idx;  int nvar;
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
   int npar=NPARMAX;
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */  int nlstate=2; /* Number of live states */
 double ftolhess; /* Tolerance for computing hessian */  int ndeath=1; /* Number of dead states */
   int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
 /**************** split *************************/  int popbased=0;
 static  int split( char *path, char *dirc, char *name, char *ext, char *finame )  
 {  int *wav; /* Number of waves for this individuual 0 is possible */
    char *s;                             /* pointer */  int maxwav; /* Maxim number of waves */
    int  l1, l2;                         /* length counters */  int jmin, jmax; /* min, max spacing between 2 waves */
   int mle, weightopt;
    l1 = strlen( path );                 /* length of path */  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
 #ifdef windows  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
    s = strrchr( path, '\\' );           /* find last / */             * wave mi and wave mi+1 is not an exact multiple of stepm. */
 #else  double jmean; /* Mean space between 2 waves */
    s = strrchr( path, '/' );            /* find last / */  double **oldm, **newm, **savm; /* Working pointers to matrices */
 #endif  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
    if ( s == NULL ) {                   /* no directory, so use current */  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
 #if     defined(__bsd__)                /* get current working directory */  FILE *ficlog, *ficrespow;
       extern char       *getwd( );  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
   FILE *ficresprobmorprev;
       if ( getwd( dirc ) == NULL ) {  FILE *fichtm; /* Html File */
 #else  FILE *ficreseij;
       extern char       *getcwd( );  char filerese[FILENAMELENGTH];
   FILE  *ficresvij;
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {  char fileresv[FILENAMELENGTH];
 #endif  FILE  *ficresvpl;
          return( GLOCK_ERROR_GETCWD );  char fileresvpl[FILENAMELENGTH];
       }  char title[MAXLINE];
       strcpy( name, path );             /* we've got it */  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
    } else {                             /* strip direcotry from path */  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
       s++;                              /* after this, the filename */  
       l2 = strlen( s );                 /* length of filename */  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );  char filelog[FILENAMELENGTH]; /* Log file */
       strcpy( name, s );                /* save file name */  char filerest[FILENAMELENGTH];
       strncpy( dirc, path, l1 - l2 );   /* now the directory */  char fileregp[FILENAMELENGTH];
       dirc[l1-l2] = 0;                  /* add zero */  char popfile[FILENAMELENGTH];
    }  
    l1 = strlen( dirc );                 /* length of directory */  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];
 #ifdef windows  
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  #define NR_END 1
 #else  #define FREE_ARG char*
    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }  #define FTOL 1.0e-10
 #endif  
    s = strrchr( name, '.' );            /* find last / */  #define NRANSI 
    s++;  #define ITMAX 200 
    strcpy(ext,s);                       /* save extension */  
    l1= strlen( name);  #define TOL 2.0e-4 
    l2= strlen( s)+1;  
    strncpy( finame, name, l1-l2);  #define CGOLD 0.3819660 
    finame[l1-l2]= 0;  #define ZEPS 1.0e-10 
    return( 0 );                         /* we're done */  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
 }  
   #define GOLD 1.618034 
   #define GLIMIT 100.0 
 /******************************************/  #define TINY 1.0e-20 
   
 void replace(char *s, char*t)  static double maxarg1,maxarg2;
 {  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
   int i;  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
   int lg=20;    
   i=0;  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
   lg=strlen(t);  #define rint(a) floor(a+0.5)
   for(i=0; i<= lg; i++) {  
     (s[i] = t[i]);  static double sqrarg;
     if (t[i]== '\\') s[i]='/';  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
   }  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
 }  
   int imx; 
 int nbocc(char *s, char occ)  int stepm;
 {  /* Stepm, step in month: minimum step interpolation*/
   int i,j=0;  
   int lg=20;  int estepm;
   i=0;  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
   lg=strlen(s);  
   for(i=0; i<= lg; i++) {  int m,nb;
   if  (s[i] == occ ) j++;  int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
   }  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
   return j;  double **pmmij, ***probs;
 }  double dateintmean=0;
   
 void cutv(char *u,char *v, char*t, char occ)  double *weight;
 {  int **s; /* Status */
   int i,lg,j,p=0;  double *agedc, **covar, idx;
   i=0;  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
   for(j=0; j<=strlen(t)-1; j++) {  
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
   }  double ftolhess; /* Tolerance for computing hessian */
   
   lg=strlen(t);  /**************** split *************************/
   for(j=0; j<p; j++) {  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
     (u[j] = t[j]);  {
   }    char  *ss;                            /* pointer */
      u[p]='\0';    int   l1, l2;                         /* length counters */
   
    for(j=0; j<= lg; j++) {    l1 = strlen(path );                   /* length of path */
     if (j>=(p+1))(v[j-p-1] = t[j]);    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
   }    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
 }    if ( ss == NULL ) {                   /* no directory, so use current */
       /*if(strrchr(path, ODIRSEPARATOR )==NULL)
 /********************** nrerror ********************/        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
       /* get current working directory */
 void nrerror(char error_text[])      /*    extern  char* getcwd ( char *buf , int len);*/
 {      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
   fprintf(stderr,"ERREUR ...\n");        return( GLOCK_ERROR_GETCWD );
   fprintf(stderr,"%s\n",error_text);      }
   exit(1);      strcpy( name, path );               /* we've got it */
 }    } else {                              /* strip direcotry from path */
 /*********************** vector *******************/      ss++;                               /* after this, the filename */
 double *vector(int nl, int nh)      l2 = strlen( ss );                  /* length of filename */
 {      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
   double *v;      strcpy( name, ss );         /* save file name */
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));      strncpy( dirc, path, l1 - l2 );     /* now the directory */
   if (!v) nrerror("allocation failure in vector");      dirc[l1-l2] = 0;                    /* add zero */
   return v-nl+NR_END;    }
 }    l1 = strlen( dirc );                  /* length of directory */
   #ifdef windows
 /************************ free vector ******************/    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
 void free_vector(double*v, int nl, int nh)  #else
 {    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
   free((FREE_ARG)(v+nl-NR_END));  #endif
 }    ss = strrchr( name, '.' );            /* find last / */
     ss++;
 /************************ivector *******************************/    strcpy(ext,ss);                       /* save extension */
 int *ivector(long nl,long nh)    l1= strlen( name);
 {    l2= strlen(ss)+1;
   int *v;    strncpy( finame, name, l1-l2);
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));    finame[l1-l2]= 0;
   if (!v) nrerror("allocation failure in ivector");    return( 0 );                          /* we're done */
   return v-nl+NR_END;  }
 }  
   
 /******************free ivector **************************/  /******************************************/
 void free_ivector(int *v, long nl, long nh)  
 {  void replace(char *s, char*t)
   free((FREE_ARG)(v+nl-NR_END));  {
 }    int i;
     int lg=20;
 /******************* imatrix *******************************/    i=0;
 int **imatrix(long nrl, long nrh, long ncl, long nch)    lg=strlen(t);
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */    for(i=0; i<= lg; i++) {
 {      (s[i] = t[i]);
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;      if (t[i]== '\\') s[i]='/';
   int **m;    }
    }
   /* allocate pointers to rows */  
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  int nbocc(char *s, char occ)
   if (!m) nrerror("allocation failure 1 in matrix()");  {
   m += NR_END;    int i,j=0;
   m -= nrl;    int lg=20;
      i=0;
      lg=strlen(s);
   /* allocate rows and set pointers to them */    for(i=0; i<= lg; i++) {
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));    if  (s[i] == occ ) j++;
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    }
   m[nrl] += NR_END;    return j;
   m[nrl] -= ncl;  }
    
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  void cutv(char *u,char *v, char*t, char occ)
    {
   /* return pointer to array of pointers to rows */    /* cuts string t into u and v where u is ended by char occ excluding it
   return m;       and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
 }       gives u="abcedf" and v="ghi2j" */
     int i,lg,j,p=0;
 /****************** free_imatrix *************************/    i=0;
 void free_imatrix(m,nrl,nrh,ncl,nch)    for(j=0; j<=strlen(t)-1; j++) {
       int **m;      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
       long nch,ncl,nrh,nrl;    }
      /* free an int matrix allocated by imatrix() */  
 {    lg=strlen(t);
   free((FREE_ARG) (m[nrl]+ncl-NR_END));    for(j=0; j<p; j++) {
   free((FREE_ARG) (m+nrl-NR_END));      (u[j] = t[j]);
 }    }
        u[p]='\0';
 /******************* matrix *******************************/  
 double **matrix(long nrl, long nrh, long ncl, long nch)     for(j=0; j<= lg; j++) {
 {      if (j>=(p+1))(v[j-p-1] = t[j]);
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;    }
   double **m;  }
   
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  /********************** nrerror ********************/
   if (!m) nrerror("allocation failure 1 in matrix()");  
   m += NR_END;  void nrerror(char error_text[])
   m -= nrl;  {
     fprintf(stderr,"ERREUR ...\n");
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    fprintf(stderr,"%s\n",error_text);
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    exit(EXIT_FAILURE);
   m[nrl] += NR_END;  }
   m[nrl] -= ncl;  /*********************** vector *******************/
   double *vector(int nl, int nh)
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  {
   return m;    double *v;
 }    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
     if (!v) nrerror("allocation failure in vector");
 /*************************free matrix ************************/    return v-nl+NR_END;
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)  }
 {  
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  /************************ free vector ******************/
   free((FREE_ARG)(m+nrl-NR_END));  void free_vector(double*v, int nl, int nh)
 }  {
     free((FREE_ARG)(v+nl-NR_END));
 /******************* ma3x *******************************/  }
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)  
 {  /************************ivector *******************************/
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;  char *cvector(long nl,long nh)
   double ***m;  {
     char *v;
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));    v=(char *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(char)));
   if (!m) nrerror("allocation failure 1 in matrix()");    if (!v) nrerror("allocation failure in cvector");
   m += NR_END;    return v-nl+NR_END;
   m -= nrl;  }
   
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  /******************free ivector **************************/
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  void free_cvector(char *v, long nl, long nh)
   m[nrl] += NR_END;  {
   m[nrl] -= ncl;    free((FREE_ARG)(v+nl-NR_END));
   }
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  
   /************************ivector *******************************/
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));  int *ivector(long nl,long nh)
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");  {
   m[nrl][ncl] += NR_END;    int *v;
   m[nrl][ncl] -= nll;    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
   for (j=ncl+1; j<=nch; j++)    if (!v) nrerror("allocation failure in ivector");
     m[nrl][j]=m[nrl][j-1]+nlay;    return v-nl+NR_END;
    }
   for (i=nrl+1; i<=nrh; i++) {  
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;  /******************free ivector **************************/
     for (j=ncl+1; j<=nch; j++)  void free_ivector(int *v, long nl, long nh)
       m[i][j]=m[i][j-1]+nlay;  {
   }    free((FREE_ARG)(v+nl-NR_END));
   return m;  }
 }  
   /******************* imatrix *******************************/
 /*************************free ma3x ************************/  int **imatrix(long nrl, long nrh, long ncl, long nch) 
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
 {  { 
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    int **m; 
   free((FREE_ARG)(m+nrl-NR_END));    
 }    /* allocate pointers to rows */ 
     m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
 /***************** f1dim *************************/    if (!m) nrerror("allocation failure 1 in matrix()"); 
 extern int ncom;    m += NR_END; 
 extern double *pcom,*xicom;    m -= nrl; 
 extern double (*nrfunc)(double []);    
      
 double f1dim(double x)    /* allocate rows and set pointers to them */ 
 {    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
   int j;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
   double f;    m[nrl] += NR_END; 
   double *xt;    m[nrl] -= ncl; 
      
   xt=vector(1,ncom);    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];    
   f=(*nrfunc)(xt);    /* return pointer to array of pointers to rows */ 
   free_vector(xt,1,ncom);    return m; 
   return f;  } 
 }  
   /****************** free_imatrix *************************/
 /*****************brent *************************/  void free_imatrix(m,nrl,nrh,ncl,nch)
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)        int **m;
 {        long nch,ncl,nrh,nrl; 
   int iter;       /* free an int matrix allocated by imatrix() */ 
   double a,b,d,etemp;  { 
   double fu,fv,fw,fx;    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
   double ftemp;    free((FREE_ARG) (m+nrl-NR_END)); 
   double p,q,r,tol1,tol2,u,v,w,x,xm;  } 
   double e=0.0;  
    /******************* matrix *******************************/
   a=(ax < cx ? ax : cx);  double **matrix(long nrl, long nrh, long ncl, long nch)
   b=(ax > cx ? ax : cx);  {
   x=w=v=bx;    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
   fw=fv=fx=(*f)(x);    double **m;
   for (iter=1;iter<=ITMAX;iter++) {  
     xm=0.5*(a+b);    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);    if (!m) nrerror("allocation failure 1 in matrix()");
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/    m += NR_END;
     printf(".");fflush(stdout);    m -= nrl;
 #ifdef DEBUG  
     printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
 #endif    m[nrl] += NR_END;
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){    m[nrl] -= ncl;
       *xmin=x;  
       return fx;    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
     }    return m;
     ftemp=fu;    /* print *(*(m+1)+70) ou print m[1][70]; print m+1 or print &(m[1]) 
     if (fabs(e) > tol1) {     */
       r=(x-w)*(fx-fv);  }
       q=(x-v)*(fx-fw);  
       p=(x-v)*q-(x-w)*r;  /*************************free matrix ************************/
       q=2.0*(q-r);  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
       if (q > 0.0) p = -p;  {
       q=fabs(q);    free((FREE_ARG)(m[nrl]+ncl-NR_END));
       etemp=e;    free((FREE_ARG)(m+nrl-NR_END));
       e=d;  }
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))  
         d=CGOLD*(e=(x >= xm ? a-x : b-x));  /******************* ma3x *******************************/
       else {  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
         d=p/q;  {
         u=x+d;    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
         if (u-a < tol2 || b-u < tol2)    double ***m;
           d=SIGN(tol1,xm-x);  
       }    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
     } else {    if (!m) nrerror("allocation failure 1 in matrix()");
       d=CGOLD*(e=(x >= xm ? a-x : b-x));    m += NR_END;
     }    m -= nrl;
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));  
     fu=(*f)(u);    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
     if (fu <= fx) {    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
       if (u >= x) a=x; else b=x;    m[nrl] += NR_END;
       SHFT(v,w,x,u)    m[nrl] -= ncl;
         SHFT(fv,fw,fx,fu)  
         } else {    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
           if (u < x) a=u; else b=u;  
           if (fu <= fw || w == x) {    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
             v=w;    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
             w=u;    m[nrl][ncl] += NR_END;
             fv=fw;    m[nrl][ncl] -= nll;
             fw=fu;    for (j=ncl+1; j<=nch; j++) 
           } else if (fu <= fv || v == x || v == w) {      m[nrl][j]=m[nrl][j-1]+nlay;
             v=u;    
             fv=fu;    for (i=nrl+1; i<=nrh; i++) {
           }      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
         }      for (j=ncl+1; j<=nch; j++) 
   }        m[i][j]=m[i][j-1]+nlay;
   nrerror("Too many iterations in brent");    }
   *xmin=x;    return m; 
   return fx;    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
 }             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
     */
 /****************** mnbrak ***********************/  }
   
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,  /*************************free ma3x ************************/
             double (*func)(double))  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
 {  {
   double ulim,u,r,q, dum;    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
   double fu;    free((FREE_ARG)(m[nrl]+ncl-NR_END));
      free((FREE_ARG)(m+nrl-NR_END));
   *fa=(*func)(*ax);  }
   *fb=(*func)(*bx);  
   if (*fb > *fa) {  /***************** f1dim *************************/
     SHFT(dum,*ax,*bx,dum)  extern int ncom; 
       SHFT(dum,*fb,*fa,dum)  extern double *pcom,*xicom;
       }  extern double (*nrfunc)(double []); 
   *cx=(*bx)+GOLD*(*bx-*ax);   
   *fc=(*func)(*cx);  double f1dim(double x) 
   while (*fb > *fc) {  { 
     r=(*bx-*ax)*(*fb-*fc);    int j; 
     q=(*bx-*cx)*(*fb-*fa);    double f;
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/    double *xt; 
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));   
     ulim=(*bx)+GLIMIT*(*cx-*bx);    xt=vector(1,ncom); 
     if ((*bx-u)*(u-*cx) > 0.0) {    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
       fu=(*func)(u);    f=(*nrfunc)(xt); 
     } else if ((*cx-u)*(u-ulim) > 0.0) {    free_vector(xt,1,ncom); 
       fu=(*func)(u);    return f; 
       if (fu < *fc) {  } 
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))  
           SHFT(*fb,*fc,fu,(*func)(u))  /*****************brent *************************/
           }  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {  { 
       u=ulim;    int iter; 
       fu=(*func)(u);    double a,b,d,etemp;
     } else {    double fu,fv,fw,fx;
       u=(*cx)+GOLD*(*cx-*bx);    double ftemp;
       fu=(*func)(u);    double p,q,r,tol1,tol2,u,v,w,x,xm; 
     }    double e=0.0; 
     SHFT(*ax,*bx,*cx,u)   
       SHFT(*fa,*fb,*fc,fu)    a=(ax < cx ? ax : cx); 
       }    b=(ax > cx ? ax : cx); 
 }    x=w=v=bx; 
     fw=fv=fx=(*f)(x); 
 /*************** linmin ************************/    for (iter=1;iter<=ITMAX;iter++) { 
       xm=0.5*(a+b); 
 int ncom;      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
 double *pcom,*xicom;      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
 double (*nrfunc)(double []);      printf(".");fflush(stdout);
        fprintf(ficlog,".");fflush(ficlog);
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))  #ifdef DEBUG
 {      printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
   double brent(double ax, double bx, double cx,      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);
                double (*f)(double), double tol, double *xmin);      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
   double f1dim(double x);  #endif
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
               double *fc, double (*func)(double));        *xmin=x; 
   int j;        return fx; 
   double xx,xmin,bx,ax;      } 
   double fx,fb,fa;      ftemp=fu;
        if (fabs(e) > tol1) { 
   ncom=n;        r=(x-w)*(fx-fv); 
   pcom=vector(1,n);        q=(x-v)*(fx-fw); 
   xicom=vector(1,n);        p=(x-v)*q-(x-w)*r; 
   nrfunc=func;        q=2.0*(q-r); 
   for (j=1;j<=n;j++) {        if (q > 0.0) p = -p; 
     pcom[j]=p[j];        q=fabs(q); 
     xicom[j]=xi[j];        etemp=e; 
   }        e=d; 
   ax=0.0;        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
   xx=1.0;          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);        else { 
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);          d=p/q; 
 #ifdef DEBUG          u=x+d; 
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);          if (u-a < tol2 || b-u < tol2) 
 #endif            d=SIGN(tol1,xm-x); 
   for (j=1;j<=n;j++) {        } 
     xi[j] *= xmin;      } else { 
     p[j] += xi[j];        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
   }      } 
   free_vector(xicom,1,n);      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
   free_vector(pcom,1,n);      fu=(*f)(u); 
 }      if (fu <= fx) { 
         if (u >= x) a=x; else b=x; 
 /*************** powell ************************/        SHFT(v,w,x,u) 
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,          SHFT(fv,fw,fx,fu) 
             double (*func)(double []))          } else { 
 {            if (u < x) a=u; else b=u; 
   void linmin(double p[], double xi[], int n, double *fret,            if (fu <= fw || w == x) { 
               double (*func)(double []));              v=w; 
   int i,ibig,j;              w=u; 
   double del,t,*pt,*ptt,*xit;              fv=fw; 
   double fp,fptt;              fw=fu; 
   double *xits;            } else if (fu <= fv || v == x || v == w) { 
   pt=vector(1,n);              v=u; 
   ptt=vector(1,n);              fv=fu; 
   xit=vector(1,n);            } 
   xits=vector(1,n);          } 
   *fret=(*func)(p);    } 
   for (j=1;j<=n;j++) pt[j]=p[j];    nrerror("Too many iterations in brent"); 
   for (*iter=1;;++(*iter)) {    *xmin=x; 
     fp=(*fret);    return fx; 
     ibig=0;  } 
     del=0.0;  
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);  /****************** mnbrak ***********************/
     for (i=1;i<=n;i++)  
       printf(" %d %.12f",i, p[i]);  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
     printf("\n");              double (*func)(double)) 
     for (i=1;i<=n;i++) {  { 
       for (j=1;j<=n;j++) xit[j]=xi[j][i];    double ulim,u,r,q, dum;
       fptt=(*fret);    double fu; 
 #ifdef DEBUG   
       printf("fret=%lf \n",*fret);    *fa=(*func)(*ax); 
 #endif    *fb=(*func)(*bx); 
       printf("%d",i);fflush(stdout);    if (*fb > *fa) { 
       linmin(p,xit,n,fret,func);      SHFT(dum,*ax,*bx,dum) 
       if (fabs(fptt-(*fret)) > del) {        SHFT(dum,*fb,*fa,dum) 
         del=fabs(fptt-(*fret));        } 
         ibig=i;    *cx=(*bx)+GOLD*(*bx-*ax); 
       }    *fc=(*func)(*cx); 
 #ifdef DEBUG    while (*fb > *fc) { 
       printf("%d %.12e",i,(*fret));      r=(*bx-*ax)*(*fb-*fc); 
       for (j=1;j<=n;j++) {      q=(*bx-*cx)*(*fb-*fa); 
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
         printf(" x(%d)=%.12e",j,xit[j]);        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
       }      ulim=(*bx)+GLIMIT*(*cx-*bx); 
       for(j=1;j<=n;j++)      if ((*bx-u)*(u-*cx) > 0.0) { 
         printf(" p=%.12e",p[j]);        fu=(*func)(u); 
       printf("\n");      } else if ((*cx-u)*(u-ulim) > 0.0) { 
 #endif        fu=(*func)(u); 
     }        if (fu < *fc) { 
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
 #ifdef DEBUG            SHFT(*fb,*fc,fu,(*func)(u)) 
       int k[2],l;            } 
       k[0]=1;      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
       k[1]=-1;        u=ulim; 
       printf("Max: %.12e",(*func)(p));        fu=(*func)(u); 
       for (j=1;j<=n;j++)      } else { 
         printf(" %.12e",p[j]);        u=(*cx)+GOLD*(*cx-*bx); 
       printf("\n");        fu=(*func)(u); 
       for(l=0;l<=1;l++) {      } 
         for (j=1;j<=n;j++) {      SHFT(*ax,*bx,*cx,u) 
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];        SHFT(*fa,*fb,*fc,fu) 
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);        } 
         }  } 
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));  
       }  /*************** linmin ************************/
 #endif  
   int ncom; 
   double *pcom,*xicom;
       free_vector(xit,1,n);  double (*nrfunc)(double []); 
       free_vector(xits,1,n);   
       free_vector(ptt,1,n);  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
       free_vector(pt,1,n);  { 
       return;    double brent(double ax, double bx, double cx, 
     }                 double (*f)(double), double tol, double *xmin); 
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");    double f1dim(double x); 
     for (j=1;j<=n;j++) {    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
       ptt[j]=2.0*p[j]-pt[j];                double *fc, double (*func)(double)); 
       xit[j]=p[j]-pt[j];    int j; 
       pt[j]=p[j];    double xx,xmin,bx,ax; 
     }    double fx,fb,fa;
     fptt=(*func)(ptt);   
     if (fptt < fp) {    ncom=n; 
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);    pcom=vector(1,n); 
       if (t < 0.0) {    xicom=vector(1,n); 
         linmin(p,xit,n,fret,func);    nrfunc=func; 
         for (j=1;j<=n;j++) {    for (j=1;j<=n;j++) { 
           xi[j][ibig]=xi[j][n];      pcom[j]=p[j]; 
           xi[j][n]=xit[j];      xicom[j]=xi[j]; 
         }    } 
 #ifdef DEBUG    ax=0.0; 
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);    xx=1.0; 
         for(j=1;j<=n;j++)    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
           printf(" %.12e",xit[j]);    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
         printf("\n");  #ifdef DEBUG
 #endif    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
       }    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
     }  #endif
   }    for (j=1;j<=n;j++) { 
 }      xi[j] *= xmin; 
       p[j] += xi[j]; 
 /**** Prevalence limit ****************/    } 
     free_vector(xicom,1,n); 
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)    free_vector(pcom,1,n); 
 {  } 
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit  
      matrix by transitions matrix until convergence is reached */  /*************** powell ************************/
   void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
   int i, ii,j,k;              double (*func)(double [])) 
   double min, max, maxmin, maxmax,sumnew=0.;  { 
   double **matprod2();    void linmin(double p[], double xi[], int n, double *fret, 
   double **out, cov[NCOVMAX], **pmij();                double (*func)(double [])); 
   double **newm;    int i,ibig,j; 
   double agefin, delaymax=50 ; /* Max number of years to converge */    double del,t,*pt,*ptt,*xit;
     double fp,fptt;
   for (ii=1;ii<=nlstate+ndeath;ii++)    double *xits;
     for (j=1;j<=nlstate+ndeath;j++){    pt=vector(1,n); 
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);    ptt=vector(1,n); 
     }    xit=vector(1,n); 
     xits=vector(1,n); 
    cov[1]=1.;    *fret=(*func)(p); 
      for (j=1;j<=n;j++) pt[j]=p[j]; 
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */    for (*iter=1;;++(*iter)) { 
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){      fp=(*fret); 
     newm=savm;      ibig=0; 
     /* Covariates have to be included here again */      del=0.0; 
      cov[2]=agefin;      printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
        fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
       for (k=1; k<=cptcovn;k++) {      fprintf(ficrespow,"%d %.12f",*iter,*fret);
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];      for (i=1;i<=n;i++) {
         /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/        printf(" %d %.12f",i, p[i]);
       }        fprintf(ficlog," %d %.12lf",i, p[i]);
       for (k=1; k<=cptcovage;k++)        fprintf(ficrespow," %.12lf", p[i]);
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];      }
       for (k=1; k<=cptcovprod;k++)      printf("\n");
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];      fprintf(ficlog,"\n");
       fprintf(ficrespow,"\n");
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/      for (i=1;i<=n;i++) { 
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
         fptt=(*fret); 
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);  #ifdef DEBUG
         printf("fret=%lf \n",*fret);
     savm=oldm;        fprintf(ficlog,"fret=%lf \n",*fret);
     oldm=newm;  #endif
     maxmax=0.;        printf("%d",i);fflush(stdout);
     for(j=1;j<=nlstate;j++){        fprintf(ficlog,"%d",i);fflush(ficlog);
       min=1.;        linmin(p,xit,n,fret,func); 
       max=0.;        if (fabs(fptt-(*fret)) > del) { 
       for(i=1; i<=nlstate; i++) {          del=fabs(fptt-(*fret)); 
         sumnew=0;          ibig=i; 
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];        } 
         prlim[i][j]= newm[i][j]/(1-sumnew);  #ifdef DEBUG
         max=FMAX(max,prlim[i][j]);        printf("%d %.12e",i,(*fret));
         min=FMIN(min,prlim[i][j]);        fprintf(ficlog,"%d %.12e",i,(*fret));
       }        for (j=1;j<=n;j++) {
       maxmin=max-min;          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
       maxmax=FMAX(maxmax,maxmin);          printf(" x(%d)=%.12e",j,xit[j]);
     }          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
     if(maxmax < ftolpl){        }
       return prlim;        for(j=1;j<=n;j++) {
     }          printf(" p=%.12e",p[j]);
   }          fprintf(ficlog," p=%.12e",p[j]);
 }        }
         printf("\n");
 /*************** transition probabilities ***************/        fprintf(ficlog,"\n");
   #endif
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )      } 
 {      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
   double s1, s2;  #ifdef DEBUG
   /*double t34;*/        int k[2],l;
   int i,j,j1, nc, ii, jj;        k[0]=1;
         k[1]=-1;
     for(i=1; i<= nlstate; i++){        printf("Max: %.12e",(*func)(p));
     for(j=1; j<i;j++){        fprintf(ficlog,"Max: %.12e",(*func)(p));
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){        for (j=1;j<=n;j++) {
         /*s2 += param[i][j][nc]*cov[nc];*/          printf(" %.12e",p[j]);
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];          fprintf(ficlog," %.12e",p[j]);
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/        }
       }        printf("\n");
       ps[i][j]=s2;        fprintf(ficlog,"\n");
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/        for(l=0;l<=1;l++) {
     }          for (j=1;j<=n;j++) {
     for(j=i+1; j<=nlstate+ndeath;j++){            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/          }
       }          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
       ps[i][j]=s2;          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
     }        }
   }  #endif
     /*ps[3][2]=1;*/  
   
   for(i=1; i<= nlstate; i++){        free_vector(xit,1,n); 
      s1=0;        free_vector(xits,1,n); 
     for(j=1; j<i; j++)        free_vector(ptt,1,n); 
       s1+=exp(ps[i][j]);        free_vector(pt,1,n); 
     for(j=i+1; j<=nlstate+ndeath; j++)        return; 
       s1+=exp(ps[i][j]);      } 
     ps[i][i]=1./(s1+1.);      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
     for(j=1; j<i; j++)      for (j=1;j<=n;j++) { 
       ps[i][j]= exp(ps[i][j])*ps[i][i];        ptt[j]=2.0*p[j]-pt[j]; 
     for(j=i+1; j<=nlstate+ndeath; j++)        xit[j]=p[j]-pt[j]; 
       ps[i][j]= exp(ps[i][j])*ps[i][i];        pt[j]=p[j]; 
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */      } 
   } /* end i */      fptt=(*func)(ptt); 
       if (fptt < fp) { 
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
     for(jj=1; jj<= nlstate+ndeath; jj++){        if (t < 0.0) { 
       ps[ii][jj]=0;          linmin(p,xit,n,fret,func); 
       ps[ii][ii]=1;          for (j=1;j<=n;j++) { 
     }            xi[j][ibig]=xi[j][n]; 
   }            xi[j][n]=xit[j]; 
           }
   #ifdef DEBUG
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
     for(jj=1; jj<= nlstate+ndeath; jj++){          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
      printf("%lf ",ps[ii][jj]);          for(j=1;j<=n;j++){
    }            printf(" %.12e",xit[j]);
     printf("\n ");            fprintf(ficlog," %.12e",xit[j]);
     }          }
     printf("\n ");printf("%lf ",cov[2]);*/          printf("\n");
 /*          fprintf(ficlog,"\n");
   for(i=1; i<= npar; i++) printf("%f ",x[i]);  #endif
   goto end;*/        }
     return ps;      } 
 }    } 
   } 
 /**************** Product of 2 matrices ******************/  
   /**** Prevalence limit (stable prevalence)  ****************/
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)  
 {  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
   /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times  {
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
   /* in, b, out are matrice of pointers which should have been initialized       matrix by transitions matrix until convergence is reached */
      before: only the contents of out is modified. The function returns  
      a pointer to pointers identical to out */    int i, ii,j,k;
   long i, j, k;    double min, max, maxmin, maxmax,sumnew=0.;
   for(i=nrl; i<= nrh; i++)    double **matprod2();
     for(k=ncolol; k<=ncoloh; k++)    double **out, cov[NCOVMAX], **pmij();
       for(j=ncl,out[i][k]=0.; j<=nch; j++)    double **newm;
         out[i][k] +=in[i][j]*b[j][k];    double agefin, delaymax=50 ; /* Max number of years to converge */
   
   return out;    for (ii=1;ii<=nlstate+ndeath;ii++)
 }      for (j=1;j<=nlstate+ndeath;j++){
         oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       }
 /************* Higher Matrix Product ***************/  
      cov[1]=1.;
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )   
 {   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
      duration (i.e. until      newm=savm;
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.      /* Covariates have to be included here again */
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step       cov[2]=agefin;
      (typically every 2 years instead of every month which is too big).    
      Model is determined by parameters x and covariates have to be        for (k=1; k<=cptcovn;k++) {
      included manually here.          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
           /*      printf("ij=%d k=%d Tvar[k]=%d nbcode=%d cov=%lf codtab[ij][Tvar[k]]=%d \n",ij,k, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k], codtab[ij][Tvar[k]]);*/
      */        }
         for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
   int i, j, d, h, k;        for (k=1; k<=cptcovprod;k++)
   double **out, cov[NCOVMAX];          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
   double **newm;  
         /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
   /* Hstepm could be zero and should return the unit matrix */        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
   for (i=1;i<=nlstate+ndeath;i++)        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
     for (j=1;j<=nlstate+ndeath;j++){      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
       oldm[i][j]=(i==j ? 1.0 : 0.0);  
       po[i][j][0]=(i==j ? 1.0 : 0.0);      savm=oldm;
     }      oldm=newm;
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */      maxmax=0.;
   for(h=1; h <=nhstepm; h++){      for(j=1;j<=nlstate;j++){
     for(d=1; d <=hstepm; d++){        min=1.;
       newm=savm;        max=0.;
       /* Covariates have to be included here again */        for(i=1; i<=nlstate; i++) {
       cov[1]=1.;          sumnew=0;
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];          prlim[i][j]= newm[i][j]/(1-sumnew);
       for (k=1; k<=cptcovage;k++)          max=FMAX(max,prlim[i][j]);
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];          min=FMIN(min,prlim[i][j]);
       for (k=1; k<=cptcovprod;k++)        }
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];        maxmin=max-min;
         maxmax=FMAX(maxmax,maxmin);
       }
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/      if(maxmax < ftolpl){
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/        return prlim;
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,      }
                    pmij(pmmij,cov,ncovmodel,x,nlstate));    }
       savm=oldm;  }
       oldm=newm;  
     }  /*************** transition probabilities ***************/ 
     for(i=1; i<=nlstate+ndeath; i++)  
       for(j=1;j<=nlstate+ndeath;j++) {  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
         po[i][j][h]=newm[i][j];  {
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);    double s1, s2;
          */    /*double t34;*/
       }    int i,j,j1, nc, ii, jj;
   } /* end h */  
   return po;      for(i=1; i<= nlstate; i++){
 }      for(j=1; j<i;j++){
         for (nc=1, s2=0.;nc <=ncovmodel; nc++){
           /*s2 += param[i][j][nc]*cov[nc];*/
 /*************** log-likelihood *************/          s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
 double func( double *x)          /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
 {        }
   int i, ii, j, k, mi, d, kk;        ps[i][j]=s2;
   double l, ll[NLSTATEMAX], cov[NCOVMAX];        /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
   double **out;      }
   double sw; /* Sum of weights */      for(j=i+1; j<=nlstate+ndeath;j++){
   double lli; /* Individual log likelihood */        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
   long ipmx;          s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
   /*extern weight */          /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
   /* We are differentiating ll according to initial status */        }
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/        ps[i][j]=s2;
   /*for(i=1;i<imx;i++)      }
     printf(" %d\n",s[4][i]);    }
   */      /*ps[3][2]=1;*/
   cov[1]=1.;  
     for(i=1; i<= nlstate; i++){
   for(k=1; k<=nlstate; k++) ll[k]=0.;       s1=0;
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){      for(j=1; j<i; j++)
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];        s1+=exp(ps[i][j]);
     for(mi=1; mi<= wav[i]-1; mi++){      for(j=i+1; j<=nlstate+ndeath; j++)
       for (ii=1;ii<=nlstate+ndeath;ii++)        s1+=exp(ps[i][j]);
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);      ps[i][i]=1./(s1+1.);
       for(d=0; d<dh[mi][i]; d++){      for(j=1; j<i; j++)
         newm=savm;        ps[i][j]= exp(ps[i][j])*ps[i][i];
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;      for(j=i+1; j<=nlstate+ndeath; j++)
         for (kk=1; kk<=cptcovage;kk++) {        ps[i][j]= exp(ps[i][j])*ps[i][i];
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
         }    } /* end i */
          
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,    for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
                      1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));      for(jj=1; jj<= nlstate+ndeath; jj++){
         savm=oldm;        ps[ii][jj]=0;
         oldm=newm;        ps[ii][ii]=1;
              }
            }
       } /* end mult */  
        
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/      for(jj=1; jj<= nlstate+ndeath; jj++){
       ipmx +=1;       printf("%lf ",ps[ii][jj]);
       sw += weight[i];     }
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;      printf("\n ");
     } /* end of wave */      }
   } /* end of individual */      printf("\n ");printf("%lf ",cov[2]);*/
   /*
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];    for(i=1; i<= npar; i++) printf("%f ",x[i]);
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */    goto end;*/
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */      return ps;
   return -l;  }
 }  
   /**************** Product of 2 matrices ******************/
   
 /*********** Maximum Likelihood Estimation ***************/  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
   {
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
 {       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
   int i,j, iter;    /* in, b, out are matrice of pointers which should have been initialized 
   double **xi,*delti;       before: only the contents of out is modified. The function returns
   double fret;       a pointer to pointers identical to out */
   xi=matrix(1,npar,1,npar);    long i, j, k;
   for (i=1;i<=npar;i++)    for(i=nrl; i<= nrh; i++)
     for (j=1;j<=npar;j++)      for(k=ncolol; k<=ncoloh; k++)
       xi[i][j]=(i==j ? 1.0 : 0.0);        for(j=ncl,out[i][k]=0.; j<=nch; j++)
   printf("Powell\n");          out[i][k] +=in[i][j]*b[j][k];
   powell(p,xi,npar,ftol,&iter,&fret,func);  
     return out;
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));  }
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));  
   
 }  /************* Higher Matrix Product ***************/
   
 /**** Computes Hessian and covariance matrix ***/  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))  {
 {    /* Computes the transition matrix starting at age 'age' over 
   double  **a,**y,*x,pd;       'nhstepm*hstepm*stepm' months (i.e. until
   double **hess;       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
   int i, j,jk;       nhstepm*hstepm matrices. 
   int *indx;       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
        (typically every 2 years instead of every month which is too big 
   double hessii(double p[], double delta, int theta, double delti[]);       for the memory).
   double hessij(double p[], double delti[], int i, int j);       Model is determined by parameters x and covariates have to be 
   void lubksb(double **a, int npar, int *indx, double b[]) ;       included manually here. 
   void ludcmp(double **a, int npar, int *indx, double *d) ;  
        */
   hess=matrix(1,npar,1,npar);  
     int i, j, d, h, k;
   printf("\nCalculation of the hessian matrix. Wait...\n");    double **out, cov[NCOVMAX];
   for (i=1;i<=npar;i++){    double **newm;
     printf("%d",i);fflush(stdout);  
     hess[i][i]=hessii(p,ftolhess,i,delti);    /* Hstepm could be zero and should return the unit matrix */
     /*printf(" %f ",p[i]);*/    for (i=1;i<=nlstate+ndeath;i++)
     /*printf(" %lf ",hess[i][i]);*/      for (j=1;j<=nlstate+ndeath;j++){
   }        oldm[i][j]=(i==j ? 1.0 : 0.0);
          po[i][j][0]=(i==j ? 1.0 : 0.0);
   for (i=1;i<=npar;i++) {      }
     for (j=1;j<=npar;j++)  {    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
       if (j>i) {    for(h=1; h <=nhstepm; h++){
         printf(".%d%d",i,j);fflush(stdout);      for(d=1; d <=hstepm; d++){
         hess[i][j]=hessij(p,delti,i,j);        newm=savm;
         hess[j][i]=hess[i][j];            /* Covariates have to be included here again */
         /*printf(" %lf ",hess[i][j]);*/        cov[1]=1.;
       }        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
     }        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
   }        for (k=1; k<=cptcovage;k++)
   printf("\n");          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
         for (k=1; k<=cptcovprod;k++)
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
    
   a=matrix(1,npar,1,npar);  
   y=matrix(1,npar,1,npar);        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
   x=vector(1,npar);        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
   indx=ivector(1,npar);        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
   for (i=1;i<=npar;i++)                     pmij(pmmij,cov,ncovmodel,x,nlstate));
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];        savm=oldm;
   ludcmp(a,npar,indx,&pd);        oldm=newm;
       }
   for (j=1;j<=npar;j++) {      for(i=1; i<=nlstate+ndeath; i++)
     for (i=1;i<=npar;i++) x[i]=0;        for(j=1;j<=nlstate+ndeath;j++) {
     x[j]=1;          po[i][j][h]=newm[i][j];
     lubksb(a,npar,indx,x);          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
     for (i=1;i<=npar;i++){           */
       matcov[i][j]=x[i];        }
     }    } /* end h */
   }    return po;
   }
   printf("\n#Hessian matrix#\n");  
   for (i=1;i<=npar;i++) {  
     for (j=1;j<=npar;j++) {  /*************** log-likelihood *************/
       printf("%.3e ",hess[i][j]);  double func( double *x)
     }  {
     printf("\n");    int i, ii, j, k, mi, d, kk;
   }    double l, ll[NLSTATEMAX], cov[NCOVMAX];
     double **out;
   /* Recompute Inverse */    double sw; /* Sum of weights */
   for (i=1;i<=npar;i++)    double lli; /* Individual log likelihood */
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];    int s1, s2;
   ludcmp(a,npar,indx,&pd);    double bbh, survp;
     long ipmx;
   /*  printf("\n#Hessian matrix recomputed#\n");    /*extern weight */
     /* We are differentiating ll according to initial status */
   for (j=1;j<=npar;j++) {    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
     for (i=1;i<=npar;i++) x[i]=0;    /*for(i=1;i<imx;i++) 
     x[j]=1;      printf(" %d\n",s[4][i]);
     lubksb(a,npar,indx,x);    */
     for (i=1;i<=npar;i++){    cov[1]=1.;
       y[i][j]=x[i];  
       printf("%.3e ",y[i][j]);    for(k=1; k<=nlstate; k++) ll[k]=0.;
     }  
     printf("\n");    if(mle==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(mi=1; mi<= wav[i]-1; mi++){
   free_matrix(a,1,npar,1,npar);          for (ii=1;ii<=nlstate+ndeath;ii++)
   free_matrix(y,1,npar,1,npar);            for (j=1;j<=nlstate+ndeath;j++){
   free_vector(x,1,npar);              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   free_ivector(indx,1,npar);              savm[ii][j]=(ii==j ? 1.0 : 0.0);
   free_matrix(hess,1,npar,1,npar);            }
           for(d=0; d<dh[mi][i]; d++){
             newm=savm;
 }            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
             for (kk=1; kk<=cptcovage;kk++) {
 /*************** hessian matrix ****************/              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 double hessii( double x[], double delta, int theta, double delti[])            }
 {            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   int i;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   int l=1, lmax=20;            savm=oldm;
   double k1,k2;            oldm=newm;
   double p2[NPARMAX+1];          } /* end mult */
   double res;        
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
   double fx;          /* But now since version 0.9 we anticipate for bias and large stepm.
   int k=0,kmax=10;           * If stepm is larger than one month (smallest stepm) and if the exact delay 
   double l1;           * (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
   fx=func(x);           * we keep into memory the bias bh[mi][i] and also the previous matrix product
   for (i=1;i<=npar;i++) p2[i]=x[i];           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
   for(l=0 ; l <=lmax; l++){           * probability in order to take into account the bias as a fraction of the way
     l1=pow(10,l);           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
     delts=delt;           * -stepm/2 to stepm/2 .
     for(k=1 ; k <kmax; k=k+1){           * For stepm=1 the results are the same as for previous versions of Imach.
       delt = delta*(l1*k);           * For stepm > 1 the results are less biased than in previous versions. 
       p2[theta]=x[theta] +delt;           */
       k1=func(p2)-fx;          s1=s[mw[mi][i]][i];
       p2[theta]=x[theta]-delt;          s2=s[mw[mi+1][i]][i];
       k2=func(p2)-fx;          bbh=(double)bh[mi][i]/(double)stepm; 
       /*res= (k1-2.0*fx+k2)/delt/delt; */          /* bias is positive if real duration
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */           * is higher than the multiple of stepm and negative otherwise.
                 */
 #ifdef DEBUG          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
       printf("%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);          if( s2 > nlstate){ 
 #endif            /* i.e. if s2 is a death state and if the date of death is known then the contribution
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */               to the likelihood is the probability to die between last step unit time and current 
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){               step unit time, which is also the differences between probability to die before dh 
         k=kmax;               and probability to die before dh-stepm . 
       }               In version up to 0.92 likelihood was computed
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */          as if date of death was unknown. Death was treated as any other
         k=kmax; l=lmax*10.;          health state: the date of the interview describes the actual state
       }          and not the date of a change in health state. The former idea was
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){          to consider that at each interview the state was recorded
         delts=delt;          (healthy, disable or death) and IMaCh was corrected; but when we
       }          introduced the exact date of death then we should have modified
     }          the contribution of an exact death to the likelihood. This new
   }          contribution is smaller and very dependent of the step unit
   delti[theta]=delts;          stepm. It is no more the probability to die between last interview
   return res;          and month of death but the probability to survive from last
            interview up to one month before death multiplied by the
 }          probability to die within a month. Thanks to Chris
           Jackson for correcting this bug.  Former versions increased
 double hessij( double x[], double delti[], int thetai,int thetaj)          mortality artificially. The bad side is that we add another loop
 {          which slows down the processing. The difference can be up to 10%
   int i;          lower mortality.
   int l=1, l1, lmax=20;            */
   double k1,k2,k3,k4,res,fx;            lli=log(out[s1][s2] - savm[s1][s2]);
   double p2[NPARMAX+1];          }else{
   int k;            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
             /*  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 */
   fx=func(x);          } 
   for (k=1; k<=2; k++) {          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
     for (i=1;i<=npar;i++) p2[i]=x[i];          /*if(lli ==000.0)*/
     p2[thetai]=x[thetai]+delti[thetai]/k;          /*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); */
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;          ipmx +=1;
     k1=func(p2)-fx;          sw += weight[i];
            ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     p2[thetai]=x[thetai]+delti[thetai]/k;        } /* end of wave */
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;      } /* end of individual */
     k2=func(p2)-fx;    }  else if(mle==2){
        for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     p2[thetai]=x[thetai]-delti[thetai]/k;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;        for(mi=1; mi<= wav[i]-1; mi++){
     k3=func(p2)-fx;          for (ii=1;ii<=nlstate+ndeath;ii++)
              for (j=1;j<=nlstate+ndeath;j++){
     p2[thetai]=x[thetai]-delti[thetai]/k;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     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(d=0; d<=dh[mi][i]; d++){
 #ifdef DEBUG            newm=savm;
     printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 #endif            for (kk=1; kk<=cptcovage;kk++) {
   }              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   return res;            }
 }            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
                          1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 /************** Inverse of matrix **************/            savm=oldm;
 void ludcmp(double **a, int n, int *indx, double *d)            oldm=newm;
 {          } /* end mult */
   int i,imax,j,k;        
   double big,dum,sum,temp;          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
   double *vv;          /* 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 
   vv=vector(1,n);           * (in months) between two waves is not a multiple of stepm, we rounded to 
   *d=1.0;           * the nearest (and in case of equal distance, to the lowest) interval but now
   for (i=1;i<=n;i++) {           * we keep into memory the bias bh[mi][i] and also the previous matrix product
     big=0.0;           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
     for (j=1;j<=n;j++)           * probability in order to take into account the bias as a fraction of the way
       if ((temp=fabs(a[i][j])) > big) big=temp;           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");           * -stepm/2 to stepm/2 .
     vv[i]=1.0/big;           * For stepm=1 the results are the same as for previous versions of Imach.
   }           * For stepm > 1 the results are less biased than in previous versions. 
   for (j=1;j<=n;j++) {           */
     for (i=1;i<j;i++) {          s1=s[mw[mi][i]][i];
       sum=a[i][j];          s2=s[mw[mi+1][i]][i];
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];          bbh=(double)bh[mi][i]/(double)stepm; 
       a[i][j]=sum;          /* bias is positive if real duration
     }           * is higher than the multiple of stepm and negative otherwise.
     big=0.0;           */
     for (i=j;i<=n;i++) {          lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
       sum=a[i][j];          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
       for (k=1;k<j;k++)          /*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 */
         sum -= a[i][k]*a[k][j];          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
       a[i][j]=sum;          /*if(lli ==000.0)*/
       if ( (dum=vv[i]*fabs(sum)) >= big) {          /*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); */
         big=dum;          ipmx +=1;
         imax=i;          sw += weight[i];
       }          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     }        } /* end of wave */
     if (j != imax) {      } /* end of individual */
       for (k=1;k<=n;k++) {    }  else if(mle==3){  /* exponential inter-extrapolation */
         dum=a[imax][k];      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         a[imax][k]=a[j][k];        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         a[j][k]=dum;        for(mi=1; mi<= wav[i]-1; mi++){
       }          for (ii=1;ii<=nlstate+ndeath;ii++)
       *d = -(*d);            for (j=1;j<=nlstate+ndeath;j++){
       vv[imax]=vv[j];              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     }              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     indx[j]=imax;            }
     if (a[j][j] == 0.0) a[j][j]=TINY;          for(d=0; d<dh[mi][i]; d++){
     if (j != n) {            newm=savm;
       dum=1.0/(a[j][j]);            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       for (i=j+1;i<=n;i++) a[i][j] *= dum;            for (kk=1; kk<=cptcovage;kk++) {
     }              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   }            }
   free_vector(vv,1,n);  /* Doesn't work */            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 ;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 }            savm=oldm;
             oldm=newm;
 void lubksb(double **a, int n, int *indx, double b[])          } /* end mult */
 {        
   int i,ii=0,ip,j;          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
   double sum;          /* But now since version 0.9 we anticipate for bias and large stepm.
             * If stepm is larger than one month (smallest stepm) and if the exact delay 
   for (i=1;i<=n;i++) {           * (in months) between two waves is not a multiple of stepm, we rounded to 
     ip=indx[i];           * the nearest (and in case of equal distance, to the lowest) interval but now
     sum=b[ip];           * we keep into memory the bias bh[mi][i] and also the previous matrix product
     b[ip]=b[i];           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
     if (ii)           * probability in order to take into account the bias as a fraction of the way
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
     else if (sum) ii=i;           * -stepm/2 to stepm/2 .
     b[i]=sum;           * For stepm=1 the results are the same as for previous versions of Imach.
   }           * For stepm > 1 the results are less biased than in previous versions. 
   for (i=n;i>=1;i--) {           */
     sum=b[i];          s1=s[mw[mi][i]][i];
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];          s2=s[mw[mi+1][i]][i];
     b[i]=sum/a[i][i];          bbh=(double)bh[mi][i]/(double)stepm; 
   }          /* bias is positive if real duration
 }           * is higher than the multiple of stepm and negative otherwise.
            */
 /************ Frequencies ********************/          /* lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); */ /* linear interpolation */
 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)          lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
 {  /* Some frequencies */          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
            /*if(lli ==000.0)*/
   int i, m, jk, k1,i1, j1, bool, z1,z2,j;          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
   double ***freq; /* Frequencies */          ipmx +=1;
   double *pp;          sw += weight[i];
   double pos, k2, dateintsum=0,k2cpt=0;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   FILE *ficresp;        } /* end of wave */
   char fileresp[FILENAMELENGTH];      } /* end of individual */
     }else if (mle==4){  /* ml=4 no inter-extrapolation */
   pp=vector(1,nlstate);      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   strcpy(fileresp,"p");        for(mi=1; mi<= wav[i]-1; mi++){
   strcat(fileresp,fileres);          for (ii=1;ii<=nlstate+ndeath;ii++)
   if((ficresp=fopen(fileresp,"w"))==NULL) {            for (j=1;j<=nlstate+ndeath;j++){
     printf("Problem with prevalence resultfile: %s\n", fileresp);              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     exit(0);              savm[ii][j]=(ii==j ? 1.0 : 0.0);
   }            }
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);          for(d=0; d<dh[mi][i]; d++){
   j1=0;            newm=savm;
             cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   j=cptcoveff;            for (kk=1; kk<=cptcovage;kk++) {
   if (cptcovn<1) {j=1;ncodemax[1]=1;}              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
             }
   for(k1=1; k1<=j;k1++){          
    for(i1=1; i1<=ncodemax[k1];i1++){            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
        j1++;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);            savm=oldm;
          scanf("%d", i);*/            oldm=newm;
         for (i=-1; i<=nlstate+ndeath; i++)            } /* end mult */
          for (jk=-1; jk<=nlstate+ndeath; jk++)          
            for(m=agemin; m <= agemax+3; m++)          s1=s[mw[mi][i]][i];
              freq[i][jk][m]=0;          s2=s[mw[mi+1][i]][i];
           if( s2 > nlstate){ 
         dateintsum=0;            lli=log(out[s1][s2] - savm[s1][s2]);
         k2cpt=0;          }else{
        for (i=1; i<=imx; i++) {            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
          bool=1;          }
          if  (cptcovn>0) {          ipmx +=1;
            for (z1=1; z1<=cptcoveff; z1++)          sw += weight[i];
              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
                bool=0;          /*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 */
          if (bool==1) {      } /* end of individual */
            for(m=firstpass; m<=lastpass; m++){    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
              k2=anint[m][i]+(mint[m][i]/12.);      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
              if ((k2>=dateprev1) && (k2<=dateprev2)) {        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
                if(agev[m][i]==0) agev[m][i]=agemax+1;        for(mi=1; mi<= wav[i]-1; mi++){
                if(agev[m][i]==1) agev[m][i]=agemax+2;          for (ii=1;ii<=nlstate+ndeath;ii++)
                freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];            for (j=1;j<=nlstate+ndeath;j++){
                freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
                if ((agev[m][i]>1) && (agev[m][i]< (agemax+3))) {              savm[ii][j]=(ii==j ? 1.0 : 0.0);
                  dateintsum=dateintsum+k2;            }
                  k2cpt++;          for(d=0; d<dh[mi][i]; d++){
                }            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];
          }            }
        }          
         if  (cptcovn>0) {            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
          fprintf(ficresp, "\n#********** Variable ");                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);            savm=oldm;
        fprintf(ficresp, "**********\n#");            oldm=newm;
         }          } /* end mult */
        for(i=1; i<=nlstate;i++)        
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);          s1=s[mw[mi][i]][i];
        fprintf(ficresp, "\n");          s2=s[mw[mi+1][i]][i];
                  lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
   for(i=(int)agemin; i <= (int)agemax+3; i++){          ipmx +=1;
     if(i==(int)agemax+3)          sw += weight[i];
       printf("Total");          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     else          /*printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]);*/
       printf("Age %d", i);        } /* end of wave */
     for(jk=1; jk <=nlstate ; jk++){      } /* end of individual */
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)    } /* End of if */
         pp[jk] += freq[jk][m][i];    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
     }    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
     for(jk=1; jk <=nlstate ; jk++){    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
       for(m=-1, pos=0; m <=0 ; m++)    /*exit(0); */
         pos += freq[jk][m][i];    return -l;
       if(pp[jk]>=1.e-10)  }
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);  
       else  
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);  /*********** Maximum Likelihood Estimation ***************/
     }  
   void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
      for(jk=1; jk <=nlstate ; jk++){  {
       for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)    int i,j, iter;
         pp[jk] += freq[jk][m][i];    double **xi;
      }    double fret;
     char filerespow[FILENAMELENGTH];
     for(jk=1,pos=0; jk <=nlstate ; jk++)    xi=matrix(1,npar,1,npar);
       pos += pp[jk];    for (i=1;i<=npar;i++)
     for(jk=1; jk <=nlstate ; jk++){      for (j=1;j<=npar;j++)
       if(pos>=1.e-5)        xi[i][j]=(i==j ? 1.0 : 0.0);
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);    printf("Powell\n");  fprintf(ficlog,"Powell\n");
       else    strcpy(filerespow,"pow"); 
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);    strcat(filerespow,fileres);
       if( i <= (int) agemax){    if((ficrespow=fopen(filerespow,"w"))==NULL) {
         if(pos>=1.e-5){      printf("Problem with resultfile: %s\n", filerespow);
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
           probs[i][jk][j1]= pp[jk]/pos;    }
           /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/    fprintf(ficrespow,"# Powell\n# iter -2*LL");
         }    for (i=1;i<=nlstate;i++)
       else      for(j=1;j<=nlstate+ndeath;j++)
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
       }    fprintf(ficrespow,"\n");
     }    powell(p,xi,npar,ftol,&iter,&fret,func);
     for(jk=-1; jk <=nlstate+ndeath; jk++)  
       for(m=-1; m <=nlstate+ndeath; m++)    fclose(ficrespow);
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
     if(i <= (int) agemax)    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
       fprintf(ficresp,"\n");    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
     printf("\n");  
     }  }
     }  
  }  /**** Computes Hessian and covariance matrix ***/
   dateintmean=dateintsum/k2cpt;  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
    {
   fclose(ficresp);    double  **a,**y,*x,pd;
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);    double **hess;
   free_vector(pp,1,nlstate);    int i, j,jk;
     int *indx;
   /* End of Freq */  
 }    double hessii(double p[], double delta, int theta, double delti[]);
     double hessij(double p[], double delti[], int i, int j);
 /************ Prevalence ********************/    void lubksb(double **a, int npar, int *indx, double b[]) ;
 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)    void ludcmp(double **a, int npar, int *indx, double *d) ;
 {  /* Some frequencies */  
      hess=matrix(1,npar,1,npar);
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;  
   double ***freq; /* Frequencies */    printf("\nCalculation of the hessian matrix. Wait...\n");
   double *pp;    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
   double pos, k2;    for (i=1;i<=npar;i++){
       printf("%d",i);fflush(stdout);
   pp=vector(1,nlstate);      fprintf(ficlog,"%d",i);fflush(ficlog);
   probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);      hess[i][i]=hessii(p,ftolhess,i,delti);
        /*printf(" %f ",p[i]);*/
   freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);      /*printf(" %lf ",hess[i][i]);*/
   j1=0;    }
      
   j=cptcoveff;    for (i=1;i<=npar;i++) {
   if (cptcovn<1) {j=1;ncodemax[1]=1;}      for (j=1;j<=npar;j++)  {
          if (j>i) { 
  for(k1=1; k1<=j;k1++){          printf(".%d%d",i,j);fflush(stdout);
     for(i1=1; i1<=ncodemax[k1];i1++){          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
       j1++;          hess[i][j]=hessij(p,delti,i,j);
            hess[j][i]=hess[i][j];    
       for (i=-1; i<=nlstate+ndeath; i++)            /*printf(" %lf ",hess[i][j]);*/
         for (jk=-1; jk<=nlstate+ndeath; jk++)          }
           for(m=agemin; m <= agemax+3; m++)      }
             freq[i][jk][m]=0;    }
          printf("\n");
       for (i=1; i<=imx; i++) {    fprintf(ficlog,"\n");
         bool=1;  
         if  (cptcovn>0) {    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
           for (z1=1; z1<=cptcoveff; z1++)    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
             if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])    
               bool=0;    a=matrix(1,npar,1,npar);
         }    y=matrix(1,npar,1,npar);
         if (bool==1) {    x=vector(1,npar);
           for(m=firstpass; m<=lastpass; m++){    indx=ivector(1,npar);
             k2=anint[m][i]+(mint[m][i]/12.);    for (i=1;i<=npar;i++)
             if ((k2>=dateprev1) && (k2<=dateprev2)) {      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
               if(agev[m][i]==0) agev[m][i]=agemax+1;    ludcmp(a,npar,indx,&pd);
               if(agev[m][i]==1) agev[m][i]=agemax+2;  
               freq[s[m][i]][s[m+1][i]][(int)(agev[m][i]+1-((int)calagedate %12)/12.)] += weight[i];    for (j=1;j<=npar;j++) {
               freq[s[m][i]][s[m+1][i]][(int)(agemax+3+1)] += weight[i];        for (i=1;i<=npar;i++) x[i]=0;
             }      x[j]=1;
           }      lubksb(a,npar,indx,x);
         }      for (i=1;i<=npar;i++){ 
       }        matcov[i][j]=x[i];
            }
         for(i=(int)agemin; i <= (int)agemax+3; i++){    }
           for(jk=1; jk <=nlstate ; jk++){  
             for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)    printf("\n#Hessian matrix#\n");
               pp[jk] += freq[jk][m][i];    fprintf(ficlog,"\n#Hessian matrix#\n");
           }    for (i=1;i<=npar;i++) { 
           for(jk=1; jk <=nlstate ; jk++){      for (j=1;j<=npar;j++) { 
             for(m=-1, pos=0; m <=0 ; m++)        printf("%.3e ",hess[i][j]);
             pos += freq[jk][m][i];        fprintf(ficlog,"%.3e ",hess[i][j]);
         }      }
              printf("\n");
          for(jk=1; jk <=nlstate ; jk++){      fprintf(ficlog,"\n");
            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)    }
              pp[jk] += freq[jk][m][i];  
          }    /* Recompute Inverse */
              for (i=1;i<=npar;i++)
          for(jk=1,pos=0; jk <=nlstate ; jk++) pos += pp[jk];      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
     ludcmp(a,npar,indx,&pd);
          for(jk=1; jk <=nlstate ; jk++){            
            if( i <= (int) agemax){    /*  printf("\n#Hessian matrix recomputed#\n");
              if(pos>=1.e-5){  
                probs[i][jk][j1]= pp[jk]/pos;    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++){ 
         }        y[i][j]=x[i];
     }        printf("%.3e ",y[i][j]);
   }        fprintf(ficlog,"%.3e ",y[i][j]);
        }
        printf("\n");
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);      fprintf(ficlog,"\n");
   free_vector(pp,1,nlstate);    }
      */
 }  /* End of Freq */  
     free_matrix(a,1,npar,1,npar);
 /************* Waves Concatenation ***************/    free_matrix(y,1,npar,1,npar);
     free_vector(x,1,npar);
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)    free_ivector(indx,1,npar);
 {    free_matrix(hess,1,npar,1,npar);
   /* 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  }
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]  
      and mw[mi+1][i]. dh depends on stepm.  /*************** hessian matrix ****************/
      */  double hessii( double x[], double delta, int theta, double delti[])
   {
   int i, mi, m;    int i;
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;    int l=1, lmax=20;
      double sum=0., jmean=0.;*/    double k1,k2;
     double p2[NPARMAX+1];
   int j, k=0,jk, ju, jl;    double res;
   double sum=0.;    double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
   jmin=1e+5;    double fx;
   jmax=-1;    int k=0,kmax=10;
   jmean=0.;    double l1;
   for(i=1; i<=imx; i++){  
     mi=0;    fx=func(x);
     m=firstpass;    for (i=1;i<=npar;i++) p2[i]=x[i];
     while(s[m][i] <= nlstate){    for(l=0 ; l <=lmax; l++){
       if(s[m][i]>=1)      l1=pow(10,l);
         mw[++mi][i]=m;      delts=delt;
       if(m >=lastpass)      for(k=1 ; k <kmax; k=k+1){
         break;        delt = delta*(l1*k);
       else        p2[theta]=x[theta] +delt;
         m++;        k1=func(p2)-fx;
     }/* end while */        p2[theta]=x[theta]-delt;
     if (s[m][i] > nlstate){        k2=func(p2)-fx;
       mi++;     /* Death is another wave */        /*res= (k1-2.0*fx+k2)/delt/delt; */
       /* if(mi==0)  never been interviewed correctly before death */        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
          /* Only death is a correct wave */        
       mw[mi][i]=m;  #ifdef DEBUG
     }        printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
         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);
     wav[i]=mi;  #endif
     if(mi==0)        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
   }          k=kmax;
         }
   for(i=1; i<=imx; i++){        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
     for(mi=1; mi<wav[i];mi++){          k=kmax; l=lmax*10.;
       if (stepm <=0)        }
         dh[mi][i]=1;        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
       else{          delts=delt;
         if (s[mw[mi+1][i]][i] > nlstate) {        }
           if (agedc[i] < 2*AGESUP) {      }
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);    }
           if(j==0) j=1;  /* Survives at least one month after exam */    delti[theta]=delts;
           k=k+1;    return res; 
           if (j >= jmax) jmax=j;    
           if (j <= jmin) jmin=j;  }
           sum=sum+j;  
           /* if (j<10) printf("j=%d num=%d ",j,i); */  double hessij( double x[], double delti[], int thetai,int thetaj)
           }  {
         }    int i;
         else{    int l=1, l1, lmax=20;
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));    double k1,k2,k3,k4,res,fx;
           k=k+1;    double p2[NPARMAX+1];
           if (j >= jmax) jmax=j;    int k;
           else if (j <= jmin)jmin=j;  
           /*   if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */    fx=func(x);
           sum=sum+j;    for (k=1; k<=2; k++) {
         }      for (i=1;i<=npar;i++) p2[i]=x[i];
         jk= j/stepm;      p2[thetai]=x[thetai]+delti[thetai]/k;
         jl= j -jk*stepm;      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
         ju= j -(jk+1)*stepm;      k1=func(p2)-fx;
         if(jl <= -ju)    
           dh[mi][i]=jk;      p2[thetai]=x[thetai]+delti[thetai]/k;
         else      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
           dh[mi][i]=jk+1;      k2=func(p2)-fx;
         if(dh[mi][i]==0)    
           dh[mi][i]=1; /* At least one step */      p2[thetai]=x[thetai]-delti[thetai]/k;
       }      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
     }      k3=func(p2)-fx;
   }    
   jmean=sum/k;      p2[thetai]=x[thetai]-delti[thetai]/k;
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
  }      k4=func(p2)-fx;
 /*********** Tricode ****************************/      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
 void tricode(int *Tvar, int **nbcode, int imx)  #ifdef DEBUG
 {      printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
   int Ndum[20],ij=1, k, j, i;      fprintf(ficlog,"%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
   int cptcode=0;  #endif
   cptcoveff=0;    }
      return res;
   for (k=0; k<19; k++) Ndum[k]=0;  }
   for (k=1; k<=7; k++) ncodemax[k]=0;  
   /************** Inverse of matrix **************/
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {  void ludcmp(double **a, int n, int *indx, double *d) 
     for (i=1; i<=imx; i++) {  { 
       ij=(int)(covar[Tvar[j]][i]);    int i,imax,j,k; 
       Ndum[ij]++;    double big,dum,sum,temp; 
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/    double *vv; 
       if (ij > cptcode) cptcode=ij;   
     }    vv=vector(1,n); 
     *d=1.0; 
     for (i=0; i<=cptcode; i++) {    for (i=1;i<=n;i++) { 
       if(Ndum[i]!=0) ncodemax[j]++;      big=0.0; 
     }      for (j=1;j<=n;j++) 
     ij=1;        if ((temp=fabs(a[i][j])) > big) big=temp; 
       if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
       vv[i]=1.0/big; 
     for (i=1; i<=ncodemax[j]; i++) {    } 
       for (k=0; k<=19; k++) {    for (j=1;j<=n;j++) { 
         if (Ndum[k] != 0) {      for (i=1;i<j;i++) { 
           nbcode[Tvar[j]][ij]=k;        sum=a[i][j]; 
           ij++;        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
         }        a[i][j]=sum; 
         if (ij > ncodemax[j]) break;      } 
       }        big=0.0; 
     }      for (i=j;i<=n;i++) { 
   }          sum=a[i][j]; 
         for (k=1;k<j;k++) 
  for (k=0; k<19; k++) Ndum[k]=0;          sum -= a[i][k]*a[k][j]; 
         a[i][j]=sum; 
  for (i=1; i<=ncovmodel-2; i++) {        if ( (dum=vv[i]*fabs(sum)) >= big) { 
       ij=Tvar[i];          big=dum; 
       Ndum[ij]++;          imax=i; 
     }        } 
       } 
  ij=1;      if (j != imax) { 
  for (i=1; i<=10; i++) {        for (k=1;k<=n;k++) { 
    if((Ndum[i]!=0) && (i<=ncov)){          dum=a[imax][k]; 
      Tvaraff[ij]=i;          a[imax][k]=a[j][k]; 
      ij++;          a[j][k]=dum; 
    }        } 
  }        *d = -(*d); 
          vv[imax]=vv[j]; 
     cptcoveff=ij-1;      } 
 }      indx[j]=imax; 
       if (a[j][j] == 0.0) a[j][j]=TINY; 
 /*********** Health Expectancies ****************/      if (j != n) { 
         dum=1.0/(a[j][j]); 
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
 {      } 
   /* Health expectancies */    } 
   int i, j, nhstepm, hstepm, h;    free_vector(vv,1,n);  /* Doesn't work */
   double age, agelim,hf;  ;
   double ***p3mat;  } 
    
   fprintf(ficreseij,"# Health expectancies\n");  void lubksb(double **a, int n, int *indx, double b[]) 
   fprintf(ficreseij,"# Age");  { 
   for(i=1; i<=nlstate;i++)    int i,ii=0,ip,j; 
     for(j=1; j<=nlstate;j++)    double sum; 
       fprintf(ficreseij," %1d-%1d",i,j);   
   fprintf(ficreseij,"\n");    for (i=1;i<=n;i++) { 
       ip=indx[i]; 
   hstepm=1*YEARM; /*  Every j years of age (in month) */      sum=b[ip]; 
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */      b[ip]=b[i]; 
       if (ii) 
   agelim=AGESUP;        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */      else if (sum) ii=i; 
     /* nhstepm age range expressed in number of stepm */      b[i]=sum; 
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);    } 
     /* Typically if 20 years = 20*12/6=40 stepm */    for (i=n;i>=1;i--) { 
     if (stepm >= YEARM) hstepm=1;      sum=b[i]; 
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      b[i]=sum/a[i][i]; 
     /* Computed by stepm unit matrices, product of hstepm matrices, stored    } 
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */  } 
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);    
   /************ Frequencies ********************/
   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)
     for(i=1; i<=nlstate;i++)  {  /* Some frequencies */
       for(j=1; j<=nlstate;j++)    
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
           eij[i][j][(int)age] +=p3mat[i][j][h];    int first;
         }    double ***freq; /* Frequencies */
        double *pp, **prop;
     hf=1;    double pos,posprop, k2, dateintsum=0,k2cpt=0;
     if (stepm >= YEARM) hf=stepm/YEARM;    FILE *ficresp;
     fprintf(ficreseij,"%.0f",age );    char fileresp[FILENAMELENGTH];
     for(i=1; i<=nlstate;i++)    
       for(j=1; j<=nlstate;j++){    pp=vector(1,nlstate);
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);    prop=matrix(1,nlstate,iagemin,iagemax+3);
       }    strcpy(fileresp,"p");
     fprintf(ficreseij,"\n");    strcat(fileresp,fileres);
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    if((ficresp=fopen(fileresp,"w"))==NULL) {
   }      printf("Problem with prevalence resultfile: %s\n", fileresp);
 }      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
       exit(0);
 /************ Variance ******************/    }
 void varevsij(char fileres[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
 {    j1=0;
   /* Variance of health expectancies */    
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    j=cptcoveff;
   double **newm;    if (cptcovn<1) {j=1;ncodemax[1]=1;}
   double **dnewm,**doldm;  
   int i, j, nhstepm, hstepm, h;    first=1;
   int k, cptcode;  
   double *xp;    for(k1=1; k1<=j;k1++){
   double **gp, **gm;      for(i1=1; i1<=ncodemax[k1];i1++){
   double ***gradg, ***trgradg;        j1++;
   double ***p3mat;        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
   double age,agelim;          scanf("%d", i);*/
   int theta;        for (i=-1; i<=nlstate+ndeath; i++)  
           for (jk=-1; jk<=nlstate+ndeath; jk++)  
    fprintf(ficresvij,"# Covariances of life expectancies\n");            for(m=iagemin; m <= iagemax+3; m++)
   fprintf(ficresvij,"# Age");              freq[i][jk][m]=0;
   for(i=1; i<=nlstate;i++)  
     for(j=1; j<=nlstate;j++)      for (i=1; i<=nlstate; i++)  
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);        for(m=iagemin; m <= iagemax+3; m++)
   fprintf(ficresvij,"\n");          prop[i][m]=0;
         
   xp=vector(1,npar);        dateintsum=0;
   dnewm=matrix(1,nlstate,1,npar);        k2cpt=0;
   doldm=matrix(1,nlstate,1,nlstate);        for (i=1; i<=imx; i++) {
            bool=1;
   hstepm=1*YEARM; /* Every year of age */          if  (cptcovn>0) {
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */            for (z1=1; z1<=cptcoveff; z1++) 
   agelim = AGESUP;              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */                bool=0;
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */          }
     if (stepm >= YEARM) hstepm=1;          if (bool==1){
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */            for(m=firstpass; m<=lastpass; m++){
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);              k2=anint[m][i]+(mint[m][i]/12.);
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
     gp=matrix(0,nhstepm,1,nlstate);                if(agev[m][i]==0) agev[m][i]=iagemax+1;
     gm=matrix(0,nhstepm,1,nlstate);                if(agev[m][i]==1) agev[m][i]=iagemax+2;
                 if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
     for(theta=1; theta <=npar; theta++){                if (m<lastpass) {
       for(i=1; i<=npar; i++){ /* Computes gradient */                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
         xp[i] = x[i] + (i==theta ?delti[theta]:0);                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
       }                }
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);                  
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
                   dateintsum=dateintsum+k2;
       if (popbased==1) {                  k2cpt++;
         for(i=1; i<=nlstate;i++)                }
           prlim[i][i]=probs[(int)age][i][ij];                /*}*/
       }            }
                }
       for(j=1; j<= nlstate; j++){        }
         for(h=0; h<=nhstepm; h++){         
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];  
         }        if  (cptcovn>0) {
       }          fprintf(ficresp, "\n#********** Variable "); 
              for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
       for(i=1; i<=npar; i++) /* Computes gradient */          fprintf(ficresp, "**********\n#");
         xp[i] = x[i] - (i==theta ?delti[theta]:0);        }
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);          for(i=1; i<=nlstate;i++) 
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
         fprintf(ficresp, "\n");
       if (popbased==1) {        
         for(i=1; i<=nlstate;i++)        for(i=iagemin; i <= iagemax+3; i++){
           prlim[i][i]=probs[(int)age][i][ij];          if(i==iagemax+3){
       }            fprintf(ficlog,"Total");
           }else{
       for(j=1; j<= nlstate; j++){            if(first==1){
         for(h=0; h<=nhstepm; h++){              first=0;
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)              printf("See log file for details...\n");
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];            }
         }            fprintf(ficlog,"Age %d", i);
       }          }
           for(jk=1; jk <=nlstate ; jk++){
       for(j=1; j<= nlstate; j++)            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
         for(h=0; h<=nhstepm; h++){              pp[jk] += freq[jk][m][i]; 
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];          }
         }          for(jk=1; jk <=nlstate ; jk++){
     } /* End theta */            for(m=-1, pos=0; m <=0 ; m++)
               pos += freq[jk][m][i];
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);            if(pp[jk]>=1.e-10){
               if(first==1){
     for(h=0; h<=nhstepm; h++)              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
       for(j=1; j<=nlstate;j++)              }
         for(theta=1; theta <=npar; theta++)              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
           trgradg[h][j][theta]=gradg[h][theta][j];            }else{
               if(first==1)
     for(i=1;i<=nlstate;i++)                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
       for(j=1;j<=nlstate;j++)              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
         vareij[i][j][(int)age] =0.;            }
     for(h=0;h<=nhstepm;h++){          }
       for(k=0;k<=nhstepm;k++){  
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);          for(jk=1; jk <=nlstate ; jk++){
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
         for(i=1;i<=nlstate;i++)              pp[jk] += freq[jk][m][i];
           for(j=1;j<=nlstate;j++)          }       
             vareij[i][j][(int)age] += doldm[i][j];          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
       }            pos += pp[jk];
     }            posprop += prop[jk][i];
     h=1;          }
     if (stepm >= YEARM) h=stepm/YEARM;          for(jk=1; jk <=nlstate ; jk++){
     fprintf(ficresvij,"%.0f ",age );            if(pos>=1.e-5){
     for(i=1; i<=nlstate;i++)              if(first==1)
       for(j=1; j<=nlstate;j++){                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
       }            }else{
     fprintf(ficresvij,"\n");              if(first==1)
     free_matrix(gp,0,nhstepm,1,nlstate);                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
     free_matrix(gm,0,nhstepm,1,nlstate);              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);            }
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);            if( i <= iagemax){
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);              if(pos>=1.e-5){
   } /* End age */                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
                  /*probs[i][jk][j1]= pp[jk]/pos;*/
   free_vector(xp,1,npar);                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
   free_matrix(doldm,1,nlstate,1,npar);              }
   free_matrix(dnewm,1,nlstate,1,nlstate);              else
                 fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
 }            }
           }
 /************ Variance of prevlim ******************/          
 void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)          for(jk=-1; jk <=nlstate+ndeath; jk++)
 {            for(m=-1; m <=nlstate+ndeath; m++)
   /* Variance of prevalence limit */              if(freq[jk][m][i] !=0 ) {
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/              if(first==1)
   double **newm;                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
   double **dnewm,**doldm;                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
   int i, j, nhstepm, hstepm;              }
   int k, cptcode;          if(i <= iagemax)
   double *xp;            fprintf(ficresp,"\n");
   double *gp, *gm;          if(first==1)
   double **gradg, **trgradg;            printf("Others in log...\n");
   double age,agelim;          fprintf(ficlog,"\n");
   int theta;        }
          }
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");    }
   fprintf(ficresvpl,"# Age");    dateintmean=dateintsum/k2cpt; 
   for(i=1; i<=nlstate;i++)   
       fprintf(ficresvpl," %1d-%1d",i,i);    fclose(ficresp);
   fprintf(ficresvpl,"\n");    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
     free_vector(pp,1,nlstate);
   xp=vector(1,npar);    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
   dnewm=matrix(1,nlstate,1,npar);    /* End of Freq */
   doldm=matrix(1,nlstate,1,nlstate);  }
    
   hstepm=1*YEARM; /* Every year of age */  /************ Prevalence ********************/
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */  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)
   agelim = AGESUP;  {  
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */       in each health status at the date of interview (if between dateprev1 and dateprev2).
     if (stepm >= YEARM) hstepm=1;       We still use firstpass and lastpass as another selection.
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    */
     gradg=matrix(1,npar,1,nlstate);   
     gp=vector(1,nlstate);    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
     gm=vector(1,nlstate);    double ***freq; /* Frequencies */
     double *pp, **prop;
     for(theta=1; theta <=npar; theta++){    double pos,posprop; 
       for(i=1; i<=npar; i++){ /* Computes gradient */    double  y2; /* in fractional years */
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    int iagemin, iagemax;
       }  
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    iagemin= (int) agemin;
       for(i=1;i<=nlstate;i++)    iagemax= (int) agemax;
         gp[i] = prlim[i][i];    /*pp=vector(1,nlstate);*/
        prop=matrix(1,nlstate,iagemin,iagemax+3); 
       for(i=1; i<=npar; i++) /* Computes gradient */    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
         xp[i] = x[i] - (i==theta ?delti[theta]:0);    j1=0;
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    
       for(i=1;i<=nlstate;i++)    j=cptcoveff;
         gm[i] = prlim[i][i];    if (cptcovn<1) {j=1;ncodemax[1]=1;}
     
       for(i=1;i<=nlstate;i++)    for(k1=1; k1<=j;k1++){
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];      for(i1=1; i1<=ncodemax[k1];i1++){
     } /* End theta */        j1++;
         
     trgradg =matrix(1,nlstate,1,npar);        for (i=1; i<=nlstate; i++)  
           for(m=iagemin; m <= iagemax+3; m++)
     for(j=1; j<=nlstate;j++)            prop[i][m]=0.0;
       for(theta=1; theta <=npar; theta++)       
         trgradg[j][theta]=gradg[theta][j];        for (i=1; i<=imx; i++) { /* Each individual */
           bool=1;
     for(i=1;i<=nlstate;i++)          if  (cptcovn>0) {
       varpl[i][(int)age] =0.;            for (z1=1; z1<=cptcoveff; z1++) 
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);                bool=0;
     for(i=1;i<=nlstate;i++)          } 
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */          if (bool==1) { 
             for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
     fprintf(ficresvpl,"%.0f ",age );              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
     for(i=1; i<=nlstate;i++)              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));                if(agev[m][i]==0) agev[m][i]=iagemax+1;
     fprintf(ficresvpl,"\n");                if(agev[m][i]==1) agev[m][i]=iagemax+2;
     free_vector(gp,1,nlstate);                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); 
     free_vector(gm,1,nlstate);                if (s[m][i]>0 && s[m][i]<=nlstate) { 
     free_matrix(gradg,1,npar,1,nlstate);                  /*if(i>4620) printf(" i=%d m=%d s[m][i]=%d (int)agev[m][i]=%d weight[i]=%f prop=%f\n",i,m,s[m][i],(int)agev[m][m],weight[i],prop[s[m][i]][(int)agev[m][i]]);*/
     free_matrix(trgradg,1,nlstate,1,npar);                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
   } /* End age */                  prop[s[m][i]][iagemax+3] += weight[i]; 
                 } 
   free_vector(xp,1,npar);              }
   free_matrix(doldm,1,nlstate,1,npar);            } /* end selection of waves */
   free_matrix(dnewm,1,nlstate,1,nlstate);          }
         }
 }        for(i=iagemin; i <= iagemax+3; i++){  
           
 /************ Variance of one-step probabilities  ******************/          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
 void varprob(char fileres[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij)            posprop += prop[jk][i]; 
 {          } 
   int i, j;  
   int k=0, cptcode;          for(jk=1; jk <=nlstate ; jk++){     
   double **dnewm,**doldm;            if( i <=  iagemax){ 
   double *xp;              if(posprop>=1.e-5){ 
   double *gp, *gm;                probs[i][jk][j1]= prop[jk][i]/posprop;
   double **gradg, **trgradg;              } 
   double age,agelim, cov[NCOVMAX];            } 
   int theta;          }/* end jk */ 
   char fileresprob[FILENAMELENGTH];        }/* end i */ 
       } /* end i1 */
   strcpy(fileresprob,"prob");    } /* end k1 */
   strcat(fileresprob,fileres);    
   if((ficresprob=fopen(fileresprob,"w"))==NULL) {    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
     printf("Problem with resultfile: %s\n", fileresprob);    /*free_vector(pp,1,nlstate);*/
   }    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
   printf("Computing variance of one-step probabilities: result on file '%s' \n",fileresprob);  }  /* End of prevalence */
    
   /************* Waves Concatenation ***************/
   xp=vector(1,npar);  
   dnewm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),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)
   doldm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,(nlstate+ndeath)*(nlstate+ndeath));  {
      /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
   cov[1]=1;       Death is a valid wave (if date is known).
   for (age=bage; age<=fage; age ++){       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
     cov[2]=age;       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
     gradg=matrix(1,npar,1,9);       and mw[mi+1][i]. dh depends on stepm.
     trgradg=matrix(1,9,1,npar);       */
     gp=vector(1,(nlstate+ndeath)*(nlstate+ndeath));  
     gm=vector(1,(nlstate+ndeath)*(nlstate+ndeath));    int i, mi, m;
        /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
     for(theta=1; theta <=npar; theta++){       double sum=0., jmean=0.;*/
       for(i=1; i<=npar; i++)    int first;
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    int j, k=0,jk, ju, jl;
          double sum=0.;
       pmij(pmmij,cov,ncovmodel,xp,nlstate);    first=0;
        jmin=1e+5;
       k=0;    jmax=-1;
       for(i=1; i<= (nlstate+ndeath); i++){    jmean=0.;
         for(j=1; j<=(nlstate+ndeath);j++){    for(i=1; i<=imx; i++){
            k=k+1;      mi=0;
           gp[k]=pmmij[i][j];      m=firstpass;
         }      while(s[m][i] <= nlstate){
       }        if(s[m][i]>=1)
           mw[++mi][i]=m;
       for(i=1; i<=npar; i++)        if(m >=lastpass)
         xp[i] = x[i] - (i==theta ?delti[theta]:0);          break;
            else
           m++;
       pmij(pmmij,cov,ncovmodel,xp,nlstate);      }/* end while */
       k=0;      if (s[m][i] > nlstate){
       for(i=1; i<=(nlstate+ndeath); i++){        mi++;     /* Death is another wave */
         for(j=1; j<=(nlstate+ndeath);j++){        /* if(mi==0)  never been interviewed correctly before death */
           k=k+1;           /* Only death is a correct wave */
           gm[k]=pmmij[i][j];        mw[mi][i]=m;
         }      }
       }  
            wav[i]=mi;
        for(i=1; i<= (nlstate+ndeath)*(nlstate+ndeath); i++)      if(mi==0){
            gradg[theta][i]=(gp[i]-gm[i])/2./delti[theta];          if(first==0){
     }          printf("Warning! None valid information for:%d line=%d (skipped) and may be others, see log file\n",num[i],i);
           first=1;
      for(j=1; j<=(nlstate+ndeath)*(nlstate+ndeath);j++)        }
       for(theta=1; theta <=npar; theta++)        if(first==1){
       trgradg[j][theta]=gradg[theta][j];          fprintf(ficlog,"Warning! None valid information for:%d line=%d (skipped)\n",num[i],i);
          }
      matprod2(dnewm,trgradg,1,9,1,npar,1,npar,matcov);      } /* end mi==0 */
      matprod2(doldm,dnewm,1,9,1,npar,1,9,gradg);    } /* End individuals */
   
      pmij(pmmij,cov,ncovmodel,x,nlstate);    for(i=1; i<=imx; i++){
       for(mi=1; mi<wav[i];mi++){
      k=0;        if (stepm <=0)
      for(i=1; i<=(nlstate+ndeath); i++){          dh[mi][i]=1;
        for(j=1; j<=(nlstate+ndeath);j++){        else{
          k=k+1;          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
          gm[k]=pmmij[i][j];            if (agedc[i] < 2*AGESUP) {
         }            j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
      }            if(j==0) j=1;  /* Survives at least one month after exam */
                  k=k+1;
      /*printf("\n%d ",(int)age);            if (j >= jmax) jmax=j;
      for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){            if (j <= jmin) jmin=j;
                    sum=sum+j;
             /*if (j<0) printf("j=%d num=%d \n",j,i);*/
        printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
      }*/            if(j<0)printf("Error! Negative delay (%d to death) between waves %d and %d of individual %d at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
             }
   fprintf(ficresprob,"\n%d ",(int)age);          }
           else{
   for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
     if (i== 2) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
 if (i== 4) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);            k=k+1;
   }            if (j >= jmax) jmax=j;
             else if (j <= jmin)jmin=j;
     free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
     free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));            /*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]);*/
     free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);            if(j<0)printf("Error! Negative delay (%d) between waves %d and %d of individual %d at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
     free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);            sum=sum+j;
 }          }
  free_vector(xp,1,npar);          jk= j/stepm;
 fclose(ficresprob);          jl= j -jk*stepm;
  exit(0);          ju= j -(jk+1)*stepm;
 }          if(mle <=1){ 
             if(jl==0){
 /***********************************************/              dh[mi][i]=jk;
 /**************** Main Program *****************/              bh[mi][i]=0;
 /***********************************************/            }else{ /* We want a negative bias in order to only have interpolation ie
                     * at the price of an extra matrix product in likelihood */
 int main(int argc, char *argv[])              dh[mi][i]=jk+1;
 {              bh[mi][i]=ju;
             }
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;          }else{
   double agedeb, agefin,hf;            if(jl <= -ju){
   double agemin=1.e20, agemax=-1.e20;              dh[mi][i]=jk;
               bh[mi][i]=jl;       /* bias is positive if real duration
   double fret;                                   * is higher than the multiple of stepm and negative otherwise.
   double **xi,tmp,delta;                                   */
             }
   double dum; /* Dummy variable */            else{
   double ***p3mat;              dh[mi][i]=jk+1;
   int *indx;              bh[mi][i]=ju;
   char line[MAXLINE], linepar[MAXLINE];            }
   char title[MAXLINE];            if(dh[mi][i]==0){
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];              dh[mi][i]=1; /* At least one step */
   char optionfilext[10], optionfilefiname[FILENAMELENGTH], optionfilegnuplot[FILENAMELENGTH], plotcmd[FILENAMELENGTH];              bh[mi][i]=ju; /* At least one step */
                /*  printf(" bh=%d ju=%d jl=%d dh=%d jk=%d stepm=%d %d\n",bh[mi][i],ju,jl,dh[mi][i],jk,stepm,i);*/
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], fileresf[FILENAMELENGTH];;            }
           }
   char filerest[FILENAMELENGTH];        } /* end if mle */
   char fileregp[FILENAMELENGTH];      } /* end wave */
   char popfile[FILENAMELENGTH];    }
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];    jmean=sum/k;
   int firstobs=1, lastobs=10;    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
   int sdeb, sfin; /* Status at beginning and end */    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
   int c,  h , cpt,l;   }
   int ju,jl, mi;  
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;  /*********** Tricode ****************************/
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;  void tricode(int *Tvar, int **nbcode, int imx)
   int mobilav=0,popforecast=0;  {
   int hstepm, nhstepm;    
   int *popage;/*boolprev=0 if date and zero if wave*/    int Ndum[20],ij=1, k, j, i, maxncov=19;
   double jprev1, mprev1,anprev1,jprev2, mprev2,anprev2;    int cptcode=0;
     cptcoveff=0; 
   double bage, fage, age, agelim, agebase;   
   double ftolpl=FTOL;    for (k=0; k<maxncov; k++) Ndum[k]=0;
   double **prlim;    for (k=1; k<=7; k++) ncodemax[k]=0;
   double *severity;  
   double ***param; /* Matrix of parameters */    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
   double  *p;      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
   double **matcov; /* Matrix of covariance */                                 modality*/ 
   double ***delti3; /* Scale */        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
   double *delti; /* Scale */        Ndum[ij]++; /*store the modality */
   double ***eij, ***vareij;        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
   double **varpl; /* Variances of prevalence limits by age */        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
   double *epj, vepp;                                         Tvar[j]. If V=sex and male is 0 and 
   double kk1, kk2;                                         female is 1, then  cptcode=1.*/
   double *popeffectif,*popcount;      }
   double dateprev1, dateprev2,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,jprojmean,mprojmean,anprojmean, calagedate;  
   double yp,yp1,yp2;      for (i=0; i<=cptcode; i++) {
         if(Ndum[i]!=0) ncodemax[j]++; /* Nomber of modalities of the j th covariates. In fact ncodemax[j]=2 (dichotom. variables) but it can be more */
   char version[80]="Imach version 0.7, February 2002, INED-EUROREVES ";      }
   char *alph[]={"a","a","b","c","d","e"}, str[4];  
       ij=1; 
       for (i=1; i<=ncodemax[j]; i++) {
   char z[1]="c", occ;        for (k=0; k<= maxncov; k++) {
 #include <sys/time.h>          if (Ndum[k] != 0) {
 #include <time.h>            nbcode[Tvar[j]][ij]=k; 
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];            /* 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; */
              
   /* long total_usecs;            ij++;
   struct timeval start_time, end_time;          }
            if (ij > ncodemax[j]) break; 
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */        }  
       } 
     }  
   printf("\n%s",version);  
   if(argc <=1){   for (k=0; k< maxncov; k++) Ndum[k]=0;
     printf("\nEnter the parameter file name: ");  
     scanf("%s",pathtot);   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.*/
   else{     ij=Tvar[i];
     strcpy(pathtot,argv[1]);     Ndum[ij]++;
   }   }
   /*if(getcwd(pathcd, 80)!= NULL)printf ("Error pathcd\n");*/  
   /*cygwin_split_path(pathtot,path,optionfile);   ij=1;
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/   for (i=1; i<= maxncov; i++) {
   /* cutv(path,optionfile,pathtot,'\\');*/     if((Ndum[i]!=0) && (i<=ncovcol)){
        Tvaraff[ij]=i; /*For printing */
   split(pathtot,path,optionfile,optionfilext,optionfilefiname);       ij++;
    printf("pathtot=%s, path=%s, optionfile=%s optionfilext=%s optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);     }
   chdir(path);   }
   replace(pathc,path);   
    cptcoveff=ij-1; /*Number of simple covariates*/
 /*-------- arguments in the command line --------*/  }
   
   strcpy(fileres,"r");  /*********** Health Expectancies ****************/
   strcat(fileres, optionfilefiname);  
   strcat(fileres,".txt");    /* Other files have txt extension */  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 )
   
   /*---------arguments file --------*/  {
     /* Health expectancies */
   if((ficpar=fopen(optionfile,"r"))==NULL)    {    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
     printf("Problem with optionfile %s\n",optionfile);    double age, agelim, hf;
     goto end;    double ***p3mat,***varhe;
   }    double **dnewm,**doldm;
     double *xp;
   strcpy(filereso,"o");    double **gp, **gm;
   strcat(filereso,fileres);    double ***gradg, ***trgradg;
   if((ficparo=fopen(filereso,"w"))==NULL) {    int theta;
     printf("Problem with Output resultfile: %s\n", filereso);goto end;  
   }    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
     xp=vector(1,npar);
   /* Reads comments: lines beginning with '#' */    dnewm=matrix(1,nlstate*nlstate,1,npar);
   while((c=getc(ficpar))=='#' && c!= EOF){    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
     ungetc(c,ficpar);    
     fgets(line, MAXLINE, ficpar);    fprintf(ficreseij,"# Health expectancies\n");
     puts(line);    fprintf(ficreseij,"# Age");
     fputs(line,ficparo);    for(i=1; i<=nlstate;i++)
   }      for(j=1; j<=nlstate;j++)
   ungetc(c,ficpar);        fprintf(ficreseij," %1d-%1d (SE)",i,j);
     fprintf(ficreseij,"\n");
   fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncov, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);  
   printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate,ndeath, maxwav, mle, weightopt,model);    if(estepm < stepm){
   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);      printf ("Problem %d lower than %d\n",estepm, stepm);
 while((c=getc(ficpar))=='#' && c!= EOF){    }
     ungetc(c,ficpar);    else  hstepm=estepm;   
     fgets(line, MAXLINE, ficpar);    /* We compute the life expectancy from trapezoids spaced every estepm months
     puts(line);     * This is mainly to measure the difference between two models: for example
     fputs(line,ficparo);     * 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 
   ungetc(c,ficpar);     * progression in between and thus overestimating or underestimating according
       * to the curvature of the survival function. If, for the same date, we 
         * estimate the model with stepm=1 month, we can keep estepm to 24 months
   covar=matrix(0,NCOVMAX,1,n);     * to compare the new estimate of Life expectancy with the same linear 
   cptcovn=0;     * hypothesis. A more precise result, taking into account a more precise
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;     * curvature will be obtained if estepm is as small as stepm. */
   
   ncovmodel=2+cptcovn;    /* For example we decided to compute the life expectancy with the smallest unit */
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
         nhstepm is the number of hstepm from age to agelim 
   /* Read guess parameters */       nstepm is the number of stepm from age to agelin. 
   /* Reads comments: lines beginning with '#' */       Look at hpijx to understand the reason of that which relies in memory size
   while((c=getc(ficpar))=='#' && c!= EOF){       and note for a fixed period like estepm months */
     ungetc(c,ficpar);    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
     fgets(line, MAXLINE, ficpar);       survival function given by stepm (the optimization length). Unfortunately it
     puts(line);       means that if the survival funtion is printed only each two years of age and if
     fputs(line,ficparo);       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.
   ungetc(c,ficpar);    */
      hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);  
     for(i=1; i <=nlstate; i++)    agelim=AGESUP;
     for(j=1; j <=nlstate+ndeath-1; j++){    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       fscanf(ficpar,"%1d%1d",&i1,&j1);      /* nhstepm age range expressed in number of stepm */
       fprintf(ficparo,"%1d%1d",i1,j1);      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
       printf("%1d%1d",i,j);      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
       for(k=1; k<=ncovmodel;k++){      /* if (stepm >= YEARM) hstepm=1;*/
         fscanf(ficpar," %lf",&param[i][j][k]);      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
         printf(" %lf",param[i][j][k]);      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
         fprintf(ficparo," %lf",param[i][j][k]);      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
       }      gp=matrix(0,nhstepm,1,nlstate*nlstate);
       fscanf(ficpar,"\n");      gm=matrix(0,nhstepm,1,nlstate*nlstate);
       printf("\n");  
       fprintf(ficparo,"\n");      /* Computed by stepm unit matrices, product of hstepm matrices, stored
     }         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
        hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel;   
   
   p=param[1][1];      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
    
   /* Reads comments: lines beginning with '#' */      /* Computing Variances of health expectancies */
   while((c=getc(ficpar))=='#' && c!= EOF){  
     ungetc(c,ficpar);       for(theta=1; theta <=npar; theta++){
     fgets(line, MAXLINE, ficpar);        for(i=1; i<=npar; i++){ 
     puts(line);          xp[i] = x[i] + (i==theta ?delti[theta]:0);
     fputs(line,ficparo);        }
   }        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
   ungetc(c,ficpar);    
         cptj=0;
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);        for(j=1; j<= nlstate; j++){
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */          for(i=1; i<=nlstate; i++){
   for(i=1; i <=nlstate; i++){            cptj=cptj+1;
     for(j=1; j <=nlstate+ndeath-1; j++){            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
       fscanf(ficpar,"%1d%1d",&i1,&j1);              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
       printf("%1d%1d",i,j);            }
       fprintf(ficparo,"%1d%1d",i1,j1);          }
       for(k=1; k<=ncovmodel;k++){        }
         fscanf(ficpar,"%le",&delti3[i][j][k]);       
         printf(" %le",delti3[i][j][k]);       
         fprintf(ficparo," %le",delti3[i][j][k]);        for(i=1; i<=npar; i++) 
       }          xp[i] = x[i] - (i==theta ?delti[theta]:0);
       fscanf(ficpar,"\n");        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
       printf("\n");        
       fprintf(ficparo,"\n");        cptj=0;
     }        for(j=1; j<= nlstate; j++){
   }          for(i=1;i<=nlstate;i++){
   delti=delti3[1][1];            cptj=cptj+1;
              for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
   /* Reads comments: lines beginning with '#' */  
   while((c=getc(ficpar))=='#' && c!= EOF){              gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
     ungetc(c,ficpar);            }
     fgets(line, MAXLINE, ficpar);          }
     puts(line);        }
     fputs(line,ficparo);        for(j=1; j<= nlstate*nlstate; j++)
   }          for(h=0; h<=nhstepm-1; h++){
   ungetc(c,ficpar);            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
            }
   matcov=matrix(1,npar,1,npar);       } 
   for(i=1; i <=npar; i++){     
     fscanf(ficpar,"%s",&str);  /* End theta */
     printf("%s",str);  
     fprintf(ficparo,"%s",str);       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
     for(j=1; j <=i; j++){  
       fscanf(ficpar," %le",&matcov[i][j]);       for(h=0; h<=nhstepm-1; h++)
       printf(" %.5le",matcov[i][j]);        for(j=1; j<=nlstate*nlstate;j++)
       fprintf(ficparo," %.5le",matcov[i][j]);          for(theta=1; theta <=npar; theta++)
     }            trgradg[h][j][theta]=gradg[h][theta][j];
     fscanf(ficpar,"\n");       
     printf("\n");  
     fprintf(ficparo,"\n");       for(i=1;i<=nlstate*nlstate;i++)
   }        for(j=1;j<=nlstate*nlstate;j++)
   for(i=1; i <=npar; i++)          varhe[i][j][(int)age] =0.;
     for(j=i+1;j<=npar;j++)  
       matcov[i][j]=matcov[j][i];       printf("%d|",(int)age);fflush(stdout);
           fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
   printf("\n");       for(h=0;h<=nhstepm-1;h++){
         for(k=0;k<=nhstepm-1;k++){
           matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
     /*-------- data file ----------*/          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
     if((ficres =fopen(fileres,"w"))==NULL) {          for(i=1;i<=nlstate*nlstate;i++)
       printf("Problem with resultfile: %s\n", fileres);goto end;            for(j=1;j<=nlstate*nlstate;j++)
     }              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
     fprintf(ficres,"#%s\n",version);        }
          }
     if((fic=fopen(datafile,"r"))==NULL)    {      /* Computing expectancies */
       printf("Problem with datafile: %s\n", datafile);goto end;      for(i=1; i<=nlstate;i++)
     }        for(j=1; j<=nlstate;j++)
           for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
     n= lastobs;            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
     severity = vector(1,maxwav);            
     outcome=imatrix(1,maxwav+1,1,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]);*/
     num=ivector(1,n);  
     moisnais=vector(1,n);          }
     annais=vector(1,n);  
     moisdc=vector(1,n);      fprintf(ficreseij,"%3.0f",age );
     andc=vector(1,n);      cptj=0;
     agedc=vector(1,n);      for(i=1; i<=nlstate;i++)
     cod=ivector(1,n);        for(j=1; j<=nlstate;j++){
     weight=vector(1,n);          cptj++;
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
     mint=matrix(1,maxwav,1,n);        }
     anint=matrix(1,maxwav,1,n);      fprintf(ficreseij,"\n");
     s=imatrix(1,maxwav+1,1,n);     
     adl=imatrix(1,maxwav+1,1,n);          free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
     tab=ivector(1,NCOVMAX);      free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
     ncodemax=ivector(1,8);      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
       free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
     i=1;      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     while (fgets(line, MAXLINE, fic) != NULL)    {    }
       if ((i >= firstobs) && (i <=lastobs)) {    printf("\n");
            fprintf(ficlog,"\n");
         for (j=maxwav;j>=1;j--){  
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);    free_vector(xp,1,npar);
           strcpy(line,stra);    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
         }  }
          
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);  /************ Variance ******************/
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);  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)
   {
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);    /* Variance of health expectancies */
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
     /* double **newm;*/
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);    double **dnewm,**doldm;
         for (j=ncov;j>=1;j--){    double **dnewmp,**doldmp;
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);    int i, j, nhstepm, hstepm, h, nstepm ;
         }    int k, cptcode;
         num[i]=atol(stra);    double *xp;
            double **gp, **gm;  /* for var eij */
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){    double ***gradg, ***trgradg; /*for var eij */
           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;}*/    double **gradgp, **trgradgp; /* for var p point j */
     double *gpp, *gmp; /* for var p point j */
         i=i+1;    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
       }    double ***p3mat;
     }    double age,agelim, hf;
     /* printf("ii=%d", ij);    double ***mobaverage;
        scanf("%d",i);*/    int theta;
   imx=i-1; /* Number of individuals */    char digit[4];
     char digitp[25];
   /* for (i=1; i<=imx; i++){  
     if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;    char fileresprobmorprev[FILENAMELENGTH];
     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;    if(popbased==1){
     }      if(mobilav!=0)
         strcpy(digitp,"-populbased-mobilav-");
     for (i=1; i<=imx; i++)      else strcpy(digitp,"-populbased-nomobil-");
     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]));*/    }
     else 
   /* Calculation of the number of parameter from char model*/      strcpy(digitp,"-stablbased-");
   Tvar=ivector(1,15);  
   Tprod=ivector(1,15);    if (mobilav!=0) {
   Tvaraff=ivector(1,15);      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   Tvard=imatrix(1,15,1,2);      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
   Tage=ivector(1,15);              fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
            printf(" Error in movingaverage mobilav=%d\n",mobilav);
   if (strlen(model) >1){      }
     j=0, j1=0, k1=1, k2=1;    }
     j=nbocc(model,'+');  
     j1=nbocc(model,'*');    strcpy(fileresprobmorprev,"prmorprev"); 
     cptcovn=j+1;    sprintf(digit,"%-d",ij);
     cptcovprod=j1;    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
        strcat(fileresprobmorprev,digit); /* Tvar to be done */
        strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
     strcpy(modelsav,model);    strcat(fileresprobmorprev,fileres);
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
       printf("Error. Non available option model=%s ",model);      printf("Problem with resultfile: %s\n", fileresprobmorprev);
       goto end;      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
     }    }
        printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
     for(i=(j+1); i>=1;i--){    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
       cutv(stra,strb,modelsav,'+');    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);
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
       /*scanf("%d",i);*/      fprintf(ficresprobmorprev," p.%-d SE",j);
       if (strchr(strb,'*')) {      for(i=1; i<=nlstate;i++)
         cutv(strd,strc,strb,'*');        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
         if (strcmp(strc,"age")==0) {    }  
           cptcovprod--;    fprintf(ficresprobmorprev,"\n");
           cutv(strb,stre,strd,'V');    if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
           Tvar[i]=atoi(stre);      printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
           cptcovage++;      fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
             Tage[cptcovage]=i;      exit(0);
             /*printf("stre=%s ", stre);*/    }
         }    else{
         else if (strcmp(strd,"age")==0) {      fprintf(ficgp,"\n# Routine varevsij");
           cptcovprod--;    }
           cutv(strb,stre,strc,'V');    if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
           Tvar[i]=atoi(stre);      printf("Problem with html file: %s\n", optionfilehtm);
           cptcovage++;      fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm);
           Tage[cptcovage]=i;      exit(0);
         }    }
         else {    else{
           cutv(strb,stre,strc,'V');      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");
           Tvar[i]=ncov+k1;      fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
           cutv(strb,strc,strd,'V');    }
           Tprod[k1]=i;    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
           Tvard[k1][1]=atoi(strc);  
           Tvard[k1][2]=atoi(stre);    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");
           Tvar[cptcovn+k2]=Tvard[k1][1];    fprintf(ficresvij,"# Age");
           Tvar[cptcovn+k2+1]=Tvard[k1][2];    for(i=1; i<=nlstate;i++)
           for (k=1; k<=lastobs;k++)      for(j=1; j<=nlstate;j++)
             covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
           k1++;    fprintf(ficresvij,"\n");
           k2=k2+2;  
         }    xp=vector(1,npar);
       }    dnewm=matrix(1,nlstate,1,npar);
       else {    doldm=matrix(1,nlstate,1,nlstate);
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
        /*  scanf("%d",i);*/    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
       cutv(strd,strc,strb,'V');  
       Tvar[i]=atoi(strc);    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
       }    gpp=vector(nlstate+1,nlstate+ndeath);
       strcpy(modelsav,stra);      gmp=vector(nlstate+1,nlstate+ndeath);
       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
         scanf("%d",i);*/    
     }    if(estepm < stepm){
 }      printf ("Problem %d lower than %d\n",estepm, stepm);
      }
   /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);    else  hstepm=estepm;   
   printf("cptcovprod=%d ", cptcovprod);    /* For example we decided to compute the life expectancy with the smallest unit */
   scanf("%d ",i);*/    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
     fclose(fic);       nhstepm is the number of hstepm from age to agelim 
        nstepm is the number of stepm from age to agelin. 
     /*  if(mle==1){*/       Look at hpijx to understand the reason of that which relies in memory size
     if (weightopt != 1) { /* Maximisation without weights*/       and note for a fixed period like k years */
       for(i=1;i<=n;i++) weight[i]=1.0;    /* 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
     /*-calculation of age at interview from date of interview and age at death -*/       means that if the survival funtion is printed every two years of age and if
     agev=matrix(1,maxwav,1,imx);       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 (i=1; i<=imx; i++)    */
      for(m=2; (m<= maxwav); m++)    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
        if ((mint[m][i]== 99) && (s[m][i] <= nlstate)){    agelim = AGESUP;
          anint[m][i]=9999;    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
          s[m][i]=-1;      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
        }      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
          p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     for (i=1; i<=imx; i++)  {      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);      gp=matrix(0,nhstepm,1,nlstate);
       for(m=1; (m<= maxwav); m++){      gm=matrix(0,nhstepm,1,nlstate);
         if(s[m][i] >0){  
           if (s[m][i] == nlstate+1) {  
             if(agedc[i]>0)      for(theta=1; theta <=npar; theta++){
               if(moisdc[i]!=99 && andc[i]!=9999)        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
               agev[m][i]=agedc[i];          xp[i] = x[i] + (i==theta ?delti[theta]:0);
             else {        }
               if (andc[i]!=9999){        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
               printf("Warning negative age at death: %d line:%d\n",num[i],i);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
               agev[m][i]=-1;  
               }        if (popbased==1) {
             }          if(mobilav ==0){
           }            for(i=1; i<=nlstate;i++)
           else if(s[m][i] !=9){ /* Should no more exist */              prlim[i][i]=probs[(int)age][i][ij];
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);          }else{ /* mobilav */ 
             if(mint[m][i]==99 || anint[m][i]==9999)            for(i=1; i<=nlstate;i++)
               agev[m][i]=1;              prlim[i][i]=mobaverage[(int)age][i][ij];
             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);*/    
             }        for(j=1; j<= nlstate; j++){
             else if(agev[m][i] >agemax){          for(h=0; h<=nhstepm; h++){
               agemax=agev[m][i];            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
             }          }
             /*agev[m][i]=anint[m][i]-annais[i];*/        }
             /*   agev[m][i] = age[i]+2*m;*/        /* This for computing probability of death (h=1 means
           }           computed over hstepm matrices product = hstepm*stepm months) 
           else { /* =9 */           as a weighted average of prlim.
             agev[m][i]=1;        */
             s[m][i]=-1;        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];
         else /*= 0 Unknown */        }    
           agev[m][i]=1;        /* end probability of death */
       }  
            for(i=1; i<=npar; i++) /* Computes gradient x - delta */
     }          xp[i] = x[i] - (i==theta ?delti[theta]:0);
     for (i=1; i<=imx; i++)  {        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
       for(m=1; (m<= maxwav); m++){        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         if (s[m][i] > (nlstate+ndeath)) {   
           printf("Error: Wrong value in nlstate or ndeath\n");          if (popbased==1) {
           goto end;          if(mobilav ==0){
         }            for(i=1; i<=nlstate;i++)
       }              prlim[i][i]=probs[(int)age][i][ij];
     }          }else{ /* mobilav */ 
             for(i=1; i<=nlstate;i++)
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);              prlim[i][i]=mobaverage[(int)age][i][ij];
           }
     free_vector(severity,1,maxwav);        }
     free_imatrix(outcome,1,maxwav+1,1,n);  
     free_vector(moisnais,1,n);        for(j=1; j<= nlstate; j++){
     free_vector(annais,1,n);          for(h=0; h<=nhstepm; h++){
     /* free_matrix(mint,1,maxwav,1,n);            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
        free_matrix(anint,1,maxwav,1,n);*/              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
     free_vector(moisdc,1,n);          }
     free_vector(andc,1,n);        }
         /* This for computing probability of death (h=1 means
               computed over hstepm matrices product = hstepm*stepm months) 
     wav=ivector(1,imx);           as a weighted average of prlim.
     dh=imatrix(1,lastpass-firstpass+1,1,imx);        */
     mw=imatrix(1,lastpass-firstpass+1,1,imx);        for(j=nlstate+1;j<=nlstate+ndeath;j++){
              for(i=1,gmp[j]=0.; i<= nlstate; i++)
     /* Concatenates waves */           gmp[j] += prlim[i][i]*p3mat[i][j][1];
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);        }    
         /* end probability of death */
   
       Tcode=ivector(1,100);        for(j=1; j<= nlstate; j++) /* vareij */
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);          for(h=0; h<=nhstepm; h++){
       ncodemax[1]=1;            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);          }
        
    codtab=imatrix(1,100,1,10);        for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
    h=0;          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
    m=pow(2,cptcoveff);        }
    
    for(k=1;k<=cptcoveff; k++){      } /* End theta */
      for(i=1; i <=(m/pow(2,k));i++){  
        for(j=1; j <= ncodemax[k]; j++){      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){  
            h++;      for(h=0; h<=nhstepm; h++) /* veij */
            if (h>m) h=1;codtab[h][k]=j;        for(j=1; j<=nlstate;j++)
          }          for(theta=1; theta <=npar; theta++)
        }            trgradg[h][j][theta]=gradg[h][theta][j];
      }  
    }      for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
         for(theta=1; theta <=npar; theta++)
           trgradgp[j][theta]=gradgp[theta][j];
    /*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);      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
      }      for(i=1;i<=nlstate;i++)
      printf("\n");        for(j=1;j<=nlstate;j++)
    }          vareij[i][j][(int)age] =0.;
    scanf("%d",i);*/  
          for(h=0;h<=nhstepm;h++){
    /* Calculates basic frequencies. Computes observed prevalence at single age        for(k=0;k<=nhstepm;k++){
        and prints on file fileres'p'. */          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
           matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
              for(i=1;i<=nlstate;i++)
                for(j=1;j<=nlstate;j++)
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */              vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
     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 */      /* pptj */
            matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
     /* For Powell, parameters are in a vector p[] starting at p[1]      matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */      for(j=nlstate+1;j<=nlstate+ndeath;j++)
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */        for(i=nlstate+1;i<=nlstate+ndeath;i++)
           varppt[j][i]=doldmp[j][i];
     if(mle==1){      /* end ppptj */
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);      /*  x centered again */
     }      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
          prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
     /*--------- 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);      if (popbased==1) {
          if(mobilav ==0){
           for(i=1; i<=nlstate;i++)
    jk=1;            prlim[i][i]=probs[(int)age][i][ij];
    fprintf(ficres,"# Parameters\n");        }else{ /* mobilav */ 
    printf("# Parameters\n");          for(i=1; i<=nlstate;i++)
    for(i=1,jk=1; i <=nlstate; i++){            prlim[i][i]=mobaverage[(int)age][i][ij];
      for(k=1; k <=(nlstate+ndeath); k++){        }
        if (k != i)      }
          {               
            printf("%d%d ",i,k);      /* This for computing probability of death (h=1 means
            fprintf(ficres,"%1d%1d ",i,k);         computed over hstepm (estepm) matrices product = hstepm*stepm months) 
            for(j=1; j <=ncovmodel; j++){         as a weighted average of prlim.
              printf("%f ",p[jk]);      */
              fprintf(ficres,"%f ",p[jk]);      for(j=nlstate+1;j<=nlstate+ndeath;j++){
              jk++;        for(i=1,gmp[j]=0.;i<= nlstate; i++) 
            }          gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
            printf("\n");      }    
            fprintf(ficres,"\n");      /* end probability of death */
          }  
      }      fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
    }      for(j=nlstate+1; j<=(nlstate+ndeath);j++){
  if(mle==1){        fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
     /* Computing hessian and covariance matrix */        for(i=1; i<=nlstate;i++){
     ftolhess=ftol; /* Usually correct */          fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
     hesscov(matcov, p, npar, delti, ftolhess, func);        }
  }      } 
     fprintf(ficres,"# Scales\n");      fprintf(ficresprobmorprev,"\n");
     printf("# Scales\n");  
      for(i=1,jk=1; i <=nlstate; i++){      fprintf(ficresvij,"%.0f ",age );
       for(j=1; j <=nlstate+ndeath; j++){      for(i=1; i<=nlstate;i++)
         if (j!=i) {        for(j=1; j<=nlstate;j++){
           fprintf(ficres,"%1d%1d",i,j);          fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
           printf("%1d%1d",i,j);        }
           for(k=1; k<=ncovmodel;k++){      fprintf(ficresvij,"\n");
             printf(" %.5e",delti[jk]);      free_matrix(gp,0,nhstepm,1,nlstate);
             fprintf(ficres," %.5e",delti[jk]);      free_matrix(gm,0,nhstepm,1,nlstate);
             jk++;      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
           }      free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
           printf("\n");      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           fprintf(ficres,"\n");    } /* End age */
         }    free_vector(gpp,nlstate+1,nlstate+ndeath);
       }    free_vector(gmp,nlstate+1,nlstate+ndeath);
      }    free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
        free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
     k=1;    fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
     fprintf(ficres,"# Covariance\n");    /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
     printf("# Covariance\n");    fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
     for(i=1;i<=npar;i++){  /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
       /*  if (k>nlstate) k=1;  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
       i1=(i-1)/(ncovmodel*nlstate)+1;  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);    fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",fileresprobmorprev);
       printf("%s%d%d",alph[k],i1,tab[i]);*/    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",fileresprobmorprev);
       fprintf(ficres,"%3d",i);    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",fileresprobmorprev);
       printf("%3d",i);    fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",fileresprobmorprev,fileresprobmorprev);
       for(j=1; j<=i;j++){    fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"varmuptjgr%s%s%s.png\"> <br>\n", estepm,digitp,optionfilefiname,digit);
         fprintf(ficres," %.5e",matcov[i][j]);    /*  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);
         printf(" %.5e",matcov[i][j]);  */
       }    fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit);
       fprintf(ficres,"\n");  
       printf("\n");    free_vector(xp,1,npar);
       k++;    free_matrix(doldm,1,nlstate,1,nlstate);
     }    free_matrix(dnewm,1,nlstate,1,npar);
        free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     while((c=getc(ficpar))=='#' && c!= EOF){    free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
       ungetc(c,ficpar);    free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
       fgets(line, MAXLINE, ficpar);    if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       puts(line);    fclose(ficresprobmorprev);
       fputs(line,ficparo);    fclose(ficgp);
     }    fclose(fichtm);
     ungetc(c,ficpar);  }  /* end varevsij */
    
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);  /************ Variance of prevlim ******************/
      void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)
     if (fage <= 2) {  {
       bage = agemin;    /* Variance of prevalence limit */
       fage = agemax;    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
     }    double **newm;
        double **dnewm,**doldm;
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");    int i, j, nhstepm, hstepm;
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);    int k, cptcode;
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);    double *xp;
      double *gp, *gm;
     while((c=getc(ficpar))=='#' && c!= EOF){    double **gradg, **trgradg;
     ungetc(c,ficpar);    double age,agelim;
     fgets(line, MAXLINE, ficpar);    int theta;
     puts(line);     
     fputs(line,ficparo);    fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
   }    fprintf(ficresvpl,"# Age");
   ungetc(c,ficpar);    for(i=1; i<=nlstate;i++)
          fprintf(ficresvpl," %1d-%1d",i,i);
   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);    fprintf(ficresvpl,"\n");
   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);    xp=vector(1,npar);
          dnewm=matrix(1,nlstate,1,npar);
   while((c=getc(ficpar))=='#' && c!= EOF){    doldm=matrix(1,nlstate,1,nlstate);
     ungetc(c,ficpar);    
     fgets(line, MAXLINE, ficpar);    hstepm=1*YEARM; /* Every year of age */
     puts(line);    hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
     fputs(line,ficparo);    agelim = AGESUP;
   }    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
   ungetc(c,ficpar);      nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
        if (stepm >= YEARM) hstepm=1;
       nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
    dateprev1=anprev1+mprev1/12.+jprev1/365.;      gradg=matrix(1,npar,1,nlstate);
    dateprev2=anprev2+mprev2/12.+jprev2/365.;      gp=vector(1,nlstate);
       gm=vector(1,nlstate);
   fscanf(ficpar,"pop_based=%d\n",&popbased);  
    fprintf(ficparo,"pop_based=%d\n",popbased);        for(theta=1; theta <=npar; theta++){
    fprintf(ficres,"pop_based=%d\n",popbased);          for(i=1; i<=npar; i++){ /* Computes gradient */
           xp[i] = x[i] + (i==theta ?delti[theta]:0);
   while((c=getc(ficpar))=='#' && c!= EOF){        }
     ungetc(c,ficpar);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
     fgets(line, MAXLINE, ficpar);        for(i=1;i<=nlstate;i++)
     puts(line);          gp[i] = prlim[i][i];
     fputs(line,ficparo);      
   }        for(i=1; i<=npar; i++) /* Computes gradient */
   ungetc(c,ficpar);          xp[i] = x[i] - (i==theta ?delti[theta]:0);
   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);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 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);        for(i=1;i<=nlstate;i++)
 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);          gm[i] = prlim[i][i];
   
  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2);        for(i=1;i<=nlstate;i++)
           gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
          } /* End theta */
     /*------------ gnuplot -------------*/  
     /*chdir(pathcd);*/      trgradg =matrix(1,nlstate,1,npar);
     strcpy(optionfilegnuplot,optionfilefiname);  
     strcat(optionfilegnuplot,".plt");      for(j=1; j<=nlstate;j++)
     if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {        for(theta=1; theta <=npar; theta++)
       printf("Problem with file %s",optionfilegnuplot);goto end;          trgradg[j][theta]=gradg[theta][j];
     }  
 #ifdef windows      for(i=1;i<=nlstate;i++)
     fprintf(ficgp,"cd \"%s\" \n",pathc);        varpl[i][(int)age] =0.;
 #endif      matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
 m=pow(2,cptcoveff);      matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
        for(i=1;i<=nlstate;i++)
  /* 1eme*/        varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
   for (cpt=1; cpt<= nlstate ; cpt ++) {  
    for (k1=1; k1<= m ; k1 ++) {      fprintf(ficresvpl,"%.0f ",age );
       for(i=1; i<=nlstate;i++)
 #ifdef windows        fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
     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(ficresvpl,"\n");
 #endif      free_vector(gp,1,nlstate);
 #ifdef unix      free_vector(gm,1,nlstate);
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);      free_matrix(gradg,1,npar,1,nlstate);
 #endif      free_matrix(trgradg,1,nlstate,1,npar);
     } /* End age */
 for (i=1; i<= nlstate ; i ++) {  
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    free_vector(xp,1,npar);
   else fprintf(ficgp," \%%*lf (\%%*lf)");    free_matrix(doldm,1,nlstate,1,npar);
 }    free_matrix(dnewm,1,nlstate,1,nlstate);
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);  
     for (i=1; i<= nlstate ; i ++) {  }
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");  
   else fprintf(ficgp," \%%*lf (\%%*lf)");  /************ Variance of one-step probabilities  ******************/
 }  void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);  {
      for (i=1; i<= nlstate ; i ++) {    int i, j=0,  i1, k1, l1, t, tj;
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    int k2, l2, j1,  z1;
   else fprintf(ficgp," \%%*lf (\%%*lf)");    int k=0,l, cptcode;
 }      int first=1, first1;
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));    double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
 #ifdef unix    double **dnewm,**doldm;
 fprintf(ficgp,"\nset ter gif small size 400,300");    double *xp;
 #endif    double *gp, *gm;
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    double **gradg, **trgradg;
    }    double **mu;
   }    double age,agelim, cov[NCOVMAX];
   /*2 eme*/    double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
     int theta;
   for (k1=1; k1<= m ; k1 ++) {    char fileresprob[FILENAMELENGTH];
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);    char fileresprobcov[FILENAMELENGTH];
        char fileresprobcor[FILENAMELENGTH];
     for (i=1; i<= nlstate+1 ; i ++) {  
       k=2*i;    double ***varpij;
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);  
       for (j=1; j<= nlstate+1 ; j ++) {    strcpy(fileresprob,"prob"); 
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    strcat(fileresprob,fileres);
   else fprintf(ficgp," \%%*lf (\%%*lf)");    if((ficresprob=fopen(fileresprob,"w"))==NULL) {
 }        printf("Problem with resultfile: %s\n", fileresprob);
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
       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);    strcpy(fileresprobcov,"probcov"); 
       for (j=1; j<= nlstate+1 ; j ++) {    strcat(fileresprobcov,fileres);
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
         else fprintf(ficgp," \%%*lf (\%%*lf)");      printf("Problem with resultfile: %s\n", fileresprobcov);
 }        fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
       fprintf(ficgp,"\" t\"\" w l 0,");    }
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);    strcpy(fileresprobcor,"probcor"); 
       for (j=1; j<= nlstate+1 ; j ++) {    strcat(fileresprobcor,fileres);
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
   else fprintf(ficgp," \%%*lf (\%%*lf)");      printf("Problem with resultfile: %s\n", fileresprobcor);
 }        fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");    }
       else fprintf(ficgp,"\" t\"\" w l 0,");    printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     }    fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);    printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
   }    fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
      printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
   /*3eme*/    fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     
   for (k1=1; k1<= m ; k1 ++) {    fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
     for (cpt=1; cpt<= nlstate ; cpt ++) {    fprintf(ficresprob,"# Age");
       k=2+nlstate*(cpt-1);    fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
       fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",agemin,fage,fileres,k1-1,k1-1,k,cpt);    fprintf(ficresprobcov,"# Age");
       for (i=1; i< nlstate ; i ++) {    fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
         fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",fileres,k1-1,k1-1,k+i,cpt,i+1);    fprintf(ficresprobcov,"# Age");
       }  
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);  
     }    for(i=1; i<=nlstate;i++)
   }      for(j=1; j<=(nlstate+ndeath);j++){
          fprintf(ficresprob," p%1d-%1d (SE)",i,j);
   /* CV preval stat */        fprintf(ficresprobcov," p%1d-%1d ",i,j);
   for (k1=1; k1<= m ; k1 ++) {        fprintf(ficresprobcor," p%1d-%1d ",i,j);
     for (cpt=1; cpt<nlstate ; cpt ++) {      }  
       k=3;   /* fprintf(ficresprob,"\n");
       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/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);    fprintf(ficresprobcov,"\n");
       for (i=1; i< nlstate ; i ++)    fprintf(ficresprobcor,"\n");
         fprintf(ficgp,"+$%d",k+i+1);   */
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);   xp=vector(1,npar);
          dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
       l=3+(nlstate+ndeath)*cpt;    doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);    mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
       for (i=1; i< nlstate ; i ++) {    varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
         l=3+(nlstate+ndeath)*cpt;    first=1;
         fprintf(ficgp,"+$%d",l+i+1);    if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
       }      printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);        fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);      exit(0);
     }    }
   }      else{
       fprintf(ficgp,"\n# Routine varprob");
   /* proba elementaires */    }
    for(i=1,jk=1; i <=nlstate; i++){    if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
     for(k=1; k <=(nlstate+ndeath); k++){      printf("Problem with html file: %s\n", optionfilehtm);
       if (k != i) {      fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm);
         for(j=1; j <=ncovmodel; j++){      exit(0);
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/    }
           /*fprintf(ficgp,"%s",alph[1]);*/    else{
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);      fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
           jk++;      fprintf(fichtm,"\n");
           fprintf(ficgp,"\n");  
         }      fprintf(fichtm,"\n<li><h4> Computing matrix of variance-covariance of step probabilities</h4></li>\n");
       }      fprintf(fichtm,"\nWe have drawn ellipsoids of confidence around the p<inf>ij</inf>, p<inf>kl</inf> to understand the covariance between two incidences. They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
     }      fprintf(fichtm,"\n<br> We have drawn x'cov<sup>-1</sup>x = 4 where x is the column vector (pij,pkl). It means that if pij and pkl where uncorrelated the (2X2) matrix would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 standard deviations wide on each axis. <br> When both incidences are correlated we diagonalised the inverse of the covariance matrix and made the appropriate rotation.<br> \n");
     }  
     }
   for(jk=1; jk <=m; jk++) {  
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);    cov[1]=1;
    i=1;    tj=cptcoveff;
    for(k2=1; k2<=nlstate; k2++) {    if (cptcovn<1) {tj=1;ncodemax[1]=1;}
      k3=i;    j1=0;
      for(k=1; k<=(nlstate+ndeath); k++) {    for(t=1; t<=tj;t++){
        if (k != k2){      for(i1=1; i1<=ncodemax[t];i1++){ 
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);        j1++;
 ij=1;        if  (cptcovn>0) {
         for(j=3; j <=ncovmodel; j++) {          fprintf(ficresprob, "\n#********** Variable "); 
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
             fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);          fprintf(ficresprob, "**********\n#\n");
             ij++;          fprintf(ficresprobcov, "\n#********** Variable "); 
           }          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           else          fprintf(ficresprobcov, "**********\n#\n");
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);          
         }          fprintf(ficgp, "\n#********** Variable "); 
           fprintf(ficgp,")/(1");          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
                  fprintf(ficgp, "**********\n#\n");
         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;          fprintf(fichtm, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
           for(j=3; j <=ncovmodel; j++){          for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {          fprintf(fichtm, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
             fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);          
             ij++;          fprintf(ficresprobcor, "\n#********** Variable ");    
           }          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           else          fprintf(ficresprobcor, "**********\n#");    
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);        }
           }        
           fprintf(ficgp,")");        for (age=bage; age<=fage; age ++){ 
         }          cov[2]=age;
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);          for (k=1; k<=cptcovn;k++) {
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");            cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
         i=i+ncovmodel;          }
        }          for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
      }          for (k=1; k<=cptcovprod;k++)
    }            cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);          
   }          gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
              trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
   fclose(ficgp);          gp=vector(1,(nlstate)*(nlstate+ndeath));
   /* end gnuplot */          gm=vector(1,(nlstate)*(nlstate+ndeath));
          
 chdir(path);          for(theta=1; theta <=npar; theta++){
                for(i=1; i<=npar; i++)
     free_ivector(wav,1,imx);              xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);            
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);              pmij(pmmij,cov,ncovmodel,xp,nlstate);
     free_ivector(num,1,n);            
     free_vector(agedc,1,n);            k=0;
     /*free_matrix(covar,1,NCOVMAX,1,n);*/            for(i=1; i<= (nlstate); i++){
     fclose(ficparo);              for(j=1; j<=(nlstate+ndeath);j++){
     fclose(ficres);                k=k+1;
     /*  }*/                gp[k]=pmmij[i][j];
                  }
    /*________fin mle=1_________*/            }
                
             for(i=1; i<=npar; i++)
                xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
     /* No more information from the sample is required now */      
   /* Reads comments: lines beginning with '#' */            pmij(pmmij,cov,ncovmodel,xp,nlstate);
   while((c=getc(ficpar))=='#' && c!= EOF){            k=0;
     ungetc(c,ficpar);            for(i=1; i<=(nlstate); i++){
     fgets(line, MAXLINE, ficpar);              for(j=1; j<=(nlstate+ndeath);j++){
     puts(line);                k=k+1;
     fputs(line,ficparo);                gm[k]=pmmij[i][j];
   }              }
   ungetc(c,ficpar);            }
         
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);            for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);              gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);          }
 /*--------- index.htm --------*/  
           for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
   strcpy(optionfilehtm,optionfile);            for(theta=1; theta <=npar; theta++)
   strcat(optionfilehtm,".htm");              trgradg[j][theta]=gradg[theta][j];
   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {          
     printf("Problem with %s \n",optionfilehtm);goto end;          matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
   }          matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
           free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
  fprintf(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.7 </font> <hr size=\"2\" color=\"#EC5E5E\">          free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
 Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>          free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
 Total number of observations=%d <br>          free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>  
 <hr  size=\"2\" color=\"#EC5E5E\">          pmij(pmmij,cov,ncovmodel,x,nlstate);
 <li>Outputs files<br><br>\n          
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n          k=0;
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>          for(i=1; i<=(nlstate); i++){
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>            for(j=1; j<=(nlstate+ndeath);j++){
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>              k=k+1;
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>              mu[k][(int) age]=pmmij[i][j];
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>            }
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>          }
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>          for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br>            for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
         - Prevalences and population forecasting: <a href=\"f%s\">f%s</a> <br>              varpij[i][j][(int)age] = doldm[i][j];
 <br>",title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,jmin,jmax,jmean,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);  
           /*printf("\n%d ",(int)age);
  fprintf(fichtm," <li>Graphs</li><p>");            for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
  m=cptcoveff;            fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}            }*/
   
  j1=0;          fprintf(ficresprob,"\n%d ",(int)age);
  for(k1=1; k1<=m;k1++){          fprintf(ficresprobcov,"\n%d ",(int)age);
    for(i1=1; i1<=ncodemax[k1];i1++){          fprintf(ficresprobcor,"\n%d ",(int)age);
        j1++;  
        if (cptcovn > 0) {          for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");            fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
          for (cpt=1; cpt<=cptcoveff;cpt++)          for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);            fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");            fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
        }          }
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>          i=0;
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);              for (k=1; k<=(nlstate);k++){
        for(cpt=1; cpt<nlstate;cpt++){            for (l=1; l<=(nlstate+ndeath);l++){ 
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>              i=i++;
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);              fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
        }              fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
     for(cpt=1; cpt<=nlstate;cpt++) {              for (j=1; j<=i;j++){
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident                fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
 interval) in state (%d): v%s%d%d.gif <br>                fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);                }
      }            }
      for(cpt=1; cpt<=nlstate;cpt++) {          }/* end of loop for state */
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>        } /* end of loop for age */
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);  
      }        /* Confidence intervalle of pij  */
      fprintf(fichtm,"\n<br>- Total life expectancy by age and        /*
 health expectancies in states (1) and (2): e%s%d.gif<br>          fprintf(ficgp,"\nset noparametric;unset label");
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);          fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
 fprintf(fichtm,"\n</body>");          fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
    }          fprintf(fichtm,"\n<br>Probability with  confidence intervals expressed in year<sup>-1</sup> :<a href=\"pijgr%s.png\">pijgr%s.png</A>, ",optionfilefiname,optionfilefiname);
  }          fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
 fclose(fichtm);          fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
           fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
   /*--------------- Prevalence limit --------------*/        */
    
   strcpy(filerespl,"pl");        /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
   strcat(filerespl,fileres);        first1=1;
   if((ficrespl=fopen(filerespl,"w"))==NULL) {        for (k2=1; k2<=(nlstate);k2++){
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;          for (l2=1; l2<=(nlstate+ndeath);l2++){ 
   }            if(l2==k2) continue;
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);            j=(k2-1)*(nlstate+ndeath)+l2;
   fprintf(ficrespl,"#Prevalence limit\n");            for (k1=1; k1<=(nlstate);k1++){
   fprintf(ficrespl,"#Age ");              for (l1=1; l1<=(nlstate+ndeath);l1++){ 
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);                if(l1==k1) continue;
   fprintf(ficrespl,"\n");                i=(k1-1)*(nlstate+ndeath)+l1;
                  if(i<=j) continue;
   prlim=matrix(1,nlstate,1,nlstate);                for (age=bage; age<=fage; age ++){ 
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */                  if ((int)age %5==0){
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */                    v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */                    v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */                    cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */                    mu1=mu[i][(int) age]/stepm*YEARM ;
   k=0;                    mu2=mu[j][(int) age]/stepm*YEARM;
   agebase=agemin;                    c12=cv12/sqrt(v1*v2);
   agelim=agemax;                    /* Computing eigen value of matrix of covariance */
   ftolpl=1.e-10;                    lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
   i1=cptcoveff;                    lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
   if (cptcovn < 1){i1=1;}                    /* Eigen vectors */
                     v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
   for(cptcov=1;cptcov<=i1;cptcov++){                    /*v21=sqrt(1.-v11*v11); *//* error */
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){                    v21=(lc1-v1)/cv12*v11;
         k=k+1;                    v12=-v21;
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/                    v22=v11;
         fprintf(ficrespl,"\n#******");                    tnalp=v21/v11;
         for(j=1;j<=cptcoveff;j++)                    if(first1==1){
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);                      first1=0;
         fprintf(ficrespl,"******\n");                      printf("%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tang %.3f\nOthers in log...\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                            }
         for (age=agebase; age<=agelim; age++){                    fprintf(ficlog,"%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tan %.3f\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);                    /*printf(fignu*/
           fprintf(ficrespl,"%.0f",age );                    /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
           for(i=1; i<=nlstate;i++)                    /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
           fprintf(ficrespl," %.5f", prlim[i][i]);                    if(first==1){
           fprintf(ficrespl,"\n");                      first=0;
         }                      fprintf(ficgp,"\nset parametric;unset label");
       }                      fprintf(ficgp,"\nset log y;set log x; set xlabel \"p%1d%1d (year-1)\";set ylabel \"p%1d%1d (year-1)\"",k1,l1,k2,l2);
     }                      fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
   fclose(ficrespl);                      fprintf(fichtm,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup> :<a href=\"varpijgr%s%d%1d%1d-%1d%1d.png\">varpijgr%s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,optionfilefiname, j1,k1,l1,k2,l2,optionfilefiname, j1,k1,l1,k2,l2);
                       fprintf(fichtm,"\n<br><img src=\"varpijgr%s%d%1d%1d-%1d%1d.png\"> ",optionfilefiname, j1,k1,l1,k2,l2);
   /*------------- h Pij x at various ages ------------*/                      fprintf(fichtm,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
                        fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\"",optionfilefiname, j1,k1,l1,k2,l2);
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);                      fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
   if((ficrespij=fopen(filerespij,"w"))==NULL) {                      fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;                      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),\
   printf("Computing pij: result on file '%s' \n", filerespij);                              mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                      }else{
   stepsize=(int) (stepm+YEARM-1)/YEARM;                      first=0;
   /*if (stepm<=24) stepsize=2;*/                      fprintf(fichtm," %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
   agelim=AGESUP;                      fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
   hstepm=stepsize*YEARM; /* Every year of age */                      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",\
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */                              mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                                mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
   k=0;                    }/* if first */
   for(cptcov=1;cptcov<=i1;cptcov++){                  } /* age mod 5 */
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){                } /* end loop age */
       k=k+1;                fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\";replot;",optionfilefiname, j1,k1,l1,k2,l2);
         fprintf(ficrespij,"\n#****** ");                first=1;
         for(j=1;j<=cptcoveff;j++)              } /*l12 */
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);            } /* k12 */
         fprintf(ficrespij,"******\n");          } /*l1 */
                }/* k1 */
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */      } /* loop covariates */
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    }
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
           oldm=oldms;savm=savms;    free_vector(xp,1,npar);
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);      fclose(ficresprob);
           fprintf(ficrespij,"# Age");    fclose(ficresprobcov);
           for(i=1; i<=nlstate;i++)    fclose(ficresprobcor);
             for(j=1; j<=nlstate+ndeath;j++)    fclose(ficgp);
               fprintf(ficrespij," %1d-%1d",i,j);    fclose(fichtm);
           fprintf(ficrespij,"\n");  }
           for (h=0; h<=nhstepm; h++){  
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );  
             for(i=1; i<=nlstate;i++)  /******************* Printing html file ***********/
               for(j=1; j<=nlstate+ndeath;j++)  void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);                    int lastpass, int stepm, int weightopt, char model[],\
             fprintf(ficrespij,"\n");                    int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
           }                    int popforecast, int estepm ,\
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);                    double jprev1, double mprev1,double anprev1, \
           fprintf(ficrespij,"\n");                    double jprev2, double mprev2,double anprev2){
         }    int jj1, k1, i1, cpt;
     }    /*char optionfilehtm[FILENAMELENGTH];*/
   }    if((fichtm=fopen(optionfilehtm,"a"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
   /* varprob(fileres, matcov, p, delti, nlstate, (int) bage, (int) fage,k);*/      fprintf(ficlog,"Problem with %s \n",optionfilehtm), exit(0);
     }
   fclose(ficrespij);  
      fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n
   if(stepm == 1) {   - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"p%s\">p%s</a> <br>\n
   /*---------- Forecasting ------------------*/   - Estimated transition probabilities over %d (stepm) months: <a href=\"pij%s\">pij%s</a><br>\n
   calagedate=(anproj1+mproj1/12.+jproj1/365.-dateintmean)*YEARM;   - Stable prevalence in each health state: <a href=\"pl%s\">pl%s</a> <br>\n
    - Life expectancies by age and initial health status (estepm=%2d months): 
   /*printf("calage= %f", calagedate);*/     <a href=\"e%s\">e%s</a> <br>\n</li>", \
      jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,fileres,fileres,stepm,fileres,fileres,fileres,fileres,estepm,fileres,fileres);
   prevalence(agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2, calagedate);  
   fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
   
   strcpy(fileresf,"f");   m=cptcoveff;
   strcat(fileresf,fileres);   if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   if((ficresf=fopen(fileresf,"w"))==NULL) {  
     printf("Problem with forecast resultfile: %s\n", fileresf);goto end;   jj1=0;
   }   for(k1=1; k1<=m;k1++){
   printf("Computing forecasting: result on file '%s' \n", fileresf);     for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
   free_matrix(mint,1,maxwav,1,n);       if (cptcovn > 0) {
   free_matrix(anint,1,maxwav,1,n);         fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
   free_matrix(agev,1,maxwav,1,imx);         for (cpt=1; cpt<=cptcoveff;cpt++) 
   /* Mobile average */           fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
   if (cptcoveff==0) ncodemax[cptcoveff]=1;       }
        /* Pij */
   if (mobilav==1) {       fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i, %d (stepm) months before: pe%s%d1.png<br>
     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);  <img src=\"pe%s%d1.png\">",stepm,strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);     
     for (agedeb=bage+3; agedeb<=fage-2; agedeb++)       /* Quasi-incidences */
       for (i=1; i<=nlstate;i++)       fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months before but expressed in per year i.e. quasi incidences if stepm is small and probabilities too: pe%s%d2.png<br>
         for (cptcod=1;cptcod<=ncodemax[cptcov];cptcod++)  <img src=\"pe%s%d2.png\">",stepm,strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1); 
           mobaverage[(int)agedeb][i][cptcod]=0.;         /* Stable prevalence in each health state */
             for(cpt=1; cpt<nlstate;cpt++){
     for (agedeb=bage+4; agedeb<=fage; agedeb++){           fprintf(fichtm,"<br>- Stable prevalence in each health state : p%s%d%d.png<br>
       for (i=1; i<=nlstate;i++){  <img src=\"p%s%d%d.png\">",strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);
         for (cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){         }
           for (cpt=0;cpt<=4;cpt++){       for(cpt=1; cpt<=nlstate;cpt++) {
             mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]+probs[(int)agedeb-cpt][i][cptcod];          fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.png <br>
           }  <img src=\"exp%s%d%d.png\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);
           mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]/5;       }
         }       fprintf(fichtm,"\n<br>- Total life expectancy by age and
       }  health expectancies in states (1) and (2): e%s%d.png<br>
     }    <img src=\"e%s%d.png\">",strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);
   }     } /* end i1 */
    }/* End k1 */
   stepsize=(int) (stepm+YEARM-1)/YEARM;   fprintf(fichtm,"</ul>");
   if (stepm<=12) stepsize=1;  
   
   agelim=AGESUP;   fprintf(fichtm,"\n<br><li><h4> Result files (second order: variances)</h4>\n
   /*hstepm=stepsize*YEARM; *//* Every year of age */   - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n
   hstepm=1;   - Variance of one-step probabilities: <a href=\"prob%s\">prob%s</a> <br>\n
   hstepm=hstepm/stepm; /* Typically 2 years, = 2 years/6 months = 4 */   - Variance-covariance of one-step probabilities: <a href=\"probcov%s\">probcov%s</a> <br>\n
   yp1=modf(dateintmean,&yp);   - Correlation matrix of one-step probabilities: <a href=\"probcor%s\">probcor%s</a> <br>\n
   anprojmean=yp;   - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"v%s\">v%s</a><br>\n 
   yp2=modf((yp1*12),&yp);   - Health expectancies with their variances (no covariance): <a href=\"t%s\">t%s</a> <br>\n
   mprojmean=yp;   - Standard deviation of stable prevalences: <a href=\"vpl%s\">vpl%s</a> <br>\n",rfileres,rfileres,fileres,fileres,fileres,fileres,fileres,fileres, estepm, fileres,fileres,fileres,fileres,fileres,fileres);
   yp1=modf((yp2*30.5),&yp);  
   jprojmean=yp;  /*  if(popforecast==1) fprintf(fichtm,"\n */
   if(jprojmean==0) jprojmean=1;  /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
   if(mprojmean==0) jprojmean=1;  /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
   /*      <br>",fileres,fileres,fileres,fileres); */
   fprintf(ficresf,"# Estimated date of observed prevalence: %.lf/%.lf/%.lf ",jprojmean,mprojmean,anprojmean);  /*  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); */
   if (popforecast==1) {  fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
     if((ficpop=fopen(popfile,"r"))==NULL)    {  
       printf("Problem with population file : %s\n",popfile);goto end;   m=cptcoveff;
     }   if (cptcovn < 1) {m=1;ncodemax[1]=1;}
     popage=ivector(0,AGESUP);  
     popeffectif=vector(0,AGESUP);   jj1=0;
     popcount=vector(0,AGESUP);   for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
     i=1;         jj1++;
     while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF)       if (cptcovn > 0) {
       {         fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
         i=i+1;         for (cpt=1; cpt<=cptcoveff;cpt++) 
       }           fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
     imx=i;         fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
           }
     for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];       for(cpt=1; cpt<=nlstate;cpt++) {
   }         fprintf(fichtm,"<br>- Observed and period prevalence (with confident
   interval) in state (%d): v%s%d%d.png <br>
   for(cptcov=1;cptcov<=i1;cptcov++){  <img src=\"v%s%d%d.png\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);  
     for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){       }
       k=k+1;     } /* end i1 */
       fprintf(ficresf,"\n#******");   }/* End k1 */
       for(j=1;j<=cptcoveff;j++) {   fprintf(fichtm,"</ul>");
         fprintf(ficresf," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);  fclose(fichtm);
       }  }
       fprintf(ficresf,"******\n");  
       fprintf(ficresf,"# StartingAge FinalAge");  /******************* Gnuplot file **************/
       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficresf," P.%d",j);  void printinggnuplot(char fileres[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
       if (popforecast==1)  fprintf(ficresf," [Population]");  
        int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
       for (cpt=0; cpt<4;cpt++) {    int ng;
         fprintf(ficresf,"\n");    if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
         fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+cpt);        printf("Problem with file %s",optionfilegnuplot);
       fprintf(ficlog,"Problem with file %s",optionfilegnuplot);
         for (agedeb=(fage-((int)calagedate %12/12.)); agedeb>=(bage-((int)calagedate %12)/12.); agedeb--){ /* If stepm=6 months */    }
         nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm);  
         nhstepm = nhstepm/hstepm;    /*#ifdef windows */
         /*printf("agedeb=%.lf stepm=%d hstepm=%d nhstepm=%d \n",agedeb,stepm,hstepm,nhstepm);*/      fprintf(ficgp,"cd \"%s\" \n",pathc);
       /*#endif */
         p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  m=pow(2,cptcoveff);
         oldm=oldms;savm=savms;    
         hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);     /* 1eme*/
            for (cpt=1; cpt<= nlstate ; cpt ++) {
         for (h=0; h<=nhstepm; h++){     for (k1=1; k1<= m ; k1 ++) {
           if (h==(int) (calagedate+YEARM*cpt)) {       fprintf(ficgp,"\nset out \"v%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
             fprintf(ficresf,"\n %.f ",agedeb+h*hstepm/YEARM*stepm);       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,fileres,k1-1,k1-1);
           }  
           for(j=1; j<=nlstate+ndeath;j++) {       for (i=1; i<= nlstate ; i ++) {
             kk1=0.;kk2=0;         if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
             for(i=1; i<=nlstate;i++) {                 else fprintf(ficgp," \%%*lf (\%%*lf)");
               if (mobilav==1)       }
                 kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];       fprintf(ficgp,"\" t\"Stable prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",fileres,k1-1,k1-1);
               else {       for (i=1; i<= nlstate ; i ++) {
                 kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];         if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
                 /* fprintf(ficresf," p3=%.3f p=%.3f ", p3mat[i][j][h], probs[(int)(agedeb)+1][i][cptcod]);*/         else fprintf(ficgp," \%%*lf (\%%*lf)");
               }       } 
        fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",fileres,k1-1,k1-1); 
               if (popforecast==1) kk2=kk1*popeffectif[(int)agedeb];       for (i=1; i<= nlstate ; i ++) {
             }         if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
                   else fprintf(ficgp," \%%*lf (\%%*lf)");
             if (h==(int)(calagedate+12*cpt)){       }  
               fprintf(ficresf," %.3f", kk1);       fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));
                   }
               if (popforecast==1) fprintf(ficresf," [%.f]", kk2);    }
             }    /*2 eme*/
           }    
         }    for (k1=1; k1<= m ; k1 ++) { 
         free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      fprintf(ficgp,"\nset out \"e%s%d.png\" \n",strtok(optionfile, "."),k1);
       }      fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
       }      
     }      for (i=1; i<= nlstate+1 ; i ++) {
   }        k=2*i;
   if (mobilav==1) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);        fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);
   if (popforecast==1) {        for (j=1; j<= nlstate+1 ; j ++) {
     free_ivector(popage,0,AGESUP);          if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
     free_vector(popeffectif,0,AGESUP);          else fprintf(ficgp," \%%*lf (\%%*lf)");
     free_vector(popcount,0,AGESUP);        }   
   }        if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
   free_imatrix(s,1,maxwav+1,1,n);        else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
   free_vector(weight,1,n);        fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);
   fclose(ficresf);        for (j=1; j<= nlstate+1 ; j ++) {
   }/* End forecasting */          if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
   else{          else fprintf(ficgp," \%%*lf (\%%*lf)");
     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);        fprintf(ficgp,"\" t\"\" w l 0,");
   }        fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
   /*---------- Health expectancies and variances ------------*/          if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
   strcpy(filerest,"t");        }   
   strcat(filerest,fileres);        if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
   if((ficrest=fopen(filerest,"w"))==NULL) {        else fprintf(ficgp,"\" t\"\" w l 0,");
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;      }
   }    }
   printf("Computing Total LEs with variances: file '%s' \n", filerest);    
     /*3eme*/
     
   strcpy(filerese,"e");    for (k1=1; k1<= m ; k1 ++) { 
   strcat(filerese,fileres);      for (cpt=1; cpt<= nlstate ; cpt ++) {
   if((ficreseij=fopen(filerese,"w"))==NULL) {        k=2+nlstate*(2*cpt-2);
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);        fprintf(ficgp,"\nset out \"exp%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
   }        fprintf(ficgp,"set ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,fileres,k1-1,k1-1,k,cpt);
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);        /*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) ");
  strcpy(fileresv,"v");          fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
   strcat(fileresv,fileres);          fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
   if((ficresvij=fopen(fileresv,"w"))==NULL) {          for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);          fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
   }          
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);        */
         for (i=1; i< nlstate ; i ++) {
   k=0;          fprintf(ficgp," ,\"e%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",fileres,k1-1,k1-1,k+2*i,cpt,i+1);
   for(cptcov=1;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]]);    /* CV preval stable (period) */
       fprintf(ficrest,"******\n");    for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<=nlstate ; cpt ++) {
       fprintf(ficreseij,"\n#****** ");        k=3;
       for(j=1;j<=cptcoveff;j++)        fprintf(ficgp,"\nset out \"p%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);        fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,fileres,k1,k+cpt+1,k+1);
       fprintf(ficreseij,"******\n");        
         for (i=1; i< nlstate ; i ++)
       fprintf(ficresvij,"\n#****** ");          fprintf(ficgp,"+$%d",k+i+1);
       for(j=1;j<=cptcoveff;j++)        fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);        
       fprintf(ficresvij,"******\n");        l=3+(nlstate+ndeath)*cpt;
         fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);        for (i=1; i< nlstate ; i ++) {
       oldm=oldms;savm=savms;          l=3+(nlstate+ndeath)*cpt;
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);            fprintf(ficgp,"+$%d",l+i+1);
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);        }
       oldm=oldms;savm=savms;        fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);      } 
          }  
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");    
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);    /* proba elementaires */
       fprintf(ficrest,"\n");    for(i=1,jk=1; i <=nlstate; i++){
              for(k=1; k <=(nlstate+ndeath); k++){
       hf=1;        if (k != i) {
       if (stepm >= YEARM) hf=stepm/YEARM;          for(j=1; j <=ncovmodel; j++){
       epj=vector(1,nlstate+1);            fprintf(ficgp,"p%d=%f ",jk,p[jk]);
       for(age=bage; age <=fage ;age++){            jk++; 
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);            fprintf(ficgp,"\n");
         if (popbased==1) {          }
           for(i=1; i<=nlstate;i++)        }
             prlim[i][i]=probs[(int)age][i][k];      }
         }     }
          
         fprintf(ficrest," %.0f",age);     for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){       for(jk=1; jk <=m; jk++) {
           for(i=1, epj[j]=0.;i <=nlstate;i++) {         fprintf(ficgp,"\nset out \"pe%s%d%d.png\" \n",strtok(optionfile, "."),jk,ng); 
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];         if (ng==2)
           }           fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
           epj[nlstate+1] +=epj[j];         else
         }           fprintf(ficgp,"\nset title \"Probability\"\n");
         for(i=1, vepp=0.;i <=nlstate;i++)         fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
           for(j=1;j <=nlstate;j++)         i=1;
             vepp += vareij[i][j][(int)age];         for(k2=1; k2<=nlstate; k2++) {
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));           k3=i;
         for(j=1;j <=nlstate;j++){           for(k=1; k<=(nlstate+ndeath); k++) {
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));             if (k != k2){
         }               if(ng==2)
         fprintf(ficrest,"\n");                 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++;
  fclose(ficreseij);                 }
  fclose(ficresvij);                 else
   fclose(ficrest);                   fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
   fclose(ficpar);               }
   free_vector(epj,1,nlstate+1);               fprintf(ficgp,")/(1");
   /*  scanf("%d ",i); */               
                for(k1=1; k1 <=nlstate; k1++){   
   /*------- Variance limit prevalence------*/                   fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
                  ij=1;
 strcpy(fileresvpl,"vpl");                 for(j=3; j <=ncovmodel; j++){
   strcat(fileresvpl,fileres);                   if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {                     fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);                     ij++;
     exit(0);                   }
   }                   else
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);                     fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                  }
  k=0;                 fprintf(ficgp,")");
  for(cptcov=1;cptcov<=i1;cptcov++){               }
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){               fprintf(ficgp,") t \"p%d%d\" ", k2,k);
      k=k+1;               if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
      fprintf(ficresvpl,"\n#****** ");               i=i+ncovmodel;
      for(j=1;j<=cptcoveff;j++)             }
        fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);           } /* end k */
      fprintf(ficresvpl,"******\n");         } /* end k2 */
             } /* end jk */
      varpl=matrix(1,nlstate,(int) bage, (int) fage);     } /* end ng */
      oldm=oldms;savm=savms;     fclose(ficgp); 
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);  }  /* end gnuplot */
    }  
  }  
   /*************** Moving average **************/
   fclose(ficresvpl);  int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
   
   /*---------- End : free ----------------*/    int i, cpt, cptcod;
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);    int modcovmax =1;
      int mobilavrange, mob;
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);    double age;
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);  
      modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
                               a covariate has 2 modalities */
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);    if (cptcovn<1) modcovmax=1; /* At least 1 pass */
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);  
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);    if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);      if(mobilav==1) mobilavrange=5; /* default */
        else mobilavrange=mobilav;
   free_matrix(matcov,1,npar,1,npar);      for (age=bage; age<=fage; age++)
   free_vector(delti,1,npar);        for (i=1; i<=nlstate;i++)
            for (cptcod=1;cptcod<=modcovmax;cptcod++)
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);            mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
       /* We keep the original values on the extreme ages bage, fage and for 
   if(erreur >0)         fage+1 and bage-1 we use a 3 terms moving average; for fage+2 bage+2
     printf("End of Imach with error %d\n",erreur);         we use a 5 terms etc. until the borders are no more concerned. 
   else   printf("End of Imach\n");      */ 
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */      for (mob=3;mob <=mobilavrange;mob=mob+2){
          for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
   /* 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);*/          for (i=1; i<=nlstate;i++){
   /*printf("Total time was %d uSec.\n", total_usecs);*/            for (cptcod=1;cptcod<=modcovmax;cptcod++){
   /*------ End -----------*/              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];
  end:                  mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
 #ifdef windows                }
   /* chdir(pathcd);*/              mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
 #endif            }
  /*system("wgnuplot graph.plt");*/          }
  /*system("../gp37mgw/wgnuplot graph.plt");*/        }/* end age */
  /*system("cd ../gp37mgw");*/      }/* end mob */
  /* system("..\\gp37mgw\\wgnuplot graph.plt");*/    }else return -1;
  strcpy(plotcmd,GNUPLOTPROGRAM);    return 0;
  strcat(plotcmd," ");  }/* End movingaverage */
  strcat(plotcmd,optionfilegnuplot);  
  system(plotcmd);  
   /************** Forecasting ******************/
 #ifdef windows  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){
   while (z[0] != 'q') {    /* proj1, year, month, day of starting projection 
     chdir(path);       agemin, agemax range of age
     printf("\nType e to edit output files, c to start again, and q for exiting: ");       dateprev1 dateprev2 range of dates during which prevalence is computed
     scanf("%s",z);       anproj2 year of en of projection (same day and month as proj1).
     if (z[0] == 'c') system("./imach");    */
     else if (z[0] == 'e') {    int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
       chdir(path);    int *popage;
       system(optionfilehtm);    double agec; /* generic age */
     }    double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
     else if (z[0] == 'q') exit(0);    double *popeffectif,*popcount;
   }    double ***p3mat;
 #endif    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 */
   
   /***********************************************/
   /**************** Main Program *****************/
   /***********************************************/
   
   int main(int argc, char *argv[])
   {
     int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
     int i,j, k, n=MAXN,iter,m,size=100,cptcode, cptcod;
     double agedeb, agefin,hf;
     double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
   
     double fret;
     double **xi,tmp,delta;
   
     double dum; /* Dummy variable */
     double ***p3mat;
     double ***mobaverage;
     int *indx;
     char line[MAXLINE], linepar[MAXLINE];
     char path[80],pathc[80],pathcd[80],pathtot[80],model[80];
     int firstobs=1, lastobs=10;
     int sdeb, sfin; /* Status at beginning and end */
     int c,  h , cpt,l;
     int ju,jl, mi;
     int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
     int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,*tab; 
     int mobilavproj=0 , prevfcast=0 ; /* moving average of prev, If prevfcast=1 prevalence projection */
     int mobilav=0,popforecast=0;
     int hstepm, nhstepm;
     double jprev1=1, mprev1=1,anprev1=2000,jprev2=1, mprev2=1,anprev2=2000;
     double jpyram=1, mpyram=1,anpyram=2000,jpyram1=1, mpyram1=1,anpyram1=2000;
   
     double bage, fage, age, agelim, agebase;
     double ftolpl=FTOL;
     double **prlim;
     double *severity;
     double ***param; /* Matrix of parameters */
     double  *p;
     double **matcov; /* Matrix of covariance */
     double ***delti3; /* Scale */
     double *delti; /* Scale */
     double ***eij, ***vareij;
     double **varpl; /* Variances of prevalence limits by age */
     double *epj, vepp;
     double kk1, kk2;
     double dateprev1, dateprev2,jproj1=1,mproj1=1,anproj1=2000,jproj2=1,mproj2=1,anproj2=2000;
   
     char *alph[]={"a","a","b","c","d","e"}, str[4];
   
   
     char z[1]="c", occ;
   #include <sys/time.h>
   #include <time.h>
     char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
    
     /* long total_usecs;
        struct timeval start_time, end_time;
     
        gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
     getcwd(pathcd, size);
   
     printf("\n%s\n%s",version,fullversion);
     if(argc <=1){
       printf("\nEnter the parameter file name: ");
       scanf("%s",pathtot);
     }
     else{
       strcpy(pathtot,argv[1]);
     }
     /*if(getcwd(pathcd, 80)!= NULL)printf ("Error pathcd\n");*/
     /*cygwin_split_path(pathtot,path,optionfile);
       printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
     /* cutv(path,optionfile,pathtot,'\\');*/
   
     split(pathtot,path,optionfile,optionfilext,optionfilefiname);
     printf("pathtot=%s, path=%s, optionfile=%s optionfilext=%s optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     chdir(path);
     replace(pathc,path);
   
     /*-------- arguments in the command line --------*/
   
     /* Log file */
     strcat(filelog, optionfilefiname);
     strcat(filelog,".log");    /* */
     if((ficlog=fopen(filelog,"w"))==NULL)    {
       printf("Problem with logfile %s\n",filelog);
       goto end;
     }
     fprintf(ficlog,"Log filename:%s\n",filelog);
     fprintf(ficlog,"\n%s",version);
     fprintf(ficlog,"\nEnter the parameter file name: ");
     fprintf(ficlog,"pathtot=%s, path=%s, optionfile=%s optionfilext=%s optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     fflush(ficlog);
   
     /* */
     strcpy(fileres,"r");
     strcat(fileres, optionfilefiname);
     strcat(fileres,".txt");    /* Other files have txt extension */
   
     /*---------arguments file --------*/
   
     if((ficpar=fopen(optionfile,"r"))==NULL)    {
       printf("Problem with optionfile %s\n",optionfile);
       fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
       goto end;
     }
   
     strcpy(filereso,"o");
     strcat(filereso,fileres);
     if((ficparo=fopen(filereso,"w"))==NULL) {
       printf("Problem with Output resultfile: %s\n", filereso);
       fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
       goto end;
     }
   
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
     printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model);
     fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
      
     covar=matrix(0,NCOVMAX,1,n); 
     cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
     if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
   
     ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
     nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
     
     /* Read guess parameters */
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     for(i=1; i <=nlstate; i++)
       for(j=1; j <=nlstate+ndeath-1; j++){
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         fprintf(ficparo,"%1d%1d",i1,j1);
         if(mle==1)
           printf("%1d%1d",i,j);
         fprintf(ficlog,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar," %lf",&param[i][j][k]);
           if(mle==1){
             printf(" %lf",param[i][j][k]);
             fprintf(ficlog," %lf",param[i][j][k]);
           }
           else
             fprintf(ficlog," %lf",param[i][j][k]);
           fprintf(ficparo," %lf",param[i][j][k]);
         }
         fscanf(ficpar,"\n");
         if(mle==1)
           printf("\n");
         fprintf(ficlog,"\n");
         fprintf(ficparo,"\n");
       }
     
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
   
     p=param[1][1];
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     /* delti=vector(1,npar); *//* Scale of each paramater (output from hesscov) */
     for(i=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath-1; j++){
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i1,j1);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar,"%le",&delti3[i][j][k]);
           printf(" %le",delti3[i][j][k]);
           fprintf(ficparo," %le",delti3[i][j][k]);
         }
         fscanf(ficpar,"\n");
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     delti=delti3[1][1];
   
   
     /* free_ma3x(delti3,1,nlstate,1,nlstate+ndeath-1,1,ncovmodel); */ /* Hasn't to to freed here otherwise delti is no more allocated */
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     matcov=matrix(1,npar,1,npar);
     for(i=1; i <=npar; i++){
       fscanf(ficpar,"%s",&str);
       if(mle==1)
         printf("%s",str);
       fprintf(ficlog,"%s",str);
       fprintf(ficparo,"%s",str);
       for(j=1; j <=i; j++){
         fscanf(ficpar," %le",&matcov[i][j]);
         if(mle==1){
           printf(" %.5le",matcov[i][j]);
           fprintf(ficlog," %.5le",matcov[i][j]);
         }
         else
           fprintf(ficlog," %.5le",matcov[i][j]);
         fprintf(ficparo," %.5le",matcov[i][j]);
       }
       fscanf(ficpar,"\n");
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       fprintf(ficparo,"\n");
     }
     for(i=1; i <=npar; i++)
       for(j=i+1;j<=npar;j++)
         matcov[i][j]=matcov[j][i];
      
     if(mle==1)
       printf("\n");
     fprintf(ficlog,"\n");
   
   
     /*-------- Rewriting paramater file ----------*/
     strcpy(rfileres,"r");    /* "Rparameterfile */
     strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
     strcat(rfileres,".");    /* */
     strcat(rfileres,optionfilext);    /* Other files have txt extension */
     if((ficres =fopen(rfileres,"w"))==NULL) {
       printf("Problem writing new parameter file: %s\n", fileres);goto end;
       fprintf(ficlog,"Problem writing new parameter file: %s\n", fileres);goto end;
     }
     fprintf(ficres,"#%s\n",version);
       
     /*-------- data file ----------*/
     if((fic=fopen(datafile,"r"))==NULL)    {
       printf("Problem with datafile: %s\n", datafile);goto end;
       fprintf(ficlog,"Problem with datafile: %s\n", datafile);goto end;
     }
   
     n= lastobs;
     severity = vector(1,maxwav);
     outcome=imatrix(1,maxwav+1,1,n);
     num=ivector(1,n);
     moisnais=vector(1,n);
     annais=vector(1,n);
     moisdc=vector(1,n);
     andc=vector(1,n);
     agedc=vector(1,n);
     cod=ivector(1,n);
     weight=vector(1,n);
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
     mint=matrix(1,maxwav,1,n);
     anint=matrix(1,maxwav,1,n);
     s=imatrix(1,maxwav+1,1,n);
     tab=ivector(1,NCOVMAX);
     ncodemax=ivector(1,8);
   
     i=1;
     while (fgets(line, MAXLINE, fic) != NULL)    {
       if ((i >= firstobs) && (i <=lastobs)) {
           
         for (j=maxwav;j>=1;j--){
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb); 
           strcpy(line,stra);
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         }
           
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
         for (j=ncovcol;j>=1;j--){
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         } 
         num[i]=atol(stra);
           
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
           printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/
   
         i=i+1;
       }
     }
     /* printf("ii=%d", ij);
        scanf("%d",i);*/
     imx=i-1; /* Number of individuals */
   
     /* for (i=1; i<=imx; i++){
       if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
       if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
       if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
       }*/
      /*  for (i=1; i<=imx; i++){
        if (s[4][i]==9)  s[4][i]=-1; 
        printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));}*/
     
    for (i=1; i<=imx; i++)
    
      /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
        else weight[i]=1;*/
   
     /* Calculation of the number of parameter from char model*/
     Tvar=ivector(1,15); /* stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
     Tprod=ivector(1,15); 
     Tvaraff=ivector(1,15); 
     Tvard=imatrix(1,15,1,2);
     Tage=ivector(1,15);      
      
     if (strlen(model) >1){ /* If there is at least 1 covariate */
       j=0, j1=0, k1=1, k2=1;
       j=nbocc(model,'+'); /* j=Number of '+' */
       j1=nbocc(model,'*'); /* j1=Number of '*' */
       cptcovn=j+1; 
       cptcovprod=j1; /*Number of products */
       
       strcpy(modelsav,model); 
       if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
         printf("Error. Non available option model=%s ",model);
         fprintf(ficlog,"Error. Non available option model=%s ",model);
         goto end;
       }
       
       /* This loop fills the array Tvar from the string 'model'.*/
   
       for(i=(j+1); i>=1;i--){
         cutv(stra,strb,modelsav,'+'); /* keeps in strb after the last + */ 
         if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
         /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
         /*scanf("%d",i);*/
         if (strchr(strb,'*')) {  /* Model includes a product */
           cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn (if not *age)*/
           if (strcmp(strc,"age")==0) { /* Vn*age */
             cptcovprod--;
             cutv(strb,stre,strd,'V');
             Tvar[i]=atoi(stre); /* computes n in Vn and stores in Tvar*/
             cptcovage++;
               Tage[cptcovage]=i;
               /*printf("stre=%s ", stre);*/
           }
           else if (strcmp(strd,"age")==0) { /* or age*Vn */
             cptcovprod--;
             cutv(strb,stre,strc,'V');
             Tvar[i]=atoi(stre);
             cptcovage++;
             Tage[cptcovage]=i;
           }
           else {  /* Age is not in the model */
             cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n*/
             Tvar[i]=ncovcol+k1;
             cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
             Tprod[k1]=i;
             Tvard[k1][1]=atoi(strc); /* m*/
             Tvard[k1][2]=atoi(stre); /* n */
             Tvar[cptcovn+k2]=Tvard[k1][1];
             Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
             for (k=1; k<=lastobs;k++) 
               covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
             k1++;
             k2=k2+2;
           }
         }
         else { /* no more sum */
           /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
          /*  scanf("%d",i);*/
         cutv(strd,strc,strb,'V');
         Tvar[i]=atoi(strc);
         }
         strcpy(modelsav,stra);  
         /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
           scanf("%d",i);*/
       } /* end of loop + */
     } /* end model */
     
     /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
       If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
   
     /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
     printf("cptcovprod=%d ", cptcovprod);
     fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
   
     scanf("%d ",i);
     fclose(fic);*/
   
       /*  if(mle==1){*/
     if (weightopt != 1) { /* Maximisation without weights*/
       for(i=1;i<=n;i++) weight[i]=1.0;
     }
       /*-calculation of age at interview from date of interview and age at death -*/
     agev=matrix(1,maxwav,1,imx);
   
     for (i=1; i<=imx; i++) {
       for(m=2; (m<= maxwav); m++) {
         if (((int)mint[m][i]== 99) && (s[m][i] <= nlstate)){
           anint[m][i]=9999;
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]==9999 && s[m][i]>nlstate){
           printf("Error! Date of death (month %2d and year %4d) of individual %d on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           fprintf(ficlog,"Error! Date of death (month %2d and year %4d) of individual %d on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
           printf("Error! Month of death of individual %d on line %d was unknown %2d, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,(int)moisdc[i]); 
           fprintf(ficlog,"Error! Month of death of individual %d on line %d was unknown %f, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,moisdc[i]); 
           s[m][i]=-1; /* 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){
                   printf("Warning negative age at death: %d line:%d\n",num[i],i);
                   fprintf(ficlog,"Warning negative age at death: %d line:%d\n",num[i],i);
                   agev[m][i]=-1;
                 }
               }
           }
           else if(s[m][i] !=9){ /* Standard case, age in fractional
                                    years but with the precision of a
                                    month */
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
             if((int)mint[m][i]==99 || (int)anint[m][i]==9999)
               agev[m][i]=1;
             else if(agev[m][i] <agemin){ 
               agemin=agev[m][i];
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
             }
             else if(agev[m][i] >agemax){
               agemax=agev[m][i];
               /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
             }
             /*agev[m][i]=anint[m][i]-annais[i];*/
             /*     agev[m][i] = age[i]+2*m;*/
           }
           else { /* =9 */
             agev[m][i]=1;
             s[m][i]=-1;
           }
         }
         else /*= 0 Unknown */
           agev[m][i]=1;
       }
       
     }
     for (i=1; i<=imx; i++)  {
       for(m=firstpass; (m<=lastpass); m++){
         if (s[m][i] > (nlstate+ndeath)) {
           printf("Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           fprintf(ficlog,"Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           goto end;
         }
       }
     }
   
     /*for (i=1; i<=imx; i++){
     for (m=firstpass; (m<lastpass); m++){
        printf("%d %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
   }
   
   }*/
   
     printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
     fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
   
     free_vector(severity,1,maxwav);
     free_imatrix(outcome,1,maxwav+1,1,n);
     free_vector(moisnais,1,n);
     free_vector(annais,1,n);
     /* free_matrix(mint,1,maxwav,1,n);
        free_matrix(anint,1,maxwav,1,n);*/
     free_vector(moisdc,1,n);
     free_vector(andc,1,n);
   
      
     wav=ivector(1,imx);
     dh=imatrix(1,lastpass-firstpass+1,1,imx);
     bh=imatrix(1,lastpass-firstpass+1,1,imx);
     mw=imatrix(1,lastpass-firstpass+1,1,imx);
      
     /* Concatenates waves */
     concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
   
     /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
   
     Tcode=ivector(1,100);
     nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
     ncodemax[1]=1;
     if (cptcovn > 0) tricode(Tvar,nbcode,imx);
         
     codtab=imatrix(1,100,1,10); /* Cross tabulation to get the order of 
                                    the estimations*/
     h=0;
     m=pow(2,cptcoveff);
    
     for(k=1;k<=cptcoveff; k++){
       for(i=1; i <=(m/pow(2,k));i++){
         for(j=1; j <= ncodemax[k]; j++){
           for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
             h++;
             if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;
             /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/
           } 
         }
       }
     } 
     /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
        codtab[1][2]=1;codtab[2][2]=2; */
     /* for(i=1; i <=m ;i++){ 
        for(k=1; k <=cptcovn; k++){
        printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
        }
        printf("\n");
        }
        scanf("%d",i);*/
       
     /* Calculates basic frequencies. Computes observed prevalence at single age
        and prints on file fileres'p'. */
     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);
   
       pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
       
      
     /* For Powell, parameters are in a vector p[] starting at p[1]
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */
   
     if(mle>=1){ /* Could be 1 or 2 */
       mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
     }
       
     /*--------- results files --------------*/
     fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle= 0 weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate, ndeath, maxwav, weightopt,model);
     
   
     jk=1;
     fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) 
           {
             printf("%d%d ",i,k);
             fprintf(ficlog,"%d%d ",i,k);
             fprintf(ficres,"%1d%1d ",i,k);
             for(j=1; j <=ncovmodel; j++){
               printf("%f ",p[jk]);
               fprintf(ficlog,"%f ",p[jk]);
               fprintf(ficres,"%f ",p[jk]);
               jk++; 
             }
             printf("\n");
             fprintf(ficlog,"\n");
             fprintf(ficres,"\n");
           }
       }
     }
     if(mle!=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);*/
   
     /*------------ gnuplot -------------*/
     strcpy(optionfilegnuplot,optionfilefiname);
     strcat(optionfilegnuplot,".gp");
     if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
       printf("Problem with file %s",optionfilegnuplot);
     }
     else{
       fprintf(ficgp,"\n# %s\n", version); 
       fprintf(ficgp,"# %s\n", optionfilegnuplot); 
       fprintf(ficgp,"set missing 'NaNq'\n");
     }
     fclose(ficgp);
     printinggnuplot(fileres, ageminpar,agemaxpar,fage, pathc,p);
     /*--------- index.htm --------*/
   
     strcpy(optionfilehtm,optionfile);
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
     }
   
     fprintf(fichtm,"<body> <font size=\"2\">%s </font> <hr size=\"2\" color=\"#EC5E5E\"> \n
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n
   \n
   Total number of observations=%d <br>\n
   Youngest age at first (selected) pass %.2f, oldest age %.2f<br>\n
   Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n
   <hr  size=\"2\" color=\"#EC5E5E\">
    <ul><li><h4>Parameter files</h4>\n
    - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n
    - Log file of the run: <a href=\"%s\">%s</a><br>\n
    - Gnuplot file name: <a href=\"%s\">%s</a></ul>\n",version,title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,agemin,agemax,jmin,jmax,jmean,fileres,fileres,filelog,filelog,optionfilegnuplot,optionfilegnuplot);
      fclose(fichtm);
   
     printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,model,imx,jmin,jmax,jmean,rfileres,popforecast,estepm,jprev1,mprev1,anprev1,jprev2,mprev2,anprev2);
    
     /*------------ free_vector  -------------*/
     chdir(path);
    
     free_ivector(wav,1,imx);
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(bh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
     free_ivector(num,1,n);
     free_vector(agedc,1,n);
     /*free_matrix(covar,0,NCOVMAX,1,n);*/
     /*free_matrix(covar,1,NCOVMAX,1,n);*/
     fclose(ficparo);
     fclose(ficres);
   
   
     /*--------------- Prevalence limit  (stable prevalence) --------------*/
     
     strcpy(filerespl,"pl");
     strcat(filerespl,fileres);
     if((ficrespl=fopen(filerespl,"w"))==NULL) {
       printf("Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
       fprintf(ficlog,"Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
     }
     printf("Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficlog,"Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficrespl,"#Stable prevalence \n");
     fprintf(ficrespl,"#Age ");
     for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
     fprintf(ficrespl,"\n");
     
     prlim=matrix(1,nlstate,1,nlstate);
   
     agebase=ageminpar;
     agelim=agemaxpar;
     ftolpl=1.e-10;
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
         fprintf(ficrespl,"\n#******");
         printf("\n#******");
         fprintf(ficlog,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespl,"******\n");
         printf("******\n");
         fprintf(ficlog,"******\n");
           
         for (age=agebase; age<=agelim; age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           fprintf(ficrespl,"%.0f ",age );
           for(j=1;j<=cptcoveff;j++)
             fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           for(i=1; i<=nlstate;i++)
             fprintf(ficrespl," %.5f", prlim[i][i]);
           fprintf(ficrespl,"\n");
         }
       }
     }
     fclose(ficrespl);
   
     /*------------- h Pij x at various ages ------------*/
     
     strcpy(filerespij,"pij");  strcat(filerespij,fileres);
     if((ficrespij=fopen(filerespij,"w"))==NULL) {
       printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
       fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij);goto end;
     }
     printf("Computing pij: result on file '%s' \n", filerespij);
     fprintf(ficlog,"Computing pij: result on file '%s' \n", filerespij);
     
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     /*if (stepm<=24) stepsize=2;*/
   
     agelim=AGESUP;
     hstepm=stepsize*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
   
     /* hstepm=1;   aff par mois*/
   
     fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x ");
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficrespij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrespij,"******\n");
           
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   
           /*        nhstepm=nhstepm*YEARM; aff par mois*/
   
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           oldm=oldms;savm=savms;
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j=");
           for(i=1; i<=nlstate;i++)
             for(j=1; j<=nlstate+ndeath;j++)
               fprintf(ficrespij," %1d-%1d",i,j);
           fprintf(ficrespij,"\n");
           for (h=0; h<=nhstepm; h++){
             fprintf(ficrespij,"%d %3.f %3.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
             for(i=1; i<=nlstate;i++)
               for(j=1; j<=nlstate+ndeath;j++)
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);
             fprintf(ficrespij,"\n");
           }
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           fprintf(ficrespij,"\n");
         }
       }
     }
   
     varprob(optionfilefiname, matcov, p, delti, nlstate, bage, fage,k,Tvar,nbcode, ncodemax);
   
     fclose(ficrespij);
   
     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);
   
     /*  fclose(fichtm);*/
     /*  fclose(ficgp);*/ /* ALready done */
     
   
     if(erreur >0){
       printf("End of Imach with error or warning %d\n",erreur);
       fprintf(ficlog,"End of Imach with error or warning %d\n",erreur);
     }else{
      printf("End of Imach\n");
      fprintf(ficlog,"End of Imach\n");
     }
     printf("See log file on %s\n",filelog);
     fclose(ficlog);
     /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
     
     /* printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);*/
     /*printf("Total time was %d uSec.\n", total_usecs);*/
     /*------ End -----------*/
   
     end:
   #ifdef windows
     /* chdir(pathcd);*/
   #endif 
    /*system("wgnuplot graph.plt");*/
    /*system("../gp37mgw/wgnuplot graph.plt");*/
    /*system("cd ../gp37mgw");*/
    /* system("..\\gp37mgw\\wgnuplot graph.plt");*/
     strcpy(plotcmd,GNUPLOTPROGRAM);
     strcat(plotcmd," ");
     strcat(plotcmd,optionfilegnuplot);
     printf("Starting graphs with: %s",plotcmd);fflush(stdout);
     system(plotcmd);
     printf(" Wait...");
   
    /*#ifdef windows*/
     while (z[0] != 'q') {
       /* chdir(path); */
       printf("\nType e to edit output files, g to graph again, c to start again, and q for exiting: ");
       scanf("%s",z);
       if (z[0] == 'c') system("./imach");
       else if (z[0] == 'e') system(optionfilehtm);
       else if (z[0] == 'g') system(plotcmd);
       else if (z[0] == 'q') exit(0);
     }
     /*#endif */
   }
   
   

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  Added in v.1.84


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