Diff for /imach/src/imach.c between versions 1.22 and 1.88

version 1.22, 2002/02/22 17:54:20 version 1.88, 2003/06/23 17:54:56
Line 1 Line 1
 /* $Id$  /* $Id$
    Interpolate Markov Chain    $State$
     $Log$
   Short summary of the programme:    Revision 1.88  2003/06/23 17:54:56  brouard
      * imach.c (Repository): Create a sub-directory where all the secondary files are. Only imach, htm, gp and r(imach) are on the main directory. Correct time and other things.
   This program computes Healthy Life Expectancies from  
   cross-longitudinal data. Cross-longitudinal data consist in: -1- a    Revision 1.87  2003/06/18 12:26:01  brouard
   first survey ("cross") where individuals from different ages are    Version 0.96
   interviewed on their health status or degree of disability (in the  
   case of a health survey which is our main interest) -2- at least a    Revision 1.86  2003/06/17 20:04:08  brouard
   second wave of interviews ("longitudinal") which measure each change    (Module): Change position of html and gnuplot routines and added
   (if any) in individual health status.  Health expectancies are    routine fileappend.
   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 1.85  2003/06/17 13:12:43  brouard
   Maximum Likelihood of the parameters involved in the model.  The    * imach.c (Repository): Check when date of death was earlier that
   simplest model is the multinomial logistic model where pij is the    current date of interview. It may happen when the death was just
   probabibility to be observed in state j at the second wave    prior to the death. In this case, dh was negative and likelihood
   conditional to be observed in state i at the first wave. Therefore    was wrong (infinity). We still send an "Error" but patch by
   the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where    assuming that the date of death was just one stepm after the
   'age' is age and 'sex' is a covariate. If you want to have a more    interview.
   complex model than "constant and age", you should modify the program    (Repository): Because some people have very long ID (first column)
   where the markup *Covariates have to be included here again* invites    we changed int to long in num[] and we added a new lvector for
   you to do it.  More covariates you add, slower the    memory allocation. But we also truncated to 8 characters (left
   convergence.    truncation)
     (Repository): No more line truncation errors.
   The advantage of this computer programme, compared to a simple  
   multinomial logistic model, is clear when the delay between waves is not    Revision 1.84  2003/06/13 21:44:43  brouard
   identical for each individual. Also, if a individual missed an    * imach.c (Repository): Replace "freqsummary" at a correct
   intermediate interview, the information is lost, but taken into    place. It differs from routine "prevalence" which may be called
   account using an interpolation or extrapolation.      many times. Probs is memory consuming and must be used with
     parcimony.
   hPijx is the probability to be observed in state i at age x+h    Version 0.95a3 (should output exactly the same maximization than 0.8a2)
   conditional to the observed state i at age x. The delay 'h' can be  
   split into an exact number (nh*stepm) of unobserved intermediate    Revision 1.83  2003/06/10 13:39:11  lievre
   states. This elementary transition (by month or quarter trimester,    *** empty log message ***
   semester or year) is model as a multinomial logistic.  The hPx  
   matrix is simply the matrix product of nh*stepm elementary matrices    Revision 1.82  2003/06/05 15:57:20  brouard
   and the contribution of each individual to the likelihood is simply    Add log in  imach.c and  fullversion number is now printed.
   hPijx.  
   */
   Also this programme outputs the covariance matrix of the parameters but also  /*
   of the life expectancies. It also computes the prevalence limits.     Interpolated Markov Chain
    
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    Short summary of the programme:
            Institut national d'études démographiques, Paris.    
   This software have been partly granted by Euro-REVES, a concerted action    This program computes Healthy Life Expectancies from
   from the European Union.    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
   It is copyrighted identically to a GNU software product, ie programme and    first survey ("cross") where individuals from different ages are
   software can be distributed freely for non commercial use. Latest version    interviewed on their health status or degree of disability (in the
   can be accessed at http://euroreves.ined.fr/imach .    case of a health survey which is our main interest) -2- at least a
   **********************************************************************/    second wave of interviews ("longitudinal") which measure each change
      (if any) in individual health status.  Health expectancies are
 #include <math.h>    computed from the time spent in each health state according to a
 #include <stdio.h>    model. More health states you consider, more time is necessary to reach the
 #include <stdlib.h>    Maximum Likelihood of the parameters involved in the model.  The
 #include <unistd.h>    simplest model is the multinomial logistic model where pij is the
     probability to be observed in state j at the second wave
 #define MAXLINE 256    conditional to be observed in state i at the first wave. Therefore
 #define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
 #define FILENAMELENGTH 80    'age' is age and 'sex' is a covariate. If you want to have a more
 /*#define DEBUG*/    complex model than "constant and age", you should modify the program
 #define windows    where the markup *Covariates have to be included here again* invites
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    you to do it.  More covariates you add, slower the
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */    convergence.
   
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    The advantage of this computer programme, compared to a simple
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    multinomial logistic model, is clear when the delay between waves is not
     identical for each individual. Also, if a individual missed an
 #define NINTERVMAX 8    intermediate interview, the information is lost, but taken into
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    account using an interpolation or extrapolation.  
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */  
 #define NCOVMAX 8 /* Maximum number of covariates */    hPijx is the probability to be observed in state i at age x+h
 #define MAXN 20000    conditional to the observed state i at age x. The delay 'h' can be
 #define YEARM 12. /* Number of months per year */    split into an exact number (nh*stepm) of unobserved intermediate
 #define AGESUP 130    states. This elementary transition (by month, quarter,
 #define AGEBASE 40    semester or year) is modelled as a multinomial logistic.  The hPx
     matrix is simply the matrix product of nh*stepm elementary matrices
     and the contribution of each individual to the likelihood is simply
 int erreur; /* Error number */    hPijx.
 int nvar;  
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;    Also this programme outputs the covariance matrix of the parameters but also
 int npar=NPARMAX;    of the life expectancies. It also computes the stable prevalence. 
 int nlstate=2; /* Number of live states */    
 int ndeath=1; /* Number of dead states */    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */             Institut national d'études démographiques, Paris.
 int popbased=0;    This software have been partly granted by Euro-REVES, a concerted action
     from the European Union.
 int *wav; /* Number of waves for this individuual 0 is possible */    It is copyrighted identically to a GNU software product, ie programme and
 int maxwav; /* Maxim number of waves */    software can be distributed freely for non commercial use. Latest version
 int jmin, jmax; /* min, max spacing between 2 waves */    can be accessed at http://euroreves.ined.fr/imach .
 int mle, weightopt;  
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
 double jmean; /* Mean space between 2 waves */    
 double **oldm, **newm, **savm; /* Working pointers to matrices */    **********************************************************************/
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */  /*
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf;    main
 FILE *ficgp, *fichtm,*ficresprob,*ficpop;    read parameterfile
 FILE *ficreseij;    read datafile
   char filerese[FILENAMELENGTH];    concatwav
  FILE  *ficresvij;    freqsummary
   char fileresv[FILENAMELENGTH];    if (mle >= 1)
  FILE  *ficresvpl;      mlikeli
   char fileresvpl[FILENAMELENGTH];    print results files
     if mle==1 
 #define NR_END 1       computes hessian
 #define FREE_ARG char*    read end of parameter file: agemin, agemax, bage, fage, estepm
 #define FTOL 1.0e-10        begin-prev-date,...
     open gnuplot file
 #define NRANSI    open html file
 #define ITMAX 200    stable prevalence
      for age prevalim()
 #define TOL 2.0e-4    h Pij x
     variance of p varprob
 #define CGOLD 0.3819660    forecasting if prevfcast==1 prevforecast call prevalence()
 #define ZEPS 1.0e-10    health expectancies
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);    Variance-covariance of DFLE
     prevalence()
 #define GOLD 1.618034     movingaverage()
 #define GLIMIT 100.0    varevsij() 
 #define TINY 1.0e-20    if popbased==1 varevsij(,popbased)
     total life expectancies
 static double maxarg1,maxarg2;    Variance of stable prevalence
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))   end
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))  */
    
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))  
 #define rint(a) floor(a+0.5)  
    
 static double sqrarg;  #include <math.h>
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)  #include <stdio.h>
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}  #include <stdlib.h>
   #include <unistd.h>
 int imx;  
 int stepm;  #include <sys/time.h>
 /* Stepm, step in month: minimum step interpolation*/  #include <time.h>
   #include "timeval.h"
 int m,nb;  
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;  #define MAXLINE 256
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;  #define GNUPLOTPROGRAM "gnuplot"
 double **pmmij, ***probs, ***mobaverage;  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
 double dateintmean=0;  #define FILENAMELENGTH 132
   /*#define DEBUG*/
 double *weight;  /*#define windows*/
 int **s; /* Status */  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
 double *agedc, **covar, idx;  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;  
   #define MAXPARM 30 /* Maximum number of parameters for the optimization */
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
 double ftolhess; /* Tolerance for computing hessian */  
   #define NINTERVMAX 8
 /**************** split *************************/  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
 static  int split( char *path, char *dirc, char *name, char *ext, char *finame )  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
 {  #define NCOVMAX 8 /* Maximum number of covariates */
    char *s;                             /* pointer */  #define MAXN 20000
    int  l1, l2;                         /* length counters */  #define YEARM 12. /* Number of months per year */
   #define AGESUP 130
    l1 = strlen( path );                 /* length of path */  #define AGEBASE 40
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );  #ifdef unix
 #ifdef windows  #define DIRSEPARATOR '/'
    s = strrchr( path, '\\' );           /* find last / */  #define ODIRSEPARATOR '\\'
 #else  #else
    s = strrchr( path, '/' );            /* find last / */  #define DIRSEPARATOR '\\'
 #endif  #define ODIRSEPARATOR '/'
    if ( s == NULL ) {                   /* no directory, so use current */  #endif
 #if     defined(__bsd__)                /* get current working directory */  
       extern char       *getwd( );  /* $Id$ */
   /* $State$ */
       if ( getwd( dirc ) == NULL ) {  
 #else  char version[]="Imach version 0.96a, June 2003, INED-EUROREVES ";
       extern char       *getcwd( );  char fullversion[]="$Revision$ $Date$"; 
   int erreur; /* Error number */
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {  int nvar;
 #endif  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
          return( GLOCK_ERROR_GETCWD );  int npar=NPARMAX;
       }  int nlstate=2; /* Number of live states */
       strcpy( name, path );             /* we've got it */  int ndeath=1; /* Number of dead states */
    } else {                             /* strip direcotry from path */  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
       s++;                              /* after this, the filename */  int popbased=0;
       l2 = strlen( s );                 /* length of filename */  
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );  int *wav; /* Number of waves for this individuual 0 is possible */
       strcpy( name, s );                /* save file name */  int maxwav; /* Maxim number of waves */
       strncpy( dirc, path, l1 - l2 );   /* now the directory */  int jmin, jmax; /* min, max spacing between 2 waves */
       dirc[l1-l2] = 0;                  /* add zero */  int gipmx, gsw; /* Global variables on the number of contributions 
    }                     to the likelihood and the sum of weights (done by funcone)*/
    l1 = strlen( dirc );                 /* length of directory */  int mle, weightopt;
 #ifdef windows  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
 #else  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }             * wave mi and wave mi+1 is not an exact multiple of stepm. */
 #endif  double jmean; /* Mean space between 2 waves */
    s = strrchr( name, '.' );            /* find last / */  double **oldm, **newm, **savm; /* Working pointers to matrices */
    s++;  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
    strcpy(ext,s);                       /* save extension */  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
    l1= strlen( name);  FILE *ficlog, *ficrespow;
    l2= strlen( s)+1;  int globpr; /* Global variable for printing or not */
    strncpy( finame, name, l1-l2);  double fretone; /* Only one call to likelihood */
    finame[l1-l2]= 0;  long ipmx; /* Number of contributions */
    return( 0 );                         /* we're done */  double sw; /* Sum of weights */
 }  char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
   FILE *ficresilk;
   FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
 /******************************************/  FILE *ficresprobmorprev;
   FILE *fichtm; /* Html File */
 void replace(char *s, char*t)  FILE *ficreseij;
 {  char filerese[FILENAMELENGTH];
   int i;  FILE  *ficresvij;
   int lg=20;  char fileresv[FILENAMELENGTH];
   i=0;  FILE  *ficresvpl;
   lg=strlen(t);  char fileresvpl[FILENAMELENGTH];
   for(i=0; i<= lg; i++) {  char title[MAXLINE];
     (s[i] = t[i]);  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
     if (t[i]== '\\') s[i]='/';  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
   }  char tmpout[FILENAMELENGTH]; 
 }  char command[FILENAMELENGTH];
   int  outcmd=0;
 int nbocc(char *s, char occ)  
 {  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
   int i,j=0;  char lfileres[FILENAMELENGTH];
   int lg=20;  char filelog[FILENAMELENGTH]; /* Log file */
   i=0;  char filerest[FILENAMELENGTH];
   lg=strlen(s);  char fileregp[FILENAMELENGTH];
   for(i=0; i<= lg; i++) {  char popfile[FILENAMELENGTH];
   if  (s[i] == occ ) j++;  
   }  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];
   return j;  
 }  #define NR_END 1
   #define FREE_ARG char*
 void cutv(char *u,char *v, char*t, char occ)  #define FTOL 1.0e-10
 {  
   int i,lg,j,p=0;  #define NRANSI 
   i=0;  #define ITMAX 200 
   for(j=0; j<=strlen(t)-1; j++) {  
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;  #define TOL 2.0e-4 
   }  
   #define CGOLD 0.3819660 
   lg=strlen(t);  #define ZEPS 1.0e-10 
   for(j=0; j<p; j++) {  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
     (u[j] = t[j]);  
   }  #define GOLD 1.618034 
      u[p]='\0';  #define GLIMIT 100.0 
   #define TINY 1.0e-20 
    for(j=0; j<= lg; j++) {  
     if (j>=(p+1))(v[j-p-1] = t[j]);  static double maxarg1,maxarg2;
   }  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
 }  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
     
 /********************** nrerror ********************/  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
   #define rint(a) floor(a+0.5)
 void nrerror(char error_text[])  
 {  static double sqrarg;
   fprintf(stderr,"ERREUR ...\n");  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
   fprintf(stderr,"%s\n",error_text);  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
   exit(1);  
 }  int imx; 
 /*********************** vector *******************/  int stepm;
 double *vector(int nl, int nh)  /* Stepm, step in month: minimum step interpolation*/
 {  
   double *v;  int estepm;
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
   if (!v) nrerror("allocation failure in vector");  
   return v-nl+NR_END;  int m,nb;
 }  long *num;
   int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
 /************************ free vector ******************/  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
 void free_vector(double*v, int nl, int nh)  double **pmmij, ***probs;
 {  double dateintmean=0;
   free((FREE_ARG)(v+nl-NR_END));  
 }  double *weight;
   int **s; /* Status */
 /************************ivector *******************************/  double *agedc, **covar, idx;
 int *ivector(long nl,long nh)  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
 {  
   int *v;  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  double ftolhess; /* Tolerance for computing hessian */
   if (!v) nrerror("allocation failure in ivector");  
   return v-nl+NR_END;  /**************** split *************************/
 }  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
   {
 /******************free ivector **************************/    char  *ss;                            /* pointer */
 void free_ivector(int *v, long nl, long nh)    int   l1, l2;                         /* length counters */
 {  
   free((FREE_ARG)(v+nl-NR_END));    l1 = strlen(path );                   /* length of path */
 }    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
     ss= strrchr( path, DIRSEPARATOR );            /* find last / */
 /******************* imatrix *******************************/    if ( ss == NULL ) {                   /* no directory, so use current */
 int **imatrix(long nrl, long nrh, long ncl, long nch)      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
 {      /* get current working directory */
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;      /*    extern  char* getcwd ( char *buf , int len);*/
   int **m;      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
          return( GLOCK_ERROR_GETCWD );
   /* allocate pointers to rows */      }
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));      strcpy( name, path );               /* we've got it */
   if (!m) nrerror("allocation failure 1 in matrix()");    } else {                              /* strip direcotry from path */
   m += NR_END;      ss++;                               /* after this, the filename */
   m -= nrl;      l2 = strlen( ss );                  /* length of filename */
        if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
        strcpy( name, ss );         /* save file name */
   /* allocate rows and set pointers to them */      strncpy( dirc, path, l1 - l2 );     /* now the directory */
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));      dirc[l1-l2] = 0;                    /* add zero */
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    }
   m[nrl] += NR_END;    l1 = strlen( dirc );                  /* length of directory */
   m[nrl] -= ncl;    /*#ifdef windows
      if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  #else
      if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
   /* return pointer to array of pointers to rows */  #endif
   return m;    */
 }    ss = strrchr( name, '.' );            /* find last / */
     ss++;
 /****************** free_imatrix *************************/    strcpy(ext,ss);                       /* save extension */
 void free_imatrix(m,nrl,nrh,ncl,nch)    l1= strlen( name);
       int **m;    l2= strlen(ss)+1;
       long nch,ncl,nrh,nrl;    strncpy( finame, name, l1-l2);
      /* free an int matrix allocated by imatrix() */    finame[l1-l2]= 0;
 {    return( 0 );                          /* we're done */
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  }
   free((FREE_ARG) (m+nrl-NR_END));  
 }  
   /******************************************/
 /******************* matrix *******************************/  
 double **matrix(long nrl, long nrh, long ncl, long nch)  void replace(char *s, char*t)
 {  {
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;    int i;
   double **m;    int lg=20;
     i=0;
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));    lg=strlen(t);
   if (!m) nrerror("allocation failure 1 in matrix()");    for(i=0; i<= lg; i++) {
   m += NR_END;      (s[i] = t[i]);
   m -= nrl;      if (t[i]== '\\') s[i]='/';
     }
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  }
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  
   m[nrl] += NR_END;  int nbocc(char *s, char occ)
   m[nrl] -= ncl;  {
     int i,j=0;
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    int lg=20;
   return m;    i=0;
 }    lg=strlen(s);
     for(i=0; i<= lg; i++) {
 /*************************free matrix ************************/    if  (s[i] == occ ) j++;
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)    }
 {    return j;
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  }
   free((FREE_ARG)(m+nrl-NR_END));  
 }  void cutv(char *u,char *v, char*t, char occ)
   {
 /******************* ma3x *******************************/    /* cuts string t into u and v where u is ended by char occ excluding it
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)       and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
 {       gives u="abcedf" and v="ghi2j" */
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;    int i,lg,j,p=0;
   double ***m;    i=0;
     for(j=0; j<=strlen(t)-1; j++) {
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
   if (!m) nrerror("allocation failure 1 in matrix()");    }
   m += NR_END;  
   m -= nrl;    lg=strlen(t);
     for(j=0; j<p; j++) {
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));      (u[j] = t[j]);
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    }
   m[nrl] += NR_END;       u[p]='\0';
   m[nrl] -= ncl;  
      for(j=0; j<= lg; j++) {
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;      if (j>=(p+1))(v[j-p-1] = t[j]);
     }
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));  }
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");  
   m[nrl][ncl] += NR_END;  /********************** nrerror ********************/
   m[nrl][ncl] -= nll;  
   for (j=ncl+1; j<=nch; j++)  void nrerror(char error_text[])
     m[nrl][j]=m[nrl][j-1]+nlay;  {
      fprintf(stderr,"ERREUR ...\n");
   for (i=nrl+1; i<=nrh; i++) {    fprintf(stderr,"%s\n",error_text);
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;    exit(EXIT_FAILURE);
     for (j=ncl+1; j<=nch; j++)  }
       m[i][j]=m[i][j-1]+nlay;  /*********************** vector *******************/
   }  double *vector(int nl, int nh)
   return m;  {
 }    double *v;
     v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
 /*************************free ma3x ************************/    if (!v) nrerror("allocation failure in vector");
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)    return v-nl+NR_END;
 {  }
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));  
   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));
 /***************** f1dim *************************/  }
 extern int ncom;  
 extern double *pcom,*xicom;  /************************ivector *******************************/
 extern double (*nrfunc)(double []);  int *ivector(long nl,long nh)
    {
 double f1dim(double x)    int *v;
 {    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
   int j;    if (!v) nrerror("allocation failure in ivector");
   double f;    return v-nl+NR_END;
   double *xt;  }
    
   xt=vector(1,ncom);  /******************free ivector **************************/
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];  void free_ivector(int *v, long nl, long nh)
   f=(*nrfunc)(xt);  {
   free_vector(xt,1,ncom);    free((FREE_ARG)(v+nl-NR_END));
   return f;  }
 }  
   /************************lvector *******************************/
 /*****************brent *************************/  long *lvector(long nl,long nh)
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)  {
 {    long *v;
   int iter;    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
   double a,b,d,etemp;    if (!v) nrerror("allocation failure in ivector");
   double fu,fv,fw,fx;    return v-nl+NR_END;
   double ftemp;  }
   double p,q,r,tol1,tol2,u,v,w,x,xm;  
   double e=0.0;  /******************free lvector **************************/
    void free_lvector(long *v, long nl, long nh)
   a=(ax < cx ? ax : cx);  {
   b=(ax > cx ? ax : cx);    free((FREE_ARG)(v+nl-NR_END));
   x=w=v=bx;  }
   fw=fv=fx=(*f)(x);  
   for (iter=1;iter<=ITMAX;iter++) {  /******************* imatrix *******************************/
     xm=0.5*(a+b);  int **imatrix(long nrl, long nrh, long ncl, long nch) 
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/  { 
     printf(".");fflush(stdout);    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
 #ifdef DEBUG    int **m; 
     printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);    
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */    /* allocate pointers to rows */ 
 #endif    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){    if (!m) nrerror("allocation failure 1 in matrix()"); 
       *xmin=x;    m += NR_END; 
       return fx;    m -= nrl; 
     }    
     ftemp=fu;    
     if (fabs(e) > tol1) {    /* allocate rows and set pointers to them */ 
       r=(x-w)*(fx-fv);    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
       q=(x-v)*(fx-fw);    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
       p=(x-v)*q-(x-w)*r;    m[nrl] += NR_END; 
       q=2.0*(q-r);    m[nrl] -= ncl; 
       if (q > 0.0) p = -p;    
       q=fabs(q);    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
       etemp=e;    
       e=d;    /* return pointer to array of pointers to rows */ 
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))    return m; 
         d=CGOLD*(e=(x >= xm ? a-x : b-x));  } 
       else {  
         d=p/q;  /****************** free_imatrix *************************/
         u=x+d;  void free_imatrix(m,nrl,nrh,ncl,nch)
         if (u-a < tol2 || b-u < tol2)        int **m;
           d=SIGN(tol1,xm-x);        long nch,ncl,nrh,nrl; 
       }       /* free an int matrix allocated by imatrix() */ 
     } else {  { 
       d=CGOLD*(e=(x >= xm ? a-x : b-x));    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
     }    free((FREE_ARG) (m+nrl-NR_END)); 
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));  } 
     fu=(*f)(u);  
     if (fu <= fx) {  /******************* matrix *******************************/
       if (u >= x) a=x; else b=x;  double **matrix(long nrl, long nrh, long ncl, long nch)
       SHFT(v,w,x,u)  {
         SHFT(fv,fw,fx,fu)    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
         } else {    double **m;
           if (u < x) a=u; else b=u;  
           if (fu <= fw || w == x) {    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
             v=w;    if (!m) nrerror("allocation failure 1 in matrix()");
             w=u;    m += NR_END;
             fv=fw;    m -= nrl;
             fw=fu;  
           } else if (fu <= fv || v == x || v == w) {    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
             v=u;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
             fv=fu;    m[nrl] += NR_END;
           }    m[nrl] -= ncl;
         }  
   }    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
   nrerror("Too many iterations in brent");    return m;
   *xmin=x;    /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
   return fx;     */
 }  }
   
 /****************** mnbrak ***********************/  /*************************free matrix ************************/
   void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,  {
             double (*func)(double))    free((FREE_ARG)(m[nrl]+ncl-NR_END));
 {    free((FREE_ARG)(m+nrl-NR_END));
   double ulim,u,r,q, dum;  }
   double fu;  
    /******************* ma3x *******************************/
   *fa=(*func)(*ax);  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
   *fb=(*func)(*bx);  {
   if (*fb > *fa) {    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
     SHFT(dum,*ax,*bx,dum)    double ***m;
       SHFT(dum,*fb,*fa,dum)  
       }    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
   *cx=(*bx)+GOLD*(*bx-*ax);    if (!m) nrerror("allocation failure 1 in matrix()");
   *fc=(*func)(*cx);    m += NR_END;
   while (*fb > *fc) {    m -= nrl;
     r=(*bx-*ax)*(*fb-*fc);  
     q=(*bx-*cx)*(*fb-*fa);    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));    m[nrl] += NR_END;
     ulim=(*bx)+GLIMIT*(*cx-*bx);    m[nrl] -= ncl;
     if ((*bx-u)*(u-*cx) > 0.0) {  
       fu=(*func)(u);    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
     } else if ((*cx-u)*(u-ulim) > 0.0) {  
       fu=(*func)(u);    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
       if (fu < *fc) {    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))    m[nrl][ncl] += NR_END;
           SHFT(*fb,*fc,fu,(*func)(u))    m[nrl][ncl] -= nll;
           }    for (j=ncl+1; j<=nch; j++) 
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {      m[nrl][j]=m[nrl][j-1]+nlay;
       u=ulim;    
       fu=(*func)(u);    for (i=nrl+1; i<=nrh; i++) {
     } else {      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
       u=(*cx)+GOLD*(*cx-*bx);      for (j=ncl+1; j<=nch; j++) 
       fu=(*func)(u);        m[i][j]=m[i][j-1]+nlay;
     }    }
     SHFT(*ax,*bx,*cx,u)    return m; 
       SHFT(*fa,*fb,*fc,fu)    /*  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)
 }    */
   }
 /*************** linmin ************************/  
   /*************************free ma3x ************************/
 int ncom;  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
 double *pcom,*xicom;  {
 double (*nrfunc)(double []);    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
      free((FREE_ARG)(m[nrl]+ncl-NR_END));
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))    free((FREE_ARG)(m+nrl-NR_END));
 {  }
   double brent(double ax, double bx, double cx,  
                double (*f)(double), double tol, double *xmin);  /***************** f1dim *************************/
   double f1dim(double x);  extern int ncom; 
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,  extern double *pcom,*xicom;
               double *fc, double (*func)(double));  extern double (*nrfunc)(double []); 
   int j;   
   double xx,xmin,bx,ax;  double f1dim(double x) 
   double fx,fb,fa;  { 
      int j; 
   ncom=n;    double f;
   pcom=vector(1,n);    double *xt; 
   xicom=vector(1,n);   
   nrfunc=func;    xt=vector(1,ncom); 
   for (j=1;j<=n;j++) {    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
     pcom[j]=p[j];    f=(*nrfunc)(xt); 
     xicom[j]=xi[j];    free_vector(xt,1,ncom); 
   }    return f; 
   ax=0.0;  } 
   xx=1.0;  
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);  /*****************brent *************************/
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
 #ifdef DEBUG  { 
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);    int iter; 
 #endif    double a,b,d,etemp;
   for (j=1;j<=n;j++) {    double fu,fv,fw,fx;
     xi[j] *= xmin;    double ftemp;
     p[j] += xi[j];    double p,q,r,tol1,tol2,u,v,w,x,xm; 
   }    double e=0.0; 
   free_vector(xicom,1,n);   
   free_vector(pcom,1,n);    a=(ax < cx ? ax : cx); 
 }    b=(ax > cx ? ax : cx); 
     x=w=v=bx; 
 /*************** powell ************************/    fw=fv=fx=(*f)(x); 
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,    for (iter=1;iter<=ITMAX;iter++) { 
             double (*func)(double []))      xm=0.5*(a+b); 
 {      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
   void linmin(double p[], double xi[], int n, double *fret,      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
               double (*func)(double []));      printf(".");fflush(stdout);
   int i,ibig,j;      fprintf(ficlog,".");fflush(ficlog);
   double del,t,*pt,*ptt,*xit;  #ifdef DEBUG
   double fp,fptt;      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 *xits;      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);
   pt=vector(1,n);      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
   ptt=vector(1,n);  #endif
   xit=vector(1,n);      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
   xits=vector(1,n);        *xmin=x; 
   *fret=(*func)(p);        return fx; 
   for (j=1;j<=n;j++) pt[j]=p[j];      } 
   for (*iter=1;;++(*iter)) {      ftemp=fu;
     fp=(*fret);      if (fabs(e) > tol1) { 
     ibig=0;        r=(x-w)*(fx-fv); 
     del=0.0;        q=(x-v)*(fx-fw); 
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);        p=(x-v)*q-(x-w)*r; 
     for (i=1;i<=n;i++)        q=2.0*(q-r); 
       printf(" %d %.12f",i, p[i]);        if (q > 0.0) p = -p; 
     printf("\n");        q=fabs(q); 
     for (i=1;i<=n;i++) {        etemp=e; 
       for (j=1;j<=n;j++) xit[j]=xi[j][i];        e=d; 
       fptt=(*fret);        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
 #ifdef DEBUG          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
       printf("fret=%lf \n",*fret);        else { 
 #endif          d=p/q; 
       printf("%d",i);fflush(stdout);          u=x+d; 
       linmin(p,xit,n,fret,func);          if (u-a < tol2 || b-u < tol2) 
       if (fabs(fptt-(*fret)) > del) {            d=SIGN(tol1,xm-x); 
         del=fabs(fptt-(*fret));        } 
         ibig=i;      } else { 
       }        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
 #ifdef DEBUG      } 
       printf("%d %.12e",i,(*fret));      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
       for (j=1;j<=n;j++) {      fu=(*f)(u); 
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);      if (fu <= fx) { 
         printf(" x(%d)=%.12e",j,xit[j]);        if (u >= x) a=x; else b=x; 
       }        SHFT(v,w,x,u) 
       for(j=1;j<=n;j++)          SHFT(fv,fw,fx,fu) 
         printf(" p=%.12e",p[j]);          } else { 
       printf("\n");            if (u < x) a=u; else b=u; 
 #endif            if (fu <= fw || w == x) { 
     }              v=w; 
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {              w=u; 
 #ifdef DEBUG              fv=fw; 
       int k[2],l;              fw=fu; 
       k[0]=1;            } else if (fu <= fv || v == x || v == w) { 
       k[1]=-1;              v=u; 
       printf("Max: %.12e",(*func)(p));              fv=fu; 
       for (j=1;j<=n;j++)            } 
         printf(" %.12e",p[j]);          } 
       printf("\n");    } 
       for(l=0;l<=1;l++) {    nrerror("Too many iterations in brent"); 
         for (j=1;j<=n;j++) {    *xmin=x; 
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];    return fx; 
           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)));  /****************** mnbrak ***********************/
       }  
 #endif  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
               double (*func)(double)) 
   { 
       free_vector(xit,1,n);    double ulim,u,r,q, dum;
       free_vector(xits,1,n);    double fu; 
       free_vector(ptt,1,n);   
       free_vector(pt,1,n);    *fa=(*func)(*ax); 
       return;    *fb=(*func)(*bx); 
     }    if (*fb > *fa) { 
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");      SHFT(dum,*ax,*bx,dum) 
     for (j=1;j<=n;j++) {        SHFT(dum,*fb,*fa,dum) 
       ptt[j]=2.0*p[j]-pt[j];        } 
       xit[j]=p[j]-pt[j];    *cx=(*bx)+GOLD*(*bx-*ax); 
       pt[j]=p[j];    *fc=(*func)(*cx); 
     }    while (*fb > *fc) { 
     fptt=(*func)(ptt);      r=(*bx-*ax)*(*fb-*fc); 
     if (fptt < fp) {      q=(*bx-*cx)*(*fb-*fa); 
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
       if (t < 0.0) {        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
         linmin(p,xit,n,fret,func);      ulim=(*bx)+GLIMIT*(*cx-*bx); 
         for (j=1;j<=n;j++) {      if ((*bx-u)*(u-*cx) > 0.0) { 
           xi[j][ibig]=xi[j][n];        fu=(*func)(u); 
           xi[j][n]=xit[j];      } else if ((*cx-u)*(u-ulim) > 0.0) { 
         }        fu=(*func)(u); 
 #ifdef DEBUG        if (fu < *fc) { 
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
         for(j=1;j<=n;j++)            SHFT(*fb,*fc,fu,(*func)(u)) 
           printf(" %.12e",xit[j]);            } 
         printf("\n");      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
 #endif        u=ulim; 
       }        fu=(*func)(u); 
     }      } else { 
   }        u=(*cx)+GOLD*(*cx-*bx); 
 }        fu=(*func)(u); 
       } 
 /**** Prevalence limit ****************/      SHFT(*ax,*bx,*cx,u) 
         SHFT(*fa,*fb,*fc,fu) 
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)        } 
 {  } 
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit  
      matrix by transitions matrix until convergence is reached */  /*************** linmin ************************/
   
   int i, ii,j,k;  int ncom; 
   double min, max, maxmin, maxmax,sumnew=0.;  double *pcom,*xicom;
   double **matprod2();  double (*nrfunc)(double []); 
   double **out, cov[NCOVMAX], **pmij();   
   double **newm;  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
   double agefin, delaymax=50 ; /* Max number of years to converge */  { 
     double brent(double ax, double bx, double cx, 
   for (ii=1;ii<=nlstate+ndeath;ii++)                 double (*f)(double), double tol, double *xmin); 
     for (j=1;j<=nlstate+ndeath;j++){    double f1dim(double x); 
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
     }                double *fc, double (*func)(double)); 
     int j; 
    cov[1]=1.;    double xx,xmin,bx,ax; 
      double fx,fb,fa;
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */   
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){    ncom=n; 
     newm=savm;    pcom=vector(1,n); 
     /* Covariates have to be included here again */    xicom=vector(1,n); 
      cov[2]=agefin;    nrfunc=func; 
      for (j=1;j<=n;j++) { 
       for (k=1; k<=cptcovn;k++) {      pcom[j]=p[j]; 
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];      xicom[j]=xi[j]; 
         /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/    } 
       }    ax=0.0; 
       for (k=1; k<=cptcovage;k++)    xx=1.0; 
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
       for (k=1; k<=cptcovprod;k++)    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];  #ifdef DEBUG
     printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/  #endif
     for (j=1;j<=n;j++) { 
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);      xi[j] *= xmin; 
       p[j] += xi[j]; 
     savm=oldm;    } 
     oldm=newm;    free_vector(xicom,1,n); 
     maxmax=0.;    free_vector(pcom,1,n); 
     for(j=1;j<=nlstate;j++){  } 
       min=1.;  
       max=0.;  /*************** powell ************************/
       for(i=1; i<=nlstate; i++) {  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
         sumnew=0;              double (*func)(double [])) 
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];  { 
         prlim[i][j]= newm[i][j]/(1-sumnew);    void linmin(double p[], double xi[], int n, double *fret, 
         max=FMAX(max,prlim[i][j]);                double (*func)(double [])); 
         min=FMIN(min,prlim[i][j]);    int i,ibig,j; 
       }    double del,t,*pt,*ptt,*xit;
       maxmin=max-min;    double fp,fptt;
       maxmax=FMAX(maxmax,maxmin);    double *xits;
     }    pt=vector(1,n); 
     if(maxmax < ftolpl){    ptt=vector(1,n); 
       return prlim;    xit=vector(1,n); 
     }    xits=vector(1,n); 
   }    *fret=(*func)(p); 
 }    for (j=1;j<=n;j++) pt[j]=p[j]; 
     for (*iter=1;;++(*iter)) { 
 /*************** transition probabilities ***************/      fp=(*fret); 
       ibig=0; 
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )      del=0.0; 
 {      printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
   double s1, s2;      fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
   /*double t34;*/      fprintf(ficrespow,"%d %.12f",*iter,*fret);
   int i,j,j1, nc, ii, jj;      for (i=1;i<=n;i++) {
         printf(" %d %.12f",i, p[i]);
     for(i=1; i<= nlstate; i++){        fprintf(ficlog," %d %.12lf",i, p[i]);
     for(j=1; j<i;j++){        fprintf(ficrespow," %.12lf", p[i]);
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){      }
         /*s2 += param[i][j][nc]*cov[nc];*/      printf("\n");
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];      fprintf(ficlog,"\n");
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/      fprintf(ficrespow,"\n");
       }      for (i=1;i<=n;i++) { 
       ps[i][j]=s2;        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/        fptt=(*fret); 
     }  #ifdef DEBUG
     for(j=i+1; j<=nlstate+ndeath;j++){        printf("fret=%lf \n",*fret);
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){        fprintf(ficlog,"fret=%lf \n",*fret);
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];  #endif
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/        printf("%d",i);fflush(stdout);
       }        fprintf(ficlog,"%d",i);fflush(ficlog);
       ps[i][j]=s2;        linmin(p,xit,n,fret,func); 
     }        if (fabs(fptt-(*fret)) > del) { 
   }          del=fabs(fptt-(*fret)); 
     /*ps[3][2]=1;*/          ibig=i; 
         } 
   for(i=1; i<= nlstate; i++){  #ifdef DEBUG
      s1=0;        printf("%d %.12e",i,(*fret));
     for(j=1; j<i; j++)        fprintf(ficlog,"%d %.12e",i,(*fret));
       s1+=exp(ps[i][j]);        for (j=1;j<=n;j++) {
     for(j=i+1; j<=nlstate+ndeath; j++)          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
       s1+=exp(ps[i][j]);          printf(" x(%d)=%.12e",j,xit[j]);
     ps[i][i]=1./(s1+1.);          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
     for(j=1; j<i; j++)        }
       ps[i][j]= exp(ps[i][j])*ps[i][i];        for(j=1;j<=n;j++) {
     for(j=i+1; j<=nlstate+ndeath; j++)          printf(" p=%.12e",p[j]);
       ps[i][j]= exp(ps[i][j])*ps[i][i];          fprintf(ficlog," p=%.12e",p[j]);
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */        }
   } /* end i */        printf("\n");
         fprintf(ficlog,"\n");
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){  #endif
     for(jj=1; jj<= nlstate+ndeath; jj++){      } 
       ps[ii][jj]=0;      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
       ps[ii][ii]=1;  #ifdef DEBUG
     }        int k[2],l;
   }        k[0]=1;
         k[1]=-1;
         printf("Max: %.12e",(*func)(p));
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){        fprintf(ficlog,"Max: %.12e",(*func)(p));
     for(jj=1; jj<= nlstate+ndeath; jj++){        for (j=1;j<=n;j++) {
      printf("%lf ",ps[ii][jj]);          printf(" %.12e",p[j]);
    }          fprintf(ficlog," %.12e",p[j]);
     printf("\n ");        }
     }        printf("\n");
     printf("\n ");printf("%lf ",cov[2]);*/        fprintf(ficlog,"\n");
 /*        for(l=0;l<=1;l++) {
   for(i=1; i<= npar; i++) printf("%f ",x[i]);          for (j=1;j<=n;j++) {
   goto end;*/            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
     return ps;            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
 }            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
           }
 /**************** Product of 2 matrices ******************/          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
           fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)        }
 {  #endif
   /* 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(...) */  
   /* in, b, out are matrice of pointers which should have been initialized        free_vector(xit,1,n); 
      before: only the contents of out is modified. The function returns        free_vector(xits,1,n); 
      a pointer to pointers identical to out */        free_vector(ptt,1,n); 
   long i, j, k;        free_vector(pt,1,n); 
   for(i=nrl; i<= nrh; i++)        return; 
     for(k=ncolol; k<=ncoloh; k++)      } 
       for(j=ncl,out[i][k]=0.; j<=nch; j++)      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
         out[i][k] +=in[i][j]*b[j][k];      for (j=1;j<=n;j++) { 
         ptt[j]=2.0*p[j]-pt[j]; 
   return out;        xit[j]=p[j]-pt[j]; 
 }        pt[j]=p[j]; 
       } 
       fptt=(*func)(ptt); 
 /************* Higher Matrix Product ***************/      if (fptt < fp) { 
         t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )        if (t < 0.0) { 
 {          linmin(p,xit,n,fret,func); 
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month          for (j=1;j<=n;j++) { 
      duration (i.e. until            xi[j][ibig]=xi[j][n]; 
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.            xi[j][n]=xit[j]; 
      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).  #ifdef DEBUG
      Model is determined by parameters x and covariates have to be          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
      included manually here.          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
           for(j=1;j<=n;j++){
      */            printf(" %.12e",xit[j]);
             fprintf(ficlog," %.12e",xit[j]);
   int i, j, d, h, k;          }
   double **out, cov[NCOVMAX];          printf("\n");
   double **newm;          fprintf(ficlog,"\n");
   #endif
   /* Hstepm could be zero and should return the unit matrix */        }
   for (i=1;i<=nlstate+ndeath;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);  
     }  /**** Prevalence limit (stable prevalence)  ****************/
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */  
   for(h=1; h <=nhstepm; h++){  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
     for(d=1; d <=hstepm; d++){  {
       newm=savm;    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
       /* Covariates have to be included here again */       matrix by transitions matrix until convergence is reached */
       cov[1]=1.;  
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;    int i, ii,j,k;
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];    double min, max, maxmin, maxmax,sumnew=0.;
       for (k=1; k<=cptcovage;k++)    double **matprod2();
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];    double **out, cov[NCOVMAX], **pmij();
       for (k=1; k<=cptcovprod;k++)    double **newm;
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];    double agefin, delaymax=50 ; /* Max number of years to converge */
   
     for (ii=1;ii<=nlstate+ndeath;ii++)
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/      for (j=1;j<=nlstate+ndeath;j++){
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,      }
                    pmij(pmmij,cov,ncovmodel,x,nlstate));  
       savm=oldm;     cov[1]=1.;
       oldm=newm;   
     }   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     for(i=1; i<=nlstate+ndeath; i++)    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
       for(j=1;j<=nlstate+ndeath;j++) {      newm=savm;
         po[i][j][h]=newm[i][j];      /* Covariates have to be included here again */
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);       cov[2]=agefin;
          */    
       }        for (k=1; k<=cptcovn;k++) {
   } /* end h */          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
   return po;          /*      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];
         for (k=1; k<=cptcovprod;k++)
 /*************** log-likelihood *************/          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
 double func( double *x)  
 {        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
   int i, ii, j, k, mi, d, kk;        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
   double l, ll[NLSTATEMAX], cov[NCOVMAX];        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
   double **out;      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
   double sw; /* Sum of weights */  
   double lli; /* Individual log likelihood */      savm=oldm;
   long ipmx;      oldm=newm;
   /*extern weight */      maxmax=0.;
   /* We are differentiating ll according to initial status */      for(j=1;j<=nlstate;j++){
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/        min=1.;
   /*for(i=1;i<imx;i++)        max=0.;
     printf(" %d\n",s[4][i]);        for(i=1; i<=nlstate; i++) {
   */          sumnew=0;
   cov[1]=1.;          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
           prlim[i][j]= newm[i][j]/(1-sumnew);
   for(k=1; k<=nlstate; k++) ll[k]=0.;          max=FMAX(max,prlim[i][j]);
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){          min=FMIN(min,prlim[i][j]);
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];        }
     for(mi=1; mi<= wav[i]-1; mi++){        maxmin=max-min;
       for (ii=1;ii<=nlstate+ndeath;ii++)        maxmax=FMAX(maxmax,maxmin);
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);      }
       for(d=0; d<dh[mi][i]; d++){      if(maxmax < ftolpl){
         newm=savm;        return prlim;
         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];  }
         }  
          /*************** transition probabilities ***************/ 
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,  
                      1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
         savm=oldm;  {
         oldm=newm;    double s1, s2;
            /*double t34;*/
            int i,j,j1, nc, ii, jj;
       } /* end mult */  
            for(i=1; i<= nlstate; i++){
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);      for(j=1; j<i;j++){
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
       ipmx +=1;          /*s2 += param[i][j][nc]*cov[nc];*/
       sw += weight[i];          s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;          /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
     } /* end of wave */        }
   } /* end of individual */        ps[i][j]=s2;
         /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];      }
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */      for(j=i+1; j<=nlstate+ndeath;j++){
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
   return -l;          s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
 }          /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
         }
         ps[i][j]=s2;
 /*********** Maximum Likelihood Estimation ***************/      }
     }
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))      /*ps[3][2]=1;*/
 {  
   int i,j, iter;    for(i=1; i<= nlstate; i++){
   double **xi,*delti;       s1=0;
   double fret;      for(j=1; j<i; j++)
   xi=matrix(1,npar,1,npar);        s1+=exp(ps[i][j]);
   for (i=1;i<=npar;i++)      for(j=i+1; j<=nlstate+ndeath; j++)
     for (j=1;j<=npar;j++)        s1+=exp(ps[i][j]);
       xi[i][j]=(i==j ? 1.0 : 0.0);      ps[i][i]=1./(s1+1.);
   printf("Powell\n");      for(j=1; j<i; j++)
   powell(p,xi,npar,ftol,&iter,&fret,func);        ps[i][j]= exp(ps[i][j])*ps[i][i];
       for(j=i+1; j<=nlstate+ndeath; j++)
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));        ps[i][j]= exp(ps[i][j])*ps[i][i];
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
     } /* end i */
 }  
     for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
 /**** Computes Hessian and covariance matrix ***/      for(jj=1; jj<= nlstate+ndeath; jj++){
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))        ps[ii][jj]=0;
 {        ps[ii][ii]=1;
   double  **a,**y,*x,pd;      }
   double **hess;    }
   int i, j,jk;  
   int *indx;  
     /*   for(ii=1; ii<= nlstate+ndeath; ii++){
   double hessii(double p[], double delta, int theta, double delti[]);      for(jj=1; jj<= nlstate+ndeath; jj++){
   double hessij(double p[], double delti[], int i, int j);       printf("%lf ",ps[ii][jj]);
   void lubksb(double **a, int npar, int *indx, double b[]) ;     }
   void ludcmp(double **a, int npar, int *indx, double *d) ;      printf("\n ");
       }
   hess=matrix(1,npar,1,npar);      printf("\n ");printf("%lf ",cov[2]);*/
   /*
   printf("\nCalculation of the hessian matrix. Wait...\n");    for(i=1; i<= npar; i++) printf("%f ",x[i]);
   for (i=1;i<=npar;i++){    goto end;*/
     printf("%d",i);fflush(stdout);      return ps;
     hess[i][i]=hessii(p,ftolhess,i,delti);  }
     /*printf(" %f ",p[i]);*/  
     /*printf(" %lf ",hess[i][i]);*/  /**************** Product of 2 matrices ******************/
   }  
    double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
   for (i=1;i<=npar;i++) {  {
     for (j=1;j<=npar;j++)  {    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
       if (j>i) {       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
         printf(".%d%d",i,j);fflush(stdout);    /* in, b, out are matrice of pointers which should have been initialized 
         hess[i][j]=hessij(p,delti,i,j);       before: only the contents of out is modified. The function returns
         hess[j][i]=hess[i][j];           a pointer to pointers identical to out */
         /*printf(" %lf ",hess[i][j]);*/    long i, j, k;
       }    for(i=nrl; i<= nrh; i++)
     }      for(k=ncolol; k<=ncoloh; k++)
   }        for(j=ncl,out[i][k]=0.; j<=nch; j++)
   printf("\n");          out[i][k] +=in[i][j]*b[j][k];
   
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");    return out;
    }
   a=matrix(1,npar,1,npar);  
   y=matrix(1,npar,1,npar);  
   x=vector(1,npar);  /************* Higher Matrix Product ***************/
   indx=ivector(1,npar);  
   for (i=1;i<=npar;i++)  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];  {
   ludcmp(a,npar,indx,&pd);    /* Computes the transition matrix starting at age 'age' over 
        'nhstepm*hstepm*stepm' months (i.e. until
   for (j=1;j<=npar;j++) {       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
     for (i=1;i<=npar;i++) x[i]=0;       nhstepm*hstepm matrices. 
     x[j]=1;       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
     lubksb(a,npar,indx,x);       (typically every 2 years instead of every month which is too big 
     for (i=1;i<=npar;i++){       for the memory).
       matcov[i][j]=x[i];       Model is determined by parameters x and covariates have to be 
     }       included manually here. 
   }  
        */
   printf("\n#Hessian matrix#\n");  
   for (i=1;i<=npar;i++) {    int i, j, d, h, k;
     for (j=1;j<=npar;j++) {    double **out, cov[NCOVMAX];
       printf("%.3e ",hess[i][j]);    double **newm;
     }  
     printf("\n");    /* Hstepm could be zero and should return the unit matrix */
   }    for (i=1;i<=nlstate+ndeath;i++)
       for (j=1;j<=nlstate+ndeath;j++){
   /* Recompute Inverse */        oldm[i][j]=(i==j ? 1.0 : 0.0);
   for (i=1;i<=npar;i++)        po[i][j][0]=(i==j ? 1.0 : 0.0);
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];      }
   ludcmp(a,npar,indx,&pd);    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     for(h=1; h <=nhstepm; h++){
   /*  printf("\n#Hessian matrix recomputed#\n");      for(d=1; d <=hstepm; d++){
         newm=savm;
   for (j=1;j<=npar;j++) {        /* Covariates have to be included here again */
     for (i=1;i<=npar;i++) x[i]=0;        cov[1]=1.;
     x[j]=1;        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
     lubksb(a,npar,indx,x);        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
     for (i=1;i<=npar;i++){        for (k=1; k<=cptcovage;k++)
       y[i][j]=x[i];          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
       printf("%.3e ",y[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]]];
     printf("\n");  
   }  
   */        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
         /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
   free_matrix(a,1,npar,1,npar);        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
   free_matrix(y,1,npar,1,npar);                     pmij(pmmij,cov,ncovmodel,x,nlstate));
   free_vector(x,1,npar);        savm=oldm;
   free_ivector(indx,1,npar);        oldm=newm;
   free_matrix(hess,1,npar,1,npar);      }
       for(i=1; i<=nlstate+ndeath; i++)
         for(j=1;j<=nlstate+ndeath;j++) {
 }          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]);
 /*************** hessian matrix ****************/           */
 double hessii( double x[], double delta, int theta, double delti[])        }
 {    } /* end h */
   int i;    return po;
   int l=1, lmax=20;  }
   double k1,k2;  
   double p2[NPARMAX+1];  
   double res;  /*************** log-likelihood *************/
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;  double func( double *x)
   double fx;  {
   int k=0,kmax=10;    int i, ii, j, k, mi, d, kk;
   double l1;    double l, ll[NLSTATEMAX], cov[NCOVMAX];
     double **out;
   fx=func(x);    double sw; /* Sum of weights */
   for (i=1;i<=npar;i++) p2[i]=x[i];    double lli; /* Individual log likelihood */
   for(l=0 ; l <=lmax; l++){    int s1, s2;
     l1=pow(10,l);    double bbh, survp;
     delts=delt;    long ipmx;
     for(k=1 ; k <kmax; k=k+1){    /*extern weight */
       delt = delta*(l1*k);    /* We are differentiating ll according to initial status */
       p2[theta]=x[theta] +delt;    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
       k1=func(p2)-fx;    /*for(i=1;i<imx;i++) 
       p2[theta]=x[theta]-delt;      printf(" %d\n",s[4][i]);
       k2=func(p2)-fx;    */
       /*res= (k1-2.0*fx+k2)/delt/delt; */    cov[1]=1.;
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */  
          for(k=1; k<=nlstate; k++) ll[k]=0.;
 #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);    if(mle==1){
 #endif      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){        for(mi=1; mi<= wav[i]-1; mi++){
         k=kmax;          for (ii=1;ii<=nlstate+ndeath;ii++)
       }            for (j=1;j<=nlstate+ndeath;j++){
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
         k=kmax; l=lmax*10.;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       }            }
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){          for(d=0; d<dh[mi][i]; d++){
         delts=delt;            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];
   delti[theta]=delts;            }
   return res;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
                           1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 }            savm=oldm;
             oldm=newm;
 double hessij( double x[], double delti[], int thetai,int thetaj)          } /* end mult */
 {        
   int i;          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
   int l=1, l1, lmax=20;          /* But now since version 0.9 we anticipate for bias and large stepm.
   double k1,k2,k3,k4,res,fx;           * If stepm is larger than one month (smallest stepm) and if the exact delay 
   double p2[NPARMAX+1];           * (in months) between two waves is not a multiple of stepm, we rounded to 
   int k;           * the nearest (and in case of equal distance, to the lowest) interval but now
            * we keep into memory the bias bh[mi][i] and also the previous matrix product
   fx=func(x);           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
   for (k=1; k<=2; k++) {           * probability in order to take into account the bias as a fraction of the way
     for (i=1;i<=npar;i++) p2[i]=x[i];           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
     p2[thetai]=x[thetai]+delti[thetai]/k;           * -stepm/2 to stepm/2 .
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;           * For stepm=1 the results are the same as for previous versions of Imach.
     k1=func(p2)-fx;           * For stepm > 1 the results are less biased than in previous versions. 
             */
     p2[thetai]=x[thetai]+delti[thetai]/k;          s1=s[mw[mi][i]][i];
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;          s2=s[mw[mi+1][i]][i];
     k2=func(p2)-fx;          bbh=(double)bh[mi][i]/(double)stepm; 
            /* bias is positive if real duration
     p2[thetai]=x[thetai]-delti[thetai]/k;           * is higher than the multiple of stepm and negative otherwise.
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;           */
     k3=func(p2)-fx;          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
            if( s2 > nlstate){ 
     p2[thetai]=x[thetai]-delti[thetai]/k;            /* i.e. if s2 is a death state and if the date of death is known then the contribution
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;               to the likelihood is the probability to die between last step unit time and current 
     k4=func(p2)-fx;               step unit time, which is also the differences between probability to die before dh 
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */               and probability to die before dh-stepm . 
 #ifdef DEBUG               In version up to 0.92 likelihood was computed
     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);          as if date of death was unknown. Death was treated as any other
 #endif          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
   return res;          to consider that at each interview the state was recorded
 }          (healthy, disable or death) and IMaCh was corrected; but when we
           introduced the exact date of death then we should have modified
 /************** Inverse of matrix **************/          the contribution of an exact death to the likelihood. This new
 void ludcmp(double **a, int n, int *indx, double *d)          contribution is smaller and very dependent of the step unit
 {          stepm. It is no more the probability to die between last interview
   int i,imax,j,k;          and month of death but the probability to survive from last
   double big,dum,sum,temp;          interview up to one month before death multiplied by the
   double *vv;          probability to die within a month. Thanks to Chris
            Jackson for correcting this bug.  Former versions increased
   vv=vector(1,n);          mortality artificially. The bad side is that we add another loop
   *d=1.0;          which slows down the processing. The difference can be up to 10%
   for (i=1;i<=n;i++) {          lower mortality.
     big=0.0;            */
     for (j=1;j<=n;j++)            lli=log(out[s1][s2] - savm[s1][s2]);
       if ((temp=fabs(a[i][j])) > big) big=temp;          }else{
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
     vv[i]=1.0/big;            /*  lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2]));*/ /* linear interpolation */
   }          } 
   for (j=1;j<=n;j++) {          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
     for (i=1;i<j;i++) {          /*if(lli ==000.0)*/
       sum=a[i][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); */
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];          ipmx +=1;
       a[i][j]=sum;          sw += weight[i];
     }          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     big=0.0;        } /* end of wave */
     for (i=j;i<=n;i++) {      } /* end of individual */
       sum=a[i][j];    }  else if(mle==2){
       for (k=1;k<j;k++)      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         sum -= a[i][k]*a[k][j];        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       a[i][j]=sum;        for(mi=1; mi<= wav[i]-1; mi++){
       if ( (dum=vv[i]*fabs(sum)) >= big) {          for (ii=1;ii<=nlstate+ndeath;ii++)
         big=dum;            for (j=1;j<=nlstate+ndeath;j++){
         imax=i;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       }              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     }            }
     if (j != imax) {          for(d=0; d<=dh[mi][i]; d++){
       for (k=1;k<=n;k++) {            newm=savm;
         dum=a[imax][k];            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
         a[imax][k]=a[j][k];            for (kk=1; kk<=cptcovage;kk++) {
         a[j][k]=dum;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       }            }
       *d = -(*d);            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       vv[imax]=vv[j];                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     }            savm=oldm;
     indx[j]=imax;            oldm=newm;
     if (a[j][j] == 0.0) a[j][j]=TINY;          } /* end mult */
     if (j != n) {        
       dum=1.0/(a[j][j]);          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
       for (i=j+1;i<=n;i++) a[i][j] *= dum;          /* But now since version 0.9 we anticipate for bias and large stepm.
     }           * If stepm is larger than one month (smallest stepm) and if the exact delay 
   }           * (in months) between two waves is not a multiple of stepm, we rounded to 
   free_vector(vv,1,n);  /* Doesn't work */           * the nearest (and in case of equal distance, to the lowest) interval but now
 ;           * we keep into memory the bias bh[mi][i] and also the previous matrix product
 }           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
            * probability in order to take into account the bias as a fraction of the way
 void lubksb(double **a, int n, int *indx, double b[])           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
 {           * -stepm/2 to stepm/2 .
   int i,ii=0,ip,j;           * For stepm=1 the results are the same as for previous versions of Imach.
   double sum;           * For stepm > 1 the results are less biased than in previous versions. 
             */
   for (i=1;i<=n;i++) {          s1=s[mw[mi][i]][i];
     ip=indx[i];          s2=s[mw[mi+1][i]][i];
     sum=b[ip];          bbh=(double)bh[mi][i]/(double)stepm; 
     b[ip]=b[i];          /* bias is positive if real duration
     if (ii)           * is higher than the multiple of stepm and negative otherwise.
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];           */
     else if (sum) ii=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 */
     b[i]=sum;          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
   }          /*lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.-+bh)*out[s1][s2])); */ /* exponential interpolation */
   for (i=n;i>=1;i--) {          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
     sum=b[i];          /*if(lli ==000.0)*/
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[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); */
     b[i]=sum/a[i][i];          ipmx +=1;
   }          sw += weight[i];
 }          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         } /* end of wave */
 /************ Frequencies ********************/      } /* end of individual */
 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)    }  else if(mle==3){  /* exponential inter-extrapolation */
 {  /* Some frequencies */      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
          for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   int i, m, jk, k1,i1, j1, bool, z1,z2,j;        for(mi=1; mi<= wav[i]-1; mi++){
   double ***freq; /* Frequencies */          for (ii=1;ii<=nlstate+ndeath;ii++)
   double *pp;            for (j=1;j<=nlstate+ndeath;j++){
   double pos, k2, dateintsum=0,k2cpt=0;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   FILE *ficresp;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
   char fileresp[FILENAMELENGTH];            }
           for(d=0; d<dh[mi][i]; d++){
   pp=vector(1,nlstate);            newm=savm;
   probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   strcpy(fileresp,"p");            for (kk=1; kk<=cptcovage;kk++) {
   strcat(fileresp,fileres);              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   if((ficresp=fopen(fileresp,"w"))==NULL) {            }
     printf("Problem with prevalence resultfile: %s\n", fileresp);            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     exit(0);                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   }            savm=oldm;
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);            oldm=newm;
   j1=0;          } /* end mult */
         
   j=cptcoveff;          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
   if (cptcovn<1) {j=1;ncodemax[1]=1;}          /* 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(k1=1; k1<=j;k1++){           * (in months) between two waves is not a multiple of stepm, we rounded to 
    for(i1=1; i1<=ncodemax[k1];i1++){           * the nearest (and in case of equal distance, to the lowest) interval but now
        j1++;           * we keep into memory the bias bh[mi][i] and also the previous matrix product
        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
          scanf("%d", i);*/           * probability in order to take into account the bias as a fraction of the way
         for (i=-1; i<=nlstate+ndeath; i++)             * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
          for (jk=-1; jk<=nlstate+ndeath; jk++)             * -stepm/2 to stepm/2 .
            for(m=agemin; m <= agemax+3; m++)           * For stepm=1 the results are the same as for previous versions of Imach.
              freq[i][jk][m]=0;           * For stepm > 1 the results are less biased than in previous versions. 
            */
         dateintsum=0;          s1=s[mw[mi][i]][i];
         k2cpt=0;          s2=s[mw[mi+1][i]][i];
        for (i=1; i<=imx; i++) {          bbh=(double)bh[mi][i]/(double)stepm; 
          bool=1;          /* bias is positive if real duration
          if  (cptcovn>0) {           * is higher than the multiple of stepm and negative otherwise.
            for (z1=1; z1<=cptcoveff; z1++)           */
              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])          /* 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 */
                bool=0;          lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
          }          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
          if (bool==1) {          /*if(lli ==000.0)*/
            for(m=firstpass; m<=lastpass; m++){          /*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); */
              k2=anint[m][i]+(mint[m][i]/12.);          ipmx +=1;
              if ((k2>=dateprev1) && (k2<=dateprev2)) {          sw += weight[i];
                if(agev[m][i]==0) agev[m][i]=agemax+1;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
                if(agev[m][i]==1) agev[m][i]=agemax+2;        } /* end of wave */
                freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];      } /* end of individual */
                freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];    }else if (mle==4){  /* ml=4 no inter-extrapolation */
                if ((agev[m][i]>1) && (agev[m][i]< (agemax+3))) {      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
                  dateintsum=dateintsum+k2;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
                  k2cpt++;        for(mi=1; mi<= wav[i]-1; mi++){
                }          for (ii=1;ii<=nlstate+ndeath;ii++)
             for (j=1;j<=nlstate+ndeath;j++){
              }              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
            }              savm[ii][j]=(ii==j ? 1.0 : 0.0);
          }            }
        }          for(d=0; d<dh[mi][i]; d++){
         if  (cptcovn>0) {            newm=savm;
          fprintf(ficresp, "\n#********** Variable ");            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);            for (kk=1; kk<=cptcovage;kk++) {
        fprintf(ficresp, "**********\n#");              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
         }            }
        for(i=1; i<=nlstate;i++)          
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
        fprintf(ficresp, "\n");                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
                    savm=oldm;
   for(i=(int)agemin; i <= (int)agemax+3; i++){            oldm=newm;
     if(i==(int)agemax+3)          } /* end mult */
       printf("Total");        
     else          s1=s[mw[mi][i]][i];
       printf("Age %d", i);          s2=s[mw[mi+1][i]][i];
     for(jk=1; jk <=nlstate ; jk++){          if( s2 > nlstate){ 
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)            lli=log(out[s1][s2] - savm[s1][s2]);
         pp[jk] += freq[jk][m][i];          }else{
     }            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
     for(jk=1; jk <=nlstate ; jk++){          }
       for(m=-1, pos=0; m <=0 ; m++)          ipmx +=1;
         pos += freq[jk][m][i];          sw += weight[i];
       if(pp[jk]>=1.e-10)          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);  /*      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]); */
       else        } /* end of wave */
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);      } /* end of individual */
     }    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
       for (i=1,ipmx=0, sw=0.; i<=imx; i++){
      for(jk=1; jk <=nlstate ; jk++){        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)        for(mi=1; mi<= wav[i]-1; mi++){
         pp[jk] += freq[jk][m][i];          for (ii=1;ii<=nlstate+ndeath;ii++)
      }            for (j=1;j<=nlstate+ndeath;j++){
               oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     for(jk=1,pos=0; jk <=nlstate ; jk++)              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       pos += pp[jk];            }
     for(jk=1; jk <=nlstate ; jk++){          for(d=0; d<dh[mi][i]; d++){
       if(pos>=1.e-5)            newm=savm;
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       else            for (kk=1; kk<=cptcovage;kk++) {
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       if( i <= (int) agemax){            }
         if(pos>=1.e-5){          
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
           probs[i][jk][j1]= pp[jk]/pos;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
           /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/            savm=oldm;
         }            oldm=newm;
       else          } /* end mult */
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);        
       }          s1=s[mw[mi][i]][i];
     }          s2=s[mw[mi+1][i]][i];
     for(jk=-1; jk <=nlstate+ndeath; jk++)          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
       for(m=-1; m <=nlstate+ndeath; m++)          ipmx +=1;
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);          sw += weight[i];
     if(i <= (int) agemax)          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
       fprintf(ficresp,"\n");          /*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("\n");        } /* end of wave */
     }      } /* end of individual */
     }    } /* End of if */
  }    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
   dateintmean=dateintsum/k2cpt;    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
      l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
   fclose(ficresp);    return -l;
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);  }
   free_vector(pp,1,nlstate);  
   /*************** log-likelihood *************/
   /* End of Freq */  double funcone( double *x)
 }  {
     /* Same as likeli but slower because of a lot of printf and if */
 /************ Prevalence ********************/    int i, ii, j, k, mi, d, kk;
 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)    double l, ll[NLSTATEMAX], cov[NCOVMAX];
 {  /* Some frequencies */    double **out;
      double lli; /* Individual log likelihood */
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;    double llt;
   double ***freq; /* Frequencies */    int s1, s2;
   double *pp;    double bbh, survp;
   double pos, k2;    /*extern weight */
     /* We are differentiating ll according to initial status */
   pp=vector(1,nlstate);    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
   probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);    /*for(i=1;i<imx;i++) 
        printf(" %d\n",s[4][i]);
   freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);    */
   j1=0;    cov[1]=1.;
    
   j=cptcoveff;    for(k=1; k<=nlstate; k++) ll[k]=0.;
   if (cptcovn<1) {j=1;ncodemax[1]=1;}  
      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
  for(k1=1; k1<=j;k1++){      for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     for(i1=1; i1<=ncodemax[k1];i1++){      for(mi=1; mi<= wav[i]-1; mi++){
       j1++;        for (ii=1;ii<=nlstate+ndeath;ii++)
            for (j=1;j<=nlstate+ndeath;j++){
       for (i=-1; i<=nlstate+ndeath; i++)              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
         for (jk=-1; jk<=nlstate+ndeath; jk++)              savm[ii][j]=(ii==j ? 1.0 : 0.0);
           for(m=agemin; m <= agemax+3; m++)          }
             freq[i][jk][m]=0;        for(d=0; d<dh[mi][i]; d++){
                newm=savm;
       for (i=1; i<=imx; i++) {          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
         bool=1;          for (kk=1; kk<=cptcovage;kk++) {
         if  (cptcovn>0) {            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
           for (z1=1; z1<=cptcoveff; z1++)          }
             if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
               bool=0;                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
         }          savm=oldm;
         if (bool==1) {          oldm=newm;
           for(m=firstpass; m<=lastpass; m++){        } /* end mult */
             k2=anint[m][i]+(mint[m][i]/12.);        
             if ((k2>=dateprev1) && (k2<=dateprev2)) {        s1=s[mw[mi][i]][i];
               if(agev[m][i]==0) agev[m][i]=agemax+1;        s2=s[mw[mi+1][i]][i];
               if(agev[m][i]==1) agev[m][i]=agemax+2;        bbh=(double)bh[mi][i]/(double)stepm; 
               freq[s[m][i]][s[m+1][i]][(int)(agev[m][i]+1-((int)calagedate %12)/12.)] += weight[i];        /* bias is positive if real duration
               freq[s[m][i]][s[m+1][i]][(int)(agemax+3+1)] += weight[i];           * is higher than the multiple of stepm and negative otherwise.
             }         */
           }        if( s2 > nlstate && (mle <5) ){  /* Jackson */
         }          lli=log(out[s1][s2] - savm[s1][s2]);
       }        } else if (mle==1){
                lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
         for(i=(int)agemin; i <= (int)agemax+3; i++){        } else if(mle==2){
           for(jk=1; jk <=nlstate ; jk++){          lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
             for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)        } else if(mle==3){  /* exponential inter-extrapolation */
               pp[jk] += freq[jk][m][i];          lli= (savm[s1][s2]>(double)1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
           }        } else if (mle==4){  /* mle=4 no inter-extrapolation */
           for(jk=1; jk <=nlstate ; jk++){          lli=log(out[s1][s2]); /* Original formula */
             for(m=-1, pos=0; m <=0 ; m++)        } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
             pos += freq[jk][m][i];          lli=log(out[s1][s2]); /* Original formula */
         }        } /* End of if */
                ipmx +=1;
          for(jk=1; jk <=nlstate ; jk++){        sw += weight[i];
            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
              pp[jk] += freq[jk][m][i];  /*       printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
          }        if(globpr){
                    fprintf(ficresilk,"%9d %6d %1d %1d %1d %1d %3d %10.6f %6.4f\
          for(jk=1,pos=0; jk <=nlstate ; jk++) pos += pp[jk];   %10.6f %10.6f %10.6f ", \
                   num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
          for(jk=1; jk <=nlstate ; jk++){                            2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
            if( i <= (int) agemax){          for(k=1,llt=0.,l=0.; k<=nlstate; k++){
              if(pos>=1.e-5){            llt +=ll[k]*gipmx/gsw;
                probs[i][jk][j1]= pp[jk]/pos;            fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
              }          }
            }          fprintf(ficresilk," %10.6f\n", -llt);
          }        }
                } /* end of wave */
         }    } /* end of individual */
     }    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
   }    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
      l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
      if(globpr==0){ /* First time we count the contributions and weights */
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);      gipmx=ipmx;
   free_vector(pp,1,nlstate);      gsw=sw;
      }
 }  /* End of Freq */    return -l;
   }
 /************* Waves Concatenation ***************/  
   char *subdirf(char fileres[])
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)  {
 {    
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.    strcpy(tmpout,optionfilefiname);
      Death is a valid wave (if date is known).    strcat(tmpout,"/"); /* Add to the right */
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i    strcat(tmpout,fileres);
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]    return tmpout;
      and mw[mi+1][i]. dh depends on stepm.  }
      */  
   char *subdirf2(char fileres[], char *preop)
   int i, mi, m;  {
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;    
      double sum=0., jmean=0.;*/    strcpy(tmpout,optionfilefiname);
     strcat(tmpout,"/");
   int j, k=0,jk, ju, jl;    strcat(tmpout,preop);
   double sum=0.;    strcat(tmpout,fileres);
   jmin=1e+5;    return tmpout;
   jmax=-1;  }
   jmean=0.;  char *subdirf3(char fileres[], char *preop, char *preop2)
   for(i=1; i<=imx; i++){  {
     mi=0;    
     m=firstpass;    strcpy(tmpout,optionfilefiname);
     while(s[m][i] <= nlstate){    strcat(tmpout,"/");
       if(s[m][i]>=1)    strcat(tmpout,preop);
         mw[++mi][i]=m;    strcat(tmpout,preop2);
       if(m >=lastpass)    strcat(tmpout,fileres);
         break;    return tmpout;
       else  }
         m++;  
     }/* end while */  void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
     if (s[m][i] > nlstate){  {
       mi++;     /* Death is another wave */    /* This routine should help understanding what is done with 
       /* if(mi==0)  never been interviewed correctly before death */       the selection of individuals/waves and
          /* Only death is a correct wave */       to check the exact contribution to the likelihood.
       mw[mi][i]=m;       Plotting could be done.
     }     */
     int k;
     wav[i]=mi;  
     if(mi==0)    if(*globpri !=0){ /* Just counts and sums, no printings */
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);      strcpy(fileresilk,"ilk"); 
   }      strcat(fileresilk,fileres);
       if((ficresilk=fopen(fileresilk,"w"))==NULL) {
   for(i=1; i<=imx; i++){        printf("Problem with resultfile: %s\n", fileresilk);
     for(mi=1; mi<wav[i];mi++){        fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
       if (stepm <=0)      }
         dh[mi][i]=1;      fprintf(ficresilk, "#individual(line's_record) s1 s2 wave# effective_wave# number_of_matrices_product pij weight -2ln(pij)*weight 0pij_x 0pij_(x-stepm) cumulating_loglikeli_by_health_state(reweighted=-2ll*weightXnumber_of_contribs/sum_of_weights) and_total\n");
       else{      fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
         if (s[mw[mi+1][i]][i] > nlstate) {      /*  i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
           if (agedc[i] < 2*AGESUP) {      for(k=1; k<=nlstate; k++) 
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);        fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
           if(j==0) j=1;  /* Survives at least one month after exam */      fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
           k=k+1;    }
           if (j >= jmax) jmax=j;  
           if (j <= jmin) jmin=j;    *fretone=(*funcone)(p);
           sum=sum+j;    if(*globpri !=0){
           /* if (j<10) printf("j=%d num=%d ",j,i); */      fclose(ficresilk);
           }      fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
         }      fflush(fichtm); 
         else{    } 
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));    return;
           k=k+1;  }
           if (j >= jmax) jmax=j;  
           else if (j <= jmin)jmin=j;  
           /*   if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */  /*********** Maximum Likelihood Estimation ***************/
           sum=sum+j;  
         }  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
         jk= j/stepm;  {
         jl= j -jk*stepm;    int i,j, iter;
         ju= j -(jk+1)*stepm;    double **xi;
         if(jl <= -ju)    double fret;
           dh[mi][i]=jk;    double fretone; /* Only one call to likelihood */
         else    char filerespow[FILENAMELENGTH];
           dh[mi][i]=jk+1;    xi=matrix(1,npar,1,npar);
         if(dh[mi][i]==0)    for (i=1;i<=npar;i++)
           dh[mi][i]=1; /* At least one step */      for (j=1;j<=npar;j++)
       }        xi[i][j]=(i==j ? 1.0 : 0.0);
     }    printf("Powell\n");  fprintf(ficlog,"Powell\n");
   }    strcpy(filerespow,"pow"); 
   jmean=sum/k;    strcat(filerespow,fileres);
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);    if((ficrespow=fopen(filerespow,"w"))==NULL) {
  }      printf("Problem with resultfile: %s\n", filerespow);
 /*********** Tricode ****************************/      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
 void tricode(int *Tvar, int **nbcode, int imx)    }
 {    fprintf(ficrespow,"# Powell\n# iter -2*LL");
   int Ndum[20],ij=1, k, j, i;    for (i=1;i<=nlstate;i++)
   int cptcode=0;      for(j=1;j<=nlstate+ndeath;j++)
   cptcoveff=0;        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
      fprintf(ficrespow,"\n");
   for (k=0; k<19; k++) Ndum[k]=0;  
   for (k=1; k<=7; k++) ncodemax[k]=0;    powell(p,xi,npar,ftol,&iter,&fret,func);
   
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {    fclose(ficrespow);
     for (i=1; i<=imx; i++) {    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
       ij=(int)(covar[Tvar[j]][i]);    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
       Ndum[ij]++;    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/  
       if (ij > cptcode) cptcode=ij;  }
     }  
   /**** Computes Hessian and covariance matrix ***/
     for (i=0; i<=cptcode; i++) {  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
       if(Ndum[i]!=0) ncodemax[j]++;  {
     }    double  **a,**y,*x,pd;
     ij=1;    double **hess;
     int i, j,jk;
     int *indx;
     for (i=1; i<=ncodemax[j]; i++) {  
       for (k=0; k<=19; k++) {    double hessii(double p[], double delta, int theta, double delti[]);
         if (Ndum[k] != 0) {    double hessij(double p[], double delti[], int i, int j);
           nbcode[Tvar[j]][ij]=k;    void lubksb(double **a, int npar, int *indx, double b[]) ;
           ij++;    void ludcmp(double **a, int npar, int *indx, double *d) ;
         }  
         if (ij > ncodemax[j]) break;    hess=matrix(1,npar,1,npar);
       }    
     }    printf("\nCalculation of the hessian matrix. Wait...\n");
   }      fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
     for (i=1;i<=npar;i++){
  for (k=0; k<19; k++) Ndum[k]=0;      printf("%d",i);fflush(stdout);
       fprintf(ficlog,"%d",i);fflush(ficlog);
  for (i=1; i<=ncovmodel-2; i++) {      hess[i][i]=hessii(p,ftolhess,i,delti);
       ij=Tvar[i];      /*printf(" %f ",p[i]);*/
       Ndum[ij]++;      /*printf(" %lf ",hess[i][i]);*/
     }    }
     
  ij=1;    for (i=1;i<=npar;i++) {
  for (i=1; i<=10; i++) {      for (j=1;j<=npar;j++)  {
    if((Ndum[i]!=0) && (i<=ncov)){        if (j>i) { 
      Tvaraff[ij]=i;          printf(".%d%d",i,j);fflush(stdout);
      ij++;          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
    }          hess[i][j]=hessij(p,delti,i,j);
  }          hess[j][i]=hess[i][j];    
            /*printf(" %lf ",hess[i][j]);*/
     cptcoveff=ij-1;        }
 }      }
     }
 /*********** Health Expectancies ****************/    printf("\n");
     fprintf(ficlog,"\n");
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)  
 {    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
   /* Health expectancies */    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
   int i, j, nhstepm, hstepm, h;    
   double age, agelim,hf;    a=matrix(1,npar,1,npar);
   double ***p3mat;    y=matrix(1,npar,1,npar);
      x=vector(1,npar);
   fprintf(ficreseij,"# Health expectancies\n");    indx=ivector(1,npar);
   fprintf(ficreseij,"# Age");    for (i=1;i<=npar;i++)
   for(i=1; i<=nlstate;i++)      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
     for(j=1; j<=nlstate;j++)    ludcmp(a,npar,indx,&pd);
       fprintf(ficreseij," %1d-%1d",i,j);  
   fprintf(ficreseij,"\n");    for (j=1;j<=npar;j++) {
       for (i=1;i<=npar;i++) x[i]=0;
   hstepm=1*YEARM; /*  Every j years of age (in month) */      x[j]=1;
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */      lubksb(a,npar,indx,x);
       for (i=1;i<=npar;i++){ 
   agelim=AGESUP;        matcov[i][j]=x[i];
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */      }
     /* nhstepm age range expressed in number of stepm */    }
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);  
     /* Typically if 20 years = 20*12/6=40 stepm */    printf("\n#Hessian matrix#\n");
     if (stepm >= YEARM) hstepm=1;    fprintf(ficlog,"\n#Hessian matrix#\n");
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */    for (i=1;i<=npar;i++) { 
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      for (j=1;j<=npar;j++) { 
     /* Computed by stepm unit matrices, product of hstepm matrices, stored        printf("%.3e ",hess[i][j]);
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */        fprintf(ficlog,"%.3e ",hess[i][j]);
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);        }
       printf("\n");
       fprintf(ficlog,"\n");
     for(i=1; i<=nlstate;i++)    }
       for(j=1; j<=nlstate;j++)  
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){    /* Recompute Inverse */
           eij[i][j][(int)age] +=p3mat[i][j][h];    for (i=1;i<=npar;i++)
         }      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
        ludcmp(a,npar,indx,&pd);
     hf=1;  
     if (stepm >= YEARM) hf=stepm/YEARM;    /*  printf("\n#Hessian matrix recomputed#\n");
     fprintf(ficreseij,"%.0f",age );  
     for(i=1; i<=nlstate;i++)    for (j=1;j<=npar;j++) {
       for(j=1; j<=nlstate;j++){      for (i=1;i<=npar;i++) x[i]=0;
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);      x[j]=1;
       }      lubksb(a,npar,indx,x);
     fprintf(ficreseij,"\n");      for (i=1;i<=npar;i++){ 
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        y[i][j]=x[i];
   }        printf("%.3e ",y[i][j]);
 }        fprintf(ficlog,"%.3e ",y[i][j]);
       }
 /************ Variance ******************/      printf("\n");
 void varevsij(char fileres[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)      fprintf(ficlog,"\n");
 {    }
   /* Variance of health expectancies */    */
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/  
   double **newm;    free_matrix(a,1,npar,1,npar);
   double **dnewm,**doldm;    free_matrix(y,1,npar,1,npar);
   int i, j, nhstepm, hstepm, h;    free_vector(x,1,npar);
   int k, cptcode;    free_ivector(indx,1,npar);
   double *xp;    free_matrix(hess,1,npar,1,npar);
   double **gp, **gm;  
   double ***gradg, ***trgradg;  
   double ***p3mat;  }
   double age,agelim;  
   int theta;  /*************** hessian matrix ****************/
   double hessii( double x[], double delta, int theta, double delti[])
    fprintf(ficresvij,"# Covariances of life expectancies\n");  {
   fprintf(ficresvij,"# Age");    int i;
   for(i=1; i<=nlstate;i++)    int l=1, lmax=20;
     for(j=1; j<=nlstate;j++)    double k1,k2;
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);    double p2[NPARMAX+1];
   fprintf(ficresvij,"\n");    double res;
     double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
   xp=vector(1,npar);    double fx;
   dnewm=matrix(1,nlstate,1,npar);    int k=0,kmax=10;
   doldm=matrix(1,nlstate,1,nlstate);    double l1;
    
   hstepm=1*YEARM; /* Every year of age */    fx=func(x);
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    for (i=1;i<=npar;i++) p2[i]=x[i];
   agelim = AGESUP;    for(l=0 ; l <=lmax; l++){
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */      l1=pow(10,l);
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */      delts=delt;
     if (stepm >= YEARM) hstepm=1;      for(k=1 ; k <kmax; k=k+1){
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */        delt = delta*(l1*k);
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        p2[theta]=x[theta] +delt;
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);        k1=func(p2)-fx;
     gp=matrix(0,nhstepm,1,nlstate);        p2[theta]=x[theta]-delt;
     gm=matrix(0,nhstepm,1,nlstate);        k2=func(p2)-fx;
         /*res= (k1-2.0*fx+k2)/delt/delt; */
     for(theta=1; theta <=npar; theta++){        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
       for(i=1; i<=npar; i++){ /* Computes gradient */        
         xp[i] = x[i] + (i==theta ?delti[theta]:0);  #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);
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);          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);
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);  #endif
         /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
       if (popbased==1) {        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
         for(i=1; i<=nlstate;i++)          k=kmax;
           prlim[i][i]=probs[(int)age][i][ij];        }
       }        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
                k=kmax; l=lmax*10.;
       for(j=1; j<= nlstate; j++){        }
         for(h=0; h<=nhstepm; h++){        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)          delts=delt;
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];        }
         }      }
       }    }
        delti[theta]=delts;
       for(i=1; i<=npar; i++) /* Computes gradient */    return res; 
         xp[i] = x[i] - (i==theta ?delti[theta]:0);    
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);    }
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);  
   double hessij( double x[], double delti[], int thetai,int thetaj)
       if (popbased==1) {  {
         for(i=1; i<=nlstate;i++)    int i;
           prlim[i][i]=probs[(int)age][i][ij];    int l=1, l1, lmax=20;
       }    double k1,k2,k3,k4,res,fx;
     double p2[NPARMAX+1];
       for(j=1; j<= nlstate; j++){    int k;
         for(h=0; h<=nhstepm; h++){  
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)    fx=func(x);
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];    for (k=1; k<=2; k++) {
         }      for (i=1;i<=npar;i++) p2[i]=x[i];
       }      p2[thetai]=x[thetai]+delti[thetai]/k;
       p2[thetaj]=x[thetaj]+delti[thetaj]/k;
       for(j=1; j<= nlstate; j++)      k1=func(p2)-fx;
         for(h=0; h<=nhstepm; h++){    
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];      p2[thetai]=x[thetai]+delti[thetai]/k;
         }      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
     } /* End theta */      k2=func(p2)-fx;
     
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);      p2[thetai]=x[thetai]-delti[thetai]/k;
       p2[thetaj]=x[thetaj]+delti[thetaj]/k;
     for(h=0; h<=nhstepm; h++)      k3=func(p2)-fx;
       for(j=1; j<=nlstate;j++)    
         for(theta=1; theta <=npar; theta++)      p2[thetai]=x[thetai]-delti[thetai]/k;
           trgradg[h][j][theta]=gradg[h][theta][j];      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
       k4=func(p2)-fx;
     for(i=1;i<=nlstate;i++)      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
       for(j=1;j<=nlstate;j++)  #ifdef DEBUG
         vareij[i][j][(int)age] =0.;      printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
     for(h=0;h<=nhstepm;h++){      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);
       for(k=0;k<=nhstepm;k++){  #endif
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);    }
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);    return res;
         for(i=1;i<=nlstate;i++)  }
           for(j=1;j<=nlstate;j++)  
             vareij[i][j][(int)age] += doldm[i][j];  /************** Inverse of matrix **************/
       }  void ludcmp(double **a, int n, int *indx, double *d) 
     }  { 
     h=1;    int i,imax,j,k; 
     if (stepm >= YEARM) h=stepm/YEARM;    double big,dum,sum,temp; 
     fprintf(ficresvij,"%.0f ",age );    double *vv; 
     for(i=1; i<=nlstate;i++)   
       for(j=1; j<=nlstate;j++){    vv=vector(1,n); 
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);    *d=1.0; 
       }    for (i=1;i<=n;i++) { 
     fprintf(ficresvij,"\n");      big=0.0; 
     free_matrix(gp,0,nhstepm,1,nlstate);      for (j=1;j<=n;j++) 
     free_matrix(gm,0,nhstepm,1,nlstate);        if ((temp=fabs(a[i][j])) > big) big=temp; 
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);      vv[i]=1.0/big; 
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    } 
   } /* End age */    for (j=1;j<=n;j++) { 
        for (i=1;i<j;i++) { 
   free_vector(xp,1,npar);        sum=a[i][j]; 
   free_matrix(doldm,1,nlstate,1,npar);        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
   free_matrix(dnewm,1,nlstate,1,nlstate);        a[i][j]=sum; 
       } 
 }      big=0.0; 
       for (i=j;i<=n;i++) { 
 /************ Variance of prevlim ******************/        sum=a[i][j]; 
 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 (k=1;k<j;k++) 
 {          sum -= a[i][k]*a[k][j]; 
   /* Variance of prevalence limit */        a[i][j]=sum; 
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/        if ( (dum=vv[i]*fabs(sum)) >= big) { 
   double **newm;          big=dum; 
   double **dnewm,**doldm;          imax=i; 
   int i, j, nhstepm, hstepm;        } 
   int k, cptcode;      } 
   double *xp;      if (j != imax) { 
   double *gp, *gm;        for (k=1;k<=n;k++) { 
   double **gradg, **trgradg;          dum=a[imax][k]; 
   double age,agelim;          a[imax][k]=a[j][k]; 
   int theta;          a[j][k]=dum; 
            } 
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");        *d = -(*d); 
   fprintf(ficresvpl,"# Age");        vv[imax]=vv[j]; 
   for(i=1; i<=nlstate;i++)      } 
       fprintf(ficresvpl," %1d-%1d",i,i);      indx[j]=imax; 
   fprintf(ficresvpl,"\n");      if (a[j][j] == 0.0) a[j][j]=TINY; 
       if (j != n) { 
   xp=vector(1,npar);        dum=1.0/(a[j][j]); 
   dnewm=matrix(1,nlstate,1,npar);        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
   doldm=matrix(1,nlstate,1,nlstate);      } 
      } 
   hstepm=1*YEARM; /* Every year of age */    free_vector(vv,1,n);  /* Doesn't work */
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */  ;
   agelim = AGESUP;  } 
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */  
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */  void lubksb(double **a, int n, int *indx, double b[]) 
     if (stepm >= YEARM) hstepm=1;  { 
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    int i,ii=0,ip,j; 
     gradg=matrix(1,npar,1,nlstate);    double sum; 
     gp=vector(1,nlstate);   
     gm=vector(1,nlstate);    for (i=1;i<=n;i++) { 
       ip=indx[i]; 
     for(theta=1; theta <=npar; theta++){      sum=b[ip]; 
       for(i=1; i<=npar; i++){ /* Computes gradient */      b[ip]=b[i]; 
         xp[i] = x[i] + (i==theta ?delti[theta]:0);      if (ii) 
       }        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);      else if (sum) ii=i; 
       for(i=1;i<=nlstate;i++)      b[i]=sum; 
         gp[i] = prlim[i][i];    } 
        for (i=n;i>=1;i--) { 
       for(i=1; i<=npar; i++) /* Computes gradient */      sum=b[i]; 
         xp[i] = x[i] - (i==theta ?delti[theta]:0);      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);      b[i]=sum/a[i][i]; 
       for(i=1;i<=nlstate;i++)    } 
         gm[i] = prlim[i][i];  } 
   
       for(i=1;i<=nlstate;i++)  /************ Frequencies ********************/
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];  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)
     } /* End theta */  {  /* Some frequencies */
     
     trgradg =matrix(1,nlstate,1,npar);    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
     int first;
     for(j=1; j<=nlstate;j++)    double ***freq; /* Frequencies */
       for(theta=1; theta <=npar; theta++)    double *pp, **prop;
         trgradg[j][theta]=gradg[theta][j];    double pos,posprop, k2, dateintsum=0,k2cpt=0;
     FILE *ficresp;
     for(i=1;i<=nlstate;i++)    char fileresp[FILENAMELENGTH];
       varpl[i][(int)age] =0.;    
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);    pp=vector(1,nlstate);
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);    prop=matrix(1,nlstate,iagemin,iagemax+3);
     for(i=1;i<=nlstate;i++)    strcpy(fileresp,"p");
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */    strcat(fileresp,fileres);
     if((ficresp=fopen(fileresp,"w"))==NULL) {
     fprintf(ficresvpl,"%.0f ",age );      printf("Problem with prevalence resultfile: %s\n", fileresp);
     for(i=1; i<=nlstate;i++)      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));      exit(0);
     fprintf(ficresvpl,"\n");    }
     free_vector(gp,1,nlstate);    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
     free_vector(gm,1,nlstate);    j1=0;
     free_matrix(gradg,1,npar,1,nlstate);    
     free_matrix(trgradg,1,nlstate,1,npar);    j=cptcoveff;
   } /* End age */    if (cptcovn<1) {j=1;ncodemax[1]=1;}
   
   free_vector(xp,1,npar);    first=1;
   free_matrix(doldm,1,nlstate,1,npar);  
   free_matrix(dnewm,1,nlstate,1,nlstate);    for(k1=1; k1<=j;k1++){
       for(i1=1; i1<=ncodemax[k1];i1++){
 }        j1++;
         /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
 /************ Variance of one-step probabilities  ******************/          scanf("%d", i);*/
 void varprob(char fileres[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij)        for (i=-1; i<=nlstate+ndeath; i++)  
 {          for (jk=-1; jk<=nlstate+ndeath; jk++)  
   int i, j;            for(m=iagemin; m <= iagemax+3; m++)
   int k=0, cptcode;              freq[i][jk][m]=0;
   double **dnewm,**doldm;  
   double *xp;      for (i=1; i<=nlstate; i++)  
   double *gp, *gm;        for(m=iagemin; m <= iagemax+3; m++)
   double **gradg, **trgradg;          prop[i][m]=0;
   double age,agelim, cov[NCOVMAX];        
   int theta;        dateintsum=0;
   char fileresprob[FILENAMELENGTH];        k2cpt=0;
         for (i=1; i<=imx; i++) {
   strcpy(fileresprob,"prob");          bool=1;
   strcat(fileresprob,fileres);          if  (cptcovn>0) {
   if((ficresprob=fopen(fileresprob,"w"))==NULL) {            for (z1=1; z1<=cptcoveff; z1++) 
     printf("Problem with resultfile: %s\n", fileresprob);              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
   }                bool=0;
   printf("Computing variance of one-step probabilities: result on file '%s' \n",fileresprob);          }
            if (bool==1){
             for(m=firstpass; m<=lastpass; m++){
   xp=vector(1,npar);              k2=anint[m][i]+(mint[m][i]/12.);
   dnewm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
   doldm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,(nlstate+ndeath)*(nlstate+ndeath));                if(agev[m][i]==0) agev[m][i]=iagemax+1;
                  if(agev[m][i]==1) agev[m][i]=iagemax+2;
   cov[1]=1;                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
   for (age=bage; age<=fage; age ++){                if (m<lastpass) {
     cov[2]=age;                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
     gradg=matrix(1,npar,1,9);                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
     trgradg=matrix(1,9,1,npar);                }
     gp=vector(1,(nlstate+ndeath)*(nlstate+ndeath));                
     gm=vector(1,(nlstate+ndeath)*(nlstate+ndeath));                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
                      dateintsum=dateintsum+k2;
     for(theta=1; theta <=npar; theta++){                  k2cpt++;
       for(i=1; i<=npar; i++)                }
         xp[i] = x[i] + (i==theta ?delti[theta]:0);                /*}*/
                  }
       pmij(pmmij,cov,ncovmodel,xp,nlstate);          }
            }
       k=0;         
       for(i=1; i<= (nlstate+ndeath); i++){        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
         for(j=1; j<=(nlstate+ndeath);j++){  
            k=k+1;        if  (cptcovn>0) {
           gp[k]=pmmij[i][j];          fprintf(ficresp, "\n#********** Variable "); 
         }          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
       }          fprintf(ficresp, "**********\n#");
         }
       for(i=1; i<=npar; i++)        for(i=1; i<=nlstate;i++) 
         xp[i] = x[i] - (i==theta ?delti[theta]:0);          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
            fprintf(ficresp, "\n");
         
       pmij(pmmij,cov,ncovmodel,xp,nlstate);        for(i=iagemin; i <= iagemax+3; i++){
       k=0;          if(i==iagemax+3){
       for(i=1; i<=(nlstate+ndeath); i++){            fprintf(ficlog,"Total");
         for(j=1; j<=(nlstate+ndeath);j++){          }else{
           k=k+1;            if(first==1){
           gm[k]=pmmij[i][j];              first=0;
         }              printf("See log file for details...\n");
       }            }
                  fprintf(ficlog,"Age %d", i);
        for(i=1; i<= (nlstate+ndeath)*(nlstate+ndeath); i++)          }
            gradg[theta][i]=(gp[i]-gm[i])/2./delti[theta];            for(jk=1; jk <=nlstate ; jk++){
     }            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
               pp[jk] += freq[jk][m][i]; 
      for(j=1; j<=(nlstate+ndeath)*(nlstate+ndeath);j++)          }
       for(theta=1; theta <=npar; theta++)          for(jk=1; jk <=nlstate ; jk++){
       trgradg[j][theta]=gradg[theta][j];            for(m=-1, pos=0; m <=0 ; m++)
                pos += freq[jk][m][i];
      matprod2(dnewm,trgradg,1,9,1,npar,1,npar,matcov);            if(pp[jk]>=1.e-10){
      matprod2(doldm,dnewm,1,9,1,npar,1,9,gradg);              if(first==1){
               printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
      pmij(pmmij,cov,ncovmodel,x,nlstate);              }
               fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
      k=0;            }else{
      for(i=1; i<=(nlstate+ndeath); i++){              if(first==1)
        for(j=1; j<=(nlstate+ndeath);j++){                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
          k=k+1;              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
          gm[k]=pmmij[i][j];            }
         }          }
      }  
                for(jk=1; jk <=nlstate ; jk++){
      /*printf("\n%d ",(int)age);            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
      for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){              pp[jk] += freq[jk][m][i];
                  }       
           for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
        printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));            pos += pp[jk];
      }*/            posprop += prop[jk][i];
           }
   fprintf(ficresprob,"\n%d ",(int)age);          for(jk=1; jk <=nlstate ; jk++){
             if(pos>=1.e-5){
   for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){              if(first==1)
     if (i== 2) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
 if (i== 4) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
   }            }else{
               if(first==1)
     free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
     free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
     free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);            }
     free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);            if( i <= iagemax){
 }              if(pos>=1.e-5){
  free_vector(xp,1,npar);                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
 fclose(ficresprob);                /*probs[i][jk][j1]= pp[jk]/pos;*/
  exit(0);                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
 }              }
               else
 /***********************************************/                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
 /**************** Main Program *****************/            }
 /***********************************************/          }
           
 int main(int argc, char *argv[])          for(jk=-1; jk <=nlstate+ndeath; jk++)
 {            for(m=-1; m <=nlstate+ndeath; m++)
               if(freq[jk][m][i] !=0 ) {
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;              if(first==1)
   double agedeb, agefin,hf;                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
   double agemin=1.e20, agemax=-1.e20;                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
               }
   double fret;          if(i <= iagemax)
   double **xi,tmp,delta;            fprintf(ficresp,"\n");
           if(first==1)
   double dum; /* Dummy variable */            printf("Others in log...\n");
   double ***p3mat;          fprintf(ficlog,"\n");
   int *indx;        }
   char line[MAXLINE], linepar[MAXLINE];      }
   char title[MAXLINE];    }
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];    dateintmean=dateintsum/k2cpt; 
   char optionfilext[10], optionfilefiname[FILENAMELENGTH], optionfilegnuplot[FILENAMELENGTH], plotcmd[FILENAMELENGTH];   
      fclose(ficresp);
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], fileresf[FILENAMELENGTH];;    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
     free_vector(pp,1,nlstate);
   char filerest[FILENAMELENGTH];    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
   char fileregp[FILENAMELENGTH];    /* End of Freq */
   char popfile[FILENAMELENGTH];  }
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];  
   int firstobs=1, lastobs=10;  /************ Prevalence ********************/
   int sdeb, sfin; /* Status at beginning and end */  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)
   int c,  h , cpt,l;  {  
   int ju,jl, mi;    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;       in each health status at the date of interview (if between dateprev1 and dateprev2).
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;       We still use firstpass and lastpass as another selection.
   int mobilav=0,popforecast=0;    */
   int hstepm, nhstepm;   
   int *popage;/*boolprev=0 if date and zero if wave*/    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
   double jprev1, mprev1,anprev1,jprev2, mprev2,anprev2;    double ***freq; /* Frequencies */
     double *pp, **prop;
   double bage, fage, age, agelim, agebase;    double pos,posprop; 
   double ftolpl=FTOL;    double  y2; /* in fractional years */
   double **prlim;    int iagemin, iagemax;
   double *severity;  
   double ***param; /* Matrix of parameters */    iagemin= (int) agemin;
   double  *p;    iagemax= (int) agemax;
   double **matcov; /* Matrix of covariance */    /*pp=vector(1,nlstate);*/
   double ***delti3; /* Scale */    prop=matrix(1,nlstate,iagemin,iagemax+3); 
   double *delti; /* Scale */    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
   double ***eij, ***vareij;    j1=0;
   double **varpl; /* Variances of prevalence limits by age */    
   double *epj, vepp;    j=cptcoveff;
   double kk1, kk2;    if (cptcovn<1) {j=1;ncodemax[1]=1;}
   double *popeffectif,*popcount;    
   double dateprev1, dateprev2,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,jprojmean,mprojmean,anprojmean, calagedate;    for(k1=1; k1<=j;k1++){
   double yp,yp1,yp2;      for(i1=1; i1<=ncodemax[k1];i1++){
         j1++;
   char version[80]="Imach version 0.7, February 2002, INED-EUROREVES ";        
   char *alph[]={"a","a","b","c","d","e"}, str[4];        for (i=1; i<=nlstate; i++)  
           for(m=iagemin; m <= iagemax+3; m++)
             prop[i][m]=0.0;
   char z[1]="c", occ;       
 #include <sys/time.h>        for (i=1; i<=imx; i++) { /* Each individual */
 #include <time.h>          bool=1;
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];          if  (cptcovn>0) {
              for (z1=1; z1<=cptcoveff; z1++) 
   /* long total_usecs;              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
   struct timeval start_time, end_time;                bool=0;
            } 
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */          if (bool==1) { 
             for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
               y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
   printf("\n%s",version);              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
   if(argc <=1){                if(agev[m][i]==0) agev[m][i]=iagemax+1;
     printf("\nEnter the parameter file name: ");                if(agev[m][i]==1) agev[m][i]=iagemax+2;
     scanf("%s",pathtot);                if((int)agev[m][i] <iagemin || (int)agev[m][i] >iagemax+3) printf("Error on individual =%d agev[m][i]=%f m=%d\n",i, agev[m][i],m); 
   }                if (s[m][i]>0 && s[m][i]<=nlstate) { 
   else{                  /*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]]);*/
     strcpy(pathtot,argv[1]);                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
   }                  prop[s[m][i]][iagemax+3] += weight[i]; 
   /*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);*/            } /* end selection of waves */
   /* cutv(path,optionfile,pathtot,'\\');*/          }
         }
   split(pathtot,path,optionfile,optionfilext,optionfilefiname);        for(i=iagemin; i <= iagemax+3; i++){  
    printf("pathtot=%s, path=%s, optionfile=%s optionfilext=%s optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);          
   chdir(path);          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
   replace(pathc,path);            posprop += prop[jk][i]; 
           } 
 /*-------- arguments in the command line --------*/  
           for(jk=1; jk <=nlstate ; jk++){     
   strcpy(fileres,"r");            if( i <=  iagemax){ 
   strcat(fileres, optionfilefiname);              if(posprop>=1.e-5){ 
   strcat(fileres,".txt");    /* Other files have txt extension */                probs[i][jk][j1]= prop[jk][i]/posprop;
               } 
   /*---------arguments file --------*/            } 
           }/* end jk */ 
   if((ficpar=fopen(optionfile,"r"))==NULL)    {        }/* end i */ 
     printf("Problem with optionfile %s\n",optionfile);      } /* end i1 */
     goto end;    } /* end k1 */
   }    
     /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
   strcpy(filereso,"o");    /*free_vector(pp,1,nlstate);*/
   strcat(filereso,fileres);    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
   if((ficparo=fopen(filereso,"w"))==NULL) {  }  /* End of prevalence */
     printf("Problem with Output resultfile: %s\n", filereso);goto end;  
   }  /************* Waves Concatenation ***************/
   
   /* Reads comments: lines beginning with '#' */  void  concatwav(int wav[], int **dh, int **bh,  int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)
   while((c=getc(ficpar))=='#' && c!= EOF){  {
     ungetc(c,ficpar);    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
     fgets(line, MAXLINE, ficpar);       Death is a valid wave (if date is known).
     puts(line);       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
     fputs(line,ficparo);       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
   }       and mw[mi+1][i]. dh depends on stepm.
   ungetc(c,ficpar);       */
   
   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);    int i, mi, m;
   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);    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
   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);       double sum=0., jmean=0.;*/
 while((c=getc(ficpar))=='#' && c!= EOF){    int first;
     ungetc(c,ficpar);    int j, k=0,jk, ju, jl;
     fgets(line, MAXLINE, ficpar);    double sum=0.;
     puts(line);    first=0;
     fputs(line,ficparo);    jmin=1e+5;
   }    jmax=-1;
   ungetc(c,ficpar);    jmean=0.;
      for(i=1; i<=imx; i++){
          mi=0;
   covar=matrix(0,NCOVMAX,1,n);      m=firstpass;
   cptcovn=0;      while(s[m][i] <= nlstate){
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;        if(s[m][i]>=1)
           mw[++mi][i]=m;
   ncovmodel=2+cptcovn;        if(m >=lastpass)
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */          break;
          else
   /* Read guess parameters */          m++;
   /* Reads comments: lines beginning with '#' */      }/* end while */
   while((c=getc(ficpar))=='#' && c!= EOF){      if (s[m][i] > nlstate){
     ungetc(c,ficpar);        mi++;     /* Death is another wave */
     fgets(line, MAXLINE, ficpar);        /* if(mi==0)  never been interviewed correctly before death */
     puts(line);           /* Only death is a correct wave */
     fputs(line,ficparo);        mw[mi][i]=m;
   }      }
   ungetc(c,ficpar);  
        wav[i]=mi;
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);      if(mi==0){
     for(i=1; i <=nlstate; i++)        if(first==0){
     for(j=1; j <=nlstate+ndeath-1; j++){          printf("Warning! None valid information for:%ld line=%d (skipped) and may be others, see log file\n",num[i],i);
       fscanf(ficpar,"%1d%1d",&i1,&j1);          first=1;
       fprintf(ficparo,"%1d%1d",i1,j1);        }
       printf("%1d%1d",i,j);        if(first==1){
       for(k=1; k<=ncovmodel;k++){          fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
         fscanf(ficpar," %lf",&param[i][j][k]);        }
         printf(" %lf",param[i][j][k]);      } /* end mi==0 */
         fprintf(ficparo," %lf",param[i][j][k]);    } /* End individuals */
       }  
       fscanf(ficpar,"\n");    for(i=1; i<=imx; i++){
       printf("\n");      for(mi=1; mi<wav[i];mi++){
       fprintf(ficparo,"\n");        if (stepm <=0)
     }          dh[mi][i]=1;
          else{
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel;          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
             if (agedc[i] < 2*AGESUP) {
   p=param[1][1];              j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
                if(j==0) j=1;  /* Survives at least one month after exam */
   /* Reads comments: lines beginning with '#' */              else if(j<0){
   while((c=getc(ficpar))=='#' && c!= EOF){                printf("Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
     ungetc(c,ficpar);                j=1; /* Careful Patch */
     fgets(line, MAXLINE, ficpar);                printf("   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview.\n  You MUST fix the contradiction between dates.\n",stepm);
     puts(line);                printf("Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
     fputs(line,ficparo);                fprintf(ficlog,"   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview.\n  You MUST fix the contradiction between dates.\n",stepm);
   }              }
   ungetc(c,ficpar);              k=k+1;
               if (j >= jmax) jmax=j;
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);              if (j <= jmin) jmin=j;
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */              sum=sum+j;
   for(i=1; i <=nlstate; i++){              /*if (j<0) printf("j=%d num=%d \n",j,i);*/
     for(j=1; j <=nlstate+ndeath-1; j++){              /*    printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
       fscanf(ficpar,"%1d%1d",&i1,&j1);            }
       printf("%1d%1d",i,j);          }
       fprintf(ficparo,"%1d%1d",i1,j1);          else{
       for(k=1; k<=ncovmodel;k++){            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
         fscanf(ficpar,"%le",&delti3[i][j][k]);            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
         printf(" %le",delti3[i][j][k]);            k=k+1;
         fprintf(ficparo," %le",delti3[i][j][k]);            if (j >= jmax) jmax=j;
       }            else if (j <= jmin)jmin=j;
       fscanf(ficpar,"\n");            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
       printf("\n");            /*printf("%d %lf %d %d %d\n", i,agev[mw[mi][i]][i],j,s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);*/
       fprintf(ficparo,"\n");            if(j<0){
     }              printf("Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
   }              fprintf(ficlog,"Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
   delti=delti3[1][1];            }
              sum=sum+j;
   /* Reads comments: lines beginning with '#' */          }
   while((c=getc(ficpar))=='#' && c!= EOF){          jk= j/stepm;
     ungetc(c,ficpar);          jl= j -jk*stepm;
     fgets(line, MAXLINE, ficpar);          ju= j -(jk+1)*stepm;
     puts(line);          if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
     fputs(line,ficparo);            if(jl==0){
   }              dh[mi][i]=jk;
   ungetc(c,ficpar);              bh[mi][i]=0;
              }else{ /* We want a negative bias in order to only have interpolation ie
   matcov=matrix(1,npar,1,npar);                    * at the price of an extra matrix product in likelihood */
   for(i=1; i <=npar; i++){              dh[mi][i]=jk+1;
     fscanf(ficpar,"%s",&str);              bh[mi][i]=ju;
     printf("%s",str);            }
     fprintf(ficparo,"%s",str);          }else{
     for(j=1; j <=i; j++){            if(jl <= -ju){
       fscanf(ficpar," %le",&matcov[i][j]);              dh[mi][i]=jk;
       printf(" %.5le",matcov[i][j]);              bh[mi][i]=jl;       /* bias is positive if real duration
       fprintf(ficparo," %.5le",matcov[i][j]);                                   * is higher than the multiple of stepm and negative otherwise.
     }                                   */
     fscanf(ficpar,"\n");            }
     printf("\n");            else{
     fprintf(ficparo,"\n");              dh[mi][i]=jk+1;
   }              bh[mi][i]=ju;
   for(i=1; i <=npar; i++)            }
     for(j=i+1;j<=npar;j++)            if(dh[mi][i]==0){
       matcov[i][j]=matcov[j][i];              dh[mi][i]=1; /* At least one step */
                  bh[mi][i]=ju; /* At least one step */
   printf("\n");              /*  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);*/
             }
           } /* end if mle */
     /*-------- data file ----------*/        }
     if((ficres =fopen(fileres,"w"))==NULL) {      } /* end wave */
       printf("Problem with resultfile: %s\n", fileres);goto end;    }
     }    jmean=sum/k;
     fprintf(ficres,"#%s\n",version);    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
        fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
     if((fic=fopen(datafile,"r"))==NULL)    {   }
       printf("Problem with datafile: %s\n", datafile);goto end;  
     }  /*********** Tricode ****************************/
   void tricode(int *Tvar, int **nbcode, int imx)
     n= lastobs;  {
     severity = vector(1,maxwav);    
     outcome=imatrix(1,maxwav+1,1,n);    int Ndum[20],ij=1, k, j, i, maxncov=19;
     num=ivector(1,n);    int cptcode=0;
     moisnais=vector(1,n);    cptcoveff=0; 
     annais=vector(1,n);   
     moisdc=vector(1,n);    for (k=0; k<maxncov; k++) Ndum[k]=0;
     andc=vector(1,n);    for (k=1; k<=7; k++) ncodemax[k]=0;
     agedc=vector(1,n);  
     cod=ivector(1,n);    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
     weight=vector(1,n);      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */                                 modality*/ 
     mint=matrix(1,maxwav,1,n);        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
     anint=matrix(1,maxwav,1,n);        Ndum[ij]++; /*store the modality */
     s=imatrix(1,maxwav+1,1,n);        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
     adl=imatrix(1,maxwav+1,1,n);            if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
     tab=ivector(1,NCOVMAX);                                         Tvar[j]. If V=sex and male is 0 and 
     ncodemax=ivector(1,8);                                         female is 1, then  cptcode=1.*/
       }
     i=1;  
     while (fgets(line, MAXLINE, fic) != NULL)    {      for (i=0; i<=cptcode; i++) {
       if ((i >= firstobs) && (i <=lastobs)) {        if(Ndum[i]!=0) ncodemax[j]++; /* Nomber of modalities of the j th covariates. In fact ncodemax[j]=2 (dichotom. variables) but it can be more */
              }
         for (j=maxwav;j>=1;j--){  
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);      ij=1; 
           strcpy(line,stra);      for (i=1; i<=ncodemax[j]; i++) {
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);        for (k=0; k<= maxncov; k++) {
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);          if (Ndum[k] != 0) {
         }            nbcode[Tvar[j]][ij]=k; 
                    /* store the modality in an array. k is a modality. If we have model=V1+V1*sex then: nbcode[1][1]=0 ; nbcode[1][2]=1; nbcode[2][1]=0 ; nbcode[2][2]=1; */
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);            
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);            ij++;
           }
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);          if (ij > ncodemax[j]) break; 
         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=ncov;j>=1;j--){  
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);   for (k=0; k< maxncov; k++) Ndum[k]=0;
         }  
         num[i]=atol(stra);   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.*/
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){     ij=Tvar[i];
           printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/     Ndum[ij]++;
    }
         i=i+1;  
       }   ij=1;
     }   for (i=1; i<= maxncov; i++) {
     /* printf("ii=%d", ij);     if((Ndum[i]!=0) && (i<=ncovcol)){
        scanf("%d",i);*/       Tvaraff[ij]=i; /*For printing */
   imx=i-1; /* Number of individuals */       ij++;
      }
   /* 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;   cptcoveff=ij-1; /*Number of simple covariates*/
     if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;  }
     }  
   /*********** Health Expectancies ****************/
     for (i=1; i<=imx; i++)  
     if (covar[1][i]==0) printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));*/  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 )
   
   /* Calculation of the number of parameter from char model*/  {
   Tvar=ivector(1,15);    /* Health expectancies */
   Tprod=ivector(1,15);    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
   Tvaraff=ivector(1,15);    double age, agelim, hf;
   Tvard=imatrix(1,15,1,2);    double ***p3mat,***varhe;
   Tage=ivector(1,15);          double **dnewm,**doldm;
        double *xp;
   if (strlen(model) >1){    double **gp, **gm;
     j=0, j1=0, k1=1, k2=1;    double ***gradg, ***trgradg;
     j=nbocc(model,'+');    int theta;
     j1=nbocc(model,'*');  
     cptcovn=j+1;    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
     cptcovprod=j1;    xp=vector(1,npar);
        dnewm=matrix(1,nlstate*nlstate,1,npar);
        doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
     strcpy(modelsav,model);    
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){    fprintf(ficreseij,"# Health expectancies\n");
       printf("Error. Non available option model=%s ",model);    fprintf(ficreseij,"# Age");
       goto end;    for(i=1; i<=nlstate;i++)
     }      for(j=1; j<=nlstate;j++)
            fprintf(ficreseij," %1d-%1d (SE)",i,j);
     for(i=(j+1); i>=1;i--){    fprintf(ficreseij,"\n");
       cutv(stra,strb,modelsav,'+');  
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);    if(estepm < stepm){
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/      printf ("Problem %d lower than %d\n",estepm, stepm);
       /*scanf("%d",i);*/    }
       if (strchr(strb,'*')) {    else  hstepm=estepm;   
         cutv(strd,strc,strb,'*');    /* We compute the life expectancy from trapezoids spaced every estepm months
         if (strcmp(strc,"age")==0) {     * This is mainly to measure the difference between two models: for example
           cptcovprod--;     * if stepm=24 months pijx are given only every 2 years and by summing them
           cutv(strb,stre,strd,'V');     * we are calculating an estimate of the Life Expectancy assuming a linear 
           Tvar[i]=atoi(stre);     * progression in between and thus overestimating or underestimating according
           cptcovage++;     * to the curvature of the survival function. If, for the same date, we 
             Tage[cptcovage]=i;     * estimate the model with stepm=1 month, we can keep estepm to 24 months
             /*printf("stre=%s ", stre);*/     * to compare the new estimate of Life expectancy with the same linear 
         }     * hypothesis. A more precise result, taking into account a more precise
         else if (strcmp(strd,"age")==0) {     * curvature will be obtained if estepm is as small as stepm. */
           cptcovprod--;  
           cutv(strb,stre,strc,'V');    /* For example we decided to compute the life expectancy with the smallest unit */
           Tvar[i]=atoi(stre);    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
           cptcovage++;       nhstepm is the number of hstepm from age to agelim 
           Tage[cptcovage]=i;       nstepm is the number of stepm from age to agelin. 
         }       Look at hpijx to understand the reason of that which relies in memory size
         else {       and note for a fixed period like estepm months */
           cutv(strb,stre,strc,'V');    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
           Tvar[i]=ncov+k1;       survival function given by stepm (the optimization length). Unfortunately it
           cutv(strb,strc,strd,'V');       means that if the survival funtion is printed only each two years of age and if
           Tprod[k1]=i;       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
           Tvard[k1][1]=atoi(strc);       results. So we changed our mind and took the option of the best precision.
           Tvard[k1][2]=atoi(stre);    */
           Tvar[cptcovn+k2]=Tvard[k1][1];    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
           Tvar[cptcovn+k2+1]=Tvard[k1][2];  
           for (k=1; k<=lastobs;k++)    agelim=AGESUP;
             covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
           k1++;      /* nhstepm age range expressed in number of stepm */
           k2=k2+2;      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
         }      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
       }      /* if (stepm >= YEARM) hstepm=1;*/
       else {      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
        /*  scanf("%d",i);*/      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
       cutv(strd,strc,strb,'V');      gp=matrix(0,nhstepm,1,nlstate*nlstate);
       Tvar[i]=atoi(strc);      gm=matrix(0,nhstepm,1,nlstate*nlstate);
       }  
       strcpy(modelsav,stra);        /* Computed by stepm unit matrices, product of hstepm matrices, stored
       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
         scanf("%d",i);*/      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
     }   
 }  
        hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
   /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);  
   printf("cptcovprod=%d ", cptcovprod);      /* Computing Variances of health expectancies */
   scanf("%d ",i);*/  
     fclose(fic);       for(theta=1; theta <=npar; theta++){
         for(i=1; i<=npar; i++){ 
     /*  if(mle==1){*/          xp[i] = x[i] + (i==theta ?delti[theta]:0);
     if (weightopt != 1) { /* Maximisation without weights*/        }
       for(i=1;i<=n;i++) weight[i]=1.0;        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
     }    
     /*-calculation of age at interview from date of interview and age at death -*/        cptj=0;
     agev=matrix(1,maxwav,1,imx);        for(j=1; j<= nlstate; j++){
           for(i=1; i<=nlstate; i++){
    for (i=1; i<=imx; i++)            cptj=cptj+1;
      for(m=2; (m<= maxwav); m++)            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
        if ((mint[m][i]== 99) && (s[m][i] <= nlstate)){              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
          anint[m][i]=9999;            }
          s[m][i]=-1;          }
        }        }
           
     for (i=1; i<=imx; i++)  {       
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);        for(i=1; i<=npar; i++) 
       for(m=1; (m<= maxwav); m++){          xp[i] = x[i] - (i==theta ?delti[theta]:0);
         if(s[m][i] >0){        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
           if (s[m][i] == nlstate+1) {        
             if(agedc[i]>0)        cptj=0;
               if(moisdc[i]!=99 && andc[i]!=9999)        for(j=1; j<= nlstate; j++){
               agev[m][i]=agedc[i];          for(i=1;i<=nlstate;i++){
             else {            cptj=cptj+1;
               if (andc[i]!=9999){            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
               printf("Warning negative age at death: %d line:%d\n",num[i],i);  
               agev[m][i]=-1;              gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
               }            }
             }          }
           }        }
           else if(s[m][i] !=9){ /* Should no more exist */        for(j=1; j<= nlstate*nlstate; j++)
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);          for(h=0; h<=nhstepm-1; h++){
             if(mint[m][i]==99 || anint[m][i]==9999)            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
               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);*/  /* End theta */
             }  
             else if(agev[m][i] >agemax){       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
               agemax=agev[m][i];  
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/       for(h=0; h<=nhstepm-1; h++)
             }        for(j=1; j<=nlstate*nlstate;j++)
             /*agev[m][i]=anint[m][i]-annais[i];*/          for(theta=1; theta <=npar; theta++)
             /*   agev[m][i] = age[i]+2*m;*/            trgradg[h][j][theta]=gradg[h][theta][j];
           }       
           else { /* =9 */  
             agev[m][i]=1;       for(i=1;i<=nlstate*nlstate;i++)
             s[m][i]=-1;        for(j=1;j<=nlstate*nlstate;j++)
           }          varhe[i][j][(int)age] =0.;
         }  
         else /*= 0 Unknown */       printf("%d|",(int)age);fflush(stdout);
           agev[m][i]=1;       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
       }       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);
     for (i=1; i<=imx; i++)  {          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
       for(m=1; (m<= maxwav); m++){          for(i=1;i<=nlstate*nlstate;i++)
         if (s[m][i] > (nlstate+ndeath)) {            for(j=1;j<=nlstate*nlstate;j++)
           printf("Error: Wrong value in nlstate or ndeath\n");                varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
           goto end;        }
         }      }
       }      /* Computing expectancies */
     }      for(i=1; i<=nlstate;i++)
         for(j=1; j<=nlstate;j++)
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
             eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
     free_vector(severity,1,maxwav);            
     free_imatrix(outcome,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]);*/
     free_vector(moisnais,1,n);  
     free_vector(annais,1,n);          }
     /* free_matrix(mint,1,maxwav,1,n);  
        free_matrix(anint,1,maxwav,1,n);*/      fprintf(ficreseij,"%3.0f",age );
     free_vector(moisdc,1,n);      cptj=0;
     free_vector(andc,1,n);      for(i=1; i<=nlstate;i++)
         for(j=1; j<=nlstate;j++){
              cptj++;
     wav=ivector(1,imx);          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
     dh=imatrix(1,lastpass-firstpass+1,1,imx);        }
     mw=imatrix(1,lastpass-firstpass+1,1,imx);      fprintf(ficreseij,"\n");
         
     /* Concatenates waves */      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);      free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
       free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
       free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
       Tcode=ivector(1,100);      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);    }
       ncodemax[1]=1;    printf("\n");
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);    fprintf(ficlog,"\n");
        
    codtab=imatrix(1,100,1,10);    free_vector(xp,1,npar);
    h=0;    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
    m=pow(2,cptcoveff);    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
      free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
    for(k=1;k<=cptcoveff; k++){  }
      for(i=1; i <=(m/pow(2,k));i++){  
        for(j=1; j <= ncodemax[k]; j++){  /************ Variance ******************/
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){  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)
            h++;  {
            if (h>m) h=1;codtab[h][k]=j;    /* Variance of health expectancies */
          }    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
        }    /* double **newm;*/
      }    double **dnewm,**doldm;
    }    double **dnewmp,**doldmp;
     int i, j, nhstepm, hstepm, h, nstepm ;
     int k, cptcode;
    /*for(i=1; i <=m ;i++){    double *xp;
      for(k=1; k <=cptcovn; k++){    double **gp, **gm;  /* for var eij */
        printf("i=%d k=%d %d %d",i,k,codtab[i][k], cptcoveff);    double ***gradg, ***trgradg; /*for var eij */
      }    double **gradgp, **trgradgp; /* for var p point j */
      printf("\n");    double *gpp, *gmp; /* for var p point j */
    }    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
    scanf("%d",i);*/    double ***p3mat;
        double age,agelim, hf;
    /* Calculates basic frequencies. Computes observed prevalence at single age    double ***mobaverage;
        and prints on file fileres'p'. */    int theta;
     char digit[4];
        char digitp[25];
      
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    char fileresprobmorprev[FILENAMELENGTH];
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    if(popbased==1){
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      if(mobilav!=0)
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */        strcpy(digitp,"-populbased-mobilav-");
            else strcpy(digitp,"-populbased-nomobil-");
     /* 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] */    else 
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */      strcpy(digitp,"-stablbased-");
   
     if(mle==1){    if (mobilav!=0) {
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);      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);
     /*--------- results files --------------*/        printf(" Error in movingaverage mobilav=%d\n",mobilav);
     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);      }
      }
   
    jk=1;    strcpy(fileresprobmorprev,"prmorprev"); 
    fprintf(ficres,"# Parameters\n");    sprintf(digit,"%-d",ij);
    printf("# Parameters\n");    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
    for(i=1,jk=1; i <=nlstate; i++){    strcat(fileresprobmorprev,digit); /* Tvar to be done */
      for(k=1; k <=(nlstate+ndeath); k++){    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
        if (k != i)    strcat(fileresprobmorprev,fileres);
          {    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
            printf("%d%d ",i,k);      printf("Problem with resultfile: %s\n", fileresprobmorprev);
            fprintf(ficres,"%1d%1d ",i,k);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
            for(j=1; j <=ncovmodel; j++){    }
              printf("%f ",p[jk]);    printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
              fprintf(ficres,"%f ",p[jk]);    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
              jk++;    fprintf(ficresprobmorprev,"# probabilities of dying before estepm=%d months for people of exact age and weighted probabilities w1*p1j+w2*p2j+... stand dev in()\n",estepm);
            }    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
            printf("\n");    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
            fprintf(ficres,"\n");      fprintf(ficresprobmorprev," p.%-d SE",j);
          }      for(i=1; i<=nlstate;i++)
      }        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
    }    }  
  if(mle==1){    fprintf(ficresprobmorprev,"\n");
     /* Computing hessian and covariance matrix */    fprintf(ficgp,"\n# Routine varevsij");
     ftolhess=ftol; /* Usually correct */    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");
     hesscov(matcov, p, npar, delti, ftolhess, func);    fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
  }  /*   } */
     fprintf(ficres,"# Scales\n");    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     printf("# Scales\n");  
      for(i=1,jk=1; i <=nlstate; i++){    fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n#  (weighted average of eij where weights are the stable prevalence in health states i\n");
       for(j=1; j <=nlstate+ndeath; j++){    fprintf(ficresvij,"# Age");
         if (j!=i) {    for(i=1; i<=nlstate;i++)
           fprintf(ficres,"%1d%1d",i,j);      for(j=1; j<=nlstate;j++)
           printf("%1d%1d",i,j);        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
           for(k=1; k<=ncovmodel;k++){    fprintf(ficresvij,"\n");
             printf(" %.5e",delti[jk]);  
             fprintf(ficres," %.5e",delti[jk]);    xp=vector(1,npar);
             jk++;    dnewm=matrix(1,nlstate,1,npar);
           }    doldm=matrix(1,nlstate,1,nlstate);
           printf("\n");    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
           fprintf(ficres,"\n");    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
         }  
       }    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
      }    gpp=vector(nlstate+1,nlstate+ndeath);
        gmp=vector(nlstate+1,nlstate+ndeath);
     k=1;    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
     fprintf(ficres,"# Covariance\n");    
     printf("# Covariance\n");    if(estepm < stepm){
     for(i=1;i<=npar;i++){      printf ("Problem %d lower than %d\n",estepm, stepm);
       /*  if (k>nlstate) k=1;    }
       i1=(i-1)/(ncovmodel*nlstate)+1;    else  hstepm=estepm;   
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);    /* For example we decided to compute the life expectancy with the smallest unit */
       printf("%s%d%d",alph[k],i1,tab[i]);*/    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
       fprintf(ficres,"%3d",i);       nhstepm is the number of hstepm from age to agelim 
       printf("%3d",i);       nstepm is the number of stepm from age to agelin. 
       for(j=1; j<=i;j++){       Look at hpijx to understand the reason of that which relies in memory size
         fprintf(ficres," %.5e",matcov[i][j]);       and note for a fixed period like k years */
         printf(" %.5e",matcov[i][j]);    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
       }       survival function given by stepm (the optimization length). Unfortunately it
       fprintf(ficres,"\n");       means that if the survival funtion is printed every two years of age and if
       printf("\n");       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
       k++;       results. So we changed our mind and took the option of the best precision.
     }    */
        hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
     while((c=getc(ficpar))=='#' && c!= EOF){    agelim = AGESUP;
       ungetc(c,ficpar);    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       fgets(line, MAXLINE, ficpar);      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
       puts(line);      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
       fputs(line,ficparo);      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     }      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
     ungetc(c,ficpar);      gp=matrix(0,nhstepm,1,nlstate);
        gm=matrix(0,nhstepm,1,nlstate);
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);  
      
     if (fage <= 2) {      for(theta=1; theta <=npar; theta++){
       bage = agemin;        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
       fage = agemax;          xp[i] = x[i] + (i==theta ?delti[theta]:0);
     }        }
            hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);  
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);        if (popbased==1) {
            if(mobilav ==0){
     while((c=getc(ficpar))=='#' && c!= EOF){            for(i=1; i<=nlstate;i++)
     ungetc(c,ficpar);              prlim[i][i]=probs[(int)age][i][ij];
     fgets(line, MAXLINE, ficpar);          }else{ /* mobilav */ 
     puts(line);            for(i=1; i<=nlstate;i++)
     fputs(line,ficparo);              prlim[i][i]=mobaverage[(int)age][i][ij];
   }          }
   ungetc(c,ficpar);        }
      
   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);        for(j=1; j<= nlstate; j++){
   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);          for(h=0; h<=nhstepm; h++){
  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);            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
                    gp[h][j] += prlim[i][i]*p3mat[i][j][h];
   while((c=getc(ficpar))=='#' && c!= EOF){          }
     ungetc(c,ficpar);        }
     fgets(line, MAXLINE, ficpar);        /* This for computing probability of death (h=1 means
     puts(line);           computed over hstepm matrices product = hstepm*stepm months) 
     fputs(line,ficparo);           as a weighted average of prlim.
   }        */
   ungetc(c,ficpar);        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];
    dateprev1=anprev1+mprev1/12.+jprev1/365.;        }    
    dateprev2=anprev2+mprev2/12.+jprev2/365.;        /* end probability of death */
   
   fscanf(ficpar,"pop_based=%d\n",&popbased);        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
    fprintf(ficparo,"pop_based=%d\n",popbased);            xp[i] = x[i] - (i==theta ?delti[theta]:0);
    fprintf(ficres,"pop_based=%d\n",popbased);          hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   while((c=getc(ficpar))=='#' && c!= EOF){   
     ungetc(c,ficpar);        if (popbased==1) {
     fgets(line, MAXLINE, ficpar);          if(mobilav ==0){
     puts(line);            for(i=1; i<=nlstate;i++)
     fputs(line,ficparo);              prlim[i][i]=probs[(int)age][i][ij];
   }          }else{ /* mobilav */ 
   ungetc(c,ficpar);            for(i=1; i<=nlstate;i++)
   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);              prlim[i][i]=mobaverage[(int)age][i][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);          }
 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);        }
   
  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2);        for(j=1; j<= nlstate; j++){
           for(h=0; h<=nhstepm; h++){
                for(i=1, gm[h][j]=0.;i<=nlstate;i++)
     /*------------ gnuplot -------------*/              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
     /*chdir(pathcd);*/          }
     strcpy(optionfilegnuplot,optionfilefiname);        }
     strcat(optionfilegnuplot,".plt");        /* This for computing probability of death (h=1 means
     if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {           computed over hstepm matrices product = hstepm*stepm months) 
       printf("Problem with file %s",optionfilegnuplot);goto end;           as a weighted average of prlim.
     }        */
 #ifdef windows        for(j=nlstate+1;j<=nlstate+ndeath;j++){
     fprintf(ficgp,"cd \"%s\" \n",pathc);          for(i=1,gmp[j]=0.; i<= nlstate; i++)
 #endif           gmp[j] += prlim[i][i]*p3mat[i][j][1];
 m=pow(2,cptcoveff);        }    
          /* end probability of death */
  /* 1eme*/  
   for (cpt=1; cpt<= nlstate ; cpt ++) {        for(j=1; j<= nlstate; j++) /* vareij */
    for (k1=1; k1<= m ; k1 ++) {          for(h=0; h<=nhstepm; h++){
             gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
 #ifdef windows          }
     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);  
 #endif        for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
 #ifdef unix          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);        }
 #endif  
       } /* End theta */
 for (i=1; i<= nlstate ; i ++) {  
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
   else fprintf(ficgp," \%%*lf (\%%*lf)");  
 }      for(h=0; h<=nhstepm; h++) /* veij */
     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(j=1; j<=nlstate;j++)
     for (i=1; i<= nlstate ; i ++) {          for(theta=1; theta <=npar; theta++)
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");            trgradg[h][j][theta]=gradg[h][theta][j];
   else fprintf(ficgp," \%%*lf (\%%*lf)");  
 }      for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);        for(theta=1; theta <=npar; theta++)
      for (i=1; i<= nlstate ; i ++) {          trgradgp[j][theta]=gradgp[theta][j];
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    
   else fprintf(ficgp," \%%*lf (\%%*lf)");  
 }        hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));      for(i=1;i<=nlstate;i++)
 #ifdef unix        for(j=1;j<=nlstate;j++)
 fprintf(ficgp,"\nset ter gif small size 400,300");          vareij[i][j][(int)age] =0.;
 #endif  
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);      for(h=0;h<=nhstepm;h++){
    }        for(k=0;k<=nhstepm;k++){
   }          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
   /*2 eme*/          matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
           for(i=1;i<=nlstate;i++)
   for (k1=1; k1<= m ; k1 ++) {            for(j=1;j<=nlstate;j++)
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);              vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
            }
     for (i=1; i<= nlstate+1 ; i ++) {      }
       k=2*i;    
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);      /* pptj */
       for (j=1; j<= nlstate+1 ; j ++) {      matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");      matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
   else fprintf(ficgp," \%%*lf (\%%*lf)");      for(j=nlstate+1;j<=nlstate+ndeath;j++)
 }          for(i=nlstate+1;i<=nlstate+ndeath;i++)
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");          varppt[j][i]=doldmp[j][i];
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);      /* end ppptj */
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);      /*  x centered again */
       for (j=1; j<= nlstate+1 ; j ++) {      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");      prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
         else fprintf(ficgp," \%%*lf (\%%*lf)");   
 }        if (popbased==1) {
       fprintf(ficgp,"\" t\"\" w l 0,");        if(mobilav ==0){
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);          for(i=1; i<=nlstate;i++)
       for (j=1; j<= nlstate+1 ; j ++) {            prlim[i][i]=probs[(int)age][i][ij];
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");        }else{ /* mobilav */ 
   else fprintf(ficgp," \%%*lf (\%%*lf)");          for(i=1; i<=nlstate;i++)
 }              prlim[i][i]=mobaverage[(int)age][i][ij];
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");        }
       else fprintf(ficgp,"\" t\"\" w l 0,");      }
     }               
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);      /* This for computing probability of death (h=1 means
   }         computed over hstepm (estepm) matrices product = hstepm*stepm months) 
           as a weighted average of prlim.
   /*3eme*/      */
       for(j=nlstate+1;j<=nlstate+ndeath;j++){
   for (k1=1; k1<= m ; k1 ++) {        for(i=1,gmp[j]=0.;i<= nlstate; i++) 
     for (cpt=1; cpt<= nlstate ; cpt ++) {          gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
       k=2+nlstate*(cpt-1);      }    
       fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",agemin,fage,fileres,k1-1,k1-1,k,cpt);      /* end probability of death */
       for (i=1; i< nlstate ; i ++) {  
         fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",fileres,k1-1,k1-1,k+i,cpt,i+1);      fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
       }      for(j=nlstate+1; j<=(nlstate+ndeath);j++){
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);        fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
     }        for(i=1; i<=nlstate;i++){
   }          fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
          }
   /* CV preval stat */      } 
   for (k1=1; k1<= m ; k1 ++) {      fprintf(ficresprobmorprev,"\n");
     for (cpt=1; cpt<nlstate ; cpt ++) {  
       k=3;      fprintf(ficresvij,"%.0f ",age );
       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);      for(i=1; i<=nlstate;i++)
       for (i=1; i< nlstate ; i ++)        for(j=1; j<=nlstate;j++){
         fprintf(ficgp,"+$%d",k+i+1);          fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);        }
            fprintf(ficresvij,"\n");
       l=3+(nlstate+ndeath)*cpt;      free_matrix(gp,0,nhstepm,1,nlstate);
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);      free_matrix(gm,0,nhstepm,1,nlstate);
       for (i=1; i< nlstate ; i ++) {      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
         l=3+(nlstate+ndeath)*cpt;      free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
         fprintf(ficgp,"+$%d",l+i+1);      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
       }    } /* End age */
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);      free_vector(gpp,nlstate+1,nlstate+ndeath);
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    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*/
     fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
   /* proba elementaires */    /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
    for(i=1,jk=1; i <=nlstate; i++){    fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
     for(k=1; k <=(nlstate+ndeath); k++){  /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
       if (k != i) {  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
         for(j=1; j <=ncovmodel; j++){  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/    fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
           /*fprintf(ficgp,"%s",alph[1]);*/    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",subdirf(fileresprobmorprev));
           jk++;    fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev));
           fprintf(ficgp,"\n");    fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"%s%s.png\"> <br>\n", estepm,subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
         }    /*  fprintf(fichtm,"\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);
       }  */
     }  /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
     }    fprintf(ficgp,"\nset out \"%s%s.png\";replot;",digitp,subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
   
   for(jk=1; jk <=m; jk++) {    free_vector(xp,1,npar);
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);    free_matrix(doldm,1,nlstate,1,nlstate);
    i=1;    free_matrix(dnewm,1,nlstate,1,npar);
    for(k2=1; k2<=nlstate; k2++) {    free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
      k3=i;    free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
      for(k=1; k<=(nlstate+ndeath); k++) {    free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
        if (k != k2){    if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);    fclose(ficresprobmorprev);
 ij=1;    fflush(ficgp);
         for(j=3; j <=ncovmodel; j++) {    fflush(fichtm); 
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {  }  /* end varevsij */
             fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);  
             ij++;  /************ 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)
           else  {
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);    /* Variance of prevalence limit */
         }    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
           fprintf(ficgp,")/(1");    double **newm;
            double **dnewm,**doldm;
         for(k1=1; k1 <=nlstate; k1++){      int i, j, nhstepm, hstepm;
           fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);    int k, cptcode;
 ij=1;    double *xp;
           for(j=3; j <=ncovmodel; j++){    double *gp, *gm;
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {    double **gradg, **trgradg;
             fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);    double age,agelim;
             ij++;    int theta;
           }     
           else    fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);    fprintf(ficresvpl,"# Age");
           }    for(i=1; i<=nlstate;i++)
           fprintf(ficgp,")");        fprintf(ficresvpl," %1d-%1d",i,i);
         }    fprintf(ficresvpl,"\n");
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);  
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");    xp=vector(1,npar);
         i=i+ncovmodel;    dnewm=matrix(1,nlstate,1,npar);
        }    doldm=matrix(1,nlstate,1,nlstate);
      }    
    }    hstepm=1*YEARM; /* Every year of age */
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);    hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
   }    agelim = AGESUP;
        for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
   fclose(ficgp);      nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
   /* end gnuplot */      if (stepm >= YEARM) hstepm=1;
          nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
 chdir(path);      gradg=matrix(1,npar,1,nlstate);
          gp=vector(1,nlstate);
     free_ivector(wav,1,imx);      gm=vector(1,nlstate);
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);  
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);        for(theta=1; theta <=npar; theta++){
     free_ivector(num,1,n);        for(i=1; i<=npar; i++){ /* Computes gradient */
     free_vector(agedc,1,n);          xp[i] = x[i] + (i==theta ?delti[theta]:0);
     /*free_matrix(covar,1,NCOVMAX,1,n);*/        }
     fclose(ficparo);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
     fclose(ficres);        for(i=1;i<=nlstate;i++)
     /*  }*/          gp[i] = prlim[i][i];
          
    /*________fin mle=1_________*/        for(i=1; i<=npar; i++) /* Computes gradient */
              xp[i] = x[i] - (i==theta ?delti[theta]:0);
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
          for(i=1;i<=nlstate;i++)
     /* No more information from the sample is required now */          gm[i] = prlim[i][i];
   /* Reads comments: lines beginning with '#' */  
   while((c=getc(ficpar))=='#' && c!= EOF){        for(i=1;i<=nlstate;i++)
     ungetc(c,ficpar);          gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
     fgets(line, MAXLINE, ficpar);      } /* End theta */
     puts(line);  
     fputs(line,ficparo);      trgradg =matrix(1,nlstate,1,npar);
   }  
   ungetc(c,ficpar);      for(j=1; j<=nlstate;j++)
          for(theta=1; theta <=npar; theta++)
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);          trgradg[j][theta]=gradg[theta][j];
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);  
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);      for(i=1;i<=nlstate;i++)
 /*--------- index.htm --------*/        varpl[i][(int)age] =0.;
       matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
   strcpy(optionfilehtm,optionfile);      matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
   strcat(optionfilehtm,".htm");      for(i=1;i<=nlstate;i++)
   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {        varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
     printf("Problem with %s \n",optionfilehtm);goto end;  
   }      fprintf(ficresvpl,"%.0f ",age );
       for(i=1; i<=nlstate;i++)
  fprintf(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.7 </font> <hr size=\"2\" color=\"#EC5E5E\">        fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
 Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>      fprintf(ficresvpl,"\n");
 Total number of observations=%d <br>      free_vector(gp,1,nlstate);
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>      free_vector(gm,1,nlstate);
 <hr  size=\"2\" color=\"#EC5E5E\">      free_matrix(gradg,1,npar,1,nlstate);
 <li>Outputs files<br><br>\n      free_matrix(trgradg,1,nlstate,1,npar);
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n    } /* End age */
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>  
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>    free_vector(xp,1,npar);
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>    free_matrix(doldm,1,nlstate,1,npar);
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>    free_matrix(dnewm,1,nlstate,1,nlstate);
         - 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>  
         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br>  /************ Variance of one-step probabilities  ******************/
         - Prevalences and population forecasting: <a href=\"f%s\">f%s</a> <br>  void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
 <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);  {
     int i, j=0,  i1, k1, l1, t, tj;
  fprintf(fichtm," <li>Graphs</li><p>");    int k2, l2, j1,  z1;
     int k=0,l, cptcode;
  m=cptcoveff;    int first=1, first1;
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}    double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
     double **dnewm,**doldm;
  j1=0;    double *xp;
  for(k1=1; k1<=m;k1++){    double *gp, *gm;
    for(i1=1; i1<=ncodemax[k1];i1++){    double **gradg, **trgradg;
        j1++;    double **mu;
        if (cptcovn > 0) {    double age,agelim, cov[NCOVMAX];
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");    double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
          for (cpt=1; cpt<=cptcoveff;cpt++)    int theta;
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);    char fileresprob[FILENAMELENGTH];
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");    char fileresprobcov[FILENAMELENGTH];
        }    char fileresprobcor[FILENAMELENGTH];
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>  
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);        double ***varpij;
        for(cpt=1; cpt<nlstate;cpt++){  
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>    strcpy(fileresprob,"prob"); 
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);    strcat(fileresprob,fileres);
        }    if((ficresprob=fopen(fileresprob,"w"))==NULL) {
     for(cpt=1; cpt<=nlstate;cpt++) {      printf("Problem with resultfile: %s\n", fileresprob);
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
 interval) in state (%d): v%s%d%d.gif <br>    }
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);      strcpy(fileresprobcov,"probcov"); 
      }    strcat(fileresprobcov,fileres);
      for(cpt=1; cpt<=nlstate;cpt++) {    if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>      printf("Problem with resultfile: %s\n", fileresprobcov);
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
      }    }
      fprintf(fichtm,"\n<br>- Total life expectancy by age and    strcpy(fileresprobcor,"probcor"); 
 health expectancies in states (1) and (2): e%s%d.gif<br>    strcat(fileresprobcor,fileres);
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);    if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
 fprintf(fichtm,"\n</body>");      printf("Problem with resultfile: %s\n", fileresprobcor);
    }      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
  }    }
 fclose(fichtm);    printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
   /*--------------- Prevalence limit --------------*/    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);
   strcpy(filerespl,"pl");    printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
   strcat(filerespl,fileres);    fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
   if((ficrespl=fopen(filerespl,"w"))==NULL) {    
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;    fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
   }    fprintf(ficresprob,"# Age");
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);    fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
   fprintf(ficrespl,"#Prevalence limit\n");    fprintf(ficresprobcov,"# Age");
   fprintf(ficrespl,"#Age ");    fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);    fprintf(ficresprobcov,"# Age");
   fprintf(ficrespl,"\n");  
    
   prlim=matrix(1,nlstate,1,nlstate);    for(i=1; i<=nlstate;i++)
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      for(j=1; j<=(nlstate+ndeath);j++){
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        fprintf(ficresprob," p%1d-%1d (SE)",i,j);
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        fprintf(ficresprobcov," p%1d-%1d ",i,j);
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        fprintf(ficresprobcor," p%1d-%1d ",i,j);
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */      }  
   k=0;   /* fprintf(ficresprob,"\n");
   agebase=agemin;    fprintf(ficresprobcov,"\n");
   agelim=agemax;    fprintf(ficresprobcor,"\n");
   ftolpl=1.e-10;   */
   i1=cptcoveff;   xp=vector(1,npar);
   if (cptcovn < 1){i1=1;}    dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
     doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
   for(cptcov=1;cptcov<=i1;cptcov++){    mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
         k=k+1;    first=1;
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/    fprintf(ficgp,"\n# Routine varprob");
         fprintf(ficrespl,"\n#******");    fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
         for(j=1;j<=cptcoveff;j++)    fprintf(fichtm,"\n");
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);  
         fprintf(ficrespl,"******\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");
         for (age=agebase; age<=agelim; age++){    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");
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);  
           fprintf(ficrespl,"%.0f",age );    cov[1]=1;
           for(i=1; i<=nlstate;i++)    tj=cptcoveff;
           fprintf(ficrespl," %.5f", prlim[i][i]);    if (cptcovn<1) {tj=1;ncodemax[1]=1;}
           fprintf(ficrespl,"\n");    j1=0;
         }    for(t=1; t<=tj;t++){
       }      for(i1=1; i1<=ncodemax[t];i1++){ 
     }        j1++;
   fclose(ficrespl);        if  (cptcovn>0) {
           fprintf(ficresprob, "\n#********** Variable "); 
   /*------------- h Pij x at various ages ------------*/          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
            fprintf(ficresprob, "**********\n#\n");
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);          fprintf(ficresprobcov, "\n#********** Variable "); 
   if((ficrespij=fopen(filerespij,"w"))==NULL) {          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;          fprintf(ficresprobcov, "**********\n#\n");
   }          
   printf("Computing pij: result on file '%s' \n", filerespij);          fprintf(ficgp, "\n#********** Variable "); 
            for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   stepsize=(int) (stepm+YEARM-1)/YEARM;          fprintf(ficgp, "**********\n#\n");
   /*if (stepm<=24) stepsize=2;*/          
           
   agelim=AGESUP;          fprintf(fichtm, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
   hstepm=stepsize*YEARM; /* Every year of age */          for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */          fprintf(fichtm, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
            
   k=0;          fprintf(ficresprobcor, "\n#********** Variable ");    
   for(cptcov=1;cptcov<=i1;cptcov++){          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){          fprintf(ficresprobcor, "**********\n#");    
       k=k+1;        }
         fprintf(ficrespij,"\n#****** ");        
         for(j=1;j<=cptcoveff;j++)        for (age=bage; age<=fage; age ++){ 
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);          cov[2]=age;
         fprintf(ficrespij,"******\n");          for (k=1; k<=cptcovn;k++) {
                    cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */          }
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */          for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */          for (k=1; k<=cptcovprod;k++)
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);            cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
           oldm=oldms;savm=savms;          
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);            gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
           fprintf(ficrespij,"# Age");          trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
           for(i=1; i<=nlstate;i++)          gp=vector(1,(nlstate)*(nlstate+ndeath));
             for(j=1; j<=nlstate+ndeath;j++)          gm=vector(1,(nlstate)*(nlstate+ndeath));
               fprintf(ficrespij," %1d-%1d",i,j);      
           fprintf(ficrespij,"\n");          for(theta=1; theta <=npar; theta++){
           for (h=0; h<=nhstepm; h++){            for(i=1; i<=npar; i++)
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );              xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
             for(i=1; i<=nlstate;i++)            
               for(j=1; j<=nlstate+ndeath;j++)            pmij(pmmij,cov,ncovmodel,xp,nlstate);
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);            
             fprintf(ficrespij,"\n");            k=0;
           }            for(i=1; i<= (nlstate); i++){
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);              for(j=1; j<=(nlstate+ndeath);j++){
           fprintf(ficrespij,"\n");                k=k+1;
         }                gp[k]=pmmij[i][j];
     }              }
   }            }
             
   /* varprob(fileres, matcov, p, delti, nlstate, (int) bage, (int) fage,k);*/            for(i=1; i<=npar; i++)
               xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
   fclose(ficrespij);      
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
   if(stepm == 1) {            k=0;
   /*---------- Forecasting ------------------*/            for(i=1; i<=(nlstate); i++){
   calagedate=(anproj1+mproj1/12.+jproj1/365.-dateintmean)*YEARM;              for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
   /*printf("calage= %f", calagedate);*/                gm[k]=pmmij[i][j];
                }
   prevalence(agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2, calagedate);            }
        
             for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
   strcpy(fileresf,"f");              gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
   strcat(fileresf,fileres);          }
   if((ficresf=fopen(fileresf,"w"))==NULL) {  
     printf("Problem with forecast resultfile: %s\n", fileresf);goto end;          for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
   }            for(theta=1; theta <=npar; theta++)
   printf("Computing forecasting: result on file '%s' \n", fileresf);              trgradg[j][theta]=gradg[theta][j];
           
   free_matrix(mint,1,maxwav,1,n);          matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
   free_matrix(anint,1,maxwav,1,n);          matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
   free_matrix(agev,1,maxwav,1,imx);          free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
   /* Mobile average */          free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
   if (cptcoveff==0) ncodemax[cptcoveff]=1;          free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
   
   if (mobilav==1) {          pmij(pmmij,cov,ncovmodel,x,nlstate);
     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);          
     for (agedeb=bage+3; agedeb<=fage-2; agedeb++)          k=0;
       for (i=1; i<=nlstate;i++)          for(i=1; i<=(nlstate); i++){
         for (cptcod=1;cptcod<=ncodemax[cptcov];cptcod++)            for(j=1; j<=(nlstate+ndeath);j++){
           mobaverage[(int)agedeb][i][cptcod]=0.;              k=k+1;
                  mu[k][(int) age]=pmmij[i][j];
     for (agedeb=bage+4; agedeb<=fage; agedeb++){            }
       for (i=1; i<=nlstate;i++){          }
         for (cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){          for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
           for (cpt=0;cpt<=4;cpt++){            for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
             mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]+probs[(int)agedeb-cpt][i][cptcod];              varpij[i][j][(int)age] = doldm[i][j];
           }  
           mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]/5;          /*printf("\n%d ",(int)age);
         }            for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
       }            printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
     }              fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
   }            }*/
   
   stepsize=(int) (stepm+YEARM-1)/YEARM;          fprintf(ficresprob,"\n%d ",(int)age);
   if (stepm<=12) stepsize=1;          fprintf(ficresprobcov,"\n%d ",(int)age);
           fprintf(ficresprobcor,"\n%d ",(int)age);
   agelim=AGESUP;  
   /*hstepm=stepsize*YEARM; *//* Every year of age */          for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
   hstepm=1;            fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
   hstepm=hstepm/stepm; /* Typically 2 years, = 2 years/6 months = 4 */          for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
   yp1=modf(dateintmean,&yp);            fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
   anprojmean=yp;            fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
   yp2=modf((yp1*12),&yp);          }
   mprojmean=yp;          i=0;
   yp1=modf((yp2*30.5),&yp);          for (k=1; k<=(nlstate);k++){
   jprojmean=yp;            for (l=1; l<=(nlstate+ndeath);l++){ 
   if(jprojmean==0) jprojmean=1;              i=i++;
   if(mprojmean==0) jprojmean=1;              fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
               fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
   fprintf(ficresf,"# Estimated date of observed prevalence: %.lf/%.lf/%.lf ",jprojmean,mprojmean,anprojmean);              for (j=1; j<=i;j++){
                 fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
   if (popforecast==1) {                fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
     if((ficpop=fopen(popfile,"r"))==NULL)    {              }
       printf("Problem with population file : %s\n",popfile);goto end;            }
     }          }/* end of loop for state */
     popage=ivector(0,AGESUP);        } /* end of loop for age */
     popeffectif=vector(0,AGESUP);  
     popcount=vector(0,AGESUP);        /* Confidence intervalle of pij  */
         /*
     i=1;            fprintf(ficgp,"\nset noparametric;unset label");
     while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF)          fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
       {          fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
         i=i+1;          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);
     imx=i;          fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
              fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
     for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];        */
   }  
         /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
   for(cptcov=1;cptcov<=i1;cptcov++){        first1=1;
     for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){        for (k2=1; k2<=(nlstate);k2++){
       k=k+1;          for (l2=1; l2<=(nlstate+ndeath);l2++){ 
       fprintf(ficresf,"\n#******");            if(l2==k2) continue;
       for(j=1;j<=cptcoveff;j++) {            j=(k2-1)*(nlstate+ndeath)+l2;
         fprintf(ficresf," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);            for (k1=1; k1<=(nlstate);k1++){
       }              for (l1=1; l1<=(nlstate+ndeath);l1++){ 
       fprintf(ficresf,"******\n");                if(l1==k1) continue;
       fprintf(ficresf,"# StartingAge FinalAge");                i=(k1-1)*(nlstate+ndeath)+l1;
       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficresf," P.%d",j);                if(i<=j) continue;
       if (popforecast==1)  fprintf(ficresf," [Population]");                for (age=bage; age<=fage; age ++){ 
                      if ((int)age %5==0){
       for (cpt=0; cpt<4;cpt++) {                    v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
         fprintf(ficresf,"\n");                    v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
         fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+cpt);                      cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     mu1=mu[i][(int) age]/stepm*YEARM ;
         for (agedeb=(fage-((int)calagedate %12/12.)); agedeb>=(bage-((int)calagedate %12)/12.); agedeb--){ /* If stepm=6 months */                    mu2=mu[j][(int) age]/stepm*YEARM;
         nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm);                    c12=cv12/sqrt(v1*v2);
         nhstepm = nhstepm/hstepm;                    /* Computing eigen value of matrix of covariance */
         /*printf("agedeb=%.lf stepm=%d hstepm=%d nhstepm=%d \n",agedeb,stepm,hstepm,nhstepm);*/                    lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
         p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);                    /* Eigen vectors */
         oldm=oldms;savm=savms;                    v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
         hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);                      /*v21=sqrt(1.-v11*v11); *//* error */
                            v21=(lc1-v1)/cv12*v11;
         for (h=0; h<=nhstepm; h++){                    v12=-v21;
           if (h==(int) (calagedate+YEARM*cpt)) {                    v22=v11;
             fprintf(ficresf,"\n %.f ",agedeb+h*hstepm/YEARM*stepm);                    tnalp=v21/v11;
           }                    if(first1==1){
           for(j=1; j<=nlstate+ndeath;j++) {                      first1=0;
             kk1=0.;kk2=0;                      printf("%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tang %.3f\nOthers in log...\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
             for(i=1; i<=nlstate;i++) {                            }
               if (mobilav==1)                    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);
                 kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];                    /*printf(fignu*/
               else {                    /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
                 kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];                    /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
                 /* fprintf(ficresf," p3=%.3f p=%.3f ", p3mat[i][j][h], probs[(int)(agedeb)+1][i][cptcod]);*/                    if(first==1){
               }                      first=0;
                       fprintf(ficgp,"\nset parametric;unset label");
               if (popforecast==1) kk2=kk1*popeffectif[(int)agedeb];                      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");
                                fprintf(fichtm,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
             if (h==(int)(calagedate+12*cpt)){   :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
               fprintf(ficresf," %.3f", kk1);  %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
                                            subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
               if (popforecast==1) fprintf(ficresf," [%.f]", kk2);                              subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
             }                      fprintf(fichtm,"\n<br><img src=\"%s%d%1d%1d-%1d%1d.png\"> ",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
           }                      fprintf(fichtm,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
         }                      fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
         free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);                      fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
       }                      fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
       }                      fprintf(ficgp,"\nplot [-pi:pi] %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
     }                              mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
   }                              mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
   if (mobilav==1) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);                    }else{
   if (popforecast==1) {                      first=0;
     free_ivector(popage,0,AGESUP);                      fprintf(fichtm," %d (%.3f),",(int) age, c12);
     free_vector(popeffectif,0,AGESUP);                      fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
     free_vector(popcount,0,AGESUP);                      fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
   }                      fprintf(ficgp,"\nreplot %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
   free_imatrix(s,1,maxwav+1,1,n);                              mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
   free_vector(weight,1,n);                              mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
   fclose(ficresf);                    }/* if first */
   }/* End forecasting */                  } /* age mod 5 */
   else{                } /* end loop age */
     erreur=108;                fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
     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);                first=1;
   }              } /*l12 */
             } /* k12 */
   /*---------- Health expectancies and variances ------------*/          } /*l1 */
         }/* k1 */
   strcpy(filerest,"t");      } /* loop covariates */
   strcat(filerest,fileres);    }
   if((ficrest=fopen(filerest,"w"))==NULL) {    free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;    free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
   }    free_vector(xp,1,npar);
   printf("Computing Total LEs with variances: file '%s' \n", filerest);    fclose(ficresprob);
     fclose(ficresprobcov);
     fclose(ficresprobcor);
   strcpy(filerese,"e");    /*  fclose(ficgp);*/
   strcat(filerese,fileres);  }
   if((ficreseij=fopen(filerese,"w"))==NULL) {  
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);  
   }  /******************* Printing html file ***********/
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);  void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
  strcpy(fileresv,"v");                    int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
   strcat(fileresv,fileres);                    int popforecast, int estepm ,\
   if((ficresvij=fopen(fileresv,"w"))==NULL) {                    double jprev1, double mprev1,double anprev1, \
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);                    double jprev2, double mprev2,double anprev2){
   }    int jj1, k1, i1, cpt;
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);    /*char optionfilehtm[FILENAMELENGTH];*/
   /*   if((fichtm=fopen(optionfilehtm,"a"))==NULL)    { */
   k=0;  /*     printf("Problem with %s \n",optionfilehtm), exit(0); */
   for(cptcov=1;cptcov<=i1;cptcov++){  /*     fprintf(ficlog,"Problem with %s \n",optionfilehtm), exit(0); */
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){  /*   } */
       k=k+1;  
       fprintf(ficrest,"\n#****** ");     fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n \
       for(j=1;j<=cptcoveff;j++)   - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"%s\">%s</a> <br>\n \
         fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);   - Estimated transition probabilities over %d (stepm) months: <a href=\"%s\">%s</a><br>\n \
       fprintf(ficrest,"******\n");   - Stable prevalence in each health state: <a href=\"%s\">%s</a> <br>\n \
    - Life expectancies by age and initial health status (estepm=%2d months): \
       fprintf(ficreseij,"\n#****** ");     <a href=\"%s\">%s</a> <br>\n</li>", \
       for(j=1;j<=cptcoveff;j++)             jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,subdirf2(fileres,"p"),subdirf2(fileres,"p"),\
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);             stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"),\
       fprintf(ficreseij,"******\n");             subdirf2(fileres,"pl"),subdirf2(fileres,"pl"),\
              estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
       fprintf(ficresvij,"\n#****** ");  
       for(j=1;j<=cptcoveff;j++)  fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);  
       fprintf(ficresvij,"******\n");   m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);  
       oldm=oldms;savm=savms;   jj1=0;
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);     for(k1=1; k1<=m;k1++){
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);     for(i1=1; i1<=ncodemax[k1];i1++){
       oldm=oldms;savm=savms;       jj1++;
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);       if (cptcovn > 0) {
               fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");         for (cpt=1; cpt<=cptcoveff;cpt++) 
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);           fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
       fprintf(ficrest,"\n");         fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
               }
       hf=1;       /* Pij */
       if (stepm >= YEARM) hf=stepm/YEARM;       fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i, %d (stepm) months before: %s%d1.png<br> \
       epj=vector(1,nlstate+1);  <img src=\"%s%d1.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1);     
       for(age=bage; age <=fage ;age++){       /* Quasi-incidences */
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);       fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months\
         if (popbased==1) {   before but expressed in per year i.e. quasi incidences if stepm is small and probabilities too: %s%d2.png<br> \
           for(i=1; i<=nlstate;i++)  <img src=\"%s%d2.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1); 
             prlim[i][i]=probs[(int)age][i][k];         /* Stable prevalence in each health state */
         }         for(cpt=1; cpt<nlstate;cpt++){
                   fprintf(fichtm,"<br>- Stable prevalence in each health state : p%s%d%d.png<br> \
         fprintf(ficrest," %.0f",age);  <img src=\"%s%d%d.png\">",subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1);
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){         }
           for(i=1, epj[j]=0.;i <=nlstate;i++) {       for(cpt=1; cpt<=nlstate;cpt++) {
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];          fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): %s%d%d.png <br> \
           }  <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"exo"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,jj1);
           epj[nlstate+1] +=epj[j];       }
         }       fprintf(fichtm,"\n<br>- Total life expectancy by age and \
         for(i=1, vepp=0.;i <=nlstate;i++)  health expectancies in states (1) and (2): %s%d.png<br>\
           for(j=1;j <=nlstate;j++)  <img src=\"%s%d.png\">",subdirf2(optionfilefiname,"e"),jj1,subdirf2(optionfilefiname,"e"),jj1);
             vepp += vareij[i][j][(int)age];     } /* end i1 */
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));   }/* End k1 */
         for(j=1;j <=nlstate;j++){   fprintf(fichtm,"</ul>");
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));  
         }  
         fprintf(ficrest,"\n");   fprintf(fichtm,"\n<br><li><h4> Result files (second order: variances)</h4>\n\
       }   - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n\
     }   - Variance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n\
   }   - Variance-covariance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n\
           - Correlation matrix of one-step probabilities: <a href=\"%s\">%s</a> <br>\n\
           - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"%s\">%s</a><br>\n\
    - Health expectancies with their variances (no covariance): <a href=\"%s\">%s</a> <br>\n\
    - Standard deviation of stable prevalences: <a href=\"%s\">%s</a> <br>\n",\
  fclose(ficreseij);           rfileres,rfileres,\
  fclose(ficresvij);           subdirf2(fileres,"prob"),subdirf2(fileres,"prob"),\
   fclose(ficrest);           subdirf2(fileres,"probcov"),subdirf2(fileres,"probcov"),\
   fclose(ficpar);           subdirf2(fileres,"probcor"),subdirf2(fileres,"probcor"),\
   free_vector(epj,1,nlstate+1);           estepm, subdirf2(fileres,"v"),subdirf2(fileres,"v"),\
   /*  scanf("%d ",i); */           subdirf2(fileres,"t"),subdirf2(fileres,"t"),\
            subdirf2(fileres,"vpl"),subdirf2(fileres,"vpl"));
   /*------- Variance limit prevalence------*/    
   /*  if(popforecast==1) fprintf(fichtm,"\n */
 strcpy(fileresvpl,"vpl");  /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
   strcat(fileresvpl,fileres);  /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {  /*      <br>",fileres,fileres,fileres,fileres); */
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);  /*  else  */
     exit(0);  /*    fprintf(fichtm,"\n No population forecast: popforecast = %d (instead of 1) or stepm = %d (instead of 1) or model=%s (instead of .)<br><br></li>\n",popforecast, stepm, model); */
   }  fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);  
    m=cptcoveff;
  k=0;   if (cptcovn < 1) {m=1;ncodemax[1]=1;}
  for(cptcov=1;cptcov<=i1;cptcov++){  
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){   jj1=0;
      k=k+1;   for(k1=1; k1<=m;k1++){
      fprintf(ficresvpl,"\n#****** ");     for(i1=1; i1<=ncodemax[k1];i1++){
      for(j=1;j<=cptcoveff;j++)       jj1++;
        fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);       if (cptcovn > 0) {
      fprintf(ficresvpl,"******\n");         fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
               for (cpt=1; cpt<=cptcoveff;cpt++) 
      varpl=matrix(1,nlstate,(int) bage, (int) fage);           fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
      oldm=oldms;savm=savms;         fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);       }
    }       for(cpt=1; cpt<=nlstate;cpt++) {
  }         fprintf(fichtm,"<br>- Observed and period prevalence (with confident\
   interval) in state (%d): %s%d%d.png <br>\
   fclose(ficresvpl);  <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"pe"),cpt,jj1,subdirf2(optionfilefiname,"pe"),cpt,jj1);  
        }
   /*---------- End : free ----------------*/     } /* end i1 */
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);   }/* End k1 */
     fprintf(fichtm,"</ul>");
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);   fflush(fichtm);
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);  }
    
    /******************* Gnuplot file **************/
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);  void printinggnuplot(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char path[], double p[]){
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);  
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);    char dirfileres[132],optfileres[132];
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);    int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
      int ng;
   free_matrix(matcov,1,npar,1,npar);  /*   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) { */
   free_vector(delti,1,npar);  /*     printf("Problem with file %s",optionfilegnuplot); */
    /*     fprintf(ficlog,"Problem with file %s",optionfilegnuplot); */
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);  /*   } */
   
   if(erreur >0)    /*#ifdef windows */
     printf("End of Imach with error %d\n",erreur);    fprintf(ficgp,"cd \"%s\" \n",path);
   else   printf("End of Imach\n");      /*#endif */
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */    m=pow(2,cptcoveff);
    
   /* 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);*/    strcpy(dirfileres,optionfilefiname);
   /*printf("Total time was %d uSec.\n", total_usecs);*/    strcpy(optfileres,"vpl");
   /*------ End -----------*/   /* 1eme*/
     for (cpt=1; cpt<= nlstate ; cpt ++) {
      for (k1=1; k1<= m ; k1 ++) {
  end:       fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"v"),cpt,k1);
 #ifdef windows       fprintf(ficgp,"\n#set out \"v%s%d%d.png\" \n",optionfilefiname,cpt,k1);
   /* chdir(pathcd);*/       fprintf(ficgp,"set xlabel \"Age\" \n\
 #endif  set ylabel \"Probability\" \n\
  /*system("wgnuplot graph.plt");*/  set ter png small\n\
  /*system("../gp37mgw/wgnuplot graph.plt");*/  set size 0.65,0.65\n\
  /*system("cd ../gp37mgw");*/  plot [%.f:%.f] \"%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,subdirf2(fileres,"vpl"),k1-1,k1-1);
  /* system("..\\gp37mgw\\wgnuplot graph.plt");*/  
  strcpy(plotcmd,GNUPLOTPROGRAM);       for (i=1; i<= nlstate ; i ++) {
  strcat(plotcmd," ");         if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
  strcat(plotcmd,optionfilegnuplot);         else fprintf(ficgp," \%%*lf (\%%*lf)");
  system(plotcmd);       }
        fprintf(ficgp,"\" t\"Stable prevalence\" w l 0,\"%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1);
 #ifdef windows       for (i=1; i<= nlstate ; i ++) {
   while (z[0] != 'q') {         if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
     chdir(path);         else fprintf(ficgp," \%%*lf (\%%*lf)");
     printf("\nType e to edit output files, c to start again, and q for exiting: ");       } 
     scanf("%s",z);       fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1); 
     if (z[0] == 'c') system("./imach");       for (i=1; i<= nlstate ; i ++) {
     else if (z[0] == 'e') {         if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
       chdir(path);         else fprintf(ficgp," \%%*lf (\%%*lf)");
       system(optionfilehtm);       }  
     }       fprintf(ficgp,"\" t\"\" w l 1,\"%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",subdirf2(fileres,"p"),k1-1,k1-1,2+4*(cpt-1));
     else if (z[0] == 'q') exit(0);     }
   }    }
 #endif    /*2 eme*/
 }    
     for (k1=1; k1<= m ; k1 ++) { 
       fprintf(ficgp,"\nset out \"%s%d.png\" \n",subdirf2(optionfilefiname,"e"),k1);
       fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
       
       for (i=1; i<= nlstate+1 ; i ++) {
         k=2*i;
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:2 \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
         else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         fprintf(ficgp,"\" t\"\" w l 0,");
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
         else fprintf(ficgp,"\" t\"\" w l 0,");
       }
     }
     
     /*3eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<= nlstate ; cpt ++) {
         k=2+nlstate*(2*cpt-2);
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"exp"),cpt,k1);
         fprintf(ficgp,"set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,subdirf2(fileres,"e"),k1-1,k1-1,k,cpt);
         /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           
         */
         for (i=1; i< nlstate ; i ++) {
           fprintf(ficgp," ,\"%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",subdirf2(fileres,"e"),k1-1,k1-1,k+2*i,cpt,i+1);
           
         } 
       }
     }
     
     /* CV preval stable (period) */
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<=nlstate ; cpt ++) {
         k=3;
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"p"),cpt,k1);
         fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \n\
   set ter png small\nset size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,subdirf2(fileres,"pij"),k1,k+cpt+1,k+1);
         
         for (i=1; i< nlstate ; i ++)
           fprintf(ficgp,"+$%d",k+i+1);
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
         
         l=3+(nlstate+ndeath)*cpt;
         fprintf(ficgp,",\"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",subdirf2(fileres,"pij"),k1,l+cpt+1,l+1);
         for (i=1; i< nlstate ; i ++) {
           l=3+(nlstate+ndeath)*cpt;
           fprintf(ficgp,"+$%d",l+i+1);
         }
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
       } 
     }  
     
     /* proba elementaires */
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) {
           for(j=1; j <=ncovmodel; j++){
             fprintf(ficgp,"p%d=%f ",jk,p[jk]);
             jk++; 
             fprintf(ficgp,"\n");
           }
         }
       }
      }
   
      for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
        for(jk=1; jk <=m; jk++) {
          fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"pe"),jk,ng); 
          if (ng==2)
            fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
          else
            fprintf(ficgp,"\nset title \"Probability\"\n");
          fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
          i=1;
          for(k2=1; k2<=nlstate; k2++) {
            k3=i;
            for(k=1; k<=(nlstate+ndeath); k++) {
              if (k != k2){
                if(ng==2)
                  fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
                else
                  fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
                ij=1;
                for(j=3; j <=ncovmodel; j++) {
                  if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                    fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                    ij++;
                  }
                  else
                    fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                }
                fprintf(ficgp,")/(1");
                
                for(k1=1; k1 <=nlstate; k1++){   
                  fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
                  ij=1;
                  for(j=3; j <=ncovmodel; j++){
                    if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                      fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                      ij++;
                    }
                    else
                      fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                  }
                  fprintf(ficgp,")");
                }
                fprintf(ficgp,") t \"p%d%d\" ", k2,k);
                if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
                i=i+ncovmodel;
              }
            } /* end k */
          } /* end k2 */
        } /* end jk */
      } /* end ng */
      fflush(ficgp); 
   }  /* end gnuplot */
   
   
   /*************** Moving average **************/
   int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
   
     int i, cpt, cptcod;
     int modcovmax =1;
     int mobilavrange, mob;
     double age;
   
     modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
                              a covariate has 2 modalities */
     if (cptcovn<1) modcovmax=1; /* At least 1 pass */
   
     if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
       if(mobilav==1) mobilavrange=5; /* default */
       else mobilavrange=mobilav;
       for (age=bage; age<=fage; age++)
         for (i=1; i<=nlstate;i++)
           for (cptcod=1;cptcod<=modcovmax;cptcod++)
             mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
       /* We keep the original values on the extreme ages bage, fage and for 
          fage+1 and bage-1 we use a 3 terms moving average; for fage+2 bage+2
          we use a 5 terms etc. until the borders are no more concerned. 
       */ 
       for (mob=3;mob <=mobilavrange;mob=mob+2){
         for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
           for (i=1; i<=nlstate;i++){
             for (cptcod=1;cptcod<=modcovmax;cptcod++){
               mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
                 for (cpt=1;cpt<=(mob-1)/2;cpt++){
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
                 }
               mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
             }
           }
         }/* end age */
       }/* end mob */
     }else return -1;
     return 0;
   }/* End movingaverage */
   
   
   /************** Forecasting ******************/
   prevforecast(char fileres[], double anproj1, double mproj1, double jproj1, double ageminpar, double agemax, double dateprev1, double dateprev2, int mobilav, double bage, double fage, int firstpass, int lastpass, double anproj2, double p[], int cptcoveff){
     /* proj1, year, month, day of starting projection 
        agemin, agemax range of age
        dateprev1 dateprev2 range of dates during which prevalence is computed
        anproj2 year of en of projection (same day and month as proj1).
     */
     int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
     int *popage;
     double agec; /* generic age */
     double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
     double *popeffectif,*popcount;
     double ***p3mat;
     double ***mobaverage;
     char fileresf[FILENAMELENGTH];
   
     agelim=AGESUP;
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
    
     strcpy(fileresf,"f"); 
     strcat(fileresf,fileres);
     if((ficresf=fopen(fileresf,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", fileresf);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
     }
     printf("Computing forecasting: result on file '%s' \n", fileresf);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     if(estepm < stepm){
       printf ("Problem %d lower than %d\n",estepm, stepm);
     }
     else  hstepm=estepm;   
   
     hstepm=hstepm/stepm; 
     yp1=modf(dateintmean,&yp);/* extracts integral of datemean in yp  and
                                  fractional in yp1 */
     anprojmean=yp;
     yp2=modf((yp1*12),&yp);
     mprojmean=yp;
     yp1=modf((yp2*30.5),&yp);
     jprojmean=yp;
     if(jprojmean==0) jprojmean=1;
     if(mprojmean==0) jprojmean=1;
   
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
     
     fprintf(ficresf,"# Mean day of interviews %.lf/%.lf/%.lf (%.2f) between %.2f and %.2f \n",jprojmean,mprojmean,anprojmean,dateintmean,dateprev1,dateprev2); 
     
     fprintf(ficresf,"#****** Routine prevforecast **\n");
   
   /*            if (h==(int)(YEARM*yearp)){ */
     for(cptcov=1, k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficresf,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficresf," V%d=%d, hpijx=probability over h years, hp.jx is weighted by observed prev ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficresf,"******\n");
         fprintf(ficresf,"# Covariate valuofcovar yearproj age");
         for(j=1; j<=nlstate+ndeath;j++){ 
           for(i=1; i<=nlstate;i++)              
             fprintf(ficresf," p%d%d",i,j);
           fprintf(ficresf," p.%d",j);
         }
         for (yearp=0; yearp<=(anproj2-anproj1);yearp +=stepsize) { 
           fprintf(ficresf,"\n");
           fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+yearp);   
   
           for (agec=fage; agec>=(ageminpar-1); agec--){ 
             nhstepm=(int) rint((agelim-agec)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agec,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h*hstepm/YEARM*stepm ==yearp) {
                 fprintf(ficresf,"\n");
                 for(j=1;j<=cptcoveff;j++) 
                   fprintf(ficresf,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
                 fprintf(ficresf,"%.f %.f ",anproj1+yearp,agec+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 ppij=0.;
                 for(i=1; i<=nlstate;i++) {
                   if (mobilav==1) 
                     ppij=ppij+p3mat[i][j][h]*mobaverage[(int)agec][i][cptcod];
                   else {
                     ppij=ppij+p3mat[i][j][h]*probs[(int)(agec)][i][cptcod];
                   }
                   if (h*hstepm/YEARM*stepm== yearp) {
                     fprintf(ficresf," %.3f", p3mat[i][j][h]);
                   }
                 } /* end i */
                 if (h*hstepm/YEARM*stepm==yearp) {
                   fprintf(ficresf," %.3f", ppij);
                 }
               }/* end j */
             } /* end h */
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           } /* end agec */
         } /* end yearp */
       } /* end cptcod */
     } /* end  cptcov */
          
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     fclose(ficresf);
   }
   
   /************** Forecasting *****not tested NB*************/
   populforecast(char fileres[], double anpyram,double mpyram,double jpyram,double ageminpar, double agemax,double dateprev1, double dateprev2, int mobilav, double agedeb, double fage, int popforecast, char popfile[], double anpyram1,double p[], int i2){
     
     int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
     int *popage;
     double calagedatem, agelim, kk1, kk2;
     double *popeffectif,*popcount;
     double ***p3mat,***tabpop,***tabpopprev;
     double ***mobaverage;
     char filerespop[FILENAMELENGTH];
   
     tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     agelim=AGESUP;
     calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
     
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     
     
     strcpy(filerespop,"pop"); 
     strcat(filerespop,fileres);
     if((ficrespop=fopen(filerespop,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", filerespop);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
     }
     printf("Computing forecasting: result on file '%s' \n", filerespop);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     
     agelim=AGESUP;
     
     hstepm=1;
     hstepm=hstepm/stepm; 
     
     if (popforecast==1) {
       if((ficpop=fopen(popfile,"r"))==NULL) {
         printf("Problem with population file : %s\n",popfile);exit(0);
         fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
       } 
       popage=ivector(0,AGESUP);
       popeffectif=vector(0,AGESUP);
       popcount=vector(0,AGESUP);
       
       i=1;   
       while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
      
       imx=i;
       for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
     }
   
     for(cptcov=1,k=0;cptcov<=i2;cptcov++){
      for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficrespop,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespop,"******\n");
         fprintf(ficrespop,"# Age");
         for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
         if (popforecast==1)  fprintf(ficrespop," [Population]");
         
         for (cpt=0; cpt<=0;cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   if (mobilav==1) 
                     kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
                   else {
                     kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
                   }
                 }
                 if (h==(int)(calagedatem+12*cpt)){
                   tabpop[(int)(agedeb)][j][cptcod]=kk1;
                     /*fprintf(ficrespop," %.3f", kk1);
                       if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
                 }
               }
               for(i=1; i<=nlstate;i++){
                 kk1=0.;
                   for(j=1; j<=nlstate;j++){
                     kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
                   }
                     tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
               }
   
               if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
                 fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
    
     /******/
   
         for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];    
                 }
                 if (h==(int)(calagedatem+12*cpt)) fprintf(ficresf," %15.2f", kk1);        
               }
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
      } 
     }
    
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     if (popforecast==1) {
       free_ivector(popage,0,AGESUP);
       free_vector(popeffectif,0,AGESUP);
       free_vector(popcount,0,AGESUP);
     }
     free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficrespop);
   } /* End of popforecast */
   
   int fileappend(FILE *fichier, char *optionfich)
   {
     if((fichier=fopen(optionfich,"a"))==NULL) {
       printf("Problem with file: %s\n", optionfich);
       fprintf(ficlog,"Problem with file: %s\n", optionfich);
       return (0);
     }
     fflush(fichier);
     return (1);
   }
   void prwizard(int ncovmodel, int nlstate, int ndeath,  char model[], FILE *ficparo)
   {
   
     char ca[32], cb[32], cc[32];
     int i,j, k, l, li, lj, lk, ll, jj, npar, itimes;
     int numlinepar;
   
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficparo,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         /*ca[0]= k+'a'-1;ca[1]='\0';*/
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           /*        printf(" %lf",param[i][j][k]); */
           /*        fprintf(ficparo," %lf",param[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficparo,"# Scales (for hessian or gradient estimation)\n");
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/ 
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         fprintf(ficparo,"%1d%1d",i,j);
         printf("%1d%1d",i,j);
         fflush(stdout);
         for(k=1; k<=ncovmodel;k++){
           /*      printf(" %le",delti3[i][j][k]); */
           /*      fprintf(ficparo," %le",delti3[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         numlinepar++;
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Covariance matrix\n");
   /* # 121 Var(a12)\n\ */
   /* # 122 Cov(b12,a12) Var(b12)\n\ */
   /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
   /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
   /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
   /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
   /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
   /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
     fflush(stdout);
     fprintf(ficparo,"# Covariance matrix\n");
     /* # 121 Var(a12)\n\ */
     /* # 122 Cov(b12,a12) Var(b12)\n\ */
     /* #   ...\n\ */
     /* # 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n" */
     
     for(itimes=1;itimes<=2;itimes++){
       jj=0;
       for(i=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath; j++){
           if(j==i) continue;
           for(k=1; k<=ncovmodel;k++){
             jj++;
             ca[0]= k+'a'-1;ca[1]='\0';
             if(itimes==1){
               printf("#%1d%1d%d",i,j,k);
               fprintf(ficparo,"#%1d%1d%d",i,j,k);
             }else{
               printf("%1d%1d%d",i,j,k);
               fprintf(ficparo,"%1d%1d%d",i,j,k);
               /*  printf(" %.5le",matcov[i][j]); */
             }
             ll=0;
             for(li=1;li <=nlstate; li++){
               for(lj=1;lj <=nlstate+ndeath; lj++){
                 if(lj==li) continue;
                 for(lk=1;lk<=ncovmodel;lk++){
                   ll++;
                   if(ll<=jj){
                     cb[0]= lk +'a'-1;cb[1]='\0';
                     if(ll<jj){
                       if(itimes==1){
                         printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         fprintf(ficparo," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }else{
                       if(itimes==1){
                         printf(" Var(%s%1d%1d)",ca,i,j);
                         fprintf(ficparo," Var(%s%1d%1d)",ca,i,j);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }
                   }
                 } /* end lk */
               } /* end lj */
             } /* end li */
             printf("\n");
             fprintf(ficparo,"\n");
             numlinepar++;
           } /* end k*/
         } /*end j */
       } /* end i */
     }
   
   } /* end of prwizard */
   
   /***********************************************/
   /**************** Main Program *****************/
   /***********************************************/
   
   int main(int argc, char *argv[])
   {
     int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
     int i,j, k, n=MAXN,iter,m,size=100,cptcode, cptcod;
     int jj, imk;
     int numlinepar=0; /* Current linenumber of parameter file */
     /*  FILE *fichtm; *//* Html File */
     /* FILE *ficgp;*/ /*Gnuplot File */
     double agedeb, agefin,hf;
     double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
   
     double fret;
     double **xi,tmp,delta;
   
     double dum; /* Dummy variable */
     double ***p3mat;
     double ***mobaverage;
     int *indx;
     char line[MAXLINE], linepar[MAXLINE];
     char path[MAXLINE],pathc[MAXLINE],pathcd[MAXLINE],pathtot[MAXLINE],model[MAXLINE];
     char pathr[MAXLINE]; 
     int firstobs=1, lastobs=10;
     int sdeb, sfin; /* Status at beginning and end */
     int c,  h , cpt,l;
     int ju,jl, mi;
     int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
     int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,*tab; 
     int mobilavproj=0 , prevfcast=0 ; /* moving average of prev, If prevfcast=1 prevalence projection */
     int mobilav=0,popforecast=0;
     int hstepm, nhstepm;
     double jprev1=1, mprev1=1,anprev1=2000,jprev2=1, mprev2=1,anprev2=2000;
     double jpyram=1, mpyram=1,anpyram=2000,jpyram1=1, mpyram1=1,anpyram1=2000;
   
     double bage, fage, age, agelim, agebase;
     double ftolpl=FTOL;
     double **prlim;
     double *severity;
     double ***param; /* Matrix of parameters */
     double  *p;
     double **matcov; /* Matrix of covariance */
     double ***delti3; /* Scale */
     double *delti; /* Scale */
     double ***eij, ***vareij;
     double **varpl; /* Variances of prevalence limits by age */
     double *epj, vepp;
     double kk1, kk2;
     double dateprev1, dateprev2,jproj1=1,mproj1=1,anproj1=2000,jproj2=1,mproj2=1,anproj2=2000;
   
     char *alph[]={"a","a","b","c","d","e"}, str[4];
   
   
     char z[1]="c", occ;
   
     char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
     char strstart[80], *strt, strtend[80];
     char *stratrunc;
     int lstra;
   
     long total_usecs;
     struct timeval start_time, end_time, curr_time;
     struct timezone tzp;
     extern int gettimeofday();
     struct tm tmg, tm, *gmtime(), *localtime();
     long time_value;
     extern long time();
    
     /*   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
     (void) gettimeofday(&start_time,&tzp);
     tm = *localtime(&start_time.tv_sec);
     tmg = *gmtime(&start_time.tv_sec);
     strcpy(strstart,asctime(&tm));
   
   /*  printf("Localtime (at start)=%s",strstart); */
   /*  tp.tv_sec = tp.tv_sec +86400; */
   /*  tm = *localtime(&start_time.tv_sec); */
   /*   tmg.tm_year=tmg.tm_year +dsign*dyear; */
   /*   tmg.tm_mon=tmg.tm_mon +dsign*dmonth; */
   /*   tmg.tm_hour=tmg.tm_hour + 1; */
   /*   tp.tv_sec = mktime(&tmg); */
   /*   strt=asctime(&tmg); */
   /*   printf("Time(after) =%s",strstart);  */
   /*  (void) time (&time_value);
   *  printf("time=%d,t-=%d\n",time_value,time_value-86400);
   *  tm = *localtime(&time_value);
   *  strstart=asctime(&tm);
   *  printf("tim_value=%d,asctime=%s\n",time_value,strstart); 
   */
   
     getcwd(pathcd, size);
   
     printf("\n%s\n%s",version,fullversion);
     if(argc <=1){
       printf("\nEnter the parameter file name: ");
       scanf("%s",pathtot);
     }
     else{
       strcpy(pathtot,argv[1]);
     }
     /*if(getcwd(pathcd, MAXLINE)!= NULL)printf ("Error pathcd\n");*/
     /*cygwin_split_path(pathtot,path,optionfile);
       printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
     /* cutv(path,optionfile,pathtot,'\\');*/
   
     split(pathtot,path,optionfile,optionfilext,optionfilefiname);
     printf("pathtot=%s,\npath=%s,\noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     chdir(path);
     strcpy(command,"mkdir ");
     strcat(command,optionfilefiname);
     if((outcmd=system(command)) != 0){
       printf("Problem creating directory or it already exists %s%s, err=%d\n",path,optionfilefiname,outcmd);
       /* fprintf(ficlog,"Problem creating directory %s%s\n",path,optionfilefiname); */
       /* fclose(ficlog); */
   /*     exit(1); */
     }
   /*   if((imk=mkdir(optionfilefiname))<0){ */
   /*     perror("mkdir"); */
   /*   } */
   
     /*-------- arguments in the command line --------*/
   
     /* Log file */
     strcat(filelog, optionfilefiname);
     strcat(filelog,".log");    /* */
     if((ficlog=fopen(filelog,"w"))==NULL)    {
       printf("Problem with logfile %s\n",filelog);
       goto end;
     }
     fprintf(ficlog,"Log filename:%s\n",filelog);
     fprintf(ficlog,"\n%s\n%s",version,fullversion);
     fprintf(ficlog,"\nEnter the parameter file name: ");
     fprintf(ficlog,"pathtot=%s\n\
    path=%s \n\
    optionfile=%s\n\
    optionfilext=%s\n\
    optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
   
     printf("Localtime (at start):%s",strstart);
     fprintf(ficlog,"Localtime (at start): %s",strstart);
     fflush(ficlog);
   
     /* */
     strcpy(fileres,"r");
     strcat(fileres, optionfilefiname);
     strcat(fileres,".txt");    /* Other files have txt extension */
   
     /*---------arguments file --------*/
   
     if((ficpar=fopen(optionfile,"r"))==NULL)    {
       printf("Problem with optionfile %s\n",optionfile);
       fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
       fflush(ficlog);
       goto end;
     }
   
   
   
     strcpy(filereso,"o");
     strcat(filereso,fileres);
     if((ficparo=fopen(filereso,"w"))==NULL) { /* opened on subdirectory */
       printf("Problem with Output resultfile: %s\n", filereso);
       fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
       fflush(ficlog);
       goto end;
     }
   
     /* Reads comments: lines beginning with '#' */
     numlinepar=0;
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
     numlinepar++;
     printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model);
     fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fprintf(ficlog,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fflush(ficlog);
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
      
     covar=matrix(0,NCOVMAX,1,n); 
     cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
     if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
   
     ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
     nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
    
     if(mle==-1){ /* Print a wizard for help writing covariance matrix */
       prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
       printf(" You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       fprintf(ficlog," You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       fclose (ficparo);
       fclose (ficlog);
       exit(0);
     }
     /* Read guess parameters */
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     for(i=1; i <=nlstate; i++){
       j=0;
       for(jj=1; jj <=nlstate+ndeath; jj++){
         if(jj==i) continue;
         j++;
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         if ((i1 != i) && (j1 != j)){
           printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
           exit(1);
         }
         fprintf(ficparo,"%1d%1d",i1,j1);
         if(mle==1)
           printf("%1d%1d",i,j);
         fprintf(ficlog,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar," %lf",&param[i][j][k]);
           if(mle==1){
             printf(" %lf",param[i][j][k]);
             fprintf(ficlog," %lf",param[i][j][k]);
           }
           else
             fprintf(ficlog," %lf",param[i][j][k]);
           fprintf(ficparo," %lf",param[i][j][k]);
         }
         fscanf(ficpar,"\n");
         numlinepar++;
         if(mle==1)
           printf("\n");
         fprintf(ficlog,"\n");
         fprintf(ficparo,"\n");
       }
     }  
     fflush(ficlog);
   
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
   
     p=param[1][1];
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     /* delti=vector(1,npar); *//* Scale of each paramater (output from hesscov) */
     for(i=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath-1; j++){
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         if ((i1-i)*(j1-j)!=0){
           printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
           exit(1);
         }
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i1,j1);
         fprintf(ficlog,"%1d%1d",i1,j1);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar,"%le",&delti3[i][j][k]);
           printf(" %le",delti3[i][j][k]);
           fprintf(ficparo," %le",delti3[i][j][k]);
           fprintf(ficlog," %le",delti3[i][j][k]);
         }
         fscanf(ficpar,"\n");
         numlinepar++;
         printf("\n");
         fprintf(ficparo,"\n");
         fprintf(ficlog,"\n");
       }
     }
     fflush(ficlog);
   
     delti=delti3[1][1];
   
   
     /* free_ma3x(delti3,1,nlstate,1,nlstate+ndeath-1,1,ncovmodel); */ /* Hasn't to to freed here otherwise delti is no more allocated */
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
     
     matcov=matrix(1,npar,1,npar);
     for(i=1; i <=npar; i++){
       fscanf(ficpar,"%s",&str);
       if(mle==1)
         printf("%s",str);
       fprintf(ficlog,"%s",str);
       fprintf(ficparo,"%s",str);
       for(j=1; j <=i; j++){
         fscanf(ficpar," %le",&matcov[i][j]);
         if(mle==1){
           printf(" %.5le",matcov[i][j]);
         }
         fprintf(ficlog," %.5le",matcov[i][j]);
         fprintf(ficparo," %.5le",matcov[i][j]);
       }
       fscanf(ficpar,"\n");
       numlinepar++;
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       fprintf(ficparo,"\n");
     }
     for(i=1; i <=npar; i++)
       for(j=i+1;j<=npar;j++)
         matcov[i][j]=matcov[j][i];
      
     if(mle==1)
       printf("\n");
     fprintf(ficlog,"\n");
   
     fflush(ficlog);
   
     /*-------- Rewriting paramater file ----------*/
     strcpy(rfileres,"r");    /* "Rparameterfile */
     strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
     strcat(rfileres,".");    /* */
     strcat(rfileres,optionfilext);    /* Other files have txt extension */
     if((ficres =fopen(rfileres,"w"))==NULL) {
       printf("Problem writing new parameter file: %s\n", fileres);goto end;
       fprintf(ficlog,"Problem writing new parameter file: %s\n", fileres);goto end;
     }
     fprintf(ficres,"#%s\n",version);
       
     /*-------- data file ----------*/
     if((fic=fopen(datafile,"r"))==NULL)    {
       printf("Problem with datafile: %s\n", datafile);goto end;
       fprintf(ficlog,"Problem with datafile: %s\n", datafile);goto end;
     }
   
     n= lastobs;
     severity = vector(1,maxwav);
     outcome=imatrix(1,maxwav+1,1,n);
     num=lvector(1,n);
     moisnais=vector(1,n);
     annais=vector(1,n);
     moisdc=vector(1,n);
     andc=vector(1,n);
     agedc=vector(1,n);
     cod=ivector(1,n);
     weight=vector(1,n);
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
     mint=matrix(1,maxwav,1,n);
     anint=matrix(1,maxwav,1,n);
     s=imatrix(1,maxwav+1,1,n);
     tab=ivector(1,NCOVMAX);
     ncodemax=ivector(1,8);
   
     i=1;
     while (fgets(line, MAXLINE, fic) != NULL)    {
       if ((i >= firstobs) && (i <=lastobs)) {
           
         for (j=maxwav;j>=1;j--){
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb); 
           strcpy(line,stra);
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         }
           
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
         for (j=ncovcol;j>=1;j--){
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         } 
         lstra=strlen(stra);
         if(lstra > 9){ /* More than 2**32 or max of what printf can write with %ld */
           stratrunc = &(stra[lstra-9]);
           num[i]=atol(stratrunc);
         }
         else
           num[i]=atol(stra);
           
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
           printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/
   
         i=i+1;
       }
     }
     /* printf("ii=%d", ij);
        scanf("%d",i);*/
     imx=i-1; /* Number of individuals */
   
     /* for (i=1; i<=imx; i++){
       if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
       if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
       if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
       }*/
      /*  for (i=1; i<=imx; i++){
        if (s[4][i]==9)  s[4][i]=-1; 
        printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));}*/
     
    for (i=1; i<=imx; i++)
    
      /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
        else weight[i]=1;*/
   
     /* Calculation of the number of parameter from char model*/
     Tvar=ivector(1,15); /* stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
     Tprod=ivector(1,15); 
     Tvaraff=ivector(1,15); 
     Tvard=imatrix(1,15,1,2);
     Tage=ivector(1,15);      
      
     if (strlen(model) >1){ /* If there is at least 1 covariate */
       j=0, j1=0, k1=1, k2=1;
       j=nbocc(model,'+'); /* j=Number of '+' */
       j1=nbocc(model,'*'); /* j1=Number of '*' */
       cptcovn=j+1; 
       cptcovprod=j1; /*Number of products */
       
       strcpy(modelsav,model); 
       if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
         printf("Error. Non available option model=%s ",model);
         fprintf(ficlog,"Error. Non available option model=%s ",model);
         goto end;
       }
       
       /* This loop fills the array Tvar from the string 'model'.*/
   
       for(i=(j+1); i>=1;i--){
         cutv(stra,strb,modelsav,'+'); /* keeps in strb after the last + */ 
         if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
         /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
         /*scanf("%d",i);*/
         if (strchr(strb,'*')) {  /* Model includes a product */
           cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn (if not *age)*/
           if (strcmp(strc,"age")==0) { /* Vn*age */
             cptcovprod--;
             cutv(strb,stre,strd,'V');
             Tvar[i]=atoi(stre); /* computes n in Vn and stores in Tvar*/
             cptcovage++;
               Tage[cptcovage]=i;
               /*printf("stre=%s ", stre);*/
           }
           else if (strcmp(strd,"age")==0) { /* or age*Vn */
             cptcovprod--;
             cutv(strb,stre,strc,'V');
             Tvar[i]=atoi(stre);
             cptcovage++;
             Tage[cptcovage]=i;
           }
           else {  /* Age is not in the model */
             cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n*/
             Tvar[i]=ncovcol+k1;
             cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
             Tprod[k1]=i;
             Tvard[k1][1]=atoi(strc); /* m*/
             Tvard[k1][2]=atoi(stre); /* n */
             Tvar[cptcovn+k2]=Tvard[k1][1];
             Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
             for (k=1; k<=lastobs;k++) 
               covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
             k1++;
             k2=k2+2;
           }
         }
         else { /* no more sum */
           /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
          /*  scanf("%d",i);*/
         cutv(strd,strc,strb,'V');
         Tvar[i]=atoi(strc);
         }
         strcpy(modelsav,stra);  
         /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
           scanf("%d",i);*/
       } /* end of loop + */
     } /* end model */
     
     /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
       If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
   
     /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
     printf("cptcovprod=%d ", cptcovprod);
     fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
   
     scanf("%d ",i);
     fclose(fic);*/
   
       /*  if(mle==1){*/
     if (weightopt != 1) { /* Maximisation without weights*/
       for(i=1;i<=n;i++) weight[i]=1.0;
     }
       /*-calculation of age at interview from date of interview and age at death -*/
     agev=matrix(1,maxwav,1,imx);
   
     for (i=1; i<=imx; i++) {
       for(m=2; (m<= maxwav); m++) {
         if (((int)mint[m][i]== 99) && (s[m][i] <= nlstate)){
           anint[m][i]=9999;
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]==9999 && s[m][i]>nlstate){
           printf("Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           fprintf(ficlog,"Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
           printf("Error! Month of death of individual %ld on line %d was unknown %2d, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,(int)moisdc[i]); 
           fprintf(ficlog,"Error! Month of death of individual %ld on line %d was unknown %f, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,moisdc[i]); 
           s[m][i]=-1; /* We prefer to skip it (and to skip it in version 0.8a1 too */
         }
       }
     }
   
     for (i=1; i<=imx; i++)  {
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
       for(m=firstpass; (m<= lastpass); m++){
         if(s[m][i] >0){
           if (s[m][i] >= nlstate+1) {
             if(agedc[i]>0)
               if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
                 agev[m][i]=agedc[i];
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
               else {
                 if ((int)andc[i]!=9999){
                   printf("Warning negative age at death: %ld line:%d\n",num[i],i);
                   fprintf(ficlog,"Warning negative age at death: %ld line:%d\n",num[i],i);
                   agev[m][i]=-1;
                 }
               }
           }
           else if(s[m][i] !=9){ /* Standard case, age in fractional
                                    years but with the precision of a
                                    month */
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
             if((int)mint[m][i]==99 || (int)anint[m][i]==9999)
               agev[m][i]=1;
             else if(agev[m][i] <agemin){ 
               agemin=agev[m][i];
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
             }
             else if(agev[m][i] >agemax){
               agemax=agev[m][i];
               /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
             }
             /*agev[m][i]=anint[m][i]-annais[i];*/
             /*     agev[m][i] = age[i]+2*m;*/
           }
           else { /* =9 */
             agev[m][i]=1;
             s[m][i]=-1;
           }
         }
         else /*= 0 Unknown */
           agev[m][i]=1;
       }
       
     }
     for (i=1; i<=imx; i++)  {
       for(m=firstpass; (m<=lastpass); m++){
         if (s[m][i] > (nlstate+ndeath)) {
           printf("Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           fprintf(ficlog,"Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           goto end;
         }
       }
     }
   
     /*for (i=1; i<=imx; i++){
     for (m=firstpass; (m<lastpass); m++){
        printf("%ld %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
   }
   
   }*/
   
     printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
     fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
   
     free_vector(severity,1,maxwav);
     free_imatrix(outcome,1,maxwav+1,1,n);
     free_vector(moisnais,1,n);
     free_vector(annais,1,n);
     /* free_matrix(mint,1,maxwav,1,n);
        free_matrix(anint,1,maxwav,1,n);*/
     free_vector(moisdc,1,n);
     free_vector(andc,1,n);
   
      
     wav=ivector(1,imx);
     dh=imatrix(1,lastpass-firstpass+1,1,imx);
     bh=imatrix(1,lastpass-firstpass+1,1,imx);
     mw=imatrix(1,lastpass-firstpass+1,1,imx);
      
     /* Concatenates waves */
     concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
   
     /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
   
     Tcode=ivector(1,100);
     nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
     ncodemax[1]=1;
     if (cptcovn > 0) tricode(Tvar,nbcode,imx);
         
     codtab=imatrix(1,100,1,10); /* Cross tabulation to get the order of 
                                    the estimations*/
     h=0;
     m=pow(2,cptcoveff);
    
     for(k=1;k<=cptcoveff; k++){
       for(i=1; i <=(m/pow(2,k));i++){
         for(j=1; j <= ncodemax[k]; j++){
           for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
             h++;
             if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;
             /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/
           } 
         }
       }
     } 
     /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
        codtab[1][2]=1;codtab[2][2]=2; */
     /* for(i=1; i <=m ;i++){ 
        for(k=1; k <=cptcovn; k++){
        printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
        }
        printf("\n");
        }
        scanf("%d",i);*/
       
     /*------------ gnuplot -------------*/
     strcpy(optionfilegnuplot,optionfilefiname);
     strcat(optionfilegnuplot,".gp");
     if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
       printf("Problem with file %s",optionfilegnuplot);
     }
     else{
       fprintf(ficgp,"\n# %s\n", version); 
       fprintf(ficgp,"# %s\n", optionfilegnuplot); 
       fprintf(ficgp,"set missing 'NaNq'\n");
     }
     /*  fclose(ficgp);*/
     /*--------- index.htm --------*/
   
     strcpy(optionfilehtm,optionfilefiname);
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
     }
   
     fprintf(fichtm,"<body>\n<title>IMaCh %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n\
   \n\
   <hr  size=\"2\" color=\"#EC5E5E\">\
    <ul><li><h4>Parameter files</h4>\n\
    - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n\
    - Log file of the run: <a href=\"%s\">%s</a><br>\n\
    - Gnuplot file name: <a href=\"%s\">%s</a><br>\n\
    - Date and time at start: %s</ul>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt,\
             model,fileres,fileres,\
             filelog,filelog,optionfilegnuplot,optionfilegnuplot,strstart);
     /*fclose(fichtm);*/
     fflush(fichtm);
   
     strcpy(pathr,path);
     strcat(pathr,optionfilefiname);
     chdir(optionfilefiname); /* Move to directory named optionfile */
     strcpy(lfileres,fileres);
     strcat(lfileres,"/");
     strcat(lfileres,optionfilefiname);
     
     /*  replace(pathc,path);*/
   
     /* Calculates basic frequencies. Computes observed prevalence at single age
        and prints on file fileres'p'. */
     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);
   
     fprintf(fichtm,"\n");
     fprintf(fichtm,"<br>Total number of observations=%d <br>\n\
   Youngest age at first (selected) pass %.2f, oldest age %.2f<br>\n\
   Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n",\
             imx,agemin,agemax,jmin,jmax,jmean);
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
       
      
     /* For Powell, parameters are in a vector p[] starting at p[1]
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */
   
     globpr=0; /* To get the number ipmx of contributions and the sum of weights*/
     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
     printf("First Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
     for (k=1; k<=npar;k++)
       printf(" %d %8.5f",k,p[k]);
     printf("\n");
     globpr=1; /* to print the contributions */
     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
     printf("Second Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
     for (k=1; k<=npar;k++)
       printf(" %d %8.5f",k,p[k]);
     printf("\n");
     if(mle>=1){ /* Could be 1 or 2 */
       mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
     }
       
     /*--------- results files --------------*/
     fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle= 0 weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate, ndeath, maxwav, weightopt,model);
     
   
     jk=1;
     fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) 
           {
             printf("%d%d ",i,k);
             fprintf(ficlog,"%d%d ",i,k);
             fprintf(ficres,"%1d%1d ",i,k);
             for(j=1; j <=ncovmodel; j++){
               printf("%f ",p[jk]);
               fprintf(ficlog,"%f ",p[jk]);
               fprintf(ficres,"%f ",p[jk]);
               jk++; 
             }
             printf("\n");
             fprintf(ficlog,"\n");
             fprintf(ficres,"\n");
           }
       }
     }
     if(mle!=0){
       /* Computing hessian and covariance matrix */
       ftolhess=ftol; /* Usually correct */
       hesscov(matcov, p, npar, delti, ftolhess, func);
     }
     fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath; j++){
         if (j!=i) {
           fprintf(ficres,"%1d%1d",i,j);
           printf("%1d%1d",i,j);
           fprintf(ficlog,"%1d%1d",i,j);
           for(k=1; k<=ncovmodel;k++){
             printf(" %.5e",delti[jk]);
             fprintf(ficlog," %.5e",delti[jk]);
             fprintf(ficres," %.5e",delti[jk]);
             jk++;
           }
           printf("\n");
           fprintf(ficlog,"\n");
           fprintf(ficres,"\n");
         }
       }
     }
      
     fprintf(ficres,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     if(mle==1)
       printf("# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     fprintf(ficlog,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     for(i=1,k=1;i<=npar;i++){
       /*  if (k>nlstate) k=1;
           i1=(i-1)/(ncovmodel*nlstate)+1; 
           fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);
           printf("%s%d%d",alph[k],i1,tab[i]);
       */
       fprintf(ficres,"%3d",i);
       if(mle==1)
         printf("%3d",i);
       fprintf(ficlog,"%3d",i);
       for(j=1; j<=i;j++){
         fprintf(ficres," %.5e",matcov[i][j]);
         if(mle==1)
           printf(" %.5e",matcov[i][j]);
         fprintf(ficlog," %.5e",matcov[i][j]);
       }
       fprintf(ficres,"\n");
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       k++;
     }
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     estepm=0;
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
     if (estepm==0 || estepm < stepm) estepm=stepm;
     if (fage <= 2) {
       bage = ageminpar;
       fage = agemaxpar;
     }
      
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mov_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);
     fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficlog,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
    
   
     dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
     dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
   
     fscanf(ficpar,"pop_based=%d\n",&popbased);
     fprintf(ficparo,"pop_based=%d\n",popbased);   
     fprintf(ficres,"pop_based=%d\n",popbased);   
     
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"prevforecast=%d starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf mobil_average=%d\n",&prevfcast,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2,&mobilavproj);
     fprintf(ficparo,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     printf("prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficlog,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficres,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     /* day and month of proj2 are not used but only year anproj2.*/
   
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"popforecast=%d popfile=%s popfiledate=%lf/%lf/%lf last-popfiledate=%lf/%lf/%lf\n",&popforecast,popfile,&jpyram,&mpyram,&anpyram,&jpyram1,&mpyram1,&anpyram1);
     fprintf(ficparo,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
     fprintf(ficres,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
   
     /*  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);*/
     /*,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
   
     printinggnuplot(fileres, optionfilefiname,ageminpar,agemaxpar,fage, path,p);
   
     printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,\
                  model,imx,jmin,jmax,jmean,rfileres,popforecast,estepm,\
                  jprev1,mprev1,anprev1,jprev2,mprev2,anprev2);
    
     /*------------ free_vector  -------------*/
     /*  chdir(path); */
    
     free_ivector(wav,1,imx);
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(bh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
     free_lvector(num,1,n);
     free_vector(agedc,1,n);
     /*free_matrix(covar,0,NCOVMAX,1,n);*/
     /*free_matrix(covar,1,NCOVMAX,1,n);*/
     fclose(ficparo);
     fclose(ficres);
   
   
     /*--------------- Prevalence limit  (stable prevalence) --------------*/
     
     strcpy(filerespl,"pl");
     strcat(filerespl,fileres);
     if((ficrespl=fopen(filerespl,"w"))==NULL) {
       printf("Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
       fprintf(ficlog,"Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
     }
     printf("Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficlog,"Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficrespl,"#Stable prevalence \n");
     fprintf(ficrespl,"#Age ");
     for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
     fprintf(ficrespl,"\n");
     
     prlim=matrix(1,nlstate,1,nlstate);
   
     agebase=ageminpar;
     agelim=agemaxpar;
     ftolpl=1.e-10;
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
         fprintf(ficrespl,"\n#******");
         printf("\n#******");
         fprintf(ficlog,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespl,"******\n");
         printf("******\n");
         fprintf(ficlog,"******\n");
           
         for (age=agebase; age<=agelim; age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           fprintf(ficrespl,"%.0f ",age );
           for(j=1;j<=cptcoveff;j++)
             fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           for(i=1; i<=nlstate;i++)
             fprintf(ficrespl," %.5f", prlim[i][i]);
           fprintf(ficrespl,"\n");
         }
       }
     }
     fclose(ficrespl);
   
     /*------------- h Pij x at various ages ------------*/
     
     strcpy(filerespij,"pij");  strcat(filerespij,fileres);
     if((ficrespij=fopen(filerespij,"w"))==NULL) {
       printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
       fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij);goto end;
     }
     printf("Computing pij: result on file '%s' \n", filerespij);
     fprintf(ficlog,"Computing pij: result on file '%s' \n", filerespij);
     
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     /*if (stepm<=24) stepsize=2;*/
   
     agelim=AGESUP;
     hstepm=stepsize*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
   
     /* hstepm=1;   aff par mois*/
   
     fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x ");
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficrespij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrespij,"******\n");
           
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   
           /*        nhstepm=nhstepm*YEARM; aff par mois*/
   
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           oldm=oldms;savm=savms;
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j=");
           for(i=1; i<=nlstate;i++)
             for(j=1; j<=nlstate+ndeath;j++)
               fprintf(ficrespij," %1d-%1d",i,j);
           fprintf(ficrespij,"\n");
           for (h=0; h<=nhstepm; h++){
             fprintf(ficrespij,"%d %3.f %3.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
             for(i=1; i<=nlstate;i++)
               for(j=1; j<=nlstate+ndeath;j++)
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);
             fprintf(ficrespij,"\n");
           }
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           fprintf(ficrespij,"\n");
         }
       }
     }
   
     varprob(optionfilefiname, matcov, p, delti, nlstate, bage, fage,k,Tvar,nbcode, ncodemax);
   
     fclose(ficrespij);
   
     probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     /*---------- Forecasting ------------------*/
     /*if((stepm == 1) && (strcmp(model,".")==0)){*/
     if(prevfcast==1){
       /*    if(stepm ==1){*/
         prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
         /* (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);*/
   /*      }  */
   /*      else{ */
   /*        erreur=108; */
   /*        printf("Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*        fprintf(ficlog,"Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*      } */
     }
     
   
     /*---------- Health expectancies and variances ------------*/
   
     strcpy(filerest,"t");
     strcat(filerest,fileres);
     if((ficrest=fopen(filerest,"w"))==NULL) {
       printf("Problem with total LE resultfile: %s\n", filerest);goto end;
       fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
     }
     printf("Computing Total LEs with variances: file '%s' \n", filerest); 
     fprintf(ficlog,"Computing Total LEs with variances: file '%s' \n", filerest); 
   
   
     strcpy(filerese,"e");
     strcat(filerese,fileres);
     if((ficreseij=fopen(filerese,"w"))==NULL) {
       printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
       fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
     }
     printf("Computing Health Expectancies: result on file '%s' \n", filerese);
     fprintf(ficlog,"Computing Health Expectancies: result on file '%s' \n", filerese);
   
     strcpy(fileresv,"v");
     strcat(fileresv,fileres);
     if((ficresvij=fopen(fileresv,"w"))==NULL) {
       printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
       fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
     }
     printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
     fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
   
     /* Computes prevalence between agemin (i.e minimal age computed) and no more ageminpar */
     prevalence(probs, agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     /*  printf("ageminpar=%f, agemax=%f, s[lastpass][imx]=%d, agev[lastpass][imx]=%f, nlstate=%d, imx=%d,  mint[lastpass][imx]=%f, anint[lastpass][imx]=%f,dateprev1=%f, dateprev2=%f, firstpass=%d, lastpass=%d\n",\
   ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
     */
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1; 
         fprintf(ficrest,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrest,"******\n");
   
         fprintf(ficreseij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficreseij,"******\n");
   
         fprintf(ficresvij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvij,"******\n");
   
         eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov);  
    
         vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,0, mobilav);
         if(popbased==1){
           varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,popbased,mobilav);
         }
   
    
         fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
         for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
         fprintf(ficrest,"\n");
   
         epj=vector(1,nlstate+1);
         for(age=bage; age <=fage ;age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           if (popbased==1) {
             if(mobilav ==0){
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=probs[(int)age][i][k];
             }else{ /* mobilav */ 
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=mobaverage[(int)age][i][k];
             }
           }
           
           fprintf(ficrest," %4.0f",age);
           for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
             for(i=1, epj[j]=0.;i <=nlstate;i++) {
               epj[j] += prlim[i][i]*eij[i][j][(int)age];
               /*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
             }
             epj[nlstate+1] +=epj[j];
           }
   
           for(i=1, vepp=0.;i <=nlstate;i++)
             for(j=1;j <=nlstate;j++)
               vepp += vareij[i][j][(int)age];
           fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
           for(j=1;j <=nlstate;j++){
             fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
           }
           fprintf(ficrest,"\n");
         }
         free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_vector(epj,1,nlstate+1);
       }
     }
     free_vector(weight,1,n);
     free_imatrix(Tvard,1,15,1,2);
     free_imatrix(s,1,maxwav+1,1,n);
     free_matrix(anint,1,maxwav,1,n); 
     free_matrix(mint,1,maxwav,1,n);
     free_ivector(cod,1,n);
     free_ivector(tab,1,NCOVMAX);
     fclose(ficreseij);
     fclose(ficresvij);
     fclose(ficrest);
     fclose(ficpar);
     
     /*------- Variance of stable prevalence------*/   
   
     strcpy(fileresvpl,"vpl");
     strcat(fileresvpl,fileres);
     if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
       printf("Problem with variance of stable prevalence  resultfile: %s\n", fileresvpl);
       exit(0);
     }
     printf("Computing Variance-covariance of stable prevalence: file '%s' \n", fileresvpl);
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficresvpl,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvpl,"******\n");
         
         varpl=matrix(1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
         free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
       }
     }
   
     fclose(ficresvpl);
   
     /*---------- End : free ----------------*/
     free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
     
     free_matrix(covar,0,NCOVMAX,1,n);
     free_matrix(matcov,1,npar,1,npar);
     /*free_vector(delti,1,npar);*/
     free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
     free_matrix(agev,1,maxwav,1,imx);
     free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     free_ivector(ncodemax,1,8);
     free_ivector(Tvar,1,15);
     free_ivector(Tprod,1,15);
     free_ivector(Tvaraff,1,15);
     free_ivector(Tage,1,15);
     free_ivector(Tcode,1,100);
   
     fflush(fichtm);
     fflush(ficgp);
     
   
     if(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 */
     (void) gettimeofday(&end_time,&tzp);
     tm = *localtime(&end_time.tv_sec);
     tmg = *gmtime(&end_time.tv_sec);
     strcpy(strtend,asctime(&tm));
     printf("Localtime at start %s\nLocaltime at end   %s",strstart, strtend); 
     fprintf(ficlog,"Localtime at start %s\nLocal time at end   %s",strstart, strtend); 
     /*  printf("Total time used %d Sec\n", asc_time(end_time.tv_sec -start_time.tv_sec);*/
   
     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);
     fprintf(ficlog,"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);*/
   /*   if(fileappend(fichtm,optionfilehtm)){ */
     fprintf(fichtm,"<br>Local time at start %s<br>Local time at end   %s<br>",strstart, strtend);
     fclose(fichtm);
     fclose(ficgp);
     /*------ End -----------*/
   
     end:
   #ifdef windows
     /* chdir(pathcd);*/
   #endif 
     chdir(path);
    /*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.1.88


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