Diff for /imach/src/imach.c between versions 1.35 and 1.83

version 1.35, 2002/03/26 17:08:39 version 1.83, 2003/06/10 13:39:11
Line 1 Line 1
 /* $Id$  /* $Id$
    Interpolated Markov Chain    $State$
     $Log$
   Short summary of the programme:    Revision 1.83  2003/06/10 13:39:11  lievre
      *** empty log message ***
   This program computes Healthy Life Expectancies from  
   cross-longitudinal data. Cross-longitudinal data consist in: -1- a    Revision 1.82  2003/06/05 15:57:20  brouard
   first survey ("cross") where individuals from different ages are    Add log in  imach.c and  fullversion number is now printed.
   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  */
   second wave of interviews ("longitudinal") which measure each change  /*
   (if any) in individual health status.  Health expectancies are     Interpolated Markov Chain
   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    Short summary of the programme:
   Maximum Likelihood of the parameters involved in the model.  The    
   simplest model is the multinomial logistic model where pij is the    This program computes Healthy Life Expectancies from
   probabibility to be observed in state j at the second wave    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
   conditional to be observed in state i at the first wave. Therefore    first survey ("cross") where individuals from different ages are
   the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where    interviewed on their health status or degree of disability (in the
   'age' is age and 'sex' is a covariate. If you want to have a more    case of a health survey which is our main interest) -2- at least a
   complex model than "constant and age", you should modify the program    second wave of interviews ("longitudinal") which measure each change
   where the markup *Covariates have to be included here again* invites    (if any) in individual health status.  Health expectancies are
   you to do it.  More covariates you add, slower the    computed from the time spent in each health state according to a
   convergence.    model. More health states you consider, more time is necessary to reach the
     Maximum Likelihood of the parameters involved in the model.  The
   The advantage of this computer programme, compared to a simple    simplest model is the multinomial logistic model where pij is the
   multinomial logistic model, is clear when the delay between waves is not    probability to be observed in state j at the second wave
   identical for each individual. Also, if a individual missed an    conditional to be observed in state i at the first wave. Therefore
   intermediate interview, the information is lost, but taken into    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
   account using an interpolation or extrapolation.      'age' is age and 'sex' is a covariate. If you want to have a more
     complex model than "constant and age", you should modify the program
   hPijx is the probability to be observed in state i at age x+h    where the markup *Covariates have to be included here again* invites
   conditional to the observed state i at age x. The delay 'h' can be    you to do it.  More covariates you add, slower the
   split into an exact number (nh*stepm) of unobserved intermediate    convergence.
   states. This elementary transition (by month or quarter trimester,  
   semester or year) is model as a multinomial logistic.  The hPx    The advantage of this computer programme, compared to a simple
   matrix is simply the matrix product of nh*stepm elementary matrices    multinomial logistic model, is clear when the delay between waves is not
   and the contribution of each individual to the likelihood is simply    identical for each individual. Also, if a individual missed an
   hPijx.    intermediate interview, the information is lost, but taken into
     account using an interpolation or extrapolation.  
   Also this programme outputs the covariance matrix of the parameters but also  
   of the life expectancies. It also computes the prevalence limits.    hPijx is the probability to be observed in state i at age x+h
      conditional to the observed state i at age x. The delay 'h' can be
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    split into an exact number (nh*stepm) of unobserved intermediate
            Institut national d'études démographiques, Paris.    states. This elementary transition (by month, quarter,
   This software have been partly granted by Euro-REVES, a concerted action    semester or year) is modelled as a multinomial logistic.  The hPx
   from the European Union.    matrix is simply the matrix product of nh*stepm elementary matrices
   It is copyrighted identically to a GNU software product, ie programme and    and the contribution of each individual to the likelihood is simply
   software can be distributed freely for non commercial use. Latest version    hPijx.
   can be accessed at http://euroreves.ined.fr/imach .  
   **********************************************************************/    Also this programme outputs the covariance matrix of the parameters but also
      of the life expectancies. It also computes the stable prevalence. 
 #include <math.h>    
 #include <stdio.h>    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
 #include <stdlib.h>             Institut national d'études démographiques, Paris.
 #include <unistd.h>    This software have been partly granted by Euro-REVES, a concerted action
     from the European Union.
 #define MAXLINE 256    It is copyrighted identically to a GNU software product, ie programme and
 #define GNUPLOTPROGRAM "wgnuplot"    software can be distributed freely for non commercial use. Latest version
 /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/    can be accessed at http://euroreves.ined.fr/imach .
 #define FILENAMELENGTH 80  
 /*#define DEBUG*/    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
 #define windows    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */    **********************************************************************/
   /*
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    main
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    read parameterfile
     read datafile
 #define NINTERVMAX 8    concatwav
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    if (mle >= 1)
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */      mlikeli
 #define NCOVMAX 8 /* Maximum number of covariates */    print results files
 #define MAXN 20000    if mle==1 
 #define YEARM 12. /* Number of months per year */       computes hessian
 #define AGESUP 130    read end of parameter file: agemin, agemax, bage, fage, estepm
 #define AGEBASE 40        begin-prev-date,...
     open gnuplot file
     open html file
 int erreur; /* Error number */    stable prevalence
 int nvar;     for age prevalim()
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;    h Pij x
 int npar=NPARMAX;    variance of p varprob
 int nlstate=2; /* Number of live states */    forecasting if prevfcast==1 prevforecast call prevalence()
 int ndeath=1; /* Number of dead states */    health expectancies
 int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    Variance-covariance of DFLE
 int popbased=0;    prevalence()
      movingaverage()
 int *wav; /* Number of waves for this individuual 0 is possible */    varevsij() 
 int maxwav; /* Maxim number of waves */    if popbased==1 varevsij(,popbased)
 int jmin, jmax; /* min, max spacing between 2 waves */    total life expectancies
 int mle, weightopt;    Variance of stable prevalence
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */   end
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */  */
 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,*ficrespop;   
 FILE *ficgp,*ficresprob,*ficpop;  #include <math.h>
 FILE *ficreseij;  #include <stdio.h>
   char filerese[FILENAMELENGTH];  #include <stdlib.h>
  FILE  *ficresvij;  #include <unistd.h>
   char fileresv[FILENAMELENGTH];  
  FILE  *ficresvpl;  #define MAXLINE 256
   char fileresvpl[FILENAMELENGTH];  #define GNUPLOTPROGRAM "gnuplot"
   /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
 #define NR_END 1  #define FILENAMELENGTH 80
 #define FREE_ARG char*  /*#define DEBUG*/
 #define FTOL 1.0e-10  #define windows
   #define GLOCK_ERROR_NOPATH              -1      /* empty path */
 #define NRANSI  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
 #define ITMAX 200  
   #define MAXPARM 30 /* Maximum number of parameters for the optimization */
 #define TOL 2.0e-4  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
   
 #define CGOLD 0.3819660  #define NINTERVMAX 8
 #define ZEPS 1.0e-10  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
   #define NCOVMAX 8 /* Maximum number of covariates */
 #define GOLD 1.618034  #define MAXN 20000
 #define GLIMIT 100.0  #define YEARM 12. /* Number of months per year */
 #define TINY 1.0e-20  #define AGESUP 130
   #define AGEBASE 40
 static double maxarg1,maxarg2;  #ifdef windows
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))  #define DIRSEPARATOR '\\'
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))  #define ODIRSEPARATOR '/'
    #else
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))  #define DIRSEPARATOR '/'
 #define rint(a) floor(a+0.5)  #define ODIRSEPARATOR '\\'
   #endif
 static double sqrarg;  
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)  /* $Id$ */
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}  /* $State$ */
   
 int imx;  char version[]="Imach version 0.95a1, June 2003, INED-EUROREVES ";
 int stepm;  char fullversion[]="$Revision$ $Date$"; 
 /* Stepm, step in month: minimum step interpolation*/  int erreur; /* Error number */
   int nvar;
 int m,nb;  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;  int npar=NPARMAX;
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;  int nlstate=2; /* Number of live states */
 double **pmmij, ***probs, ***mobaverage;  int ndeath=1; /* Number of dead states */
 double dateintmean=0;  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
   int popbased=0;
 double *weight;  
 int **s; /* Status */  int *wav; /* Number of waves for this individuual 0 is possible */
 double *agedc, **covar, idx;  int maxwav; /* Maxim number of waves */
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;  int jmin, jmax; /* min, max spacing between 2 waves */
   int mle, weightopt;
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
 double ftolhess; /* Tolerance for computing hessian */  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
   int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
 /**************** split *************************/             * wave mi and wave mi+1 is not an exact multiple of stepm. */
 static  int split( char *path, char *dirc, char *name, char *ext, char *finame )  double jmean; /* Mean space between 2 waves */
 {  double **oldm, **newm, **savm; /* Working pointers to matrices */
    char *s;                             /* pointer */  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
    int  l1, l2;                         /* length counters */  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
   FILE *ficlog, *ficrespow;
    l1 = strlen( path );                 /* length of path */  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );  FILE *ficresprobmorprev;
 #ifdef windows  FILE *fichtm; /* Html File */
    s = strrchr( path, '\\' );           /* find last / */  FILE *ficreseij;
 #else  char filerese[FILENAMELENGTH];
    s = strrchr( path, '/' );            /* find last / */  FILE  *ficresvij;
 #endif  char fileresv[FILENAMELENGTH];
    if ( s == NULL ) {                   /* no directory, so use current */  FILE  *ficresvpl;
 #if     defined(__bsd__)                /* get current working directory */  char fileresvpl[FILENAMELENGTH];
       extern char       *getwd( );  char title[MAXLINE];
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
       if ( getwd( dirc ) == NULL ) {  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
 #else  
       extern char       *getcwd( );  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
   char filelog[FILENAMELENGTH]; /* Log file */
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {  char filerest[FILENAMELENGTH];
 #endif  char fileregp[FILENAMELENGTH];
          return( GLOCK_ERROR_GETCWD );  char popfile[FILENAMELENGTH];
       }  
       strcpy( name, path );             /* we've got it */  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];
    } else {                             /* strip direcotry from path */  
       s++;                              /* after this, the filename */  #define NR_END 1
       l2 = strlen( s );                 /* length of filename */  #define FREE_ARG char*
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );  #define FTOL 1.0e-10
       strcpy( name, s );                /* save file name */  
       strncpy( dirc, path, l1 - l2 );   /* now the directory */  #define NRANSI 
       dirc[l1-l2] = 0;                  /* add zero */  #define ITMAX 200 
    }  
    l1 = strlen( dirc );                 /* length of directory */  #define TOL 2.0e-4 
 #ifdef windows  
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  #define CGOLD 0.3819660 
 #else  #define ZEPS 1.0e-10 
    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
 #endif  
    s = strrchr( name, '.' );            /* find last / */  #define GOLD 1.618034 
    s++;  #define GLIMIT 100.0 
    strcpy(ext,s);                       /* save extension */  #define TINY 1.0e-20 
    l1= strlen( name);  
    l2= strlen( s)+1;  static double maxarg1,maxarg2;
    strncpy( finame, name, l1-l2);  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
    finame[l1-l2]= 0;  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
    return( 0 );                         /* we're done */    
 }  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
   #define rint(a) floor(a+0.5)
   
 /******************************************/  static double sqrarg;
   #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
 void replace(char *s, char*t)  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
 {  
   int i;  int imx; 
   int lg=20;  int stepm;
   i=0;  /* Stepm, step in month: minimum step interpolation*/
   lg=strlen(t);  
   for(i=0; i<= lg; i++) {  int estepm;
     (s[i] = t[i]);  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
     if (t[i]== '\\') s[i]='/';  
   }  int m,nb;
 }  int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
   double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
 int nbocc(char *s, char occ)  double **pmmij, ***probs;
 {  double dateintmean=0;
   int i,j=0;  
   int lg=20;  double *weight;
   i=0;  int **s; /* Status */
   lg=strlen(s);  double *agedc, **covar, idx;
   for(i=0; i<= lg; i++) {  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
   if  (s[i] == occ ) j++;  
   }  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
   return j;  double ftolhess; /* Tolerance for computing hessian */
 }  
   /**************** split *************************/
 void cutv(char *u,char *v, char*t, char occ)  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
 {  {
   int i,lg,j,p=0;    char  *ss;                            /* pointer */
   i=0;    int   l1, l2;                         /* length counters */
   for(j=0; j<=strlen(t)-1; j++) {  
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;    l1 = strlen(path );                   /* length of path */
   }    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
     ss= strrchr( path, DIRSEPARATOR );            /* find last / */
   lg=strlen(t);    if ( ss == NULL ) {                   /* no directory, so use current */
   for(j=0; j<p; j++) {      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
     (u[j] = t[j]);        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
   }      /* get current working directory */
      u[p]='\0';      /*    extern  char* getcwd ( char *buf , int len);*/
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
    for(j=0; j<= lg; j++) {        return( GLOCK_ERROR_GETCWD );
     if (j>=(p+1))(v[j-p-1] = t[j]);      }
   }      strcpy( name, path );               /* we've got it */
 }    } else {                              /* strip direcotry from path */
       ss++;                               /* after this, the filename */
 /********************** nrerror ********************/      l2 = strlen( ss );                  /* length of filename */
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
 void nrerror(char error_text[])      strcpy( name, ss );         /* save file name */
 {      strncpy( dirc, path, l1 - l2 );     /* now the directory */
   fprintf(stderr,"ERREUR ...\n");      dirc[l1-l2] = 0;                    /* add zero */
   fprintf(stderr,"%s\n",error_text);    }
   exit(1);    l1 = strlen( dirc );                  /* length of directory */
 }  #ifdef windows
 /*********************** vector *******************/    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
 double *vector(int nl, int nh)  #else
 {    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
   double *v;  #endif
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));    ss = strrchr( name, '.' );            /* find last / */
   if (!v) nrerror("allocation failure in vector");    ss++;
   return v-nl+NR_END;    strcpy(ext,ss);                       /* save extension */
 }    l1= strlen( name);
     l2= strlen(ss)+1;
 /************************ free vector ******************/    strncpy( finame, name, l1-l2);
 void free_vector(double*v, int nl, int nh)    finame[l1-l2]= 0;
 {    return( 0 );                          /* we're done */
   free((FREE_ARG)(v+nl-NR_END));  }
 }  
   
 /************************ivector *******************************/  /******************************************/
 int *ivector(long nl,long nh)  
 {  void replace(char *s, char*t)
   int *v;  {
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));    int i;
   if (!v) nrerror("allocation failure in ivector");    int lg=20;
   return v-nl+NR_END;    i=0;
 }    lg=strlen(t);
     for(i=0; i<= lg; i++) {
 /******************free ivector **************************/      (s[i] = t[i]);
 void free_ivector(int *v, long nl, long nh)      if (t[i]== '\\') s[i]='/';
 {    }
   free((FREE_ARG)(v+nl-NR_END));  }
 }  
   int nbocc(char *s, char occ)
 /******************* imatrix *******************************/  {
 int **imatrix(long nrl, long nrh, long ncl, long nch)    int i,j=0;
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */    int lg=20;
 {    i=0;
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;    lg=strlen(s);
   int **m;    for(i=0; i<= lg; i++) {
      if  (s[i] == occ ) j++;
   /* allocate pointers to rows */    }
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));    return j;
   if (!m) nrerror("allocation failure 1 in matrix()");  }
   m += NR_END;  
   m -= nrl;  void cutv(char *u,char *v, char*t, char occ)
    {
      /* cuts string t into u and v where u is ended by char occ excluding it
   /* allocate rows and set pointers to them */       and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));       gives u="abcedf" and v="ghi2j" */
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    int i,lg,j,p=0;
   m[nrl] += NR_END;    i=0;
   m[nrl] -= ncl;    for(j=0; j<=strlen(t)-1; j++) {
        if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;    }
    
   /* return pointer to array of pointers to rows */    lg=strlen(t);
   return m;    for(j=0; j<p; j++) {
 }      (u[j] = t[j]);
     }
 /****************** free_imatrix *************************/       u[p]='\0';
 void free_imatrix(m,nrl,nrh,ncl,nch)  
       int **m;     for(j=0; j<= lg; j++) {
       long nch,ncl,nrh,nrl;      if (j>=(p+1))(v[j-p-1] = t[j]);
      /* free an int matrix allocated by imatrix() */    }
 {  }
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  
   free((FREE_ARG) (m+nrl-NR_END));  /********************** nrerror ********************/
 }  
   void nrerror(char error_text[])
 /******************* matrix *******************************/  {
 double **matrix(long nrl, long nrh, long ncl, long nch)    fprintf(stderr,"ERREUR ...\n");
 {    fprintf(stderr,"%s\n",error_text);
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;    exit(EXIT_FAILURE);
   double **m;  }
   /*********************** vector *******************/
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  double *vector(int nl, int nh)
   if (!m) nrerror("allocation failure 1 in matrix()");  {
   m += NR_END;    double *v;
   m -= nrl;    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
     if (!v) nrerror("allocation failure in vector");
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    return v-nl+NR_END;
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  }
   m[nrl] += NR_END;  
   m[nrl] -= ncl;  /************************ free vector ******************/
   void free_vector(double*v, int nl, int nh)
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  {
   return m;    free((FREE_ARG)(v+nl-NR_END));
 }  }
   
 /*************************free matrix ************************/  /************************ivector *******************************/
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)  char *cvector(long nl,long nh)
 {  {
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    char *v;
   free((FREE_ARG)(m+nrl-NR_END));    v=(char *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(char)));
 }    if (!v) nrerror("allocation failure in cvector");
     return v-nl+NR_END;
 /******************* ma3x *******************************/  }
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)  
 {  /******************free ivector **************************/
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;  void free_cvector(char *v, long nl, long nh)
   double ***m;  {
     free((FREE_ARG)(v+nl-NR_END));
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  }
   if (!m) nrerror("allocation failure 1 in matrix()");  
   m += NR_END;  /************************ivector *******************************/
   m -= nrl;  int *ivector(long nl,long nh)
   {
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    int *v;
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
   m[nrl] += NR_END;    if (!v) nrerror("allocation failure in ivector");
   m[nrl] -= ncl;    return v-nl+NR_END;
   }
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  
   /******************free ivector **************************/
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));  void free_ivector(int *v, long nl, long nh)
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");  {
   m[nrl][ncl] += NR_END;    free((FREE_ARG)(v+nl-NR_END));
   m[nrl][ncl] -= nll;  }
   for (j=ncl+1; j<=nch; j++)  
     m[nrl][j]=m[nrl][j-1]+nlay;  /******************* imatrix *******************************/
    int **imatrix(long nrl, long nrh, long ncl, long nch) 
   for (i=nrl+1; i<=nrh; i++) {       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;  { 
     for (j=ncl+1; j<=nch; j++)    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
       m[i][j]=m[i][j-1]+nlay;    int **m; 
   }    
   return m;    /* allocate pointers to rows */ 
 }    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
     if (!m) nrerror("allocation failure 1 in matrix()"); 
 /*************************free ma3x ************************/    m += NR_END; 
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)    m -= nrl; 
 {    
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));    
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    /* allocate rows and set pointers to them */ 
   free((FREE_ARG)(m+nrl-NR_END));    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
 }    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
     m[nrl] += NR_END; 
 /***************** f1dim *************************/    m[nrl] -= ncl; 
 extern int ncom;    
 extern double *pcom,*xicom;    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
 extern double (*nrfunc)(double []);    
      /* return pointer to array of pointers to rows */ 
 double f1dim(double x)    return m; 
 {  } 
   int j;  
   double f;  /****************** free_imatrix *************************/
   double *xt;  void free_imatrix(m,nrl,nrh,ncl,nch)
          int **m;
   xt=vector(1,ncom);        long nch,ncl,nrh,nrl; 
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];       /* free an int matrix allocated by imatrix() */ 
   f=(*nrfunc)(xt);  { 
   free_vector(xt,1,ncom);    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
   return f;    free((FREE_ARG) (m+nrl-NR_END)); 
 }  } 
   
 /*****************brent *************************/  /******************* matrix *******************************/
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)  double **matrix(long nrl, long nrh, long ncl, long nch)
 {  {
   int iter;    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
   double a,b,d,etemp;    double **m;
   double fu,fv,fw,fx;  
   double ftemp;    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
   double p,q,r,tol1,tol2,u,v,w,x,xm;    if (!m) nrerror("allocation failure 1 in matrix()");
   double e=0.0;    m += NR_END;
      m -= nrl;
   a=(ax < cx ? ax : cx);  
   b=(ax > cx ? ax : cx);    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   x=w=v=bx;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   fw=fv=fx=(*f)(x);    m[nrl] += NR_END;
   for (iter=1;iter<=ITMAX;iter++) {    m[nrl] -= ncl;
     xm=0.5*(a+b);  
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/    return m;
     printf(".");fflush(stdout);    /* print *(*(m+1)+70) ou print m[1][70]; print m+1 or print &(m[1]) 
 #ifdef DEBUG     */
     printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);  }
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */  
 #endif  /*************************free matrix ************************/
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
       *xmin=x;  {
       return fx;    free((FREE_ARG)(m[nrl]+ncl-NR_END));
     }    free((FREE_ARG)(m+nrl-NR_END));
     ftemp=fu;  }
     if (fabs(e) > tol1) {  
       r=(x-w)*(fx-fv);  /******************* ma3x *******************************/
       q=(x-v)*(fx-fw);  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
       p=(x-v)*q-(x-w)*r;  {
       q=2.0*(q-r);    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
       if (q > 0.0) p = -p;    double ***m;
       q=fabs(q);  
       etemp=e;    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
       e=d;    if (!m) nrerror("allocation failure 1 in matrix()");
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))    m += NR_END;
         d=CGOLD*(e=(x >= xm ? a-x : b-x));    m -= nrl;
       else {  
         d=p/q;    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
         u=x+d;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
         if (u-a < tol2 || b-u < tol2)    m[nrl] += NR_END;
           d=SIGN(tol1,xm-x);    m[nrl] -= ncl;
       }  
     } else {    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
       d=CGOLD*(e=(x >= xm ? a-x : b-x));  
     }    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
     fu=(*f)(u);    m[nrl][ncl] += NR_END;
     if (fu <= fx) {    m[nrl][ncl] -= nll;
       if (u >= x) a=x; else b=x;    for (j=ncl+1; j<=nch; j++) 
       SHFT(v,w,x,u)      m[nrl][j]=m[nrl][j-1]+nlay;
         SHFT(fv,fw,fx,fu)    
         } else {    for (i=nrl+1; i<=nrh; i++) {
           if (u < x) a=u; else b=u;      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
           if (fu <= fw || w == x) {      for (j=ncl+1; j<=nch; j++) 
             v=w;        m[i][j]=m[i][j-1]+nlay;
             w=u;    }
             fv=fw;    return m; 
             fw=fu;    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
           } else if (fu <= fv || v == x || v == w) {             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
             v=u;    */
             fv=fu;  }
           }  
         }  /*************************free ma3x ************************/
   }  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
   nrerror("Too many iterations in brent");  {
   *xmin=x;    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
   return fx;    free((FREE_ARG)(m[nrl]+ncl-NR_END));
 }    free((FREE_ARG)(m+nrl-NR_END));
   }
 /****************** mnbrak ***********************/  
   /***************** f1dim *************************/
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,  extern int ncom; 
             double (*func)(double))  extern double *pcom,*xicom;
 {  extern double (*nrfunc)(double []); 
   double ulim,u,r,q, dum;   
   double fu;  double f1dim(double x) 
    { 
   *fa=(*func)(*ax);    int j; 
   *fb=(*func)(*bx);    double f;
   if (*fb > *fa) {    double *xt; 
     SHFT(dum,*ax,*bx,dum)   
       SHFT(dum,*fb,*fa,dum)    xt=vector(1,ncom); 
       }    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
   *cx=(*bx)+GOLD*(*bx-*ax);    f=(*nrfunc)(xt); 
   *fc=(*func)(*cx);    free_vector(xt,1,ncom); 
   while (*fb > *fc) {    return f; 
     r=(*bx-*ax)*(*fb-*fc);  } 
     q=(*bx-*cx)*(*fb-*fa);  
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/  /*****************brent *************************/
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
     ulim=(*bx)+GLIMIT*(*cx-*bx);  { 
     if ((*bx-u)*(u-*cx) > 0.0) {    int iter; 
       fu=(*func)(u);    double a,b,d,etemp;
     } else if ((*cx-u)*(u-ulim) > 0.0) {    double fu,fv,fw,fx;
       fu=(*func)(u);    double ftemp;
       if (fu < *fc) {    double p,q,r,tol1,tol2,u,v,w,x,xm; 
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))    double e=0.0; 
           SHFT(*fb,*fc,fu,(*func)(u))   
           }    a=(ax < cx ? ax : cx); 
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {    b=(ax > cx ? ax : cx); 
       u=ulim;    x=w=v=bx; 
       fu=(*func)(u);    fw=fv=fx=(*f)(x); 
     } else {    for (iter=1;iter<=ITMAX;iter++) { 
       u=(*cx)+GOLD*(*cx-*bx);      xm=0.5*(a+b); 
       fu=(*func)(u);      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
     }      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
     SHFT(*ax,*bx,*cx,u)      printf(".");fflush(stdout);
       SHFT(*fa,*fb,*fc,fu)      fprintf(ficlog,".");fflush(ficlog);
       }  #ifdef DEBUG
 }      printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
       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);
 /*************** linmin ************************/      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
   #endif
 int ncom;      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
 double *pcom,*xicom;        *xmin=x; 
 double (*nrfunc)(double []);        return fx; 
        } 
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))      ftemp=fu;
 {      if (fabs(e) > tol1) { 
   double brent(double ax, double bx, double cx,        r=(x-w)*(fx-fv); 
                double (*f)(double), double tol, double *xmin);        q=(x-v)*(fx-fw); 
   double f1dim(double x);        p=(x-v)*q-(x-w)*r; 
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,        q=2.0*(q-r); 
               double *fc, double (*func)(double));        if (q > 0.0) p = -p; 
   int j;        q=fabs(q); 
   double xx,xmin,bx,ax;        etemp=e; 
   double fx,fb,fa;        e=d; 
          if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
   ncom=n;          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
   pcom=vector(1,n);        else { 
   xicom=vector(1,n);          d=p/q; 
   nrfunc=func;          u=x+d; 
   for (j=1;j<=n;j++) {          if (u-a < tol2 || b-u < tol2) 
     pcom[j]=p[j];            d=SIGN(tol1,xm-x); 
     xicom[j]=xi[j];        } 
   }      } else { 
   ax=0.0;        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
   xx=1.0;      } 
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);      fu=(*f)(u); 
 #ifdef DEBUG      if (fu <= fx) { 
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);        if (u >= x) a=x; else b=x; 
 #endif        SHFT(v,w,x,u) 
   for (j=1;j<=n;j++) {          SHFT(fv,fw,fx,fu) 
     xi[j] *= xmin;          } else { 
     p[j] += xi[j];            if (u < x) a=u; else b=u; 
   }            if (fu <= fw || w == x) { 
   free_vector(xicom,1,n);              v=w; 
   free_vector(pcom,1,n);              w=u; 
 }              fv=fw; 
               fw=fu; 
 /*************** powell ************************/            } else if (fu <= fv || v == x || v == w) { 
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,              v=u; 
             double (*func)(double []))              fv=fu; 
 {            } 
   void linmin(double p[], double xi[], int n, double *fret,          } 
               double (*func)(double []));    } 
   int i,ibig,j;    nrerror("Too many iterations in brent"); 
   double del,t,*pt,*ptt,*xit;    *xmin=x; 
   double fp,fptt;    return fx; 
   double *xits;  } 
   pt=vector(1,n);  
   ptt=vector(1,n);  /****************** mnbrak ***********************/
   xit=vector(1,n);  
   xits=vector(1,n);  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
   *fret=(*func)(p);              double (*func)(double)) 
   for (j=1;j<=n;j++) pt[j]=p[j];  { 
   for (*iter=1;;++(*iter)) {    double ulim,u,r,q, dum;
     fp=(*fret);    double fu; 
     ibig=0;   
     del=0.0;    *fa=(*func)(*ax); 
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);    *fb=(*func)(*bx); 
     for (i=1;i<=n;i++)    if (*fb > *fa) { 
       printf(" %d %.12f",i, p[i]);      SHFT(dum,*ax,*bx,dum) 
     printf("\n");        SHFT(dum,*fb,*fa,dum) 
     for (i=1;i<=n;i++) {        } 
       for (j=1;j<=n;j++) xit[j]=xi[j][i];    *cx=(*bx)+GOLD*(*bx-*ax); 
       fptt=(*fret);    *fc=(*func)(*cx); 
 #ifdef DEBUG    while (*fb > *fc) { 
       printf("fret=%lf \n",*fret);      r=(*bx-*ax)*(*fb-*fc); 
 #endif      q=(*bx-*cx)*(*fb-*fa); 
       printf("%d",i);fflush(stdout);      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
       linmin(p,xit,n,fret,func);        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
       if (fabs(fptt-(*fret)) > del) {      ulim=(*bx)+GLIMIT*(*cx-*bx); 
         del=fabs(fptt-(*fret));      if ((*bx-u)*(u-*cx) > 0.0) { 
         ibig=i;        fu=(*func)(u); 
       }      } else if ((*cx-u)*(u-ulim) > 0.0) { 
 #ifdef DEBUG        fu=(*func)(u); 
       printf("%d %.12e",i,(*fret));        if (fu < *fc) { 
       for (j=1;j<=n;j++) {          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);            SHFT(*fb,*fc,fu,(*func)(u)) 
         printf(" x(%d)=%.12e",j,xit[j]);            } 
       }      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
       for(j=1;j<=n;j++)        u=ulim; 
         printf(" p=%.12e",p[j]);        fu=(*func)(u); 
       printf("\n");      } else { 
 #endif        u=(*cx)+GOLD*(*cx-*bx); 
     }        fu=(*func)(u); 
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {      } 
 #ifdef DEBUG      SHFT(*ax,*bx,*cx,u) 
       int k[2],l;        SHFT(*fa,*fb,*fc,fu) 
       k[0]=1;        } 
       k[1]=-1;  } 
       printf("Max: %.12e",(*func)(p));  
       for (j=1;j<=n;j++)  /*************** linmin ************************/
         printf(" %.12e",p[j]);  
       printf("\n");  int ncom; 
       for(l=0;l<=1;l++) {  double *pcom,*xicom;
         for (j=1;j<=n;j++) {  double (*nrfunc)(double []); 
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];   
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
         }  { 
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));    double brent(double ax, double bx, double cx, 
       }                 double (*f)(double), double tol, double *xmin); 
 #endif    double f1dim(double x); 
     void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
                 double *fc, double (*func)(double)); 
       free_vector(xit,1,n);    int j; 
       free_vector(xits,1,n);    double xx,xmin,bx,ax; 
       free_vector(ptt,1,n);    double fx,fb,fa;
       free_vector(pt,1,n);   
       return;    ncom=n; 
     }    pcom=vector(1,n); 
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");    xicom=vector(1,n); 
     for (j=1;j<=n;j++) {    nrfunc=func; 
       ptt[j]=2.0*p[j]-pt[j];    for (j=1;j<=n;j++) { 
       xit[j]=p[j]-pt[j];      pcom[j]=p[j]; 
       pt[j]=p[j];      xicom[j]=xi[j]; 
     }    } 
     fptt=(*func)(ptt);    ax=0.0; 
     if (fptt < fp) {    xx=1.0; 
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
       if (t < 0.0) {    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
         linmin(p,xit,n,fret,func);  #ifdef DEBUG
         for (j=1;j<=n;j++) {    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
           xi[j][ibig]=xi[j][n];    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
           xi[j][n]=xit[j];  #endif
         }    for (j=1;j<=n;j++) { 
 #ifdef DEBUG      xi[j] *= xmin; 
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);      p[j] += xi[j]; 
         for(j=1;j<=n;j++)    } 
           printf(" %.12e",xit[j]);    free_vector(xicom,1,n); 
         printf("\n");    free_vector(pcom,1,n); 
 #endif  } 
       }  
     }  /*************** powell ************************/
   }  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
 }              double (*func)(double [])) 
   { 
 /**** Prevalence limit ****************/    void linmin(double p[], double xi[], int n, double *fret, 
                 double (*func)(double [])); 
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)    int i,ibig,j; 
 {    double del,t,*pt,*ptt,*xit;
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit    double fp,fptt;
      matrix by transitions matrix until convergence is reached */    double *xits;
     pt=vector(1,n); 
   int i, ii,j,k;    ptt=vector(1,n); 
   double min, max, maxmin, maxmax,sumnew=0.;    xit=vector(1,n); 
   double **matprod2();    xits=vector(1,n); 
   double **out, cov[NCOVMAX], **pmij();    *fret=(*func)(p); 
   double **newm;    for (j=1;j<=n;j++) pt[j]=p[j]; 
   double agefin, delaymax=50 ; /* Max number of years to converge */    for (*iter=1;;++(*iter)) { 
       fp=(*fret); 
   for (ii=1;ii<=nlstate+ndeath;ii++)      ibig=0; 
     for (j=1;j<=nlstate+ndeath;j++){      del=0.0; 
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);      printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
     }      fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
       fprintf(ficrespow,"%d %.12f",*iter,*fret);
    cov[1]=1.;      for (i=1;i<=n;i++) {
          printf(" %d %.12f",i, p[i]);
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */        fprintf(ficlog," %d %.12lf",i, p[i]);
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){        fprintf(ficrespow," %.12lf", p[i]);
     newm=savm;      }
     /* Covariates have to be included here again */      printf("\n");
      cov[2]=agefin;      fprintf(ficlog,"\n");
        fprintf(ficrespow,"\n");
       for (k=1; k<=cptcovn;k++) {      for (i=1;i<=n;i++) { 
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
         /*      printf("ij=%d k=%d Tvar[k]=%d nbcode=%d cov=%lf codtab[ij][Tvar[k]]=%d \n",ij,k, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k], codtab[ij][Tvar[k]]);*/        fptt=(*fret); 
       }  #ifdef DEBUG
       for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];        printf("fret=%lf \n",*fret);
       for (k=1; k<=cptcovprod;k++)        fprintf(ficlog,"fret=%lf \n",*fret);
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];  #endif
         printf("%d",i);fflush(stdout);
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/        fprintf(ficlog,"%d",i);fflush(ficlog);
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/        linmin(p,xit,n,fret,func); 
       /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/        if (fabs(fptt-(*fret)) > del) { 
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);          del=fabs(fptt-(*fret)); 
           ibig=i; 
     savm=oldm;        } 
     oldm=newm;  #ifdef DEBUG
     maxmax=0.;        printf("%d %.12e",i,(*fret));
     for(j=1;j<=nlstate;j++){        fprintf(ficlog,"%d %.12e",i,(*fret));
       min=1.;        for (j=1;j<=n;j++) {
       max=0.;          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
       for(i=1; i<=nlstate; i++) {          printf(" x(%d)=%.12e",j,xit[j]);
         sumnew=0;          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];        }
         prlim[i][j]= newm[i][j]/(1-sumnew);        for(j=1;j<=n;j++) {
         max=FMAX(max,prlim[i][j]);          printf(" p=%.12e",p[j]);
         min=FMIN(min,prlim[i][j]);          fprintf(ficlog," p=%.12e",p[j]);
       }        }
       maxmin=max-min;        printf("\n");
       maxmax=FMAX(maxmax,maxmin);        fprintf(ficlog,"\n");
     }  #endif
     if(maxmax < ftolpl){      } 
       return prlim;      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
     }  #ifdef DEBUG
   }        int k[2],l;
 }        k[0]=1;
         k[1]=-1;
 /*************** transition probabilities ***************/        printf("Max: %.12e",(*func)(p));
         fprintf(ficlog,"Max: %.12e",(*func)(p));
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )        for (j=1;j<=n;j++) {
 {          printf(" %.12e",p[j]);
   double s1, s2;          fprintf(ficlog," %.12e",p[j]);
   /*double t34;*/        }
   int i,j,j1, nc, ii, jj;        printf("\n");
         fprintf(ficlog,"\n");
     for(i=1; i<= nlstate; i++){        for(l=0;l<=1;l++) {
     for(j=1; j<i;j++){          for (j=1;j<=n;j++) {
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
         /*s2 += param[i][j][nc]*cov[nc];*/            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/          }
       }          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
       ps[i][j]=s2;          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/        }
     }  #endif
     for(j=i+1; j<=nlstate+ndeath;j++){  
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){  
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];        free_vector(xit,1,n); 
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/        free_vector(xits,1,n); 
       }        free_vector(ptt,1,n); 
       ps[i][j]=s2;        free_vector(pt,1,n); 
     }        return; 
   }      } 
     /*ps[3][2]=1;*/      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
       for (j=1;j<=n;j++) { 
   for(i=1; i<= nlstate; i++){        ptt[j]=2.0*p[j]-pt[j]; 
      s1=0;        xit[j]=p[j]-pt[j]; 
     for(j=1; j<i; j++)        pt[j]=p[j]; 
       s1+=exp(ps[i][j]);      } 
     for(j=i+1; j<=nlstate+ndeath; j++)      fptt=(*func)(ptt); 
       s1+=exp(ps[i][j]);      if (fptt < fp) { 
     ps[i][i]=1./(s1+1.);        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
     for(j=1; j<i; j++)        if (t < 0.0) { 
       ps[i][j]= exp(ps[i][j])*ps[i][i];          linmin(p,xit,n,fret,func); 
     for(j=i+1; j<=nlstate+ndeath; j++)          for (j=1;j<=n;j++) { 
       ps[i][j]= exp(ps[i][j])*ps[i][i];            xi[j][ibig]=xi[j][n]; 
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */            xi[j][n]=xit[j]; 
   } /* end i */          }
   #ifdef DEBUG
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
     for(jj=1; jj<= nlstate+ndeath; jj++){          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
       ps[ii][jj]=0;          for(j=1;j<=n;j++){
       ps[ii][ii]=1;            printf(" %.12e",xit[j]);
     }            fprintf(ficlog," %.12e",xit[j]);
   }          }
           printf("\n");
           fprintf(ficlog,"\n");
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){  #endif
     for(jj=1; jj<= nlstate+ndeath; jj++){        }
      printf("%lf ",ps[ii][jj]);      } 
    }    } 
     printf("\n ");  } 
     }  
     printf("\n ");printf("%lf ",cov[2]);*/  /**** Prevalence limit (stable prevalence)  ****************/
 /*  
   for(i=1; i<= npar; i++) printf("%f ",x[i]);  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
   goto end;*/  {
     return ps;    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
 }       matrix by transitions matrix until convergence is reached */
   
 /**************** Product of 2 matrices ******************/    int i, ii,j,k;
     double min, max, maxmin, maxmax,sumnew=0.;
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)    double **matprod2();
 {    double **out, cov[NCOVMAX], **pmij();
   /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times    double **newm;
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */    double agefin, delaymax=50 ; /* Max number of years to converge */
   /* in, b, out are matrice of pointers which should have been initialized  
      before: only the contents of out is modified. The function returns    for (ii=1;ii<=nlstate+ndeath;ii++)
      a pointer to pointers identical to out */      for (j=1;j<=nlstate+ndeath;j++){
   long i, j, k;        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   for(i=nrl; i<= nrh; i++)      }
     for(k=ncolol; k<=ncoloh; k++)  
       for(j=ncl,out[i][k]=0.; j<=nch; j++)     cov[1]=1.;
         out[i][k] +=in[i][j]*b[j][k];   
    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
   return out;    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
 }      newm=savm;
       /* Covariates have to be included here again */
        cov[2]=agefin;
 /************* Higher Matrix Product ***************/    
         for (k=1; k<=cptcovn;k++) {
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
 {          /*      printf("ij=%d k=%d Tvar[k]=%d nbcode=%d cov=%lf codtab[ij][Tvar[k]]=%d \n",ij,k, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k], codtab[ij][Tvar[k]]);*/
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month        }
      duration (i.e. until        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.        for (k=1; k<=cptcovprod;k++)
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
      (typically every 2 years instead of every month which is too big).  
      Model is determined by parameters x and covariates have to be        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
      included manually here.        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
         /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
      */      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
   
   int i, j, d, h, k;      savm=oldm;
   double **out, cov[NCOVMAX];      oldm=newm;
   double **newm;      maxmax=0.;
       for(j=1;j<=nlstate;j++){
   /* Hstepm could be zero and should return the unit matrix */        min=1.;
   for (i=1;i<=nlstate+ndeath;i++)        max=0.;
     for (j=1;j<=nlstate+ndeath;j++){        for(i=1; i<=nlstate; i++) {
       oldm[i][j]=(i==j ? 1.0 : 0.0);          sumnew=0;
       po[i][j][0]=(i==j ? 1.0 : 0.0);          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
     }          prlim[i][j]= newm[i][j]/(1-sumnew);
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */          max=FMAX(max,prlim[i][j]);
   for(h=1; h <=nhstepm; h++){          min=FMIN(min,prlim[i][j]);
     for(d=1; d <=hstepm; d++){        }
       newm=savm;        maxmin=max-min;
       /* Covariates have to be included here again */        maxmax=FMAX(maxmax,maxmin);
       cov[1]=1.;      }
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;      if(maxmax < ftolpl){
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];        return prlim;
       for (k=1; k<=cptcovage;k++)      }
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];    }
       for (k=1; k<=cptcovprod;k++)  }
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];  
   /*************** transition probabilities ***************/ 
   
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/  {
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,    double s1, s2;
                    pmij(pmmij,cov,ncovmodel,x,nlstate));    /*double t34;*/
       savm=oldm;    int i,j,j1, nc, ii, jj;
       oldm=newm;  
     }      for(i=1; i<= nlstate; i++){
     for(i=1; i<=nlstate+ndeath; i++)      for(j=1; j<i;j++){
       for(j=1;j<=nlstate+ndeath;j++) {        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
         po[i][j][h]=newm[i][j];          /*s2 += param[i][j][nc]*cov[nc];*/
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);          s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
          */          /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
       }        }
   } /* end h */        ps[i][j]=s2;
   return po;        /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
 }      }
       for(j=i+1; j<=nlstate+ndeath;j++){
         for (nc=1, s2=0.;nc <=ncovmodel; nc++){
 /*************** log-likelihood *************/          s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
 double func( double *x)          /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
 {        }
   int i, ii, j, k, mi, d, kk;        ps[i][j]=s2;
   double l, ll[NLSTATEMAX], cov[NCOVMAX];      }
   double **out;    }
   double sw; /* Sum of weights */      /*ps[3][2]=1;*/
   double lli; /* Individual log likelihood */  
   long ipmx;    for(i=1; i<= nlstate; i++){
   /*extern weight */       s1=0;
   /* We are differentiating ll according to initial status */      for(j=1; j<i; j++)
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/        s1+=exp(ps[i][j]);
   /*for(i=1;i<imx;i++)      for(j=i+1; j<=nlstate+ndeath; j++)
     printf(" %d\n",s[4][i]);        s1+=exp(ps[i][j]);
   */      ps[i][i]=1./(s1+1.);
   cov[1]=1.;      for(j=1; j<i; j++)
         ps[i][j]= exp(ps[i][j])*ps[i][i];
   for(k=1; k<=nlstate; k++) ll[k]=0.;      for(j=i+1; j<=nlstate+ndeath; j++)
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){        ps[i][j]= exp(ps[i][j])*ps[i][i];
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
     for(mi=1; mi<= wav[i]-1; mi++){    } /* end 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(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
       for(d=0; d<dh[mi][i]; d++){      for(jj=1; jj<= nlstate+ndeath; jj++){
         newm=savm;        ps[ii][jj]=0;
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;        ps[ii][ii]=1;
         for (kk=1; kk<=cptcovage;kk++) {      }
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];    }
         }  
          
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
                      1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));      for(jj=1; jj<= nlstate+ndeath; jj++){
         savm=oldm;       printf("%lf ",ps[ii][jj]);
         oldm=newm;     }
              printf("\n ");
              }
       } /* end mult */      printf("\n ");printf("%lf ",cov[2]);*/
        /*
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);    for(i=1; i<= npar; i++) printf("%f ",x[i]);
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/    goto end;*/
       ipmx +=1;      return ps;
       sw += weight[i];  }
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;  
     } /* end of wave */  /**************** Product of 2 matrices ******************/
   } /* end of individual */  
   double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];  {
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
   return -l;    /* in, b, out are matrice of pointers which should have been initialized 
 }       before: only the contents of out is modified. The function returns
        a pointer to pointers identical to out */
     long i, j, k;
 /*********** Maximum Likelihood Estimation ***************/    for(i=nrl; i<= nrh; i++)
       for(k=ncolol; k<=ncoloh; k++)
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))        for(j=ncl,out[i][k]=0.; j<=nch; j++)
 {          out[i][k] +=in[i][j]*b[j][k];
   int i,j, iter;  
   double **xi,*delti;    return out;
   double fret;  }
   xi=matrix(1,npar,1,npar);  
   for (i=1;i<=npar;i++)  
     for (j=1;j<=npar;j++)  /************* Higher Matrix Product ***************/
       xi[i][j]=(i==j ? 1.0 : 0.0);  
   printf("Powell\n");  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
   powell(p,xi,npar,ftol,&iter,&fret,func);  {
     /* Computes the transition matrix starting at age 'age' over 
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));       'nhstepm*hstepm*stepm' months (i.e. until
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
        nhstepm*hstepm matrices. 
 }       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
        (typically every 2 years instead of every month which is too big 
 /**** Computes Hessian and covariance matrix ***/       for the memory).
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))       Model is determined by parameters x and covariates have to be 
 {       included manually here. 
   double  **a,**y,*x,pd;  
   double **hess;       */
   int i, j,jk;  
   int *indx;    int i, j, d, h, k;
     double **out, cov[NCOVMAX];
   double hessii(double p[], double delta, int theta, double delti[]);    double **newm;
   double hessij(double p[], double delti[], int i, int j);  
   void lubksb(double **a, int npar, int *indx, double b[]) ;    /* Hstepm could be zero and should return the unit matrix */
   void ludcmp(double **a, int npar, int *indx, double *d) ;    for (i=1;i<=nlstate+ndeath;i++)
       for (j=1;j<=nlstate+ndeath;j++){
   hess=matrix(1,npar,1,npar);        oldm[i][j]=(i==j ? 1.0 : 0.0);
         po[i][j][0]=(i==j ? 1.0 : 0.0);
   printf("\nCalculation of the hessian matrix. Wait...\n");      }
   for (i=1;i<=npar;i++){    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     printf("%d",i);fflush(stdout);    for(h=1; h <=nhstepm; h++){
     hess[i][i]=hessii(p,ftolhess,i,delti);      for(d=1; d <=hstepm; d++){
     /*printf(" %f ",p[i]);*/        newm=savm;
     /*printf(" %lf ",hess[i][i]);*/        /* Covariates have to be included here again */
   }        cov[1]=1.;
          cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
   for (i=1;i<=npar;i++) {        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
     for (j=1;j<=npar;j++)  {        for (k=1; k<=cptcovage;k++)
       if (j>i) {          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
         printf(".%d%d",i,j);fflush(stdout);        for (k=1; k<=cptcovprod;k++)
         hess[i][j]=hessij(p,delti,i,j);          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
         hess[j][i]=hess[i][j];      
         /*printf(" %lf ",hess[i][j]);*/  
       }        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
     }        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
   }        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
   printf("\n");                     pmij(pmmij,cov,ncovmodel,x,nlstate));
         savm=oldm;
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");        oldm=newm;
        }
   a=matrix(1,npar,1,npar);      for(i=1; i<=nlstate+ndeath; i++)
   y=matrix(1,npar,1,npar);        for(j=1;j<=nlstate+ndeath;j++) {
   x=vector(1,npar);          po[i][j][h]=newm[i][j];
   indx=ivector(1,npar);          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
   for (i=1;i<=npar;i++)           */
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];        }
   ludcmp(a,npar,indx,&pd);    } /* end h */
     return po;
   for (j=1;j<=npar;j++) {  }
     for (i=1;i<=npar;i++) x[i]=0;  
     x[j]=1;  
     lubksb(a,npar,indx,x);  /*************** log-likelihood *************/
     for (i=1;i<=npar;i++){  double func( double *x)
       matcov[i][j]=x[i];  {
     }    int i, ii, j, k, mi, d, kk;
   }    double l, ll[NLSTATEMAX], cov[NCOVMAX];
     double **out;
   printf("\n#Hessian matrix#\n");    double sw; /* Sum of weights */
   for (i=1;i<=npar;i++) {    double lli; /* Individual log likelihood */
     for (j=1;j<=npar;j++) {    int s1, s2;
       printf("%.3e ",hess[i][j]);    double bbh, survp;
     }    long ipmx;
     printf("\n");    /*extern weight */
   }    /* We are differentiating ll according to initial status */
     /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
   /* Recompute Inverse */    /*for(i=1;i<imx;i++) 
   for (i=1;i<=npar;i++)      printf(" %d\n",s[4][i]);
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];    */
   ludcmp(a,npar,indx,&pd);    cov[1]=1.;
   
   /*  printf("\n#Hessian matrix recomputed#\n");    for(k=1; k<=nlstate; k++) ll[k]=0.;
   
   for (j=1;j<=npar;j++) {    if(mle==1){
     for (i=1;i<=npar;i++) x[i]=0;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     x[j]=1;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     lubksb(a,npar,indx,x);        for(mi=1; mi<= wav[i]-1; mi++){
     for (i=1;i<=npar;i++){          for (ii=1;ii<=nlstate+ndeath;ii++)
       y[i][j]=x[i];            for (j=1;j<=nlstate+ndeath;j++){
       printf("%.3e ",y[i][j]);              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     }              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     printf("\n");            }
   }          for(d=0; d<dh[mi][i]; d++){
   */            newm=savm;
             cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   free_matrix(a,1,npar,1,npar);            for (kk=1; kk<=cptcovage;kk++) {
   free_matrix(y,1,npar,1,npar);              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   free_vector(x,1,npar);            }
   free_ivector(indx,1,npar);            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   free_matrix(hess,1,npar,1,npar);                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
             savm=oldm;
             oldm=newm;
 }          } /* end mult */
         
 /*************** hessian matrix ****************/          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
 double hessii( double x[], double delta, int theta, double delti[])          /* 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 
   int i;           * (in months) between two waves is not a multiple of stepm, we rounded to 
   int l=1, lmax=20;           * the nearest (and in case of equal distance, to the lowest) interval but now
   double k1,k2;           * we keep into memory the bias bh[mi][i] and also the previous matrix product
   double p2[NPARMAX+1];           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
   double res;           * probability in order to take into account the bias as a fraction of the way
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
   double fx;           * -stepm/2 to stepm/2 .
   int k=0,kmax=10;           * For stepm=1 the results are the same as for previous versions of Imach.
   double l1;           * For stepm > 1 the results are less biased than in previous versions. 
            */
   fx=func(x);          s1=s[mw[mi][i]][i];
   for (i=1;i<=npar;i++) p2[i]=x[i];          s2=s[mw[mi+1][i]][i];
   for(l=0 ; l <=lmax; l++){          bbh=(double)bh[mi][i]/(double)stepm; 
     l1=pow(10,l);          /* bias is positive if real duration
     delts=delt;           * is higher than the multiple of stepm and negative otherwise.
     for(k=1 ; k <kmax; k=k+1){           */
       delt = delta*(l1*k);          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
       p2[theta]=x[theta] +delt;          if( s2 > nlstate){ 
       k1=func(p2)-fx;            /* i.e. if s2 is a death state and if the date of death is known then the contribution
       p2[theta]=x[theta]-delt;               to the likelihood is the probability to die between last step unit time and current 
       k2=func(p2)-fx;               step unit time, which is also the differences between probability to die before dh 
       /*res= (k1-2.0*fx+k2)/delt/delt; */               and probability to die before dh-stepm . 
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */               In version up to 0.92 likelihood was computed
                as if date of death was unknown. Death was treated as any other
 #ifdef DEBUG          health state: the date of the interview describes the actual state
       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);          and not the date of a change in health state. The former idea was
 #endif          to consider that at each interview the state was recorded
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */          (healthy, disable or death) and IMaCh was corrected; but when we
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){          introduced the exact date of death then we should have modified
         k=kmax;          the contribution of an exact death to the likelihood. This new
       }          contribution is smaller and very dependent of the step unit
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */          stepm. It is no more the probability to die between last interview
         k=kmax; l=lmax*10.;          and month of death but the probability to survive from last
       }          interview up to one month before death multiplied by the
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){          probability to die within a month. Thanks to Chris
         delts=delt;          Jackson for correcting this bug.  Former versions increased
       }          mortality artificially. The bad side is that we add another loop
     }          which slows down the processing. The difference can be up to 10%
   }          lower mortality.
   delti[theta]=delts;            */
   return res;            lli=log(out[s1][s2] - savm[s1][s2]);
            }else{
 }            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
             /*  lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2]));*/ /* linear interpolation */
 double hessij( double x[], double delti[], int thetai,int thetaj)          } 
 {          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
   int i;          /*if(lli ==000.0)*/
   int l=1, l1, lmax=20;          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
   double k1,k2,k3,k4,res,fx;          ipmx +=1;
   double p2[NPARMAX+1];          sw += weight[i];
   int k;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         } /* end of wave */
   fx=func(x);      } /* end of individual */
   for (k=1; k<=2; k++) {    }  else if(mle==2){
     for (i=1;i<=npar;i++) p2[i]=x[i];      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     p2[thetai]=x[thetai]+delti[thetai]/k;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;        for(mi=1; mi<= wav[i]-1; mi++){
     k1=func(p2)-fx;          for (ii=1;ii<=nlstate+ndeath;ii++)
              for (j=1;j<=nlstate+ndeath;j++){
     p2[thetai]=x[thetai]+delti[thetai]/k;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     k2=func(p2)-fx;            }
            for(d=0; d<=dh[mi][i]; d++){
     p2[thetai]=x[thetai]-delti[thetai]/k;            newm=savm;
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     k3=func(p2)-fx;            for (kk=1; kk<=cptcovage;kk++) {
                cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     p2[thetai]=x[thetai]-delti[thetai]/k;            }
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     k4=func(p2)-fx;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */            savm=oldm;
 #ifdef DEBUG            oldm=newm;
     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);          } /* end mult */
 #endif        
   }          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
   return res;          /* 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 
 /************** Inverse of matrix **************/           * the nearest (and in case of equal distance, to the lowest) interval but now
 void ludcmp(double **a, int n, int *indx, double *d)           * 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
   int i,imax,j,k;           * probability in order to take into account the bias as a fraction of the way
   double big,dum,sum,temp;           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
   double *vv;           * -stepm/2 to stepm/2 .
             * For stepm=1 the results are the same as for previous versions of Imach.
   vv=vector(1,n);           * For stepm > 1 the results are less biased than in previous versions. 
   *d=1.0;           */
   for (i=1;i<=n;i++) {          s1=s[mw[mi][i]][i];
     big=0.0;          s2=s[mw[mi+1][i]][i];
     for (j=1;j<=n;j++)          bbh=(double)bh[mi][i]/(double)stepm; 
       if ((temp=fabs(a[i][j])) > big) big=temp;          /* bias is positive if real duration
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");           * is higher than the multiple of stepm and negative otherwise.
     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= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
     for (i=1;i<j;i++) {          /*lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.-+bh)*out[s1][s2])); */ /* exponential interpolation */
       sum=a[i][j];          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];          /*if(lli ==000.0)*/
       a[i][j]=sum;          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
     }          ipmx +=1;
     big=0.0;          sw += weight[i];
     for (i=j;i<=n;i++) {          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
       sum=a[i][j];        } /* end of wave */
       for (k=1;k<j;k++)      } /* end of individual */
         sum -= a[i][k]*a[k][j];    }  else if(mle==3){  /* exponential inter-extrapolation */
       a[i][j]=sum;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
       if ( (dum=vv[i]*fabs(sum)) >= big) {        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         big=dum;        for(mi=1; mi<= wav[i]-1; mi++){
         imax=i;          for (ii=1;ii<=nlstate+ndeath;ii++)
       }            for (j=1;j<=nlstate+ndeath;j++){
     }              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     if (j != imax) {              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       for (k=1;k<=n;k++) {            }
         dum=a[imax][k];          for(d=0; d<dh[mi][i]; d++){
         a[imax][k]=a[j][k];            newm=savm;
         a[j][k]=dum;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       }            for (kk=1; kk<=cptcovage;kk++) {
       *d = -(*d);              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       vv[imax]=vv[j];            }
     }            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     indx[j]=imax;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     if (a[j][j] == 0.0) a[j][j]=TINY;            savm=oldm;
     if (j != n) {            oldm=newm;
       dum=1.0/(a[j][j]);          } /* end mult */
       for (i=j+1;i<=n;i++) a[i][j] *= dum;        
     }          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
   }          /* But now since version 0.9 we anticipate for bias and large stepm.
   free_vector(vv,1,n);  /* Doesn't work */           * If stepm is larger than one month (smallest stepm) and if the exact delay 
 ;           * (in months) between two waves is not a multiple of stepm, we rounded to 
 }           * the nearest (and in case of equal distance, to the lowest) interval but now
            * we keep into memory the bias bh[mi][i] and also the previous matrix product
 void lubksb(double **a, int n, int *indx, double b[])           * (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
   int i,ii=0,ip,j;           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
   double sum;           * -stepm/2 to stepm/2 .
             * For stepm=1 the results are the same as for previous versions of Imach.
   for (i=1;i<=n;i++) {           * For stepm > 1 the results are less biased than in previous versions. 
     ip=indx[i];           */
     sum=b[ip];          s1=s[mw[mi][i]][i];
     b[ip]=b[i];          s2=s[mw[mi+1][i]][i];
     if (ii)          bbh=(double)bh[mi][i]/(double)stepm; 
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];          /* bias is positive if real duration
     else if (sum) ii=i;           * is higher than the multiple of stepm and negative otherwise.
     b[i]=sum;           */
   }          /* lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); */ /* linear interpolation */
   for (i=n;i>=1;i--) {          lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
     sum=b[i];          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];          /*if(lli ==000.0)*/
     b[i]=sum/a[i][i];          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
   }          ipmx +=1;
 }          sw += weight[i];
           ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 /************ Frequencies ********************/        } /* end of wave */
 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,double jprev1, double mprev1,double anprev1,double jprev2, double mprev2,double anprev2)      } /* end of individual */
 {  /* Some frequencies */    }else{  /* ml=4 no inter-extrapolation */
        for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   int i, m, jk, k1,i1, j1, bool, z1,z2,j;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   double ***freq; /* Frequencies */        for(mi=1; mi<= wav[i]-1; mi++){
   double *pp;          for (ii=1;ii<=nlstate+ndeath;ii++)
   double pos, k2, dateintsum=0,k2cpt=0;            for (j=1;j<=nlstate+ndeath;j++){
   FILE *ficresp;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   char fileresp[FILENAMELENGTH];              savm[ii][j]=(ii==j ? 1.0 : 0.0);
              }
   pp=vector(1,nlstate);          for(d=0; d<dh[mi][i]; d++){
   probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);            newm=savm;
   strcpy(fileresp,"p");            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   strcat(fileresp,fileres);            for (kk=1; kk<=cptcovage;kk++) {
   if((ficresp=fopen(fileresp,"w"))==NULL) {              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     printf("Problem with prevalence resultfile: %s\n", fileresp);            }
     exit(0);          
   }            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   j1=0;            savm=oldm;
              oldm=newm;
   j=cptcoveff;          } /* end mult */
   if (cptcovn<1) {j=1;ncodemax[1]=1;}        
            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
   for(k1=1; k1<=j;k1++){          ipmx +=1;
     for(i1=1; i1<=ncodemax[k1];i1++){          sw += weight[i];
       j1++;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
       /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);        } /* end of wave */
         scanf("%d", i);*/      } /* end of individual */
       for (i=-1; i<=nlstate+ndeath; i++)      } /* End of if */
         for (jk=-1; jk<=nlstate+ndeath; jk++)      for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
           for(m=agemin; m <= agemax+3; m++)    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
             freq[i][jk][m]=0;    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
          return -l;
       dateintsum=0;  }
       k2cpt=0;  
       for (i=1; i<=imx; i++) {  
         bool=1;  /*********** Maximum Likelihood Estimation ***************/
         if  (cptcovn>0) {  
           for (z1=1; z1<=cptcoveff; z1++)  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
             if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])  {
               bool=0;    int i,j, iter;
         }    double **xi;
         if (bool==1) {    double fret;
           for(m=firstpass; m<=lastpass; m++){    char filerespow[FILENAMELENGTH];
             k2=anint[m][i]+(mint[m][i]/12.);    xi=matrix(1,npar,1,npar);
             if ((k2>=dateprev1) && (k2<=dateprev2)) {    for (i=1;i<=npar;i++)
               if(agev[m][i]==0) agev[m][i]=agemax+1;      for (j=1;j<=npar;j++)
               if(agev[m][i]==1) agev[m][i]=agemax+2;        xi[i][j]=(i==j ? 1.0 : 0.0);
               if (m<lastpass) {    printf("Powell\n");  fprintf(ficlog,"Powell\n");
                 freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];    strcpy(filerespow,"pow"); 
                 freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];    strcat(filerespow,fileres);
               }    if((ficrespow=fopen(filerespow,"w"))==NULL) {
                    printf("Problem with resultfile: %s\n", filerespow);
               if ((agev[m][i]>1) && (agev[m][i]< (agemax+3))) {      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
                 dateintsum=dateintsum+k2;    }
                 k2cpt++;    fprintf(ficrespow,"# Powell\n# iter -2*LL");
               }    for (i=1;i<=nlstate;i++)
             }      for(j=1;j<=nlstate+ndeath;j++)
           }        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
         }    fprintf(ficrespow,"\n");
       }    powell(p,xi,npar,ftol,&iter,&fret,func);
          
       fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);    fclose(ficrespow);
     printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
       if  (cptcovn>0) {    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
         fprintf(ficresp, "\n#********** Variable ");    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
         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<=nlstate;i++)  /**** Computes Hessian and covariance matrix ***/
         fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
       fprintf(ficresp, "\n");  {
          double  **a,**y,*x,pd;
       for(i=(int)agemin; i <= (int)agemax+3; i++){    double **hess;
         if(i==(int)agemax+3)    int i, j,jk;
           printf("Total");    int *indx;
         else  
           printf("Age %d", i);    double hessii(double p[], double delta, int theta, double delti[]);
         for(jk=1; jk <=nlstate ; jk++){    double hessij(double p[], double delti[], int i, int j);
           for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)    void lubksb(double **a, int npar, int *indx, double b[]) ;
             pp[jk] += freq[jk][m][i];    void ludcmp(double **a, int npar, int *indx, double *d) ;
         }  
         for(jk=1; jk <=nlstate ; jk++){    hess=matrix(1,npar,1,npar);
           for(m=-1, pos=0; m <=0 ; m++)  
             pos += freq[jk][m][i];    printf("\nCalculation of the hessian matrix. Wait...\n");
           if(pp[jk]>=1.e-10)    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
             printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);    for (i=1;i<=npar;i++){
           else      printf("%d",i);fflush(stdout);
             printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);      fprintf(ficlog,"%d",i);fflush(ficlog);
         }      hess[i][i]=hessii(p,ftolhess,i,delti);
       /*printf(" %f ",p[i]);*/
         for(jk=1; jk <=nlstate ; jk++){      /*printf(" %lf ",hess[i][i]);*/
           for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)    }
             pp[jk] += freq[jk][m][i];    
         }    for (i=1;i<=npar;i++) {
       for (j=1;j<=npar;j++)  {
         for(jk=1,pos=0; jk <=nlstate ; jk++)        if (j>i) { 
           pos += pp[jk];          printf(".%d%d",i,j);fflush(stdout);
         for(jk=1; jk <=nlstate ; jk++){          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
           if(pos>=1.e-5)          hess[i][j]=hessij(p,delti,i,j);
             printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);          hess[j][i]=hess[i][j];    
           else          /*printf(" %lf ",hess[i][j]);*/
             printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);        }
           if( i <= (int) agemax){      }
             if(pos>=1.e-5){    }
               fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);    printf("\n");
               probs[i][jk][j1]= pp[jk]/pos;    fprintf(ficlog,"\n");
               /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/  
             }    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
             else    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
               fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);    
           }    a=matrix(1,npar,1,npar);
         }    y=matrix(1,npar,1,npar);
            x=vector(1,npar);
         for(jk=-1; jk <=nlstate+ndeath; jk++)    indx=ivector(1,npar);
           for(m=-1; m <=nlstate+ndeath; m++)    for (i=1;i<=npar;i++)
             if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
         if(i <= (int) agemax)    ludcmp(a,npar,indx,&pd);
           fprintf(ficresp,"\n");  
         printf("\n");    for (j=1;j<=npar;j++) {
       }      for (i=1;i<=npar;i++) x[i]=0;
     }      x[j]=1;
   }      lubksb(a,npar,indx,x);
   dateintmean=dateintsum/k2cpt;      for (i=1;i<=npar;i++){ 
          matcov[i][j]=x[i];
   fclose(ficresp);      }
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);    }
   free_vector(pp,1,nlstate);  
      printf("\n#Hessian matrix#\n");
   /* End of Freq */    fprintf(ficlog,"\n#Hessian matrix#\n");
 }    for (i=1;i<=npar;i++) { 
       for (j=1;j<=npar;j++) { 
 /************ Prevalence ********************/        printf("%.3e ",hess[i][j]);
 void prevalence(int agemin, float 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)        fprintf(ficlog,"%.3e ",hess[i][j]);
 {  /* Some frequencies */      }
        printf("\n");
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;      fprintf(ficlog,"\n");
   double ***freq; /* Frequencies */    }
   double *pp;  
   double pos, k2;    /* Recompute Inverse */
     for (i=1;i<=npar;i++)
   pp=vector(1,nlstate);      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
   probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);    ludcmp(a,npar,indx,&pd);
    
   freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);    /*  printf("\n#Hessian matrix recomputed#\n");
   j1=0;  
      for (j=1;j<=npar;j++) {
   j=cptcoveff;      for (i=1;i<=npar;i++) x[i]=0;
   if (cptcovn<1) {j=1;ncodemax[1]=1;}      x[j]=1;
        lubksb(a,npar,indx,x);
  for(k1=1; k1<=j;k1++){      for (i=1;i<=npar;i++){ 
     for(i1=1; i1<=ncodemax[k1];i1++){        y[i][j]=x[i];
       j1++;        printf("%.3e ",y[i][j]);
          fprintf(ficlog,"%.3e ",y[i][j]);
       for (i=-1; i<=nlstate+ndeath; i++)        }
         for (jk=-1; jk<=nlstate+ndeath; jk++)        printf("\n");
           for(m=agemin; m <= agemax+3; m++)      fprintf(ficlog,"\n");
             freq[i][jk][m]=0;    }
          */
       for (i=1; i<=imx; i++) {  
         bool=1;    free_matrix(a,1,npar,1,npar);
         if  (cptcovn>0) {    free_matrix(y,1,npar,1,npar);
           for (z1=1; z1<=cptcoveff; z1++)    free_vector(x,1,npar);
             if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])    free_ivector(indx,1,npar);
               bool=0;    free_matrix(hess,1,npar,1,npar);
         }  
         if (bool==1) {  
           for(m=firstpass; m<=lastpass; m++){  }
             k2=anint[m][i]+(mint[m][i]/12.);  
             if ((k2>=dateprev1) && (k2<=dateprev2)) {  /*************** hessian matrix ****************/
               if(agev[m][i]==0) agev[m][i]=agemax+1;  double hessii( double x[], double delta, int theta, double delti[])
               if(agev[m][i]==1) agev[m][i]=agemax+2;  {
               if (m<lastpass) freq[s[m][i]][s[m+1][i]][(int)(agev[m][i]+1-((int)calagedate %12)/12.)] += weight[i];    int i;
               /* freq[s[m][i]][s[m+1][i]][(int)(agemax+3+1)] += weight[i];  */    int l=1, lmax=20;
             }    double k1,k2;
           }    double p2[NPARMAX+1];
         }    double res;
       }    double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
         for(i=(int)agemin; i <= (int)agemax+3; i++){    double fx;
           for(jk=1; jk <=nlstate ; jk++){    int k=0,kmax=10;
             for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)    double l1;
               pp[jk] += freq[jk][m][i];  
           }    fx=func(x);
           for(jk=1; jk <=nlstate ; jk++){    for (i=1;i<=npar;i++) p2[i]=x[i];
             for(m=-1, pos=0; m <=0 ; m++)    for(l=0 ; l <=lmax; l++){
             pos += freq[jk][m][i];      l1=pow(10,l);
         }      delts=delt;
              for(k=1 ; k <kmax; k=k+1){
          for(jk=1; jk <=nlstate ; jk++){        delt = delta*(l1*k);
            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)        p2[theta]=x[theta] +delt;
              pp[jk] += freq[jk][m][i];        k1=func(p2)-fx;
          }        p2[theta]=x[theta]-delt;
                  k2=func(p2)-fx;
          for(jk=1,pos=0; jk <=nlstate ; jk++) pos += pp[jk];        /*res= (k1-2.0*fx+k2)/delt/delt; */
         res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
          for(jk=1; jk <=nlstate ; jk++){                  
            if( i <= (int) agemax){  #ifdef DEBUG
              if(pos>=1.e-5){        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);
                probs[i][jk][j1]= pp[jk]/pos;        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);
              }  #endif
            }        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
          }        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
                    k=kmax;
         }        }
     }        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
   }          k=kmax; l=lmax*10.;
          }
          else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);          delts=delt;
   free_vector(pp,1,nlstate);        }
        }
 }  /* End of Freq */    }
     delti[theta]=delts;
 /************* Waves Concatenation ***************/    return res; 
     
 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.  double hessij( double x[], double delti[], int thetai,int thetaj)
      Death is a valid wave (if date is known).  {
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i    int i;
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]    int l=1, l1, lmax=20;
      and mw[mi+1][i]. dh depends on stepm.    double k1,k2,k3,k4,res,fx;
      */    double p2[NPARMAX+1];
     int k;
   int i, mi, m;  
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;    fx=func(x);
      double sum=0., jmean=0.;*/    for (k=1; k<=2; k++) {
       for (i=1;i<=npar;i++) p2[i]=x[i];
   int j, k=0,jk, ju, jl;      p2[thetai]=x[thetai]+delti[thetai]/k;
   double sum=0.;      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
   jmin=1e+5;      k1=func(p2)-fx;
   jmax=-1;    
   jmean=0.;      p2[thetai]=x[thetai]+delti[thetai]/k;
   for(i=1; i<=imx; i++){      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
     mi=0;      k2=func(p2)-fx;
     m=firstpass;    
     while(s[m][i] <= nlstate){      p2[thetai]=x[thetai]-delti[thetai]/k;
       if(s[m][i]>=1)      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
         mw[++mi][i]=m;      k3=func(p2)-fx;
       if(m >=lastpass)    
         break;      p2[thetai]=x[thetai]-delti[thetai]/k;
       else      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
         m++;      k4=func(p2)-fx;
     }/* end while */      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
     if (s[m][i] > nlstate){  #ifdef DEBUG
       mi++;     /* Death is another wave */      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);
       /* if(mi==0)  never been interviewed correctly before death */      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);
          /* Only death is a correct wave */  #endif
       mw[mi][i]=m;    }
     }    return res;
   }
     wav[i]=mi;  
     if(mi==0)  /************** Inverse of matrix **************/
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);  void ludcmp(double **a, int n, int *indx, double *d) 
   }  { 
     int i,imax,j,k; 
   for(i=1; i<=imx; i++){    double big,dum,sum,temp; 
     for(mi=1; mi<wav[i];mi++){    double *vv; 
       if (stepm <=0)   
         dh[mi][i]=1;    vv=vector(1,n); 
       else{    *d=1.0; 
         if (s[mw[mi+1][i]][i] > nlstate) {    for (i=1;i<=n;i++) { 
           if (agedc[i] < 2*AGESUP) {      big=0.0; 
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);      for (j=1;j<=n;j++) 
           if(j==0) j=1;  /* Survives at least one month after exam */        if ((temp=fabs(a[i][j])) > big) big=temp; 
           k=k+1;      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
           if (j >= jmax) jmax=j;      vv[i]=1.0/big; 
           if (j <= jmin) jmin=j;    } 
           sum=sum+j;    for (j=1;j<=n;j++) { 
           /*if (j<0) printf("j=%d num=%d \n",j,i); */      for (i=1;i<j;i++) { 
           }        sum=a[i][j]; 
         }        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
         else{        a[i][j]=sum; 
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));      } 
           k=k+1;      big=0.0; 
           if (j >= jmax) jmax=j;      for (i=j;i<=n;i++) { 
           else if (j <= jmin)jmin=j;        sum=a[i][j]; 
           /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */        for (k=1;k<j;k++) 
           sum=sum+j;          sum -= a[i][k]*a[k][j]; 
         }        a[i][j]=sum; 
         jk= j/stepm;        if ( (dum=vv[i]*fabs(sum)) >= big) { 
         jl= j -jk*stepm;          big=dum; 
         ju= j -(jk+1)*stepm;          imax=i; 
         if(jl <= -ju)        } 
           dh[mi][i]=jk;      } 
         else      if (j != imax) { 
           dh[mi][i]=jk+1;        for (k=1;k<=n;k++) { 
         if(dh[mi][i]==0)          dum=a[imax][k]; 
           dh[mi][i]=1; /* At least one step */          a[imax][k]=a[j][k]; 
       }          a[j][k]=dum; 
     }        } 
   }        *d = -(*d); 
   jmean=sum/k;        vv[imax]=vv[j]; 
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);      } 
  }      indx[j]=imax; 
 /*********** Tricode ****************************/      if (a[j][j] == 0.0) a[j][j]=TINY; 
 void tricode(int *Tvar, int **nbcode, int imx)      if (j != n) { 
 {        dum=1.0/(a[j][j]); 
   int Ndum[20],ij=1, k, j, i;        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
   int cptcode=0;      } 
   cptcoveff=0;    } 
      free_vector(vv,1,n);  /* Doesn't work */
   for (k=0; k<19; k++) Ndum[k]=0;  ;
   for (k=1; k<=7; k++) ncodemax[k]=0;  } 
   
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {  void lubksb(double **a, int n, int *indx, double b[]) 
     for (i=1; i<=imx; i++) {  { 
       ij=(int)(covar[Tvar[j]][i]);    int i,ii=0,ip,j; 
       Ndum[ij]++;    double sum; 
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/   
       if (ij > cptcode) cptcode=ij;    for (i=1;i<=n;i++) { 
     }      ip=indx[i]; 
       sum=b[ip]; 
     for (i=0; i<=cptcode; i++) {      b[ip]=b[i]; 
       if(Ndum[i]!=0) ncodemax[j]++;      if (ii) 
     }        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
     ij=1;      else if (sum) ii=i; 
       b[i]=sum; 
     } 
     for (i=1; i<=ncodemax[j]; i++) {    for (i=n;i>=1;i--) { 
       for (k=0; k<=19; k++) {      sum=b[i]; 
         if (Ndum[k] != 0) {      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
           nbcode[Tvar[j]][ij]=k;      b[i]=sum/a[i][i]; 
           /*     printf("nbcodeaaaaaaaaaaa=%d Tvar[j]=%d ij=%d j=%d",nbcode[Tvar[j]][ij],Tvar[j],ij,j);*/    } 
           ij++;  } 
         }  
         if (ij > ncodemax[j]) break;  /************ Frequencies ********************/
       }    void  freqsummary(char fileres[], int iagemin, int iagemax, int **s, double **agev, int nlstate, int imx, int *Tvaraff, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2,double jprev1, double mprev1,double anprev1,double jprev2, double mprev2,double anprev2)
     }  {  /* Some frequencies */
   }      
     int i, m, jk, k1,i1, j1, bool, z1,z2,j;
  for (k=0; k<19; k++) Ndum[k]=0;    int first;
     double ***freq; /* Frequencies */
  for (i=1; i<=ncovmodel-2; i++) {    double *pp, **prop;
       ij=Tvar[i];    double pos,posprop, k2, dateintsum=0,k2cpt=0;
       Ndum[ij]++;    FILE *ficresp;
     }    char fileresp[FILENAMELENGTH];
     
  ij=1;    pp=vector(1,nlstate);
  for (i=1; i<=10; i++) {    prop=matrix(1,nlstate,iagemin,iagemax+3);
    if((Ndum[i]!=0) && (i<=ncovcol)){    strcpy(fileresp,"p");
      Tvaraff[ij]=i;    strcat(fileresp,fileres);
      ij++;    if((ficresp=fopen(fileresp,"w"))==NULL) {
    }      printf("Problem with prevalence resultfile: %s\n", fileresp);
  }      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
        exit(0);
     cptcoveff=ij-1;    }
 }    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
     j1=0;
 /*********** Health Expectancies ****************/    
     j=cptcoveff;
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)    if (cptcovn<1) {j=1;ncodemax[1]=1;}
 {  
   /* Health expectancies */    first=1;
   int i, j, nhstepm, hstepm, h, nstepm, k;  
   double age, agelim, hf;    for(k1=1; k1<=j;k1++){
   double ***p3mat;      for(i1=1; i1<=ncodemax[k1];i1++){
          j1++;
   fprintf(ficreseij,"# Health expectancies\n");        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
   fprintf(ficreseij,"# Age");          scanf("%d", i);*/
   for(i=1; i<=nlstate;i++)        for (i=-1; i<=nlstate+ndeath; i++)  
     for(j=1; j<=nlstate;j++)          for (jk=-1; jk<=nlstate+ndeath; jk++)  
       fprintf(ficreseij," %1d-%1d",i,j);            for(m=iagemin; m <= iagemax+3; m++)
   fprintf(ficreseij,"\n");              freq[i][jk][m]=0;
   
   k=1;             /* For example stepm=6 months */      for (i=1; i<=nlstate; i++)  
   hstepm=k*YEARM; /* (a) Every k years of age (in months), for example every k=2 years 24 m */        for(m=iagemin; m <= iagemax+3; m++)
   hstepm=stepm;   /* or (b) We decided to compute the life expectancy with the smallest unit */          prop[i][m]=0;
   /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm.        
      nhstepm is the number of hstepm from age to agelim        dateintsum=0;
      nstepm is the number of stepm from age to agelin.        k2cpt=0;
      Look at hpijx to understand the reason of that which relies in memory size        for (i=1; i<=imx; i++) {
      and note for a fixed period like k years */          bool=1;
   /* We decided (b) to get a life expectancy respecting the most precise curvature of the          if  (cptcovn>0) {
      survival function given by stepm (the optimization length). Unfortunately it            for (z1=1; z1<=cptcoveff; z1++) 
      means that if the survival funtion is printed only each two years of age and if              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
      you sum them up and add 1 year (area under the trapezoids) you won't get the same                bool=0;
      results. So we changed our mind and took the option of the best precision.          }
   */          if (bool==1){
   hstepm=hstepm/stepm; /* Typically in stepm units, if k= 2 years, = 2/6 months = 4 */            for(m=firstpass; m<=lastpass; m++){
               k2=anint[m][i]+(mint[m][i]/12.);
   agelim=AGESUP;              if ((k2>=dateprev1) && (k2<=dateprev2)) {
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */                if(agev[m][i]==0) agev[m][i]=iagemax+1;
     /* nhstepm age range expressed in number of stepm */                if(agev[m][i]==1) agev[m][i]=iagemax+2;
     nstepm=(int) rint((agelim-age)*YEARM/stepm);                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
     /* Typically if 20 years nstepm = 20*12/6=40 stepm */                if (m<lastpass) {
     /* if (stepm >= YEARM) hstepm=1;*/                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
     nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);                }
     /* Computed by stepm unit matrices, product of hstepm matrices, stored                
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);                    dateintsum=dateintsum+k2;
     hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */                  k2cpt++;
     for(i=1; i<=nlstate;i++)                }
       for(j=1; j<=nlstate;j++)              }
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){            }
           eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;          }
           /* 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]);*/        }
         }         
     fprintf(ficreseij,"%3.0f",age );        fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);
     for(i=1; i<=nlstate;i++)  
       for(j=1; j<=nlstate;j++){        if  (cptcovn>0) {
         fprintf(ficreseij," %9.4f", eij[i][j][(int)age]);          fprintf(ficresp, "\n#********** Variable "); 
       }          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
     fprintf(ficreseij,"\n");          fprintf(ficresp, "**********\n#");
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        }
   }        for(i=1; i<=nlstate;i++) 
 }          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
         fprintf(ficresp, "\n");
 /************ Variance ******************/        
 void varevsij(char fileres[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)        for(i=iagemin; i <= iagemax+3; i++){
 {          if(i==iagemax+3){
   /* Variance of health expectancies */            fprintf(ficlog,"Total");
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/          }else{
   double **newm;            if(first==1){
   double **dnewm,**doldm;              first=0;
   int i, j, nhstepm, hstepm, h, nstepm, kk;              printf("See log file for details...\n");
   int k, cptcode;            }
   double *xp;            fprintf(ficlog,"Age %d", i);
   double **gp, **gm;          }
   double ***gradg, ***trgradg;          for(jk=1; jk <=nlstate ; jk++){
   double ***p3mat;            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
   double age,agelim, hf;              pp[jk] += freq[jk][m][i]; 
   int theta;          }
           for(jk=1; jk <=nlstate ; jk++){
    fprintf(ficresvij,"# Covariances of life expectancies\n");            for(m=-1, pos=0; m <=0 ; m++)
   fprintf(ficresvij,"# Age");              pos += freq[jk][m][i];
   for(i=1; i<=nlstate;i++)            if(pp[jk]>=1.e-10){
     for(j=1; j<=nlstate;j++)              if(first==1){
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
   fprintf(ficresvij,"\n");              }
               fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
   xp=vector(1,npar);            }else{
   dnewm=matrix(1,nlstate,1,npar);              if(first==1)
   doldm=matrix(1,nlstate,1,nlstate);                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
                fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
   kk=1;             /* For example stepm=6 months */            }
   hstepm=kk*YEARM; /* (a) Every k years of age (in months), for example every k=2 years 24 m */          }
   hstepm=stepm;   /* or (b) We decided to compute the life expectancy with the smallest unit */  
   /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm.          for(jk=1; jk <=nlstate ; jk++){
      nhstepm is the number of hstepm from age to agelim            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
      nstepm is the number of stepm from age to agelin.              pp[jk] += freq[jk][m][i];
      Look at hpijx to understand the reason of that which relies in memory size          }       
      and note for a fixed period like k years */          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
   /* We decided (b) to get a life expectancy respecting the most precise curvature of the            pos += pp[jk];
      survival function given by stepm (the optimization length). Unfortunately it            posprop += prop[jk][i];
      means that if the survival funtion is printed only each two years of age and if          }
      you sum them up and add 1 year (area under the trapezoids) you won't get the same          for(jk=1; jk <=nlstate ; jk++){
      results. So we changed our mind and took the option of the best precision.            if(pos>=1.e-5){
   */              if(first==1)
   hstepm=hstepm/stepm; /* Typically in stepm units, if k= 2 years, = 2/6 months = 4 */                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
   agelim = AGESUP;              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */            }else{
     nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */              if(first==1)
     nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);            }
     gp=matrix(0,nhstepm,1,nlstate);            if( i <= iagemax){
     gm=matrix(0,nhstepm,1,nlstate);              if(pos>=1.e-5){
                 fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
     for(theta=1; theta <=npar; theta++){                probs[i][jk][j1]= pp[jk]/pos;
       for(i=1; i<=npar; i++){ /* Computes gradient */                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
         xp[i] = x[i] + (i==theta ?delti[theta]:0);              }
       }              else
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);                  fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);            }
           }
       if (popbased==1) {          
         for(i=1; i<=nlstate;i++)          for(jk=-1; jk <=nlstate+ndeath; jk++)
           prlim[i][i]=probs[(int)age][i][ij];            for(m=-1; m <=nlstate+ndeath; m++)
       }              if(freq[jk][m][i] !=0 ) {
                if(first==1)
       for(j=1; j<= nlstate; j++){                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
         for(h=0; h<=nhstepm; h++){                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)              }
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];          if(i <= iagemax)
         }            fprintf(ficresp,"\n");
       }          if(first==1)
                printf("Others in log...\n");
       for(i=1; i<=npar; i++) /* Computes gradient */          fprintf(ficlog,"\n");
         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);    }
      dateintmean=dateintsum/k2cpt; 
       if (popbased==1) {   
         for(i=1; i<=nlstate;i++)    fclose(ficresp);
           prlim[i][i]=probs[(int)age][i][ij];    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
       }    free_vector(pp,1,nlstate);
     free_matrix(prop,1,nlstate,iagemin, iagemax+3);
       for(j=1; j<= nlstate; j++){    /* End of Freq */
         for(h=0; h<=nhstepm; h++){  }
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)  
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];  /************ Prevalence ********************/
         }  void prevalence(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)
       }  {  
     /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
       for(j=1; j<= nlstate; j++)       in each health status at the date of interview (if between dateprev1 and dateprev2).
         for(h=0; h<=nhstepm; h++){       We still use firstpass and lastpass as another selection.
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];    */
         }   
     } /* End theta */    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
     double ***freq; /* Frequencies */
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);    double *pp, **prop;
     double pos,posprop; 
     for(h=0; h<=nhstepm; h++)    double  y2; /* in fractional years */
       for(j=1; j<=nlstate;j++)    int iagemin, iagemax;
         for(theta=1; theta <=npar; theta++)  
           trgradg[h][j][theta]=gradg[h][theta][j];    iagemin= (int) agemin;
     iagemax= (int) agemax;
     hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */    /*pp=vector(1,nlstate);*/
     for(i=1;i<=nlstate;i++)    prop=matrix(1,nlstate,iagemin,iagemax+3); 
       for(j=1;j<=nlstate;j++)    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
         vareij[i][j][(int)age] =0.;    j1=0;
     
     for(h=0;h<=nhstepm;h++){    j=cptcoveff;
       for(k=0;k<=nhstepm;k++){    if (cptcovn<1) {j=1;ncodemax[1]=1;}
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);    
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);    for(k1=1; k1<=j;k1++){
         for(i=1;i<=nlstate;i++)      for(i1=1; i1<=ncodemax[k1];i1++){
           for(j=1;j<=nlstate;j++)        j1++;
             vareij[i][j][(int)age] += doldm[i][j]*hf*hf;        
       }        for (i=1; i<=nlstate; i++)  
     }          for(m=iagemin; m <= iagemax+3; m++)
             prop[i][m]=0.0;
     fprintf(ficresvij,"%.0f ",age );       
     for(i=1; i<=nlstate;i++)        for (i=1; i<=imx; i++) { /* Each individual */
       for(j=1; j<=nlstate;j++){          bool=1;
         fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);          if  (cptcovn>0) {
       }            for (z1=1; z1<=cptcoveff; z1++) 
     fprintf(ficresvij,"\n");              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
     free_matrix(gp,0,nhstepm,1,nlstate);                bool=0;
     free_matrix(gm,0,nhstepm,1,nlstate);          } 
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);          if (bool==1) { 
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
   } /* End age */              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
                  if(agev[m][i]==0) agev[m][i]=iagemax+1;
   free_vector(xp,1,npar);                if(agev[m][i]==1) agev[m][i]=iagemax+2;
   free_matrix(doldm,1,nlstate,1,npar);                if((int)agev[m][i] <iagemin || (int)agev[m][i] >iagemax+3) printf("Error on individual =%d agev[m][i]=%f m=%d\n",i, agev[m][i],m); 
   free_matrix(dnewm,1,nlstate,1,nlstate);                if (s[m][i]>0 && s[m][i]<=nlstate) { 
                   /*if(i>4620) printf(" i=%d m=%d s[m][i]=%d (int)agev[m][i]=%d weight[i]=%f prop=%f\n",i,m,s[m][i],(int)agev[m][m],weight[i],prop[s[m][i]][(int)agev[m][i]]);*/
 }                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
                   prop[s[m][i]][iagemax+3] += weight[i]; 
 /************ 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)              }
 {            } /* end selection of waves */
   /* Variance of prevalence limit */          }
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/        }
   double **newm;        for(i=iagemin; i <= iagemax+3; i++){  
   double **dnewm,**doldm;          
   int i, j, nhstepm, hstepm;          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
   int k, cptcode;            posprop += prop[jk][i]; 
   double *xp;          } 
   double *gp, *gm;  
   double **gradg, **trgradg;          for(jk=1; jk <=nlstate ; jk++){     
   double age,agelim;            if( i <=  iagemax){ 
   int theta;              if(posprop>=1.e-5){ 
                    probs[i][jk][j1]= prop[jk][i]/posprop;
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");              } 
   fprintf(ficresvpl,"# Age");            } 
   for(i=1; i<=nlstate;i++)          }/* end jk */ 
       fprintf(ficresvpl," %1d-%1d",i,i);        }/* end i */ 
   fprintf(ficresvpl,"\n");      } /* end i1 */
     } /* end k1 */
   xp=vector(1,npar);    
   dnewm=matrix(1,nlstate,1,npar);    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
   doldm=matrix(1,nlstate,1,nlstate);    /*free_vector(pp,1,nlstate);*/
      free_matrix(prop,1,nlstate, iagemin,iagemax+3);
   hstepm=1*YEARM; /* Every year of age */  }  /* End of prevalence */
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */  
   agelim = AGESUP;  /************* Waves Concatenation ***************/
   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  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)
     if (stepm >= YEARM) hstepm=1;  {
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
     gradg=matrix(1,npar,1,nlstate);       Death is a valid wave (if date is known).
     gp=vector(1,nlstate);       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
     gm=vector(1,nlstate);       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.
     for(theta=1; theta <=npar; theta++){       */
       for(i=1; i<=npar; i++){ /* Computes gradient */  
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    int i, mi, m;
       }    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);       double sum=0., jmean=0.;*/
       for(i=1;i<=nlstate;i++)    int first;
         gp[i] = prlim[i][i];    int j, k=0,jk, ju, jl;
        double sum=0.;
       for(i=1; i<=npar; i++) /* Computes gradient */    first=0;
         xp[i] = x[i] - (i==theta ?delti[theta]:0);    jmin=1e+5;
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    jmax=-1;
       for(i=1;i<=nlstate;i++)    jmean=0.;
         gm[i] = prlim[i][i];    for(i=1; i<=imx; i++){
       mi=0;
       for(i=1;i<=nlstate;i++)      m=firstpass;
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];      while(s[m][i] <= nlstate){
     } /* End theta */        if(s[m][i]>=1)
           mw[++mi][i]=m;
     trgradg =matrix(1,nlstate,1,npar);        if(m >=lastpass)
           break;
     for(j=1; j<=nlstate;j++)        else
       for(theta=1; theta <=npar; theta++)          m++;
         trgradg[j][theta]=gradg[theta][j];      }/* end while */
       if (s[m][i] > nlstate){
     for(i=1;i<=nlstate;i++)        mi++;     /* Death is another wave */
       varpl[i][(int)age] =0.;        /* if(mi==0)  never been interviewed correctly before death */
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);           /* Only death is a correct wave */
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);        mw[mi][i]=m;
     for(i=1;i<=nlstate;i++)      }
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */  
       wav[i]=mi;
     fprintf(ficresvpl,"%.0f ",age );      if(mi==0){
     for(i=1; i<=nlstate;i++)        if(first==0){
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));          printf("Warning! None valid information for:%d line=%d (skipped) and may be others, see log file\n",num[i],i);
     fprintf(ficresvpl,"\n");          first=1;
     free_vector(gp,1,nlstate);        }
     free_vector(gm,1,nlstate);        if(first==1){
     free_matrix(gradg,1,npar,1,nlstate);          fprintf(ficlog,"Warning! None valid information for:%d line=%d (skipped)\n",num[i],i);
     free_matrix(trgradg,1,nlstate,1,npar);        }
   } /* End age */      } /* end mi==0 */
     } /* End individuals */
   free_vector(xp,1,npar);  
   free_matrix(doldm,1,nlstate,1,npar);    for(i=1; i<=imx; i++){
   free_matrix(dnewm,1,nlstate,1,nlstate);      for(mi=1; mi<wav[i];mi++){
         if (stepm <=0)
 }          dh[mi][i]=1;
         else{
 /************ Variance of one-step probabilities  ******************/          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
 void varprob(char fileres[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij)            if (agedc[i] < 2*AGESUP) {
 {            j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
   int i, j;            if(j==0) j=1;  /* Survives at least one month after exam */
   int k=0, cptcode;            k=k+1;
   double **dnewm,**doldm;            if (j >= jmax) jmax=j;
   double *xp;            if (j <= jmin) jmin=j;
   double *gp, *gm;            sum=sum+j;
   double **gradg, **trgradg;            /*if (j<0) printf("j=%d num=%d \n",j,i);*/
   double age,agelim, cov[NCOVMAX];            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
   int theta;            if(j<0)printf("Error! Negative delay (%d to death) between waves %d and %d of individual %d at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
   char fileresprob[FILENAMELENGTH];            }
           }
   strcpy(fileresprob,"prob");          else{
   strcat(fileresprob,fileres);            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
   if((ficresprob=fopen(fileresprob,"w"))==NULL) {            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
     printf("Problem with resultfile: %s\n", fileresprob);            k=k+1;
   }            if (j >= jmax) jmax=j;
   printf("Computing variance of one-step probabilities: result on file '%s' \n",fileresprob);            else if (j <= jmin)jmin=j;
              /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
             /*printf("%d %lf %d %d %d\n", i,agev[mw[mi][i]][i],j,s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);*/
   xp=vector(1,npar);            if(j<0)printf("Error! Negative delay (%d) between waves %d and %d of individual %d at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
   dnewm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);            sum=sum+j;
   doldm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,(nlstate+ndeath)*(nlstate+ndeath));          }
            jk= j/stepm;
   cov[1]=1;          jl= j -jk*stepm;
   for (age=bage; age<=fage; age ++){          ju= j -(jk+1)*stepm;
     cov[2]=age;          if(mle <=1){ 
     gradg=matrix(1,npar,1,9);            if(jl==0){
     trgradg=matrix(1,9,1,npar);              dh[mi][i]=jk;
     gp=vector(1,(nlstate+ndeath)*(nlstate+ndeath));              bh[mi][i]=0;
     gm=vector(1,(nlstate+ndeath)*(nlstate+ndeath));            }else{ /* We want a negative bias in order to only have interpolation ie
                        * at the price of an extra matrix product in likelihood */
     for(theta=1; theta <=npar; theta++){              dh[mi][i]=jk+1;
       for(i=1; i<=npar; i++)              bh[mi][i]=ju;
         xp[i] = x[i] + (i==theta ?delti[theta]:0);            }
                }else{
       pmij(pmmij,cov,ncovmodel,xp,nlstate);            if(jl <= -ju){
                  dh[mi][i]=jk;
       k=0;              bh[mi][i]=jl;       /* bias is positive if real duration
       for(i=1; i<= (nlstate+ndeath); i++){                                   * is higher than the multiple of stepm and negative otherwise.
         for(j=1; j<=(nlstate+ndeath);j++){                                   */
            k=k+1;            }
           gp[k]=pmmij[i][j];            else{
         }              dh[mi][i]=jk+1;
       }              bh[mi][i]=ju;
             }
       for(i=1; i<=npar; i++)            if(dh[mi][i]==0){
         xp[i] = x[i] - (i==theta ?delti[theta]:0);              dh[mi][i]=1; /* At least one step */
                  bh[mi][i]=ju; /* At least one step */
               /*  printf(" bh=%d ju=%d jl=%d dh=%d jk=%d stepm=%d %d\n",bh[mi][i],ju,jl,dh[mi][i],jk,stepm,i);*/
       pmij(pmmij,cov,ncovmodel,xp,nlstate);            }
       k=0;          }
       for(i=1; i<=(nlstate+ndeath); i++){        } /* end if mle */
         for(j=1; j<=(nlstate+ndeath);j++){      } /* end wave */
           k=k+1;    }
           gm[k]=pmmij[i][j];    jmean=sum/k;
         }    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
       }    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
         }
        for(i=1; i<= (nlstate+ndeath)*(nlstate+ndeath); i++)  
            gradg[theta][i]=(gp[i]-gm[i])/2./delti[theta];    /*********** Tricode ****************************/
     }  void tricode(int *Tvar, int **nbcode, int imx)
   {
      for(j=1; j<=(nlstate+ndeath)*(nlstate+ndeath);j++)    
       for(theta=1; theta <=npar; theta++)    int Ndum[20],ij=1, k, j, i, maxncov=19;
       trgradg[j][theta]=gradg[theta][j];    int cptcode=0;
      cptcoveff=0; 
      matprod2(dnewm,trgradg,1,9,1,npar,1,npar,matcov);   
      matprod2(doldm,dnewm,1,9,1,npar,1,9,gradg);    for (k=0; k<maxncov; k++) Ndum[k]=0;
     for (k=1; k<=7; k++) ncodemax[k]=0;
      pmij(pmmij,cov,ncovmodel,x,nlstate);  
     for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
      k=0;      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
      for(i=1; i<=(nlstate+ndeath); i++){                                 modality*/ 
        for(j=1; j<=(nlstate+ndeath);j++){        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
          k=k+1;        Ndum[ij]++; /*store the modality */
          gm[k]=pmmij[i][j];        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
         }        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
      }                                         Tvar[j]. If V=sex and male is 0 and 
                                               female is 1, then  cptcode=1.*/
      /*printf("\n%d ",(int)age);      }
      for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){  
              for (i=0; i<=cptcode; i++) {
         if(Ndum[i]!=0) ncodemax[j]++; /* Nomber of modalities of the j th covariates. In fact ncodemax[j]=2 (dichotom. variables) but it can be more */
        printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));      }
      }*/  
       ij=1; 
   fprintf(ficresprob,"\n%d ",(int)age);      for (i=1; i<=ncodemax[j]; i++) {
         for (k=0; k<= maxncov; k++) {
   for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){          if (Ndum[k] != 0) {
     if (i== 2) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);            nbcode[Tvar[j]][ij]=k; 
 if (i== 4) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);            /* store the modality in an array. k is a modality. If we have model=V1+V1*sex then: nbcode[1][1]=0 ; nbcode[1][2]=1; nbcode[2][1]=0 ; nbcode[2][2]=1; */
   }            
             ij++;
     free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));          }
     free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));          if (ij > ncodemax[j]) break; 
     free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);        }  
     free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);      } 
 }    }  
  free_vector(xp,1,npar);  
 fclose(ficresprob);   for (k=0; k< maxncov; k++) Ndum[k]=0;
   
 }   for (i=1; i<=ncovmodel-2; i++) { 
      /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
 /******************* Printing html file ***********/     ij=Tvar[i];
 void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \     Ndum[ij]++;
  int lastpass, int stepm, int weightopt, char model[],\   }
  int imx,int jmin, int jmax, double jmeanint,char optionfile[], \  
  char optionfilehtm[],char rfileres[], char optionfilegnuplot[],\   ij=1;
  char version[], int popforecast ){   for (i=1; i<= maxncov; i++) {
   int jj1, k1, i1, cpt;     if((Ndum[i]!=0) && (i<=ncovcol)){
   FILE *fichtm;       Tvaraff[ij]=i; /*For printing */
   /*char optionfilehtm[FILENAMELENGTH];*/       ij++;
      }
   strcpy(optionfilehtm,optionfile);   }
   strcat(optionfilehtm,".htm");   
   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {   cptcoveff=ij-1; /*Number of simple covariates*/
     printf("Problem with %s \n",optionfilehtm), exit(0);  }
   }  
   /*********** Health Expectancies ****************/
  fprintf(fichtm,"<body> <font size=\"2\">Imach, Version %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  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 )
 \n  
 Total number of observations=%d <br>\n  {
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n    /* Health expectancies */
 <hr  size=\"2\" color=\"#EC5E5E\">    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
  <ul><li>Outputs files<br>\n    double age, agelim, hf;
  - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n    double ***p3mat,***varhe;
  - Gnuplot file name: <a href=\"%s\">%s</a><br>\n    double **dnewm,**doldm;
  - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n    double *xp;
  - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>\n    double **gp, **gm;
  - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>\n    double ***gradg, ***trgradg;
  - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>\n",version,title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,jmin,jmax,jmean,fileres,fileres,optionfilegnuplot,optionfilegnuplot,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);    int theta;
   
  fprintf(fichtm,"\n    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
  - Parameter file with estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>\n    xp=vector(1,npar);
  - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>\n    dnewm=matrix(1,nlstate*nlstate,1,npar);
  - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>\n    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
  - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br>\n",rfileres,rfileres,fileres,fileres,fileres,fileres,fileres,fileres);    
     fprintf(ficreseij,"# Health expectancies\n");
  if(popforecast==1) fprintf(fichtm,"\n    fprintf(ficreseij,"# Age");
  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n    for(i=1; i<=nlstate;i++)
  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n      for(j=1; j<=nlstate;j++)
         <br>",fileres,fileres,fileres,fileres);        fprintf(ficreseij," %1d-%1d (SE)",i,j);
  else    fprintf(ficreseij,"\n");
    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," <li>Graphs</li><p>");    if(estepm < stepm){
       printf ("Problem %d lower than %d\n",estepm, stepm);
  m=cptcoveff;    }
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}    else  hstepm=estepm;   
     /* We compute the life expectancy from trapezoids spaced every estepm months
  jj1=0;     * This is mainly to measure the difference between two models: for example
  for(k1=1; k1<=m;k1++){     * if stepm=24 months pijx are given only every 2 years and by summing them
    for(i1=1; i1<=ncodemax[k1];i1++){     * we are calculating an estimate of the Life Expectancy assuming a linear 
        jj1++;     * progression in between and thus overestimating or underestimating according
        if (cptcovn > 0) {     * to the curvature of the survival function. If, for the same date, we 
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");     * estimate the model with stepm=1 month, we can keep estepm to 24 months
          for (cpt=1; cpt<=cptcoveff;cpt++)     * to compare the new estimate of Life expectancy with the same linear 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);     * hypothesis. A more precise result, taking into account a more precise
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");     * curvature will be obtained if estepm is as small as stepm. */
        }  
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>    /* For example we decided to compute the life expectancy with the smallest unit */
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);        /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
        for(cpt=1; cpt<nlstate;cpt++){       nhstepm is the number of hstepm from age to agelim 
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>       nstepm is the number of stepm from age to agelin. 
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);       Look at hpijx to understand the reason of that which relies in memory size
        }       and note for a fixed period like estepm months */
     for(cpt=1; cpt<=nlstate;cpt++) {    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident       survival function given by stepm (the optimization length). Unfortunately it
 interval) in state (%d): v%s%d%d.gif <br>       means that if the survival funtion is printed only each two years of age and if
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);         you sum them up and add 1 year (area under the trapezoids) you won't get the same 
      }       results. So we changed our mind and took the option of the best precision.
      for(cpt=1; cpt<=nlstate;cpt++) {    */
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);  
      }    agelim=AGESUP;
      fprintf(fichtm,"\n<br>- Total life expectancy by age and    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 health expectancies in states (1) and (2): e%s%d.gif<br>      /* nhstepm age range expressed in number of stepm */
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
 fprintf(fichtm,"\n</body>");      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
    }      /* if (stepm >= YEARM) hstepm=1;*/
    }      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
 fclose(fichtm);      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 }      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
       gp=matrix(0,nhstepm,1,nlstate*nlstate);
 /******************* Gnuplot file **************/      gm=matrix(0,nhstepm,1,nlstate*nlstate);
 void printinggnuplot(char fileres[],char optionfilefiname[],char optionfile[],char optionfilegnuplot[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){  
       /* Computed by stepm unit matrices, product of hstepm matrices, stored
   int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
       hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
   strcpy(optionfilegnuplot,optionfilefiname);   
   strcat(optionfilegnuplot,".gp.txt");  
   if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
     printf("Problem with file %s",optionfilegnuplot);  
   }      /* Computing Variances of health expectancies */
   
 #ifdef windows       for(theta=1; theta <=npar; theta++){
     fprintf(ficgp,"cd \"%s\" \n",pathc);        for(i=1; i<=npar; i++){ 
 #endif          xp[i] = x[i] + (i==theta ?delti[theta]:0);
 m=pow(2,cptcoveff);        }
          hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
  /* 1eme*/    
   for (cpt=1; cpt<= nlstate ; cpt ++) {        cptj=0;
    for (k1=1; k1<= m ; k1 ++) {        for(j=1; j<= nlstate; j++){
           for(i=1; i<=nlstate; i++){
 #ifdef windows            cptj=cptj+1;
     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",ageminpar,fage,fileres,k1-1,k1-1);            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
 #endif              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
 #ifdef unix            }
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",ageminpar,fage,fileres);          }
 #endif        }
        
 for (i=1; i<= nlstate ; i ++) {       
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");        for(i=1; i<=npar; i++) 
   else fprintf(ficgp," \%%*lf (\%%*lf)");          xp[i] = x[i] - (i==theta ?delti[theta]:0);
 }        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);        
     for (i=1; i<= nlstate ; i ++) {        cptj=0;
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");        for(j=1; j<= nlstate; j++){
   else fprintf(ficgp," \%%*lf (\%%*lf)");          for(i=1;i<=nlstate;i++){
 }            cptj=cptj+1;
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
      for (i=1; i<= nlstate ; i ++) {  
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");              gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
   else fprintf(ficgp," \%%*lf (\%%*lf)");            }
 }            }
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));        }
 #ifdef unix        for(j=1; j<= nlstate*nlstate; j++)
 fprintf(ficgp,"\nset ter gif small size 400,300");          for(h=0; h<=nhstepm-1; h++){
 #endif            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);          }
    }       } 
   }     
   /*2 eme*/  /* End theta */
   
   for (k1=1; k1<= m ; k1 ++) {       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",ageminpar,fage);  
           for(h=0; h<=nhstepm-1; h++)
     for (i=1; i<= nlstate+1 ; i ++) {        for(j=1; j<=nlstate*nlstate;j++)
       k=2*i;          for(theta=1; theta <=npar; theta++)
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);            trgradg[h][j][theta]=gradg[h][theta][j];
       for (j=1; j<= nlstate+1 ; j ++) {       
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");  
   else fprintf(ficgp," \%%*lf (\%%*lf)");       for(i=1;i<=nlstate*nlstate;i++)
 }          for(j=1;j<=nlstate*nlstate;j++)
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");          varhe[i][j][(int)age] =0.;
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);  
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);       printf("%d|",(int)age);fflush(stdout);
       for (j=1; j<= nlstate+1 ; j ++) {       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");       for(h=0;h<=nhstepm-1;h++){
         else fprintf(ficgp," \%%*lf (\%%*lf)");        for(k=0;k<=nhstepm-1;k++){
 }            matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
       fprintf(ficgp,"\" t\"\" w l 0,");          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);          for(i=1;i<=nlstate*nlstate;i++)
       for (j=1; j<= nlstate+1 ; j ++) {            for(j=1;j<=nlstate*nlstate;j++)
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
   else fprintf(ficgp," \%%*lf (\%%*lf)");        }
 }        }
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");      /* Computing expectancies */
       else fprintf(ficgp,"\" t\"\" w l 0,");      for(i=1; i<=nlstate;i++)
     }        for(j=1; j<=nlstate;j++)
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);          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;
              
   /*3eme*/  /* if((int)age==70)printf("i=%2d,j=%2d,h=%2d,age=%3d,%9.4f,%9.4f,%9.4f\n",i,j,h,(int)age,p3mat[i][j][h],hf,eij[i][j][(int)age]);*/
   
   for (k1=1; k1<= m ; k1 ++) {          }
     for (cpt=1; cpt<= nlstate ; cpt ++) {  
       k=2+nlstate*(cpt-1);      fprintf(ficreseij,"%3.0f",age );
       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",ageminpar,fage,fileres,k1-1,k1-1,k,cpt);      cptj=0;
       for (i=1; i< nlstate ; i ++) {      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);        for(j=1; j<=nlstate;j++){
       }          cptj++;
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
     }        }
     }      fprintf(ficreseij,"\n");
       
   /* CV preval stat */      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
     for (k1=1; k1<= m ; k1 ++) {      free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
     for (cpt=1; cpt<nlstate ; cpt ++) {      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
       k=3;      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
       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/($%d",ageminpar,agemaxpar,fileres,k1,k+cpt+1,k+1);      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     }
       for (i=1; i< nlstate ; i ++)    printf("\n");
         fprintf(ficgp,"+$%d",k+i+1);    fprintf(ficlog,"\n");
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);  
          free_vector(xp,1,npar);
       l=3+(nlstate+ndeath)*cpt;    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
       for (i=1; i< nlstate ; i ++) {    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
         l=3+(nlstate+ndeath)*cpt;  }
         fprintf(ficgp,"+$%d",l+i+1);  
       }  /************ Variance ******************/
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);    void varevsij(char optionfilefiname[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij, int estepm, int cptcov, int cptcod, int popbased, int mobilav)
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);  {
     }    /* Variance of health expectancies */
   }      /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
      /* double **newm;*/
   /* proba elementaires */    double **dnewm,**doldm;
    for(i=1,jk=1; i <=nlstate; i++){    double **dnewmp,**doldmp;
     for(k=1; k <=(nlstate+ndeath); k++){    int i, j, nhstepm, hstepm, h, nstepm ;
       if (k != i) {    int k, cptcode;
         for(j=1; j <=ncovmodel; j++){    double *xp;
            double **gp, **gm;  /* for var eij */
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);    double ***gradg, ***trgradg; /*for var eij */
           jk++;    double **gradgp, **trgradgp; /* for var p point j */
           fprintf(ficgp,"\n");    double *gpp, *gmp; /* for var p point j */
         }    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
       }    double ***p3mat;
     }    double age,agelim, hf;
     }    double ***mobaverage;
     int theta;
     for(jk=1; jk <=m; jk++) {    char digit[4];
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);    char digitp[25];
    i=1;  
    for(k2=1; k2<=nlstate; k2++) {    char fileresprobmorprev[FILENAMELENGTH];
      k3=i;  
      for(k=1; k<=(nlstate+ndeath); k++) {    if(popbased==1){
        if (k != k2){      if(mobilav!=0)
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);        strcpy(digitp,"-populbased-mobilav-");
 ij=1;      else strcpy(digitp,"-populbased-nomobil-");
         for(j=3; j <=ncovmodel; j++) {    }
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {    else 
             fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);      strcpy(digitp,"-stablbased-");
             ij++;  
           }    if (mobilav!=0) {
           else      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
         }        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
           fprintf(ficgp,")/(1");        printf(" Error in movingaverage mobilav=%d\n",mobilav);
              }
         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;    strcpy(fileresprobmorprev,"prmorprev"); 
           for(j=3; j <=ncovmodel; j++){    sprintf(digit,"%-d",ij);
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
             fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);    strcat(fileresprobmorprev,digit); /* Tvar to be done */
             ij++;    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
           }    strcat(fileresprobmorprev,fileres);
           else    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);      printf("Problem with resultfile: %s\n", fileresprobmorprev);
           }      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
           fprintf(ficgp,")");    }
         }    printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");    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);
         i=i+ncovmodel;    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
        }    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
      }      fprintf(ficresprobmorprev," p.%-d SE",j);
    }      for(i=1; i<=nlstate;i++)
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
    }    }  
        fprintf(ficresprobmorprev,"\n");
   fclose(ficgp);    if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
 }  /* end gnuplot */      printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
       fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
       exit(0);
 /*************** Moving average **************/    }
 void movingaverage(double agedeb, double fage,double ageminpar, double ***mobaverage){    else{
       fprintf(ficgp,"\n# Routine varevsij");
   int i, cpt, cptcod;    }
     for (agedeb=ageminpar; agedeb<=fage; agedeb++)    if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
       for (i=1; i<=nlstate;i++)      printf("Problem with html file: %s\n", optionfilehtm);
         for (cptcod=1;cptcod<=ncodemax[cptcov];cptcod++)      fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm);
           mobaverage[(int)agedeb][i][cptcod]=0.;      exit(0);
        }
     for (agedeb=ageminpar+4; agedeb<=fage; agedeb++){    else{
       for (i=1; i<=nlstate;i++){      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");
         for (cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){      fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
           for (cpt=0;cpt<=4;cpt++){    }
             mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]+probs[(int)agedeb-cpt][i][cptcod];    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
           }  
           mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]/5;    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");
         }    fprintf(ficresvij,"# Age");
       }    for(i=1; i<=nlstate;i++)
     }      for(j=1; j<=nlstate;j++)
            fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
 }    fprintf(ficresvij,"\n");
   
     xp=vector(1,npar);
 /************** Forecasting ******************/    dnewm=matrix(1,nlstate,1,npar);
 prevforecast(char fileres[], double anproj1,double mproj1,double jproj1,double ageminpar, double agemax,double dateprev1, double dateprev2, int mobilav, double agedeb, double fage, int popforecast, char popfile[], double anproj2,double p[], int i2){    doldm=matrix(1,nlstate,1,nlstate);
      dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
   int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   int *popage;  
   double calagedate, agelim, kk1, kk2, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
   double *popeffectif,*popcount;    gpp=vector(nlstate+1,nlstate+ndeath);
   double ***p3mat;    gmp=vector(nlstate+1,nlstate+ndeath);
   char fileresf[FILENAMELENGTH];    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
     
  agelim=AGESUP;    if(estepm < stepm){
 calagedate=(anproj1+mproj1/12.+jproj1/365.-dateintmean)*YEARM;      printf ("Problem %d lower than %d\n",estepm, stepm);
     }
   prevalence(ageminpar, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2, calagedate);    else  hstepm=estepm;   
      /* For example we decided to compute the life expectancy with the smallest unit */
      /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
   strcpy(fileresf,"f");       nhstepm is the number of hstepm from age to agelim 
   strcat(fileresf,fileres);       nstepm is the number of stepm from age to agelin. 
   if((ficresf=fopen(fileresf,"w"))==NULL) {       Look at hpijx to understand the reason of that which relies in memory size
     printf("Problem with forecast resultfile: %s\n", fileresf);       and note for a fixed period like k years */
   }    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
   printf("Computing forecasting: result on file '%s' \n", fileresf);       survival function given by stepm (the optimization length). Unfortunately it
        means that if the survival funtion is printed every two years of age and if
   if (cptcoveff==0) ncodemax[cptcoveff]=1;       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
        results. So we changed our mind and took the option of the best precision.
   if (mobilav==1) {    */
     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
     movingaverage(agedeb, fage, ageminpar, mobaverage);    agelim = AGESUP;
   }    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
   stepsize=(int) (stepm+YEARM-1)/YEARM;      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
   if (stepm<=12) stepsize=1;      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
        gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
   agelim=AGESUP;      gp=matrix(0,nhstepm,1,nlstate);
        gm=matrix(0,nhstepm,1,nlstate);
   hstepm=1;  
   hstepm=hstepm/stepm;  
   yp1=modf(dateintmean,&yp);      for(theta=1; theta <=npar; theta++){
   anprojmean=yp;        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
   yp2=modf((yp1*12),&yp);          xp[i] = x[i] + (i==theta ?delti[theta]:0);
   mprojmean=yp;        }
   yp1=modf((yp2*30.5),&yp);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
   jprojmean=yp;        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   if(jprojmean==0) jprojmean=1;  
   if(mprojmean==0) jprojmean=1;        if (popbased==1) {
            if(mobilav ==0){
   fprintf(ficresf,"# Estimated date of observed prevalence: %.lf/%.lf/%.lf ",jprojmean,mprojmean,anprojmean);            for(i=1; i<=nlstate;i++)
                prlim[i][i]=probs[(int)age][i][ij];
   for(cptcov=1;cptcov<=i2;cptcov++){          }else{ /* mobilav */ 
     for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){            for(i=1; i<=nlstate;i++)
       k=k+1;              prlim[i][i]=mobaverage[(int)age][i][ij];
       fprintf(ficresf,"\n#******");          }
       for(j=1;j<=cptcoveff;j++) {        }
         fprintf(ficresf," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    
       }        for(j=1; j<= nlstate; j++){
       fprintf(ficresf,"******\n");          for(h=0; h<=nhstepm; h++){
       fprintf(ficresf,"# StartingAge FinalAge");            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficresf," P.%d",j);              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
                }
              }
       for (cpt=0; cpt<=(anproj2-anproj1);cpt++) {        /* This for computing probability of death (h=1 means
         fprintf(ficresf,"\n");           computed over hstepm matrices product = hstepm*stepm months) 
         fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+cpt);             as a weighted average of prlim.
         */
         for (agedeb=(fage-((int)calagedate %12/12.)); agedeb>=(ageminpar-((int)calagedate %12)/12.); agedeb--){        for(j=nlstate+1;j<=nlstate+ndeath;j++){
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm);          for(i=1,gpp[j]=0.; i<= nlstate; i++)
           nhstepm = nhstepm/hstepm;            gpp[j] += prlim[i][i]*p3mat[i][j][1];
                  }    
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        /* end probability of death */
           oldm=oldms;savm=savms;  
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);          for(i=1; i<=npar; i++) /* Computes gradient x - delta */
                  xp[i] = x[i] - (i==theta ?delti[theta]:0);
           for (h=0; h<=nhstepm; h++){        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
             if (h==(int) (calagedate+YEARM*cpt)) {        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
               fprintf(ficresf,"\n %.f %.f ",anproj1+cpt,agedeb+h*hstepm/YEARM*stepm);   
             }        if (popbased==1) {
             for(j=1; j<=nlstate+ndeath;j++) {          if(mobilav ==0){
               kk1=0.;kk2=0;            for(i=1; i<=nlstate;i++)
               for(i=1; i<=nlstate;i++) {                            prlim[i][i]=probs[(int)age][i][ij];
                 if (mobilav==1)          }else{ /* mobilav */ 
                   kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];            for(i=1; i<=nlstate;i++)
                 else {              prlim[i][i]=mobaverage[(int)age][i][ij];
                   kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];          }
                 }        }
                  
               }        for(j=1; j<= nlstate; j++){
               if (h==(int)(calagedate+12*cpt)){          for(h=0; h<=nhstepm; h++){
                 fprintf(ficresf," %.3f", kk1);            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
                                      gm[h][j] += prlim[i][i]*p3mat[i][j][h];
               }          }
             }        }
           }        /* This for computing probability of death (h=1 means
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);           computed over hstepm matrices product = hstepm*stepm months) 
         }           as a weighted average of prlim.
       }        */
     }        for(j=nlstate+1;j<=nlstate+ndeath;j++){
   }          for(i=1,gmp[j]=0.; i<= nlstate; i++)
                   gmp[j] += prlim[i][i]*p3mat[i][j][1];
   if (mobilav==1) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);        }    
         /* end probability of death */
   fclose(ficresf);  
 }        for(j=1; j<= nlstate; j++) /* vareij */
 /************** Forecasting ******************/          for(h=0; h<=nhstepm; h++){
 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){            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
            }
   int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;  
   int *popage;        for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
   double calagedate, agelim, kk1, kk2, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
   double *popeffectif,*popcount;        }
   double ***p3mat,***tabpop,***tabpopprev;  
   char filerespop[FILENAMELENGTH];      } /* End theta */
   
   tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
   tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);  
   agelim=AGESUP;      for(h=0; h<=nhstepm; h++) /* veij */
   calagedate=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;        for(j=1; j<=nlstate;j++)
            for(theta=1; theta <=npar; theta++)
   prevalence(ageminpar, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2, calagedate);            trgradg[h][j][theta]=gradg[h][theta][j];
    
        for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
   strcpy(filerespop,"pop");        for(theta=1; theta <=npar; theta++)
   strcat(filerespop,fileres);          trgradgp[j][theta]=gradgp[theta][j];
   if((ficrespop=fopen(filerespop,"w"))==NULL) {    
     printf("Problem with forecast resultfile: %s\n", filerespop);  
   }      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
   printf("Computing forecasting: result on file '%s' \n", filerespop);      for(i=1;i<=nlstate;i++)
         for(j=1;j<=nlstate;j++)
   if (cptcoveff==0) ncodemax[cptcoveff]=1;          vareij[i][j][(int)age] =0.;
   
   if (mobilav==1) {      for(h=0;h<=nhstepm;h++){
     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);        for(k=0;k<=nhstepm;k++){
     movingaverage(agedeb, fage, ageminpar, mobaverage);          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
   }          matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
           for(i=1;i<=nlstate;i++)
   stepsize=(int) (stepm+YEARM-1)/YEARM;            for(j=1;j<=nlstate;j++)
   if (stepm<=12) stepsize=1;              vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
          }
   agelim=AGESUP;      }
      
   hstepm=1;      /* pptj */
   hstepm=hstepm/stepm;      matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
        matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
   if (popforecast==1) {      for(j=nlstate+1;j<=nlstate+ndeath;j++)
     if((ficpop=fopen(popfile,"r"))==NULL) {        for(i=nlstate+1;i<=nlstate+ndeath;i++)
       printf("Problem with population file : %s\n",popfile);exit(0);          varppt[j][i]=doldmp[j][i];
     }      /* end ppptj */
     popage=ivector(0,AGESUP);      /*  x centered again */
     popeffectif=vector(0,AGESUP);      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
     popcount=vector(0,AGESUP);      prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
       
     i=1;        if (popbased==1) {
     while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;        if(mobilav ==0){
              for(i=1; i<=nlstate;i++)
     imx=i;            prlim[i][i]=probs[(int)age][i][ij];
     for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];        }else{ /* mobilav */ 
   }          for(i=1; i<=nlstate;i++)
             prlim[i][i]=mobaverage[(int)age][i][ij];
   for(cptcov=1;cptcov<=i2;cptcov++){        }
    for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){      }
       k=k+1;               
       fprintf(ficrespop,"\n#******");      /* This for computing probability of death (h=1 means
       for(j=1;j<=cptcoveff;j++) {         computed over hstepm (estepm) matrices product = hstepm*stepm months) 
         fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);         as a weighted average of prlim.
       }      */
       fprintf(ficrespop,"******\n");      for(j=nlstate+1;j<=nlstate+ndeath;j++){
       fprintf(ficrespop,"# Age");        for(i=1,gmp[j]=0.;i<= nlstate; i++) 
       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);          gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
       if (popforecast==1)  fprintf(ficrespop," [Population]");      }    
            /* end probability of death */
       for (cpt=0; cpt<=0;cpt++) {  
         fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);        fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
              for(j=nlstate+1; j<=(nlstate+ndeath);j++){
         for (agedeb=(fage-((int)calagedate %12/12.)); agedeb>=(ageminpar-((int)calagedate %12)/12.); agedeb--){        fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm);        for(i=1; i<=nlstate;i++){
           nhstepm = nhstepm/hstepm;          fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
                  }
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      } 
           oldm=oldms;savm=savms;      fprintf(ficresprobmorprev,"\n");
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);    
              fprintf(ficresvij,"%.0f ",age );
           for (h=0; h<=nhstepm; h++){      for(i=1; i<=nlstate;i++)
             if (h==(int) (calagedate+YEARM*cpt)) {        for(j=1; j<=nlstate;j++){
               fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);          fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
             }        }
             for(j=1; j<=nlstate+ndeath;j++) {      fprintf(ficresvij,"\n");
               kk1=0.;kk2=0;      free_matrix(gp,0,nhstepm,1,nlstate);
               for(i=1; i<=nlstate;i++) {                    free_matrix(gm,0,nhstepm,1,nlstate);
                 if (mobilav==1)      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
                   kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];      free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
                 else {      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
                   kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];    } /* End age */
                 }    free_vector(gpp,nlstate+1,nlstate+ndeath);
               }    free_vector(gmp,nlstate+1,nlstate+ndeath);
               if (h==(int)(calagedate+12*cpt)){    free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
                 tabpop[(int)(agedeb)][j][cptcod]=kk1;    free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
                   /*fprintf(ficrespop," %.3f", kk1);    fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
                     if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/    /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
               }    fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
             }  /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
             for(i=1; i<=nlstate;i++){  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
               kk1=0.;  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
                 for(j=1; j<=nlstate;j++){    fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",fileresprobmorprev);
                   kk1= kk1+tabpop[(int)(agedeb)][j][cptcod];    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",fileresprobmorprev);
                 }    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",fileresprobmorprev);
                   tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedate+12*cpt)*hstepm/YEARM*stepm-1)];    fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",fileresprobmorprev,fileresprobmorprev);
             }    fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"varmuptjgr%s%s%s.png\"> <br>\n", estepm,digitp,optionfilefiname,digit);
     /*  fprintf(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);
             if (h==(int)(calagedate+12*cpt)) for(j=1; j<=nlstate;j++)  */
               fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);    fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit);
           }  
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    free_vector(xp,1,npar);
         }    free_matrix(doldm,1,nlstate,1,nlstate);
       }    free_matrix(dnewm,1,nlstate,1,npar);
      free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   /******/    free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
     free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
       for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) {    if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
         fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);      fclose(ficresprobmorprev);
         for (agedeb=(fage-((int)calagedate %12/12.)); agedeb>=(ageminpar-((int)calagedate %12)/12.); agedeb--){    fclose(ficgp);
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm);    fclose(fichtm);
           nhstepm = nhstepm/hstepm;  }  
            
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  /************ Variance of prevlim ******************/
           oldm=oldms;savm=savms;  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)
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);    {
           for (h=0; h<=nhstepm; h++){    /* Variance of prevalence limit */
             if (h==(int) (calagedate+YEARM*cpt)) {    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
               fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);    double **newm;
             }    double **dnewm,**doldm;
             for(j=1; j<=nlstate+ndeath;j++) {    int i, j, nhstepm, hstepm;
               kk1=0.;kk2=0;    int k, cptcode;
               for(i=1; i<=nlstate;i++) {                  double *xp;
                 kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];        double *gp, *gm;
               }    double **gradg, **trgradg;
               if (h==(int)(calagedate+12*cpt)) fprintf(ficresf," %15.2f", kk1);    double age,agelim;
             }    int theta;
           }     
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
         }    fprintf(ficresvpl,"# Age");
       }    for(i=1; i<=nlstate;i++)
    }        fprintf(ficresvpl," %1d-%1d",i,i);
   }    fprintf(ficresvpl,"\n");
    
   if (mobilav==1) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);    xp=vector(1,npar);
     dnewm=matrix(1,nlstate,1,npar);
   if (popforecast==1) {    doldm=matrix(1,nlstate,1,nlstate);
     free_ivector(popage,0,AGESUP);    
     free_vector(popeffectif,0,AGESUP);    hstepm=1*YEARM; /* Every year of age */
     free_vector(popcount,0,AGESUP);    hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
   }    agelim = AGESUP;
   free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
   free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);      nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
   fclose(ficrespop);      if (stepm >= YEARM) hstepm=1;
 }      nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
       gradg=matrix(1,npar,1,nlstate);
 /***********************************************/      gp=vector(1,nlstate);
 /**************** Main Program *****************/      gm=vector(1,nlstate);
 /***********************************************/  
       for(theta=1; theta <=npar; theta++){
 int main(int argc, char *argv[])        for(i=1; i<=npar; i++){ /* Computes gradient */
 {          xp[i] = x[i] + (i==theta ?delti[theta]:0);
         }
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   double agedeb, agefin,hf;        for(i=1;i<=nlstate;i++)
   double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;          gp[i] = prlim[i][i];
       
   double fret;        for(i=1; i<=npar; i++) /* Computes gradient */
   double **xi,tmp,delta;          xp[i] = x[i] - (i==theta ?delti[theta]:0);
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   double dum; /* Dummy variable */        for(i=1;i<=nlstate;i++)
   double ***p3mat;          gm[i] = prlim[i][i];
   int *indx;  
   char line[MAXLINE], linepar[MAXLINE];        for(i=1;i<=nlstate;i++)
   char title[MAXLINE];          gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];      } /* End theta */
   char optionfilext[10], optionfilefiname[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilegnuplot[FILENAMELENGTH], plotcmd[FILENAMELENGTH];  
        trgradg =matrix(1,nlstate,1,npar);
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];  
       for(j=1; j<=nlstate;j++)
   char filerest[FILENAMELENGTH];        for(theta=1; theta <=npar; theta++)
   char fileregp[FILENAMELENGTH];          trgradg[j][theta]=gradg[theta][j];
   char popfile[FILENAMELENGTH];  
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];      for(i=1;i<=nlstate;i++)
   int firstobs=1, lastobs=10;        varpl[i][(int)age] =0.;
   int sdeb, sfin; /* Status at beginning and end */      matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
   int c,  h , cpt,l;      matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
   int ju,jl, mi;      for(i=1;i<=nlstate;i++)
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;        varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;  
   int mobilav=0,popforecast=0;      fprintf(ficresvpl,"%.0f ",age );
   int hstepm, nhstepm;      for(i=1; i<=nlstate;i++)
   double jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,jpyram, mpyram,anpyram,jpyram1, mpyram1,anpyram1;        fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
       fprintf(ficresvpl,"\n");
   double bage, fage, age, agelim, agebase;      free_vector(gp,1,nlstate);
   double ftolpl=FTOL;      free_vector(gm,1,nlstate);
   double **prlim;      free_matrix(gradg,1,npar,1,nlstate);
   double *severity;      free_matrix(trgradg,1,nlstate,1,npar);
   double ***param; /* Matrix of parameters */    } /* End age */
   double  *p;  
   double **matcov; /* Matrix of covariance */    free_vector(xp,1,npar);
   double ***delti3; /* Scale */    free_matrix(doldm,1,nlstate,1,npar);
   double *delti; /* Scale */    free_matrix(dnewm,1,nlstate,1,nlstate);
   double ***eij, ***vareij;  
   double **varpl; /* Variances of prevalence limits by age */  }
   double *epj, vepp;  
   double kk1, kk2;  /************ Variance of one-step probabilities  ******************/
   double dateprev1, dateprev2,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2;  void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
    {
     int i, j=0,  i1, k1, l1, t, tj;
   char version[80]="Imach version 0.8a, March 2002, INED-EUROREVES ";    int k2, l2, j1,  z1;
   char *alph[]={"a","a","b","c","d","e"}, str[4];    int k=0,l, cptcode;
     int first=1, first1;
     double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
   char z[1]="c", occ;    double **dnewm,**doldm;
 #include <sys/time.h>    double *xp;
 #include <time.h>    double *gp, *gm;
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];    double **gradg, **trgradg;
      double **mu;
   /* long total_usecs;    double age,agelim, cov[NCOVMAX];
   struct timeval start_time, end_time;    double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
      int theta;
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */    char fileresprob[FILENAMELENGTH];
   getcwd(pathcd, size);    char fileresprobcov[FILENAMELENGTH];
     char fileresprobcor[FILENAMELENGTH];
   printf("\n%s",version);  
   if(argc <=1){    double ***varpij;
     printf("\nEnter the parameter file name: ");  
     scanf("%s",pathtot);    strcpy(fileresprob,"prob"); 
   }    strcat(fileresprob,fileres);
   else{    if((ficresprob=fopen(fileresprob,"w"))==NULL) {
     strcpy(pathtot,argv[1]);      printf("Problem with resultfile: %s\n", fileresprob);
   }      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
   /*if(getcwd(pathcd, 80)!= NULL)printf ("Error pathcd\n");*/    }
   /*cygwin_split_path(pathtot,path,optionfile);    strcpy(fileresprobcov,"probcov"); 
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/    strcat(fileresprobcov,fileres);
   /* cutv(path,optionfile,pathtot,'\\');*/    if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcov);
   split(pathtot,path,optionfile,optionfilext,optionfilefiname);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
    printf("pathtot=%s, path=%s, optionfile=%s optionfilext=%s optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);    }
   chdir(path);    strcpy(fileresprobcor,"probcor"); 
   replace(pathc,path);    strcat(fileresprobcor,fileres);
     if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
 /*-------- arguments in the command line --------*/      printf("Problem with resultfile: %s\n", fileresprobcor);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
   strcpy(fileres,"r");    }
   strcat(fileres, optionfilefiname);    printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
   strcat(fileres,".txt");    /* Other files have txt extension */    fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
   /*---------arguments file --------*/    fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
   if((ficpar=fopen(optionfile,"r"))==NULL)    {    fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     printf("Problem with optionfile %s\n",optionfile);    
     goto end;    fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
   }    fprintf(ficresprob,"# Age");
     fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
   strcpy(filereso,"o");    fprintf(ficresprobcov,"# Age");
   strcat(filereso,fileres);    fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
   if((ficparo=fopen(filereso,"w"))==NULL) {    fprintf(ficresprobcov,"# Age");
     printf("Problem with Output resultfile: %s\n", filereso);goto end;  
   }  
     for(i=1; i<=nlstate;i++)
   /* Reads comments: lines beginning with '#' */      for(j=1; j<=(nlstate+ndeath);j++){
   while((c=getc(ficpar))=='#' && c!= EOF){        fprintf(ficresprob," p%1d-%1d (SE)",i,j);
     ungetc(c,ficpar);        fprintf(ficresprobcov," p%1d-%1d ",i,j);
     fgets(line, MAXLINE, ficpar);        fprintf(ficresprobcor," p%1d-%1d ",i,j);
     puts(line);      }  
     fputs(line,ficparo);   /* fprintf(ficresprob,"\n");
   }    fprintf(ficresprobcov,"\n");
   ungetc(c,ficpar);    fprintf(ficresprobcor,"\n");
    */
   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\nmodel=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);   xp=vector(1,npar);
   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);    dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
   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);    doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
 while((c=getc(ficpar))=='#' && c!= EOF){    mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
     ungetc(c,ficpar);    varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
     fgets(line, MAXLINE, ficpar);    first=1;
     puts(line);    if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
     fputs(line,ficparo);      printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
   }      fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
   ungetc(c,ficpar);      exit(0);
      }
        else{
   covar=matrix(0,NCOVMAX,1,n);      fprintf(ficgp,"\n# Routine varprob");
   cptcovn=0;    }
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;    if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
       printf("Problem with html file: %s\n", optionfilehtm);
   ncovmodel=2+cptcovn;      fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm);
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */      exit(0);
      }
   /* Read guess parameters */    else{
   /* Reads comments: lines beginning with '#' */      fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
   while((c=getc(ficpar))=='#' && c!= EOF){      fprintf(fichtm,"\n");
     ungetc(c,ficpar);  
     fgets(line, MAXLINE, ficpar);      fprintf(fichtm,"\n<li><h4> Computing matrix of variance-covariance of step probabilities</h4></li>\n");
     puts(line);      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");
     fputs(line,ficparo);      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");
   }  
   ungetc(c,ficpar);    }
    
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    cov[1]=1;
     for(i=1; i <=nlstate; i++)    tj=cptcoveff;
     for(j=1; j <=nlstate+ndeath-1; j++){    if (cptcovn<1) {tj=1;ncodemax[1]=1;}
       fscanf(ficpar,"%1d%1d",&i1,&j1);    j1=0;
       fprintf(ficparo,"%1d%1d",i1,j1);    for(t=1; t<=tj;t++){
       printf("%1d%1d",i,j);      for(i1=1; i1<=ncodemax[t];i1++){ 
       for(k=1; k<=ncovmodel;k++){        j1++;
         fscanf(ficpar," %lf",&param[i][j][k]);        if  (cptcovn>0) {
         printf(" %lf",param[i][j][k]);          fprintf(ficresprob, "\n#********** Variable "); 
         fprintf(ficparo," %lf",param[i][j][k]);          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
       }          fprintf(ficresprob, "**********\n#\n");
       fscanf(ficpar,"\n");          fprintf(ficresprobcov, "\n#********** Variable "); 
       printf("\n");          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
       fprintf(ficparo,"\n");          fprintf(ficresprobcov, "**********\n#\n");
     }          
            fprintf(ficgp, "\n#********** Variable "); 
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel;          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficgp, "**********\n#\n");
   p=param[1][1];          
            
   /* Reads comments: lines beginning with '#' */          fprintf(fichtm, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
   while((c=getc(ficpar))=='#' && c!= EOF){          for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
     ungetc(c,ficpar);          fprintf(fichtm, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
     fgets(line, MAXLINE, ficpar);          
     puts(line);          fprintf(ficresprobcor, "\n#********** Variable ");    
     fputs(line,ficparo);          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   }          fprintf(ficresprobcor, "**********\n#");    
   ungetc(c,ficpar);        }
         
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);        for (age=bage; age<=fage; age ++){ 
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */          cov[2]=age;
   for(i=1; i <=nlstate; i++){          for (k=1; k<=cptcovn;k++) {
     for(j=1; j <=nlstate+ndeath-1; j++){            cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
       fscanf(ficpar,"%1d%1d",&i1,&j1);          }
       printf("%1d%1d",i,j);          for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
       fprintf(ficparo,"%1d%1d",i1,j1);          for (k=1; k<=cptcovprod;k++)
       for(k=1; k<=ncovmodel;k++){            cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
         fscanf(ficpar,"%le",&delti3[i][j][k]);          
         printf(" %le",delti3[i][j][k]);          gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
         fprintf(ficparo," %le",delti3[i][j][k]);          trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
       }          gp=vector(1,(nlstate)*(nlstate+ndeath));
       fscanf(ficpar,"\n");          gm=vector(1,(nlstate)*(nlstate+ndeath));
       printf("\n");      
       fprintf(ficparo,"\n");          for(theta=1; theta <=npar; theta++){
     }            for(i=1; i<=npar; i++)
   }              xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
   delti=delti3[1][1];            
              pmij(pmmij,cov,ncovmodel,xp,nlstate);
   /* Reads comments: lines beginning with '#' */            
   while((c=getc(ficpar))=='#' && c!= EOF){            k=0;
     ungetc(c,ficpar);            for(i=1; i<= (nlstate); i++){
     fgets(line, MAXLINE, ficpar);              for(j=1; j<=(nlstate+ndeath);j++){
     puts(line);                k=k+1;
     fputs(line,ficparo);                gp[k]=pmmij[i][j];
   }              }
   ungetc(c,ficpar);            }
              
   matcov=matrix(1,npar,1,npar);            for(i=1; i<=npar; i++)
   for(i=1; i <=npar; i++){              xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
     fscanf(ficpar,"%s",&str);      
     printf("%s",str);            pmij(pmmij,cov,ncovmodel,xp,nlstate);
     fprintf(ficparo,"%s",str);            k=0;
     for(j=1; j <=i; j++){            for(i=1; i<=(nlstate); i++){
       fscanf(ficpar," %le",&matcov[i][j]);              for(j=1; j<=(nlstate+ndeath);j++){
       printf(" %.5le",matcov[i][j]);                k=k+1;
       fprintf(ficparo," %.5le",matcov[i][j]);                gm[k]=pmmij[i][j];
     }              }
     fscanf(ficpar,"\n");            }
     printf("\n");       
     fprintf(ficparo,"\n");            for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
   }              gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
   for(i=1; i <=npar; i++)          }
     for(j=i+1;j<=npar;j++)  
       matcov[i][j]=matcov[j][i];          for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
                for(theta=1; theta <=npar; theta++)
   printf("\n");              trgradg[j][theta]=gradg[theta][j];
           
           matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
     /*-------- Rewriting paramater file ----------*/          matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
      strcpy(rfileres,"r");    /* "Rparameterfile */          free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
      strcat(rfileres,optionfilefiname);    /* Parameter file first name*/          free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
      strcat(rfileres,".");    /* */          free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
      strcat(rfileres,optionfilext);    /* Other files have txt extension */          free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
     if((ficres =fopen(rfileres,"w"))==NULL) {  
       printf("Problem writing new parameter file: %s\n", fileres);goto end;          pmij(pmmij,cov,ncovmodel,x,nlstate);
     }          
     fprintf(ficres,"#%s\n",version);          k=0;
              for(i=1; i<=(nlstate); i++){
     /*-------- data file ----------*/            for(j=1; j<=(nlstate+ndeath);j++){
     if((fic=fopen(datafile,"r"))==NULL)    {              k=k+1;
       printf("Problem with datafile: %s\n", datafile);goto end;              mu[k][(int) age]=pmmij[i][j];
     }            }
           }
     n= lastobs;          for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
     severity = vector(1,maxwav);            for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
     outcome=imatrix(1,maxwav+1,1,n);              varpij[i][j][(int)age] = doldm[i][j];
     num=ivector(1,n);  
     moisnais=vector(1,n);          /*printf("\n%d ",(int)age);
     annais=vector(1,n);            for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
     moisdc=vector(1,n);            printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
     andc=vector(1,n);            fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
     agedc=vector(1,n);            }*/
     cod=ivector(1,n);  
     weight=vector(1,n);          fprintf(ficresprob,"\n%d ",(int)age);
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */          fprintf(ficresprobcov,"\n%d ",(int)age);
     mint=matrix(1,maxwav,1,n);          fprintf(ficresprobcor,"\n%d ",(int)age);
     anint=matrix(1,maxwav,1,n);  
     s=imatrix(1,maxwav+1,1,n);          for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
     adl=imatrix(1,maxwav+1,1,n);                fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
     tab=ivector(1,NCOVMAX);          for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
     ncodemax=ivector(1,8);            fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
             fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
     i=1;          }
     while (fgets(line, MAXLINE, fic) != NULL)    {          i=0;
       if ((i >= firstobs) && (i <=lastobs)) {          for (k=1; k<=(nlstate);k++){
                    for (l=1; l<=(nlstate+ndeath);l++){ 
         for (j=maxwav;j>=1;j--){              i=i++;
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);              fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
           strcpy(line,stra);              fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);              for (j=1; j<=i;j++){
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);                fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
         }                fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
                      }
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);            }
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);          }/* end of loop for state */
         } /* end of loop for age */
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);  
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);        /* Confidence intervalle of pij  */
         /*
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);          fprintf(ficgp,"\nset noparametric;unset label");
         for (j=ncovcol;j>=1;j--){          fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);          fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
         }          fprintf(fichtm,"\n<br>Probability with  confidence intervals expressed in year<sup>-1</sup> :<a href=\"pijgr%s.png\">pijgr%s.png</A>, ",optionfilefiname,optionfilefiname);
         num[i]=atol(stra);          fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
                  fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){          fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
           printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/        */
   
         i=i+1;        /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
       }        first1=1;
     }        for (k2=1; k2<=(nlstate);k2++){
     /* printf("ii=%d", ij);          for (l2=1; l2<=(nlstate+ndeath);l2++){ 
        scanf("%d",i);*/            if(l2==k2) continue;
   imx=i-1; /* Number of individuals */            j=(k2-1)*(nlstate+ndeath)+l2;
             for (k1=1; k1<=(nlstate);k1++){
   /* for (i=1; i<=imx; i++){              for (l1=1; l1<=(nlstate+ndeath);l1++){ 
     if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;                if(l1==k1) continue;
     if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;                i=(k1-1)*(nlstate+ndeath)+l1;
     if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;                if(i<=j) continue;
     }*/                for (age=bage; age<=fage; age ++){ 
                    if ((int)age %5==0){
   /* for (i=1; i<=imx; i++){                    v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
      if (s[4][i]==9)  s[4][i]=-1;                    v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
      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]));}                    cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
   */                    mu1=mu[i][(int) age]/stepm*YEARM ;
                      mu2=mu[j][(int) age]/stepm*YEARM;
   /* Calculation of the number of parameter from char model*/                    c12=cv12/sqrt(v1*v2);
   Tvar=ivector(1,15);                    /* Computing eigen value of matrix of covariance */
   Tprod=ivector(1,15);                    lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
   Tvaraff=ivector(1,15);                    lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
   Tvard=imatrix(1,15,1,2);                    /* Eigen vectors */
   Tage=ivector(1,15);                          v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
                        /*v21=sqrt(1.-v11*v11); *//* error */
   if (strlen(model) >1){                    v21=(lc1-v1)/cv12*v11;
     j=0, j1=0, k1=1, k2=1;                    v12=-v21;
     j=nbocc(model,'+');                    v22=v11;
     j1=nbocc(model,'*');                    tnalp=v21/v11;
     cptcovn=j+1;                    if(first1==1){
     cptcovprod=j1;                      first1=0;
                          printf("%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tang %.3f\nOthers in log...\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
     strcpy(modelsav,model);                    }
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){                    fprintf(ficlog,"%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tan %.3f\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
       printf("Error. Non available option model=%s ",model);                    /*printf(fignu*/
       goto end;                    /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
     }                    /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
                        if(first==1){
     for(i=(j+1); i>=1;i--){                      first=0;
       cutv(stra,strb,modelsav,'+');                      fprintf(ficgp,"\nset parametric;unset label");
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);                      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);
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/                      fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
       /*scanf("%d",i);*/                      fprintf(fichtm,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup> :<a href=\"varpijgr%s%d%1d%1d-%1d%1d.png\">varpijgr%s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,optionfilefiname, j1,k1,l1,k2,l2,optionfilefiname, j1,k1,l1,k2,l2);
       if (strchr(strb,'*')) {                      fprintf(fichtm,"\n<br><img src=\"varpijgr%s%d%1d%1d-%1d%1d.png\"> ",optionfilefiname, j1,k1,l1,k2,l2);
         cutv(strd,strc,strb,'*');                      fprintf(fichtm,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
         if (strcmp(strc,"age")==0) {                      fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\"",optionfilefiname, j1,k1,l1,k2,l2);
           cptcovprod--;                      fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
           cutv(strb,stre,strd,'V');                      fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
           Tvar[i]=atoi(stre);                      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",\
           cptcovage++;                              mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
             Tage[cptcovage]=i;                              mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
             /*printf("stre=%s ", stre);*/                    }else{
         }                      first=0;
         else if (strcmp(strd,"age")==0) {                      fprintf(fichtm," %d (%.3f),",(int) age, c12);
           cptcovprod--;                      fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
           cutv(strb,stre,strc,'V');                      fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
           Tvar[i]=atoi(stre);                      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",\
           cptcovage++;                              mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
           Tage[cptcovage]=i;                              mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
         }                    }/* if first */
         else {                  } /* age mod 5 */
           cutv(strb,stre,strc,'V');                } /* end loop age */
           Tvar[i]=ncovcol+k1;                fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\";replot;",optionfilefiname, j1,k1,l1,k2,l2);
           cutv(strb,strc,strd,'V');                first=1;
           Tprod[k1]=i;              } /*l12 */
           Tvard[k1][1]=atoi(strc);            } /* k12 */
           Tvard[k1][2]=atoi(stre);          } /*l1 */
           Tvar[cptcovn+k2]=Tvard[k1][1];        }/* k1 */
           Tvar[cptcovn+k2+1]=Tvard[k1][2];      } /* loop covariates */
           for (k=1; k<=lastobs;k++)    }
             covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];    free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
           k1++;    free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
           k2=k2+2;    free_vector(xp,1,npar);
         }    fclose(ficresprob);
       }    fclose(ficresprobcov);
       else {    fclose(ficresprobcor);
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/    fclose(ficgp);
        /*  scanf("%d",i);*/    fclose(fichtm);
       cutv(strd,strc,strb,'V');  }
       Tvar[i]=atoi(strc);  
       }  
       strcpy(modelsav,stra);    /******************* Printing html file ***********/
       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);  void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
         scanf("%d",i);*/                    int lastpass, int stepm, int weightopt, char model[],\
     }                    int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
 }                    int popforecast, int estepm ,\
                      double jprev1, double mprev1,double anprev1, \
   /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);                    double jprev2, double mprev2,double anprev2){
   printf("cptcovprod=%d ", cptcovprod);    int jj1, k1, i1, cpt;
   scanf("%d ",i);*/    /*char optionfilehtm[FILENAMELENGTH];*/
     fclose(fic);    if((fichtm=fopen(optionfilehtm,"a"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
     /*  if(mle==1){*/      fprintf(ficlog,"Problem with %s \n",optionfilehtm), exit(0);
     if (weightopt != 1) { /* Maximisation without weights*/    }
       for(i=1;i<=n;i++) weight[i]=1.0;  
     }     fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n
     /*-calculation of age at interview from date of interview and age at death -*/   - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"p%s\">p%s</a> <br>\n
     agev=matrix(1,maxwav,1,imx);   - Estimated transition probabilities over %d (stepm) months: <a href=\"pij%s\">pij%s</a><br>\n
    - Stable prevalence in each health state: <a href=\"pl%s\">pl%s</a> <br>\n
     for (i=1; i<=imx; i++) {   - Life expectancies by age and initial health status (estepm=%2d months): 
       for(m=2; (m<= maxwav); m++) {     <a href=\"e%s\">e%s</a> <br>\n</li>", \
        if ((mint[m][i]== 99) && (s[m][i] <= nlstate)){    jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,fileres,fileres,stepm,fileres,fileres,fileres,fileres,estepm,fileres,fileres);
          anint[m][i]=9999;  
          s[m][i]=-1;  fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
        }  
      if(moisdc[i]==99 && andc[i]==9999 & s[m][i]>nlstate) s[m][i]=-1;   m=cptcoveff;
       }   if (cptcovn < 1) {m=1;ncodemax[1]=1;}
     }  
    jj1=0;
     for (i=1; i<=imx; i++)  {   for(k1=1; k1<=m;k1++){
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);     for(i1=1; i1<=ncodemax[k1];i1++){
       for(m=1; (m<= maxwav); m++){       jj1++;
         if(s[m][i] >0){       if (cptcovn > 0) {
           if (s[m][i] >= nlstate+1) {         fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
             if(agedc[i]>0)         for (cpt=1; cpt<=cptcoveff;cpt++) 
               if(moisdc[i]!=99 && andc[i]!=9999)           fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
                 agev[m][i]=agedc[i];         fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/       }
            else {       /* Pij */
               if (andc[i]!=9999){       fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i, %d (stepm) months before: pe%s%d1.png<br>
               printf("Warning negative age at death: %d line:%d\n",num[i],i);  <img src=\"pe%s%d1.png\">",stepm,strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);     
               agev[m][i]=-1;       /* Quasi-incidences */
               }       fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months before but expressed in per year i.e. quasi incidences if stepm is small and probabilities too: pe%s%d2.png<br>
             }  <img src=\"pe%s%d2.png\">",stepm,strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1); 
           }         /* Stable prevalence in each health state */
           else if(s[m][i] !=9){ /* Should no more exist */         for(cpt=1; cpt<nlstate;cpt++){
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);           fprintf(fichtm,"<br>- Stable prevalence in each health state : p%s%d%d.png<br>
             if(mint[m][i]==99 || anint[m][i]==9999)  <img src=\"p%s%d%d.png\">",strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);
               agev[m][i]=1;         }
             else if(agev[m][i] <agemin){       for(cpt=1; cpt<=nlstate;cpt++) {
               agemin=agev[m][i];          fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.png <br>
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/  <img src=\"exp%s%d%d.png\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);
             }       }
             else if(agev[m][i] >agemax){       fprintf(fichtm,"\n<br>- Total life expectancy by age and
               agemax=agev[m][i];  health expectancies in states (1) and (2): e%s%d.png<br>
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/  <img src=\"e%s%d.png\">",strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);
             }     } /* end i1 */
             /*agev[m][i]=anint[m][i]-annais[i];*/   }/* End k1 */
             /*   agev[m][i] = age[i]+2*m;*/   fprintf(fichtm,"</ul>");
           }  
           else { /* =9 */  
             agev[m][i]=1;   fprintf(fichtm,"\n<br><li><h4> Result files (second order: variances)</h4>\n
             s[m][i]=-1;   - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n
           }   - Variance of one-step probabilities: <a href=\"prob%s\">prob%s</a> <br>\n
         }   - Variance-covariance of one-step probabilities: <a href=\"probcov%s\">probcov%s</a> <br>\n
         else /*= 0 Unknown */   - Correlation matrix of one-step probabilities: <a href=\"probcor%s\">probcor%s</a> <br>\n
           agev[m][i]=1;   - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"v%s\">v%s</a><br>\n 
       }   - Health expectancies with their variances (no covariance): <a href=\"t%s\">t%s</a> <br>\n
       - Standard deviation of stable prevalences: <a href=\"vpl%s\">vpl%s</a> <br>\n",rfileres,rfileres,fileres,fileres,fileres,fileres,fileres,fileres, estepm, fileres,fileres,fileres,fileres,fileres,fileres);
     }  
     for (i=1; i<=imx; i++)  {  /*  if(popforecast==1) fprintf(fichtm,"\n */
       for(m=1; (m<= maxwav); m++){  /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
         if (s[m][i] > (nlstate+ndeath)) {  /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
           printf("Error: Wrong value in nlstate or ndeath\n");    /*      <br>",fileres,fileres,fileres,fileres); */
           goto end;  /*  else  */
         }  /*    fprintf(fichtm,"\n No population forecast: popforecast = %d (instead of 1) or stepm = %d (instead of 1) or model=%s (instead of .)<br><br></li>\n",popforecast, stepm, model); */
       }  fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
     }  
    m=cptcoveff;
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);   if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
     free_vector(severity,1,maxwav);   jj1=0;
     free_imatrix(outcome,1,maxwav+1,1,n);   for(k1=1; k1<=m;k1++){
     free_vector(moisnais,1,n);     for(i1=1; i1<=ncodemax[k1];i1++){
     free_vector(annais,1,n);       jj1++;
     /* free_matrix(mint,1,maxwav,1,n);       if (cptcovn > 0) {
        free_matrix(anint,1,maxwav,1,n);*/         fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
     free_vector(moisdc,1,n);         for (cpt=1; cpt<=cptcoveff;cpt++) 
     free_vector(andc,1,n);           fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
           }
     wav=ivector(1,imx);       for(cpt=1; cpt<=nlstate;cpt++) {
     dh=imatrix(1,lastpass-firstpass+1,1,imx);         fprintf(fichtm,"<br>- Observed and period prevalence (with confident
     mw=imatrix(1,lastpass-firstpass+1,1,imx);  interval) in state (%d): v%s%d%d.png <br>
      <img src=\"v%s%d%d.png\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);  
     /* Concatenates waves */       }
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);     } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
       Tcode=ivector(1,100);  fclose(fichtm);
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);  }
       ncodemax[1]=1;  
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);  /******************* Gnuplot file **************/
        void printinggnuplot(char fileres[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
    codtab=imatrix(1,100,1,10);  
    h=0;    int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
    m=pow(2,cptcoveff);    int ng;
      if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
    for(k=1;k<=cptcoveff; k++){      printf("Problem with file %s",optionfilegnuplot);
      for(i=1; i <=(m/pow(2,k));i++){      fprintf(ficlog,"Problem with file %s",optionfilegnuplot);
        for(j=1; j <= ncodemax[k]; j++){    }
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){  
            h++;    /*#ifdef windows */
            if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;      fprintf(ficgp,"cd \"%s\" \n",pathc);
            /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/      /*#endif */
          }  m=pow(2,cptcoveff);
        }    
      }   /* 1eme*/
    }    for (cpt=1; cpt<= nlstate ; cpt ++) {
    /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]);     for (k1=1; k1<= m ; k1 ++) {
       codtab[1][2]=1;codtab[2][2]=2; */       fprintf(ficgp,"\nset out \"v%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
    /* for(i=1; i <=m ;i++){       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,fileres,k1-1,k1-1);
       for(k=1; k <=cptcovn; k++){  
       printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);       for (i=1; i<= nlstate ; i ++) {
       }         if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
       printf("\n");         else fprintf(ficgp," \%%*lf (\%%*lf)");
       }       }
       scanf("%d",i);*/       fprintf(ficgp,"\" t\"Stable prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",fileres,k1-1,k1-1);
           for (i=1; i<= nlstate ; i ++) {
    /* Calculates basic frequencies. Computes observed prevalence at single age         if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
        and prints on file fileres'p'. */         else fprintf(ficgp," \%%*lf (\%%*lf)");
        } 
           fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",fileres,k1-1,k1-1); 
           for (i=1; i<= nlstate ; i ++) {
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */         if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */         else fprintf(ficgp," \%%*lf (\%%*lf)");
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */       }  
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */       fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */     }
          }
     /* For Powell, parameters are in a vector p[] starting at p[1]    /*2 eme*/
        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) */    for (k1=1; k1<= m ; k1 ++) { 
       fprintf(ficgp,"\nset out \"e%s%d.png\" \n",strtok(optionfile, "."),k1);
     if(mle==1){      fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);      
     }      for (i=1; i<= nlstate+1 ; i ++) {
            k=2*i;
     /*--------- results files --------------*/        fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);
     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);        for (j=1; j<= nlstate+1 ; j ++) {
            if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
    jk=1;        }   
    fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");        if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
    printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");        else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
    for(i=1,jk=1; i <=nlstate; i++){        fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);
      for(k=1; k <=(nlstate+ndeath); k++){        for (j=1; j<= nlstate+1 ; j ++) {
        if (k != i)          if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
          {          else fprintf(ficgp," \%%*lf (\%%*lf)");
            printf("%d%d ",i,k);        }   
            fprintf(ficres,"%1d%1d ",i,k);        fprintf(ficgp,"\" t\"\" w l 0,");
            for(j=1; j <=ncovmodel; j++){        fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);
              printf("%f ",p[jk]);        for (j=1; j<= nlstate+1 ; j ++) {
              fprintf(ficres,"%f ",p[jk]);          if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
              jk++;          else fprintf(ficgp," \%%*lf (\%%*lf)");
            }        }   
            printf("\n");        if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
            fprintf(ficres,"\n");        else fprintf(ficgp,"\" t\"\" w l 0,");
          }      }
      }    }
    }    
  if(mle==1){    /*3eme*/
     /* Computing hessian and covariance matrix */    
     ftolhess=ftol; /* Usually correct */    for (k1=1; k1<= m ; k1 ++) { 
     hesscov(matcov, p, npar, delti, ftolhess, func);      for (cpt=1; cpt<= nlstate ; cpt ++) {
  }        k=2+nlstate*(2*cpt-2);
     fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");        fprintf(ficgp,"\nset out \"exp%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
     printf("# Scales (for hessian or gradient estimation)\n");        fprintf(ficgp,"set ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,fileres,k1-1,k1-1,k,cpt);
      for(i=1,jk=1; i <=nlstate; i++){        /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
       for(j=1; j <=nlstate+ndeath; j++){          for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
         if (j!=i) {          fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           fprintf(ficres,"%1d%1d",i,j);          fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           printf("%1d%1d",i,j);          for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           for(k=1; k<=ncovmodel;k++){          fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
             printf(" %.5e",delti[jk]);          
             fprintf(ficres," %.5e",delti[jk]);        */
             jk++;        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+2*i,cpt,i+1);
           printf("\n");          
           fprintf(ficres,"\n");        } 
         }      }
       }    }
      }    
        /* CV preval stable (period) */
     k=1;    for (k1=1; k1<= m ; k1 ++) { 
     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");      for (cpt=1; cpt<=nlstate ; cpt ++) {
     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");        k=3;
     for(i=1;i<=npar;i++){        fprintf(ficgp,"\nset out \"p%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
       /*  if (k>nlstate) k=1;        fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,fileres,k1,k+cpt+1,k+1);
       i1=(i-1)/(ncovmodel*nlstate)+1;        
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);        for (i=1; i< nlstate ; i ++)
       printf("%s%d%d",alph[k],i1,tab[i]);*/          fprintf(ficgp,"+$%d",k+i+1);
       fprintf(ficres,"%3d",i);        fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
       printf("%3d",i);        
       for(j=1; j<=i;j++){        l=3+(nlstate+ndeath)*cpt;
         fprintf(ficres," %.5e",matcov[i][j]);        fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);
         printf(" %.5e",matcov[i][j]);        for (i=1; i< nlstate ; i ++) {
       }          l=3+(nlstate+ndeath)*cpt;
       fprintf(ficres,"\n");          fprintf(ficgp,"+$%d",l+i+1);
       printf("\n");        }
       k++;        fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
     }      } 
        }  
     while((c=getc(ficpar))=='#' && c!= EOF){    
       ungetc(c,ficpar);    /* proba elementaires */
       fgets(line, MAXLINE, ficpar);    for(i=1,jk=1; i <=nlstate; i++){
       puts(line);      for(k=1; k <=(nlstate+ndeath); k++){
       fputs(line,ficparo);        if (k != i) {
     }          for(j=1; j <=ncovmodel; j++){
     ungetc(c,ficpar);            fprintf(ficgp,"p%d=%f ",jk,p[jk]);
              jk++; 
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&ageminpar,&agemaxpar, &bage, &fage);            fprintf(ficgp,"\n");
              }
     if (fage <= 2) {        }
       bage = ageminpar;      }
       fage = agemaxpar;     }
     }  
         for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");       for(jk=1; jk <=m; jk++) {
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",ageminpar,agemaxpar,bage,fage);         fprintf(ficgp,"\nset out \"pe%s%d%d.png\" \n",strtok(optionfile, "."),jk,ng); 
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",ageminpar,agemaxpar,bage,fage);         if (ng==2)
             fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
     while((c=getc(ficpar))=='#' && c!= EOF){         else
     ungetc(c,ficpar);           fprintf(ficgp,"\nset title \"Probability\"\n");
     fgets(line, MAXLINE, ficpar);         fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
     puts(line);         i=1;
     fputs(line,ficparo);         for(k2=1; k2<=nlstate; k2++) {
   }           k3=i;
   ungetc(c,ficpar);           for(k=1; k<=(nlstate+ndeath); k++) {
               if (k != k2){
   fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2);               if(ng==2)
   fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);                 fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
  fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);               else
                       fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
   while((c=getc(ficpar))=='#' && c!= EOF){               ij=1;
     ungetc(c,ficpar);               for(j=3; j <=ncovmodel; j++) {
     fgets(line, MAXLINE, ficpar);                 if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
     puts(line);                   fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
     fputs(line,ficparo);                   ij++;
   }                 }
   ungetc(c,ficpar);                 else
                     fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                }
    dateprev1=anprev1+mprev1/12.+jprev1/365.;               fprintf(ficgp,")/(1");
    dateprev2=anprev2+mprev2/12.+jprev2/365.;               
                for(k1=1; k1 <=nlstate; k1++){   
   fscanf(ficpar,"pop_based=%d\n",&popbased);                 fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
   fprintf(ficparo,"pop_based=%d\n",popbased);                   ij=1;
   fprintf(ficres,"pop_based=%d\n",popbased);                   for(j=3; j <=ncovmodel; j++){
                     if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
   while((c=getc(ficpar))=='#' && c!= EOF){                     fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
     ungetc(c,ficpar);                     ij++;
     fgets(line, MAXLINE, ficpar);                   }
     puts(line);                   else
     fputs(line,ficparo);                     fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
   }                 }
   ungetc(c,ficpar);                 fprintf(ficgp,")");
                }
   fscanf(ficpar,"starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf mov_average=%d\n",&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2,&mobilav);               fprintf(ficgp,") t \"p%d%d\" ", k2,k);
 fprintf(ficparo,"starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mov_average=%d\n",jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilav);               if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
 fprintf(ficres,"starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mov_average=%d\n",jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilav);               i=i+ncovmodel;
              }
            } /* end k */
 while((c=getc(ficpar))=='#' && c!= EOF){         } /* end k2 */
     ungetc(c,ficpar);       } /* end jk */
     fgets(line, MAXLINE, ficpar);     } /* end ng */
     puts(line);     fclose(ficgp); 
     fputs(line,ficparo);  }  /* end gnuplot */
   }  
   ungetc(c,ficpar);  
   /*************** Moving average **************/
   fscanf(ficpar,"popforecast=%d popfile=%s popfiledate=%lf/%lf/%lf last-popfiledate=%lf/%lf/%lf\n",&popforecast,popfile,&jpyram,&mpyram,&anpyram,&jpyram1,&mpyram1,&anpyram1);  int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
   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);    int i, cpt, cptcod;
     int modcovmax =1;
  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);    int mobilavrange, mob;
     double age;
 /*------------ gnuplot -------------*/  
  printinggnuplot(fileres,optionfilefiname,optionfile,optionfilegnuplot, ageminpar,agemaxpar,fage, pathc,p);    modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
                               a covariate has 2 modalities */
 /*------------ free_vector  -------------*/    if (cptcovn<1) modcovmax=1; /* At least 1 pass */
  chdir(path);  
      if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
  free_ivector(wav,1,imx);      if(mobilav==1) mobilavrange=5; /* default */
  free_imatrix(dh,1,lastpass-firstpass+1,1,imx);      else mobilavrange=mobilav;
  free_imatrix(mw,1,lastpass-firstpass+1,1,imx);        for (age=bage; age<=fage; age++)
  free_ivector(num,1,n);        for (i=1; i<=nlstate;i++)
  free_vector(agedc,1,n);          for (cptcod=1;cptcod<=modcovmax;cptcod++)
  /*free_matrix(covar,1,NCOVMAX,1,n);*/            mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
  fclose(ficparo);      /* We keep the original values on the extreme ages bage, fage and for 
  fclose(ficres);         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. 
 /*--------- index.htm --------*/      */ 
       for (mob=3;mob <=mobilavrange;mob=mob+2){
   printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,model,imx,jmin,jmax,jmean,optionfile,optionfilehtm,rfileres,optionfilegnuplot,version,popforecast);        for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
           for (i=1; i<=nlstate;i++){
              for (cptcod=1;cptcod<=modcovmax;cptcod++){
   /*--------------- Prevalence limit --------------*/              mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
                  for (cpt=1;cpt<=(mob-1)/2;cpt++){
   strcpy(filerespl,"pl");                  mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
   strcat(filerespl,fileres);                  mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
   if((ficrespl=fopen(filerespl,"w"))==NULL) {                }
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;              mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
   }            }
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);          }
   fprintf(ficrespl,"#Prevalence limit\n");        }/* end age */
   fprintf(ficrespl,"#Age ");      }/* end mob */
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);    }else return -1;
   fprintf(ficrespl,"\n");    return 0;
    }/* End movingaverage */
   prlim=matrix(1,nlstate,1,nlstate);  
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  /************** Forecasting ******************/
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  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){
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    /* proj1, year, month, day of starting projection 
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */       agemin, agemax range of age
   k=0;       dateprev1 dateprev2 range of dates during which prevalence is computed
   agebase=ageminpar;       anproj2 year of en of projection (same day and month as proj1).
   agelim=agemaxpar;    */
   ftolpl=1.e-10;    int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
   i1=cptcoveff;    int *popage;
   if (cptcovn < 1){i1=1;}    double agec; /* generic age */
     double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
   for(cptcov=1;cptcov<=i1;cptcov++){    double *popeffectif,*popcount;
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    double ***p3mat;
         k=k+1;    double ***mobaverage;
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/    char fileresf[FILENAMELENGTH];
         fprintf(ficrespl,"\n#******");  
         for(j=1;j<=cptcoveff;j++)    agelim=AGESUP;
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    prevalence(ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
         fprintf(ficrespl,"******\n");   
            strcpy(fileresf,"f"); 
         for (age=agebase; age<=agelim; age++){    strcat(fileresf,fileres);
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);    if((ficresf=fopen(fileresf,"w"))==NULL) {
           fprintf(ficrespl,"%.0f",age );      printf("Problem with forecast resultfile: %s\n", fileresf);
           for(i=1; i<=nlstate;i++)      fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
           fprintf(ficrespl," %.5f", prlim[i][i]);    }
           fprintf(ficrespl,"\n");    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;
   fclose(ficrespl);  
     if (mobilav!=0) {
   /*------------- h Pij x at various ages ------------*/      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
        if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
   if((ficrespij=fopen(filerespij,"w"))==NULL) {        printf(" Error in movingaverage mobilav=%d\n",mobilav);
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;      }
   }    }
   printf("Computing pij: result on file '%s' \n", filerespij);  
      stepsize=(int) (stepm+YEARM-1)/YEARM;
   stepsize=(int) (stepm+YEARM-1)/YEARM;    if (stepm<=12) stepsize=1;
   /*if (stepm<=24) stepsize=2;*/    if(estepm < stepm){
       printf ("Problem %d lower than %d\n",estepm, stepm);
   agelim=AGESUP;    }
   hstepm=stepsize*YEARM; /* Every year of age */    else  hstepm=estepm;   
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */  
      hstepm=hstepm/stepm; 
   k=0;    yp1=modf(dateintmean,&yp);/* extracts integral of datemean in yp  and
   for(cptcov=1;cptcov<=i1;cptcov++){                                 fractional in yp1 */
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    anprojmean=yp;
       k=k+1;    yp2=modf((yp1*12),&yp);
         fprintf(ficrespij,"\n#****** ");    mprojmean=yp;
         for(j=1;j<=cptcoveff;j++)    yp1=modf((yp2*30.5),&yp);
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    jprojmean=yp;
         fprintf(ficrespij,"******\n");    if(jprojmean==0) jprojmean=1;
            if(mprojmean==0) jprojmean=1;
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */  
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    i1=cptcoveff;
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    if (cptcovn < 1){i1=1;}
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    
           oldm=oldms;savm=savms;    fprintf(ficresf,"# Mean day of interviews %.lf/%.lf/%.lf (%.2f) between %.2f and %.2f \n",jprojmean,mprojmean,anprojmean,dateintmean,dateprev1,dateprev2); 
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);      
           fprintf(ficrespij,"# Age");    fprintf(ficresf,"#****** Routine prevforecast **\n");
           for(i=1; i<=nlstate;i++)  
             for(j=1; j<=nlstate+ndeath;j++)  /*            if (h==(int)(YEARM*yearp)){ */
               fprintf(ficrespij," %1d-%1d",i,j);    for(cptcov=1, k=0;cptcov<=i1;cptcov++){
           fprintf(ficrespij,"\n");      for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
           for (h=0; h<=nhstepm; h++){        k=k+1;
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );        fprintf(ficresf,"\n#******");
             for(i=1; i<=nlstate;i++)        for(j=1;j<=cptcoveff;j++) {
               for(j=1; j<=nlstate+ndeath;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(ficrespij," %.5f", p3mat[i][j][h]);        }
             fprintf(ficrespij,"\n");        fprintf(ficresf,"******\n");
           }        fprintf(ficresf,"# Covariate valuofcovar yearproj age");
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        for(j=1; j<=nlstate+ndeath;j++){ 
           fprintf(ficrespij,"\n");          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) { 
   /* varprob(fileres, matcov, p, delti, nlstate, (int) bage, (int) fage,k);*/          fprintf(ficresf,"\n");
           fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+yearp);   
   fclose(ficrespij);  
           for (agec=fage; agec>=(ageminpar-1); agec--){ 
             nhstepm=(int) rint((agelim-agec)*YEARM/stepm); 
   /*---------- Forecasting ------------------*/            nhstepm = nhstepm/hstepm; 
   if((stepm == 1) && (strcmp(model,".")==0)){            p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     prevforecast(fileres, anproj1,mproj1,jproj1, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anproj2,p, i1);            oldm=oldms;savm=savms;
     if (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);            hpxij(p3mat,nhstepm,agec,hstepm,p,nlstate,stepm,oldm,savm, k);  
     free_matrix(mint,1,maxwav,1,n);          
     free_matrix(anint,1,maxwav,1,n); free_imatrix(s,1,maxwav+1,1,n);            for (h=0; h<=nhstepm; h++){
     free_vector(weight,1,n);}              if (h*hstepm/YEARM*stepm ==yearp) {
   else{                fprintf(ficresf,"\n");
     erreur=108;                for(j=1;j<=cptcoveff;j++) 
     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(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++) {
   /*---------- Health expectancies and variances ------------*/                ppij=0.;
                 for(i=1; i<=nlstate;i++) {
   strcpy(filerest,"t");                  if (mobilav==1) 
   strcat(filerest,fileres);                    ppij=ppij+p3mat[i][j][h]*mobaverage[(int)agec][i][cptcod];
   if((ficrest=fopen(filerest,"w"))==NULL) {                  else {
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;                    ppij=ppij+p3mat[i][j][h]*probs[(int)(agec)][i][cptcod];
   }                  }
   printf("Computing Total LEs with variances: file '%s' \n", filerest);                  if (h*hstepm/YEARM*stepm== yearp) {
                     fprintf(ficresf," %.3f", p3mat[i][j][h]);
                   }
   strcpy(filerese,"e");                } /* end i */
   strcat(filerese,fileres);                if (h*hstepm/YEARM*stepm==yearp) {
   if((ficreseij=fopen(filerese,"w"))==NULL) {                  fprintf(ficresf," %.3f", ppij);
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);                }
   }              }/* end j */
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);            } /* end h */
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
  strcpy(fileresv,"v");          } /* end agec */
   strcat(fileresv,fileres);        } /* end yearp */
   if((ficresvij=fopen(fileresv,"w"))==NULL) {      } /* end cptcod */
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);    } /* end  cptcov */
   }         
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);    if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
   k=0;    fclose(ficresf);
   for(cptcov=1;cptcov<=i1;cptcov++){  }
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){  
       k=k+1;  /************** Forecasting *****not tested NB*************/
       fprintf(ficrest,"\n#****** ");  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){
       for(j=1;j<=cptcoveff;j++)    
         fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
       fprintf(ficrest,"******\n");    int *popage;
     double calagedatem, agelim, kk1, kk2;
       fprintf(ficreseij,"\n#****** ");    double *popeffectif,*popcount;
       for(j=1;j<=cptcoveff;j++)    double ***p3mat,***tabpop,***tabpopprev;
         fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    double ***mobaverage;
       fprintf(ficreseij,"******\n");    char filerespop[FILENAMELENGTH];
   
       fprintf(ficresvij,"\n#****** ");    tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       for(j=1;j<=cptcoveff;j++)    tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
         fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    agelim=AGESUP;
       fprintf(ficresvij,"******\n");    calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
     
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);    prevalence(ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
       oldm=oldms;savm=savms;    
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);      
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);    strcpy(filerespop,"pop"); 
       oldm=oldms;savm=savms;    strcat(filerespop,fileres);
        varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);    if((ficrespop=fopen(filerespop,"w"))==NULL) {
          printf("Problem with forecast resultfile: %s\n", filerespop);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
      }
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");    printf("Computing forecasting: result on file '%s' \n", filerespop);
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);    fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
       fprintf(ficrest,"\n");  
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
       epj=vector(1,nlstate+1);  
       for(age=bage; age <=fage ;age++){    if (mobilav!=0) {
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
         if (popbased==1) {      if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
           for(i=1; i<=nlstate;i++)        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
             prlim[i][i]=probs[(int)age][i][k];        printf(" Error in movingaverage mobilav=%d\n",mobilav);
         }      }
            }
         fprintf(ficrest," %4.0f",age);  
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){    stepsize=(int) (stepm+YEARM-1)/YEARM;
           for(i=1, epj[j]=0.;i <=nlstate;i++) {    if (stepm<=12) stepsize=1;
             epj[j] += prlim[i][i]*eij[i][j][(int)age];    
           }    agelim=AGESUP;
           epj[nlstate+1] +=epj[j];    
         }    hstepm=1;
         for(i=1, vepp=0.;i <=nlstate;i++)    hstepm=hstepm/stepm; 
           for(j=1;j <=nlstate;j++)    
             vepp += vareij[i][j][(int)age];    if (popforecast==1) {
         fprintf(ficrest," %7.2f (%7.2f)", epj[nlstate+1],sqrt(vepp));      if((ficpop=fopen(popfile,"r"))==NULL) {
         for(j=1;j <=nlstate;j++){        printf("Problem with population file : %s\n",popfile);exit(0);
           fprintf(ficrest," %7.2f (%7.2f)", epj[j],sqrt(vareij[j][j][(int)age]));        fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
         }      } 
         fprintf(ficrest,"\n");      popage=ivector(0,AGESUP);
       }      popeffectif=vector(0,AGESUP);
     }      popcount=vector(0,AGESUP);
   }      
       i=1;   
   fclose(ficreseij);      while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
   fclose(ficresvij);     
   fclose(ficrest);      imx=i;
   fclose(ficpar);      for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
   free_vector(epj,1,nlstate+1);    }
    
   /*------- Variance limit prevalence------*/      for(cptcov=1,k=0;cptcov<=i2;cptcov++){
      for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
   strcpy(fileresvpl,"vpl");        k=k+1;
   strcat(fileresvpl,fileres);        fprintf(ficrespop,"\n#******");
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {        for(j=1;j<=cptcoveff;j++) {
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);          fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
     exit(0);        }
   }        fprintf(ficrespop,"******\n");
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);        fprintf(ficrespop,"# Age");
         for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
   k=0;        if (popforecast==1)  fprintf(ficrespop," [Population]");
   for(cptcov=1;cptcov<=i1;cptcov++){        
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){        for (cpt=0; cpt<=0;cpt++) { 
       k=k+1;          fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
       fprintf(ficresvpl,"\n#****** ");          
       for(j=1;j<=cptcoveff;j++)          for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
         fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);            nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
       fprintf(ficresvpl,"******\n");            nhstepm = nhstepm/hstepm; 
                  
       varpl=matrix(1,nlstate,(int) bage, (int) fage);            p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
       oldm=oldms;savm=savms;            oldm=oldms;savm=savms;
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);            hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
     }          
  }            for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
   fclose(ficresvpl);                fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
   /*---------- End : free ----------------*/              for(j=1; j<=nlstate+ndeath;j++) {
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);                kk1=0.;kk2=0;
                  for(i=1; i<=nlstate;i++) {              
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);                  if (mobilav==1) 
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);                    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];
   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);                if (h==(int)(calagedatem+12*cpt)){
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);                  tabpop[(int)(agedeb)][j][cptcod]=kk1;
                      /*fprintf(ficrespop," %.3f", kk1);
   free_matrix(matcov,1,npar,1,npar);                      if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
   free_vector(delti,1,npar);                }
   free_matrix(agev,1,maxwav,1,imx);              }
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);              for(i=1; i<=nlstate;i++){
                 kk1=0.;
   if(erreur >0)                  for(j=1; j<=nlstate;j++){
     printf("End of Imach with error or warning %d\n",erreur);                    kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
   else   printf("End of Imach\n");                  }
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */                    tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
                }
   /* printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);*/  
   /*printf("Total time was %d uSec.\n", total_usecs);*/              if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
   /*------ End -----------*/                fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
  end:          }
 #ifdef windows        }
   /* chdir(pathcd);*/   
 #endif    /******/
  /*system("wgnuplot graph.plt");*/  
  /*system("../gp37mgw/wgnuplot graph.plt");*/        for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
  /*system("cd ../gp37mgw");*/          fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
  /* system("..\\gp37mgw\\wgnuplot graph.plt");*/          for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
  strcpy(plotcmd,GNUPLOTPROGRAM);            nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
  strcat(plotcmd," ");            nhstepm = nhstepm/hstepm; 
  strcat(plotcmd,optionfilegnuplot);            
  system(plotcmd);            p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
 #ifdef windows            hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
   while (z[0] != 'q') {            for (h=0; h<=nhstepm; h++){
     /* chdir(path); */              if (h==(int) (calagedatem+YEARM*cpt)) {
     printf("\nType e to edit output files, g to graph again, c to start again, and q for exiting: ");                fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
     scanf("%s",z);              } 
     if (z[0] == 'c') system("./imach");              for(j=1; j<=nlstate+ndeath;j++) {
     else if (z[0] == 'e') system(optionfilehtm);                kk1=0.;kk2=0;
     else if (z[0] == 'g') system(plotcmd);                for(i=1; i<=nlstate;i++) {              
     else if (z[0] == 'q') exit(0);                  kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];    
   }                }
 #endif                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);
   }
   
   /***********************************************/
   /**************** Main Program *****************/
   /***********************************************/
   
   int main(int argc, char *argv[])
   {
     int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
     int i,j, k, n=MAXN,iter,m,size=100,cptcode, cptcod;
     double agedeb, agefin,hf;
     double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
   
     double fret;
     double **xi,tmp,delta;
   
     double dum; /* Dummy variable */
     double ***p3mat;
     double ***mobaverage;
     int *indx;
     char line[MAXLINE], linepar[MAXLINE];
     char path[80],pathc[80],pathcd[80],pathtot[80],model[80];
     int firstobs=1, lastobs=10;
     int sdeb, sfin; /* Status at beginning and end */
     int c,  h , cpt,l;
     int ju,jl, mi;
     int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
     int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,*tab; 
     int mobilavproj=0 , prevfcast=0 ; /* moving average of prev, If prevfcast=1 prevalence projection */
     int mobilav=0,popforecast=0;
     int hstepm, nhstepm;
     double jprev1=1, mprev1=1,anprev1=2000,jprev2=1, mprev2=1,anprev2=2000;
     double jpyram=1, mpyram=1,anpyram=2000,jpyram1=1, mpyram1=1,anpyram1=2000;
   
     double bage, fage, age, agelim, agebase;
     double ftolpl=FTOL;
     double **prlim;
     double *severity;
     double ***param; /* Matrix of parameters */
     double  *p;
     double **matcov; /* Matrix of covariance */
     double ***delti3; /* Scale */
     double *delti; /* Scale */
     double ***eij, ***vareij;
     double **varpl; /* Variances of prevalence limits by age */
     double *epj, vepp;
     double kk1, kk2;
     double dateprev1, dateprev2,jproj1=1,mproj1=1,anproj1=2000,jproj2=1,mproj2=1,anproj2=2000;
   
     char *alph[]={"a","a","b","c","d","e"}, str[4];
   
   
     char z[1]="c", occ;
   #include <sys/time.h>
   #include <time.h>
     char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
    
     /* long total_usecs;
        struct timeval start_time, end_time;
     
        gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
     getcwd(pathcd, size);
   
     printf("\n%s\n%s",version,fullversion);
     if(argc <=1){
       printf("\nEnter the parameter file name: ");
       scanf("%s",pathtot);
     }
     else{
       strcpy(pathtot,argv[1]);
     }
     /*if(getcwd(pathcd, 80)!= NULL)printf ("Error pathcd\n");*/
     /*cygwin_split_path(pathtot,path,optionfile);
       printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
     /* cutv(path,optionfile,pathtot,'\\');*/
   
     split(pathtot,path,optionfile,optionfilext,optionfilefiname);
     printf("pathtot=%s, path=%s, optionfile=%s optionfilext=%s optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     chdir(path);
     replace(pathc,path);
   
     /*-------- arguments in the command line --------*/
   
     /* Log file */
     strcat(filelog, optionfilefiname);
     strcat(filelog,".log");    /* */
     if((ficlog=fopen(filelog,"w"))==NULL)    {
       printf("Problem with logfile %s\n",filelog);
       goto end;
     }
     fprintf(ficlog,"Log filename:%s\n",filelog);
     fprintf(ficlog,"\n%s",version);
     fprintf(ficlog,"\nEnter the parameter file name: ");
     fprintf(ficlog,"pathtot=%s, path=%s, optionfile=%s optionfilext=%s optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     fflush(ficlog);
   
     /* */
     strcpy(fileres,"r");
     strcat(fileres, optionfilefiname);
     strcat(fileres,".txt");    /* Other files have txt extension */
   
     /*---------arguments file --------*/
   
     if((ficpar=fopen(optionfile,"r"))==NULL)    {
       printf("Problem with optionfile %s\n",optionfile);
       fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
       goto end;
     }
   
     strcpy(filereso,"o");
     strcat(filereso,fileres);
     if((ficparo=fopen(filereso,"w"))==NULL) {
       printf("Problem with Output resultfile: %s\n", filereso);
       fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
       goto end;
     }
   
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
     printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model);
     fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
      
     covar=matrix(0,NCOVMAX,1,n); 
     cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
     if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
   
     ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
     nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
     
     /* Read guess parameters */
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     for(i=1; i <=nlstate; i++)
       for(j=1; j <=nlstate+ndeath-1; j++){
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         fprintf(ficparo,"%1d%1d",i1,j1);
         if(mle==1)
           printf("%1d%1d",i,j);
         fprintf(ficlog,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar," %lf",&param[i][j][k]);
           if(mle==1){
             printf(" %lf",param[i][j][k]);
             fprintf(ficlog," %lf",param[i][j][k]);
           }
           else
             fprintf(ficlog," %lf",param[i][j][k]);
           fprintf(ficparo," %lf",param[i][j][k]);
         }
         fscanf(ficpar,"\n");
         if(mle==1)
           printf("\n");
         fprintf(ficlog,"\n");
         fprintf(ficparo,"\n");
       }
     
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
   
     p=param[1][1];
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     /* delti=vector(1,npar); *//* Scale of each paramater (output from hesscov) */
     for(i=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath-1; j++){
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i1,j1);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar,"%le",&delti3[i][j][k]);
           printf(" %le",delti3[i][j][k]);
           fprintf(ficparo," %le",delti3[i][j][k]);
         }
         fscanf(ficpar,"\n");
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     delti=delti3[1][1];
   
   
     /* free_ma3x(delti3,1,nlstate,1,nlstate+ndeath-1,1,ncovmodel); */ /* Hasn't to to freed here otherwise delti is no more allocated */
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     matcov=matrix(1,npar,1,npar);
     for(i=1; i <=npar; i++){
       fscanf(ficpar,"%s",&str);
       if(mle==1)
         printf("%s",str);
       fprintf(ficlog,"%s",str);
       fprintf(ficparo,"%s",str);
       for(j=1; j <=i; j++){
         fscanf(ficpar," %le",&matcov[i][j]);
         if(mle==1){
           printf(" %.5le",matcov[i][j]);
           fprintf(ficlog," %.5le",matcov[i][j]);
         }
         else
           fprintf(ficlog," %.5le",matcov[i][j]);
         fprintf(ficparo," %.5le",matcov[i][j]);
       }
       fscanf(ficpar,"\n");
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       fprintf(ficparo,"\n");
     }
     for(i=1; i <=npar; i++)
       for(j=i+1;j<=npar;j++)
         matcov[i][j]=matcov[j][i];
      
     if(mle==1)
       printf("\n");
     fprintf(ficlog,"\n");
   
   
     /*-------- Rewriting paramater file ----------*/
     strcpy(rfileres,"r");    /* "Rparameterfile */
     strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
     strcat(rfileres,".");    /* */
     strcat(rfileres,optionfilext);    /* Other files have txt extension */
     if((ficres =fopen(rfileres,"w"))==NULL) {
       printf("Problem writing new parameter file: %s\n", fileres);goto end;
       fprintf(ficlog,"Problem writing new parameter file: %s\n", fileres);goto end;
     }
     fprintf(ficres,"#%s\n",version);
       
     /*-------- data file ----------*/
     if((fic=fopen(datafile,"r"))==NULL)    {
       printf("Problem with datafile: %s\n", datafile);goto end;
       fprintf(ficlog,"Problem with datafile: %s\n", datafile);goto end;
     }
   
     n= lastobs;
     severity = vector(1,maxwav);
     outcome=imatrix(1,maxwav+1,1,n);
     num=ivector(1,n);
     moisnais=vector(1,n);
     annais=vector(1,n);
     moisdc=vector(1,n);
     andc=vector(1,n);
     agedc=vector(1,n);
     cod=ivector(1,n);
     weight=vector(1,n);
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
     mint=matrix(1,maxwav,1,n);
     anint=matrix(1,maxwav,1,n);
     s=imatrix(1,maxwav+1,1,n);
     tab=ivector(1,NCOVMAX);
     ncodemax=ivector(1,8);
   
     i=1;
     while (fgets(line, MAXLINE, fic) != NULL)    {
       if ((i >= firstobs) && (i <=lastobs)) {
           
         for (j=maxwav;j>=1;j--){
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb); 
           strcpy(line,stra);
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         }
           
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
         for (j=ncovcol;j>=1;j--){
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         } 
         num[i]=atol(stra);
           
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
           printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/
   
         i=i+1;
       }
     }
     /* printf("ii=%d", ij);
        scanf("%d",i);*/
     imx=i-1; /* Number of individuals */
   
     /* for (i=1; i<=imx; i++){
       if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
       if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
       if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
       }*/
      /*  for (i=1; i<=imx; i++){
        if (s[4][i]==9)  s[4][i]=-1; 
        printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));}*/
     
    for (i=1; i<=imx; i++)
    
      /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
        else weight[i]=1;*/
   
     /* Calculation of the number of parameter from char model*/
     Tvar=ivector(1,15); /* stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
     Tprod=ivector(1,15); 
     Tvaraff=ivector(1,15); 
     Tvard=imatrix(1,15,1,2);
     Tage=ivector(1,15);      
      
     if (strlen(model) >1){ /* If there is at least 1 covariate */
       j=0, j1=0, k1=1, k2=1;
       j=nbocc(model,'+'); /* j=Number of '+' */
       j1=nbocc(model,'*'); /* j1=Number of '*' */
       cptcovn=j+1; 
       cptcovprod=j1; /*Number of products */
       
       strcpy(modelsav,model); 
       if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
         printf("Error. Non available option model=%s ",model);
         fprintf(ficlog,"Error. Non available option model=%s ",model);
         goto end;
       }
       
       /* This loop fills the array Tvar from the string 'model'.*/
   
       for(i=(j+1); i>=1;i--){
         cutv(stra,strb,modelsav,'+'); /* keeps in strb after the last + */ 
         if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
         /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
         /*scanf("%d",i);*/
         if (strchr(strb,'*')) {  /* Model includes a product */
           cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn (if not *age)*/
           if (strcmp(strc,"age")==0) { /* Vn*age */
             cptcovprod--;
             cutv(strb,stre,strd,'V');
             Tvar[i]=atoi(stre); /* computes n in Vn and stores in Tvar*/
             cptcovage++;
               Tage[cptcovage]=i;
               /*printf("stre=%s ", stre);*/
           }
           else if (strcmp(strd,"age")==0) { /* or age*Vn */
             cptcovprod--;
             cutv(strb,stre,strc,'V');
             Tvar[i]=atoi(stre);
             cptcovage++;
             Tage[cptcovage]=i;
           }
           else {  /* Age is not in the model */
             cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n*/
             Tvar[i]=ncovcol+k1;
             cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
             Tprod[k1]=i;
             Tvard[k1][1]=atoi(strc); /* m*/
             Tvard[k1][2]=atoi(stre); /* n */
             Tvar[cptcovn+k2]=Tvard[k1][1];
             Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
             for (k=1; k<=lastobs;k++) 
               covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
             k1++;
             k2=k2+2;
           }
         }
         else { /* no more sum */
           /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
          /*  scanf("%d",i);*/
         cutv(strd,strc,strb,'V');
         Tvar[i]=atoi(strc);
         }
         strcpy(modelsav,stra);  
         /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
           scanf("%d",i);*/
       } /* end of loop + */
     } /* end model */
     
     /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
       If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
   
     /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
     printf("cptcovprod=%d ", cptcovprod);
     fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
   
     scanf("%d ",i);
     fclose(fic);*/
   
       /*  if(mle==1){*/
     if (weightopt != 1) { /* Maximisation without weights*/
       for(i=1;i<=n;i++) weight[i]=1.0;
     }
       /*-calculation of age at interview from date of interview and age at death -*/
     agev=matrix(1,maxwav,1,imx);
   
     for (i=1; i<=imx; i++) {
       for(m=2; (m<= maxwav); m++) {
         if (((int)mint[m][i]== 99) && (s[m][i] <= nlstate)){
           anint[m][i]=9999;
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]==9999 && s[m][i]>nlstate){
           printf("Error! Date of death (month %2d and year %4d) of individual %d on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           fprintf(ficlog,"Error! Date of death (month %2d and year %4d) of individual %d on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
           printf("Error! Month of death of individual %d on line %d was unknown %2d, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,(int)moisdc[i]); 
           fprintf(ficlog,"Error! Month of death of individual %d on line %d was unknown %f, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,moisdc[i]); 
           s[m][i]=-1;
         }
       }
     }
   
     for (i=1; i<=imx; i++)  {
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
       for(m=firstpass; (m<= lastpass); m++){
         if(s[m][i] >0){
           if (s[m][i] >= nlstate+1) {
             if(agedc[i]>0)
               if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
                 agev[m][i]=agedc[i];
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
               else {
                 if ((int)andc[i]!=9999){
                   printf("Warning negative age at death: %d line:%d\n",num[i],i);
                   fprintf(ficlog,"Warning negative age at death: %d line:%d\n",num[i],i);
                   agev[m][i]=-1;
                 }
               }
           }
           else if(s[m][i] !=9){ /* Standard case, age in fractional
                                    years but with the precision of a
                                    month */
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
             if((int)mint[m][i]==99 || (int)anint[m][i]==9999)
               agev[m][i]=1;
             else if(agev[m][i] <agemin){ 
               agemin=agev[m][i];
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
             }
             else if(agev[m][i] >agemax){
               agemax=agev[m][i];
               /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
             }
             /*agev[m][i]=anint[m][i]-annais[i];*/
             /*     agev[m][i] = age[i]+2*m;*/
           }
           else { /* =9 */
             agev[m][i]=1;
             s[m][i]=-1;
           }
         }
         else /*= 0 Unknown */
           agev[m][i]=1;
       }
       
     }
     for (i=1; i<=imx; i++)  {
       for(m=firstpass; (m<=lastpass); m++){
         if (s[m][i] > (nlstate+ndeath)) {
           printf("Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           fprintf(ficlog,"Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           goto end;
         }
       }
     }
   
     /*for (i=1; i<=imx; i++){
     for (m=firstpass; (m<lastpass); m++){
        printf("%d %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
   }
   
   }*/
   
     printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
     fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
   
     free_vector(severity,1,maxwav);
     free_imatrix(outcome,1,maxwav+1,1,n);
     free_vector(moisnais,1,n);
     free_vector(annais,1,n);
     /* free_matrix(mint,1,maxwav,1,n);
        free_matrix(anint,1,maxwav,1,n);*/
     free_vector(moisdc,1,n);
     free_vector(andc,1,n);
   
      
     wav=ivector(1,imx);
     dh=imatrix(1,lastpass-firstpass+1,1,imx);
     bh=imatrix(1,lastpass-firstpass+1,1,imx);
     mw=imatrix(1,lastpass-firstpass+1,1,imx);
      
     /* Concatenates waves */
     concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
   
     /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
   
     Tcode=ivector(1,100);
     nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
     ncodemax[1]=1;
     if (cptcovn > 0) tricode(Tvar,nbcode,imx);
         
     codtab=imatrix(1,100,1,10); /* Cross tabulation to get the order of 
                                    the estimations*/
     h=0;
     m=pow(2,cptcoveff);
    
     for(k=1;k<=cptcoveff; k++){
       for(i=1; i <=(m/pow(2,k));i++){
         for(j=1; j <= ncodemax[k]; j++){
           for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
             h++;
             if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;
             /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/
           } 
         }
       }
     } 
     /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
        codtab[1][2]=1;codtab[2][2]=2; */
     /* for(i=1; i <=m ;i++){ 
        for(k=1; k <=cptcovn; k++){
        printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
        }
        printf("\n");
        }
        scanf("%d",i);*/
       
     /* Calculates basic frequencies. Computes observed prevalence at single age
        and prints on file fileres'p'. */
   
       pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
       
      
     /* For Powell, parameters are in a vector p[] starting at p[1]
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */
   
     if(mle>=1){ /* Could be 1 or 2 */
       mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
     }
       
     /*--------- results files --------------*/
     fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle= 0 weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate, ndeath, maxwav, weightopt,model);
     
   
     jk=1;
     fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) 
           {
             printf("%d%d ",i,k);
             fprintf(ficlog,"%d%d ",i,k);
             fprintf(ficres,"%1d%1d ",i,k);
             for(j=1; j <=ncovmodel; j++){
               printf("%f ",p[jk]);
               fprintf(ficlog,"%f ",p[jk]);
               fprintf(ficres,"%f ",p[jk]);
               jk++; 
             }
             printf("\n");
             fprintf(ficlog,"\n");
             fprintf(ficres,"\n");
           }
       }
     }
     if(mle==1){
       /* 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);
   
     probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);
   
     /*------------ gnuplot -------------*/
     strcpy(optionfilegnuplot,optionfilefiname);
     strcat(optionfilegnuplot,".gp");
     if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
       printf("Problem with file %s",optionfilegnuplot);
     }
     else{
       fprintf(ficgp,"\n# %s\n", version); 
       fprintf(ficgp,"# %s\n", optionfilegnuplot); 
       fprintf(ficgp,"set missing 'NaNq'\n");
     }
     fclose(ficgp);
     printinggnuplot(fileres, ageminpar,agemaxpar,fage, pathc,p);
     /*--------- index.htm --------*/
   
     strcpy(optionfilehtm,optionfile);
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
     }
   
     fprintf(fichtm,"<body> <font size=\"2\">%s </font> <hr size=\"2\" color=\"#EC5E5E\"> \n
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n
   \n
   Total number of observations=%d <br>\n
   Youngest age at first (selected) pass %.2f, oldest age %.2f<br>\n
   Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n
   <hr  size=\"2\" color=\"#EC5E5E\">
    <ul><li><h4>Parameter files</h4>\n
    - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n
    - Log file of the run: <a href=\"%s\">%s</a><br>\n
    - Gnuplot file name: <a href=\"%s\">%s</a></ul>\n",version,title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,agemin,agemax,jmin,jmax,jmean,fileres,fileres,filelog,filelog,optionfilegnuplot,optionfilegnuplot);
      fclose(fichtm);
   
     printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,model,imx,jmin,jmax,jmean,rfileres,popforecast,estepm,jprev1,mprev1,anprev1,jprev2,mprev2,anprev2);
    
     /*------------ free_vector  -------------*/
     chdir(path);
    
     free_ivector(wav,1,imx);
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(bh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
     free_ivector(num,1,n);
     free_vector(agedc,1,n);
     /*free_matrix(covar,0,NCOVMAX,1,n);*/
     /*free_matrix(covar,1,NCOVMAX,1,n);*/
     fclose(ficparo);
     fclose(ficres);
   
   
     /*--------------- Prevalence limit  (stable prevalence) --------------*/
     
     strcpy(filerespl,"pl");
     strcat(filerespl,fileres);
     if((ficrespl=fopen(filerespl,"w"))==NULL) {
       printf("Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
       fprintf(ficlog,"Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
     }
     printf("Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficlog,"Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficrespl,"#Stable prevalence \n");
     fprintf(ficrespl,"#Age ");
     for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
     fprintf(ficrespl,"\n");
     
     prlim=matrix(1,nlstate,1,nlstate);
   
     agebase=ageminpar;
     agelim=agemaxpar;
     ftolpl=1.e-10;
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
         fprintf(ficrespl,"\n#******");
         printf("\n#******");
         fprintf(ficlog,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespl,"******\n");
         printf("******\n");
         fprintf(ficlog,"******\n");
           
         for (age=agebase; age<=agelim; age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           fprintf(ficrespl,"%.0f ",age );
           for(j=1;j<=cptcoveff;j++)
             fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           for(i=1; i<=nlstate;i++)
             fprintf(ficrespl," %.5f", prlim[i][i]);
           fprintf(ficrespl,"\n");
         }
       }
     }
     fclose(ficrespl);
   
     /*------------- h Pij x at various ages ------------*/
     
     strcpy(filerespij,"pij");  strcat(filerespij,fileres);
     if((ficrespij=fopen(filerespij,"w"))==NULL) {
       printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
       fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij);goto end;
     }
     printf("Computing pij: result on file '%s' \n", filerespij);
     fprintf(ficlog,"Computing pij: result on file '%s' \n", filerespij);
     
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     /*if (stepm<=24) stepsize=2;*/
   
     agelim=AGESUP;
     hstepm=stepsize*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
   
     /* hstepm=1;   aff par mois*/
   
     fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x ");
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficrespij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrespij,"******\n");
           
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   
           /*        nhstepm=nhstepm*YEARM; aff par mois*/
   
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           oldm=oldms;savm=savms;
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j=");
           for(i=1; i<=nlstate;i++)
             for(j=1; j<=nlstate+ndeath;j++)
               fprintf(ficrespij," %1d-%1d",i,j);
           fprintf(ficrespij,"\n");
           for (h=0; h<=nhstepm; h++){
             fprintf(ficrespij,"%d %3.f %3.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
             for(i=1; i<=nlstate;i++)
               for(j=1; j<=nlstate+ndeath;j++)
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);
             fprintf(ficrespij,"\n");
           }
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           fprintf(ficrespij,"\n");
         }
       }
     }
   
     varprob(optionfilefiname, matcov, p, delti, nlstate, bage, fage,k,Tvar,nbcode, ncodemax);
   
     fclose(ficrespij);
   
   
     /*---------- 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(agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     /*  printf("ageminpar=%f, agemax=%f, s[lastpass][imx]=%d, agev[lastpass][imx]=%f, nlstate=%d, imx=%d,  mint[lastpass][imx]=%f, anint[lastpass][imx]=%f,dateprev1=%f, dateprev2=%f, firstpass=%d, lastpass=%d\n",\
   ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
     */
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1; 
         fprintf(ficrest,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrest,"******\n");
   
         fprintf(ficreseij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficreseij,"******\n");
   
         fprintf(ficresvij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvij,"******\n");
   
         eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov);  
    
         vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,0, mobilav);
         if(popbased==1){
           varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,popbased,mobilav);
         }
   
    
         fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
         for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
         fprintf(ficrest,"\n");
   
         epj=vector(1,nlstate+1);
         for(age=bage; age <=fage ;age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           if (popbased==1) {
             if(mobilav ==0){
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=probs[(int)age][i][k];
             }else{ /* mobilav */ 
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=mobaverage[(int)age][i][k];
             }
           }
           
           fprintf(ficrest," %4.0f",age);
           for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
             for(i=1, epj[j]=0.;i <=nlstate;i++) {
               epj[j] += prlim[i][i]*eij[i][j][(int)age];
               /*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
             }
             epj[nlstate+1] +=epj[j];
           }
   
           for(i=1, vepp=0.;i <=nlstate;i++)
             for(j=1;j <=nlstate;j++)
               vepp += vareij[i][j][(int)age];
           fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
           for(j=1;j <=nlstate;j++){
             fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
           }
           fprintf(ficrest,"\n");
         }
         free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_vector(epj,1,nlstate+1);
       }
     }
     free_vector(weight,1,n);
     free_imatrix(Tvard,1,15,1,2);
     free_imatrix(s,1,maxwav+1,1,n);
     free_matrix(anint,1,maxwav,1,n); 
     free_matrix(mint,1,maxwav,1,n);
     free_ivector(cod,1,n);
     free_ivector(tab,1,NCOVMAX);
     fclose(ficreseij);
     fclose(ficresvij);
     fclose(ficrest);
     fclose(ficpar);
     
     /*------- Variance of stable prevalence------*/   
   
     strcpy(fileresvpl,"vpl");
     strcat(fileresvpl,fileres);
     if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
       printf("Problem with variance of stable prevalence  resultfile: %s\n", fileresvpl);
       exit(0);
     }
     printf("Computing Variance-covariance of stable prevalence: file '%s' \n", fileresvpl);
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficresvpl,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvpl,"******\n");
         
         varpl=matrix(1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
         free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
       }
     }
   
     fclose(ficresvpl);
   
     /*---------- End : free ----------------*/
     free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
     
     free_matrix(covar,0,NCOVMAX,1,n);
     free_matrix(matcov,1,npar,1,npar);
     /*free_vector(delti,1,npar);*/
     free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
     free_matrix(agev,1,maxwav,1,imx);
     free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     free_ivector(ncodemax,1,8);
     free_ivector(Tvar,1,15);
     free_ivector(Tprod,1,15);
     free_ivector(Tvaraff,1,15);
     free_ivector(Tage,1,15);
     free_ivector(Tcode,1,100);
   
     /*  fclose(fichtm);*/
     /*  fclose(ficgp);*/ /* ALready done */
     
   
     if(erreur >0){
       printf("End of Imach with error or warning %d\n",erreur);
       fprintf(ficlog,"End of Imach with error or warning %d\n",erreur);
     }else{
      printf("End of Imach\n");
      fprintf(ficlog,"End of Imach\n");
     }
     printf("See log file on %s\n",filelog);
     fclose(ficlog);
     /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
     
     /* printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);*/
     /*printf("Total time was %d uSec.\n", total_usecs);*/
     /*------ End -----------*/
   
     end:
   #ifdef windows
     /* chdir(pathcd);*/
   #endif 
    /*system("wgnuplot graph.plt");*/
    /*system("../gp37mgw/wgnuplot graph.plt");*/
    /*system("cd ../gp37mgw");*/
    /* system("..\\gp37mgw\\wgnuplot graph.plt");*/
     strcpy(plotcmd,GNUPLOTPROGRAM);
     strcat(plotcmd," ");
     strcat(plotcmd,optionfilegnuplot);
     printf("Starting graphs with: %s",plotcmd);fflush(stdout);
     system(plotcmd);
     printf(" Wait...");
   
    /*#ifdef windows*/
     while (z[0] != 'q') {
       /* chdir(path); */
       printf("\nType e to edit output files, g to graph again, c to start again, and q for exiting: ");
       scanf("%s",z);
       if (z[0] == 'c') system("./imach");
       else if (z[0] == 'e') system(optionfilehtm);
       else if (z[0] == 'g') system(plotcmd);
       else if (z[0] == 'q') exit(0);
     }
     /*#endif */
   }
   
   

Removed from v.1.35  
changed lines
  Added in v.1.83


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