Diff for /imach/src/imach.c between versions 1.38 and 1.82

version 1.38, 2002/04/03 12:19:36 version 1.82, 2003/06/05 15:57:20
Line 1 Line 1
 /* $Id$  /* $Id$
    Interpolated Markov Chain    $State$
     $Log$
   Short summary of the programme:    Revision 1.82  2003/06/05 15:57:20  brouard
      Add log in  imach.c and  fullversion number is now printed.
   This program computes Healthy Life Expectancies from  
   cross-longitudinal data. Cross-longitudinal data consist in: -1- a  */
   first survey ("cross") where individuals from different ages are  /*
   interviewed on their health status or degree of disability (in the     Interpolated Markov Chain
   case of a health survey which is our main interest) -2- at least a  
   second wave of interviews ("longitudinal") which measure each change    Short summary of the programme:
   (if any) in individual health status.  Health expectancies are    
   computed from the time spent in each health state according to a    This program computes Healthy Life Expectancies from
   model. More health states you consider, more time is necessary to reach the    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
   Maximum Likelihood of the parameters involved in the model.  The    first survey ("cross") where individuals from different ages are
   simplest model is the multinomial logistic model where pij is the    interviewed on their health status or degree of disability (in the
   probabibility to be observed in state j at the second wave    case of a health survey which is our main interest) -2- at least a
   conditional to be observed in state i at the first wave. Therefore    second wave of interviews ("longitudinal") which measure each change
   the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where    (if any) in individual health status.  Health expectancies are
   'age' is age and 'sex' is a covariate. If you want to have a more    computed from the time spent in each health state according to a
   complex model than "constant and age", you should modify the program    model. More health states you consider, more time is necessary to reach the
   where the markup *Covariates have to be included here again* invites    Maximum Likelihood of the parameters involved in the model.  The
   you to do it.  More covariates you add, slower the    simplest model is the multinomial logistic model where pij is the
   convergence.    probability to be observed in state j at the second wave
     conditional to be observed in state i at the first wave. Therefore
   The advantage of this computer programme, compared to a simple    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
   multinomial logistic model, is clear when the delay between waves is not    'age' is age and 'sex' is a covariate. If you want to have a more
   identical for each individual. Also, if a individual missed an    complex model than "constant and age", you should modify the program
   intermediate interview, the information is lost, but taken into    where the markup *Covariates have to be included here again* invites
   account using an interpolation or extrapolation.      you to do it.  More covariates you add, slower the
     convergence.
   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    The advantage of this computer programme, compared to a simple
   split into an exact number (nh*stepm) of unobserved intermediate    multinomial logistic model, is clear when the delay between waves is not
   states. This elementary transition (by month or quarter trimester,    identical for each individual. Also, if a individual missed an
   semester or year) is model as a multinomial logistic.  The hPx    intermediate interview, the information is lost, but taken into
   matrix is simply the matrix product of nh*stepm elementary matrices    account using an interpolation or extrapolation.  
   and the contribution of each individual to the likelihood is simply  
   hPijx.    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
   Also this programme outputs the covariance matrix of the parameters but also    split into an exact number (nh*stepm) of unobserved intermediate
   of the life expectancies. It also computes the prevalence limits.    states. This elementary transition (by month, quarter,
      semester or year) is modelled as a multinomial logistic.  The hPx
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    matrix is simply the matrix product of nh*stepm elementary matrices
            Institut national d'études démographiques, Paris.    and the contribution of each individual to the likelihood is simply
   This software have been partly granted by Euro-REVES, a concerted action    hPijx.
   from the European Union.  
   It is copyrighted identically to a GNU software product, ie programme and    Also this programme outputs the covariance matrix of the parameters but also
   software can be distributed freely for non commercial use. Latest version    of the life expectancies. It also computes the stable prevalence. 
   can be accessed at http://euroreves.ined.fr/imach .    
   **********************************************************************/    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
               Institut national d'études démographiques, Paris.
 #include <math.h>    This software have been partly granted by Euro-REVES, a concerted action
 #include <stdio.h>    from the European Union.
 #include <stdlib.h>    It is copyrighted identically to a GNU software product, ie programme and
 #include <unistd.h>    software can be distributed freely for non commercial use. Latest version
     can be accessed at http://euroreves.ined.fr/imach .
 #define MAXLINE 256  
 #define GNUPLOTPROGRAM "wgnuplot"    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
 /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
 #define FILENAMELENGTH 80    
 /*#define DEBUG*/    **********************************************************************/
 #define windows  /*
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    main
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */    read parameterfile
     read datafile
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    concatwav
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    if (mle >= 1)
       mlikeli
 #define NINTERVMAX 8    print results files
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    if mle==1 
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */       computes hessian
 #define NCOVMAX 8 /* Maximum number of covariates */    read end of parameter file: agemin, agemax, bage, fage, estepm
 #define MAXN 20000        begin-prev-date,...
 #define YEARM 12. /* Number of months per year */    open gnuplot file
 #define AGESUP 130    open html file
 #define AGEBASE 40    stable prevalence
      for age prevalim()
     h Pij x
 int erreur; /* Error number */    variance of p varprob
 int nvar;    forecasting if prevfcast==1 prevforecast call prevalence()
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;    health expectancies
 int npar=NPARMAX;    Variance-covariance of DFLE
 int nlstate=2; /* Number of live states */    prevalence()
 int ndeath=1; /* Number of dead states */     movingaverage()
 int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    varevsij() 
 int popbased=0;    if popbased==1 varevsij(,popbased)
     total life expectancies
 int *wav; /* Number of waves for this individuual 0 is possible */    Variance of stable prevalence
 int maxwav; /* Maxim number of waves */   end
 int jmin, jmax; /* min, max spacing between 2 waves */  */
 int mle, weightopt;  
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */  
 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 */  #include <math.h>
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */  #include <stdio.h>
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;  #include <stdlib.h>
 FILE *ficgp,*ficresprob,*ficpop;  #include <unistd.h>
 FILE *ficreseij;  
   char filerese[FILENAMELENGTH];  #define MAXLINE 256
  FILE  *ficresvij;  #define GNUPLOTPROGRAM "gnuplot"
   char fileresv[FILENAMELENGTH];  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
  FILE  *ficresvpl;  #define FILENAMELENGTH 80
   char fileresvpl[FILENAMELENGTH];  /*#define DEBUG*/
   #define windows
 #define NR_END 1  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
 #define FREE_ARG char*  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
 #define FTOL 1.0e-10  
   #define MAXPARM 30 /* Maximum number of parameters for the optimization */
 #define NRANSI  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
 #define ITMAX 200  
   #define NINTERVMAX 8
 #define TOL 2.0e-4  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
   #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
 #define CGOLD 0.3819660  #define NCOVMAX 8 /* Maximum number of covariates */
 #define ZEPS 1.0e-10  #define MAXN 20000
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);  #define YEARM 12. /* Number of months per year */
   #define AGESUP 130
 #define GOLD 1.618034  #define AGEBASE 40
 #define GLIMIT 100.0  #ifdef windows
 #define TINY 1.0e-20  #define DIRSEPARATOR '\\'
   #define ODIRSEPARATOR '/'
 static double maxarg1,maxarg2;  #else
 #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 '\\'
    #endif
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))  
 #define rint(a) floor(a+0.5)  /* $Id$ */
   /* $State$ */
 static double sqrarg;  
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)  char version[]="Imach version 0.95a1, June 2003, INED-EUROREVES ";
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}  char fullversion[]="$Revision$ $Date$"; 
   int erreur; /* Error number */
 int imx;  int nvar;
 int stepm;  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
 /* Stepm, step in month: minimum step interpolation*/  int npar=NPARMAX;
   int nlstate=2; /* Number of live states */
 int estepm;  int ndeath=1; /* Number of dead states */
 /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
   int popbased=0;
 int m,nb;  
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;  int *wav; /* Number of waves for this individuual 0 is possible */
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;  int maxwav; /* Maxim number of waves */
 double **pmmij, ***probs, ***mobaverage;  int jmin, jmax; /* min, max spacing between 2 waves */
 double dateintmean=0;  int mle, weightopt;
   int **mw; /* mw[mi][i] is number of the mi wave for this individual */
 double *weight;  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
 int **s; /* Status */  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
 double *agedc, **covar, idx;             * wave mi and wave mi+1 is not an exact multiple of stepm. */
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;  double jmean; /* Mean space between 2 waves */
   double **oldm, **newm, **savm; /* Working pointers to matrices */
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
 double ftolhess; /* Tolerance for computing hessian */  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
   FILE *ficlog, *ficrespow;
 /**************** split *************************/  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
 static  int split( char *path, char *dirc, char *name, char *ext, char *finame )  FILE *ficresprobmorprev;
 {  FILE *fichtm; /* Html File */
    char *s;                             /* pointer */  FILE *ficreseij;
    int  l1, l2;                         /* length counters */  char filerese[FILENAMELENGTH];
   FILE  *ficresvij;
    l1 = strlen( path );                 /* length of path */  char fileresv[FILENAMELENGTH];
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );  FILE  *ficresvpl;
 #ifdef windows  char fileresvpl[FILENAMELENGTH];
    s = strrchr( path, '\\' );           /* find last / */  char title[MAXLINE];
 #else  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
    s = strrchr( path, '/' );            /* find last / */  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
 #endif  
    if ( s == NULL ) {                   /* no directory, so use current */  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
 #if     defined(__bsd__)                /* get current working directory */  char filelog[FILENAMELENGTH]; /* Log file */
       extern char       *getwd( );  char filerest[FILENAMELENGTH];
   char fileregp[FILENAMELENGTH];
       if ( getwd( dirc ) == NULL ) {  char popfile[FILENAMELENGTH];
 #else  
       extern char       *getcwd( );  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];
   
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {  #define NR_END 1
 #endif  #define FREE_ARG char*
          return( GLOCK_ERROR_GETCWD );  #define FTOL 1.0e-10
       }  
       strcpy( name, path );             /* we've got it */  #define NRANSI 
    } else {                             /* strip direcotry from path */  #define ITMAX 200 
       s++;                              /* after this, the filename */  
       l2 = strlen( s );                 /* length of filename */  #define TOL 2.0e-4 
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );  
       strcpy( name, s );                /* save file name */  #define CGOLD 0.3819660 
       strncpy( dirc, path, l1 - l2 );   /* now the directory */  #define ZEPS 1.0e-10 
       dirc[l1-l2] = 0;                  /* add zero */  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
    }  
    l1 = strlen( dirc );                 /* length of directory */  #define GOLD 1.618034 
 #ifdef windows  #define GLIMIT 100.0 
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  #define TINY 1.0e-20 
 #else  
    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }  static double maxarg1,maxarg2;
 #endif  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
    s = strrchr( name, '.' );            /* find last / */  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
    s++;    
    strcpy(ext,s);                       /* save extension */  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
    l1= strlen( name);  #define rint(a) floor(a+0.5)
    l2= strlen( s)+1;  
    strncpy( finame, name, l1-l2);  static double sqrarg;
    finame[l1-l2]= 0;  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
    return( 0 );                         /* we're done */  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
 }  
   int imx; 
   int stepm;
 /******************************************/  /* Stepm, step in month: minimum step interpolation*/
   
 void replace(char *s, char*t)  int estepm;
 {  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
   int i;  
   int lg=20;  int m,nb;
   i=0;  int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
   lg=strlen(t);  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
   for(i=0; i<= lg; i++) {  double **pmmij, ***probs;
     (s[i] = t[i]);  double dateintmean=0;
     if (t[i]== '\\') s[i]='/';  
   }  double *weight;
 }  int **s; /* Status */
   double *agedc, **covar, idx;
 int nbocc(char *s, char occ)  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
 {  
   int i,j=0;  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
   int lg=20;  double ftolhess; /* Tolerance for computing hessian */
   i=0;  
   lg=strlen(s);  /**************** split *************************/
   for(i=0; i<= lg; i++) {  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
   if  (s[i] == occ ) j++;  {
   }    char  *ss;                            /* pointer */
   return j;    int   l1, l2;                         /* length counters */
 }  
     l1 = strlen(path );                   /* length of path */
 void cutv(char *u,char *v, char*t, char occ)    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
 {    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
   int i,lg,j,p=0;    if ( ss == NULL ) {                   /* no directory, so use current */
   i=0;      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
   for(j=0; j<=strlen(t)-1; j++) {        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;      /* get current working directory */
   }      /*    extern  char* getcwd ( char *buf , int len);*/
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
   lg=strlen(t);        return( GLOCK_ERROR_GETCWD );
   for(j=0; j<p; j++) {      }
     (u[j] = t[j]);      strcpy( name, path );               /* we've got it */
   }    } else {                              /* strip direcotry from path */
      u[p]='\0';      ss++;                               /* after this, the filename */
       l2 = strlen( ss );                  /* length of filename */
    for(j=0; j<= lg; j++) {      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
     if (j>=(p+1))(v[j-p-1] = t[j]);      strcpy( name, ss );         /* save file name */
   }      strncpy( dirc, path, l1 - l2 );     /* now the directory */
 }      dirc[l1-l2] = 0;                    /* add zero */
     }
 /********************** nrerror ********************/    l1 = strlen( dirc );                  /* length of directory */
   #ifdef windows
 void nrerror(char error_text[])    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
 {  #else
   fprintf(stderr,"ERREUR ...\n");    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
   fprintf(stderr,"%s\n",error_text);  #endif
   exit(1);    ss = strrchr( name, '.' );            /* find last / */
 }    ss++;
 /*********************** vector *******************/    strcpy(ext,ss);                       /* save extension */
 double *vector(int nl, int nh)    l1= strlen( name);
 {    l2= strlen(ss)+1;
   double *v;    strncpy( finame, name, l1-l2);
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));    finame[l1-l2]= 0;
   if (!v) nrerror("allocation failure in vector");    return( 0 );                          /* we're done */
   return v-nl+NR_END;  }
 }  
   
 /************************ free vector ******************/  /******************************************/
 void free_vector(double*v, int nl, int nh)  
 {  void replace(char *s, char*t)
   free((FREE_ARG)(v+nl-NR_END));  {
 }    int i;
     int lg=20;
 /************************ivector *******************************/    i=0;
 int *ivector(long nl,long nh)    lg=strlen(t);
 {    for(i=0; i<= lg; i++) {
   int *v;      (s[i] = t[i]);
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));      if (t[i]== '\\') s[i]='/';
   if (!v) nrerror("allocation failure in ivector");    }
   return v-nl+NR_END;  }
 }  
   int nbocc(char *s, char occ)
 /******************free ivector **************************/  {
 void free_ivector(int *v, long nl, long nh)    int i,j=0;
 {    int lg=20;
   free((FREE_ARG)(v+nl-NR_END));    i=0;
 }    lg=strlen(s);
     for(i=0; i<= lg; i++) {
 /******************* imatrix *******************************/    if  (s[i] == occ ) j++;
 int **imatrix(long nrl, long nrh, long ncl, long nch)    }
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */    return j;
 {  }
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  
   int **m;  void cutv(char *u,char *v, char*t, char occ)
    {
   /* allocate pointers to rows */    /* cuts string t into u and v where u is ended by char occ excluding it
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));       and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
   if (!m) nrerror("allocation failure 1 in matrix()");       gives u="abcedf" and v="ghi2j" */
   m += NR_END;    int i,lg,j,p=0;
   m -= nrl;    i=0;
      for(j=0; j<=strlen(t)-1; j++) {
        if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
   /* allocate rows and set pointers to them */    }
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    lg=strlen(t);
   m[nrl] += NR_END;    for(j=0; j<p; j++) {
   m[nrl] -= ncl;      (u[j] = t[j]);
      }
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;       u[p]='\0';
    
   /* return pointer to array of pointers to rows */     for(j=0; j<= lg; j++) {
   return m;      if (j>=(p+1))(v[j-p-1] = t[j]);
 }    }
   }
 /****************** free_imatrix *************************/  
 void free_imatrix(m,nrl,nrh,ncl,nch)  /********************** nrerror ********************/
       int **m;  
       long nch,ncl,nrh,nrl;  void nrerror(char error_text[])
      /* free an int matrix allocated by imatrix() */  {
 {    fprintf(stderr,"ERREUR ...\n");
   free((FREE_ARG) (m[nrl]+ncl-NR_END));    fprintf(stderr,"%s\n",error_text);
   free((FREE_ARG) (m+nrl-NR_END));    exit(EXIT_FAILURE);
 }  }
   /*********************** vector *******************/
 /******************* matrix *******************************/  double *vector(int nl, int nh)
 double **matrix(long nrl, long nrh, long ncl, long nch)  {
 {    double *v;
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
   double **m;    if (!v) nrerror("allocation failure in vector");
     return 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;  /************************ free vector ******************/
   m -= nrl;  void free_vector(double*v, int nl, int nh)
   {
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    free((FREE_ARG)(v+nl-NR_END));
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  }
   m[nrl] += NR_END;  
   m[nrl] -= ncl;  /************************ivector *******************************/
   char *cvector(long nl,long nh)
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  {
   return m;    char *v;
 }    v=(char *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(char)));
     if (!v) nrerror("allocation failure in cvector");
 /*************************free matrix ************************/    return v-nl+NR_END;
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)  }
 {  
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  /******************free ivector **************************/
   free((FREE_ARG)(m+nrl-NR_END));  void free_cvector(char *v, long nl, long nh)
 }  {
     free((FREE_ARG)(v+nl-NR_END));
 /******************* ma3x *******************************/  }
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)  
 {  /************************ivector *******************************/
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;  int *ivector(long nl,long nh)
   double ***m;  {
     int *v;
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
   if (!m) nrerror("allocation failure 1 in matrix()");    if (!v) nrerror("allocation failure in ivector");
   m += NR_END;    return v-nl+NR_END;
   m -= nrl;  }
   
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  /******************free ivector **************************/
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  void free_ivector(int *v, long nl, long nh)
   m[nrl] += NR_END;  {
   m[nrl] -= ncl;    free((FREE_ARG)(v+nl-NR_END));
   }
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  
   /******************* imatrix *******************************/
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));  int **imatrix(long nrl, long nrh, long ncl, long nch) 
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
   m[nrl][ncl] += NR_END;  { 
   m[nrl][ncl] -= nll;    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
   for (j=ncl+1; j<=nch; j++)    int **m; 
     m[nrl][j]=m[nrl][j-1]+nlay;    
      /* allocate pointers to rows */ 
   for (i=nrl+1; i<=nrh; i++) {    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;    if (!m) nrerror("allocation failure 1 in matrix()"); 
     for (j=ncl+1; j<=nch; j++)    m += NR_END; 
       m[i][j]=m[i][j-1]+nlay;    m -= nrl; 
   }    
   return m;    
 }    /* allocate rows and set pointers to them */ 
     m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
 /*************************free ma3x ************************/    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)    m[nrl] += NR_END; 
 {    m[nrl] -= ncl; 
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));    
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
   free((FREE_ARG)(m+nrl-NR_END));    
 }    /* return pointer to array of pointers to rows */ 
     return m; 
 /***************** f1dim *************************/  } 
 extern int ncom;  
 extern double *pcom,*xicom;  /****************** free_imatrix *************************/
 extern double (*nrfunc)(double []);  void free_imatrix(m,nrl,nrh,ncl,nch)
          int **m;
 double f1dim(double x)        long nch,ncl,nrh,nrl; 
 {       /* free an int matrix allocated by imatrix() */ 
   int j;  { 
   double f;    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
   double *xt;    free((FREE_ARG) (m+nrl-NR_END)); 
    } 
   xt=vector(1,ncom);  
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];  /******************* matrix *******************************/
   f=(*nrfunc)(xt);  double **matrix(long nrl, long nrh, long ncl, long nch)
   free_vector(xt,1,ncom);  {
   return f;    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
 }    double **m;
   
 /*****************brent *************************/    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)    if (!m) nrerror("allocation failure 1 in matrix()");
 {    m += NR_END;
   int iter;    m -= nrl;
   double a,b,d,etemp;  
   double fu,fv,fw,fx;    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   double ftemp;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   double p,q,r,tol1,tol2,u,v,w,x,xm;    m[nrl] += NR_END;
   double e=0.0;    m[nrl] -= ncl;
    
   a=(ax < cx ? ax : cx);    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
   b=(ax > cx ? ax : cx);    return m;
   x=w=v=bx;    /* print *(*(m+1)+70) ou print m[1][70]; print m+1 or print &(m[1]) 
   fw=fv=fx=(*f)(x);     */
   for (iter=1;iter<=ITMAX;iter++) {  }
     xm=0.5*(a+b);  
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);  /*************************free matrix ************************/
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
     printf(".");fflush(stdout);  {
 #ifdef DEBUG    free((FREE_ARG)(m[nrl]+ncl-NR_END));
     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);    free((FREE_ARG)(m+nrl-NR_END));
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */  }
 #endif  
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){  /******************* ma3x *******************************/
       *xmin=x;  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
       return fx;  {
     }    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
     ftemp=fu;    double ***m;
     if (fabs(e) > tol1) {  
       r=(x-w)*(fx-fv);    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
       q=(x-v)*(fx-fw);    if (!m) nrerror("allocation failure 1 in matrix()");
       p=(x-v)*q-(x-w)*r;    m += NR_END;
       q=2.0*(q-r);    m -= nrl;
       if (q > 0.0) p = -p;  
       q=fabs(q);    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
       etemp=e;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
       e=d;    m[nrl] += NR_END;
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))    m[nrl] -= ncl;
         d=CGOLD*(e=(x >= xm ? a-x : b-x));  
       else {    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
         d=p/q;  
         u=x+d;    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
         if (u-a < tol2 || b-u < tol2)    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
           d=SIGN(tol1,xm-x);    m[nrl][ncl] += NR_END;
       }    m[nrl][ncl] -= nll;
     } else {    for (j=ncl+1; j<=nch; j++) 
       d=CGOLD*(e=(x >= xm ? a-x : b-x));      m[nrl][j]=m[nrl][j-1]+nlay;
     }    
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));    for (i=nrl+1; i<=nrh; i++) {
     fu=(*f)(u);      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
     if (fu <= fx) {      for (j=ncl+1; j<=nch; j++) 
       if (u >= x) a=x; else b=x;        m[i][j]=m[i][j-1]+nlay;
       SHFT(v,w,x,u)    }
         SHFT(fv,fw,fx,fu)    return m; 
         } else {    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
           if (u < x) a=u; else b=u;             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
           if (fu <= fw || w == x) {    */
             v=w;  }
             w=u;  
             fv=fw;  /*************************free ma3x ************************/
             fw=fu;  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
           } else if (fu <= fv || v == x || v == w) {  {
             v=u;    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
             fv=fu;    free((FREE_ARG)(m[nrl]+ncl-NR_END));
           }    free((FREE_ARG)(m+nrl-NR_END));
         }  }
   }  
   nrerror("Too many iterations in brent");  /***************** f1dim *************************/
   *xmin=x;  extern int ncom; 
   return fx;  extern double *pcom,*xicom;
 }  extern double (*nrfunc)(double []); 
    
 /****************** mnbrak ***********************/  double f1dim(double x) 
   { 
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,    int j; 
             double (*func)(double))    double f;
 {    double *xt; 
   double ulim,u,r,q, dum;   
   double fu;    xt=vector(1,ncom); 
      for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
   *fa=(*func)(*ax);    f=(*nrfunc)(xt); 
   *fb=(*func)(*bx);    free_vector(xt,1,ncom); 
   if (*fb > *fa) {    return f; 
     SHFT(dum,*ax,*bx,dum)  } 
       SHFT(dum,*fb,*fa,dum)  
       }  /*****************brent *************************/
   *cx=(*bx)+GOLD*(*bx-*ax);  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
   *fc=(*func)(*cx);  { 
   while (*fb > *fc) {    int iter; 
     r=(*bx-*ax)*(*fb-*fc);    double a,b,d,etemp;
     q=(*bx-*cx)*(*fb-*fa);    double fu,fv,fw,fx;
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/    double ftemp;
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));    double p,q,r,tol1,tol2,u,v,w,x,xm; 
     ulim=(*bx)+GLIMIT*(*cx-*bx);    double e=0.0; 
     if ((*bx-u)*(u-*cx) > 0.0) {   
       fu=(*func)(u);    a=(ax < cx ? ax : cx); 
     } else if ((*cx-u)*(u-ulim) > 0.0) {    b=(ax > cx ? ax : cx); 
       fu=(*func)(u);    x=w=v=bx; 
       if (fu < *fc) {    fw=fv=fx=(*f)(x); 
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))    for (iter=1;iter<=ITMAX;iter++) { 
           SHFT(*fb,*fc,fu,(*func)(u))      xm=0.5*(a+b); 
           }      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
       u=ulim;      printf(".");fflush(stdout);
       fu=(*func)(u);      fprintf(ficlog,".");fflush(ficlog);
     } else {  #ifdef DEBUG
       u=(*cx)+GOLD*(*cx-*bx);      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);
       fu=(*func)(u);      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);
     }      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
     SHFT(*ax,*bx,*cx,u)  #endif
       SHFT(*fa,*fb,*fc,fu)      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
       }        *xmin=x; 
 }        return fx; 
       } 
 /*************** linmin ************************/      ftemp=fu;
       if (fabs(e) > tol1) { 
 int ncom;        r=(x-w)*(fx-fv); 
 double *pcom,*xicom;        q=(x-v)*(fx-fw); 
 double (*nrfunc)(double []);        p=(x-v)*q-(x-w)*r; 
          q=2.0*(q-r); 
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))        if (q > 0.0) p = -p; 
 {        q=fabs(q); 
   double brent(double ax, double bx, double cx,        etemp=e; 
                double (*f)(double), double tol, double *xmin);        e=d; 
   double f1dim(double x);        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
               double *fc, double (*func)(double));        else { 
   int j;          d=p/q; 
   double xx,xmin,bx,ax;          u=x+d; 
   double fx,fb,fa;          if (u-a < tol2 || b-u < tol2) 
              d=SIGN(tol1,xm-x); 
   ncom=n;        } 
   pcom=vector(1,n);      } else { 
   xicom=vector(1,n);        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
   nrfunc=func;      } 
   for (j=1;j<=n;j++) {      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
     pcom[j]=p[j];      fu=(*f)(u); 
     xicom[j]=xi[j];      if (fu <= fx) { 
   }        if (u >= x) a=x; else b=x; 
   ax=0.0;        SHFT(v,w,x,u) 
   xx=1.0;          SHFT(fv,fw,fx,fu) 
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);          } else { 
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);            if (u < x) a=u; else b=u; 
 #ifdef DEBUG            if (fu <= fw || w == x) { 
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);              v=w; 
 #endif              w=u; 
   for (j=1;j<=n;j++) {              fv=fw; 
     xi[j] *= xmin;              fw=fu; 
     p[j] += xi[j];            } else if (fu <= fv || v == x || v == w) { 
   }              v=u; 
   free_vector(xicom,1,n);              fv=fu; 
   free_vector(pcom,1,n);            } 
 }          } 
     } 
 /*************** powell ************************/    nrerror("Too many iterations in brent"); 
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,    *xmin=x; 
             double (*func)(double []))    return fx; 
 {  } 
   void linmin(double p[], double xi[], int n, double *fret,  
               double (*func)(double []));  /****************** mnbrak ***********************/
   int i,ibig,j;  
   double del,t,*pt,*ptt,*xit;  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
   double fp,fptt;              double (*func)(double)) 
   double *xits;  { 
   pt=vector(1,n);    double ulim,u,r,q, dum;
   ptt=vector(1,n);    double fu; 
   xit=vector(1,n);   
   xits=vector(1,n);    *fa=(*func)(*ax); 
   *fret=(*func)(p);    *fb=(*func)(*bx); 
   for (j=1;j<=n;j++) pt[j]=p[j];    if (*fb > *fa) { 
   for (*iter=1;;++(*iter)) {      SHFT(dum,*ax,*bx,dum) 
     fp=(*fret);        SHFT(dum,*fb,*fa,dum) 
     ibig=0;        } 
     del=0.0;    *cx=(*bx)+GOLD*(*bx-*ax); 
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);    *fc=(*func)(*cx); 
     for (i=1;i<=n;i++)    while (*fb > *fc) { 
       printf(" %d %.12f",i, p[i]);      r=(*bx-*ax)*(*fb-*fc); 
     printf("\n");      q=(*bx-*cx)*(*fb-*fa); 
     for (i=1;i<=n;i++) {      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
       for (j=1;j<=n;j++) xit[j]=xi[j][i];        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
       fptt=(*fret);      ulim=(*bx)+GLIMIT*(*cx-*bx); 
 #ifdef DEBUG      if ((*bx-u)*(u-*cx) > 0.0) { 
       printf("fret=%lf \n",*fret);        fu=(*func)(u); 
 #endif      } else if ((*cx-u)*(u-ulim) > 0.0) { 
       printf("%d",i);fflush(stdout);        fu=(*func)(u); 
       linmin(p,xit,n,fret,func);        if (fu < *fc) { 
       if (fabs(fptt-(*fret)) > del) {          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
         del=fabs(fptt-(*fret));            SHFT(*fb,*fc,fu,(*func)(u)) 
         ibig=i;            } 
       }      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
 #ifdef DEBUG        u=ulim; 
       printf("%d %.12e",i,(*fret));        fu=(*func)(u); 
       for (j=1;j<=n;j++) {      } else { 
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);        u=(*cx)+GOLD*(*cx-*bx); 
         printf(" x(%d)=%.12e",j,xit[j]);        fu=(*func)(u); 
       }      } 
       for(j=1;j<=n;j++)      SHFT(*ax,*bx,*cx,u) 
         printf(" p=%.12e",p[j]);        SHFT(*fa,*fb,*fc,fu) 
       printf("\n");        } 
 #endif  } 
     }  
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {  /*************** linmin ************************/
 #ifdef DEBUG  
       int k[2],l;  int ncom; 
       k[0]=1;  double *pcom,*xicom;
       k[1]=-1;  double (*nrfunc)(double []); 
       printf("Max: %.12e",(*func)(p));   
       for (j=1;j<=n;j++)  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
         printf(" %.12e",p[j]);  { 
       printf("\n");    double brent(double ax, double bx, double cx, 
       for(l=0;l<=1;l++) {                 double (*f)(double), double tol, double *xmin); 
         for (j=1;j<=n;j++) {    double f1dim(double x); 
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);                double *fc, double (*func)(double)); 
         }    int j; 
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));    double xx,xmin,bx,ax; 
       }    double fx,fb,fa;
 #endif   
     ncom=n; 
     pcom=vector(1,n); 
       free_vector(xit,1,n);    xicom=vector(1,n); 
       free_vector(xits,1,n);    nrfunc=func; 
       free_vector(ptt,1,n);    for (j=1;j<=n;j++) { 
       free_vector(pt,1,n);      pcom[j]=p[j]; 
       return;      xicom[j]=xi[j]; 
     }    } 
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");    ax=0.0; 
     for (j=1;j<=n;j++) {    xx=1.0; 
       ptt[j]=2.0*p[j]-pt[j];    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
       xit[j]=p[j]-pt[j];    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
       pt[j]=p[j];  #ifdef DEBUG
     }    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
     fptt=(*func)(ptt);    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
     if (fptt < fp) {  #endif
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);    for (j=1;j<=n;j++) { 
       if (t < 0.0) {      xi[j] *= xmin; 
         linmin(p,xit,n,fret,func);      p[j] += xi[j]; 
         for (j=1;j<=n;j++) {    } 
           xi[j][ibig]=xi[j][n];    free_vector(xicom,1,n); 
           xi[j][n]=xit[j];    free_vector(pcom,1,n); 
         }  } 
 #ifdef DEBUG  
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);  /*************** powell ************************/
         for(j=1;j<=n;j++)  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
           printf(" %.12e",xit[j]);              double (*func)(double [])) 
         printf("\n");  { 
 #endif    void linmin(double p[], double xi[], int n, double *fret, 
       }                double (*func)(double [])); 
     }    int i,ibig,j; 
   }    double del,t,*pt,*ptt,*xit;
 }    double fp,fptt;
     double *xits;
 /**** Prevalence limit ****************/    pt=vector(1,n); 
     ptt=vector(1,n); 
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)    xit=vector(1,n); 
 {    xits=vector(1,n); 
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit    *fret=(*func)(p); 
      matrix by transitions matrix until convergence is reached */    for (j=1;j<=n;j++) pt[j]=p[j]; 
     for (*iter=1;;++(*iter)) { 
   int i, ii,j,k;      fp=(*fret); 
   double min, max, maxmin, maxmax,sumnew=0.;      ibig=0; 
   double **matprod2();      del=0.0; 
   double **out, cov[NCOVMAX], **pmij();      printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
   double **newm;      fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
   double agefin, delaymax=50 ; /* Max number of years to converge */      fprintf(ficrespow,"%d %.12f",*iter,*fret);
       for (i=1;i<=n;i++) {
   for (ii=1;ii<=nlstate+ndeath;ii++)        printf(" %d %.12f",i, p[i]);
     for (j=1;j<=nlstate+ndeath;j++){        fprintf(ficlog," %d %.12lf",i, p[i]);
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);        fprintf(ficrespow," %.12lf", p[i]);
     }      }
       printf("\n");
    cov[1]=1.;      fprintf(ficlog,"\n");
        fprintf(ficrespow,"\n");
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */      for (i=1;i<=n;i++) { 
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
     newm=savm;        fptt=(*fret); 
     /* Covariates have to be included here again */  #ifdef DEBUG
      cov[2]=agefin;        printf("fret=%lf \n",*fret);
          fprintf(ficlog,"fret=%lf \n",*fret);
       for (k=1; k<=cptcovn;k++) {  #endif
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];        printf("%d",i);fflush(stdout);
         /*      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]]);*/        fprintf(ficlog,"%d",i);fflush(ficlog);
       }        linmin(p,xit,n,fret,func); 
       for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];        if (fabs(fptt-(*fret)) > del) { 
       for (k=1; k<=cptcovprod;k++)          del=fabs(fptt-(*fret)); 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];          ibig=i; 
         } 
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/  #ifdef DEBUG
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/        printf("%d %.12e",i,(*fret));
       /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/        fprintf(ficlog,"%d %.12e",i,(*fret));
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);        for (j=1;j<=n;j++) {
           xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
     savm=oldm;          printf(" x(%d)=%.12e",j,xit[j]);
     oldm=newm;          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
     maxmax=0.;        }
     for(j=1;j<=nlstate;j++){        for(j=1;j<=n;j++) {
       min=1.;          printf(" p=%.12e",p[j]);
       max=0.;          fprintf(ficlog," p=%.12e",p[j]);
       for(i=1; i<=nlstate; i++) {        }
         sumnew=0;        printf("\n");
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];        fprintf(ficlog,"\n");
         prlim[i][j]= newm[i][j]/(1-sumnew);  #endif
         max=FMAX(max,prlim[i][j]);      } 
         min=FMIN(min,prlim[i][j]);      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
       }  #ifdef DEBUG
       maxmin=max-min;        int k[2],l;
       maxmax=FMAX(maxmax,maxmin);        k[0]=1;
     }        k[1]=-1;
     if(maxmax < ftolpl){        printf("Max: %.12e",(*func)(p));
       return prlim;        fprintf(ficlog,"Max: %.12e",(*func)(p));
     }        for (j=1;j<=n;j++) {
   }          printf(" %.12e",p[j]);
 }          fprintf(ficlog," %.12e",p[j]);
         }
 /*************** transition probabilities ***************/        printf("\n");
         fprintf(ficlog,"\n");
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )        for(l=0;l<=1;l++) {
 {          for (j=1;j<=n;j++) {
   double s1, s2;            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
   /*double t34;*/            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
   int i,j,j1, nc, ii, jj;            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
           }
     for(i=1; i<= nlstate; i++){          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
     for(j=1; j<i;j++){          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){        }
         /*s2 += param[i][j][nc]*cov[nc];*/  #endif
         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);*/  
       }        free_vector(xit,1,n); 
       ps[i][j]=s2;        free_vector(xits,1,n); 
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/        free_vector(ptt,1,n); 
     }        free_vector(pt,1,n); 
     for(j=i+1; j<=nlstate+ndeath;j++){        return; 
       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];      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/      for (j=1;j<=n;j++) { 
       }        ptt[j]=2.0*p[j]-pt[j]; 
       ps[i][j]=s2;        xit[j]=p[j]-pt[j]; 
     }        pt[j]=p[j]; 
   }      } 
     /*ps[3][2]=1;*/      fptt=(*func)(ptt); 
       if (fptt < fp) { 
   for(i=1; i<= nlstate; i++){        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
      s1=0;        if (t < 0.0) { 
     for(j=1; j<i; j++)          linmin(p,xit,n,fret,func); 
       s1+=exp(ps[i][j]);          for (j=1;j<=n;j++) { 
     for(j=i+1; j<=nlstate+ndeath; j++)            xi[j][ibig]=xi[j][n]; 
       s1+=exp(ps[i][j]);            xi[j][n]=xit[j]; 
     ps[i][i]=1./(s1+1.);          }
     for(j=1; j<i; j++)  #ifdef DEBUG
       ps[i][j]= exp(ps[i][j])*ps[i][i];          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
     for(j=i+1; j<=nlstate+ndeath; j++)          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
       ps[i][j]= exp(ps[i][j])*ps[i][i];          for(j=1;j<=n;j++){
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */            printf(" %.12e",xit[j]);
   } /* end i */            fprintf(ficlog," %.12e",xit[j]);
           }
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){          printf("\n");
     for(jj=1; jj<= nlstate+ndeath; jj++){          fprintf(ficlog,"\n");
       ps[ii][jj]=0;  #endif
       ps[ii][ii]=1;        }
     }      } 
   }    } 
   } 
   
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){  /**** Prevalence limit (stable prevalence)  ****************/
     for(jj=1; jj<= nlstate+ndeath; jj++){  
      printf("%lf ",ps[ii][jj]);  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
    }  {
     printf("\n ");    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
     }       matrix by transitions matrix until convergence is reached */
     printf("\n ");printf("%lf ",cov[2]);*/  
 /*    int i, ii,j,k;
   for(i=1; i<= npar; i++) printf("%f ",x[i]);    double min, max, maxmin, maxmax,sumnew=0.;
   goto end;*/    double **matprod2();
     return ps;    double **out, cov[NCOVMAX], **pmij();
 }    double **newm;
     double agefin, delaymax=50 ; /* Max number of years to converge */
 /**************** Product of 2 matrices ******************/  
     for (ii=1;ii<=nlstate+ndeath;ii++)
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)      for (j=1;j<=nlstate+ndeath;j++){
 {        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times      }
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */  
   /* in, b, out are matrice of pointers which should have been initialized     cov[1]=1.;
      before: only the contents of out is modified. The function returns   
      a pointer to pointers identical to out */   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
   long i, j, k;    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
   for(i=nrl; i<= nrh; i++)      newm=savm;
     for(k=ncolol; k<=ncoloh; k++)      /* Covariates have to be included here again */
       for(j=ncl,out[i][k]=0.; j<=nch; j++)       cov[2]=agefin;
         out[i][k] +=in[i][j]*b[j][k];    
         for (k=1; k<=cptcovn;k++) {
   return out;          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
 }          /*      printf("ij=%d k=%d Tvar[k]=%d nbcode=%d cov=%lf codtab[ij][Tvar[k]]=%d \n",ij,k, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k], codtab[ij][Tvar[k]]);*/
         }
         for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
 /************* Higher Matrix Product ***************/        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]]];
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )  
 {        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
      duration (i.e. until        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
      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).      savm=oldm;
      Model is determined by parameters x and covariates have to be      oldm=newm;
      included manually here.      maxmax=0.;
       for(j=1;j<=nlstate;j++){
      */        min=1.;
         max=0.;
   int i, j, d, h, k;        for(i=1; i<=nlstate; i++) {
   double **out, cov[NCOVMAX];          sumnew=0;
   double **newm;          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
           prlim[i][j]= newm[i][j]/(1-sumnew);
   /* Hstepm could be zero and should return the unit matrix */          max=FMAX(max,prlim[i][j]);
   for (i=1;i<=nlstate+ndeath;i++)          min=FMIN(min,prlim[i][j]);
     for (j=1;j<=nlstate+ndeath;j++){        }
       oldm[i][j]=(i==j ? 1.0 : 0.0);        maxmin=max-min;
       po[i][j][0]=(i==j ? 1.0 : 0.0);        maxmax=FMAX(maxmax,maxmin);
     }      }
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */      if(maxmax < ftolpl){
   for(h=1; h <=nhstepm; h++){        return prlim;
     for(d=1; d <=hstepm; d++){      }
       newm=savm;    }
       /* Covariates have to be included here again */  }
       cov[1]=1.;  
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;  /*************** transition probabilities ***************/ 
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];  
       for (k=1; k<=cptcovage;k++)  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];  {
       for (k=1; k<=cptcovprod;k++)    double s1, s2;
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];    /*double t34;*/
     int i,j,j1, nc, ii, jj;
   
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/      for(i=1; i<= nlstate; i++){
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/      for(j=1; j<i;j++){
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
                    pmij(pmmij,cov,ncovmodel,x,nlstate));          /*s2 += param[i][j][nc]*cov[nc];*/
       savm=oldm;          s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
       oldm=newm;          /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
     }        }
     for(i=1; i<=nlstate+ndeath; i++)        ps[i][j]=s2;
       for(j=1;j<=nlstate+ndeath;j++) {        /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
         po[i][j][h]=newm[i][j];      }
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);      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];
   } /* end h */          /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
   return po;        }
 }        ps[i][j]=s2;
       }
     }
 /*************** log-likelihood *************/      /*ps[3][2]=1;*/
 double func( double *x)  
 {    for(i=1; i<= nlstate; i++){
   int i, ii, j, k, mi, d, kk;       s1=0;
   double l, ll[NLSTATEMAX], cov[NCOVMAX];      for(j=1; j<i; j++)
   double **out;        s1+=exp(ps[i][j]);
   double sw; /* Sum of weights */      for(j=i+1; j<=nlstate+ndeath; j++)
   double lli; /* Individual log likelihood */        s1+=exp(ps[i][j]);
   long ipmx;      ps[i][i]=1./(s1+1.);
   /*extern weight */      for(j=1; j<i; j++)
   /* We are differentiating ll according to initial status */        ps[i][j]= exp(ps[i][j])*ps[i][i];
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/      for(j=i+1; j<=nlstate+ndeath; j++)
   /*for(i=1;i<imx;i++)        ps[i][j]= exp(ps[i][j])*ps[i][i];
     printf(" %d\n",s[4][i]);      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
   */    } /* end i */
   cov[1]=1.;  
     for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
   for(k=1; k<=nlstate; k++) ll[k]=0.;      for(jj=1; jj<= nlstate+ndeath; jj++){
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){        ps[ii][jj]=0;
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];        ps[ii][ii]=1;
     for(mi=1; mi<= wav[i]-1; mi++){      }
       for (ii=1;ii<=nlstate+ndeath;ii++)    }
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);  
       for(d=0; d<dh[mi][i]; d++){  
         newm=savm;    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;      for(jj=1; jj<= nlstate+ndeath; jj++){
         for (kk=1; kk<=cptcovage;kk++) {       printf("%lf ",ps[ii][jj]);
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];     }
         }      printf("\n ");
              }
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,      printf("\n ");printf("%lf ",cov[2]);*/
                      1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));  /*
         savm=oldm;    for(i=1; i<= npar; i++) printf("%f ",x[i]);
         oldm=newm;    goto end;*/
              return ps;
          }
       } /* end mult */  
        /**************** Product of 2 matrices ******************/
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);  
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
       ipmx +=1;  {
       sw += weight[i];    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
     } /* end of wave */    /* in, b, out are matrice of pointers which should have been initialized 
   } /* end of individual */       before: only the contents of out is modified. The function returns
        a pointer to pointers identical to out */
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];    long i, j, k;
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */    for(i=nrl; i<= nrh; i++)
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */      for(k=ncolol; k<=ncoloh; k++)
   return -l;        for(j=ncl,out[i][k]=0.; j<=nch; j++)
 }          out[i][k] +=in[i][j]*b[j][k];
   
     return out;
 /*********** Maximum Likelihood Estimation ***************/  }
   
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))  
 {  /************* Higher Matrix Product ***************/
   int i,j, iter;  
   double **xi,*delti;  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
   double fret;  {
   xi=matrix(1,npar,1,npar);    /* Computes the transition matrix starting at age 'age' over 
   for (i=1;i<=npar;i++)       'nhstepm*hstepm*stepm' months (i.e. until
     for (j=1;j<=npar;j++)       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
       xi[i][j]=(i==j ? 1.0 : 0.0);       nhstepm*hstepm matrices. 
   printf("Powell\n");       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
   powell(p,xi,npar,ftol,&iter,&fret,func);       (typically every 2 years instead of every month which is too big 
        for the memory).
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));       Model is determined by parameters x and covariates have to be 
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));       included manually here. 
   
 }       */
   
 /**** Computes Hessian and covariance matrix ***/    int i, j, d, h, k;
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))    double **out, cov[NCOVMAX];
 {    double **newm;
   double  **a,**y,*x,pd;  
   double **hess;    /* Hstepm could be zero and should return the unit matrix */
   int i, j,jk;    for (i=1;i<=nlstate+ndeath;i++)
   int *indx;      for (j=1;j<=nlstate+ndeath;j++){
         oldm[i][j]=(i==j ? 1.0 : 0.0);
   double hessii(double p[], double delta, int theta, double delti[]);        po[i][j][0]=(i==j ? 1.0 : 0.0);
   double hessij(double p[], double delti[], int i, int j);      }
   void lubksb(double **a, int npar, int *indx, double b[]) ;    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
   void ludcmp(double **a, int npar, int *indx, double *d) ;    for(h=1; h <=nhstepm; h++){
       for(d=1; d <=hstepm; d++){
   hess=matrix(1,npar,1,npar);        newm=savm;
         /* Covariates have to be included here again */
   printf("\nCalculation of the hessian matrix. Wait...\n");        cov[1]=1.;
   for (i=1;i<=npar;i++){        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
     printf("%d",i);fflush(stdout);        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
     hess[i][i]=hessii(p,ftolhess,i,delti);        for (k=1; k<=cptcovage;k++)
     /*printf(" %f ",p[i]);*/          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
     /*printf(" %lf ",hess[i][i]);*/        for (k=1; k<=cptcovprod;k++)
   }          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
    
   for (i=1;i<=npar;i++) {  
     for (j=1;j<=npar;j++)  {        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
       if (j>i) {        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
         printf(".%d%d",i,j);fflush(stdout);        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
         hess[i][j]=hessij(p,delti,i,j);                     pmij(pmmij,cov,ncovmodel,x,nlstate));
         hess[j][i]=hess[i][j];            savm=oldm;
         /*printf(" %lf ",hess[i][j]);*/        oldm=newm;
       }      }
     }      for(i=1; i<=nlstate+ndeath; i++)
   }        for(j=1;j<=nlstate+ndeath;j++) {
   printf("\n");          po[i][j][h]=newm[i][j];
           /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");           */
          }
   a=matrix(1,npar,1,npar);    } /* end h */
   y=matrix(1,npar,1,npar);    return po;
   x=vector(1,npar);  }
   indx=ivector(1,npar);  
   for (i=1;i<=npar;i++)  
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];  /*************** log-likelihood *************/
   ludcmp(a,npar,indx,&pd);  double func( double *x)
   {
   for (j=1;j<=npar;j++) {    int i, ii, j, k, mi, d, kk;
     for (i=1;i<=npar;i++) x[i]=0;    double l, ll[NLSTATEMAX], cov[NCOVMAX];
     x[j]=1;    double **out;
     lubksb(a,npar,indx,x);    double sw; /* Sum of weights */
     for (i=1;i<=npar;i++){    double lli; /* Individual log likelihood */
       matcov[i][j]=x[i];    int s1, s2;
     }    double bbh, survp;
   }    long ipmx;
     /*extern weight */
   printf("\n#Hessian matrix#\n");    /* We are differentiating ll according to initial status */
   for (i=1;i<=npar;i++) {    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
     for (j=1;j<=npar;j++) {    /*for(i=1;i<imx;i++) 
       printf("%.3e ",hess[i][j]);      printf(" %d\n",s[4][i]);
     }    */
     printf("\n");    cov[1]=1.;
   }  
     for(k=1; k<=nlstate; k++) ll[k]=0.;
   /* Recompute Inverse */  
   for (i=1;i<=npar;i++)    if(mle==1){
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   ludcmp(a,npar,indx,&pd);        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         for(mi=1; mi<= wav[i]-1; mi++){
   /*  printf("\n#Hessian matrix recomputed#\n");          for (ii=1;ii<=nlstate+ndeath;ii++)
             for (j=1;j<=nlstate+ndeath;j++){
   for (j=1;j<=npar;j++) {              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     for (i=1;i<=npar;i++) x[i]=0;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     x[j]=1;            }
     lubksb(a,npar,indx,x);          for(d=0; d<dh[mi][i]; d++){
     for (i=1;i<=npar;i++){            newm=savm;
       y[i][j]=x[i];            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       printf("%.3e ",y[i][j]);            for (kk=1; kk<=cptcovage;kk++) {
     }              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     printf("\n");            }
   }            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   */                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
             savm=oldm;
   free_matrix(a,1,npar,1,npar);            oldm=newm;
   free_matrix(y,1,npar,1,npar);          } /* end mult */
   free_vector(x,1,npar);        
   free_ivector(indx,1,npar);          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
   free_matrix(hess,1,npar,1,npar);          /* But now since version 0.9 we anticipate for bias and large stepm.
            * If stepm is larger than one month (smallest stepm) and if the exact delay 
            * (in months) between two waves is not a multiple of stepm, we rounded to 
 }           * the nearest (and in case of equal distance, to the lowest) interval but now
            * we keep into memory the bias bh[mi][i] and also the previous matrix product
 /*************** hessian matrix ****************/           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
 double hessii( double x[], double delta, int theta, double delti[])           * probability in order to take into account the bias as a fraction of the way
 {           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
   int i;           * -stepm/2 to stepm/2 .
   int l=1, lmax=20;           * For stepm=1 the results are the same as for previous versions of Imach.
   double k1,k2;           * For stepm > 1 the results are less biased than in previous versions. 
   double p2[NPARMAX+1];           */
   double res;          s1=s[mw[mi][i]][i];
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;          s2=s[mw[mi+1][i]][i];
   double fx;          bbh=(double)bh[mi][i]/(double)stepm; 
   int k=0,kmax=10;          /* bias is positive if real duration
   double l1;           * is higher than the multiple of stepm and negative otherwise.
            */
   fx=func(x);          /* 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<=npar;i++) p2[i]=x[i];          if( s2 > nlstate){ 
   for(l=0 ; l <=lmax; l++){            /* i.e. if s2 is a death state and if the date of death is known then the contribution
     l1=pow(10,l);               to the likelihood is the probability to die between last step unit time and current 
     delts=delt;               step unit time, which is also the differences between probability to die before dh 
     for(k=1 ; k <kmax; k=k+1){               and probability to die before dh-stepm . 
       delt = delta*(l1*k);               In version up to 0.92 likelihood was computed
       p2[theta]=x[theta] +delt;          as if date of death was unknown. Death was treated as any other
       k1=func(p2)-fx;          health state: the date of the interview describes the actual state
       p2[theta]=x[theta]-delt;          and not the date of a change in health state. The former idea was
       k2=func(p2)-fx;          to consider that at each interview the state was recorded
       /*res= (k1-2.0*fx+k2)/delt/delt; */          (healthy, disable or death) and IMaCh was corrected; but when we
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */          introduced the exact date of death then we should have modified
                the contribution of an exact death to the likelihood. This new
 #ifdef DEBUG          contribution is smaller and very dependent of the step unit
       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);          stepm. It is no more the probability to die between last interview
 #endif          and month of death but the probability to survive from last
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */          interview up to one month before death multiplied by the
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){          probability to die within a month. Thanks to Chris
         k=kmax;          Jackson for correcting this bug.  Former versions increased
       }          mortality artificially. The bad side is that we add another loop
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */          which slows down the processing. The difference can be up to 10%
         k=kmax; l=lmax*10.;          lower mortality.
       }            */
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){            lli=log(out[s1][s2] - savm[s1][s2]);
         delts=delt;          }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 */
   }          } 
   delti[theta]=delts;          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
   return res;          /*if(lli ==000.0)*/
            /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
 }          ipmx +=1;
           sw += weight[i];
 double hessij( double x[], double delti[], int thetai,int thetaj)          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 {        } /* end of wave */
   int i;      } /* end of individual */
   int l=1, l1, lmax=20;    }  else if(mle==2){
   double k1,k2,k3,k4,res,fx;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   double p2[NPARMAX+1];        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   int k;        for(mi=1; mi<= wav[i]-1; mi++){
           for (ii=1;ii<=nlstate+ndeath;ii++)
   fx=func(x);            for (j=1;j<=nlstate+ndeath;j++){
   for (k=1; k<=2; k++) {              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     for (i=1;i<=npar;i++) p2[i]=x[i];              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     p2[thetai]=x[thetai]+delti[thetai]/k;            }
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;          for(d=0; d<=dh[mi][i]; d++){
     k1=func(p2)-fx;            newm=savm;
              cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     p2[thetai]=x[thetai]+delti[thetai]/k;            for (kk=1; kk<=cptcovage;kk++) {
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     k2=func(p2)-fx;            }
              out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     p2[thetai]=x[thetai]-delti[thetai]/k;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;            savm=oldm;
     k3=func(p2)-fx;            oldm=newm;
            } /* end mult */
     p2[thetai]=x[thetai]-delti[thetai]/k;        
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
     k4=func(p2)-fx;          /* But now since version 0.9 we anticipate for bias and large stepm.
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */           * If stepm is larger than one month (smallest stepm) and if the exact delay 
 #ifdef DEBUG           * (in months) between two waves is not a multiple of stepm, we rounded to 
     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);           * the nearest (and in case of equal distance, to the lowest) interval but now
 #endif           * 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
   return res;           * probability in order to take into account the bias as a fraction of the way
 }           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
            * -stepm/2 to stepm/2 .
 /************** Inverse of matrix **************/           * For stepm=1 the results are the same as for previous versions of Imach.
 void ludcmp(double **a, int n, int *indx, double *d)           * For stepm > 1 the results are less biased than in previous versions. 
 {           */
   int i,imax,j,k;          s1=s[mw[mi][i]][i];
   double big,dum,sum,temp;          s2=s[mw[mi+1][i]][i];
   double *vv;          bbh=(double)bh[mi][i]/(double)stepm; 
            /* bias is positive if real duration
   vv=vector(1,n);           * is higher than the multiple of stepm and negative otherwise.
   *d=1.0;           */
   for (i=1;i<=n;i++) {          lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
     big=0.0;          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
     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.-+bh)*out[s1][s2])); */ /* exponential interpolation */
       if ((temp=fabs(a[i][j])) > big) big=temp;          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");          /*if(lli ==000.0)*/
     vv[i]=1.0/big;          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
   }          ipmx +=1;
   for (j=1;j<=n;j++) {          sw += weight[i];
     for (i=1;i<j;i++) {          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
       sum=a[i][j];        } /* end of wave */
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];      } /* end of individual */
       a[i][j]=sum;    }  else if(mle==3){  /* exponential inter-extrapolation */
     }      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     big=0.0;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     for (i=j;i<=n;i++) {        for(mi=1; mi<= wav[i]-1; mi++){
       sum=a[i][j];          for (ii=1;ii<=nlstate+ndeath;ii++)
       for (k=1;k<j;k++)            for (j=1;j<=nlstate+ndeath;j++){
         sum -= a[i][k]*a[k][j];              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       a[i][j]=sum;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       if ( (dum=vv[i]*fabs(sum)) >= big) {            }
         big=dum;          for(d=0; d<dh[mi][i]; d++){
         imax=i;            newm=savm;
       }            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     }            for (kk=1; kk<=cptcovage;kk++) {
     if (j != imax) {              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       for (k=1;k<=n;k++) {            }
         dum=a[imax][k];            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
         a[imax][k]=a[j][k];                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
         a[j][k]=dum;            savm=oldm;
       }            oldm=newm;
       *d = -(*d);          } /* end mult */
       vv[imax]=vv[j];        
     }          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
     indx[j]=imax;          /* But now since version 0.9 we anticipate for bias and large stepm.
     if (a[j][j] == 0.0) a[j][j]=TINY;           * If stepm is larger than one month (smallest stepm) and if the exact delay 
     if (j != n) {           * (in months) between two waves is not a multiple of stepm, we rounded to 
       dum=1.0/(a[j][j]);           * the nearest (and in case of equal distance, to the lowest) interval but now
       for (i=j+1;i<=n;i++) a[i][j] *= dum;           * we keep into memory the bias bh[mi][i] and also the previous matrix product
     }           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
   }           * probability in order to take into account the bias as a fraction of the way
   free_vector(vv,1,n);  /* Doesn't work */           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
 ;           * -stepm/2 to stepm/2 .
 }           * For stepm=1 the results are the same as for previous versions of Imach.
            * For stepm > 1 the results are less biased than in previous versions. 
 void lubksb(double **a, int n, int *indx, double b[])           */
 {          s1=s[mw[mi][i]][i];
   int i,ii=0,ip,j;          s2=s[mw[mi+1][i]][i];
   double sum;          bbh=(double)bh[mi][i]/(double)stepm; 
            /* bias is positive if real duration
   for (i=1;i<=n;i++) {           * is higher than the multiple of stepm and negative otherwise.
     ip=indx[i];           */
     sum=b[ip];          /* lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); */ /* linear interpolation */
     b[ip]=b[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 */
     if (ii)          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];          /*if(lli ==000.0)*/
     else if (sum) ii=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); */
     b[i]=sum;          ipmx +=1;
   }          sw += weight[i];
   for (i=n;i>=1;i--) {          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     sum=b[i];        } /* end of wave */
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];      } /* end of individual */
     b[i]=sum/a[i][i];    }else{  /* ml=4 no inter-extrapolation */
   }      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 }        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         for(mi=1; mi<= wav[i]-1; mi++){
 /************ Frequencies ********************/          for (ii=1;ii<=nlstate+ndeath;ii++)
 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)            for (j=1;j<=nlstate+ndeath;j++){
 {  /* Some frequencies */              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
                savm[ii][j]=(ii==j ? 1.0 : 0.0);
   int i, m, jk, k1,i1, j1, bool, z1,z2,j;            }
   double ***freq; /* Frequencies */          for(d=0; d<dh[mi][i]; d++){
   double *pp;            newm=savm;
   double pos, k2, dateintsum=0,k2cpt=0;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   FILE *ficresp;            for (kk=1; kk<=cptcovage;kk++) {
   char fileresp[FILENAMELENGTH];              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
              }
   pp=vector(1,nlstate);          
   probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   strcpy(fileresp,"p");                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   strcat(fileresp,fileres);            savm=oldm;
   if((ficresp=fopen(fileresp,"w"))==NULL) {            oldm=newm;
     printf("Problem with prevalence resultfile: %s\n", fileresp);          } /* end mult */
     exit(0);        
   }          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);          ipmx +=1;
   j1=0;          sw += weight[i];
            ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   j=cptcoveff;        } /* end of wave */
   if (cptcovn<1) {j=1;ncodemax[1]=1;}      } /* end of individual */
      } /* End of if */
   for(k1=1; k1<=j;k1++){    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
     for(i1=1; i1<=ncodemax[k1];i1++){    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
       j1++;    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
       /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);    return -l;
         scanf("%d", i);*/  }
       for (i=-1; i<=nlstate+ndeath; i++)    
         for (jk=-1; jk<=nlstate+ndeath; jk++)    
           for(m=agemin; m <= agemax+3; m++)  /*********** Maximum Likelihood Estimation ***************/
             freq[i][jk][m]=0;  
        void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
       dateintsum=0;  {
       k2cpt=0;    int i,j, iter;
       for (i=1; i<=imx; i++) {    double **xi;
         bool=1;    double fret;
         if  (cptcovn>0) {    char filerespow[FILENAMELENGTH];
           for (z1=1; z1<=cptcoveff; z1++)    xi=matrix(1,npar,1,npar);
             if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])    for (i=1;i<=npar;i++)
               bool=0;      for (j=1;j<=npar;j++)
         }        xi[i][j]=(i==j ? 1.0 : 0.0);
         if (bool==1) {    printf("Powell\n");  fprintf(ficlog,"Powell\n");
           for(m=firstpass; m<=lastpass; m++){    strcpy(filerespow,"pow"); 
             k2=anint[m][i]+(mint[m][i]/12.);    strcat(filerespow,fileres);
             if ((k2>=dateprev1) && (k2<=dateprev2)) {    if((ficrespow=fopen(filerespow,"w"))==NULL) {
               if(agev[m][i]==0) agev[m][i]=agemax+1;      printf("Problem with resultfile: %s\n", filerespow);
               if(agev[m][i]==1) agev[m][i]=agemax+2;      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
               if (m<lastpass) {    }
                 freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];    fprintf(ficrespow,"# Powell\n# iter -2*LL");
                 freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];    for (i=1;i<=nlstate;i++)
               }      for(j=1;j<=nlstate+ndeath;j++)
                      if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
               if ((agev[m][i]>1) && (agev[m][i]< (agemax+3))) {    fprintf(ficrespow,"\n");
                 dateintsum=dateintsum+k2;    powell(p,xi,npar,ftol,&iter,&fret,func);
                 k2cpt++;  
               }    fclose(ficrespow);
             }    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
           }    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
         }    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
       }  
          }
       fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);  
   /**** Computes Hessian and covariance matrix ***/
       if  (cptcovn>0) {  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
         fprintf(ficresp, "\n#********** Variable ");  {
         for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);    double  **a,**y,*x,pd;
         fprintf(ficresp, "**********\n#");    double **hess;
       }    int i, j,jk;
       for(i=1; i<=nlstate;i++)    int *indx;
         fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);  
       fprintf(ficresp, "\n");    double hessii(double p[], double delta, int theta, double delti[]);
          double hessij(double p[], double delti[], int i, int j);
       for(i=(int)agemin; i <= (int)agemax+3; i++){    void lubksb(double **a, int npar, int *indx, double b[]) ;
         if(i==(int)agemax+3)    void ludcmp(double **a, int npar, int *indx, double *d) ;
           printf("Total");  
         else    hess=matrix(1,npar,1,npar);
           printf("Age %d", i);  
         for(jk=1; jk <=nlstate ; jk++){    printf("\nCalculation of the hessian matrix. Wait...\n");
           for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
             pp[jk] += freq[jk][m][i];    for (i=1;i<=npar;i++){
         }      printf("%d",i);fflush(stdout);
         for(jk=1; jk <=nlstate ; jk++){      fprintf(ficlog,"%d",i);fflush(ficlog);
           for(m=-1, pos=0; m <=0 ; m++)      hess[i][i]=hessii(p,ftolhess,i,delti);
             pos += freq[jk][m][i];      /*printf(" %f ",p[i]);*/
           if(pp[jk]>=1.e-10)      /*printf(" %lf ",hess[i][i]);*/
             printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);    }
           else    
             printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);    for (i=1;i<=npar;i++) {
         }      for (j=1;j<=npar;j++)  {
         if (j>i) { 
         for(jk=1; jk <=nlstate ; jk++){          printf(".%d%d",i,j);fflush(stdout);
           for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
             pp[jk] += freq[jk][m][i];          hess[i][j]=hessij(p,delti,i,j);
         }          hess[j][i]=hess[i][j];    
           /*printf(" %lf ",hess[i][j]);*/
         for(jk=1,pos=0; jk <=nlstate ; jk++)        }
           pos += pp[jk];      }
         for(jk=1; jk <=nlstate ; jk++){    }
           if(pos>=1.e-5)    printf("\n");
             printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);    fprintf(ficlog,"\n");
           else  
             printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
           if( i <= (int) agemax){    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
             if(pos>=1.e-5){    
               fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);    a=matrix(1,npar,1,npar);
               probs[i][jk][j1]= pp[jk]/pos;    y=matrix(1,npar,1,npar);
               /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/    x=vector(1,npar);
             }    indx=ivector(1,npar);
             else    for (i=1;i<=npar;i++)
               fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
           }    ludcmp(a,npar,indx,&pd);
         }  
            for (j=1;j<=npar;j++) {
         for(jk=-1; jk <=nlstate+ndeath; jk++)      for (i=1;i<=npar;i++) x[i]=0;
           for(m=-1; m <=nlstate+ndeath; m++)      x[j]=1;
             if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);      lubksb(a,npar,indx,x);
         if(i <= (int) agemax)      for (i=1;i<=npar;i++){ 
           fprintf(ficresp,"\n");        matcov[i][j]=x[i];
         printf("\n");      }
       }    }
     }  
   }    printf("\n#Hessian matrix#\n");
   dateintmean=dateintsum/k2cpt;    fprintf(ficlog,"\n#Hessian matrix#\n");
      for (i=1;i<=npar;i++) { 
   fclose(ficresp);      for (j=1;j<=npar;j++) { 
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);        printf("%.3e ",hess[i][j]);
   free_vector(pp,1,nlstate);        fprintf(ficlog,"%.3e ",hess[i][j]);
        }
   /* End of Freq */      printf("\n");
 }      fprintf(ficlog,"\n");
     }
 /************ Prevalence ********************/  
 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)    /* Recompute Inverse */
 {  /* Some frequencies */    for (i=1;i<=npar;i++)
        for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;    ludcmp(a,npar,indx,&pd);
   double ***freq; /* Frequencies */  
   double *pp;    /*  printf("\n#Hessian matrix recomputed#\n");
   double pos, k2;  
     for (j=1;j<=npar;j++) {
   pp=vector(1,nlstate);      for (i=1;i<=npar;i++) x[i]=0;
   probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);      x[j]=1;
        lubksb(a,npar,indx,x);
   freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);      for (i=1;i<=npar;i++){ 
   j1=0;        y[i][j]=x[i];
          printf("%.3e ",y[i][j]);
   j=cptcoveff;        fprintf(ficlog,"%.3e ",y[i][j]);
   if (cptcovn<1) {j=1;ncodemax[1]=1;}      }
        printf("\n");
  for(k1=1; k1<=j;k1++){      fprintf(ficlog,"\n");
     for(i1=1; i1<=ncodemax[k1];i1++){    }
       j1++;    */
    
       for (i=-1; i<=nlstate+ndeath; i++)      free_matrix(a,1,npar,1,npar);
         for (jk=-1; jk<=nlstate+ndeath; jk++)      free_matrix(y,1,npar,1,npar);
           for(m=agemin; m <= agemax+3; m++)    free_vector(x,1,npar);
             freq[i][jk][m]=0;    free_ivector(indx,1,npar);
          free_matrix(hess,1,npar,1,npar);
       for (i=1; i<=imx; i++) {  
         bool=1;  
         if  (cptcovn>0) {  }
           for (z1=1; z1<=cptcoveff; z1++)  
             if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])  /*************** hessian matrix ****************/
               bool=0;  double hessii( double x[], double delta, int theta, double delti[])
         }  {
         if (bool==1) {    int i;
           for(m=firstpass; m<=lastpass; m++){    int l=1, lmax=20;
             k2=anint[m][i]+(mint[m][i]/12.);    double k1,k2;
             if ((k2>=dateprev1) && (k2<=dateprev2)) {    double p2[NPARMAX+1];
               if(agev[m][i]==0) agev[m][i]=agemax+1;    double res;
               if(agev[m][i]==1) agev[m][i]=agemax+2;    double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
               if (m<lastpass) freq[s[m][i]][s[m+1][i]][(int)(agev[m][i]+1-((int)calagedate %12)/12.)] += weight[i];    double fx;
               /* freq[s[m][i]][s[m+1][i]][(int)(agemax+3+1)] += weight[i];  */    int k=0,kmax=10;
             }    double l1;
           }  
         }    fx=func(x);
       }    for (i=1;i<=npar;i++) p2[i]=x[i];
         for(i=(int)agemin; i <= (int)agemax+3; i++){    for(l=0 ; l <=lmax; l++){
           for(jk=1; jk <=nlstate ; jk++){      l1=pow(10,l);
             for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)      delts=delt;
               pp[jk] += freq[jk][m][i];      for(k=1 ; k <kmax; k=k+1){
           }        delt = delta*(l1*k);
           for(jk=1; jk <=nlstate ; jk++){        p2[theta]=x[theta] +delt;
             for(m=-1, pos=0; m <=0 ; m++)        k1=func(p2)-fx;
             pos += freq[jk][m][i];        p2[theta]=x[theta]-delt;
         }        k2=func(p2)-fx;
                /*res= (k1-2.0*fx+k2)/delt/delt; */
          for(jk=1; jk <=nlstate ; jk++){        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)        
              pp[jk] += freq[jk][m][i];  #ifdef DEBUG
          }        printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
                  fprintf(ficlog,"%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
          for(jk=1,pos=0; jk <=nlstate ; jk++) pos += pp[jk];  #endif
         /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
          for(jk=1; jk <=nlstate ; jk++){                  if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
            if( i <= (int) agemax){          k=kmax;
              if(pos>=1.e-5){        }
                probs[i][jk][j1]= pp[jk]/pos;        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)){ 
                    delts=delt;
         }        }
     }      }
   }    }
      delti[theta]=delts;
      return res; 
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);    
   free_vector(pp,1,nlstate);  }
    
 }  /* End of Freq */  double hessij( double x[], double delti[], int thetai,int thetaj)
   {
 /************* Waves Concatenation ***************/    int i;
     int l=1, l1, lmax=20;
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)    double k1,k2,k3,k4,res,fx;
 {    double p2[NPARMAX+1];
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.    int k;
      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    fx=func(x);
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]    for (k=1; k<=2; k++) {
      and mw[mi+1][i]. dh depends on stepm.      for (i=1;i<=npar;i++) p2[i]=x[i];
      */      p2[thetai]=x[thetai]+delti[thetai]/k;
       p2[thetaj]=x[thetaj]+delti[thetaj]/k;
   int i, mi, m;      k1=func(p2)-fx;
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;    
      double sum=0., jmean=0.;*/      p2[thetai]=x[thetai]+delti[thetai]/k;
       p2[thetaj]=x[thetaj]-delti[thetaj]/k;
   int j, k=0,jk, ju, jl;      k2=func(p2)-fx;
   double sum=0.;    
   jmin=1e+5;      p2[thetai]=x[thetai]-delti[thetai]/k;
   jmax=-1;      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
   jmean=0.;      k3=func(p2)-fx;
   for(i=1; i<=imx; i++){    
     mi=0;      p2[thetai]=x[thetai]-delti[thetai]/k;
     m=firstpass;      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
     while(s[m][i] <= nlstate){      k4=func(p2)-fx;
       if(s[m][i]>=1)      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
         mw[++mi][i]=m;  #ifdef DEBUG
       if(m >=lastpass)      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);
         break;      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);
       else  #endif
         m++;    }
     }/* end while */    return res;
     if (s[m][i] > nlstate){  }
       mi++;     /* Death is another wave */  
       /* if(mi==0)  never been interviewed correctly before death */  /************** Inverse of matrix **************/
          /* Only death is a correct wave */  void ludcmp(double **a, int n, int *indx, double *d) 
       mw[mi][i]=m;  { 
     }    int i,imax,j,k; 
     double big,dum,sum,temp; 
     wav[i]=mi;    double *vv; 
     if(mi==0)   
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);    vv=vector(1,n); 
   }    *d=1.0; 
     for (i=1;i<=n;i++) { 
   for(i=1; i<=imx; i++){      big=0.0; 
     for(mi=1; mi<wav[i];mi++){      for (j=1;j<=n;j++) 
       if (stepm <=0)        if ((temp=fabs(a[i][j])) > big) big=temp; 
         dh[mi][i]=1;      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
       else{      vv[i]=1.0/big; 
         if (s[mw[mi+1][i]][i] > nlstate) {    } 
           if (agedc[i] < 2*AGESUP) {    for (j=1;j<=n;j++) { 
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);      for (i=1;i<j;i++) { 
           if(j==0) j=1;  /* Survives at least one month after exam */        sum=a[i][j]; 
           k=k+1;        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
           if (j >= jmax) jmax=j;        a[i][j]=sum; 
           if (j <= jmin) jmin=j;      } 
           sum=sum+j;      big=0.0; 
           /*if (j<0) printf("j=%d num=%d \n",j,i); */      for (i=j;i<=n;i++) { 
           }        sum=a[i][j]; 
         }        for (k=1;k<j;k++) 
         else{          sum -= a[i][k]*a[k][j]; 
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));        a[i][j]=sum; 
           k=k+1;        if ( (dum=vv[i]*fabs(sum)) >= big) { 
           if (j >= jmax) jmax=j;          big=dum; 
           else if (j <= jmin)jmin=j;          imax=i; 
           /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */        } 
           sum=sum+j;      } 
         }      if (j != imax) { 
         jk= j/stepm;        for (k=1;k<=n;k++) { 
         jl= j -jk*stepm;          dum=a[imax][k]; 
         ju= j -(jk+1)*stepm;          a[imax][k]=a[j][k]; 
         if(jl <= -ju)          a[j][k]=dum; 
           dh[mi][i]=jk;        } 
         else        *d = -(*d); 
           dh[mi][i]=jk+1;        vv[imax]=vv[j]; 
         if(dh[mi][i]==0)      } 
           dh[mi][i]=1; /* At least one step */      indx[j]=imax; 
       }      if (a[j][j] == 0.0) a[j][j]=TINY; 
     }      if (j != n) { 
   }        dum=1.0/(a[j][j]); 
   jmean=sum/k;        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);      } 
  }    } 
 /*********** Tricode ****************************/    free_vector(vv,1,n);  /* Doesn't work */
 void tricode(int *Tvar, int **nbcode, int imx)  ;
 {  } 
   int Ndum[20],ij=1, k, j, i;  
   int cptcode=0;  void lubksb(double **a, int n, int *indx, double b[]) 
   cptcoveff=0;  { 
      int i,ii=0,ip,j; 
   for (k=0; k<19; k++) Ndum[k]=0;    double sum; 
   for (k=1; k<=7; k++) ncodemax[k]=0;   
     for (i=1;i<=n;i++) { 
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {      ip=indx[i]; 
     for (i=1; i<=imx; i++) {      sum=b[ip]; 
       ij=(int)(covar[Tvar[j]][i]);      b[ip]=b[i]; 
       Ndum[ij]++;      if (ii) 
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
       if (ij > cptcode) cptcode=ij;      else if (sum) ii=i; 
     }      b[i]=sum; 
     } 
     for (i=0; i<=cptcode; i++) {    for (i=n;i>=1;i--) { 
       if(Ndum[i]!=0) ncodemax[j]++;      sum=b[i]; 
     }      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
     ij=1;      b[i]=sum/a[i][i]; 
     } 
   } 
     for (i=1; i<=ncodemax[j]; i++) {  
       for (k=0; k<=19; k++) {  /************ Frequencies ********************/
         if (Ndum[k] != 0) {  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)
           nbcode[Tvar[j]][ij]=k;  {  /* Some frequencies */
           /*     printf("nbcodeaaaaaaaaaaa=%d Tvar[j]=%d ij=%d j=%d",nbcode[Tvar[j]][ij],Tvar[j],ij,j);*/    
           ij++;    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
         }    int first;
         if (ij > ncodemax[j]) break;    double ***freq; /* Frequencies */
       }      double *pp, **prop;
     }    double pos,posprop, k2, dateintsum=0,k2cpt=0;
   }      FILE *ficresp;
     char fileresp[FILENAMELENGTH];
  for (k=0; k<19; k++) Ndum[k]=0;    
     pp=vector(1,nlstate);
  for (i=1; i<=ncovmodel-2; i++) {    prop=matrix(1,nlstate,iagemin,iagemax+3);
       ij=Tvar[i];    strcpy(fileresp,"p");
       Ndum[ij]++;    strcat(fileresp,fileres);
     }    if((ficresp=fopen(fileresp,"w"))==NULL) {
       printf("Problem with prevalence resultfile: %s\n", fileresp);
  ij=1;      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
  for (i=1; i<=10; i++) {      exit(0);
    if((Ndum[i]!=0) && (i<=ncovcol)){    }
      Tvaraff[ij]=i;    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
      ij++;    j1=0;
    }    
  }    j=cptcoveff;
      if (cptcovn<1) {j=1;ncodemax[1]=1;}
     cptcoveff=ij-1;  
 }    first=1;
   
 /*********** Health Expectancies ****************/    for(k1=1; k1<=j;k1++){
       for(i1=1; i1<=ncodemax[k1];i1++){
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij, int estepm)        j1++;
 {        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
   /* Health expectancies */          scanf("%d", i);*/
   int i, j, nhstepm, hstepm, h, nstepm;        for (i=-1; i<=nlstate+ndeath; i++)  
   double age, agelim, hf;          for (jk=-1; jk<=nlstate+ndeath; jk++)  
   double ***p3mat;            for(m=iagemin; m <= iagemax+3; m++)
                freq[i][jk][m]=0;
   fprintf(ficreseij,"# Health expectancies\n");  
   fprintf(ficreseij,"# Age");      for (i=1; i<=nlstate; i++)  
   for(i=1; i<=nlstate;i++)        for(m=iagemin; m <= iagemax+3; m++)
     for(j=1; j<=nlstate;j++)          prop[i][m]=0;
       fprintf(ficreseij," %1d-%1d",i,j);        
   fprintf(ficreseij,"\n");        dateintsum=0;
         k2cpt=0;
   if(estepm < stepm){        for (i=1; i<=imx; i++) {
     printf ("Problem %d lower than %d\n",estepm, stepm);          bool=1;
   }          if  (cptcovn>0) {
   else  hstepm=estepm;              for (z1=1; z1<=cptcoveff; z1++) 
   /* We compute the life expectancy from trapezoids spaced every estepm months              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
    * This is mainly to measure the difference between two models: for example                bool=0;
    * if stepm=24 months pijx are given only every 2 years and by summing them          }
    * we are calculating an estimate of the Life Expectancy assuming a linear          if (bool==1){
    * progression inbetween and thus overestimating or underestimating according            for(m=firstpass; m<=lastpass; m++){
    * to the curvature of the survival function. If, for the same date, we              k2=anint[m][i]+(mint[m][i]/12.);
    * estimate the model with stepm=1 month, we can keep estepm to 24 months              if ((k2>=dateprev1) && (k2<=dateprev2)) {
    * to compare the new estimate of Life expectancy with the same linear                if(agev[m][i]==0) agev[m][i]=iagemax+1;
    * hypothesis. A more precise result, taking into account a more precise                if(agev[m][i]==1) agev[m][i]=iagemax+2;
    * curvature will be obtained if estepm is as small as stepm. */                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
                 if (m<lastpass) {
   /* For example we decided to compute the life expectancy with the smallest unit */                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
   /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm.                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
      nhstepm is the number of hstepm from age to agelim                }
      nstepm is the number of stepm from age to agelin.                
      Look at hpijx to understand the reason of that which relies in memory size                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
      and note for a fixed period like estepm months */                  dateintsum=dateintsum+k2;
   /* We decided (b) to get a life expectancy respecting the most precise curvature of the                  k2cpt++;
      survival function given by stepm (the optimization length). Unfortunately it                }
      means that if the survival funtion is printed only each two years of age and if              }
      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.          }
   */        }
   hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */         
         fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);
   agelim=AGESUP;  
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */        if  (cptcovn>0) {
     /* nhstepm age range expressed in number of stepm */          fprintf(ficresp, "\n#********** Variable "); 
     nstepm=(int) rint((agelim-age)*YEARM/stepm);          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
     /* Typically if 20 years nstepm = 20*12/6=40 stepm */          fprintf(ficresp, "**********\n#");
     /* if (stepm >= YEARM) hstepm=1;*/        }
     nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */        for(i=1; i<=nlstate;i++) 
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
     /* Computed by stepm unit matrices, product of hstepm matrices, stored        fprintf(ficresp, "\n");
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */        
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);          for(i=iagemin; i <= iagemax+3; i++){
     hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */          if(i==iagemax+3){
     for(i=1; i<=nlstate;i++)            fprintf(ficlog,"Total");
       for(j=1; j<=nlstate;j++)          }else{
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){            if(first==1){
           eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;              first=0;
           /* 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]);*/              printf("See log file for details...\n");
         }            }
     fprintf(ficreseij,"%3.0f",age );            fprintf(ficlog,"Age %d", i);
     for(i=1; i<=nlstate;i++)          }
       for(j=1; j<=nlstate;j++){          for(jk=1; jk <=nlstate ; jk++){
         fprintf(ficreseij," %9.4f", eij[i][j][(int)age]);            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
       }              pp[jk] += freq[jk][m][i]; 
     fprintf(ficreseij,"\n");          }
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          for(jk=1; jk <=nlstate ; jk++){
   }            for(m=-1, pos=0; m <=0 ; m++)
 }              pos += freq[jk][m][i];
             if(pp[jk]>=1.e-10){
 /************ Variance ******************/              if(first==1){
 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, int estepm)              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
 {              }
   /* Variance of health expectancies */              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
   /*  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;                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
   int i, j, nhstepm, hstepm, h, nstepm ;              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
   int k, cptcode;            }
   double *xp;          }
   double **gp, **gm;  
   double ***gradg, ***trgradg;          for(jk=1; jk <=nlstate ; jk++){
   double ***p3mat;            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
   double age,agelim, hf;              pp[jk] += freq[jk][m][i];
   int theta;          }       
           for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
    fprintf(ficresvij,"# Covariances of life expectancies\n");            pos += pp[jk];
   fprintf(ficresvij,"# Age");            posprop += prop[jk][i];
   for(i=1; i<=nlstate;i++)          }
     for(j=1; j<=nlstate;j++)          for(jk=1; jk <=nlstate ; jk++){
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);            if(pos>=1.e-5){
   fprintf(ficresvij,"\n");              if(first==1)
                 printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
   xp=vector(1,npar);              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
   dnewm=matrix(1,nlstate,1,npar);            }else{
   doldm=matrix(1,nlstate,1,nlstate);              if(first==1)
                  printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
   if(estepm < stepm){              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
     printf ("Problem %d lower than %d\n",estepm, stepm);            }
   }            if( i <= iagemax){
   else  hstepm=estepm;                if(pos>=1.e-5){
   /* For example we decided to compute the life expectancy with the smallest unit */                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
   /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm.                probs[i][jk][j1]= pp[jk]/pos;
      nhstepm is the number of hstepm from age to agelim                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
      nstepm is the number of stepm from age to agelin.              }
      Look at hpijx to understand the reason of that which relies in memory size              else
      and note for a fixed period like k years */                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
   /* We decided (b) to get a life expectancy respecting the most precise curvature of the            }
      survival function given by stepm (the optimization length). Unfortunately it          }
      means that if the survival funtion is printed 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+ndeath; jk++)
      results. So we changed our mind and took the option of the best precision.            for(m=-1; m <=nlstate+ndeath; m++)
   */              if(freq[jk][m][i] !=0 ) {
   hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */              if(first==1)
   agelim = AGESUP;                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
     nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */              }
     nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */          if(i <= iagemax)
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);            fprintf(ficresp,"\n");
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);          if(first==1)
     gp=matrix(0,nhstepm,1,nlstate);            printf("Others in log...\n");
     gm=matrix(0,nhstepm,1,nlstate);          fprintf(ficlog,"\n");
         }
     for(theta=1; theta <=npar; theta++){      }
       for(i=1; i<=npar; i++){ /* Computes gradient */    }
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    dateintmean=dateintsum/k2cpt; 
       }   
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);      fclose(ficresp);
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
     free_vector(pp,1,nlstate);
       if (popbased==1) {    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
         for(i=1; i<=nlstate;i++)    /* End of Freq */
           prlim[i][i]=probs[(int)age][i][ij];  }
       }  
    /************ Prevalence ********************/
       for(j=1; j<= nlstate; j++){  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)
         for(h=0; h<=nhstepm; h++){  {  
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];       in each health status at the date of interview (if between dateprev1 and dateprev2).
         }       We still use firstpass and lastpass as another selection.
       }    */
       
       for(i=1; i<=npar; i++) /* Computes gradient */    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
         xp[i] = x[i] - (i==theta ?delti[theta]:0);    double ***freq; /* Frequencies */
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);      double *pp, **prop;
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    double pos,posprop; 
      double  y2; /* in fractional years */
       if (popbased==1) {    int iagemin, iagemax;
         for(i=1; i<=nlstate;i++)  
           prlim[i][i]=probs[(int)age][i][ij];    iagemin= (int) agemin;
       }    iagemax= (int) agemax;
     /*pp=vector(1,nlstate);*/
       for(j=1; j<= nlstate; j++){    prop=matrix(1,nlstate,iagemin,iagemax+3); 
         for(h=0; h<=nhstepm; h++){    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)    j1=0;
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];    
         }    j=cptcoveff;
       }    if (cptcovn<1) {j=1;ncodemax[1]=1;}
     
       for(j=1; j<= nlstate; j++)    for(k1=1; k1<=j;k1++){
         for(h=0; h<=nhstepm; h++){      for(i1=1; i1<=ncodemax[k1];i1++){
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];        j1++;
         }        
     } /* End theta */        for (i=1; i<=nlstate; i++)  
           for(m=iagemin; m <= iagemax+3; m++)
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);            prop[i][m]=0.0;
        
     for(h=0; h<=nhstepm; h++)        for (i=1; i<=imx; i++) { /* Each individual */
       for(j=1; j<=nlstate;j++)          bool=1;
         for(theta=1; theta <=npar; theta++)          if  (cptcovn>0) {
           trgradg[h][j][theta]=gradg[h][theta][j];            for (z1=1; z1<=cptcoveff; z1++) 
               if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
     hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */                bool=0;
     for(i=1;i<=nlstate;i++)          } 
       for(j=1;j<=nlstate;j++)          if (bool==1) { 
         vareij[i][j][(int)age] =0.;            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
               y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
     for(h=0;h<=nhstepm;h++){              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
       for(k=0;k<=nhstepm;k++){                if(agev[m][i]==0) agev[m][i]=iagemax+1;
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);                if(agev[m][i]==1) agev[m][i]=iagemax+2;
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);                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); 
         for(i=1;i<=nlstate;i++)                if (s[m][i]>0 && s[m][i]<=nlstate) { 
           for(j=1;j<=nlstate;j++)                  /*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]]);*/
             vareij[i][j][(int)age] += doldm[i][j]*hf*hf;                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
       }                  prop[s[m][i]][iagemax+3] += weight[i]; 
     }                } 
               }
     fprintf(ficresvij,"%.0f ",age );            } /* end selection of waves */
     for(i=1; i<=nlstate;i++)          }
       for(j=1; j<=nlstate;j++){        }
         fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);        for(i=iagemin; i <= iagemax+3; i++){  
       }          
     fprintf(ficresvij,"\n");          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
     free_matrix(gp,0,nhstepm,1,nlstate);            posprop += prop[jk][i]; 
     free_matrix(gm,0,nhstepm,1,nlstate);          } 
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);  
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);          for(jk=1; jk <=nlstate ; jk++){     
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);            if( i <=  iagemax){ 
   } /* End age */              if(posprop>=1.e-5){ 
                  probs[i][jk][j1]= prop[jk][i]/posprop;
   free_vector(xp,1,npar);              } 
   free_matrix(doldm,1,nlstate,1,npar);            } 
   free_matrix(dnewm,1,nlstate,1,nlstate);          }/* end jk */ 
         }/* end i */ 
 }      } /* end i1 */
     } /* end k1 */
 /************ 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)    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
 {    /*free_vector(pp,1,nlstate);*/
   /* Variance of prevalence limit */    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/  }  /* End of prevalence */
   double **newm;  
   double **dnewm,**doldm;  /************* Waves Concatenation ***************/
   int i, j, nhstepm, hstepm;  
   int k, cptcode;  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)
   double *xp;  {
   double *gp, *gm;    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
   double **gradg, **trgradg;       Death is a valid wave (if date is known).
   double age,agelim;       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
   int theta;       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.
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");       */
   fprintf(ficresvpl,"# Age");  
   for(i=1; i<=nlstate;i++)    int i, mi, m;
       fprintf(ficresvpl," %1d-%1d",i,i);    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
   fprintf(ficresvpl,"\n");       double sum=0., jmean=0.;*/
     int first;
   xp=vector(1,npar);    int j, k=0,jk, ju, jl;
   dnewm=matrix(1,nlstate,1,npar);    double sum=0.;
   doldm=matrix(1,nlstate,1,nlstate);    first=0;
      jmin=1e+5;
   hstepm=1*YEARM; /* Every year of age */    jmax=-1;
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    jmean=0.;
   agelim = AGESUP;    for(i=1; i<=imx; i++){
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */      mi=0;
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */      m=firstpass;
     if (stepm >= YEARM) hstepm=1;      while(s[m][i] <= nlstate){
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */        if(s[m][i]>=1)
     gradg=matrix(1,npar,1,nlstate);          mw[++mi][i]=m;
     gp=vector(1,nlstate);        if(m >=lastpass)
     gm=vector(1,nlstate);          break;
         else
     for(theta=1; theta <=npar; theta++){          m++;
       for(i=1; i<=npar; i++){ /* Computes gradient */      }/* end while */
         xp[i] = x[i] + (i==theta ?delti[theta]:0);      if (s[m][i] > nlstate){
       }        mi++;     /* Death is another wave */
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);        /* if(mi==0)  never been interviewed correctly before death */
       for(i=1;i<=nlstate;i++)           /* Only death is a correct wave */
         gp[i] = prlim[i][i];        mw[mi][i]=m;
          }
       for(i=1; i<=npar; i++) /* Computes gradient */  
         xp[i] = x[i] - (i==theta ?delti[theta]:0);      wav[i]=mi;
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);      if(mi==0){
       for(i=1;i<=nlstate;i++)        if(first==0){
         gm[i] = prlim[i][i];          printf("Warning! None valid information for:%d line=%d (skipped) and may be others, see log file\n",num[i],i);
           first=1;
       for(i=1;i<=nlstate;i++)        }
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];        if(first==1){
     } /* End theta */          fprintf(ficlog,"Warning! None valid information for:%d line=%d (skipped)\n",num[i],i);
         }
     trgradg =matrix(1,nlstate,1,npar);      } /* end mi==0 */
     } /* End individuals */
     for(j=1; j<=nlstate;j++)  
       for(theta=1; theta <=npar; theta++)    for(i=1; i<=imx; i++){
         trgradg[j][theta]=gradg[theta][j];      for(mi=1; mi<wav[i];mi++){
         if (stepm <=0)
     for(i=1;i<=nlstate;i++)          dh[mi][i]=1;
       varpl[i][(int)age] =0.;        else{
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);            if (agedc[i] < 2*AGESUP) {
     for(i=1;i<=nlstate;i++)            j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */            if(j==0) j=1;  /* Survives at least one month after exam */
             k=k+1;
     fprintf(ficresvpl,"%.0f ",age );            if (j >= jmax) jmax=j;
     for(i=1; i<=nlstate;i++)            if (j <= jmin) jmin=j;
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));            sum=sum+j;
     fprintf(ficresvpl,"\n");            /*if (j<0) printf("j=%d num=%d \n",j,i);*/
     free_vector(gp,1,nlstate);            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
     free_vector(gm,1,nlstate);            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]);
     free_matrix(gradg,1,npar,1,nlstate);            }
     free_matrix(trgradg,1,nlstate,1,npar);          }
   } /* End age */          else{
             j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
   free_vector(xp,1,npar);            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
   free_matrix(doldm,1,nlstate,1,npar);            k=k+1;
   free_matrix(dnewm,1,nlstate,1,nlstate);            if (j >= jmax) jmax=j;
             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]);*/
 /************ Variance of one-step probabilities  ******************/            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]);
 void varprob(char fileres[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij)            sum=sum+j;
 {          }
   int i, j;          jk= j/stepm;
   int k=0, cptcode;          jl= j -jk*stepm;
   double **dnewm,**doldm;          ju= j -(jk+1)*stepm;
   double *xp;          if(mle <=1){ 
   double *gp, *gm;            if(jl==0){
   double **gradg, **trgradg;              dh[mi][i]=jk;
   double age,agelim, cov[NCOVMAX];              bh[mi][i]=0;
   int theta;            }else{ /* We want a negative bias in order to only have interpolation ie
   char fileresprob[FILENAMELENGTH];                    * at the price of an extra matrix product in likelihood */
               dh[mi][i]=jk+1;
   strcpy(fileresprob,"prob");              bh[mi][i]=ju;
   strcat(fileresprob,fileres);            }
   if((ficresprob=fopen(fileresprob,"w"))==NULL) {          }else{
     printf("Problem with resultfile: %s\n", fileresprob);            if(jl <= -ju){
   }              dh[mi][i]=jk;
   printf("Computing variance of one-step probabilities: result on file '%s' \n",fileresprob);              bh[mi][i]=jl;       /* bias is positive if real duration
                                     * is higher than the multiple of stepm and negative otherwise.
                                    */
   xp=vector(1,npar);            }
   dnewm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);            else{
   doldm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,(nlstate+ndeath)*(nlstate+ndeath));              dh[mi][i]=jk+1;
                bh[mi][i]=ju;
   cov[1]=1;            }
   for (age=bage; age<=fage; age ++){            if(dh[mi][i]==0){
     cov[2]=age;              dh[mi][i]=1; /* At least one step */
     gradg=matrix(1,npar,1,9);              bh[mi][i]=ju; /* At least one step */
     trgradg=matrix(1,9,1,npar);              /*  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);*/
     gp=vector(1,(nlstate+ndeath)*(nlstate+ndeath));            }
     gm=vector(1,(nlstate+ndeath)*(nlstate+ndeath));          }
            } /* end if mle */
     for(theta=1; theta <=npar; theta++){      } /* end wave */
       for(i=1; i<=npar; i++)    }
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    jmean=sum/k;
          printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
       pmij(pmmij,cov,ncovmodel,xp,nlstate);    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
       }
       k=0;  
       for(i=1; i<= (nlstate+ndeath); i++){  /*********** Tricode ****************************/
         for(j=1; j<=(nlstate+ndeath);j++){  void tricode(int *Tvar, int **nbcode, int imx)
            k=k+1;  {
           gp[k]=pmmij[i][j];    
         }    int Ndum[20],ij=1, k, j, i, maxncov=19;
       }    int cptcode=0;
     cptcoveff=0; 
       for(i=1; i<=npar; i++)   
         xp[i] = x[i] - (i==theta ?delti[theta]:0);    for (k=0; k<maxncov; k++) Ndum[k]=0;
        for (k=1; k<=7; k++) ncodemax[k]=0;
   
       pmij(pmmij,cov,ncovmodel,xp,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.*/
        for(i=1; i<= (nlstate+ndeath)*(nlstate+ndeath); i++)      }
            gradg[theta][i]=(gp[i]-gm[i])/2./delti[theta];    
     }      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 */
      for(j=1; j<=(nlstate+ndeath)*(nlstate+ndeath);j++)      }
       for(theta=1; theta <=npar; theta++)  
       trgradg[j][theta]=gradg[theta][j];      ij=1; 
        for (i=1; i<=ncodemax[j]; i++) {
      matprod2(dnewm,trgradg,1,9,1,npar,1,npar,matcov);        for (k=0; k<= maxncov; k++) {
      matprod2(doldm,dnewm,1,9,1,npar,1,9,gradg);          if (Ndum[k] != 0) {
             nbcode[Tvar[j]][ij]=k; 
      pmij(pmmij,cov,ncovmodel,x,nlstate);            /* 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; */
             
      k=0;            ij++;
      for(i=1; i<=(nlstate+ndeath); i++){          }
        for(j=1; j<=(nlstate+ndeath);j++){          if (ij > ncodemax[j]) break; 
          k=k+1;        }  
          gm[k]=pmmij[i][j];      } 
         }    }  
      }  
         for (k=0; k< maxncov; k++) Ndum[k]=0;
      /*printf("\n%d ",(int)age);  
      for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){   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.*/
      ij=Tvar[i];
        printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));     Ndum[ij]++;
      }*/   }
   
   fprintf(ficresprob,"\n%d ",(int)age);   ij=1;
    for (i=1; i<= maxncov; i++) {
   for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){     if((Ndum[i]!=0) && (i<=ncovcol)){
     if (i== 2) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);       Tvaraff[ij]=i; /*For printing */
 if (i== 4) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);       ij++;
   }     }
    }
     free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));   
     free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));   cptcoveff=ij-1; /*Number of simple covariates*/
     free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);  }
     free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);  
 }  /*********** Health Expectancies ****************/
  free_vector(xp,1,npar);  
 fclose(ficresprob);  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 )
   
 }  {
     /* Health expectancies */
 /******************* Printing html file ***********/    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
 void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \    double age, agelim, hf;
  int lastpass, int stepm, int weightopt, char model[],\    double ***p3mat,***varhe;
  int imx,int jmin, int jmax, double jmeanint,char optionfile[], \    double **dnewm,**doldm;
  char optionfilehtm[],char rfileres[], char optionfilegnuplot[],\    double *xp;
  char version[], int popforecast, int estepm ){    double **gp, **gm;
   int jj1, k1, i1, cpt;    double ***gradg, ***trgradg;
   FILE *fichtm;    int theta;
   /*char optionfilehtm[FILENAMELENGTH];*/  
     varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
   strcpy(optionfilehtm,optionfile);    xp=vector(1,npar);
   strcat(optionfilehtm,".htm");    dnewm=matrix(1,nlstate*nlstate,1,npar);
   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
     printf("Problem with %s \n",optionfilehtm), exit(0);    
   }    fprintf(ficreseij,"# Health expectancies\n");
     fprintf(ficreseij,"# Age");
  fprintf(fichtm,"<body> <font size=\"2\">%s </font> <hr size=\"2\" color=\"#EC5E5E\"> \n    for(i=1; i<=nlstate;i++)
 Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n      for(j=1; j<=nlstate;j++)
 \n        fprintf(ficreseij," %1d-%1d (SE)",i,j);
 Total number of observations=%d <br>\n    fprintf(ficreseij,"\n");
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n  
 <hr  size=\"2\" color=\"#EC5E5E\">    if(estepm < stepm){
  <ul><li>Outputs files<br>\n      printf ("Problem %d lower than %d\n",estepm, stepm);
  - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n    }
  - Gnuplot file name: <a href=\"%s\">%s</a><br>\n    else  hstepm=estepm;   
  - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n    /* We compute the life expectancy from trapezoids spaced every estepm months
  - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>\n     * This is mainly to measure the difference between two models: for example
  - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>\n     * if stepm=24 months pijx are given only every 2 years and by summing them
  - Life expectancies by age and initial health status (estepm=%2d months): <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,estepm,fileres,fileres);     * we are calculating an estimate of the Life Expectancy assuming a linear 
      * progression in between and thus overestimating or underestimating according
  fprintf(fichtm,"\n     * to the curvature of the survival function. If, for the same date, we 
  - Parameter file with estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>\n     * estimate the model with stepm=1 month, we can keep estepm to 24 months
  - Variances of life expectancies by age and initial health status (estepm=%d months): <a href=\"v%s\">v%s</a><br>\n     * to compare the new estimate of Life expectancy with the same linear 
  - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>\n     * hypothesis. A more precise result, taking into account a more precise
  - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br>\n",rfileres,rfileres, estepm, fileres,fileres,fileres,fileres,fileres,fileres);     * curvature will be obtained if estepm is as small as stepm. */
   
  if(popforecast==1) fprintf(fichtm,"\n    /* For example we decided to compute the life expectancy with the smallest unit */
  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n       nhstepm is the number of hstepm from age to agelim 
         <br>",fileres,fileres,fileres,fileres);       nstepm is the number of stepm from age to agelin. 
  else       Look at hpijx to understand the reason of that which relies in memory size
    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);       and note for a fixed period like estepm months */
 fprintf(fichtm," <li>Graphs</li><p>");    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
        survival function given by stepm (the optimization length). Unfortunately it
  m=cptcoveff;       means that if the survival funtion is printed only each two years of age and if
  if (cptcovn < 1) {m=1;ncodemax[1]=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.
  jj1=0;    */
  for(k1=1; k1<=m;k1++){    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
    for(i1=1; i1<=ncodemax[k1];i1++){  
        jj1++;    agelim=AGESUP;
        if (cptcovn > 0) {    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");      /* nhstepm age range expressed in number of stepm */
          for (cpt=1; cpt<=cptcoveff;cpt++)      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");      /* if (stepm >= YEARM) hstepm=1;*/
        }      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);          gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
        for(cpt=1; cpt<nlstate;cpt++){      gp=matrix(0,nhstepm,1,nlstate*nlstate);
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>      gm=matrix(0,nhstepm,1,nlstate*nlstate);
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);  
        }      /* Computed by stepm unit matrices, product of hstepm matrices, stored
     for(cpt=1; cpt<=nlstate;cpt++) {         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
 interval) in state (%d): v%s%d%d.gif <br>   
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);    
      }      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
      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>      /* Computing Variances of health expectancies */
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);  
      }       for(theta=1; theta <=npar; theta++){
      fprintf(fichtm,"\n<br>- Total life expectancy by age and        for(i=1; i<=npar; i++){ 
 health expectancies in states (1) and (2): e%s%d.gif<br>          xp[i] = x[i] + (i==theta ?delti[theta]:0);
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);        }
 fprintf(fichtm,"\n</body>");        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
    }    
    }        cptj=0;
 fclose(fichtm);        for(j=1; j<= nlstate; j++){
 }          for(i=1; i<=nlstate; i++){
             cptj=cptj+1;
 /******************* Gnuplot file **************/            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
 void printinggnuplot(char fileres[],char optionfilefiname[],char optionfile[],char optionfilegnuplot[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
             }
   int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;          }
         }
   strcpy(optionfilegnuplot,optionfilefiname);       
   strcat(optionfilegnuplot,".gp.txt");       
   if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {        for(i=1; i<=npar; i++) 
     printf("Problem with file %s",optionfilegnuplot);          xp[i] = x[i] - (i==theta ?delti[theta]:0);
   }        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         
 #ifdef windows        cptj=0;
     fprintf(ficgp,"cd \"%s\" \n",pathc);        for(j=1; j<= nlstate; j++){
 #endif          for(i=1;i<=nlstate;i++){
 m=pow(2,cptcoveff);            cptj=cptj+1;
              for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
  /* 1eme*/  
   for (cpt=1; cpt<= nlstate ; cpt ++) {              gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
    for (k1=1; k1<= m ; k1 ++) {            }
           }
 #ifdef windows        }
     fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,fileres,k1-1,k1-1);        for(j=1; j<= nlstate*nlstate; j++)
 #endif          for(h=0; h<=nhstepm-1; h++){
 #ifdef unix            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
 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 ++) {  /* End theta */
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");  
   else fprintf(ficgp," \%%*lf (\%%*lf)");       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
 }  
     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(h=0; h<=nhstepm-1; h++)
     for (i=1; i<= nlstate ; i ++) {        for(j=1; j<=nlstate*nlstate;j++)
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");          for(theta=1; theta <=npar; theta++)
   else fprintf(ficgp," \%%*lf (\%%*lf)");            trgradg[h][j][theta]=gradg[h][theta][j];
 }       
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);  
      for (i=1; i<= nlstate ; i ++) {       for(i=1;i<=nlstate*nlstate;i++)
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");        for(j=1;j<=nlstate*nlstate;j++)
   else fprintf(ficgp," \%%*lf (\%%*lf)");          varhe[i][j][(int)age] =0.;
 }    
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));       printf("%d|",(int)age);fflush(stdout);
 #ifdef unix       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
 fprintf(ficgp,"\nset ter gif small size 400,300");       for(h=0;h<=nhstepm-1;h++){
 #endif        for(k=0;k<=nhstepm-1;k++){
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
    }          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
   }          for(i=1;i<=nlstate*nlstate;i++)
   /*2 eme*/            for(j=1;j<=nlstate*nlstate;j++)
               varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
   for (k1=1; k1<= m ; k1 ++) {        }
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",ageminpar,fage);      }
          /* Computing expectancies */
     for (i=1; i<= nlstate+1 ; i ++) {      for(i=1; i<=nlstate;i++)
       k=2*i;        for(j=1; j<=nlstate;j++)
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
       for (j=1; j<= nlstate+1 ; j ++) {            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");            
   else fprintf(ficgp," \%%*lf (\%%*lf)");  /* 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]);*/
 }    
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");          }
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);  
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);      fprintf(ficreseij,"%3.0f",age );
       for (j=1; j<= nlstate+1 ; j ++) {      cptj=0;
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");      for(i=1; i<=nlstate;i++)
         else fprintf(ficgp," \%%*lf (\%%*lf)");        for(j=1; j<=nlstate;j++){
 }            cptj++;
       fprintf(ficgp,"\" t\"\" w l 0,");          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);        }
       for (j=1; j<= nlstate+1 ; j ++) {      fprintf(ficreseij,"\n");
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");     
   else fprintf(ficgp," \%%*lf (\%%*lf)");      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
 }        free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
       else fprintf(ficgp,"\" t\"\" w l 0,");      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
     }      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);    }
   }    printf("\n");
      fprintf(ficlog,"\n");
   /*3eme*/  
     free_vector(xp,1,npar);
   for (k1=1; k1<= m ; k1 ++) {    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
     for (cpt=1; cpt<= nlstate ; cpt ++) {    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
       k=2+nlstate*(cpt-1);    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
       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);  }
       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);  /************ Variance ******************/
       }  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,"\nset out \"exp%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;*/
   /* CV preval stat */    double **dnewm,**doldm;
     for (k1=1; k1<= m ; k1 ++) {    double **dnewmp,**doldmp;
     for (cpt=1; cpt<nlstate ; cpt ++) {    int i, j, nhstepm, hstepm, h, nstepm ;
       k=3;    int k, cptcode;
       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/($%d",ageminpar,agemaxpar,fileres,k1,k+cpt+1,k+1);    double *xp;
     double **gp, **gm;  /* for var eij */
       for (i=1; i< nlstate ; i ++)    double ***gradg, ***trgradg; /*for var eij */
         fprintf(ficgp,"+$%d",k+i+1);    double **gradgp, **trgradgp; /* for var p point j */
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);    double *gpp, *gmp; /* for var p point j */
          double **varppt; /* for var p point j nlstate to nlstate+ndeath */
       l=3+(nlstate+ndeath)*cpt;    double ***p3mat;
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);    double age,agelim, hf;
       for (i=1; i< nlstate ; i ++) {    double ***mobaverage;
         l=3+(nlstate+ndeath)*cpt;    int theta;
         fprintf(ficgp,"+$%d",l+i+1);    char digit[4];
       }    char digitp[25];
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);    
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    char fileresprobmorprev[FILENAMELENGTH];
     }  
   }      if(popbased==1){
        if(mobilav!=0)
   /* proba elementaires */        strcpy(digitp,"-populbased-mobilav-");
    for(i=1,jk=1; i <=nlstate; i++){      else strcpy(digitp,"-populbased-nomobil-");
     for(k=1; k <=(nlstate+ndeath); k++){    }
       if (k != i) {    else 
         for(j=1; j <=ncovmodel; j++){      strcpy(digitp,"-stablbased-");
          
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);    if (mobilav!=0) {
           jk++;      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
           fprintf(ficgp,"\n");      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(jk=1; jk <=m; jk++) {    strcpy(fileresprobmorprev,"prmorprev"); 
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);    sprintf(digit,"%-d",ij);
    i=1;    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
    for(k2=1; k2<=nlstate; k2++) {    strcat(fileresprobmorprev,digit); /* Tvar to be done */
      k3=i;    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
      for(k=1; k<=(nlstate+ndeath); k++) {    strcat(fileresprobmorprev,fileres);
        if (k != k2){    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);      printf("Problem with resultfile: %s\n", fileresprobmorprev);
 ij=1;      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
         for(j=3; j <=ncovmodel; j++) {    }
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {    printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
             fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
             ij++;    fprintf(ficresprobmorprev,"# probabilities of dying before estepm=%d months for people of exact age and weighted probabilities w1*p1j+w2*p2j+... stand dev in()\n",estepm);
           }    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
           else    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);      fprintf(ficresprobmorprev," p.%-d SE",j);
         }      for(i=1; i<=nlstate;i++)
           fprintf(ficgp,")/(1");        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
            }  
         for(k1=1; k1 <=nlstate; k1++){      fprintf(ficresprobmorprev,"\n");
           fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);    if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
 ij=1;      printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
           for(j=3; j <=ncovmodel; j++){      fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {      exit(0);
             fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);    }
             ij++;    else{
           }      fprintf(ficgp,"\n# Routine varevsij");
           else    }
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);    if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
           }      printf("Problem with html file: %s\n", optionfilehtm);
           fprintf(ficgp,")");      fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm);
         }      exit(0);
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);    }
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");    else{
         i=i+ncovmodel;      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");
        }      fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
      }    }
    }    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);  
    }    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");
   fclose(ficgp);    for(i=1; i<=nlstate;i++)
 }  /* end gnuplot */      for(j=1; j<=nlstate;j++)
         fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
     fprintf(ficresvij,"\n");
 /*************** Moving average **************/  
 void movingaverage(double agedeb, double fage,double ageminpar, double ***mobaverage){    xp=vector(1,npar);
     dnewm=matrix(1,nlstate,1,npar);
   int i, cpt, cptcod;    doldm=matrix(1,nlstate,1,nlstate);
     for (agedeb=ageminpar; agedeb<=fage; agedeb++)    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
       for (i=1; i<=nlstate;i++)    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
         for (cptcod=1;cptcod<=ncodemax[cptcov];cptcod++)  
           mobaverage[(int)agedeb][i][cptcod]=0.;    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
        gpp=vector(nlstate+1,nlstate+ndeath);
     for (agedeb=ageminpar+4; agedeb<=fage; agedeb++){    gmp=vector(nlstate+1,nlstate+ndeath);
       for (i=1; i<=nlstate;i++){    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
         for (cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){    
           for (cpt=0;cpt<=4;cpt++){    if(estepm < stepm){
             mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]+probs[(int)agedeb-cpt][i][cptcod];      printf ("Problem %d lower than %d\n",estepm, stepm);
           }    }
           mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]/5;    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. 
     }       nhstepm is the number of hstepm from age to agelim 
           nstepm is the number of stepm from age to agelin. 
 }       Look at hpijx to understand the reason of that which relies in memory size
        and note for a fixed period like k years */
     /* We decided (b) to get a life expectancy respecting the most precise curvature of the
 /************** Forecasting ******************/       survival function given by stepm (the optimization length). Unfortunately it
 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){       means that if the survival funtion is printed every two years of age and if
         you sum them up and add 1 year (area under the trapezoids) you won't get the same 
   int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;       results. So we changed our mind and took the option of the best precision.
   int *popage;    */
   double calagedate, agelim, kk1, kk2, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
   double *popeffectif,*popcount;    agelim = AGESUP;
   double ***p3mat;    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
   char fileresf[FILENAMELENGTH];      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
       nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
  agelim=AGESUP;      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 calagedate=(anproj1+mproj1/12.+jproj1/365.-dateintmean)*YEARM;      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
       gp=matrix(0,nhstepm,1,nlstate);
   prevalence(ageminpar, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2, calagedate);      gm=matrix(0,nhstepm,1,nlstate);
    
    
   strcpy(fileresf,"f");      for(theta=1; theta <=npar; theta++){
   strcat(fileresf,fileres);        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
   if((ficresf=fopen(fileresf,"w"))==NULL) {          xp[i] = x[i] + (i==theta ?delti[theta]:0);
     printf("Problem with forecast resultfile: %s\n", fileresf);        }
   }        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
   printf("Computing forecasting: result on file '%s' \n", fileresf);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   
   if (cptcoveff==0) ncodemax[cptcoveff]=1;        if (popbased==1) {
           if(mobilav ==0){
   if (mobilav==1) {            for(i=1; i<=nlstate;i++)
     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);              prlim[i][i]=probs[(int)age][i][ij];
     movingaverage(agedeb, fage, ageminpar, mobaverage);          }else{ /* mobilav */ 
   }            for(i=1; i<=nlstate;i++)
               prlim[i][i]=mobaverage[(int)age][i][ij];
   stepsize=(int) (stepm+YEARM-1)/YEARM;          }
   if (stepm<=12) stepsize=1;        }
      
   agelim=AGESUP;        for(j=1; j<= nlstate; j++){
            for(h=0; h<=nhstepm; h++){
   hstepm=1;            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
   hstepm=hstepm/stepm;              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
   yp1=modf(dateintmean,&yp);          }
   anprojmean=yp;        }
   yp2=modf((yp1*12),&yp);        /* This for computing probability of death (h=1 means
   mprojmean=yp;           computed over hstepm matrices product = hstepm*stepm months) 
   yp1=modf((yp2*30.5),&yp);           as a weighted average of prlim.
   jprojmean=yp;        */
   if(jprojmean==0) jprojmean=1;        for(j=nlstate+1;j<=nlstate+ndeath;j++){
   if(mprojmean==0) jprojmean=1;          for(i=1,gpp[j]=0.; i<= nlstate; i++)
              gpp[j] += prlim[i][i]*p3mat[i][j][1];
   fprintf(ficresf,"# Estimated date of observed prevalence: %.lf/%.lf/%.lf ",jprojmean,mprojmean,anprojmean);        }    
          /* end probability of death */
   for(cptcov=1;cptcov<=i2;cptcov++){  
     for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
       k=k+1;          xp[i] = x[i] - (i==theta ?delti[theta]:0);
       fprintf(ficresf,"\n#******");        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
       for(j=1;j<=cptcoveff;j++) {        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         fprintf(ficresf," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);   
       }        if (popbased==1) {
       fprintf(ficresf,"******\n");          if(mobilav ==0){
       fprintf(ficresf,"# StartingAge FinalAge");            for(i=1; i<=nlstate;i++)
       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficresf," P.%d",j);              prlim[i][i]=probs[(int)age][i][ij];
                }else{ /* mobilav */ 
                  for(i=1; i<=nlstate;i++)
       for (cpt=0; cpt<=(anproj2-anproj1);cpt++) {              prlim[i][i]=mobaverage[(int)age][i][ij];
         fprintf(ficresf,"\n");          }
         fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+cpt);          }
   
         for (agedeb=(fage-((int)calagedate %12/12.)); agedeb>=(ageminpar-((int)calagedate %12)/12.); agedeb--){        for(j=1; j<= nlstate; j++){
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm);          for(h=0; h<=nhstepm; h++){
           nhstepm = nhstepm/hstepm;            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
                        gm[h][j] += prlim[i][i]*p3mat[i][j][h];
           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);          /* This for computing probability of death (h=1 means
                   computed over hstepm matrices product = hstepm*stepm months) 
           for (h=0; h<=nhstepm; h++){           as a weighted average of prlim.
             if (h==(int) (calagedate+YEARM*cpt)) {        */
               fprintf(ficresf,"\n %.f %.f ",anproj1+cpt,agedeb+h*hstepm/YEARM*stepm);        for(j=nlstate+1;j<=nlstate+ndeath;j++){
             }          for(i=1,gmp[j]=0.; i<= nlstate; i++)
             for(j=1; j<=nlstate+ndeath;j++) {           gmp[j] += prlim[i][i]*p3mat[i][j][1];
               kk1=0.;kk2=0;        }    
               for(i=1; i<=nlstate;i++) {                      /* end probability of death */
                 if (mobilav==1)  
                   kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];        for(j=1; j<= nlstate; j++) /* vareij */
                 else {          for(h=0; h<=nhstepm; h++){
                   kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
                 }          }
                  
               }        for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
               if (h==(int)(calagedate+12*cpt)){          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
                 fprintf(ficresf," %.3f", kk1);        }
                          
               }      } /* End theta */
             }  
           }      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  
         }      for(h=0; h<=nhstepm; h++) /* veij */
       }        for(j=1; j<=nlstate;j++)
     }          for(theta=1; theta <=npar; theta++)
   }            trgradg[h][j][theta]=gradg[h][theta][j];
          
   if (mobilav==1) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);      for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
         for(theta=1; theta <=npar; theta++)
   fclose(ficresf);          trgradgp[j][theta]=gradgp[theta][j];
 }    
 /************** Forecasting ******************/  
 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){      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
        for(i=1;i<=nlstate;i++)
   int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;        for(j=1;j<=nlstate;j++)
   int *popage;          vareij[i][j][(int)age] =0.;
   double calagedate, agelim, kk1, kk2, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;  
   double *popeffectif,*popcount;      for(h=0;h<=nhstepm;h++){
   double ***p3mat,***tabpop,***tabpopprev;        for(k=0;k<=nhstepm;k++){
   char filerespop[FILENAMELENGTH];          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
           matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
   tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);          for(i=1;i<=nlstate;i++)
   tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);            for(j=1;j<=nlstate;j++)
   agelim=AGESUP;              vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
   calagedate=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;        }
        }
   prevalence(ageminpar, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2, calagedate);    
        /* pptj */
        matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
   strcpy(filerespop,"pop");      matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
   strcat(filerespop,fileres);      for(j=nlstate+1;j<=nlstate+ndeath;j++)
   if((ficrespop=fopen(filerespop,"w"))==NULL) {        for(i=nlstate+1;i<=nlstate+ndeath;i++)
     printf("Problem with forecast resultfile: %s\n", filerespop);          varppt[j][i]=doldmp[j][i];
   }      /* end ppptj */
   printf("Computing forecasting: result on file '%s' \n", filerespop);      /*  x centered again */
       hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
   if (cptcoveff==0) ncodemax[cptcoveff]=1;      prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
    
   if (mobilav==1) {      if (popbased==1) {
     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);        if(mobilav ==0){
     movingaverage(agedeb, fage, ageminpar, mobaverage);          for(i=1; i<=nlstate;i++)
   }            prlim[i][i]=probs[(int)age][i][ij];
         }else{ /* mobilav */ 
   stepsize=(int) (stepm+YEARM-1)/YEARM;          for(i=1; i<=nlstate;i++)
   if (stepm<=12) stepsize=1;            prlim[i][i]=mobaverage[(int)age][i][ij];
          }
   agelim=AGESUP;      }
                 
   hstepm=1;      /* This for computing probability of death (h=1 means
   hstepm=hstepm/stepm;         computed over hstepm (estepm) matrices product = hstepm*stepm months) 
           as a weighted average of prlim.
   if (popforecast==1) {      */
     if((ficpop=fopen(popfile,"r"))==NULL) {      for(j=nlstate+1;j<=nlstate+ndeath;j++){
       printf("Problem with population file : %s\n",popfile);exit(0);        for(i=1,gmp[j]=0.;i<= nlstate; i++) 
     }          gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
     popage=ivector(0,AGESUP);      }    
     popeffectif=vector(0,AGESUP);      /* end probability of death */
     popcount=vector(0,AGESUP);  
          fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
     i=1;        for(j=nlstate+1; j<=(nlstate+ndeath);j++){
     while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;        fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
            for(i=1; i<=nlstate;i++){
     imx=i;          fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
     for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];        }
   }      } 
       fprintf(ficresprobmorprev,"\n");
   for(cptcov=1;cptcov<=i2;cptcov++){  
    for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){      fprintf(ficresvij,"%.0f ",age );
       k=k+1;      for(i=1; i<=nlstate;i++)
       fprintf(ficrespop,"\n#******");        for(j=1; j<=nlstate;j++){
       for(j=1;j<=cptcoveff;j++) {          fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
         fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);        }
       }      fprintf(ficresvij,"\n");
       fprintf(ficrespop,"******\n");      free_matrix(gp,0,nhstepm,1,nlstate);
       fprintf(ficrespop,"# Age");      free_matrix(gm,0,nhstepm,1,nlstate);
       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
       if (popforecast==1)  fprintf(ficrespop," [Population]");      free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
            free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
       for (cpt=0; cpt<=0;cpt++) {    } /* End age */
         fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);      free_vector(gpp,nlstate+1,nlstate+ndeath);
            free_vector(gmp,nlstate+1,nlstate+ndeath);
         for (agedeb=(fage-((int)calagedate %12/12.)); agedeb>=(ageminpar-((int)calagedate %12)/12.); agedeb--){    free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm);    free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
           nhstepm = nhstepm/hstepm;    fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
              /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
           oldm=oldms;savm=savms;  /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);    /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
          /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
           for (h=0; h<=nhstepm; h++){    fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",fileresprobmorprev);
             if (h==(int) (calagedate+YEARM*cpt)) {    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",fileresprobmorprev);
               fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",fileresprobmorprev);
             }    fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",fileresprobmorprev,fileresprobmorprev);
             for(j=1; j<=nlstate+ndeath;j++) {    fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"varmuptjgr%s%s%s.png\"> <br>\n", estepm,digitp,optionfilefiname,digit);
               kk1=0.;kk2=0;    /*  fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months and then divided by estepm and multiplied by %.0f in order to have the probability to die over a year <br> <img src=\"varmuptjgr%s%s.png\"> <br>\n", stepm,YEARM,digitp,digit);
               for(i=1; i<=nlstate;i++) {                */
                 if (mobilav==1)    fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit);
                   kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];  
                 else {    free_vector(xp,1,npar);
                   kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];    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);
               if (h==(int)(calagedate+12*cpt)){    free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
                 tabpop[(int)(agedeb)][j][cptcod]=kk1;    free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
                   /*fprintf(ficrespop," %.3f", kk1);    if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
                     if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/    fclose(ficresprobmorprev);
               }    fclose(ficgp);
             }    fclose(fichtm);
             for(i=1; i<=nlstate;i++){  }  
               kk1=0.;  
                 for(j=1; j<=nlstate;j++){  /************ Variance of prevlim ******************/
                   kk1= kk1+tabpop[(int)(agedeb)][j][cptcod];  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)
                 }  {
                   tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedate+12*cpt)*hstepm/YEARM*stepm-1)];    /* Variance of prevalence limit */
             }    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
     double **newm;
             if (h==(int)(calagedate+12*cpt)) for(j=1; j<=nlstate;j++)    double **dnewm,**doldm;
               fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);    int i, j, nhstepm, hstepm;
           }    int k, cptcode;
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    double *xp;
         }    double *gp, *gm;
       }    double **gradg, **trgradg;
      double age,agelim;
   /******/    int theta;
      
       for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) {    fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
         fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);      fprintf(ficresvpl,"# Age");
         for (agedeb=(fage-((int)calagedate %12/12.)); agedeb>=(ageminpar-((int)calagedate %12)/12.); agedeb--){    for(i=1; i<=nlstate;i++)
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm);        fprintf(ficresvpl," %1d-%1d",i,i);
           nhstepm = nhstepm/hstepm;    fprintf(ficresvpl,"\n");
            
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    xp=vector(1,npar);
           oldm=oldms;savm=savms;    dnewm=matrix(1,nlstate,1,npar);
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);      doldm=matrix(1,nlstate,1,nlstate);
           for (h=0; h<=nhstepm; h++){    
             if (h==(int) (calagedate+YEARM*cpt)) {    hstepm=1*YEARM; /* Every year of age */
               fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);    hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
             }    agelim = AGESUP;
             for(j=1; j<=nlstate+ndeath;j++) {    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
               kk1=0.;kk2=0;      nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
               for(i=1; i<=nlstate;i++) {                    if (stepm >= YEARM) hstepm=1;
                 kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];          nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
               }      gradg=matrix(1,npar,1,nlstate);
               if (h==(int)(calagedate+12*cpt)) fprintf(ficresf," %15.2f", kk1);      gp=vector(1,nlstate);
             }      gm=vector(1,nlstate);
           }  
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      for(theta=1; theta <=npar; theta++){
         }        for(i=1; i<=npar; i++){ /* Computes gradient */
       }          xp[i] = x[i] + (i==theta ?delti[theta]:0);
    }        }
   }        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
          for(i=1;i<=nlstate;i++)
   if (mobilav==1) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);          gp[i] = prlim[i][i];
       
   if (popforecast==1) {        for(i=1; i<=npar; i++) /* Computes gradient */
     free_ivector(popage,0,AGESUP);          xp[i] = x[i] - (i==theta ?delti[theta]:0);
     free_vector(popeffectif,0,AGESUP);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
     free_vector(popcount,0,AGESUP);        for(i=1;i<=nlstate;i++)
   }          gm[i] = prlim[i][i];
   free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);  
   free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);        for(i=1;i<=nlstate;i++)
   fclose(ficrespop);          gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
 }      } /* End theta */
   
 /***********************************************/      trgradg =matrix(1,nlstate,1,npar);
 /**************** Main Program *****************/  
 /***********************************************/      for(j=1; j<=nlstate;j++)
         for(theta=1; theta <=npar; theta++)
 int main(int argc, char *argv[])          trgradg[j][theta]=gradg[theta][j];
 {  
       for(i=1;i<=nlstate;i++)
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;        varpl[i][(int)age] =0.;
   double agedeb, agefin,hf;      matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
   double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;      matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
       for(i=1;i<=nlstate;i++)
   double fret;        varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
   double **xi,tmp,delta;  
       fprintf(ficresvpl,"%.0f ",age );
   double dum; /* Dummy variable */      for(i=1; i<=nlstate;i++)
   double ***p3mat;        fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
   int *indx;      fprintf(ficresvpl,"\n");
   char line[MAXLINE], linepar[MAXLINE];      free_vector(gp,1,nlstate);
   char title[MAXLINE];      free_vector(gm,1,nlstate);
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];      free_matrix(gradg,1,npar,1,nlstate);
   char optionfilext[10], optionfilefiname[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilegnuplot[FILENAMELENGTH], plotcmd[FILENAMELENGTH];      free_matrix(trgradg,1,nlstate,1,npar);
      } /* End age */
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];  
     free_vector(xp,1,npar);
   char filerest[FILENAMELENGTH];    free_matrix(doldm,1,nlstate,1,npar);
   char fileregp[FILENAMELENGTH];    free_matrix(dnewm,1,nlstate,1,nlstate);
   char popfile[FILENAMELENGTH];  
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];  }
   int firstobs=1, lastobs=10;  
   int sdeb, sfin; /* Status at beginning and end */  /************ Variance of one-step probabilities  ******************/
   int c,  h , cpt,l;  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 ju,jl, mi;  {
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;    int i, j=0,  i1, k1, l1, t, tj;
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;    int k2, l2, j1,  z1;
   int mobilav=0,popforecast=0;    int k=0,l, cptcode;
   int hstepm, nhstepm;    int first=1, first1;
   double jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,jpyram, mpyram,anpyram,jpyram1, mpyram1,anpyram1;    double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
     double **dnewm,**doldm;
   double bage, fage, age, agelim, agebase;    double *xp;
   double ftolpl=FTOL;    double *gp, *gm;
   double **prlim;    double **gradg, **trgradg;
   double *severity;    double **mu;
   double ***param; /* Matrix of parameters */    double age,agelim, cov[NCOVMAX];
   double  *p;    double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
   double **matcov; /* Matrix of covariance */    int theta;
   double ***delti3; /* Scale */    char fileresprob[FILENAMELENGTH];
   double *delti; /* Scale */    char fileresprobcov[FILENAMELENGTH];
   double ***eij, ***vareij;    char fileresprobcor[FILENAMELENGTH];
   double **varpl; /* Variances of prevalence limits by age */  
   double *epj, vepp;    double ***varpij;
   double kk1, kk2;  
   double dateprev1, dateprev2,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2;    strcpy(fileresprob,"prob"); 
      strcat(fileresprob,fileres);
     if((ficresprob=fopen(fileresprob,"w"))==NULL) {
   char version[80]="Imach version 0.8b, March 2002, INED-EUROREVES ";      printf("Problem with resultfile: %s\n", fileresprob);
   char *alph[]={"a","a","b","c","d","e"}, str[4];      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
     }
     strcpy(fileresprobcov,"probcov"); 
   char z[1]="c", occ;    strcat(fileresprobcov,fileres);
 #include <sys/time.h>    if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
 #include <time.h>      printf("Problem with resultfile: %s\n", fileresprobcov);
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
      }
   /* long total_usecs;    strcpy(fileresprobcor,"probcor"); 
   struct timeval start_time, end_time;    strcat(fileresprobcor,fileres);
      if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */      printf("Problem with resultfile: %s\n", fileresprobcor);
   getcwd(pathcd, size);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
     }
   printf("\n%s",version);    printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
   if(argc <=1){    fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     printf("\nEnter the parameter file name: ");    printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     scanf("%s",pathtot);    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);
   else{    fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     strcpy(pathtot,argv[1]);    
   }    fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
   /*if(getcwd(pathcd, 80)!= NULL)printf ("Error pathcd\n");*/    fprintf(ficresprob,"# Age");
   /*cygwin_split_path(pathtot,path,optionfile);    fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/    fprintf(ficresprobcov,"# Age");
   /* cutv(path,optionfile,pathtot,'\\');*/    fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
     fprintf(ficresprobcov,"# Age");
   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);    for(i=1; i<=nlstate;i++)
   replace(pathc,path);      for(j=1; j<=(nlstate+ndeath);j++){
         fprintf(ficresprob," p%1d-%1d (SE)",i,j);
 /*-------- arguments in the command line --------*/        fprintf(ficresprobcov," p%1d-%1d ",i,j);
         fprintf(ficresprobcor," p%1d-%1d ",i,j);
   strcpy(fileres,"r");      }  
   strcat(fileres, optionfilefiname);   /* fprintf(ficresprob,"\n");
   strcat(fileres,".txt");    /* Other files have txt extension */    fprintf(ficresprobcov,"\n");
     fprintf(ficresprobcor,"\n");
   /*---------arguments file --------*/   */
    xp=vector(1,npar);
   if((ficpar=fopen(optionfile,"r"))==NULL)    {    dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
     printf("Problem with optionfile %s\n",optionfile);    doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
     goto end;    mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
   }    varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
     first=1;
   strcpy(filereso,"o");    if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
   strcat(filereso,fileres);      printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
   if((ficparo=fopen(filereso,"w"))==NULL) {      fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
     printf("Problem with Output resultfile: %s\n", filereso);goto end;      exit(0);
   }    }
     else{
   /* Reads comments: lines beginning with '#' */      fprintf(ficgp,"\n# Routine varprob");
   while((c=getc(ficpar))=='#' && c!= EOF){    }
     ungetc(c,ficpar);    if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
     fgets(line, MAXLINE, ficpar);      printf("Problem with html file: %s\n", optionfilehtm);
     puts(line);      fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm);
     fputs(line,ficparo);      exit(0);
   }    }
   ungetc(c,ficpar);    else{
       fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\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);      fprintf(fichtm,"\n");
   printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model);  
   fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);      fprintf(fichtm,"\n<li><h4> Computing matrix of variance-covariance of step probabilities</h4></li>\n");
 while((c=getc(ficpar))=='#' && c!= EOF){      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");
     ungetc(c,ficpar);      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");
     fgets(line, MAXLINE, ficpar);  
     puts(line);    }
     fputs(line,ficparo);  
   }    cov[1]=1;
   ungetc(c,ficpar);    tj=cptcoveff;
      if (cptcovn<1) {tj=1;ncodemax[1]=1;}
        j1=0;
   covar=matrix(0,NCOVMAX,1,n);    for(t=1; t<=tj;t++){
   cptcovn=0;      for(i1=1; i1<=ncodemax[t];i1++){ 
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;        j1++;
         if  (cptcovn>0) {
   ncovmodel=2+cptcovn;          fprintf(ficresprob, "\n#********** Variable "); 
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
            fprintf(ficresprob, "**********\n#\n");
   /* Read guess parameters */          fprintf(ficresprobcov, "\n#********** Variable "); 
   /* Reads comments: lines beginning with '#' */          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   while((c=getc(ficpar))=='#' && c!= EOF){          fprintf(ficresprobcov, "**********\n#\n");
     ungetc(c,ficpar);          
     fgets(line, MAXLINE, ficpar);          fprintf(ficgp, "\n#********** Variable "); 
     puts(line);          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
     fputs(line,ficparo);          fprintf(ficgp, "**********\n#\n");
   }          
   ungetc(c,ficpar);          
            fprintf(fichtm, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);          for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
     for(i=1; i <=nlstate; i++)          fprintf(fichtm, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
     for(j=1; j <=nlstate+ndeath-1; j++){          
       fscanf(ficpar,"%1d%1d",&i1,&j1);          fprintf(ficresprobcor, "\n#********** Variable ");    
       fprintf(ficparo,"%1d%1d",i1,j1);          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
       printf("%1d%1d",i,j);          fprintf(ficresprobcor, "**********\n#");    
       for(k=1; k<=ncovmodel;k++){        }
         fscanf(ficpar," %lf",&param[i][j][k]);        
         printf(" %lf",param[i][j][k]);        for (age=bage; age<=fage; age ++){ 
         fprintf(ficparo," %lf",param[i][j][k]);          cov[2]=age;
       }          for (k=1; k<=cptcovn;k++) {
       fscanf(ficpar,"\n");            cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
       printf("\n");          }
       fprintf(ficparo,"\n");          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]]];
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel;          
           gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
   p=param[1][1];          trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
            gp=vector(1,(nlstate)*(nlstate+ndeath));
   /* Reads comments: lines beginning with '#' */          gm=vector(1,(nlstate)*(nlstate+ndeath));
   while((c=getc(ficpar))=='#' && c!= EOF){      
     ungetc(c,ficpar);          for(theta=1; theta <=npar; theta++){
     fgets(line, MAXLINE, ficpar);            for(i=1; i<=npar; i++)
     puts(line);              xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
     fputs(line,ficparo);            
   }            pmij(pmmij,cov,ncovmodel,xp,nlstate);
   ungetc(c,ficpar);            
             k=0;
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);            for(i=1; i<= (nlstate); i++){
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */              for(j=1; j<=(nlstate+ndeath);j++){
   for(i=1; i <=nlstate; i++){                k=k+1;
     for(j=1; j <=nlstate+ndeath-1; j++){                gp[k]=pmmij[i][j];
       fscanf(ficpar,"%1d%1d",&i1,&j1);              }
       printf("%1d%1d",i,j);            }
       fprintf(ficparo,"%1d%1d",i1,j1);            
       for(k=1; k<=ncovmodel;k++){            for(i=1; i<=npar; i++)
         fscanf(ficpar,"%le",&delti3[i][j][k]);              xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
         printf(" %le",delti3[i][j][k]);      
         fprintf(ficparo," %le",delti3[i][j][k]);            pmij(pmmij,cov,ncovmodel,xp,nlstate);
       }            k=0;
       fscanf(ficpar,"\n");            for(i=1; i<=(nlstate); i++){
       printf("\n");              for(j=1; j<=(nlstate+ndeath);j++){
       fprintf(ficparo,"\n");                k=k+1;
     }                gm[k]=pmmij[i][j];
   }              }
   delti=delti3[1][1];            }
         
   /* Reads comments: lines beginning with '#' */            for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
   while((c=getc(ficpar))=='#' && c!= EOF){              gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
     ungetc(c,ficpar);          }
     fgets(line, MAXLINE, ficpar);  
     puts(line);          for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
     fputs(line,ficparo);            for(theta=1; theta <=npar; theta++)
   }              trgradg[j][theta]=gradg[theta][j];
   ungetc(c,ficpar);          
            matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
   matcov=matrix(1,npar,1,npar);          matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
   for(i=1; i <=npar; i++){          free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
     fscanf(ficpar,"%s",&str);          free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
     printf("%s",str);          free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
     fprintf(ficparo,"%s",str);          free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
     for(j=1; j <=i; j++){  
       fscanf(ficpar," %le",&matcov[i][j]);          pmij(pmmij,cov,ncovmodel,x,nlstate);
       printf(" %.5le",matcov[i][j]);          
       fprintf(ficparo," %.5le",matcov[i][j]);          k=0;
     }          for(i=1; i<=(nlstate); i++){
     fscanf(ficpar,"\n");            for(j=1; j<=(nlstate+ndeath);j++){
     printf("\n");              k=k+1;
     fprintf(ficparo,"\n");              mu[k][(int) age]=pmmij[i][j];
   }            }
   for(i=1; i <=npar; i++)          }
     for(j=i+1;j<=npar;j++)          for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
       matcov[i][j]=matcov[j][i];            for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
                  varpij[i][j][(int)age] = doldm[i][j];
   printf("\n");  
           /*printf("\n%d ",(int)age);
             for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
     /*-------- Rewriting paramater file ----------*/            printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
      strcpy(rfileres,"r");    /* "Rparameterfile */            fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
      strcat(rfileres,optionfilefiname);    /* Parameter file first name*/            }*/
      strcat(rfileres,".");    /* */  
      strcat(rfileres,optionfilext);    /* Other files have txt extension */          fprintf(ficresprob,"\n%d ",(int)age);
     if((ficres =fopen(rfileres,"w"))==NULL) {          fprintf(ficresprobcov,"\n%d ",(int)age);
       printf("Problem writing new parameter file: %s\n", fileres);goto end;          fprintf(ficresprobcor,"\n%d ",(int)age);
     }  
     fprintf(ficres,"#%s\n",version);          for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
                fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
     /*-------- data file ----------*/          for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
     if((fic=fopen(datafile,"r"))==NULL)    {            fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
       printf("Problem with datafile: %s\n", datafile);goto end;            fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
     }          }
           i=0;
     n= lastobs;          for (k=1; k<=(nlstate);k++){
     severity = vector(1,maxwav);            for (l=1; l<=(nlstate+ndeath);l++){ 
     outcome=imatrix(1,maxwav+1,1,n);              i=i++;
     num=ivector(1,n);              fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
     moisnais=vector(1,n);              fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
     annais=vector(1,n);              for (j=1; j<=i;j++){
     moisdc=vector(1,n);                fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
     andc=vector(1,n);                fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
     agedc=vector(1,n);              }
     cod=ivector(1,n);            }
     weight=vector(1,n);          }/* end of loop for state */
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */        } /* end of loop for age */
     mint=matrix(1,maxwav,1,n);  
     anint=matrix(1,maxwav,1,n);        /* Confidence intervalle of pij  */
     s=imatrix(1,maxwav+1,1,n);        /*
     adl=imatrix(1,maxwav+1,1,n);              fprintf(ficgp,"\nset noparametric;unset label");
     tab=ivector(1,NCOVMAX);          fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
     ncodemax=ivector(1,8);          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);
     i=1;          fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
     while (fgets(line, MAXLINE, fic) != NULL)    {          fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
       if ((i >= firstobs) && (i <=lastobs)) {          fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
                */
         for (j=maxwav;j>=1;j--){  
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);        /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
           strcpy(line,stra);        first1=1;
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);        for (k2=1; k2<=(nlstate);k2++){
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);          for (l2=1; l2<=(nlstate+ndeath);l2++){ 
         }            if(l2==k2) continue;
                    j=(k2-1)*(nlstate+ndeath)+l2;
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);            for (k1=1; k1<=(nlstate);k1++){
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);              for (l1=1; l1<=(nlstate+ndeath);l1++){ 
                 if(l1==k1) continue;
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);                i=(k1-1)*(nlstate+ndeath)+l1;
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);                if(i<=j) continue;
                 for (age=bage; age<=fage; age ++){ 
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);                  if ((int)age %5==0){
         for (j=ncovcol;j>=1;j--){                    v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);                    v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
         }                    cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
         num[i]=atol(stra);                    mu1=mu[i][(int) age]/stepm*YEARM ;
                            mu2=mu[j][(int) age]/stepm*YEARM;
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){                    c12=cv12/sqrt(v1*v2);
           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;}*/                    /* Computing eigen value of matrix of covariance */
                     lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
         i=i+1;                    lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
       }                    /* Eigen vectors */
     }                    v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
     /* printf("ii=%d", ij);                    /*v21=sqrt(1.-v11*v11); *//* error */
        scanf("%d",i);*/                    v21=(lc1-v1)/cv12*v11;
   imx=i-1; /* Number of individuals */                    v12=-v21;
                     v22=v11;
   /* for (i=1; i<=imx; i++){                    tnalp=v21/v11;
     if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;                    if(first1==1){
     if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;                      first1=0;
     if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;                      printf("%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tang %.3f\nOthers in log...\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
     }*/                    }
                      fprintf(ficlog,"%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tan %.3f\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
   /* for (i=1; i<=imx; i++){                    /*printf(fignu*/
      if (s[4][i]==9)  s[4][i]=-1;                    /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
      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]));}                    /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
   */                    if(first==1){
                        first=0;
   /* Calculation of the number of parameter from char model*/                      fprintf(ficgp,"\nset parametric;unset label");
   Tvar=ivector(1,15);                      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);
   Tprod=ivector(1,15);                      fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
   Tvaraff=ivector(1,15);                      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);
   Tvard=imatrix(1,15,1,2);                      fprintf(fichtm,"\n<br><img src=\"varpijgr%s%d%1d%1d-%1d%1d.png\"> ",optionfilefiname, j1,k1,l1,k2,l2);
   Tage=ivector(1,15);                            fprintf(fichtm,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
                          fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\"",optionfilefiname, j1,k1,l1,k2,l2);
   if (strlen(model) >1){                      fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
     j=0, j1=0, k1=1, k2=1;                      fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
     j=nbocc(model,'+');                      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",\
     j1=nbocc(model,'*');                              mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
     cptcovn=j+1;                              mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
     cptcovprod=j1;                    }else{
                          first=0;
     strcpy(modelsav,model);                      fprintf(fichtm," %d (%.3f),",(int) age, c12);
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){                      fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
       printf("Error. Non available option model=%s ",model);                      fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
       goto end;                      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",\
     }                              mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                                  mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
     for(i=(j+1); i>=1;i--){                    }/* if first */
       cutv(stra,strb,modelsav,'+');                  } /* age mod 5 */
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);                } /* end loop age */
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/                fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\";replot;",optionfilefiname, j1,k1,l1,k2,l2);
       /*scanf("%d",i);*/                first=1;
       if (strchr(strb,'*')) {              } /*l12 */
         cutv(strd,strc,strb,'*');            } /* k12 */
         if (strcmp(strc,"age")==0) {          } /*l1 */
           cptcovprod--;        }/* k1 */
           cutv(strb,stre,strd,'V');      } /* loop covariates */
           Tvar[i]=atoi(stre);    }
           cptcovage++;    free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
             Tage[cptcovage]=i;    free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
             /*printf("stre=%s ", stre);*/    free_vector(xp,1,npar);
         }    fclose(ficresprob);
         else if (strcmp(strd,"age")==0) {    fclose(ficresprobcov);
           cptcovprod--;    fclose(ficresprobcor);
           cutv(strb,stre,strc,'V');    fclose(ficgp);
           Tvar[i]=atoi(stre);    fclose(fichtm);
           cptcovage++;  }
           Tage[cptcovage]=i;  
         }  
         else {  /******************* Printing html file ***********/
           cutv(strb,stre,strc,'V');  void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
           Tvar[i]=ncovcol+k1;                    int lastpass, int stepm, int weightopt, char model[],\
           cutv(strb,strc,strd,'V');                    int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
           Tprod[k1]=i;                    int popforecast, int estepm ,\
           Tvard[k1][1]=atoi(strc);                    double jprev1, double mprev1,double anprev1, \
           Tvard[k1][2]=atoi(stre);                    double jprev2, double mprev2,double anprev2){
           Tvar[cptcovn+k2]=Tvard[k1][1];    int jj1, k1, i1, cpt;
           Tvar[cptcovn+k2+1]=Tvard[k1][2];    /*char optionfilehtm[FILENAMELENGTH];*/
           for (k=1; k<=lastobs;k++)    if((fichtm=fopen(optionfilehtm,"a"))==NULL)    {
             covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];      printf("Problem with %s \n",optionfilehtm), exit(0);
           k1++;      fprintf(ficlog,"Problem with %s \n",optionfilehtm), exit(0);
           k2=k2+2;    }
         }  
       }     fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n
       else {   - 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
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/   - Estimated transition probabilities over %d (stepm) months: <a href=\"pij%s\">pij%s</a><br>\n
        /*  scanf("%d",i);*/   - Stable prevalence in each health state: <a href=\"pl%s\">pl%s</a> <br>\n
       cutv(strd,strc,strb,'V');   - Life expectancies by age and initial health status (estepm=%2d months): 
       Tvar[i]=atoi(strc);     <a href=\"e%s\">e%s</a> <br>\n</li>", \
       }    jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,fileres,fileres,stepm,fileres,fileres,fileres,fileres,estepm,fileres,fileres);
       strcpy(modelsav,stra);    
       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);  fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
         scanf("%d",i);*/  
     }   m=cptcoveff;
 }   if (cptcovn < 1) {m=1;ncodemax[1]=1;}
    
   /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);   jj1=0;
   printf("cptcovprod=%d ", cptcovprod);   for(k1=1; k1<=m;k1++){
   scanf("%d ",i);*/     for(i1=1; i1<=ncodemax[k1];i1++){
     fclose(fic);       jj1++;
        if (cptcovn > 0) {
     /*  if(mle==1){*/         fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
     if (weightopt != 1) { /* Maximisation without weights*/         for (cpt=1; cpt<=cptcoveff;cpt++) 
       for(i=1;i<=n;i++) weight[i]=1.0;           fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
     }         fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
     /*-calculation of age at interview from date of interview and age at death -*/       }
     agev=matrix(1,maxwav,1,imx);       /* Pij */
        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>
     for (i=1; i<=imx; i++) {  <img src=\"pe%s%d1.png\">",stepm,strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);     
       for(m=2; (m<= maxwav); m++) {       /* Quasi-incidences */
        if ((mint[m][i]== 99) && (s[m][i] <= nlstate)){       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>
          anint[m][i]=9999;  <img src=\"pe%s%d2.png\">",stepm,strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1); 
          s[m][i]=-1;         /* Stable prevalence in each health state */
        }         for(cpt=1; cpt<nlstate;cpt++){
      if(moisdc[i]==99 && andc[i]==9999 & s[m][i]>nlstate) s[m][i]=-1;           fprintf(fichtm,"<br>- Stable prevalence in each health state : p%s%d%d.png<br>
       }  <img src=\"p%s%d%d.png\">",strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);
     }         }
        for(cpt=1; cpt<=nlstate;cpt++) {
     for (i=1; i<=imx; i++)  {          fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.png <br>
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);  <img src=\"exp%s%d%d.png\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);
       for(m=1; (m<= maxwav); m++){       }
         if(s[m][i] >0){       fprintf(fichtm,"\n<br>- Total life expectancy by age and
           if (s[m][i] >= nlstate+1) {  health expectancies in states (1) and (2): e%s%d.png<br>
             if(agedc[i]>0)  <img src=\"e%s%d.png\">",strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);
               if(moisdc[i]!=99 && andc[i]!=9999)     } /* end i1 */
                 agev[m][i]=agedc[i];   }/* End k1 */
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/   fprintf(fichtm,"</ul>");
            else {  
               if (andc[i]!=9999){  
               printf("Warning negative age at death: %d line:%d\n",num[i],i);   fprintf(fichtm,"\n<br><li><h4> Result files (second order: variances)</h4>\n
               agev[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
           }   - Correlation matrix of one-step probabilities: <a href=\"probcor%s\">probcor%s</a> <br>\n
           else if(s[m][i] !=9){ /* Should no more exist */   - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"v%s\">v%s</a><br>\n 
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);   - Health expectancies with their variances (no covariance): <a href=\"t%s\">t%s</a> <br>\n
             if(mint[m][i]==99 || anint[m][i]==9999)   - 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);
               agev[m][i]=1;  
             else if(agev[m][i] <agemin){  /*  if(popforecast==1) fprintf(fichtm,"\n */
               agemin=agev[m][i];  /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/  /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
             }  /*      <br>",fileres,fileres,fileres,fileres); */
             else if(agev[m][i] >agemax){  /*  else  */
               agemax=agev[m][i];  /*    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); */
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/  fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
             }  
             /*agev[m][i]=anint[m][i]-annais[i];*/   m=cptcoveff;
             /*   agev[m][i] = age[i]+2*m;*/   if (cptcovn < 1) {m=1;ncodemax[1]=1;}
           }  
           else { /* =9 */   jj1=0;
             agev[m][i]=1;   for(k1=1; k1<=m;k1++){
             s[m][i]=-1;     for(i1=1; i1<=ncodemax[k1];i1++){
           }       jj1++;
         }       if (cptcovn > 0) {
         else /*= 0 Unknown */         fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
           agev[m][i]=1;         for (cpt=1; cpt<=cptcoveff;cpt++) 
       }           fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
             fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
     }       }
     for (i=1; i<=imx; i++)  {       for(cpt=1; cpt<=nlstate;cpt++) {
       for(m=1; (m<= maxwav); m++){         fprintf(fichtm,"<br>- Observed and period prevalence (with confident
         if (s[m][i] > (nlstate+ndeath)) {  interval) in state (%d): v%s%d%d.png <br>
           printf("Error: Wrong value in nlstate or ndeath\n");    <img src=\"v%s%d%d.png\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);  
           goto end;       }
         }     } /* end i1 */
       }   }/* End k1 */
     }   fprintf(fichtm,"</ul>");
   fclose(fichtm);
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);  }
   
     free_vector(severity,1,maxwav);  /******************* Gnuplot file **************/
     free_imatrix(outcome,1,maxwav+1,1,n);  void printinggnuplot(char fileres[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
     free_vector(moisnais,1,n);  
     free_vector(annais,1,n);    int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
     /* free_matrix(mint,1,maxwav,1,n);    int ng;
        free_matrix(anint,1,maxwav,1,n);*/    if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
     free_vector(moisdc,1,n);      printf("Problem with file %s",optionfilegnuplot);
     free_vector(andc,1,n);      fprintf(ficlog,"Problem with file %s",optionfilegnuplot);
     }
      
     wav=ivector(1,imx);    /*#ifdef windows */
     dh=imatrix(1,lastpass-firstpass+1,1,imx);      fprintf(ficgp,"cd \"%s\" \n",pathc);
     mw=imatrix(1,lastpass-firstpass+1,1,imx);      /*#endif */
      m=pow(2,cptcoveff);
     /* Concatenates waves */    
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);   /* 1eme*/
     for (cpt=1; cpt<= nlstate ; cpt ++) {
      for (k1=1; k1<= m ; k1 ++) {
       Tcode=ivector(1,100);       fprintf(ficgp,"\nset out \"v%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);       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);
       ncodemax[1]=1;  
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);       for (i=1; i<= nlstate ; i ++) {
               if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
    codtab=imatrix(1,100,1,10);         else fprintf(ficgp," \%%*lf (\%%*lf)");
    h=0;       }
    m=pow(2,cptcoveff);       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 ++) {
    for(k=1;k<=cptcoveff; k++){         if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
      for(i=1; i <=(m/pow(2,k));i++){         else fprintf(ficgp," \%%*lf (\%%*lf)");
        for(j=1; j <= ncodemax[k]; j++){       } 
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){       fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",fileres,k1-1,k1-1); 
            h++;       for (i=1; i<= nlstate ; i ++) {
            if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;         if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
            /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/         else fprintf(ficgp," \%%*lf (\%%*lf)");
          }       }  
        }       fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));
      }     }
    }    }
    /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]);    /*2 eme*/
       codtab[1][2]=1;codtab[2][2]=2; */    
    /* for(i=1; i <=m ;i++){    for (k1=1; k1<= m ; k1 ++) { 
       for(k=1; k <=cptcovn; k++){      fprintf(ficgp,"\nset out \"e%s%d.png\" \n",strtok(optionfile, "."),k1);
       printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);      fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
       }      
       printf("\n");      for (i=1; i<= nlstate+1 ; i ++) {
       }        k=2*i;
       scanf("%d",i);*/        fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);
            for (j=1; j<= nlstate+1 ; j ++) {
    /* Calculates basic frequencies. Computes observed prevalence at single age          if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
        and prints on file fileres'p'. */          else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
            if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
            else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        for (j=1; j<= nlstate+1 ; j ++) {
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          else fprintf(ficgp," \%%*lf (\%%*lf)");
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */        }   
              fprintf(ficgp,"\" t\"\" w l 0,");
     /* For Powell, parameters are in a vector p[] starting at p[1]        fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */        for (j=1; j<= nlstate+1 ; j ++) {
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */          if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
     if(mle==1){        }   
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);        if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
     }        else fprintf(ficgp,"\" t\"\" w l 0,");
          }
     /*--------- 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);    
      /*3eme*/
     
    jk=1;    for (k1=1; k1<= m ; k1 ++) { 
    fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");      for (cpt=1; cpt<= nlstate ; cpt ++) {
    printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");        k=2+nlstate*(2*cpt-2);
    for(i=1,jk=1; i <=nlstate; i++){        fprintf(ficgp,"\nset out \"exp%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
      for(k=1; k <=(nlstate+ndeath); k++){        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);
        if (k != i)        /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
          {          for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
            printf("%d%d ",i,k);          fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
            fprintf(ficres,"%1d%1d ",i,k);          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 <=ncovmodel; j++){          for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
              printf("%f ",p[jk]);          fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
              fprintf(ficres,"%f ",p[jk]);          
              jk++;        */
            }        for (i=1; i< nlstate ; i ++) {
            printf("\n");          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);
            fprintf(ficres,"\n");          
          }        } 
      }      }
    }    }
  if(mle==1){    
     /* Computing hessian and covariance matrix */    /* CV preval stable (period) */
     ftolhess=ftol; /* Usually correct */    for (k1=1; k1<= m ; k1 ++) { 
     hesscov(matcov, p, npar, delti, ftolhess, func);      for (cpt=1; cpt<=nlstate ; cpt ++) {
  }        k=3;
     fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");        fprintf(ficgp,"\nset out \"p%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
     printf("# Scales (for hessian or gradient estimation)\n");        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/($%d",ageminpar,agemaxpar,fileres,k1,k+cpt+1,k+1);
      for(i=1,jk=1; i <=nlstate; i++){        
       for(j=1; j <=nlstate+ndeath; j++){        for (i=1; i<= nlstate ; i ++)
         if (j!=i) {          fprintf(ficgp,"+$%d",k+i+1);
           fprintf(ficres,"%1d%1d",i,j);        fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
           printf("%1d%1d",i,j);        
           for(k=1; k<=ncovmodel;k++){        l=3+(nlstate+ndeath)*cpt;
             printf(" %.5e",delti[jk]);        fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);
             fprintf(ficres," %.5e",delti[jk]);        for (i=1; i< nlstate ; i ++) {
             jk++;          l=3+(nlstate+ndeath)*cpt;
           }          fprintf(ficgp,"+$%d",l+i+1);
           printf("\n");        }
           fprintf(ficres,"\n");        fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
         }      } 
       }    }  
      }    
        /* proba elementaires */
     k=1;    for(i=1,jk=1; i <=nlstate; i++){
     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(k=1; k <=(nlstate+ndeath); k++){
     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");        if (k != i) {
     for(i=1;i<=npar;i++){          for(j=1; j <=ncovmodel; j++){
       /*  if (k>nlstate) k=1;            fprintf(ficgp,"p%d=%f ",jk,p[jk]);
       i1=(i-1)/(ncovmodel*nlstate)+1;            jk++; 
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);            fprintf(ficgp,"\n");
       printf("%s%d%d",alph[k],i1,tab[i]);*/          }
       fprintf(ficres,"%3d",i);        }
       printf("%3d",i);      }
       for(j=1; j<=i;j++){     }
         fprintf(ficres," %.5e",matcov[i][j]);  
         printf(" %.5e",matcov[i][j]);     for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
       }       for(jk=1; jk <=m; jk++) {
       fprintf(ficres,"\n");         fprintf(ficgp,"\nset out \"pe%s%d%d.png\" \n",strtok(optionfile, "."),jk,ng); 
       printf("\n");         if (ng==2)
       k++;           fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
     }         else
               fprintf(ficgp,"\nset title \"Probability\"\n");
     while((c=getc(ficpar))=='#' && c!= EOF){         fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
       ungetc(c,ficpar);         i=1;
       fgets(line, MAXLINE, ficpar);         for(k2=1; k2<=nlstate; k2++) {
       puts(line);           k3=i;
       fputs(line,ficparo);           for(k=1; k<=(nlstate+ndeath); k++) {
     }             if (k != k2){
     ungetc(c,ficpar);               if(ng==2)
     estepm=0;                 fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);               else
     if (estepm==0 || estepm < stepm) estepm=stepm;                 fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
     if (fage <= 2) {               ij=1;
       bage = ageminpar;               for(j=3; j <=ncovmodel; j++) {
       fage = agemaxpar;                 if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
     }                   fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                       ij++;
     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);                 else
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);                   fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                 }
     while((c=getc(ficpar))=='#' && c!= EOF){               fprintf(ficgp,")/(1");
     ungetc(c,ficpar);               
     fgets(line, MAXLINE, ficpar);               for(k1=1; k1 <=nlstate; k1++){   
     puts(line);                 fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
     fputs(line,ficparo);                 ij=1;
   }                 for(j=3; j <=ncovmodel; j++){
   ungetc(c,ficpar);                   if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                       fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
   fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2);                     ij++;
   fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);                   }
  fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);                   else
                           fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
   while((c=getc(ficpar))=='#' && c!= EOF){                 }
     ungetc(c,ficpar);                 fprintf(ficgp,")");
     fgets(line, MAXLINE, ficpar);               }
     puts(line);               fprintf(ficgp,") t \"p%d%d\" ", k2,k);
     fputs(line,ficparo);               if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
   }               i=i+ncovmodel;
   ungetc(c,ficpar);             }
             } /* end k */
          } /* end k2 */
    dateprev1=anprev1+mprev1/12.+jprev1/365.;       } /* end jk */
    dateprev2=anprev2+mprev2/12.+jprev2/365.;     } /* end ng */
      fclose(ficgp); 
   fscanf(ficpar,"pop_based=%d\n",&popbased);  }  /* end gnuplot */
   fprintf(ficparo,"pop_based=%d\n",popbased);    
   fprintf(ficres,"pop_based=%d\n",popbased);    
    /*************** Moving average **************/
   while((c=getc(ficpar))=='#' && c!= EOF){  int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
     ungetc(c,ficpar);  
     fgets(line, MAXLINE, ficpar);    int i, cpt, cptcod;
     puts(line);    int modcovmax =1;
     fputs(line,ficparo);    int mobilavrange, mob;
   }    double age;
   ungetc(c,ficpar);  
     modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
   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);                             a covariate has 2 modalities */
 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 (cptcovn<1) modcovmax=1; /* At least 1 pass */
 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);  
     if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
       if(mobilav==1) mobilavrange=5; /* default */
 while((c=getc(ficpar))=='#' && c!= EOF){      else mobilavrange=mobilav;
     ungetc(c,ficpar);      for (age=bage; age<=fage; age++)
     fgets(line, MAXLINE, ficpar);        for (i=1; i<=nlstate;i++)
     puts(line);          for (cptcod=1;cptcod<=modcovmax;cptcod++)
     fputs(line,ficparo);            mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
   }      /* We keep the original values on the extreme ages bage, fage and for 
   ungetc(c,ficpar);         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. 
   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);      for (mob=3;mob <=mobilavrange;mob=mob+2){
   fprintf(ficres,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);        for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
           for (i=1; i<=nlstate;i++){
  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);            for (cptcod=1;cptcod<=modcovmax;cptcod++){
               mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
 /*------------ gnuplot -------------*/                for (cpt=1;cpt<=(mob-1)/2;cpt++){
  printinggnuplot(fileres,optionfilefiname,optionfile,optionfilegnuplot, ageminpar,agemaxpar,fage, pathc,p);                  mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
                    mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
 /*------------ free_vector  -------------*/                }
  chdir(path);              mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
              }
  free_ivector(wav,1,imx);          }
  free_imatrix(dh,1,lastpass-firstpass+1,1,imx);        }/* end age */
  free_imatrix(mw,1,lastpass-firstpass+1,1,imx);        }/* end mob */
  free_ivector(num,1,n);    }else return -1;
  free_vector(agedc,1,n);    return 0;
  /*free_matrix(covar,1,NCOVMAX,1,n);*/  }/* End movingaverage */
  fclose(ficparo);  
  fclose(ficres);  
   /************** Forecasting ******************/
 /*--------- index.htm --------*/  prevforecast(char fileres[], double anproj1, double mproj1, double jproj1, double ageminpar, double agemax, double dateprev1, double dateprev2, int mobilav, double bage, double fage, int firstpass, int lastpass, double anproj2, double p[], int cptcoveff){
     /* proj1, year, month, day of starting projection 
   printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,model,imx,jmin,jmax,jmean,optionfile,optionfilehtm,rfileres,optionfilegnuplot,version,popforecast,estepm);       agemin, agemax range of age
        dateprev1 dateprev2 range of dates during which prevalence is computed
         anproj2 year of en of projection (same day and month as proj1).
   /*--------------- Prevalence limit --------------*/    */
      int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
   strcpy(filerespl,"pl");    int *popage;
   strcat(filerespl,fileres);    double agec; /* generic age */
   if((ficrespl=fopen(filerespl,"w"))==NULL) {    double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;    double *popeffectif,*popcount;
   }    double ***p3mat;
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);    double ***mobaverage;
   fprintf(ficrespl,"#Prevalence limit\n");    char fileresf[FILENAMELENGTH];
   fprintf(ficrespl,"#Age ");  
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);    agelim=AGESUP;
   fprintf(ficrespl,"\n");    prevalence(ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     
   prlim=matrix(1,nlstate,1,nlstate);    strcpy(fileresf,"f"); 
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    strcat(fileresf,fileres);
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    if((ficresf=fopen(fileresf,"w"))==NULL) {
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      printf("Problem with forecast resultfile: %s\n", fileresf);
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */    }
   k=0;    printf("Computing forecasting: result on file '%s' \n", fileresf);
   agebase=ageminpar;    fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
   agelim=agemaxpar;  
   ftolpl=1.e-10;    if (cptcoveff==0) ncodemax[cptcoveff]=1;
   i1=cptcoveff;  
   if (cptcovn < 1){i1=1;}    if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   for(cptcov=1;cptcov<=i1;cptcov++){      if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         k=k+1;        printf(" Error in movingaverage mobilav=%d\n",mobilav);
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/      }
         fprintf(ficrespl,"\n#******");    }
         for(j=1;j<=cptcoveff;j++)  
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    stepsize=(int) (stepm+YEARM-1)/YEARM;
         fprintf(ficrespl,"******\n");    if (stepm<=12) stepsize=1;
            if(estepm < stepm){
         for (age=agebase; age<=agelim; age++){      printf ("Problem %d lower than %d\n",estepm, stepm);
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);    }
           fprintf(ficrespl,"%.0f",age );    else  hstepm=estepm;   
           for(i=1; i<=nlstate;i++)  
           fprintf(ficrespl," %.5f", prlim[i][i]);    hstepm=hstepm/stepm; 
           fprintf(ficrespl,"\n");    yp1=modf(dateintmean,&yp);/* extracts integral of datemean in yp  and
         }                                 fractional in yp1 */
       }    anprojmean=yp;
     }    yp2=modf((yp1*12),&yp);
   fclose(ficrespl);    mprojmean=yp;
     yp1=modf((yp2*30.5),&yp);
   /*------------- h Pij x at various ages ------------*/    jprojmean=yp;
      if(jprojmean==0) jprojmean=1;
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);    if(mprojmean==0) jprojmean=1;
   if((ficrespij=fopen(filerespij,"w"))==NULL) {  
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;    i1=cptcoveff;
   }    if (cptcovn < 1){i1=1;}
   printf("Computing pij: result on file '%s' \n", filerespij);    
      fprintf(ficresf,"# Mean day of interviews %.lf/%.lf/%.lf (%.2f) between %.2f and %.2f \n",jprojmean,mprojmean,anprojmean,dateintmean,dateprev1,dateprev2); 
   stepsize=(int) (stepm+YEARM-1)/YEARM;    
   /*if (stepm<=24) stepsize=2;*/    fprintf(ficresf,"#****** Routine prevforecast **\n");
   
   agelim=AGESUP;  /*            if (h==(int)(YEARM*yearp)){ */
   hstepm=stepsize*YEARM; /* Every year of age */    for(cptcov=1, k=0;cptcov<=i1;cptcov++){
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */      for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
          k=k+1;
   k=0;        fprintf(ficresf,"\n#******");
   for(cptcov=1;cptcov<=i1;cptcov++){        for(j=1;j<=cptcoveff;j++) {
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){          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]]);
       k=k+1;        }
         fprintf(ficrespij,"\n#****** ");        fprintf(ficresf,"******\n");
         for(j=1;j<=cptcoveff;j++)        fprintf(ficresf,"# Covariate valuofcovar yearproj age");
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);        for(j=1; j<=nlstate+ndeath;j++){ 
         fprintf(ficrespij,"******\n");          for(i=1; i<=nlstate;i++)              
                    fprintf(ficresf," p%d%d",i,j);
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */          fprintf(ficresf," p.%d",j);
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */        }
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */        for (yearp=0; yearp<=(anproj2-anproj1);yearp +=stepsize) { 
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          fprintf(ficresf,"\n");
           oldm=oldms;savm=savms;          fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+yearp);   
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);    
           fprintf(ficrespij,"# Age");          for (agec=fage; agec>=(ageminpar-1); agec--){ 
           for(i=1; i<=nlstate;i++)            nhstepm=(int) rint((agelim-agec)*YEARM/stepm); 
             for(j=1; j<=nlstate+ndeath;j++)            nhstepm = nhstepm/hstepm; 
               fprintf(ficrespij," %1d-%1d",i,j);            p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           fprintf(ficrespij,"\n");            oldm=oldms;savm=savms;
           for (h=0; h<=nhstepm; h++){            hpxij(p3mat,nhstepm,agec,hstepm,p,nlstate,stepm,oldm,savm, k);  
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );          
             for(i=1; i<=nlstate;i++)            for (h=0; h<=nhstepm; h++){
               for(j=1; j<=nlstate+ndeath;j++)              if (h*hstepm/YEARM*stepm ==yearp) {
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);                fprintf(ficresf,"\n");
             fprintf(ficrespij,"\n");                for(j=1;j<=cptcoveff;j++) 
           }                  fprintf(ficresf,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);                fprintf(ficresf,"%.f %.f ",anproj1+yearp,agec+h*hstepm/YEARM*stepm);
           fprintf(ficrespij,"\n");              } 
         }              for(j=1; j<=nlstate+ndeath;j++) {
     }                ppij=0.;
   }                for(i=1; i<=nlstate;i++) {
                   if (mobilav==1) 
   /* varprob(fileres, matcov, p, delti, nlstate, (int) bage, (int) fage,k);*/                    ppij=ppij+p3mat[i][j][h]*mobaverage[(int)agec][i][cptcod];
                   else {
   fclose(ficrespij);                    ppij=ppij+p3mat[i][j][h]*probs[(int)(agec)][i][cptcod];
                   }
                   if (h*hstepm/YEARM*stepm== yearp) {
   /*---------- Forecasting ------------------*/                    fprintf(ficresf," %.3f", p3mat[i][j][h]);
   if((stepm == 1) && (strcmp(model,".")==0)){                  }
     prevforecast(fileres, anproj1,mproj1,jproj1, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anproj2,p, i1);                } /* end i */
     if (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);                if (h*hstepm/YEARM*stepm==yearp) {
     free_matrix(mint,1,maxwav,1,n);                  fprintf(ficresf," %.3f", ppij);
     free_matrix(anint,1,maxwav,1,n); free_imatrix(s,1,maxwav+1,1,n);                }
     free_vector(weight,1,n);}              }/* end j */
   else{            } /* end h */
     erreur=108;            free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     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);          } /* end agec */
   }        } /* end yearp */
        } /* end cptcod */
     } /* end  cptcov */
   /*---------- Health expectancies and variances ------------*/         
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   strcpy(filerest,"t");  
   strcat(filerest,fileres);    fclose(ficresf);
   if((ficrest=fopen(filerest,"w"))==NULL) {  }
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;  
   }  /************** Forecasting *****not tested NB*************/
   printf("Computing Total LEs with variances: file '%s' \n", filerest);  populforecast(char fileres[], double anpyram,double mpyram,double jpyram,double ageminpar, double agemax,double dateprev1, double dateprev2, int mobilav, double agedeb, double fage, int popforecast, char popfile[], double anpyram1,double p[], int i2){
     
     int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
   strcpy(filerese,"e");    int *popage;
   strcat(filerese,fileres);    double calagedatem, agelim, kk1, kk2;
   if((ficreseij=fopen(filerese,"w"))==NULL) {    double *popeffectif,*popcount;
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);    double ***p3mat,***tabpop,***tabpopprev;
   }    double ***mobaverage;
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);    char filerespop[FILENAMELENGTH];
   
  strcpy(fileresv,"v");    tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   strcat(fileresv,fileres);    tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   if((ficresvij=fopen(fileresv,"w"))==NULL) {    agelim=AGESUP;
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);    calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
   }    
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);    prevalence(ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     
   k=0;    
   for(cptcov=1;cptcov<=i1;cptcov++){    strcpy(filerespop,"pop"); 
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    strcat(filerespop,fileres);
       k=k+1;    if((ficrespop=fopen(filerespop,"w"))==NULL) {
       fprintf(ficrest,"\n#****** ");      printf("Problem with forecast resultfile: %s\n", filerespop);
       for(j=1;j<=cptcoveff;j++)      fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
         fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    }
       fprintf(ficrest,"******\n");    printf("Computing forecasting: result on file '%s' \n", filerespop);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
       fprintf(ficreseij,"\n#****** ");  
       for(j=1;j<=cptcoveff;j++)    if (cptcoveff==0) ncodemax[cptcoveff]=1;
         fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);  
       fprintf(ficreseij,"******\n");    if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       fprintf(ficresvij,"\n#****** ");      if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
       for(j=1;j<=cptcoveff;j++)        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);        printf(" Error in movingaverage mobilav=%d\n",mobilav);
       fprintf(ficresvij,"******\n");      }
     }
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);  
       oldm=oldms;savm=savms;    stepsize=(int) (stepm+YEARM-1)/YEARM;
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm);      if (stepm<=12) stepsize=1;
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);    
       oldm=oldms;savm=savms;    agelim=AGESUP;
        varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm);    
        hstepm=1;
     hstepm=hstepm/stepm; 
      
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");    if (popforecast==1) {
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);      if((ficpop=fopen(popfile,"r"))==NULL) {
       fprintf(ficrest,"\n");        printf("Problem with population file : %s\n",popfile);exit(0);
         fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
       epj=vector(1,nlstate+1);      } 
       for(age=bage; age <=fage ;age++){      popage=ivector(0,AGESUP);
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);      popeffectif=vector(0,AGESUP);
         if (popbased==1) {      popcount=vector(0,AGESUP);
           for(i=1; i<=nlstate;i++)      
             prlim[i][i]=probs[(int)age][i][k];      i=1;   
         }      while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
             
         fprintf(ficrest," %4.0f",age);      imx=i;
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){      for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
           for(i=1, epj[j]=0.;i <=nlstate;i++) {    }
             epj[j] += prlim[i][i]*eij[i][j][(int)age];  
           }    for(cptcov=1,k=0;cptcov<=i2;cptcov++){
           epj[nlstate+1] +=epj[j];     for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         }        k=k+1;
         for(i=1, vepp=0.;i <=nlstate;i++)        fprintf(ficrespop,"\n#******");
           for(j=1;j <=nlstate;j++)        for(j=1;j<=cptcoveff;j++) {
             vepp += vareij[i][j][(int)age];          fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));        }
         for(j=1;j <=nlstate;j++){        fprintf(ficrespop,"******\n");
           fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));        fprintf(ficrespop,"# Age");
         }        for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
         fprintf(ficrest,"\n");        if (popforecast==1)  fprintf(ficrespop," [Population]");
       }        
     }        for (cpt=0; cpt<=0;cpt++) { 
   }          fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           
   fclose(ficreseij);          for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
   fclose(ficresvij);            nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
   fclose(ficrest);            nhstepm = nhstepm/hstepm; 
   fclose(ficpar);            
   free_vector(epj,1,nlstate+1);            p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
              oldm=oldms;savm=savms;
   /*------- Variance limit prevalence------*/              hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
   strcpy(fileresvpl,"vpl");            for (h=0; h<=nhstepm; h++){
   strcat(fileresvpl,fileres);              if (h==(int) (calagedatem+YEARM*cpt)) {
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {                fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);              } 
     exit(0);              for(j=1; j<=nlstate+ndeath;j++) {
   }                kk1=0.;kk2=0;
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);                for(i=1; i<=nlstate;i++) {              
                   if (mobilav==1) 
   k=0;                    kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
   for(cptcov=1;cptcov<=i1;cptcov++){                  else {
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){                    kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
       k=k+1;                  }
       fprintf(ficresvpl,"\n#****** ");                }
       for(j=1;j<=cptcoveff;j++)                if (h==(int)(calagedatem+12*cpt)){
         fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);                  tabpop[(int)(agedeb)][j][cptcod]=kk1;
       fprintf(ficresvpl,"******\n");                    /*fprintf(ficrespop," %.3f", kk1);
                            if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
       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);              for(i=1; i<=nlstate;i++){
     }                kk1=0.;
  }                  for(j=1; j<=nlstate;j++){
                     kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
   fclose(ficresvpl);                  }
                     tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
   /*---------- End : free ----------------*/              }
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);  
                if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);                fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);            }
              free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
            }
   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);  
          for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
   free_matrix(matcov,1,npar,1,npar);          fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
   free_vector(delti,1,npar);          for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
   free_matrix(agev,1,maxwav,1,imx);            nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);            nhstepm = nhstepm/hstepm; 
             
   if(erreur >0)            p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     printf("End of Imach with error or warning %d\n",erreur);            oldm=oldms;savm=savms;
   else   printf("End of Imach\n");            hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */            for (h=0; h<=nhstepm; h++){
                if (h==(int) (calagedatem+YEARM*cpt)) {
   /* printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);*/                fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
   /*printf("Total time was %d uSec.\n", total_usecs);*/              } 
   /*------ End -----------*/              for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
  end:                  kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];    
 #ifdef windows                }
   /* chdir(pathcd);*/                if (h==(int)(calagedatem+12*cpt)) fprintf(ficresf," %15.2f", kk1);        
 #endif              }
  /*system("wgnuplot graph.plt");*/            }
  /*system("../gp37mgw/wgnuplot graph.plt");*/            free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
  /*system("cd ../gp37mgw");*/          }
  /* system("..\\gp37mgw\\wgnuplot graph.plt");*/        }
  strcpy(plotcmd,GNUPLOTPROGRAM);     } 
  strcat(plotcmd," ");    }
  strcat(plotcmd,optionfilegnuplot);   
  system(plotcmd);    if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
 #ifdef windows    if (popforecast==1) {
   while (z[0] != 'q') {      free_ivector(popage,0,AGESUP);
     /* chdir(path); */      free_vector(popeffectif,0,AGESUP);
     printf("\nType e to edit output files, g to graph again, c to start again, and q for exiting: ");      free_vector(popcount,0,AGESUP);
     scanf("%s",z);    }
     if (z[0] == 'c') system("./imach");    free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     else if (z[0] == 'e') system(optionfilehtm);    free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     else if (z[0] == 'g') system(plotcmd);    fclose(ficrespop);
     else if (z[0] == 'q') exit(0);  }
   }  
 #endif  /***********************************************/
 }  /**************** 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.1.38  
changed lines
  Added in v.1.82


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