Diff for /imach/src/imach.c between versions 1.3 and 1.91

version 1.3, 2001/05/02 17:21:42 version 1.91, 2003/06/25 15:30:29
Line 1 Line 1
      /* $Id$
 /*********************** Imach **************************************            $State$
   This program computes Healthy Life Expectancies from cross-longitudinal    $Log$
   data. Cross-longitudinal consist in a first survey ("cross") where    Revision 1.91  2003/06/25 15:30:29  brouard
   individuals from different ages are interviewed on their health status    * imach.c (Repository): Duplicated warning errors corrected.
   or degree of  disability. At least a second wave of interviews    (Repository): Elapsed time after each iteration is now output. It
   ("longitudinal") should  measure each new individual health status.    helps to forecast when convergence will be reached. Elapsed time
   Health expectancies are computed from the transistions observed between    is stamped in powell.  We created a new html file for the graphs
   waves and are computed for each degree of severity of disability (number    concerning matrix of covariance. It has extension -cov.htm.
   of life states). More degrees you consider, more time is necessary to  
   reach the Maximum Likelihood of the parameters involved in the model.    Revision 1.90  2003/06/24 12:34:15  brouard
   The simplest model is the multinomial logistic model where pij is    (Module): Some bugs corrected for windows. Also, when
   the probabibility to be observed in state j at the second wave conditional    mle=-1 a template is output in file "or"mypar.txt with the design
   to be observed in state i at the first wave. Therefore the model is:    of the covariance matrix to be input.
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'  
   is a covariate. If you want to have a more complex model than "constant and    Revision 1.89  2003/06/24 12:30:52  brouard
   age", you should modify the program where the markup    (Module): Some bugs corrected for windows. Also, when
     *Covariates have to be included here again* invites you to do it.    mle=-1 a template is output in file "or"mypar.txt with the design
   More covariates you add, less is the speed of the convergence.    of the covariance matrix to be input.
   
   The advantage that this computer programme claims, comes from that if the    Revision 1.88  2003/06/23 17:54:56  brouard
   delay between waves is not identical for each individual, or if some    * imach.c (Repository): Create a sub-directory where all the secondary files are. Only imach, htm, gp and r(imach) are on the main directory. Correct time and other things.
   individual missed an interview, the information is not rounded or lost, but  
   taken into account using an interpolation or extrapolation.    Revision 1.87  2003/06/18 12:26:01  brouard
   hPijx is the probability to be    Version 0.96
   observed in state i at age x+h conditional to the observed state i at age  
   x. The delay 'h' can be split into an exact number (nh*stepm) of    Revision 1.86  2003/06/17 20:04:08  brouard
   unobserved intermediate  states. This elementary transition (by month or    (Module): Change position of html and gnuplot routines and added
   quarter trimester, semester or year) is model as a multinomial logistic.    routine fileappend.
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices  
   and the contribution of each individual to the likelihood is simply hPijx.    Revision 1.85  2003/06/17 13:12:43  brouard
     * imach.c (Repository): Check when date of death was earlier that
   Also this programme outputs the covariance matrix of the parameters but also    current date of interview. It may happen when the death was just
   of the life expectancies. It also computes the prevalence limits.    prior to the death. In this case, dh was negative and likelihood
      was wrong (infinity). We still send an "Error" but patch by
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    assuming that the date of death was just one stepm after the
            Institut national d'études démographiques, Paris.    interview.
   This software have been partly granted by Euro-REVES, a concerted action    (Repository): Because some people have very long ID (first column)
   from the European Union.    we changed int to long in num[] and we added a new lvector for
   It is copyrighted identically to a GNU software product, ie programme and    memory allocation. But we also truncated to 8 characters (left
   software can be distributed freely for non commercial use. Latest version    truncation)
   can be accessed at http://euroreves.ined.fr/imach .    (Repository): No more line truncation errors.
   **********************************************************************/  
      Revision 1.84  2003/06/13 21:44:43  brouard
 #include <math.h>    * imach.c (Repository): Replace "freqsummary" at a correct
 #include <stdio.h>    place. It differs from routine "prevalence" which may be called
 #include <stdlib.h>    many times. Probs is memory consuming and must be used with
 #include <unistd.h>    parcimony.
     Version 0.95a3 (should output exactly the same maximization than 0.8a2)
 #define MAXLINE 256  
 #define FILENAMELENGTH 80    Revision 1.83  2003/06/10 13:39:11  lievre
 /*#define DEBUG*/    *** empty log message ***
 #define windows  
     Revision 1.82  2003/06/05 15:57:20  brouard
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    Add log in  imach.c and  fullversion number is now printed.
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */  
   */
 #define NINTERVMAX 8  /*
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */     Interpolated Markov Chain
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */  
 #define NCOVMAX 8 /* Maximum number of covariates */    Short summary of the programme:
 #define MAXN 20000    
 #define YEARM 12. /* Number of months per year */    This program computes Healthy Life Expectancies from
 #define AGESUP 130    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
 #define AGEBASE 40    first survey ("cross") where individuals from different ages are
     interviewed on their health status or degree of disability (in the
     case of a health survey which is our main interest) -2- at least a
 int nvar;    second wave of interviews ("longitudinal") which measure each change
 static int cptcov;    (if any) in individual health status.  Health expectancies are
 int cptcovn;    computed from the time spent in each health state according to a
 int npar=NPARMAX;    model. More health states you consider, more time is necessary to reach the
 int nlstate=2; /* Number of live states */    Maximum Likelihood of the parameters involved in the model.  The
 int ndeath=1; /* Number of dead states */    simplest model is the multinomial logistic model where pij is the
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    probability to be observed in state j at the second wave
     conditional to be observed in state i at the first wave. Therefore
 int *wav; /* Number of waves for this individuual 0 is possible */    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
 int maxwav; /* Maxim number of waves */    'age' is age and 'sex' is a covariate. If you want to have a more
 int mle, weightopt;    complex model than "constant and age", you should modify the program
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */    where the markup *Covariates have to be included here again* invites
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */    you to do it.  More covariates you add, slower the
 double **oldm, **newm, **savm; /* Working pointers to matrices */    convergence.
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */  
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;    The advantage of this computer programme, compared to a simple
 FILE *ficgp, *fichtm;    multinomial logistic model, is clear when the delay between waves is not
 FILE *ficreseij;    identical for each individual. Also, if a individual missed an
   char filerese[FILENAMELENGTH];    intermediate interview, the information is lost, but taken into
  FILE  *ficresvij;    account using an interpolation or extrapolation.  
   char fileresv[FILENAMELENGTH];  
  FILE  *ficresvpl;    hPijx is the probability to be observed in state i at age x+h
   char fileresvpl[FILENAMELENGTH];    conditional to the observed state i at age x. The delay 'h' can be
     split into an exact number (nh*stepm) of unobserved intermediate
     states. This elementary transition (by month, quarter,
     semester or year) is modelled as a multinomial logistic.  The hPx
     matrix is simply the matrix product of nh*stepm elementary matrices
 #define NR_END 1    and the contribution of each individual to the likelihood is simply
 #define FREE_ARG char*    hPijx.
 #define FTOL 1.0e-10  
     Also this programme outputs the covariance matrix of the parameters but also
 #define NRANSI    of the life expectancies. It also computes the stable prevalence. 
 #define ITMAX 200    
     Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
 #define TOL 2.0e-4             Institut national d'études démographiques, Paris.
     This software have been partly granted by Euro-REVES, a concerted action
 #define CGOLD 0.3819660    from the European Union.
 #define ZEPS 1.0e-10    It is copyrighted identically to a GNU software product, ie programme and
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);    software can be distributed freely for non commercial use. Latest version
     can be accessed at http://euroreves.ined.fr/imach .
 #define GOLD 1.618034  
 #define GLIMIT 100.0    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
 #define TINY 1.0e-20    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
     
 static double maxarg1,maxarg2;    **********************************************************************/
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))  /*
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))    main
      read parameterfile
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))    read datafile
 #define rint(a) floor(a+0.5)    concatwav
     freqsummary
 static double sqrarg;    if (mle >= 1)
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)      mlikeli
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}    print results files
     if mle==1 
 int imx;       computes hessian
 int stepm;    read end of parameter file: agemin, agemax, bage, fage, estepm
 /* Stepm, step in month: minimum step interpolation*/        begin-prev-date,...
     open gnuplot file
 int m,nb;    open html file
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax;    stable prevalence
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;     for age prevalim()
 double **pmmij;    h Pij x
     variance of p varprob
 double *weight;    forecasting if prevfcast==1 prevforecast call prevalence()
 int **s; /* Status */    health expectancies
 double *agedc, **covar, idx;    Variance-covariance of DFLE
 int **nbcode, *Tcode, *Tvar, **codtab;    prevalence()
      movingaverage()
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */    varevsij() 
 double ftolhess; /* Tolerance for computing hessian */    if popbased==1 varevsij(,popbased)
     total life expectancies
     Variance of stable prevalence
 /******************************************/   end
   */
 void replace(char *s, char*t)  
 {  
   int i;  
   int lg=20;   
   i=0;  #include <math.h>
   lg=strlen(t);  #include <stdio.h>
   for(i=0; i<= lg; i++) {  #include <stdlib.h>
     (s[i] = t[i]);  #include <unistd.h>
     if (t[i]== '\\') s[i]='/';  
   }  #include <sys/time.h>
 }  #include <time.h>
   #include "timeval.h"
 int nbocc(char *s, char occ)  
 {  #define MAXLINE 256
   int i,j=0;  #define GNUPLOTPROGRAM "gnuplot"
   int lg=20;  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
   i=0;  #define FILENAMELENGTH 132
   lg=strlen(s);  /*#define DEBUG*/
   for(i=0; i<= lg; i++) {  /*#define windows*/
   if  (s[i] == occ ) j++;  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
   }  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
   return j;  
 }  #define MAXPARM 30 /* Maximum number of parameters for the optimization */
   #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
 void cutv(char *u,char *v, char*t, char occ)  
 {  #define NINTERVMAX 8
   int i,lg,j,p;  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
   i=0;  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
   for(j=0; j<=strlen(t)-1; j++) {  #define NCOVMAX 8 /* Maximum number of covariates */
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;  #define MAXN 20000
   }  #define YEARM 12. /* Number of months per year */
   #define AGESUP 130
   lg=strlen(t);  #define AGEBASE 40
   for(j=0; j<p; j++) {  #ifdef unix
     (u[j] = t[j]);  #define DIRSEPARATOR '/'
     u[p]='\0';  #define ODIRSEPARATOR '\\'
   }  #else
   #define DIRSEPARATOR '\\'
    for(j=0; j<= lg; j++) {  #define ODIRSEPARATOR '/'
     if (j>=(p+1))(v[j-p-1] = t[j]);  #endif
   }  
 }  /* $Id$ */
   /* $State$ */
 /********************** nrerror ********************/  
   char version[]="Imach version 0.96a, June 2003, INED-EUROREVES ";
 void nrerror(char error_text[])  char fullversion[]="$Revision$ $Date$"; 
 {  int erreur, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
   fprintf(stderr,"ERREUR ...\n");  int nvar;
   fprintf(stderr,"%s\n",error_text);  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
   exit(1);  int npar=NPARMAX;
 }  int nlstate=2; /* Number of live states */
 /*********************** vector *******************/  int ndeath=1; /* Number of dead states */
 double *vector(int nl, int nh)  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
 {  int popbased=0;
   double *v;  
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  int *wav; /* Number of waves for this individuual 0 is possible */
   if (!v) nrerror("allocation failure in vector");  int maxwav; /* Maxim number of waves */
   return v-nl+NR_END;  int jmin, jmax; /* min, max spacing between 2 waves */
 }  int gipmx, gsw; /* Global variables on the number of contributions 
                      to the likelihood and the sum of weights (done by funcone)*/
 /************************ free vector ******************/  int mle, weightopt;
 void free_vector(double*v, int nl, int nh)  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 */
   free((FREE_ARG)(v+nl-NR_END));  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
 }             * wave mi and wave mi+1 is not an exact multiple of stepm. */
   double jmean; /* Mean space between 2 waves */
 /************************ivector *******************************/  double **oldm, **newm, **savm; /* Working pointers to matrices */
 int *ivector(long nl,long nh)  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
 {  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
   int *v;  FILE *ficlog, *ficrespow;
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  int globpr; /* Global variable for printing or not */
   if (!v) nrerror("allocation failure in ivector");  double fretone; /* Only one call to likelihood */
   return v-nl+NR_END;  long ipmx; /* Number of contributions */
 }  double sw; /* Sum of weights */
   char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
 /******************free ivector **************************/  FILE *ficresilk;
 void free_ivector(int *v, long nl, long nh)  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
 {  FILE *ficresprobmorprev;
   free((FREE_ARG)(v+nl-NR_END));  FILE *fichtm, *fichtmcov; /* Html File */
 }  FILE *ficreseij;
   char filerese[FILENAMELENGTH];
 /******************* imatrix *******************************/  FILE  *ficresvij;
 int **imatrix(long nrl, long nrh, long ncl, long nch)  char fileresv[FILENAMELENGTH];
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */  FILE  *ficresvpl;
 {  char fileresvpl[FILENAMELENGTH];
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  char title[MAXLINE];
   int **m;  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
    char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
   /* allocate pointers to rows */  char tmpout[FILENAMELENGTH]; 
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  char command[FILENAMELENGTH];
   if (!m) nrerror("allocation failure 1 in matrix()");  int  outcmd=0;
   m += NR_END;  
   m -= nrl;  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
    char lfileres[FILENAMELENGTH];
    char filelog[FILENAMELENGTH]; /* Log file */
   /* allocate rows and set pointers to them */  char filerest[FILENAMELENGTH];
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  char fileregp[FILENAMELENGTH];
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  char popfile[FILENAMELENGTH];
   m[nrl] += NR_END;  
   m[nrl] -= ncl;  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
    
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  struct timeval start_time, end_time, curr_time, last_time, forecast_time;
    struct timezone tzp;
   /* return pointer to array of pointers to rows */  extern int gettimeofday();
   return m;  struct tm tmg, tm, tmf, *gmtime(), *localtime();
 }  long time_value;
   extern long time();
 /****************** free_imatrix *************************/  char strcurr[80], strfor[80];
 void free_imatrix(m,nrl,nrh,ncl,nch)  
       int **m;  #define NR_END 1
       long nch,ncl,nrh,nrl;  #define FREE_ARG char*
      /* free an int matrix allocated by imatrix() */  #define FTOL 1.0e-10
 {  
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  #define NRANSI 
   free((FREE_ARG) (m+nrl-NR_END));  #define ITMAX 200 
 }  
   #define TOL 2.0e-4 
 /******************* matrix *******************************/  
 double **matrix(long nrl, long nrh, long ncl, long nch)  #define CGOLD 0.3819660 
 {  #define ZEPS 1.0e-10 
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
   double **m;  
   #define GOLD 1.618034 
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  #define GLIMIT 100.0 
   if (!m) nrerror("allocation failure 1 in matrix()");  #define TINY 1.0e-20 
   m += NR_END;  
   m -= nrl;  static double maxarg1,maxarg2;
   #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    
   m[nrl] += NR_END;  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
   m[nrl] -= ncl;  #define rint(a) floor(a+0.5)
   
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  static double sqrarg;
   return m;  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
 }  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
   
 /*************************free matrix ************************/  int imx; 
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)  int stepm;
 {  /* Stepm, step in month: minimum step interpolation*/
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  
   free((FREE_ARG)(m+nrl-NR_END));  int estepm;
 }  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
   
 /******************* ma3x *******************************/  int m,nb;
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)  long *num;
 {  int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
   double ***m;  double **pmmij, ***probs;
   double dateintmean=0;
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  
   if (!m) nrerror("allocation failure 1 in matrix()");  double *weight;
   m += NR_END;  int **s; /* Status */
   m -= nrl;  double *agedc, **covar, idx;
   int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
   m[nrl] += NR_END;  double ftolhess; /* Tolerance for computing hessian */
   m[nrl] -= ncl;  
   /**************** split *************************/
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
   {
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));    char  *ss;                            /* pointer */
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");    int   l1, l2;                         /* length counters */
   m[nrl][ncl] += NR_END;  
   m[nrl][ncl] -= nll;    l1 = strlen(path );                   /* length of path */
   for (j=ncl+1; j<=nch; j++)    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
     m[nrl][j]=m[nrl][j-1]+nlay;    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
      if ( ss == NULL ) {                   /* no directory, so use current */
   for (i=nrl+1; i<=nrh; i++) {      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
     for (j=ncl+1; j<=nch; j++)      /* get current working directory */
       m[i][j]=m[i][j-1]+nlay;      /*    extern  char* getcwd ( char *buf , int len);*/
   }      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
   return m;        return( GLOCK_ERROR_GETCWD );
 }      }
       strcpy( name, path );               /* we've got it */
 /*************************free ma3x ************************/    } else {                              /* strip direcotry from path */
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)      ss++;                               /* after this, the filename */
 {      l2 = strlen( ss );                  /* length of filename */
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
   free((FREE_ARG)(m[nrl]+ncl-NR_END));      strcpy( name, ss );         /* save file name */
   free((FREE_ARG)(m+nrl-NR_END));      strncpy( dirc, path, l1 - l2 );     /* now the directory */
 }      dirc[l1-l2] = 0;                    /* add zero */
     }
 /***************** f1dim *************************/    l1 = strlen( dirc );                  /* length of directory */
 extern int ncom;    /*#ifdef windows
 extern double *pcom,*xicom;    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
 extern double (*nrfunc)(double []);  #else
      if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
 double f1dim(double x)  #endif
 {    */
   int j;    ss = strrchr( name, '.' );            /* find last / */
   double f;    ss++;
   double *xt;    strcpy(ext,ss);                       /* save extension */
      l1= strlen( name);
   xt=vector(1,ncom);    l2= strlen(ss)+1;
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];    strncpy( finame, name, l1-l2);
   f=(*nrfunc)(xt);    finame[l1-l2]= 0;
   free_vector(xt,1,ncom);    return( 0 );                          /* we're done */
   return f;  }
 }  
   
 /*****************brent *************************/  /******************************************/
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)  
 {  void replace_back_to_slash(char *s, char*t)
   int iter;  {
   double a,b,d,etemp;    int i;
   double fu,fv,fw,fx;    int lg=0;
   double ftemp;    i=0;
   double p,q,r,tol1,tol2,u,v,w,x,xm;    lg=strlen(t);
   double e=0.0;    for(i=0; i<= lg; i++) {
        (s[i] = t[i]);
   a=(ax < cx ? ax : cx);      if (t[i]== '\\') s[i]='/';
   b=(ax > cx ? ax : cx);    }
   x=w=v=bx;  }
   fw=fv=fx=(*f)(x);  
   for (iter=1;iter<=ITMAX;iter++) {  int nbocc(char *s, char occ)
     xm=0.5*(a+b);  {
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);    int i,j=0;
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/    int lg=20;
     printf(".");fflush(stdout);    i=0;
 #ifdef DEBUG    lg=strlen(s);
     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);    for(i=0; i<= lg; i++) {
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */    if  (s[i] == occ ) j++;
 #endif    }
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){    return j;
       *xmin=x;  }
       return fx;  
     }  void cutv(char *u,char *v, char*t, char occ)
     ftemp=fu;  {
     if (fabs(e) > tol1) {    /* cuts string t into u and v where u is ended by char occ excluding it
       r=(x-w)*(fx-fv);       and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
       q=(x-v)*(fx-fw);       gives u="abcedf" and v="ghi2j" */
       p=(x-v)*q-(x-w)*r;    int i,lg,j,p=0;
       q=2.0*(q-r);    i=0;
       if (q > 0.0) p = -p;    for(j=0; j<=strlen(t)-1; j++) {
       q=fabs(q);      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
       etemp=e;    }
       e=d;  
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))    lg=strlen(t);
         d=CGOLD*(e=(x >= xm ? a-x : b-x));    for(j=0; j<p; j++) {
       else {      (u[j] = t[j]);
         d=p/q;    }
         u=x+d;       u[p]='\0';
         if (u-a < tol2 || b-u < tol2)  
           d=SIGN(tol1,xm-x);     for(j=0; j<= lg; j++) {
       }      if (j>=(p+1))(v[j-p-1] = t[j]);
     } else {    }
       d=CGOLD*(e=(x >= xm ? a-x : b-x));  }
     }  
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));  /********************** nrerror ********************/
     fu=(*f)(u);  
     if (fu <= fx) {  void nrerror(char error_text[])
       if (u >= x) a=x; else b=x;  {
       SHFT(v,w,x,u)    fprintf(stderr,"ERREUR ...\n");
         SHFT(fv,fw,fx,fu)    fprintf(stderr,"%s\n",error_text);
         } else {    exit(EXIT_FAILURE);
           if (u < x) a=u; else b=u;  }
           if (fu <= fw || w == x) {  /*********************** vector *******************/
             v=w;  double *vector(int nl, int nh)
             w=u;  {
             fv=fw;    double *v;
             fw=fu;    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
           } else if (fu <= fv || v == x || v == w) {    if (!v) nrerror("allocation failure in vector");
             v=u;    return v-nl+NR_END;
             fv=fu;  }
           }  
         }  /************************ free vector ******************/
   }  void free_vector(double*v, int nl, int nh)
   nrerror("Too many iterations in brent");  {
   *xmin=x;    free((FREE_ARG)(v+nl-NR_END));
   return fx;  }
 }  
   /************************ivector *******************************/
 /****************** mnbrak ***********************/  int *ivector(long nl,long nh)
   {
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,    int *v;
             double (*func)(double))    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
 {    if (!v) nrerror("allocation failure in ivector");
   double ulim,u,r,q, dum;    return v-nl+NR_END;
   double fu;  }
    
   *fa=(*func)(*ax);  /******************free ivector **************************/
   *fb=(*func)(*bx);  void free_ivector(int *v, long nl, long nh)
   if (*fb > *fa) {  {
     SHFT(dum,*ax,*bx,dum)    free((FREE_ARG)(v+nl-NR_END));
       SHFT(dum,*fb,*fa,dum)  }
       }  
   *cx=(*bx)+GOLD*(*bx-*ax);  /************************lvector *******************************/
   *fc=(*func)(*cx);  long *lvector(long nl,long nh)
   while (*fb > *fc) {  {
     r=(*bx-*ax)*(*fb-*fc);    long *v;
     q=(*bx-*cx)*(*fb-*fa);    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/    if (!v) nrerror("allocation failure in ivector");
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));    return v-nl+NR_END;
     ulim=(*bx)+GLIMIT*(*cx-*bx);  }
     if ((*bx-u)*(u-*cx) > 0.0) {  
       fu=(*func)(u);  /******************free lvector **************************/
     } else if ((*cx-u)*(u-ulim) > 0.0) {  void free_lvector(long *v, long nl, long nh)
       fu=(*func)(u);  {
       if (fu < *fc) {    free((FREE_ARG)(v+nl-NR_END));
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))  }
           SHFT(*fb,*fc,fu,(*func)(u))  
           }  /******************* imatrix *******************************/
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {  int **imatrix(long nrl, long nrh, long ncl, long nch) 
       u=ulim;       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
       fu=(*func)(u);  { 
     } else {    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
       u=(*cx)+GOLD*(*cx-*bx);    int **m; 
       fu=(*func)(u);    
     }    /* allocate pointers to rows */ 
     SHFT(*ax,*bx,*cx,u)    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
       SHFT(*fa,*fb,*fc,fu)    if (!m) nrerror("allocation failure 1 in matrix()"); 
       }    m += NR_END; 
 }    m -= nrl; 
     
 /*************** linmin ************************/    
     /* allocate rows and set pointers to them */ 
 int ncom;    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
 double *pcom,*xicom;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
 double (*nrfunc)(double []);    m[nrl] += NR_END; 
      m[nrl] -= ncl; 
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))    
 {    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
   double brent(double ax, double bx, double cx,    
                double (*f)(double), double tol, double *xmin);    /* return pointer to array of pointers to rows */ 
   double f1dim(double x);    return m; 
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,  } 
               double *fc, double (*func)(double));  
   int j;  /****************** free_imatrix *************************/
   double xx,xmin,bx,ax;  void free_imatrix(m,nrl,nrh,ncl,nch)
   double fx,fb,fa;        int **m;
          long nch,ncl,nrh,nrl; 
   ncom=n;       /* free an int matrix allocated by imatrix() */ 
   pcom=vector(1,n);  { 
   xicom=vector(1,n);    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
   nrfunc=func;    free((FREE_ARG) (m+nrl-NR_END)); 
   for (j=1;j<=n;j++) {  } 
     pcom[j]=p[j];  
     xicom[j]=xi[j];  /******************* matrix *******************************/
   }  double **matrix(long nrl, long nrh, long ncl, long nch)
   ax=0.0;  {
   xx=1.0;    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);    double **m;
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);  
 #ifdef DEBUG    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);    if (!m) nrerror("allocation failure 1 in matrix()");
 #endif    m += NR_END;
   for (j=1;j<=n;j++) {    m -= nrl;
     xi[j] *= xmin;  
     p[j] += xi[j];    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   }    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   free_vector(xicom,1,n);    m[nrl] += NR_END;
   free_vector(pcom,1,n);    m[nrl] -= ncl;
 }  
     for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
 /*************** powell ************************/    return m;
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,    /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
             double (*func)(double []))     */
 {  }
   void linmin(double p[], double xi[], int n, double *fret,  
               double (*func)(double []));  /*************************free matrix ************************/
   int i,ibig,j;  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
   double del,t,*pt,*ptt,*xit;  {
   double fp,fptt;    free((FREE_ARG)(m[nrl]+ncl-NR_END));
   double *xits;    free((FREE_ARG)(m+nrl-NR_END));
   pt=vector(1,n);  }
   ptt=vector(1,n);  
   xit=vector(1,n);  /******************* ma3x *******************************/
   xits=vector(1,n);  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
   *fret=(*func)(p);  {
   for (j=1;j<=n;j++) pt[j]=p[j];    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
   for (*iter=1;;++(*iter)) {    double ***m;
     fp=(*fret);  
     ibig=0;    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
     del=0.0;    if (!m) nrerror("allocation failure 1 in matrix()");
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);    m += NR_END;
     for (i=1;i<=n;i++)    m -= nrl;
       printf(" %d %.12f",i, p[i]);  
     printf("\n");    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
     for (i=1;i<=n;i++) {    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
       for (j=1;j<=n;j++) xit[j]=xi[j][i];    m[nrl] += NR_END;
       fptt=(*fret);    m[nrl] -= ncl;
 #ifdef DEBUG  
       printf("fret=%lf \n",*fret);    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
 #endif  
       printf("%d",i);fflush(stdout);    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
       linmin(p,xit,n,fret,func);    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
       if (fabs(fptt-(*fret)) > del) {    m[nrl][ncl] += NR_END;
         del=fabs(fptt-(*fret));    m[nrl][ncl] -= nll;
         ibig=i;    for (j=ncl+1; j<=nch; j++) 
       }      m[nrl][j]=m[nrl][j-1]+nlay;
 #ifdef DEBUG    
       printf("%d %.12e",i,(*fret));    for (i=nrl+1; i<=nrh; i++) {
       for (j=1;j<=n;j++) {      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);      for (j=ncl+1; j<=nch; j++) 
         printf(" x(%d)=%.12e",j,xit[j]);        m[i][j]=m[i][j-1]+nlay;
       }    }
       for(j=1;j<=n;j++)    return m; 
         printf(" p=%.12e",p[j]);    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
       printf("\n");             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
 #endif    */
     }  }
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {  
 #ifdef DEBUG  /*************************free ma3x ************************/
       int k[2],l;  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
       k[0]=1;  {
       k[1]=-1;    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
       printf("Max: %.12e",(*func)(p));    free((FREE_ARG)(m[nrl]+ncl-NR_END));
       for (j=1;j<=n;j++)    free((FREE_ARG)(m+nrl-NR_END));
         printf(" %.12e",p[j]);  }
       printf("\n");  
       for(l=0;l<=1;l++) {  /***************** f1dim *************************/
         for (j=1;j<=n;j++) {  extern int ncom; 
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];  extern double *pcom,*xicom;
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);  extern double (*nrfunc)(double []); 
         }   
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));  double f1dim(double x) 
       }  { 
 #endif    int j; 
     double f;
     double *xt; 
       free_vector(xit,1,n);   
       free_vector(xits,1,n);    xt=vector(1,ncom); 
       free_vector(ptt,1,n);    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
       free_vector(pt,1,n);    f=(*nrfunc)(xt); 
       return;    free_vector(xt,1,ncom); 
     }    return f; 
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");  } 
     for (j=1;j<=n;j++) {  
       ptt[j]=2.0*p[j]-pt[j];  /*****************brent *************************/
       xit[j]=p[j]-pt[j];  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
       pt[j]=p[j];  { 
     }    int iter; 
     fptt=(*func)(ptt);    double a,b,d,etemp;
     if (fptt < fp) {    double fu,fv,fw,fx;
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);    double ftemp;
       if (t < 0.0) {    double p,q,r,tol1,tol2,u,v,w,x,xm; 
         linmin(p,xit,n,fret,func);    double e=0.0; 
         for (j=1;j<=n;j++) {   
           xi[j][ibig]=xi[j][n];    a=(ax < cx ? ax : cx); 
           xi[j][n]=xit[j];    b=(ax > cx ? ax : cx); 
         }    x=w=v=bx; 
 #ifdef DEBUG    fw=fv=fx=(*f)(x); 
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);    for (iter=1;iter<=ITMAX;iter++) { 
         for(j=1;j<=n;j++)      xm=0.5*(a+b); 
           printf(" %.12e",xit[j]);      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
         printf("\n");      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
 #endif      printf(".");fflush(stdout);
       }      fprintf(ficlog,".");fflush(ficlog);
     }  #ifdef DEBUG
   }      printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
 }      fprintf(ficlog,"br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
       /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
 /**** Prevalence limit ****************/  #endif
       if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)        *xmin=x; 
 {        return fx; 
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit      } 
      matrix by transitions matrix until convergence is reached */      ftemp=fu;
       if (fabs(e) > tol1) { 
   int i, ii,j,k;        r=(x-w)*(fx-fv); 
   double min, max, maxmin, maxmax,sumnew=0.;        q=(x-v)*(fx-fw); 
   double **matprod2();        p=(x-v)*q-(x-w)*r; 
   double **out, cov[NCOVMAX], **pmij();        q=2.0*(q-r); 
   double **newm;        if (q > 0.0) p = -p; 
   double agefin, delaymax=50 ; /* Max number of years to converge */        q=fabs(q); 
         etemp=e; 
   for (ii=1;ii<=nlstate+ndeath;ii++)        e=d; 
     for (j=1;j<=nlstate+ndeath;j++){        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
     }        else { 
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */          d=p/q; 
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){          u=x+d; 
     newm=savm;          if (u-a < tol2 || b-u < tol2) 
     /* Covariates have to be included here again */            d=SIGN(tol1,xm-x); 
     cov[1]=1.;        } 
     cov[2]=agefin;      } else { 
     if (cptcovn>0){        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
       for (k=1; k<=cptcovn;k++) {cov[2+k]=nbcode[Tvar[k]][codtab[ij][k]];/*printf("Tcode[ij]=%d nbcode=%d\n",Tcode[ij],nbcode[k][Tcode[ij]]);*/}      } 
     }      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);      fu=(*f)(u); 
       if (fu <= fx) { 
     savm=oldm;        if (u >= x) a=x; else b=x; 
     oldm=newm;        SHFT(v,w,x,u) 
     maxmax=0.;          SHFT(fv,fw,fx,fu) 
     for(j=1;j<=nlstate;j++){          } else { 
       min=1.;            if (u < x) a=u; else b=u; 
       max=0.;            if (fu <= fw || w == x) { 
       for(i=1; i<=nlstate; i++) {              v=w; 
         sumnew=0;              w=u; 
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];              fv=fw; 
         prlim[i][j]= newm[i][j]/(1-sumnew);              fw=fu; 
         max=FMAX(max,prlim[i][j]);            } else if (fu <= fv || v == x || v == w) { 
         min=FMIN(min,prlim[i][j]);              v=u; 
       }              fv=fu; 
       maxmin=max-min;            } 
       maxmax=FMAX(maxmax,maxmin);          } 
     }    } 
     if(maxmax < ftolpl){    nrerror("Too many iterations in brent"); 
       return prlim;    *xmin=x; 
     }    return fx; 
   }  } 
 }  
   /****************** mnbrak ***********************/
 /*************** transition probabilities **********/  
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )              double (*func)(double)) 
 {  { 
   double s1, s2;    double ulim,u,r,q, dum;
   /*double t34;*/    double fu; 
   int i,j,j1, nc, ii, jj;   
     *fa=(*func)(*ax); 
     for(i=1; i<= nlstate; i++){    *fb=(*func)(*bx); 
     for(j=1; j<i;j++){    if (*fb > *fa) { 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){      SHFT(dum,*ax,*bx,dum) 
         /*s2 += param[i][j][nc]*cov[nc];*/        SHFT(dum,*fb,*fa,dum) 
         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);*/    *cx=(*bx)+GOLD*(*bx-*ax); 
       }    *fc=(*func)(*cx); 
       ps[i][j]=s2;    while (*fb > *fc) { 
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/      r=(*bx-*ax)*(*fb-*fc); 
     }      q=(*bx-*cx)*(*fb-*fa); 
     for(j=i+1; j<=nlstate+ndeath;j++){      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];      ulim=(*bx)+GLIMIT*(*cx-*bx); 
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/      if ((*bx-u)*(u-*cx) > 0.0) { 
       }        fu=(*func)(u); 
       ps[i][j]=s2;      } else if ((*cx-u)*(u-ulim) > 0.0) { 
     }        fu=(*func)(u); 
   }        if (fu < *fc) { 
   for(i=1; i<= nlstate; i++){          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
      s1=0;            SHFT(*fb,*fc,fu,(*func)(u)) 
     for(j=1; j<i; j++)            } 
       s1+=exp(ps[i][j]);      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
     for(j=i+1; j<=nlstate+ndeath; j++)        u=ulim; 
       s1+=exp(ps[i][j]);        fu=(*func)(u); 
     ps[i][i]=1./(s1+1.);      } else { 
     for(j=1; j<i; j++)        u=(*cx)+GOLD*(*cx-*bx); 
       ps[i][j]= exp(ps[i][j])*ps[i][i];        fu=(*func)(u); 
     for(j=i+1; j<=nlstate+ndeath; j++)      } 
       ps[i][j]= exp(ps[i][j])*ps[i][i];      SHFT(*ax,*bx,*cx,u) 
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */        SHFT(*fa,*fb,*fc,fu) 
   } /* end i */        } 
   } 
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){  
     for(jj=1; jj<= nlstate+ndeath; jj++){  /*************** linmin ************************/
       ps[ii][jj]=0;  
       ps[ii][ii]=1;  int ncom; 
     }  double *pcom,*xicom;
   }  double (*nrfunc)(double []); 
    
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
     for(jj=1; jj<= nlstate+ndeath; jj++){  { 
      printf("%lf ",ps[ii][jj]);    double brent(double ax, double bx, double cx, 
    }                 double (*f)(double), double tol, double *xmin); 
     printf("\n ");    double f1dim(double x); 
     }    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
     printf("\n ");printf("%lf ",cov[2]);*/                double *fc, double (*func)(double)); 
 /*    int j; 
   for(i=1; i<= npar; i++) printf("%f ",x[i]);    double xx,xmin,bx,ax; 
   goto end;*/    double fx,fb,fa;
     return ps;   
 }    ncom=n; 
     pcom=vector(1,n); 
 /**************** Product of 2 matrices ******************/    xicom=vector(1,n); 
     nrfunc=func; 
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)    for (j=1;j<=n;j++) { 
 {      pcom[j]=p[j]; 
   /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times      xicom[j]=xi[j]; 
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */    } 
   /* in, b, out are matrice of pointers which should have been initialized    ax=0.0; 
      before: only the contents of out is modified. The function returns    xx=1.0; 
      a pointer to pointers identical to out */    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
   long i, j, k;    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
   for(i=nrl; i<= nrh; i++)  #ifdef DEBUG
     for(k=ncolol; k<=ncoloh; k++)    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
       for(j=ncl,out[i][k]=0.; j<=nch; j++)    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
         out[i][k] +=in[i][j]*b[j][k];  #endif
     for (j=1;j<=n;j++) { 
   return out;      xi[j] *= xmin; 
 }      p[j] += xi[j]; 
     } 
     free_vector(xicom,1,n); 
 /************* Higher Matrix Product ***************/    free_vector(pcom,1,n); 
   } 
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )  
 {  char *asc_diff_time(long time_sec, char ascdiff[])
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month  {
      duration (i.e. until    long sec_left, days, hours, minutes;
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.    days = (time_sec) / (60*60*24);
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step    sec_left = (time_sec) % (60*60*24);
      (typically every 2 years instead of every month which is too big).    hours = (sec_left) / (60*60) ;
      Model is determined by parameters x and covariates have to be    sec_left = (sec_left) %(60*60);
      included manually here.    minutes = (sec_left) /60;
     sec_left = (sec_left) % (60);
      */    sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
     return ascdiff;
   int i, j, d, h, k;  }
   double **out, cov[NCOVMAX];  
   double **newm;  /*************** powell ************************/
   void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
   /* Hstepm could be zero and should return the unit matrix */              double (*func)(double [])) 
   for (i=1;i<=nlstate+ndeath;i++)  { 
     for (j=1;j<=nlstate+ndeath;j++){    void linmin(double p[], double xi[], int n, double *fret, 
       oldm[i][j]=(i==j ? 1.0 : 0.0);                double (*func)(double [])); 
       po[i][j][0]=(i==j ? 1.0 : 0.0);    int i,ibig,j; 
     }    double del,t,*pt,*ptt,*xit;
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */    double fp,fptt;
   for(h=1; h <=nhstepm; h++){    double *xits;
     for(d=1; d <=hstepm; d++){    int niterf, itmp;
       newm=savm;  
       /* Covariates have to be included here again */    pt=vector(1,n); 
       cov[1]=1.;    ptt=vector(1,n); 
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;    xit=vector(1,n); 
       if (cptcovn>0){    xits=vector(1,n); 
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][k]];    *fret=(*func)(p); 
     }    for (j=1;j<=n;j++) pt[j]=p[j]; 
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/    for (*iter=1;;++(*iter)) { 
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/      fp=(*fret); 
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,      ibig=0; 
                    pmij(pmmij,cov,ncovmodel,x,nlstate));      del=0.0; 
       savm=oldm;      last_time=curr_time;
       oldm=newm;      (void) gettimeofday(&curr_time,&tzp);
     }      printf("\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec);fflush(stdout);
     for(i=1; i<=nlstate+ndeath; i++)      fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec);
       for(j=1;j<=nlstate+ndeath;j++) {      fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec);
         po[i][j][h]=newm[i][j];      for (i=1;i<=n;i++) {
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);        printf(" %d %.12f",i, p[i]);
          */        fprintf(ficlog," %d %.12lf",i, p[i]);
       }        fprintf(ficrespow," %.12lf", p[i]);
   } /* end h */      }
   return po;      printf("\n");
 }      fprintf(ficlog,"\n");
       fprintf(ficrespow,"\n");fflush(ficrespow);
       if(*iter <=3){
 /*************** log-likelihood *************/        tm = *localtime(&curr_time.tv_sec);
 double func( double *x)        asctime_r(&tm,strcurr);
 {        forecast_time=curr_time;
   int i, ii, j, k, mi, d;        itmp = strlen(strcurr);
   double l, ll[NLSTATEMAX], cov[NCOVMAX];        if(strcurr[itmp-1]=='\n')
   double **out;          strcurr[itmp-1]='\0';
   double sw; /* Sum of weights */        printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
   double lli; /* Individual log likelihood */        fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
   long ipmx;        for(niterf=10;niterf<=30;niterf+=10){
   /*extern weight */          forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
   /* We are differentiating ll according to initial status */          tmf = *localtime(&forecast_time.tv_sec);
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/          asctime_r(&tmf,strfor);
   /*for(i=1;i<imx;i++)  /*      strcpy(strfor,asctime(&tmf)); */
 printf(" %d\n",s[4][i]);          itmp = strlen(strfor);
   */          if(strfor[itmp-1]=='\n')
           strfor[itmp-1]='\0';
   for(k=1; k<=nlstate; k++) ll[k]=0.;          printf("   - if your program needs %d iterations to converge, convergence will be \n   reached in %s or\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){          fprintf(ficlog,"   - if your program needs %d iterations to converge, convergence will be \n   reached in %s or\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
        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 (i=1;i<=n;i++) { 
             for(d=0; d<dh[mi][i]; d++){        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
         newm=savm;        fptt=(*fret); 
           cov[1]=1.;  #ifdef DEBUG
           cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;        printf("fret=%lf \n",*fret);
           if (cptcovn>0){        fprintf(ficlog,"fret=%lf \n",*fret);
             for (k=1; k<=cptcovn;k++) cov[2+k]=covar[1+k-1][i];  #endif
             }        printf("%d",i);fflush(stdout);
           out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,        fprintf(ficlog,"%d",i);fflush(ficlog);
                        1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));        linmin(p,xit,n,fret,func); 
           savm=oldm;        if (fabs(fptt-(*fret)) > del) { 
           oldm=newm;          del=fabs(fptt-(*fret)); 
           ibig=i; 
         } 
       } /* end mult */  #ifdef DEBUG
            printf("%d %.12e",i,(*fret));
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);        fprintf(ficlog,"%d %.12e",i,(*fret));
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/        for (j=1;j<=n;j++) {
       ipmx +=1;          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
       sw += weight[i];          printf(" x(%d)=%.12e",j,xit[j]);
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
     } /* end of wave */        }
   } /* end of individual */        for(j=1;j<=n;j++) {
           printf(" p=%.12e",p[j]);
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];          fprintf(ficlog," p=%.12e",p[j]);
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */        }
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */        printf("\n");
   return -l;        fprintf(ficlog,"\n");
 }  #endif
       } 
       if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
 /*********** Maximum Likelihood Estimation ***************/  #ifdef DEBUG
         int k[2],l;
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))        k[0]=1;
 {        k[1]=-1;
   int i,j, iter;        printf("Max: %.12e",(*func)(p));
   double **xi,*delti;        fprintf(ficlog,"Max: %.12e",(*func)(p));
   double fret;        for (j=1;j<=n;j++) {
   xi=matrix(1,npar,1,npar);          printf(" %.12e",p[j]);
   for (i=1;i<=npar;i++)          fprintf(ficlog," %.12e",p[j]);
     for (j=1;j<=npar;j++)        }
       xi[i][j]=(i==j ? 1.0 : 0.0);        printf("\n");
   printf("Powell\n");        fprintf(ficlog,"\n");
   powell(p,xi,npar,ftol,&iter,&fret,func);        for(l=0;l<=1;l++) {
           for (j=1;j<=n;j++) {
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
             fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
 }          }
           printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
 /**** Computes Hessian and covariance matrix ***/          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))        }
 {  #endif
   double  **a,**y,*x,pd;  
   double **hess;  
   int i, j,jk;        free_vector(xit,1,n); 
   int *indx;        free_vector(xits,1,n); 
         free_vector(ptt,1,n); 
   double hessii(double p[], double delta, int theta, double delti[]);        free_vector(pt,1,n); 
   double hessij(double p[], double delti[], int i, int j);        return; 
   void lubksb(double **a, int npar, int *indx, double b[]) ;      } 
   void ludcmp(double **a, int npar, int *indx, double *d) ;      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
       for (j=1;j<=n;j++) { 
         ptt[j]=2.0*p[j]-pt[j]; 
   hess=matrix(1,npar,1,npar);        xit[j]=p[j]-pt[j]; 
         pt[j]=p[j]; 
   printf("\nCalculation of the hessian matrix. Wait...\n");      } 
   for (i=1;i<=npar;i++){      fptt=(*func)(ptt); 
     printf("%d",i);fflush(stdout);      if (fptt < fp) { 
     hess[i][i]=hessii(p,ftolhess,i,delti);        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
     /*printf(" %f ",p[i]);*/        if (t < 0.0) { 
   }          linmin(p,xit,n,fret,func); 
           for (j=1;j<=n;j++) { 
   for (i=1;i<=npar;i++) {            xi[j][ibig]=xi[j][n]; 
     for (j=1;j<=npar;j++)  {            xi[j][n]=xit[j]; 
       if (j>i) {          }
         printf(".%d%d",i,j);fflush(stdout);  #ifdef DEBUG
         hess[i][j]=hessij(p,delti,i,j);          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
         hess[j][i]=hess[i][j];          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
       }          for(j=1;j<=n;j++){
     }            printf(" %.12e",xit[j]);
   }            fprintf(ficlog," %.12e",xit[j]);
   printf("\n");          }
           printf("\n");
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");          fprintf(ficlog,"\n");
    #endif
   a=matrix(1,npar,1,npar);        }
   y=matrix(1,npar,1,npar);      } 
   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];  /**** Prevalence limit (stable prevalence)  ****************/
   ludcmp(a,npar,indx,&pd);  
   double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
   for (j=1;j<=npar;j++) {  {
     for (i=1;i<=npar;i++) x[i]=0;    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
     x[j]=1;       matrix by transitions matrix until convergence is reached */
     lubksb(a,npar,indx,x);  
     for (i=1;i<=npar;i++){    int i, ii,j,k;
       matcov[i][j]=x[i];    double min, max, maxmin, maxmax,sumnew=0.;
     }    double **matprod2();
   }    double **out, cov[NCOVMAX], **pmij();
     double **newm;
   printf("\n#Hessian matrix#\n");    double agefin, delaymax=50 ; /* Max number of years to converge */
   for (i=1;i<=npar;i++) {  
     for (j=1;j<=npar;j++) {    for (ii=1;ii<=nlstate+ndeath;ii++)
       printf("%.3e ",hess[i][j]);      for (j=1;j<=nlstate+ndeath;j++){
     }        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     printf("\n");      }
   }  
      cov[1]=1.;
   /* Recompute Inverse */   
   for (i=1;i<=npar;i++)   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
   ludcmp(a,npar,indx,&pd);      newm=savm;
       /* Covariates have to be included here again */
   /*  printf("\n#Hessian matrix recomputed#\n");       cov[2]=agefin;
     
   for (j=1;j<=npar;j++) {        for (k=1; k<=cptcovn;k++) {
     for (i=1;i<=npar;i++) x[i]=0;          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
     x[j]=1;          /*      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]]);*/
     lubksb(a,npar,indx,x);        }
     for (i=1;i<=npar;i++){        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
       y[i][j]=x[i];        for (k=1; k<=cptcovprod;k++)
       printf("%.3e ",y[i][j]);          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
     }  
     printf("\n");        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
   }        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
   */        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
       out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
   free_matrix(a,1,npar,1,npar);  
   free_matrix(y,1,npar,1,npar);      savm=oldm;
   free_vector(x,1,npar);      oldm=newm;
   free_ivector(indx,1,npar);      maxmax=0.;
   free_matrix(hess,1,npar,1,npar);      for(j=1;j<=nlstate;j++){
         min=1.;
         max=0.;
 }        for(i=1; i<=nlstate; i++) {
           sumnew=0;
 /*************** hessian matrix ****************/          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
 double hessii( double x[], double delta, int theta, double delti[])          prlim[i][j]= newm[i][j]/(1-sumnew);
 {          max=FMAX(max,prlim[i][j]);
   int i;          min=FMIN(min,prlim[i][j]);
   int l=1, lmax=20;        }
   double k1,k2;        maxmin=max-min;
   double p2[NPARMAX+1];        maxmax=FMAX(maxmax,maxmin);
   double res;      }
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;      if(maxmax < ftolpl){
   double fx;        return prlim;
   int k=0,kmax=10;      }
   double l1;    }
   }
   fx=func(x);  
   for (i=1;i<=npar;i++) p2[i]=x[i];  /*************** transition probabilities ***************/ 
   for(l=0 ; l <=lmax; l++){  
     l1=pow(10,l);  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
     delts=delt;  {
     for(k=1 ; k <kmax; k=k+1){    double s1, s2;
       delt = delta*(l1*k);    /*double t34;*/
       p2[theta]=x[theta] +delt;    int i,j,j1, nc, ii, jj;
       k1=func(p2)-fx;  
       p2[theta]=x[theta]-delt;      for(i=1; i<= nlstate; i++){
       k2=func(p2)-fx;      for(j=1; j<i;j++){
       /*res= (k1-2.0*fx+k2)/delt/delt; */        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */          /*s2 += param[i][j][nc]*cov[nc];*/
                s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
 #ifdef DEBUG          /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
       printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);        }
 #endif        ps[i][j]=s2;
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */        /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){      }
         k=kmax;      for(j=i+1; j<=nlstate+ndeath;j++){
       }        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */          s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
         k=kmax; l=lmax*10.;          /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
       }        }
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){        ps[i][j]=s2;
         delts=delt;      }
       }    }
     }      /*ps[3][2]=1;*/
   }  
   delti[theta]=delts;    for(i=1; i<= nlstate; i++){
   return res;       s1=0;
        for(j=1; j<i; j++)
 }        s1+=exp(ps[i][j]);
       for(j=i+1; j<=nlstate+ndeath; j++)
 double hessij( double x[], double delti[], int thetai,int thetaj)        s1+=exp(ps[i][j]);
 {      ps[i][i]=1./(s1+1.);
   int i;      for(j=1; j<i; j++)
   int l=1, l1, lmax=20;        ps[i][j]= exp(ps[i][j])*ps[i][i];
   double k1,k2,k3,k4,res,fx;      for(j=i+1; j<=nlstate+ndeath; j++)
   double p2[NPARMAX+1];        ps[i][j]= exp(ps[i][j])*ps[i][i];
   int k;      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
     } /* end i */
   fx=func(x);  
   for (k=1; k<=2; k++) {    for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
     for (i=1;i<=npar;i++) p2[i]=x[i];      for(jj=1; jj<= nlstate+ndeath; jj++){
     p2[thetai]=x[thetai]+delti[thetai]/k;        ps[ii][jj]=0;
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;        ps[ii][ii]=1;
     k1=func(p2)-fx;      }
      }
     p2[thetai]=x[thetai]+delti[thetai]/k;  
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;  
     k2=func(p2)-fx;    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
        for(jj=1; jj<= nlstate+ndeath; jj++){
     p2[thetai]=x[thetai]-delti[thetai]/k;       printf("%lf ",ps[ii][jj]);
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;     }
     k3=func(p2)-fx;      printf("\n ");
        }
     p2[thetai]=x[thetai]-delti[thetai]/k;      printf("\n ");printf("%lf ",cov[2]);*/
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;  /*
     k4=func(p2)-fx;    for(i=1; i<= npar; i++) printf("%f ",x[i]);
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */    goto end;*/
 #ifdef DEBUG      return ps;
     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);  }
 #endif  
   }  /**************** Product of 2 matrices ******************/
   return res;  
 }  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
   {
 /************** Inverse of matrix **************/    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
 void ludcmp(double **a, int n, int *indx, double *d)       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
 {    /* in, b, out are matrice of pointers which should have been initialized 
   int i,imax,j,k;       before: only the contents of out is modified. The function returns
   double big,dum,sum,temp;       a pointer to pointers identical to out */
   double *vv;    long i, j, k;
      for(i=nrl; i<= nrh; i++)
   vv=vector(1,n);      for(k=ncolol; k<=ncoloh; k++)
   *d=1.0;        for(j=ncl,out[i][k]=0.; j<=nch; j++)
   for (i=1;i<=n;i++) {          out[i][k] +=in[i][j]*b[j][k];
     big=0.0;  
     for (j=1;j<=n;j++)    return out;
       if ((temp=fabs(a[i][j])) > big) big=temp;  }
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");  
     vv[i]=1.0/big;  
   }  /************* Higher Matrix Product ***************/
   for (j=1;j<=n;j++) {  
     for (i=1;i<j;i++) {  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
       sum=a[i][j];  {
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];    /* Computes the transition matrix starting at age 'age' over 
       a[i][j]=sum;       'nhstepm*hstepm*stepm' months (i.e. until
     }       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
     big=0.0;       nhstepm*hstepm matrices. 
     for (i=j;i<=n;i++) {       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
       sum=a[i][j];       (typically every 2 years instead of every month which is too big 
       for (k=1;k<j;k++)       for the memory).
         sum -= a[i][k]*a[k][j];       Model is determined by parameters x and covariates have to be 
       a[i][j]=sum;       included manually here. 
       if ( (dum=vv[i]*fabs(sum)) >= big) {  
         big=dum;       */
         imax=i;  
       }    int i, j, d, h, k;
     }    double **out, cov[NCOVMAX];
     if (j != imax) {    double **newm;
       for (k=1;k<=n;k++) {  
         dum=a[imax][k];    /* Hstepm could be zero and should return the unit matrix */
         a[imax][k]=a[j][k];    for (i=1;i<=nlstate+ndeath;i++)
         a[j][k]=dum;      for (j=1;j<=nlstate+ndeath;j++){
       }        oldm[i][j]=(i==j ? 1.0 : 0.0);
       *d = -(*d);        po[i][j][0]=(i==j ? 1.0 : 0.0);
       vv[imax]=vv[j];      }
     }    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     indx[j]=imax;    for(h=1; h <=nhstepm; h++){
     if (a[j][j] == 0.0) a[j][j]=TINY;      for(d=1; d <=hstepm; d++){
     if (j != n) {        newm=savm;
       dum=1.0/(a[j][j]);        /* Covariates have to be included here again */
       for (i=j+1;i<=n;i++) a[i][j] *= dum;        cov[1]=1.;
     }        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
   }        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
   free_vector(vv,1,n);  /* Doesn't work */        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]]];
 void lubksb(double **a, int n, int *indx, double b[])  
 {  
   int i,ii=0,ip,j;        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
   double sum;        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
   for (i=1;i<=n;i++) {                     pmij(pmmij,cov,ncovmodel,x,nlstate));
     ip=indx[i];        savm=oldm;
     sum=b[ip];        oldm=newm;
     b[ip]=b[i];      }
     if (ii)      for(i=1; i<=nlstate+ndeath; i++)
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];        for(j=1;j<=nlstate+ndeath;j++) {
     else if (sum) ii=i;          po[i][j][h]=newm[i][j];
     b[i]=sum;          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
   }           */
   for (i=n;i>=1;i--) {        }
     sum=b[i];    } /* end h */
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];    return po;
     b[i]=sum/a[i][i];  }
   }  
 }  
   /*************** log-likelihood *************/
 /************ Frequencies ********************/  double func( double *x)
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)  {
 {  /* Some frequencies */    int i, ii, j, k, mi, d, kk;
      double l, ll[NLSTATEMAX], cov[NCOVMAX];
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;    double **out;
   double ***freq; /* Frequencies */    double sw; /* Sum of weights */
   double *pp;    double lli; /* Individual log likelihood */
   double pos;    int s1, s2;
   FILE *ficresp;    double bbh, survp;
   char fileresp[FILENAMELENGTH];    long ipmx;
     /*extern weight */
   pp=vector(1,nlstate);    /* We are differentiating ll according to initial status */
     /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
   strcpy(fileresp,"p");    /*for(i=1;i<imx;i++) 
   strcat(fileresp,fileres);      printf(" %d\n",s[4][i]);
   if((ficresp=fopen(fileresp,"w"))==NULL) {    */
     printf("Problem with prevalence resultfile: %s\n", fileresp);    cov[1]=1.;
     exit(0);  
   }    for(k=1; k<=nlstate; k++) ll[k]=0.;
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);  
   j1=0;    if(mle==1){
       for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   j=cptcovn;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   if (cptcovn<1) {j=1;ncodemax[1]=1;}        for(mi=1; mi<= wav[i]-1; mi++){
           for (ii=1;ii<=nlstate+ndeath;ii++)
   for(k1=1; k1<=j;k1++){            for (j=1;j<=nlstate+ndeath;j++){
    for(i1=1; i1<=ncodemax[k1];i1++){              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
        j1++;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
             }
         for (i=-1; i<=nlstate+ndeath; i++)            for(d=0; d<dh[mi][i]; d++){
          for (jk=-1; jk<=nlstate+ndeath; jk++)              newm=savm;
            for(m=agemin; m <= agemax+3; m++)            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
              freq[i][jk][m]=0;            for (kk=1; kk<=cptcovage;kk++) {
                      cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
        for (i=1; i<=imx; i++) {            }
          bool=1;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
          if  (cptcovn>0) {                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
            for (z1=1; z1<=cptcovn; z1++)            savm=oldm;
              if (covar[Tvar[z1]][i]!= nbcode[Tvar[z1]][codtab[j1][z1]]) bool=0;            oldm=newm;
          }          } /* end mult */
           if (bool==1) {        
            for(m=firstpass; m<=lastpass-1; m++){          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
              if(agev[m][i]==0) agev[m][i]=agemax+1;          /* But now since version 0.9 we anticipate for bias and large stepm.
              if(agev[m][i]==1) agev[m][i]=agemax+2;           * If stepm is larger than one month (smallest stepm) and if the exact delay 
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];           * (in months) between two waves is not a multiple of stepm, we rounded to 
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];           * the nearest (and in case of equal distance, to the lowest) interval but now
            }           * we keep into memory the bias bh[mi][i] and also the previous matrix product
          }           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
        }           * probability in order to take into account the bias as a fraction of the way
         if  (cptcovn>0) {           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
          fprintf(ficresp, "\n#Variable");           * -stepm/2 to stepm/2 .
          for (z1=1; z1<=cptcovn; z1++) fprintf(ficresp, " V%d=%d",Tvar[z1],nbcode[Tvar[z1]][codtab[j1][z1]]);           * 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. 
        fprintf(ficresp, "\n#");           */
        for(i=1; i<=nlstate;i++)          s1=s[mw[mi][i]][i];
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);          s2=s[mw[mi+1][i]][i];
        fprintf(ficresp, "\n");          bbh=(double)bh[mi][i]/(double)stepm; 
                  /* bias is positive if real duration
   for(i=(int)agemin; i <= (int)agemax+3; i++){           * is higher than the multiple of stepm and negative otherwise.
     if(i==(int)agemax+3)           */
       printf("Total");          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
     else          if( s2 > nlstate){ 
       printf("Age %d", i);            /* i.e. if s2 is a death state and if the date of death is known then the contribution
     for(jk=1; jk <=nlstate ; jk++){               to the likelihood is the probability to die between last step unit time and current 
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)               step unit time, which is also the differences between probability to die before dh 
         pp[jk] += freq[jk][m][i];               and probability to die before dh-stepm . 
     }               In version up to 0.92 likelihood was computed
     for(jk=1; jk <=nlstate ; jk++){          as if date of death was unknown. Death was treated as any other
       for(m=-1, pos=0; m <=0 ; m++)          health state: the date of the interview describes the actual state
         pos += freq[jk][m][i];          and not the date of a change in health state. The former idea was
       if(pp[jk]>=1.e-10)          to consider that at each interview the state was recorded
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);          (healthy, disable or death) and IMaCh was corrected; but when we
       else          introduced the exact date of death then we should have modified
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);          the contribution of an exact death to the likelihood. This new
     }          contribution is smaller and very dependent of the step unit
     for(jk=1; jk <=nlstate ; jk++){          stepm. It is no more the probability to die between last interview
       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)          and month of death but the probability to survive from last
         pp[jk] += freq[jk][m][i];          interview up to one month before death multiplied by the
     }          probability to die within a month. Thanks to Chris
     for(jk=1,pos=0; jk <=nlstate ; jk++)          Jackson for correcting this bug.  Former versions increased
       pos += pp[jk];          mortality artificially. The bad side is that we add another loop
     for(jk=1; jk <=nlstate ; jk++){          which slows down the processing. The difference can be up to 10%
       if(pos>=1.e-5)          lower mortality.
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);            */
       else            lli=log(out[s1][s2] - savm[s1][s2]);
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);          }else{
       if( i <= (int) agemax){            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
         if(pos>=1.e-5)            /*  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 */
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);          } 
       else          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);          /*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;
     for(jk=-1; jk <=nlstate+ndeath; jk++)          sw += weight[i];
       for(m=-1; m <=nlstate+ndeath; m++)          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);        } /* end of wave */
     if(i <= (int) agemax)      } /* end of individual */
       fprintf(ficresp,"\n");    }  else if(mle==2){
     printf("\n");      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++){
  }          for (ii=1;ii<=nlstate+ndeath;ii++)
              for (j=1;j<=nlstate+ndeath;j++){
   fclose(ficresp);              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);              savm[ii][j]=(ii==j ? 1.0 : 0.0);
   free_vector(pp,1,nlstate);            }
           for(d=0; d<=dh[mi][i]; d++){
 }  /* End of Freq */            newm=savm;
             cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 /************* Waves Concatenation ***************/            for (kk=1; kk<=cptcovage;kk++) {
               cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)            }
 {            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
      Death is a valid wave (if date is known).            savm=oldm;
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i            oldm=newm;
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]          } /* end mult */
      and mw[mi+1][i]. dh depends on stepm.        
      */          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
           /* But now since version 0.9 we anticipate for bias and large stepm.
   int i, mi, m;           * If stepm is larger than one month (smallest stepm) and if the exact delay 
   int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;           * (in months) between two waves is not a multiple of stepm, we rounded to 
 float sum=0.;           * 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
   for(i=1; i<=imx; i++){           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
     mi=0;           * probability in order to take into account the bias as a fraction of the way
     m=firstpass;           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
     while(s[m][i] <= nlstate){           * -stepm/2 to stepm/2 .
       if(s[m][i]>=1)           * For stepm=1 the results are the same as for previous versions of Imach.
         mw[++mi][i]=m;           * For stepm > 1 the results are less biased than in previous versions. 
       if(m >=lastpass)           */
         break;          s1=s[mw[mi][i]][i];
       else          s2=s[mw[mi+1][i]][i];
         m++;          bbh=(double)bh[mi][i]/(double)stepm; 
     }/* end while */          /* bias is positive if real duration
     if (s[m][i] > nlstate){           * is higher than the multiple of stepm and negative otherwise.
       mi++;     /* Death is another wave */           */
       /* if(mi==0)  never been interviewed correctly before death */          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 */
          /* Only death is a correct wave */          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
       mw[mi][i]=m;          /*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 */
     }          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
           /*if(lli ==000.0)*/
     wav[i]=mi;          /*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); */
     if(mi==0)          ipmx +=1;
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);          sw += weight[i];
   }          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         } /* end of wave */
   for(i=1; i<=imx; i++){      } /* end of individual */
     for(mi=1; mi<wav[i];mi++){    }  else if(mle==3){  /* exponential inter-extrapolation */
       if (stepm <=0)      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         dh[mi][i]=1;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       else{        for(mi=1; mi<= wav[i]-1; mi++){
         if (s[mw[mi+1][i]][i] > nlstate) {          for (ii=1;ii<=nlstate+ndeath;ii++)
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);            for (j=1;j<=nlstate+ndeath;j++){
           if(j=0) j=1;  /* Survives at least one month after exam */              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
         }              savm[ii][j]=(ii==j ? 1.0 : 0.0);
         else{            }
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));          for(d=0; d<dh[mi][i]; d++){
           k=k+1;            newm=savm;
           if (j >= jmax) jmax=j;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
           else if (j <= jmin)jmin=j;            for (kk=1; kk<=cptcovage;kk++) {
           sum=sum+j;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
         }            }
         jk= j/stepm;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
         jl= j -jk*stepm;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
         ju= j -(jk+1)*stepm;            savm=oldm;
         if(jl <= -ju)            oldm=newm;
           dh[mi][i]=jk;          } /* end mult */
         else        
           dh[mi][i]=jk+1;          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
         if(dh[mi][i]==0)          /* But now since version 0.9 we anticipate for bias and large stepm.
           dh[mi][i]=1; /* At least one step */           * 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
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,sum/k);           * (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
 /*********** Tricode ****************************/           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
 void tricode(int *Tvar, int **nbcode, int imx)           * -stepm/2 to stepm/2 .
 {           * For stepm=1 the results are the same as for previous versions of Imach.
   int Ndum[80],ij, k, j, i;           * For stepm > 1 the results are less biased than in previous versions. 
   int cptcode=0;           */
   for (k=0; k<79; k++) Ndum[k]=0;          s1=s[mw[mi][i]][i];
   for (k=1; k<=7; k++) ncodemax[k]=0;          s2=s[mw[mi+1][i]][i];
            bbh=(double)bh[mi][i]/(double)stepm; 
   for (j=1; j<=cptcovn; j++) {          /* bias is positive if real duration
     for (i=1; i<=imx; i++) {           * is higher than the multiple of stepm and negative otherwise.
       ij=(int)(covar[Tvar[j]][i]);           */
       Ndum[ij]++;          /* 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 */
       if (ij > cptcode) cptcode=ij;          lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
     }          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
     /*printf("cptcode=%d cptcovn=%d ",cptcode,cptcovn);*/          /*if(lli ==000.0)*/
     for (i=0; i<=cptcode; 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); */
       if(Ndum[i]!=0) ncodemax[j]++;          ipmx +=1;
     }          sw += weight[i];
            ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     ij=1;        } /* end of wave */
     for (i=1; i<=ncodemax[j]; i++) {      } /* end of individual */
       for (k=0; k<=79; k++) {    }else if (mle==4){  /* ml=4 no inter-extrapolation */
         if (Ndum[k] != 0) {      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
           nbcode[Tvar[j]][ij]=k;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
           ij++;        for(mi=1; mi<= wav[i]-1; mi++){
         }          for (ii=1;ii<=nlstate+ndeath;ii++)
         if (ij > ncodemax[j]) break;            for (j=1;j<=nlstate+ndeath;j++){
       }                oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     }              savm[ii][j]=(ii==j ? 1.0 : 0.0);
   }              }
           for(d=0; d<dh[mi][i]; d++){
   }            newm=savm;
             cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 /*********** Health Expectancies ****************/            for (kk=1; kk<=cptcovage;kk++) {
               cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)            }
 {          
   /* Health expectancies */            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   int i, j, nhstepm, hstepm, h;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   double age, agelim,hf;            savm=oldm;
   double ***p3mat;            oldm=newm;
            } /* end mult */
   fprintf(ficreseij,"# Health expectancies\n");        
   fprintf(ficreseij,"# Age");          s1=s[mw[mi][i]][i];
   for(i=1; i<=nlstate;i++)          s2=s[mw[mi+1][i]][i];
     for(j=1; j<=nlstate;j++)          if( s2 > nlstate){ 
       fprintf(ficreseij," %1d-%1d",i,j);            lli=log(out[s1][s2] - savm[s1][s2]);
   fprintf(ficreseij,"\n");          }else{
             lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
   hstepm=1*YEARM; /*  Every j years of age (in month) */          }
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */          ipmx +=1;
           sw += weight[i];
   agelim=AGESUP;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */  /*      printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
     /* nhstepm age range expressed in number of stepm */        } /* end of wave */
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);      } /* end of individual */
     /* Typically if 20 years = 20*12/6=40 stepm */    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
     if (stepm >= YEARM) hstepm=1;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        for(mi=1; mi<= wav[i]-1; mi++){
     /* Computed by stepm unit matrices, product of hstepm matrices, stored          for (ii=1;ii<=nlstate+ndeath;ii++)
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */            for (j=1;j<=nlstate+ndeath;j++){
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);                oldm[ii][j]=(ii==j ? 1.0 : 0.0);
               savm[ii][j]=(ii==j ? 1.0 : 0.0);
             }
     for(i=1; i<=nlstate;i++)          for(d=0; d<dh[mi][i]; d++){
       for(j=1; j<=nlstate;j++)            newm=savm;
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
           eij[i][j][(int)age] +=p3mat[i][j][h];            for (kk=1; kk<=cptcovage;kk++) {
         }              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
                }
     hf=1;          
     if (stepm >= YEARM) hf=stepm/YEARM;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     fprintf(ficreseij,"%.0f",age );                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     for(i=1; i<=nlstate;i++)            savm=oldm;
       for(j=1; j<=nlstate;j++){            oldm=newm;
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);          } /* end mult */
       }        
     fprintf(ficreseij,"\n");          s1=s[mw[mi][i]][i];
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          s2=s[mw[mi+1][i]][i];
   }          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
 }          ipmx +=1;
           sw += weight[i];
 /************ Variance ******************/          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 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)          /*printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]);*/
 {        } /* end of wave */
   /* Variance of health expectancies */      } /* end of individual */
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    } /* End of if */
   double **newm;    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
   double **dnewm,**doldm;    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
   int i, j, nhstepm, hstepm, h;    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
   int k, cptcode;    return -l;
    double *xp;  }
   double **gp, **gm;  
   double ***gradg, ***trgradg;  /*************** log-likelihood *************/
   double ***p3mat;  double funcone( double *x)
   double age,agelim;  {
   int theta;    /* Same as likeli but slower because of a lot of printf and if */
     int i, ii, j, k, mi, d, kk;
    fprintf(ficresvij,"# Covariances of life expectancies\n");    double l, ll[NLSTATEMAX], cov[NCOVMAX];
   fprintf(ficresvij,"# Age");    double **out;
   for(i=1; i<=nlstate;i++)    double lli; /* Individual log likelihood */
     for(j=1; j<=nlstate;j++)    double llt;
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);    int s1, s2;
   fprintf(ficresvij,"\n");    double bbh, survp;
     /*extern weight */
   xp=vector(1,npar);    /* We are differentiating ll according to initial status */
   dnewm=matrix(1,nlstate,1,npar);    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
   doldm=matrix(1,nlstate,1,nlstate);    /*for(i=1;i<imx;i++) 
        printf(" %d\n",s[4][i]);
   hstepm=1*YEARM; /* Every year of age */    */
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    cov[1]=1.;
   agelim = AGESUP;  
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    for(k=1; k<=nlstate; k++) ll[k]=0.;
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */  
     if (stepm >= YEARM) hstepm=1;    for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */      for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      for(mi=1; mi<= wav[i]-1; mi++){
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);        for (ii=1;ii<=nlstate+ndeath;ii++)
     gp=matrix(0,nhstepm,1,nlstate);          for (j=1;j<=nlstate+ndeath;j++){
     gm=matrix(0,nhstepm,1,nlstate);            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
             savm[ii][j]=(ii==j ? 1.0 : 0.0);
     for(theta=1; theta <=npar; theta++){          }
       for(i=1; i<=npar; i++){ /* Computes gradient */        for(d=0; d<dh[mi][i]; d++){
         xp[i] = x[i] + (i==theta ?delti[theta]:0);          newm=savm;
       }          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);            for (kk=1; kk<=cptcovage;kk++) {
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       for(j=1; j<= nlstate; j++){          }
         for(h=0; h<=nhstepm; h++){          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];          savm=oldm;
         }          oldm=newm;
       }        } /* end mult */
            
       for(i=1; i<=npar; i++) /* Computes gradient */        s1=s[mw[mi][i]][i];
         xp[i] = x[i] - (i==theta ?delti[theta]:0);        s2=s[mw[mi+1][i]][i];
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);          bbh=(double)bh[mi][i]/(double)stepm; 
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);        /* bias is positive if real duration
       for(j=1; j<= nlstate; j++){         * is higher than the multiple of stepm and negative otherwise.
         for(h=0; h<=nhstepm; h++){         */
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)        if( s2 > nlstate && (mle <5) ){  /* Jackson */
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];          lli=log(out[s1][s2] - savm[s1][s2]);
         }        } else if (mle==1){
       }          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
       for(j=1; j<= nlstate; j++)        } else if(mle==2){
         for(h=0; h<=nhstepm; h++){          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 */
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];        } else if(mle==3){  /* exponential inter-extrapolation */
         }          lli= (savm[s1][s2]>(double)1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
     } /* End theta */        } else if (mle==4){  /* mle=4 no inter-extrapolation */
           lli=log(out[s1][s2]); /* Original formula */
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);        } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
           lli=log(out[s1][s2]); /* Original formula */
     for(h=0; h<=nhstepm; h++)        } /* End of if */
       for(j=1; j<=nlstate;j++)        ipmx +=1;
         for(theta=1; theta <=npar; theta++)        sw += weight[i];
           trgradg[h][j][theta]=gradg[h][theta][j];        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   /*       printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
     for(i=1;i<=nlstate;i++)        if(globpr){
       for(j=1;j<=nlstate;j++)          fprintf(ficresilk,"%9d %6d %1d %1d %1d %1d %3d %10.6f %6.4f\
         vareij[i][j][(int)age] =0.;   %10.6f %10.6f %10.6f ", \
     for(h=0;h<=nhstepm;h++){                  num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
       for(k=0;k<=nhstepm;k++){                  2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);          for(k=1,llt=0.,l=0.; k<=nlstate; k++){
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);            llt +=ll[k]*gipmx/gsw;
         for(i=1;i<=nlstate;i++)            fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
           for(j=1;j<=nlstate;j++)          }
             vareij[i][j][(int)age] += doldm[i][j];          fprintf(ficresilk," %10.6f\n", -llt);
       }        }
     }      } /* end of wave */
     h=1;    } /* end of individual */
     if (stepm >= YEARM) h=stepm/YEARM;    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
     fprintf(ficresvij,"%.0f ",age );    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
     for(i=1; i<=nlstate;i++)    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
       for(j=1; j<=nlstate;j++){    if(globpr==0){ /* First time we count the contributions and weights */
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);      gipmx=ipmx;
       }      gsw=sw;
     fprintf(ficresvij,"\n");    }
     free_matrix(gp,0,nhstepm,1,nlstate);    return -l;
     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);  char *subdirf(char fileres[])
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  {
   } /* End age */    /* Caution optionfilefiname is hidden */
      strcpy(tmpout,optionfilefiname);
   free_vector(xp,1,npar);    strcat(tmpout,"/"); /* Add to the right */
   free_matrix(doldm,1,nlstate,1,npar);    strcat(tmpout,fileres);
   free_matrix(dnewm,1,nlstate,1,nlstate);    return tmpout;
   }
 }  
   char *subdirf2(char fileres[], char *preop)
 /************ 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)    
 {    strcpy(tmpout,optionfilefiname);
   /* Variance of prevalence limit */    strcat(tmpout,"/");
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    strcat(tmpout,preop);
   double **newm;    strcat(tmpout,fileres);
   double **dnewm,**doldm;    return tmpout;
   int i, j, nhstepm, hstepm;  }
   int k, cptcode;  char *subdirf3(char fileres[], char *preop, char *preop2)
   double *xp;  {
   double *gp, *gm;    
   double **gradg, **trgradg;    strcpy(tmpout,optionfilefiname);
   double age,agelim;    strcat(tmpout,"/");
   int theta;    strcat(tmpout,preop);
        strcat(tmpout,preop2);
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");    strcat(tmpout,fileres);
   fprintf(ficresvpl,"# Age");    return tmpout;
   for(i=1; i<=nlstate;i++)  }
       fprintf(ficresvpl," %1d-%1d",i,i);  
   fprintf(ficresvpl,"\n");  void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
   {
   xp=vector(1,npar);    /* This routine should help understanding what is done with 
   dnewm=matrix(1,nlstate,1,npar);       the selection of individuals/waves and
   doldm=matrix(1,nlstate,1,nlstate);       to check the exact contribution to the likelihood.
         Plotting could be done.
   hstepm=1*YEARM; /* Every year of age */     */
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    int k;
   agelim = AGESUP;  
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    if(*globpri !=0){ /* Just counts and sums, no printings */
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */      strcpy(fileresilk,"ilk"); 
     if (stepm >= YEARM) hstepm=1;      strcat(fileresilk,fileres);
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */      if((ficresilk=fopen(fileresilk,"w"))==NULL) {
     gradg=matrix(1,npar,1,nlstate);        printf("Problem with resultfile: %s\n", fileresilk);
     gp=vector(1,nlstate);        fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
     gm=vector(1,nlstate);      }
       fprintf(ficresilk, "#individual(line's_record) s1 s2 wave# effective_wave# number_of_matrices_product pij weight -2ln(pij)*weight 0pij_x 0pij_(x-stepm) cumulating_loglikeli_by_health_state(reweighted=-2ll*weightXnumber_of_contribs/sum_of_weights) and_total\n");
     for(theta=1; theta <=npar; theta++){      fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
       for(i=1; i<=npar; i++){ /* Computes gradient */      /*  i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
         xp[i] = x[i] + (i==theta ?delti[theta]:0);      for(k=1; k<=nlstate; k++) 
       }        fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);      fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
       for(i=1;i<=nlstate;i++)    }
         gp[i] = prlim[i][i];  
        *fretone=(*funcone)(p);
       for(i=1; i<=npar; i++) /* Computes gradient */    if(*globpri !=0){
         xp[i] = x[i] - (i==theta ?delti[theta]:0);      fclose(ficresilk);
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);      fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
       for(i=1;i<=nlstate;i++)      fflush(fichtm); 
         gm[i] = prlim[i][i];    } 
     return;
       for(i=1;i<=nlstate;i++)  }
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];  
     } /* End theta */  
   /*********** Maximum Likelihood Estimation ***************/
     trgradg =matrix(1,nlstate,1,npar);  
   void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
     for(j=1; j<=nlstate;j++)  {
       for(theta=1; theta <=npar; theta++)    int i,j, iter;
         trgradg[j][theta]=gradg[theta][j];    double **xi;
     double fret;
     for(i=1;i<=nlstate;i++)    double fretone; /* Only one call to likelihood */
       varpl[i][(int)age] =0.;    char filerespow[FILENAMELENGTH];
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);    xi=matrix(1,npar,1,npar);
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);    for (i=1;i<=npar;i++)
     for(i=1;i<=nlstate;i++)      for (j=1;j<=npar;j++)
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */        xi[i][j]=(i==j ? 1.0 : 0.0);
     printf("Powell\n");  fprintf(ficlog,"Powell\n");
     fprintf(ficresvpl,"%.0f ",age );    strcpy(filerespow,"pow"); 
     for(i=1; i<=nlstate;i++)    strcat(filerespow,fileres);
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));    if((ficrespow=fopen(filerespow,"w"))==NULL) {
     fprintf(ficresvpl,"\n");      printf("Problem with resultfile: %s\n", filerespow);
     free_vector(gp,1,nlstate);      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
     free_vector(gm,1,nlstate);    }
     free_matrix(gradg,1,npar,1,nlstate);    fprintf(ficrespow,"# Powell\n# iter -2*LL");
     free_matrix(trgradg,1,nlstate,1,npar);    for (i=1;i<=nlstate;i++)
   } /* End age */      for(j=1;j<=nlstate+ndeath;j++)
         if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
   free_vector(xp,1,npar);    fprintf(ficrespow,"\n");
   free_matrix(doldm,1,nlstate,1,npar);  
   free_matrix(dnewm,1,nlstate,1,nlstate);    powell(p,xi,npar,ftol,&iter,&fret,func);
   
 }    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));
 /***********************************************/  
 /**************** Main Program *****************/  }
 /***********************************************/  
   /**** Computes Hessian and covariance matrix ***/
 /*int main(int argc, char *argv[])*/  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
 int main()  {
 {    double  **a,**y,*x,pd;
     double **hess;
   int i,j, k, n=MAXN,iter,m,size,cptcode, aaa, cptcod;    int i, j,jk;
   double agedeb, agefin,hf;    int *indx;
   double agemin=1.e20, agemax=-1.e20;  
     double hessii(double p[], double delta, int theta, double delti[]);
   double fret;    double hessij(double p[], double delti[], int i, int j);
   double **xi,tmp,delta;    void lubksb(double **a, int npar, int *indx, double b[]) ;
     void ludcmp(double **a, int npar, int *indx, double *d) ;
   double dum; /* Dummy variable */  
   double ***p3mat;    hess=matrix(1,npar,1,npar);
   int *indx;  
   char line[MAXLINE], linepar[MAXLINE];    printf("\nCalculation of the hessian matrix. Wait...\n");
   char title[MAXLINE];    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];    for (i=1;i<=npar;i++){
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];      printf("%d",i);fflush(stdout);
   char filerest[FILENAMELENGTH];      fprintf(ficlog,"%d",i);fflush(ficlog);
   char fileregp[FILENAMELENGTH];      hess[i][i]=hessii(p,ftolhess,i,delti);
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];      /*printf(" %f ",p[i]);*/
   int firstobs=1, lastobs=10;      /*printf(" %lf ",hess[i][i]);*/
   int sdeb, sfin; /* Status at beginning and end */    }
   int c,  h , cpt,l;    
   int ju,jl, mi;    for (i=1;i<=npar;i++) {
   int i1,j1, k1,jk,aa,bb, stepsize;      for (j=1;j<=npar;j++)  {
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;        if (j>i) { 
            printf(".%d%d",i,j);fflush(stdout);
   int hstepm, nhstepm;          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
   double bage, fage, age, agelim, agebase;          hess[i][j]=hessij(p,delti,i,j);
   double ftolpl=FTOL;          hess[j][i]=hess[i][j];    
   double **prlim;          /*printf(" %lf ",hess[i][j]);*/
   double *severity;        }
   double ***param; /* Matrix of parameters */      }
   double  *p;    }
   double **matcov; /* Matrix of covariance */    printf("\n");
   double ***delti3; /* Scale */    fprintf(ficlog,"\n");
   double *delti; /* Scale */  
   double ***eij, ***vareij;    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
   double **varpl; /* Variances of prevalence limits by age */    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
   double *epj, vepp;    
   char version[80]="Imach version 62c, May 1999, INED-EUROREVES ";    a=matrix(1,npar,1,npar);
   char *alph[]={"a","a","b","c","d","e"}, str[4];    y=matrix(1,npar,1,npar);
   char z[1]="c", occ;    x=vector(1,npar);
 #include <sys/time.h>    indx=ivector(1,npar);
 #include <time.h>    for (i=1;i<=npar;i++)
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
   /* long total_usecs;    ludcmp(a,npar,indx,&pd);
   struct timeval start_time, end_time;  
      for (j=1;j<=npar;j++) {
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */      for (i=1;i<=npar;i++) x[i]=0;
       x[j]=1;
       lubksb(a,npar,indx,x);
   printf("\nIMACH, Version 0.63");      for (i=1;i<=npar;i++){ 
   printf("\nEnter the parameter file name: ");        matcov[i][j]=x[i];
       }
 #ifdef windows    }
   scanf("%s",pathtot);  
   getcwd(pathcd, size);    printf("\n#Hessian matrix#\n");
   cutv(path,optionfile,pathtot,'\\');    fprintf(ficlog,"\n#Hessian matrix#\n");
   chdir(path);    for (i=1;i<=npar;i++) { 
   replace(pathc,path);      for (j=1;j<=npar;j++) { 
 #endif        printf("%.3e ",hess[i][j]);
 #ifdef unix        fprintf(ficlog,"%.3e ",hess[i][j]);
   scanf("%s",optionfile);      }
 #endif      printf("\n");
       fprintf(ficlog,"\n");
 /*-------- arguments in the command line --------*/    }
   
   strcpy(fileres,"r");    /* Recompute Inverse */
   strcat(fileres, optionfile);    for (i=1;i<=npar;i++)
       for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
   /*---------arguments file --------*/    ludcmp(a,npar,indx,&pd);
   
   if((ficpar=fopen(optionfile,"r"))==NULL)    {    /*  printf("\n#Hessian matrix recomputed#\n");
     printf("Problem with optionfile %s\n",optionfile);  
     goto end;    for (j=1;j<=npar;j++) {
   }      for (i=1;i<=npar;i++) x[i]=0;
       x[j]=1;
   strcpy(filereso,"o");      lubksb(a,npar,indx,x);
   strcat(filereso,fileres);      for (i=1;i<=npar;i++){ 
   if((ficparo=fopen(filereso,"w"))==NULL) {        y[i][j]=x[i];
     printf("Problem with Output resultfile: %s\n", filereso);goto end;        printf("%.3e ",y[i][j]);
   }        fprintf(ficlog,"%.3e ",y[i][j]);
       }
   /* Reads comments: lines beginning with '#' */      printf("\n");
   while((c=getc(ficpar))=='#' && c!= EOF){      fprintf(ficlog,"\n");
     ungetc(c,ficpar);    }
     fgets(line, MAXLINE, ficpar);    */
     puts(line);  
     fputs(line,ficparo);    free_matrix(a,1,npar,1,npar);
   }    free_matrix(y,1,npar,1,npar);
   ungetc(c,ficpar);    free_vector(x,1,npar);
     free_ivector(indx,1,npar);
   fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncov, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);    free_matrix(hess,1,npar,1,npar);
   printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate,ndeath, maxwav, mle, weightopt,model);  
   fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncov,nlstate,ndeath,maxwav, mle, weightopt,model);  
   }
   covar=matrix(1,NCOVMAX,1,n);      
   if (strlen(model)<=1) cptcovn=0;  /*************** hessian matrix ****************/
   else {  double hessii( double x[], double delta, int theta, double delti[])
     j=0;  {
     j=nbocc(model,'+');    int i;
     cptcovn=j+1;    int l=1, lmax=20;
   }    double k1,k2;
     double p2[NPARMAX+1];
   ncovmodel=2+cptcovn;    double res;
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */    double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
      double fx;
   /* Read guess parameters */    int k=0,kmax=10;
   /* Reads comments: lines beginning with '#' */    double l1;
   while((c=getc(ficpar))=='#' && c!= EOF){  
     ungetc(c,ficpar);    fx=func(x);
     fgets(line, MAXLINE, ficpar);    for (i=1;i<=npar;i++) p2[i]=x[i];
     puts(line);    for(l=0 ; l <=lmax; l++){
     fputs(line,ficparo);      l1=pow(10,l);
   }      delts=delt;
   ungetc(c,ficpar);      for(k=1 ; k <kmax; k=k+1){
          delt = delta*(l1*k);
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);        p2[theta]=x[theta] +delt;
     for(i=1; i <=nlstate; i++)        k1=func(p2)-fx;
     for(j=1; j <=nlstate+ndeath-1; j++){        p2[theta]=x[theta]-delt;
       fscanf(ficpar,"%1d%1d",&i1,&j1);        k2=func(p2)-fx;
       fprintf(ficparo,"%1d%1d",i1,j1);        /*res= (k1-2.0*fx+k2)/delt/delt; */
       printf("%1d%1d",i,j);        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
       for(k=1; k<=ncovmodel;k++){        
         fscanf(ficpar," %lf",&param[i][j][k]);  #ifdef DEBUG
         printf(" %lf",param[i][j][k]);        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(ficparo," %lf",param[i][j][k]);        fprintf(ficlog,"%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
       }  #endif
       fscanf(ficpar,"\n");        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
       printf("\n");        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
       fprintf(ficparo,"\n");          k=kmax;
     }        }
          else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
   npar= (nlstate+ndeath-1)*nlstate*ncovmodel;          k=kmax; l=lmax*10.;
   p=param[1][1];        }
          else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
   /* Reads comments: lines beginning with '#' */          delts=delt;
   while((c=getc(ficpar))=='#' && c!= EOF){        }
     ungetc(c,ficpar);      }
     fgets(line, MAXLINE, ficpar);    }
     puts(line);    delti[theta]=delts;
     fputs(line,ficparo);    return res; 
   }    
   ungetc(c,ficpar);  }
   
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);  double hessij( double x[], double delti[], int thetai,int thetaj)
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */  {
   for(i=1; i <=nlstate; i++){    int i;
     for(j=1; j <=nlstate+ndeath-1; j++){    int l=1, l1, lmax=20;
       fscanf(ficpar,"%1d%1d",&i1,&j1);    double k1,k2,k3,k4,res,fx;
       printf("%1d%1d",i,j);    double p2[NPARMAX+1];
       fprintf(ficparo,"%1d%1d",i1,j1);    int k;
       for(k=1; k<=ncovmodel;k++){  
         fscanf(ficpar,"%le",&delti3[i][j][k]);    fx=func(x);
         printf(" %le",delti3[i][j][k]);    for (k=1; k<=2; k++) {
         fprintf(ficparo," %le",delti3[i][j][k]);      for (i=1;i<=npar;i++) p2[i]=x[i];
       }      p2[thetai]=x[thetai]+delti[thetai]/k;
       fscanf(ficpar,"\n");      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
       printf("\n");      k1=func(p2)-fx;
       fprintf(ficparo,"\n");    
     }      p2[thetai]=x[thetai]+delti[thetai]/k;
   }      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
   delti=delti3[1][1];      k2=func(p2)-fx;
      
   /* Reads comments: lines beginning with '#' */      p2[thetai]=x[thetai]-delti[thetai]/k;
   while((c=getc(ficpar))=='#' && c!= EOF){      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
     ungetc(c,ficpar);      k3=func(p2)-fx;
     fgets(line, MAXLINE, ficpar);    
     puts(line);      p2[thetai]=x[thetai]-delti[thetai]/k;
     fputs(line,ficparo);      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
   }      k4=func(p2)-fx;
   ungetc(c,ficpar);      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
    #ifdef DEBUG
   matcov=matrix(1,npar,1,npar);      printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
   for(i=1; i <=npar; i++){      fprintf(ficlog,"%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
     fscanf(ficpar,"%s",&str);  #endif
     printf("%s",str);    }
     fprintf(ficparo,"%s",str);    return res;
     for(j=1; j <=i; j++){  }
       fscanf(ficpar," %le",&matcov[i][j]);  
       printf(" %.5le",matcov[i][j]);  /************** Inverse of matrix **************/
       fprintf(ficparo," %.5le",matcov[i][j]);  void ludcmp(double **a, int n, int *indx, double *d) 
     }  { 
     fscanf(ficpar,"\n");    int i,imax,j,k; 
     printf("\n");    double big,dum,sum,temp; 
     fprintf(ficparo,"\n");    double *vv; 
   }   
   for(i=1; i <=npar; i++)    vv=vector(1,n); 
     for(j=i+1;j<=npar;j++)    *d=1.0; 
       matcov[i][j]=matcov[j][i];    for (i=1;i<=n;i++) { 
          big=0.0; 
   printf("\n");      for (j=1;j<=n;j++) 
         if ((temp=fabs(a[i][j])) > big) big=temp; 
       if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
    if(mle==1){      vv[i]=1.0/big; 
     /*-------- data file ----------*/    } 
     if((ficres =fopen(fileres,"w"))==NULL) {    for (j=1;j<=n;j++) { 
       printf("Problem with resultfile: %s\n", fileres);goto end;      for (i=1;i<j;i++) { 
     }        sum=a[i][j]; 
     fprintf(ficres,"#%s\n",version);        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
            a[i][j]=sum; 
     if((fic=fopen(datafile,"r"))==NULL)    {      } 
       printf("Problem with datafile: %s\n", datafile);goto end;      big=0.0; 
     }      for (i=j;i<=n;i++) { 
         sum=a[i][j]; 
     n= lastobs;        for (k=1;k<j;k++) 
     severity = vector(1,maxwav);          sum -= a[i][k]*a[k][j]; 
     outcome=imatrix(1,maxwav+1,1,n);        a[i][j]=sum; 
     num=ivector(1,n);        if ( (dum=vv[i]*fabs(sum)) >= big) { 
     moisnais=vector(1,n);          big=dum; 
     annais=vector(1,n);          imax=i; 
     moisdc=vector(1,n);        } 
     andc=vector(1,n);      } 
     agedc=vector(1,n);      if (j != imax) { 
     cod=ivector(1,n);        for (k=1;k<=n;k++) { 
     weight=vector(1,n);          dum=a[imax][k]; 
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */          a[imax][k]=a[j][k]; 
     mint=matrix(1,maxwav,1,n);          a[j][k]=dum; 
     anint=matrix(1,maxwav,1,n);        } 
     s=imatrix(1,maxwav+1,1,n);        *d = -(*d); 
     adl=imatrix(1,maxwav+1,1,n);            vv[imax]=vv[j]; 
     tab=ivector(1,NCOVMAX);      } 
     ncodemax=ivector(1,8);      indx[j]=imax; 
       if (a[j][j] == 0.0) a[j][j]=TINY; 
     i=1;      if (j != n) { 
     while (fgets(line, MAXLINE, fic) != NULL)    {        dum=1.0/(a[j][j]); 
       if ((i >= firstobs) && (i <=lastobs)) {        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
              } 
         for (j=maxwav;j>=1;j--){    } 
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);    free_vector(vv,1,n);  /* Doesn't work */
           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);  
         }  void lubksb(double **a, int n, int *indx, double b[]) 
          { 
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);    int i,ii=0,ip,j; 
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);    double sum; 
    
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);    for (i=1;i<=n;i++) { 
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);      ip=indx[i]; 
       sum=b[ip]; 
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);      b[ip]=b[i]; 
         for (j=ncov;j>=1;j--){      if (ii) 
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
         }      else if (sum) ii=i; 
         num[i]=atol(stra);      b[i]=sum; 
     } 
         /*printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.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]),  (mint[5][i]), (anint[5][i]), (s[5][i]),  (mint[6][i]), (anint[6][i]), (s[6][i]));*/    for (i=n;i>=1;i--) { 
       sum=b[i]; 
         i=i+1;      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
       }      b[i]=sum/a[i][i]; 
     }    } 
   } 
     /*scanf("%d",i);*/  
   imx=i-1; /* Number of individuals */  /************ Frequencies ********************/
   void  freqsummary(char fileres[], int iagemin, int iagemax, int **s, double **agev, int nlstate, int imx, int *Tvaraff, int **nbcode, int *ncodemax,double **mint,double **anint)
   /* Calculation of the number of parameter from char model*/  {  /* Some frequencies */
   Tvar=ivector(1,8);        
        int i, m, jk, k1,i1, j1, bool, z1,z2,j;
   if (strlen(model) >1){    int first;
     j=0;    double ***freq; /* Frequencies */
     j=nbocc(model,'+');    double *pp, **prop;
     cptcovn=j+1;    double pos,posprop, k2, dateintsum=0,k2cpt=0;
        FILE *ficresp;
     strcpy(modelsav,model);    char fileresp[FILENAMELENGTH];
     if (j==0) {    
       cutv(stra,strb,modelsav,'V'); Tvar[1]=atoi(strb);    pp=vector(1,nlstate);
     }    prop=matrix(1,nlstate,iagemin,iagemax+3);
     else {    strcpy(fileresp,"p");
       for(i=j; i>=1;i--){    strcat(fileresp,fileres);
         cutv(stra,strb,modelsav,'+');    if((ficresp=fopen(fileresp,"w"))==NULL) {
         if (strchr(strb,'*')) {      printf("Problem with prevalence resultfile: %s\n", fileresp);
           cutv(strd,strc,strb,'*');      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
           cutv(strb,stre,strc,'V');Tvar[i+1]=ncov+1;      exit(0);
           cutv(strb,strc,strd,'V');    }
           for (k=1; k<=lastobs;k++)    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
             covar[ncov+1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];    j1=0;
         }    
         else {cutv(strd,strc,strb,'V');    j=cptcoveff;
         Tvar[i+1]=atoi(strc);    if (cptcovn<1) {j=1;ncodemax[1]=1;}
         }  
         strcpy(modelsav,stra);      first=1;
       }  
       cutv(strd,strc,stra,'V');    for(k1=1; k1<=j;k1++){
       Tvar[1]=atoi(strc);      for(i1=1; i1<=ncodemax[k1];i1++){
     }        j1++;
   }        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
   /*printf("tvar=%d ",Tvar[1]);          scanf("%d", i);*/
   scanf("%d ",i);*/        for (i=-1; i<=nlstate+ndeath; i++)  
     fclose(fic);          for (jk=-1; jk<=nlstate+ndeath; jk++)  
             for(m=iagemin; m <= iagemax+3; m++)
     if (weightopt != 1) { /* Maximisation without weights*/              freq[i][jk][m]=0;
       for(i=1;i<=n;i++) weight[i]=1.0;  
     }      for (i=1; i<=nlstate; i++)  
     /*-calculation of age at interview from date of interview and age at death -*/        for(m=iagemin; m <= iagemax+3; m++)
     agev=matrix(1,maxwav,1,imx);          prop[i][m]=0;
            
     for (i=1; i<=imx; i++)  {        dateintsum=0;
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);        k2cpt=0;
       for(m=1; (m<= maxwav); m++){        for (i=1; i<=imx; i++) {
         if(s[m][i] >0){          bool=1;
           if (s[m][i] == nlstate+1) {          if  (cptcovn>0) {
             if(agedc[i]>0)            for (z1=1; z1<=cptcoveff; z1++) 
               if(moisdc[i]!=99 && andc[i]!=9999)              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
               agev[m][i]=agedc[i];                bool=0;
             else{          }
               printf("Warning negative age at death: %d line:%d\n",num[i],i);          if (bool==1){
               agev[m][i]=-1;            for(m=firstpass; m<=lastpass; m++){
             }              k2=anint[m][i]+(mint[m][i]/12.);
           }              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
           else if(s[m][i] !=9){ /* Should no more exist */                if(agev[m][i]==0) agev[m][i]=iagemax+1;
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);                if(agev[m][i]==1) agev[m][i]=iagemax+2;
             if(mint[m][i]==99 || anint[m][i]==9999)                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
               agev[m][i]=1;                if (m<lastpass) {
             else if(agev[m][i] <agemin){                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
               agemin=agev[m][i];                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[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){                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
               agemax=agev[m][i];                  dateintsum=dateintsum+k2;
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/                  k2cpt++;
             }                }
             /*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;        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
           }  
         }        if  (cptcovn>0) {
         else /*= 0 Unknown */          fprintf(ficresp, "\n#********** Variable "); 
           agev[m][i]=1;          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
       }          fprintf(ficresp, "**********\n#");
            }
     }        for(i=1; i<=nlstate;i++) 
     for (i=1; i<=imx; i++)  {          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
       for(m=1; (m<= maxwav); m++){        fprintf(ficresp, "\n");
         if (s[m][i] > (nlstate+ndeath)) {        
           printf("Error: Wrong value in nlstate or ndeath\n");          for(i=iagemin; i <= iagemax+3; i++){
           goto end;          if(i==iagemax+3){
         }            fprintf(ficlog,"Total");
       }          }else{
     }            if(first==1){
               first=0;
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);              printf("See log file for details...\n");
             }
     free_vector(severity,1,maxwav);            fprintf(ficlog,"Age %d", i);
     free_imatrix(outcome,1,maxwav+1,1,n);          }
     free_vector(moisnais,1,n);          for(jk=1; jk <=nlstate ; jk++){
     free_vector(annais,1,n);            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
     free_matrix(mint,1,maxwav,1,n);              pp[jk] += freq[jk][m][i]; 
     free_matrix(anint,1,maxwav,1,n);          }
     free_vector(moisdc,1,n);          for(jk=1; jk <=nlstate ; jk++){
     free_vector(andc,1,n);            for(m=-1, pos=0; m <=0 ; m++)
               pos += freq[jk][m][i];
                if(pp[jk]>=1.e-10){
     wav=ivector(1,imx);              if(first==1){
     dh=imatrix(1,lastpass-firstpass+1,1,imx);              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
     mw=imatrix(1,lastpass-firstpass+1,1,imx);              }
                  fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
     /* Concatenates waves */            }else{
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);              if(first==1)
                 printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
               fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
 Tcode=ivector(1,100);            }
    nbcode=imatrix(1,nvar,1,8);            }
    ncodemax[1]=1;  
    if (cptcovn > 0) tricode(Tvar,nbcode,imx);          for(jk=1; jk <=nlstate ; jk++){
              for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
    codtab=imatrix(1,100,1,10);              pp[jk] += freq[jk][m][i];
    h=0;          }       
    m=pow(2,cptcovn);          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
              pos += pp[jk];
    for(k=1;k<=cptcovn; k++){            posprop += prop[jk][i];
      for(i=1; i <=(m/pow(2,k));i++){          }
        for(j=1; j <= ncodemax[k]; j++){          for(jk=1; jk <=nlstate ; jk++){
          for(cpt=1; cpt <=(m/pow(2,cptcovn+1-k)); cpt++){            if(pos>=1.e-5){
            h++;              if(first==1)
            if (h>m) h=1;codtab[h][k]=j;                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
          }              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
        }            }else{
      }              if(first==1)
    }                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
               fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
    /*for(i=1; i <=m ;i++){            }
      for(k=1; k <=cptcovn; k++){            if( i <= iagemax){
        printf("i=%d k=%d %d ",i,k,codtab[i][k]);              if(pos>=1.e-5){
      }                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
      printf("\n");                /*probs[i][jk][j1]= pp[jk]/pos;*/
    }*/                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
    /*scanf("%d",i);*/              }
                  else
    /* Calculates basic frequencies. Computes observed prevalence at single age                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
        and prints on file fileres'p'. */            }
   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);          }
           
           for(jk=-1; jk <=nlstate+ndeath; jk++)
   /*scanf("%d ",i);*/            for(m=-1; m <=nlstate+ndeath; m++)
               if(freq[jk][m][i] !=0 ) {
               if(first==1)
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */              }
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          if(i <= iagemax)
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */            fprintf(ficresp,"\n");
              if(first==1)
     /* For Powell, parameters are in a vector p[] starting at p[1]            printf("Others in log...\n");
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */          fprintf(ficlog,"\n");
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */        }
          }
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);    }
     dateintmean=dateintsum/k2cpt; 
       
     /*--------- results files --------------*/    fclose(ficresp);
     fprintf(ficres,"\ntitle=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate, ndeath, maxwav, mle,weightopt,model);    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
        free_vector(pp,1,nlstate);
    jk=1;    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
    fprintf(ficres,"# Parameters\n");    /* End of Freq */
    printf("# Parameters\n");  }
    for(i=1,jk=1; i <=nlstate; i++){  
      for(k=1; k <=(nlstate+ndeath); k++){  /************ Prevalence ********************/
        if (k != i)  void prevalence(double ***probs, double agemin, double agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, int firstpass, int lastpass)
          {  {  
            printf("%d%d ",i,k);    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
            fprintf(ficres,"%1d%1d ",i,k);       in each health status at the date of interview (if between dateprev1 and dateprev2).
            for(j=1; j <=ncovmodel; j++){       We still use firstpass and lastpass as another selection.
              printf("%f ",p[jk]);    */
              fprintf(ficres,"%f ",p[jk]);   
              jk++;    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
            }    double ***freq; /* Frequencies */
            printf("\n");    double *pp, **prop;
            fprintf(ficres,"\n");    double pos,posprop; 
          }    double  y2; /* in fractional years */
      }    int iagemin, iagemax;
    }  
     iagemin= (int) agemin;
     /* Computing hessian and covariance matrix */    iagemax= (int) agemax;
     ftolhess=ftol; /* Usually correct */    /*pp=vector(1,nlstate);*/
     hesscov(matcov, p, npar, delti, ftolhess, func);    prop=matrix(1,nlstate,iagemin,iagemax+3); 
     fprintf(ficres,"# Scales\n");    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
     printf("# Scales\n");    j1=0;
      for(i=1,jk=1; i <=nlstate; i++){    
       for(j=1; j <=nlstate+ndeath; j++){    j=cptcoveff;
         if (j!=i) {    if (cptcovn<1) {j=1;ncodemax[1]=1;}
           fprintf(ficres,"%1d%1d",i,j);    
           printf("%1d%1d",i,j);    for(k1=1; k1<=j;k1++){
           for(k=1; k<=ncovmodel;k++){      for(i1=1; i1<=ncodemax[k1];i1++){
             printf(" %.5e",delti[jk]);        j1++;
             fprintf(ficres," %.5e",delti[jk]);        
             jk++;        for (i=1; i<=nlstate; i++)  
           }          for(m=iagemin; m <= iagemax+3; m++)
           printf("\n");            prop[i][m]=0.0;
           fprintf(ficres,"\n");       
         }        for (i=1; i<=imx; i++) { /* Each individual */
       }          bool=1;
       }          if  (cptcovn>0) {
                for (z1=1; z1<=cptcoveff; z1++) 
     k=1;              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
     fprintf(ficres,"# Covariance\n");                bool=0;
     printf("# Covariance\n");          } 
     for(i=1;i<=npar;i++){          if (bool==1) { 
       /*  if (k>nlstate) k=1;            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
       i1=(i-1)/(ncovmodel*nlstate)+1;              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
       printf("%s%d%d",alph[k],i1,tab[i]);*/                if(agev[m][i]==0) agev[m][i]=iagemax+1;
       fprintf(ficres,"%3d",i);                if(agev[m][i]==1) agev[m][i]=iagemax+2;
       printf("%3d",i);                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(j=1; j<=i;j++){                if (s[m][i]>0 && s[m][i]<=nlstate) { 
         fprintf(ficres," %.5e",matcov[i][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]]);*/
         printf(" %.5e",matcov[i][j]);                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
       }                  prop[s[m][i]][iagemax+3] += weight[i]; 
       fprintf(ficres,"\n");                } 
       printf("\n");              }
       k++;            } /* end selection of waves */
     }          }
            }
     while((c=getc(ficpar))=='#' && c!= EOF){        for(i=iagemin; i <= iagemax+3; i++){  
       ungetc(c,ficpar);          
       fgets(line, MAXLINE, ficpar);          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
       puts(line);            posprop += prop[jk][i]; 
       fputs(line,ficparo);          } 
     }  
     ungetc(c,ficpar);          for(jk=1; jk <=nlstate ; jk++){     
              if( i <=  iagemax){ 
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);              if(posprop>=1.e-5){ 
                    probs[i][jk][j1]= prop[jk][i]/posprop;
     if (fage <= 2) {              } 
       bage = agemin;            } 
       fage = agemax;          }/* end jk */ 
     }        }/* end i */ 
       } /* end i1 */
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");    } /* end k1 */
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);    
 /*------------ gnuplot -------------*/    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
 chdir(pathcd);    /*free_vector(pp,1,nlstate);*/
   if((ficgp=fopen("graph.plt","w"))==NULL) {    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
     printf("Problem with file graph.gp");goto end;  }  /* End of prevalence */
   }  
 #ifdef windows  /************* Waves Concatenation ***************/
   fprintf(ficgp,"cd \"%s\" \n",pathc);  
 #endif  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)
 m=pow(2,cptcovn);  {
      /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
  /* 1eme*/       Death is a valid wave (if date is known).
   for (cpt=1; cpt<= nlstate ; cpt ++) {       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
    for (k1=1; k1<= m ; k1 ++) {       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.
 #ifdef windows       */
     fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",agemin,fage,fileres,k1-1,k1-1);  
 #endif    int i, mi, m;
 #ifdef unix    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);       double sum=0., jmean=0.;*/
 #endif    int first;
     int j, k=0,jk, ju, jl;
 for (i=1; i<= nlstate ; i ++) {    double sum=0.;
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    first=0;
   else fprintf(ficgp," \%%*lf (\%%*lf)");    jmin=1e+5;
 }    jmax=-1;
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);    jmean=0.;
     for (i=1; i<= nlstate ; i ++) {    for(i=1; i<=imx; i++){
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");      mi=0;
   else fprintf(ficgp," \%%*lf (\%%*lf)");      m=firstpass;
 }      while(s[m][i] <= nlstate){
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);        if(s[m][i]>=1)
      for (i=1; i<= nlstate ; i ++) {          mw[++mi][i]=m;
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");        if(m >=lastpass)
   else fprintf(ficgp," \%%*lf (\%%*lf)");          break;
 }          else
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));          m++;
 #ifdef unix      }/* end while */
 fprintf(ficgp,"\nset ter gif small size 400,300");      if (s[m][i] > nlstate){
 #endif        mi++;     /* Death is another wave */
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);        /* if(mi==0)  never been interviewed correctly before death */
    }           /* Only death is a correct wave */
   }        mw[mi][i]=m;
   /*2 eme*/      }
   
   for (k1=1; k1<= m ; k1 ++) {      wav[i]=mi;
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);      if(mi==0){
            nbwarn++;
     for (i=1; i<= nlstate+1 ; i ++) {        if(first==0){
       k=2*i;          printf("Warning! None valid information for:%ld line=%d (skipped) and may be others, see log file\n",num[i],i);
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);          first=1;
       for (j=1; j<= nlstate+1 ; j ++) {        }
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");        if(first==1){
   else fprintf(ficgp," \%%*lf (\%%*lf)");          fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
 }          }
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");      } /* end mi==0 */
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);    } /* End individuals */
     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 ++) {    for(i=1; i<=imx; i++){
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");      for(mi=1; mi<wav[i];mi++){
         else fprintf(ficgp," \%%*lf (\%%*lf)");        if (stepm <=0)
 }            dh[mi][i]=1;
       fprintf(ficgp,"\" t\"\" w l 0,");        else{
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
       for (j=1; j<= nlstate+1 ; j ++) {            if (agedc[i] < 2*AGESUP) {
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");              j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
   else fprintf(ficgp," \%%*lf (\%%*lf)");              if(j==0) j=1;  /* Survives at least one month after exam */
 }                else if(j<0){
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");                nberr++;
       else fprintf(ficgp,"\" t\"\" w l 0,");                printf("Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
     }                j=1; /* Temporary Dangerous patch */
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);                printf("   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview.\n  You MUST fix the contradiction between dates.\n",stepm);
   }                fprintf(ficlog,"Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
                  fprintf(ficlog,"   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview.\n  You MUST fix the contradiction between dates.\n",stepm);
   /*3eme*/              }
               k=k+1;
    for (k1=1; k1<= m ; k1 ++) {              if (j >= jmax) jmax=j;
     for (cpt=1; cpt<= nlstate ; cpt ++) {              if (j <= jmin) jmin=j;
       k=2+nlstate*(cpt-1);              sum=sum+j;
       fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",agemin,fage,fileres,k1-1,k1-1,k,cpt);              /*if (j<0) printf("j=%d num=%d \n",j,i);*/
       for (i=1; i< nlstate ; i ++) {              /*    printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
         fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",fileres,k1-1,k1-1,k+i,cpt,i+1);            }
       }          }
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);          else{
     }            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
    }            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
              k=k+1;
   /* CV preval stat */            if (j >= jmax) jmax=j;
     for (k1=1; k1<= m ; k1 ++) {            else if (j <= jmin)jmin=j;
     for (cpt=1; cpt<nlstate ; cpt ++) {            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
       k=3;            /*printf("%d %lf %d %d %d\n", i,agev[mw[mi][i]][i],j,s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);*/
       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);            if(j<0){
       for (i=1; i< nlstate ; i ++)              nberr++;
         fprintf(ficgp,"+$%d",k+i+1);              printf("Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);              fprintf(ficlog,"Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
                  }
       l=3+(nlstate+ndeath)*cpt;            sum=sum+j;
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);          }
       for (i=1; i< nlstate ; i ++) {          jk= j/stepm;
         l=3+(nlstate+ndeath)*cpt;          jl= j -jk*stepm;
         fprintf(ficgp,"+$%d",l+i+1);          ju= j -(jk+1)*stepm;
       }          if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);              if(jl==0){
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);              dh[mi][i]=jk;
     }              bh[mi][i]=0;
   }            }else{ /* We want a negative bias in order to only have interpolation ie
                      * at the price of an extra matrix product in likelihood */
   /* proba elementaires */              dh[mi][i]=jk+1;
   for(i=1,jk=1; i <=nlstate; i++){              bh[mi][i]=ju;
     for(k=1; k <=(nlstate+ndeath); k++){            }
       if (k != i) {          }else{
         /*  fprintf(ficgp,"%1d%1d ",i,k);*/            if(jl <= -ju){
         for(j=1; j <=ncovmodel; j++){              dh[mi][i]=jk;
           fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);              bh[mi][i]=jl;       /* bias is positive if real duration
           jk++;                                   * is higher than the multiple of stepm and negative otherwise.
           fprintf(ficgp,"\n");                                   */
         }            }
       }            else{
     }              dh[mi][i]=jk+1;
   }              bh[mi][i]=ju;
   for(jk=1; jk <=m; jk++) {            }
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);            if(dh[mi][i]==0){
   for(i=1; i <=nlstate; i++) {              dh[mi][i]=1; /* At least one step */
     for(k=1; k <=(nlstate+ndeath); k++){              bh[mi][i]=ju; /* At least one step */
       if (k != i) {              /*  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);*/
         fprintf(ficgp," exp(a%d%d+b%d%d*x",i,k,i,k);            }
         for(j=3; j <=ncovmodel; j++)          } /* end if mle */
           fprintf(ficgp,"+%s%d%d*%d",alph[j],i,k,nbcode[Tvar[j-2]][codtab[jk][j-2]]);        }
         fprintf(ficgp,")/(1");      } /* end wave */
         for(k1=1; k1 <=(nlstate+ndeath); k1++)    }
           if (k1 != i) {    jmean=sum/k;
             fprintf(ficgp,"+exp(a%d%d+b%d%d*x",i,k1,i,k1);    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
             for(j=3; j <=ncovmodel; j++)    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
               fprintf(ficgp,"+%s%d%d*%d",alph[j],i,k,nbcode[Tvar[j-2]][codtab[jk][j-2]]);   }
             fprintf(ficgp,")");  
           }  /*********** Tricode ****************************/
         fprintf(ficgp,") t \"p%d%d\" ", i,k);  void tricode(int *Tvar, int **nbcode, int imx)
       if ((i+k)!= (nlstate*2+ndeath)) fprintf(ficgp,",");  {
       }    
     }    int Ndum[20],ij=1, k, j, i, maxncov=19;
   }    int cptcode=0;
 fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);      cptcoveff=0; 
   }   
      for (k=0; k<maxncov; k++) Ndum[k]=0;
  fclose(ficgp);    for (k=1; k<=7; k++) ncodemax[k]=0;
   
     chdir(path);    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
     free_matrix(agev,1,maxwav,1,imx);      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
     free_ivector(wav,1,imx);                                 modality*/ 
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);        Ndum[ij]++; /*store the modality */
            /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
     free_imatrix(s,1,maxwav+1,1,n);        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.*/
     free_ivector(num,1,n);      }
     free_vector(agedc,1,n);  
     free_vector(weight,1,n);      for (i=0; i<=cptcode; i++) {
     /*free_matrix(covar,1,NCOVMAX,1,n);*/        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 */
     fclose(ficparo);      }
     fclose(ficres);  
    }      ij=1; 
          for (i=1; i<=ncodemax[j]; i++) {
    /*________fin mle=1_________*/        for (k=0; k<= maxncov; k++) {
              if (Ndum[k] != 0) {
             nbcode[Tvar[j]][ij]=k; 
              /* store the modality in an array. k is a modality. If we have model=V1+V1*sex then: nbcode[1][1]=0 ; nbcode[1][2]=1; nbcode[2][1]=0 ; nbcode[2][2]=1; */
     /* No more information from the sample is required now */            
   /* Reads comments: lines beginning with '#' */            ij++;
   while((c=getc(ficpar))=='#' && c!= EOF){          }
     ungetc(c,ficpar);          if (ij > ncodemax[j]) break; 
     fgets(line, MAXLINE, ficpar);        }  
     puts(line);      } 
     fputs(line,ficparo);    }  
   }  
   ungetc(c,ficpar);   for (k=0; k< maxncov; k++) Ndum[k]=0;
    
    for (i=1; i<=ncovmodel-2; i++) { 
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);     /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);     ij=Tvar[i];
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);     Ndum[ij]++;
 /*--------- index.htm --------*/   }
   
   if((fichtm=fopen("index.htm","w"))==NULL)    {   ij=1;
     printf("Problem with index.htm \n");goto end;   for (i=1; i<= maxncov; i++) {
   }     if((Ndum[i]!=0) && (i<=ncovcol)){
        Tvaraff[ij]=i; /*For printing */
  fprintf(fichtm,"<body><ul> Imach, Version 0.63<hr> <li>Outputs files<br><br>\n       ij++;
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n     }
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>   }
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>   
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>   cptcoveff=ij-1; /*Number of simple covariates*/
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>  }
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>  
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>  /*********** Health Expectancies ****************/
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>  
         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br><br>",fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);  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 )
   
  fprintf(fichtm," <li>Graphs</li>\n<p>");  {
     /* Health expectancies */
  m=cptcovn;    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}    double age, agelim, hf;
     double ***p3mat,***varhe;
  j1=0;    double **dnewm,**doldm;
  for(k1=1; k1<=m;k1++){    double *xp;
    for(i1=1; i1<=ncodemax[k1];i1++){    double **gp, **gm;
        j1++;    double ***gradg, ***trgradg;
        if (cptcovn > 0) {    int theta;
          fprintf(fichtm,"<hr>************ Results for covariates");  
          for (cpt=1; cpt<=cptcovn;cpt++)    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
            fprintf(fichtm," V%d=%d ",Tvar[cpt],nbcode[Tvar[cpt]][codtab[j1][cpt]]);    xp=vector(1,npar);
          fprintf(fichtm," ************\n<hr>");    dnewm=matrix(1,nlstate*nlstate,1,npar);
        }    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>    
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);        fprintf(ficreseij,"# Health expectancies\n");
        for(cpt=1; cpt<nlstate;cpt++){    fprintf(ficreseij,"# Age");
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>    for(i=1; i<=nlstate;i++)
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);      for(j=1; j<=nlstate;j++)
        }        fprintf(ficreseij," %1d-%1d (SE)",i,j);
     for(cpt=1; cpt<=nlstate;cpt++) {    fprintf(ficreseij,"\n");
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident  
 interval) in state (%d): v%s%d%d.gif <br>    if(estepm < stepm){
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);        printf ("Problem %d lower than %d\n",estepm, stepm);
      }    }
      for(cpt=1; cpt<=nlstate;cpt++) {    else  hstepm=estepm;   
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>    /* We compute the life expectancy from trapezoids spaced every estepm months
 <img src=\"ex%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);     * This is mainly to measure the difference between two models: for example
      }     * if stepm=24 months pijx are given only every 2 years and by summing them
      fprintf(fichtm,"\n<br>- Total life expectancy by age and     * we are calculating an estimate of the Life Expectancy assuming a linear 
 health expectancies in states (1) and (2): e%s%d.gif<br>     * progression in between and thus overestimating or underestimating according
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);     * to the curvature of the survival function. If, for the same date, we 
 fprintf(fichtm,"\n</body>");     * estimate the model with stepm=1 month, we can keep estepm to 24 months
    }     * to compare the new estimate of Life expectancy with the same linear 
  }     * hypothesis. A more precise result, taking into account a more precise
 fclose(fichtm);     * curvature will be obtained if estepm is as small as stepm. */
   
   /*--------------- Prevalence limit --------------*/    /* For example we decided to compute the life expectancy with the smallest unit */
      /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
   strcpy(filerespl,"pl");       nhstepm is the number of hstepm from age to agelim 
   strcat(filerespl,fileres);       nstepm is the number of stepm from age to agelin. 
   if((ficrespl=fopen(filerespl,"w"))==NULL) {       Look at hpijx to understand the reason of that which relies in memory size
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;       and note for a fixed period like estepm months */
   }    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);       survival function given by stepm (the optimization length). Unfortunately it
   fprintf(ficrespl,"#Prevalence limit\n");       means that if the survival funtion is printed only each two years of age and if
   fprintf(ficrespl,"#Age ");       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);       results. So we changed our mind and took the option of the best precision.
   fprintf(ficrespl,"\n");    */
      hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
   prlim=matrix(1,nlstate,1,nlstate);  
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    agelim=AGESUP;
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      /* nhstepm age range expressed in number of stepm */
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
   k=0;      /* if (stepm >= YEARM) hstepm=1;*/
   agebase=agemin;      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
   agelim=agemax;      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   ftolpl=1.e-10;      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
   i1=cptcovn;      gp=matrix(0,nhstepm,1,nlstate*nlstate);
   if (cptcovn < 1){i1=1;}      gm=matrix(0,nhstepm,1,nlstate*nlstate);
   
   for(cptcov=1;cptcov<=i1;cptcov++){      /* Computed by stepm unit matrices, product of hstepm matrices, stored
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
         k=k+1;      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/   
         fprintf(ficrespl,"\n#****** ");  
         for(j=1;j<=cptcovn;j++)      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
           fprintf(ficrespl,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);  
         fprintf(ficrespl,"******\n");      /* Computing Variances of health expectancies */
          
         for (age=agebase; age<=agelim; age++){       for(theta=1; theta <=npar; theta++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);        for(i=1; i<=npar; i++){ 
           fprintf(ficrespl,"%.0f",age );          xp[i] = x[i] + (i==theta ?delti[theta]:0);
           for(i=1; i<=nlstate;i++)        }
           fprintf(ficrespl," %.5f", prlim[i][i]);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
           fprintf(ficrespl,"\n");    
         }        cptj=0;
       }        for(j=1; j<= nlstate; j++){
     }          for(i=1; i<=nlstate; i++){
   fclose(ficrespl);            cptj=cptj+1;
   /*------------- h Pij x at various ages ------------*/            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
                gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);            }
   if((ficrespij=fopen(filerespij,"w"))==NULL) {          }
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;        }
   }       
   printf("Computing pij: result on file '%s' \n", filerespij);       
          for(i=1; i<=npar; i++) 
   stepsize=(int) (stepm+YEARM-1)/YEARM;          xp[i] = x[i] - (i==theta ?delti[theta]:0);
   if (stepm<=24) stepsize=2;        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         
   agelim=AGESUP;        cptj=0;
   hstepm=stepsize*YEARM; /* Every year of age */        for(j=1; j<= nlstate; j++){
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */          for(i=1;i<=nlstate;i++){
              cptj=cptj+1;
   k=0;            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
   for(cptcov=1;cptcov<=i1;cptcov++){  
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){              gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
       k=k+1;            }
         fprintf(ficrespij,"\n#****** ");          }
         for(j=1;j<=cptcovn;j++)        }
           fprintf(ficrespij,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);        for(j=1; j<= nlstate*nlstate; j++)
         fprintf(ficrespij,"******\n");          for(h=0; h<=nhstepm-1; h++){
                    gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
         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 */     
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  /* End theta */
           oldm=oldms;savm=savms;  
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);         trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
           fprintf(ficrespij,"# Age");  
           for(i=1; i<=nlstate;i++)       for(h=0; h<=nhstepm-1; h++)
             for(j=1; j<=nlstate+ndeath;j++)        for(j=1; j<=nlstate*nlstate;j++)
               fprintf(ficrespij," %1d-%1d",i,j);          for(theta=1; theta <=npar; theta++)
           fprintf(ficrespij,"\n");            trgradg[h][j][theta]=gradg[h][theta][j];
           for (h=0; h<=nhstepm; h++){       
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );  
             for(i=1; i<=nlstate;i++)       for(i=1;i<=nlstate*nlstate;i++)
               for(j=1; j<=nlstate+ndeath;j++)        for(j=1;j<=nlstate*nlstate;j++)
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);          varhe[i][j][(int)age] =0.;
             fprintf(ficrespij,"\n");  
           }       printf("%d|",(int)age);fflush(stdout);
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
           fprintf(ficrespij,"\n");       for(h=0;h<=nhstepm-1;h++){
         }        for(k=0;k<=nhstepm-1;k++){
     }          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
   }          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
           for(i=1;i<=nlstate*nlstate;i++)
   fclose(ficrespij);            for(j=1;j<=nlstate*nlstate;j++)
               varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
   /*---------- Health expectancies and variances ------------*/        }
       }
   strcpy(filerest,"t");      /* Computing expectancies */
   strcat(filerest,fileres);      for(i=1; i<=nlstate;i++)
   if((ficrest=fopen(filerest,"w"))==NULL) {        for(j=1; j<=nlstate;j++)
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
   }            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
   printf("Computing Total LEs with variances: file '%s' \n", filerest);            
   /* 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]);*/
   
   strcpy(filerese,"e");          }
   strcat(filerese,fileres);  
   if((ficreseij=fopen(filerese,"w"))==NULL) {      fprintf(ficreseij,"%3.0f",age );
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);      cptj=0;
   }      for(i=1; i<=nlstate;i++)
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);        for(j=1; j<=nlstate;j++){
           cptj++;
  strcpy(fileresv,"v");          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
   strcat(fileresv,fileres);        }
   if((ficresvij=fopen(fileresv,"w"))==NULL) {      fprintf(ficreseij,"\n");
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);     
   }      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);      free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
       free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
   k=0;      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
   for(cptcov=1;cptcov<=i1;cptcov++){      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    }
       k=k+1;    printf("\n");
       fprintf(ficrest,"\n#****** ");    fprintf(ficlog,"\n");
       for(j=1;j<=cptcovn;j++)  
         fprintf(ficrest,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);    free_vector(xp,1,npar);
       fprintf(ficrest,"******\n");    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
     free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
       fprintf(ficreseij,"\n#****** ");    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
       for(j=1;j<=cptcovn;j++)  }
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);  
       fprintf(ficreseij,"******\n");  /************ 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(ficresvij,"\n#****** ");  {
       for(j=1;j<=cptcovn;j++)    /* Variance of health expectancies */
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
       fprintf(ficresvij,"******\n");    /* double **newm;*/
     double **dnewm,**doldm;
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);    double **dnewmp,**doldmp;
       oldm=oldms;savm=savms;    int i, j, nhstepm, hstepm, h, nstepm ;
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);      int k, cptcode;
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);    double *xp;
       oldm=oldms;savm=savms;    double **gp, **gm;  /* for var eij */
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);    double ***gradg, ***trgradg; /*for var eij */
          double **gradgp, **trgradgp; /* for var p point j */
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");    double *gpp, *gmp; /* for var p point j */
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
       fprintf(ficrest,"\n");    double ***p3mat;
            double age,agelim, hf;
       hf=1;    double ***mobaverage;
       if (stepm >= YEARM) hf=stepm/YEARM;    int theta;
       epj=vector(1,nlstate+1);    char digit[4];
       for(age=bage; age <=fage ;age++){    char digitp[25];
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);  
         fprintf(ficrest," %.0f",age);    char fileresprobmorprev[FILENAMELENGTH];
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){  
           for(i=1, epj[j]=0.;i <=nlstate;i++) {    if(popbased==1){
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];      if(mobilav!=0)
           }        strcpy(digitp,"-populbased-mobilav-");
           epj[nlstate+1] +=epj[j];      else strcpy(digitp,"-populbased-nomobil-");
         }    }
         for(i=1, vepp=0.;i <=nlstate;i++)    else 
           for(j=1;j <=nlstate;j++)      strcpy(digitp,"-stablbased-");
             vepp += vareij[i][j][(int)age];  
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));    if (mobilav!=0) {
         for(j=1;j <=nlstate;j++){      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
         }        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         fprintf(ficrest,"\n");        printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }      }
     }    }
   }  
            strcpy(fileresprobmorprev,"prmorprev"); 
  fclose(ficreseij);    sprintf(digit,"%-d",ij);
  fclose(ficresvij);    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
   fclose(ficrest);    strcat(fileresprobmorprev,digit); /* Tvar to be done */
   fclose(ficpar);    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
   free_vector(epj,1,nlstate+1);    strcat(fileresprobmorprev,fileres);
   /*scanf("%d ",i); */    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobmorprev);
   /*------- Variance limit prevalence------*/        fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
     }
 strcpy(fileresvpl,"vpl");    printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
   strcat(fileresvpl,fileres);    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {    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);
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
     exit(0);    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
   }      fprintf(ficresprobmorprev," p.%-d SE",j);
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);      for(i=1; i<=nlstate;i++)
         fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
  k=0;    }  
  for(cptcov=1;cptcov<=i1;cptcov++){    fprintf(ficresprobmorprev,"\n");
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    fprintf(ficgp,"\n# Routine varevsij");
      k=k+1;    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(ficresvpl,"\n#****** ");    fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
      for(j=1;j<=cptcovn;j++)  /*   } */
        fprintf(ficresvpl,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
      fprintf(ficresvpl,"******\n");  
          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");
      varpl=matrix(1,nlstate,(int) bage, (int) fage);    fprintf(ficresvij,"# Age");
      oldm=oldms;savm=savms;    for(i=1; i<=nlstate;i++)
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);      for(j=1; j<=nlstate;j++)
    }        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
  }    fprintf(ficresvij,"\n");
   
   fclose(ficresvpl);    xp=vector(1,npar);
     dnewm=matrix(1,nlstate,1,npar);
   /*---------- End : free ----------------*/    doldm=matrix(1,nlstate,1,nlstate);
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
      doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);  
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
      gpp=vector(nlstate+1,nlstate+ndeath);
      gmp=vector(nlstate+1,nlstate+ndeath);
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);    
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);    if(estepm < stepm){
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);      printf ("Problem %d lower than %d\n",estepm, stepm);
      }
   free_matrix(matcov,1,npar,1,npar);    else  hstepm=estepm;   
   free_vector(delti,1,npar);    /* 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. 
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);       nhstepm is the number of hstepm from age to agelim 
        nstepm is the number of stepm from age to agelin. 
   printf("End of Imach\n");       Look at hpijx to understand the reason of that which relies in memory size
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */       and note for a fixed period like k years */
      /* We decided (b) to get a life expectancy respecting the most precise curvature of the
   /* printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);*/       survival function given by stepm (the optimization length). Unfortunately it
   /*printf("Total time was %d uSec.\n", total_usecs);*/       means that if the survival funtion is printed every two years of age and if
   /*------ End -----------*/       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.
  end:    */
 #ifdef windows    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
  chdir(pathcd);    agelim = AGESUP;
 #endif    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
  system("wgnuplot graph.plt");      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 */
 #ifdef windows      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   while (z[0] != 'q') {      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
     chdir(pathcd);      gp=matrix(0,nhstepm,1,nlstate);
     printf("\nType e to edit output files, c to start again, and q for exiting: ");      gm=matrix(0,nhstepm,1,nlstate);
     scanf("%s",z);  
     if (z[0] == 'c') system("./imach");  
     else if (z[0] == 'e') {      for(theta=1; theta <=npar; theta++){
       chdir(path);        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
       system("index.htm");          xp[i] = x[i] + (i==theta ?delti[theta]:0);
     }        }
     else if (z[0] == 'q') exit(0);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
   }        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 #endif  
 }        if (popbased==1) {
           if(mobilav ==0){
             for(i=1; i<=nlstate;i++)
               prlim[i][i]=probs[(int)age][i][ij];
           }else{ /* mobilav */ 
             for(i=1; i<=nlstate;i++)
               prlim[i][i]=mobaverage[(int)age][i][ij];
           }
         }
     
         for(j=1; j<= nlstate; j++){
           for(h=0; h<=nhstepm; h++){
             for(i=1, gp[h][j]=0.;i<=nlstate;i++)
               gp[h][j] += prlim[i][i]*p3mat[i][j][h];
           }
         }
         /* This for computing probability of death (h=1 means
            computed over hstepm matrices product = hstepm*stepm months) 
            as a weighted average of prlim.
         */
         for(j=nlstate+1;j<=nlstate+ndeath;j++){
           for(i=1,gpp[j]=0.; i<= nlstate; i++)
             gpp[j] += prlim[i][i]*p3mat[i][j][1];
         }    
         /* end probability of death */
   
         for(i=1; i<=npar; i++) /* Computes gradient x - delta */
           xp[i] = x[i] - (i==theta ?delti[theta]:0);
         hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
    
         if (popbased==1) {
           if(mobilav ==0){
             for(i=1; i<=nlstate;i++)
               prlim[i][i]=probs[(int)age][i][ij];
           }else{ /* mobilav */ 
             for(i=1; i<=nlstate;i++)
               prlim[i][i]=mobaverage[(int)age][i][ij];
           }
         }
   
         for(j=1; j<= nlstate; j++){
           for(h=0; h<=nhstepm; h++){
             for(i=1, gm[h][j]=0.;i<=nlstate;i++)
               gm[h][j] += prlim[i][i]*p3mat[i][j][h];
           }
         }
         /* This for computing probability of death (h=1 means
            computed over hstepm matrices product = hstepm*stepm months) 
            as a weighted average of prlim.
         */
         for(j=nlstate+1;j<=nlstate+ndeath;j++){
           for(i=1,gmp[j]=0.; i<= nlstate; i++)
            gmp[j] += prlim[i][i]*p3mat[i][j][1];
         }    
         /* end probability of death */
   
         for(j=1; j<= nlstate; j++) /* vareij */
           for(h=0; h<=nhstepm; h++){
             gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
           }
   
         for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
           gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
         }
   
       } /* End theta */
   
       trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
   
       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];
   
       for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
         for(theta=1; theta <=npar; theta++)
           trgradgp[j][theta]=gradgp[theta][j];
     
   
       hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
       for(i=1;i<=nlstate;i++)
         for(j=1;j<=nlstate;j++)
           vareij[i][j][(int)age] =0.;
   
       for(h=0;h<=nhstepm;h++){
         for(k=0;k<=nhstepm;k++){
           matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
           matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
           for(i=1;i<=nlstate;i++)
             for(j=1;j<=nlstate;j++)
               vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
         }
       }
     
       /* pptj */
       matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
       matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
       for(j=nlstate+1;j<=nlstate+ndeath;j++)
         for(i=nlstate+1;i<=nlstate+ndeath;i++)
           varppt[j][i]=doldmp[j][i];
       /* end ppptj */
       /*  x centered again */
       hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
       prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
    
       if (popbased==1) {
         if(mobilav ==0){
           for(i=1; i<=nlstate;i++)
             prlim[i][i]=probs[(int)age][i][ij];
         }else{ /* mobilav */ 
           for(i=1; i<=nlstate;i++)
             prlim[i][i]=mobaverage[(int)age][i][ij];
         }
       }
                
       /* This for computing probability of death (h=1 means
          computed over hstepm (estepm) matrices product = hstepm*stepm months) 
          as a weighted average of prlim.
       */
       for(j=nlstate+1;j<=nlstate+ndeath;j++){
         for(i=1,gmp[j]=0.;i<= nlstate; i++) 
           gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
       }    
       /* end probability of death */
   
       fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
       for(j=nlstate+1; j<=(nlstate+ndeath);j++){
         fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
         for(i=1; i<=nlstate;i++){
           fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
         }
       } 
       fprintf(ficresprobmorprev,"\n");
   
       fprintf(ficresvij,"%.0f ",age );
       for(i=1; i<=nlstate;i++)
         for(j=1; j<=nlstate;j++){
           fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
         }
       fprintf(ficresvij,"\n");
       free_matrix(gp,0,nhstepm,1,nlstate);
       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);
       free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     } /* End age */
     free_vector(gpp,nlstate+1,nlstate+ndeath);
     free_vector(gmp,nlstate+1,nlstate+ndeath);
     free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
     free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
     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 */
     fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
   /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
   /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
   /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
     fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
     fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
     fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",subdirf(fileresprobmorprev));
     fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev));
     fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"%s%s.png\"> <br>\n", estepm,subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
     /*  fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months and then divided by estepm and multiplied by %.0f in order to have the probability to die over a year <br> <img src=\"varmuptjgr%s%s.png\"> <br>\n", stepm,YEARM,digitp,digit);
   */
   /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
     fprintf(ficgp,"\nset out \"%s%s.png\";replot;\n",subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
   
     free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,nlstate);
     free_matrix(dnewm,1,nlstate,1,npar);
     free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
     free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficresprobmorprev);
     fflush(ficgp);
     fflush(fichtm); 
   }  /* end varevsij */
   
   /************ 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)
   {
     /* Variance of prevalence limit */
     /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
     double **newm;
     double **dnewm,**doldm;
     int i, j, nhstepm, hstepm;
     int k, cptcode;
     double *xp;
     double *gp, *gm;
     double **gradg, **trgradg;
     double age,agelim;
     int theta;
      
     fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
     fprintf(ficresvpl,"# Age");
     for(i=1; i<=nlstate;i++)
         fprintf(ficresvpl," %1d-%1d",i,i);
     fprintf(ficresvpl,"\n");
   
     xp=vector(1,npar);
     dnewm=matrix(1,nlstate,1,npar);
     doldm=matrix(1,nlstate,1,nlstate);
     
     hstepm=1*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
     agelim = AGESUP;
     for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
       if (stepm >= YEARM) hstepm=1;
       nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
       gradg=matrix(1,npar,1,nlstate);
       gp=vector(1,nlstate);
       gm=vector(1,nlstate);
   
       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++)
           gp[i] = prlim[i][i];
       
         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++)
           gm[i] = prlim[i][i];
   
         for(i=1;i<=nlstate;i++)
           gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
       } /* End theta */
   
       trgradg =matrix(1,nlstate,1,npar);
   
       for(j=1; j<=nlstate;j++)
         for(theta=1; theta <=npar; theta++)
           trgradg[j][theta]=gradg[theta][j];
   
       for(i=1;i<=nlstate;i++)
         varpl[i][(int)age] =0.;
       matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
       matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
       for(i=1;i<=nlstate;i++)
         varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
   
       fprintf(ficresvpl,"%.0f ",age );
       for(i=1; i<=nlstate;i++)
         fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
       fprintf(ficresvpl,"\n");
       free_vector(gp,1,nlstate);
       free_vector(gm,1,nlstate);
       free_matrix(gradg,1,npar,1,nlstate);
       free_matrix(trgradg,1,nlstate,1,npar);
     } /* End age */
   
     free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,npar);
     free_matrix(dnewm,1,nlstate,1,nlstate);
   
   }
   
   /************ Variance of one-step probabilities  ******************/
   void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
   {
     int i, j=0,  i1, k1, l1, t, tj;
     int k2, l2, j1,  z1;
     int k=0,l, cptcode;
     int first=1, first1;
     double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
     double **dnewm,**doldm;
     double *xp;
     double *gp, *gm;
     double **gradg, **trgradg;
     double **mu;
     double age,agelim, cov[NCOVMAX];
     double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
     int theta;
     char fileresprob[FILENAMELENGTH];
     char fileresprobcov[FILENAMELENGTH];
     char fileresprobcor[FILENAMELENGTH];
   
     double ***varpij;
   
     strcpy(fileresprob,"prob"); 
     strcat(fileresprob,fileres);
     if((ficresprob=fopen(fileresprob,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprob);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
     }
     strcpy(fileresprobcov,"probcov"); 
     strcat(fileresprobcov,fileres);
     if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcov);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
     }
     strcpy(fileresprobcor,"probcor"); 
     strcat(fileresprobcor,fileres);
     if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcor);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
     }
     printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     
     fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
     fprintf(ficresprob,"# Age");
     fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
     fprintf(ficresprobcov,"# Age");
     fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
     fprintf(ficresprobcov,"# Age");
   
   
     for(i=1; i<=nlstate;i++)
       for(j=1; j<=(nlstate+ndeath);j++){
         fprintf(ficresprob," p%1d-%1d (SE)",i,j);
         fprintf(ficresprobcov," p%1d-%1d ",i,j);
         fprintf(ficresprobcor," p%1d-%1d ",i,j);
       }  
    /* fprintf(ficresprob,"\n");
     fprintf(ficresprobcov,"\n");
     fprintf(ficresprobcor,"\n");
    */
    xp=vector(1,npar);
     dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
     doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
     mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
     varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
     first=1;
     fprintf(ficgp,"\n# Routine varprob");
     fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
     fprintf(fichtm,"\n");
   
     fprintf(fichtm,"\n<li><h4> <a href=\"%s\">Computing matrix of variance-covariance of step probabilities</a></h4></li>\n",optionfilehtmcov);
     fprintf(fichtmcov,"\n<h4>Computing matrix of variance-covariance of step probabilities</h4>\n\
     file %s<br>\n",optionfilehtmcov);
     fprintf(fichtmcov,"\nEllipsoids of confidence centered on point (p<inf>ij</inf>, p<inf>kl</inf>) are estimated\
   and drawn. It helps understanding how is the covariance between two incidences.\
    They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
     fprintf(fichtmcov,"\n<br> Contour plot corresponding to x'cov<sup>-1</sup>x = 4 (where x is the column vector (pij,pkl)) are drawn. \
   It can be understood this way: if pij and pkl where uncorrelated the (2x2) matrix of covariance \
   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>\
    Now, if both incidences are correlated (usual case) we diagonalised the inverse of the covariance matrix\
    and made the appropriate rotation to look at the uncorrelated principal directions.<br>\
   To be simple, these graphs help to understand the significativity of each parameter in relation to a second other one.<br> \n");
   
     cov[1]=1;
     tj=cptcoveff;
     if (cptcovn<1) {tj=1;ncodemax[1]=1;}
     j1=0;
     for(t=1; t<=tj;t++){
       for(i1=1; i1<=ncodemax[t];i1++){ 
         j1++;
         if  (cptcovn>0) {
           fprintf(ficresprob, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprob, "**********\n#\n");
           fprintf(ficresprobcov, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcov, "**********\n#\n");
           
           fprintf(ficgp, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficgp, "**********\n#\n");
           
           
           fprintf(fichtm, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(fichtm, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
           
           fprintf(ficresprobcor, "\n#********** Variable ");    
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcor, "**********\n#");    
         }
         
         for (age=bage; age<=fage; age ++){ 
           cov[2]=age;
           for (k=1; k<=cptcovn;k++) {
             cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
           }
           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]]];
           
           gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
           trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
           gp=vector(1,(nlstate)*(nlstate+ndeath));
           gm=vector(1,(nlstate)*(nlstate+ndeath));
       
           for(theta=1; theta <=npar; theta++){
             for(i=1; i<=npar; i++)
               xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
             
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             
             k=0;
             for(i=1; i<= (nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gp[k]=pmmij[i][j];
               }
             }
             
             for(i=1; i<=npar; i++)
               xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
       
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             k=0;
             for(i=1; i<=(nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gm[k]=pmmij[i][j];
               }
             }
        
             for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
               gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
           }
   
           for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
             for(theta=1; theta <=npar; theta++)
               trgradg[j][theta]=gradg[theta][j];
           
           matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
           matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
           free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
           free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
   
           pmij(pmmij,cov,ncovmodel,x,nlstate);
           
           k=0;
           for(i=1; i<=(nlstate); i++){
             for(j=1; j<=(nlstate+ndeath);j++){
               k=k+1;
               mu[k][(int) age]=pmmij[i][j];
             }
           }
           for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
             for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
               varpij[i][j][(int)age] = doldm[i][j];
   
           /*printf("\n%d ",(int)age);
             for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             }*/
   
           fprintf(ficresprob,"\n%d ",(int)age);
           fprintf(ficresprobcov,"\n%d ",(int)age);
           fprintf(ficresprobcor,"\n%d ",(int)age);
   
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
             fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
             fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
           }
           i=0;
           for (k=1; k<=(nlstate);k++){
             for (l=1; l<=(nlstate+ndeath);l++){ 
               i=i++;
               fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
               fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
               for (j=1; j<=i;j++){
                 fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
                 fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
               }
             }
           }/* end of loop for state */
         } /* end of loop for age */
   
         /* Confidence intervalle of pij  */
         /*
           fprintf(ficgp,"\nset noparametric;unset label");
           fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
           fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
           fprintf(fichtm,"\n<br>Probability with  confidence intervals expressed in year<sup>-1</sup> :<a href=\"pijgr%s.png\">pijgr%s.png</A>, ",optionfilefiname,optionfilefiname);
           fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
           fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
           fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
         */
   
         /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
         first1=1;
         for (k2=1; k2<=(nlstate);k2++){
           for (l2=1; l2<=(nlstate+ndeath);l2++){ 
             if(l2==k2) continue;
             j=(k2-1)*(nlstate+ndeath)+l2;
             for (k1=1; k1<=(nlstate);k1++){
               for (l1=1; l1<=(nlstate+ndeath);l1++){ 
                 if(l1==k1) continue;
                 i=(k1-1)*(nlstate+ndeath)+l1;
                 if(i<=j) continue;
                 for (age=bage; age<=fage; age ++){ 
                   if ((int)age %5==0){
                     v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
                     v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     mu1=mu[i][(int) age]/stepm*YEARM ;
                     mu2=mu[j][(int) age]/stepm*YEARM;
                     c12=cv12/sqrt(v1*v2);
                     /* Computing eigen value of matrix of covariance */
                     lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     /* Eigen vectors */
                     v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
                     /*v21=sqrt(1.-v11*v11); *//* error */
                     v21=(lc1-v1)/cv12*v11;
                     v12=-v21;
                     v22=v11;
                     tnalp=v21/v11;
                     if(first1==1){
                       first1=0;
                       printf("%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tang %.3f\nOthers in log...\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     }
                     fprintf(ficlog,"%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tan %.3f\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     /*printf(fignu*/
                     /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
                     /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
                     if(first==1){
                       first=0;
                       fprintf(ficgp,"\nset parametric;unset label");
                       fprintf(ficgp,"\nset log y;set log x; set xlabel \"p%1d%1d (year-1)\";set ylabel \"p%1d%1d (year-1)\"",k1,l1,k2,l2);
                       fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
                       fprintf(fichtmcov,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
    :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
   %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br><img src=\"%s%d%1d%1d-%1d%1d.png\"> ",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nplot [-pi:pi] %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }else{
                       first=0;
                       fprintf(fichtmcov," %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\nreplot %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }/* if first */
                   } /* age mod 5 */
                 } /* end loop age */
                 fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                 first=1;
               } /*l12 */
             } /* k12 */
           } /*l1 */
         }/* k1 */
       } /* loop covariates */
     }
     free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
     free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
     free_vector(xp,1,npar);
     fclose(ficresprob);
     fclose(ficresprobcov);
     fclose(ficresprobcor);
     fflush(ficgp);
     fflush(fichtmcov);
   }
   
   
   /******************* Printing html file ***********/
   void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
                     int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
                     int popforecast, int estepm ,\
                     double jprev1, double mprev1,double anprev1, \
                     double jprev2, double mprev2,double anprev2){
     int jj1, k1, i1, cpt;
     /*char optionfilehtm[FILENAMELENGTH];*/
   /*   if((fichtm=fopen(optionfilehtm,"a"))==NULL)    { */
   /*     printf("Problem with %s \n",optionfilehtm), exit(0); */
   /*     fprintf(ficlog,"Problem with %s \n",optionfilehtm), exit(0); */
   /*   } */
   
      fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n \
    - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"%s\">%s</a> <br>\n \
    - Estimated transition probabilities over %d (stepm) months: <a href=\"%s\">%s</a><br>\n \
    - Stable prevalence in each health state: <a href=\"%s\">%s</a> <br>\n \
    - Life expectancies by age and initial health status (estepm=%2d months): \
      <a href=\"%s\">%s</a> <br>\n</li>", \
              jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,subdirf2(fileres,"p"),subdirf2(fileres,"p"),\
              stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"),\
              subdirf2(fileres,"pl"),subdirf2(fileres,"pl"),\
              estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
   
   fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        /* Pij */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i, %d (stepm) months before: %s%d1.png<br> \
   <img src=\"%s%d1.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1);     
        /* Quasi-incidences */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months\
    before but expressed in per year i.e. quasi incidences if stepm is small and probabilities too: %s%d2.png<br> \
   <img src=\"%s%d2.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1); 
          /* Stable prevalence in each health state */
          for(cpt=1; cpt<nlstate;cpt++){
            fprintf(fichtm,"<br>- Stable prevalence in each health state : p%s%d%d.png<br> \
   <img src=\"%s%d%d.png\">",subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1);
          }
        for(cpt=1; cpt<=nlstate;cpt++) {
           fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): %s%d%d.png <br> \
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"exp"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,jj1);
        }
        fprintf(fichtm,"\n<br>- Total life expectancy by age and \
   health expectancies in states (1) and (2): %s%d.png<br>\
   <img src=\"%s%d.png\">",subdirf2(optionfilefiname,"e"),jj1,subdirf2(optionfilefiname,"e"),jj1);
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
   
   
    fprintf(fichtm,"\n<br><li><h4> Result files (second order: variances)</h4>\n\
    - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n\
    - Variance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n\
    - Variance-covariance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n\
    - Correlation matrix of one-step probabilities: <a href=\"%s\">%s</a> <br>\n\
    - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"%s\">%s</a><br>\n\
    - Health expectancies with their variances (no covariance): <a href=\"%s\">%s</a> <br>\n\
    - Standard deviation of stable prevalences: <a href=\"%s\">%s</a> <br>\n",\
            rfileres,rfileres,\
            subdirf2(fileres,"prob"),subdirf2(fileres,"prob"),\
            subdirf2(fileres,"probcov"),subdirf2(fileres,"probcov"),\
            subdirf2(fileres,"probcor"),subdirf2(fileres,"probcor"),\
            estepm, subdirf2(fileres,"v"),subdirf2(fileres,"v"),\
            subdirf2(fileres,"t"),subdirf2(fileres,"t"),\
            subdirf2(fileres,"vpl"),subdirf2(fileres,"vpl"));
   
   /*  if(popforecast==1) fprintf(fichtm,"\n */
   /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
   /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
   /*      <br>",fileres,fileres,fileres,fileres); */
   /*  else  */
   /*    fprintf(fichtm,"\n No population forecast: popforecast = %d (instead of 1) or stepm = %d (instead of 1) or model=%s (instead of .)<br><br></li>\n",popforecast, stepm, model); */
   fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        for(cpt=1; cpt<=nlstate;cpt++) {
          fprintf(fichtm,"<br>- Observed and period prevalence (with confident\
   interval) in state (%d): %s%d%d.png <br>\
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"v"),cpt,jj1,subdirf2(optionfilefiname,"v"),cpt,jj1);  
        }
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
    fflush(fichtm);
   }
   
   /******************* Gnuplot file **************/
   void printinggnuplot(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
   
     char dirfileres[132],optfileres[132];
     int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
     int ng;
   /*   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) { */
   /*     printf("Problem with file %s",optionfilegnuplot); */
   /*     fprintf(ficlog,"Problem with file %s",optionfilegnuplot); */
   /*   } */
   
     /*#ifdef windows */
     fprintf(ficgp,"cd \"%s\" \n",pathc);
       /*#endif */
     m=pow(2,cptcoveff);
   
     strcpy(dirfileres,optionfilefiname);
     strcpy(optfileres,"vpl");
    /* 1eme*/
     for (cpt=1; cpt<= nlstate ; cpt ++) {
      for (k1=1; k1<= m ; k1 ++) {
        fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"v"),cpt,k1);
        fprintf(ficgp,"\n#set out \"v%s%d%d.png\" \n",optionfilefiname,cpt,k1);
        fprintf(ficgp,"set xlabel \"Age\" \n\
   set ylabel \"Probability\" \n\
   set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,subdirf2(fileres,"vpl"),k1-1,k1-1);
   
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }
        fprintf(ficgp,"\" t\"Stable prevalence\" w l 0,\"%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1);
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        } 
        fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1); 
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }  
        fprintf(ficgp,"\" t\"\" w l 1,\"%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",subdirf2(fileres,"p"),k1-1,k1-1,2+4*(cpt-1));
      }
     }
     /*2 eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       fprintf(ficgp,"\nset out \"%s%d.png\" \n",subdirf2(optionfilefiname,"e"),k1);
       fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
       
       for (i=1; i<= nlstate+1 ; i ++) {
         k=2*i;
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:2 \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
         else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         fprintf(ficgp,"\" t\"\" w l 0,");
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
         else fprintf(ficgp,"\" t\"\" w l 0,");
       }
     }
     
     /*3eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<= nlstate ; cpt ++) {
         k=2+nlstate*(2*cpt-2);
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"exp"),cpt,k1);
         fprintf(ficgp,"set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,subdirf2(fileres,"e"),k1-1,k1-1,k,cpt);
         /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           
         */
         for (i=1; i< nlstate ; i ++) {
           fprintf(ficgp," ,\"%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",subdirf2(fileres,"e"),k1-1,k1-1,k+2*i,cpt,i+1);
           
         } 
       }
     }
     
     /* CV preval stable (period) */
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<=nlstate ; cpt ++) {
         k=3;
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"p"),cpt,k1);
         fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \n\
   set ter png small\nset size 0.65,0.65\n\
   unset log y\n\
   plot [%.f:%.f] \"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,subdirf2(fileres,"pij"),k1,k+cpt+1,k+1);
         
         for (i=1; i< nlstate ; i ++)
           fprintf(ficgp,"+$%d",k+i+1);
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
         
         l=3+(nlstate+ndeath)*cpt;
         fprintf(ficgp,",\"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",subdirf2(fileres,"pij"),k1,l+cpt+1,l+1);
         for (i=1; i< nlstate ; i ++) {
           l=3+(nlstate+ndeath)*cpt;
           fprintf(ficgp,"+$%d",l+i+1);
         }
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
       } 
     }  
     
     /* proba elementaires */
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) {
           for(j=1; j <=ncovmodel; j++){
             fprintf(ficgp,"p%d=%f ",jk,p[jk]);
             jk++; 
             fprintf(ficgp,"\n");
           }
         }
       }
      }
   
      for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
        for(jk=1; jk <=m; jk++) {
          fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"pe"),jk,ng); 
          if (ng==2)
            fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
          else
            fprintf(ficgp,"\nset title \"Probability\"\n");
          fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
          i=1;
          for(k2=1; k2<=nlstate; k2++) {
            k3=i;
            for(k=1; k<=(nlstate+ndeath); k++) {
              if (k != k2){
                if(ng==2)
                  fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
                else
                  fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
                ij=1;
                for(j=3; j <=ncovmodel; j++) {
                  if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                    fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                    ij++;
                  }
                  else
                    fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                }
                fprintf(ficgp,")/(1");
                
                for(k1=1; k1 <=nlstate; k1++){   
                  fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
                  ij=1;
                  for(j=3; j <=ncovmodel; j++){
                    if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                      fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                      ij++;
                    }
                    else
                      fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                  }
                  fprintf(ficgp,")");
                }
                fprintf(ficgp,") t \"p%d%d\" ", k2,k);
                if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
                i=i+ncovmodel;
              }
            } /* end k */
          } /* end k2 */
        } /* end jk */
      } /* end ng */
      fflush(ficgp); 
   }  /* end gnuplot */
   
   
   /*************** Moving average **************/
   int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
   
     int i, cpt, cptcod;
     int modcovmax =1;
     int mobilavrange, mob;
     double age;
   
     modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
                              a covariate has 2 modalities */
     if (cptcovn<1) modcovmax=1; /* At least 1 pass */
   
     if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
       if(mobilav==1) mobilavrange=5; /* default */
       else mobilavrange=mobilav;
       for (age=bage; age<=fage; age++)
         for (i=1; i<=nlstate;i++)
           for (cptcod=1;cptcod<=modcovmax;cptcod++)
             mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
       /* We keep the original values on the extreme ages bage, fage and for 
          fage+1 and bage-1 we use a 3 terms moving average; for fage+2 bage+2
          we use a 5 terms etc. until the borders are no more concerned. 
       */ 
       for (mob=3;mob <=mobilavrange;mob=mob+2){
         for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
           for (i=1; i<=nlstate;i++){
             for (cptcod=1;cptcod<=modcovmax;cptcod++){
               mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
                 for (cpt=1;cpt<=(mob-1)/2;cpt++){
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
                 }
               mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
             }
           }
         }/* end age */
       }/* end mob */
     }else return -1;
     return 0;
   }/* End movingaverage */
   
   
   /************** Forecasting ******************/
   prevforecast(char fileres[], double anproj1, double mproj1, double jproj1, double ageminpar, double agemax, double dateprev1, double dateprev2, int mobilav, double bage, double fage, int firstpass, int lastpass, double anproj2, double p[], int cptcoveff){
     /* proj1, year, month, day of starting projection 
        agemin, agemax range of age
        dateprev1 dateprev2 range of dates during which prevalence is computed
        anproj2 year of en of projection (same day and month as proj1).
     */
     int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
     int *popage;
     double agec; /* generic age */
     double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
     double *popeffectif,*popcount;
     double ***p3mat;
     double ***mobaverage;
     char fileresf[FILENAMELENGTH];
   
     agelim=AGESUP;
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
    
     strcpy(fileresf,"f"); 
     strcat(fileresf,fileres);
     if((ficresf=fopen(fileresf,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", fileresf);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
     }
     printf("Computing forecasting: result on file '%s' \n", fileresf);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     if(estepm < stepm){
       printf ("Problem %d lower than %d\n",estepm, stepm);
     }
     else  hstepm=estepm;   
   
     hstepm=hstepm/stepm; 
     yp1=modf(dateintmean,&yp);/* extracts integral of datemean in yp  and
                                  fractional in yp1 */
     anprojmean=yp;
     yp2=modf((yp1*12),&yp);
     mprojmean=yp;
     yp1=modf((yp2*30.5),&yp);
     jprojmean=yp;
     if(jprojmean==0) jprojmean=1;
     if(mprojmean==0) jprojmean=1;
   
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
     
     fprintf(ficresf,"# Mean day of interviews %.lf/%.lf/%.lf (%.2f) between %.2f and %.2f \n",jprojmean,mprojmean,anprojmean,dateintmean,dateprev1,dateprev2); 
     
     fprintf(ficresf,"#****** Routine prevforecast **\n");
   
   /*            if (h==(int)(YEARM*yearp)){ */
     for(cptcov=1, k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficresf,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficresf," V%d=%d, hpijx=probability over h years, hp.jx is weighted by observed prev ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficresf,"******\n");
         fprintf(ficresf,"# Covariate valuofcovar yearproj age");
         for(j=1; j<=nlstate+ndeath;j++){ 
           for(i=1; i<=nlstate;i++)              
             fprintf(ficresf," p%d%d",i,j);
           fprintf(ficresf," p.%d",j);
         }
         for (yearp=0; yearp<=(anproj2-anproj1);yearp +=stepsize) { 
           fprintf(ficresf,"\n");
           fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+yearp);   
   
           for (agec=fage; agec>=(ageminpar-1); agec--){ 
             nhstepm=(int) rint((agelim-agec)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agec,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h*hstepm/YEARM*stepm ==yearp) {
                 fprintf(ficresf,"\n");
                 for(j=1;j<=cptcoveff;j++) 
                   fprintf(ficresf,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
                 fprintf(ficresf,"%.f %.f ",anproj1+yearp,agec+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 ppij=0.;
                 for(i=1; i<=nlstate;i++) {
                   if (mobilav==1) 
                     ppij=ppij+p3mat[i][j][h]*mobaverage[(int)agec][i][cptcod];
                   else {
                     ppij=ppij+p3mat[i][j][h]*probs[(int)(agec)][i][cptcod];
                   }
                   if (h*hstepm/YEARM*stepm== yearp) {
                     fprintf(ficresf," %.3f", p3mat[i][j][h]);
                   }
                 } /* end i */
                 if (h*hstepm/YEARM*stepm==yearp) {
                   fprintf(ficresf," %.3f", ppij);
                 }
               }/* end j */
             } /* end h */
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           } /* end agec */
         } /* end yearp */
       } /* end cptcod */
     } /* end  cptcov */
          
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     fclose(ficresf);
   }
   
   /************** Forecasting *****not tested NB*************/
   populforecast(char fileres[], double anpyram,double mpyram,double jpyram,double ageminpar, double agemax,double dateprev1, double dateprev2, int mobilav, double agedeb, double fage, int popforecast, char popfile[], double anpyram1,double p[], int i2){
     
     int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
     int *popage;
     double calagedatem, agelim, kk1, kk2;
     double *popeffectif,*popcount;
     double ***p3mat,***tabpop,***tabpopprev;
     double ***mobaverage;
     char filerespop[FILENAMELENGTH];
   
     tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     agelim=AGESUP;
     calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
     
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     
     
     strcpy(filerespop,"pop"); 
     strcat(filerespop,fileres);
     if((ficrespop=fopen(filerespop,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", filerespop);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
     }
     printf("Computing forecasting: result on file '%s' \n", filerespop);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     
     agelim=AGESUP;
     
     hstepm=1;
     hstepm=hstepm/stepm; 
     
     if (popforecast==1) {
       if((ficpop=fopen(popfile,"r"))==NULL) {
         printf("Problem with population file : %s\n",popfile);exit(0);
         fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
       } 
       popage=ivector(0,AGESUP);
       popeffectif=vector(0,AGESUP);
       popcount=vector(0,AGESUP);
       
       i=1;   
       while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
      
       imx=i;
       for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
     }
   
     for(cptcov=1,k=0;cptcov<=i2;cptcov++){
      for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficrespop,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespop,"******\n");
         fprintf(ficrespop,"# Age");
         for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
         if (popforecast==1)  fprintf(ficrespop," [Population]");
         
         for (cpt=0; cpt<=0;cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   if (mobilav==1) 
                     kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
                   else {
                     kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
                   }
                 }
                 if (h==(int)(calagedatem+12*cpt)){
                   tabpop[(int)(agedeb)][j][cptcod]=kk1;
                     /*fprintf(ficrespop," %.3f", kk1);
                       if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
                 }
               }
               for(i=1; i<=nlstate;i++){
                 kk1=0.;
                   for(j=1; j<=nlstate;j++){
                     kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
                   }
                     tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
               }
   
               if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
                 fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
    
     /******/
   
         for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];    
                 }
                 if (h==(int)(calagedatem+12*cpt)) fprintf(ficresf," %15.2f", kk1);        
               }
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
      } 
     }
    
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     if (popforecast==1) {
       free_ivector(popage,0,AGESUP);
       free_vector(popeffectif,0,AGESUP);
       free_vector(popcount,0,AGESUP);
     }
     free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficrespop);
   } /* End of popforecast */
   
   int fileappend(FILE *fichier, char *optionfich)
   {
     if((fichier=fopen(optionfich,"a"))==NULL) {
       printf("Problem with file: %s\n", optionfich);
       fprintf(ficlog,"Problem with file: %s\n", optionfich);
       return (0);
     }
     fflush(fichier);
     return (1);
   }
   void prwizard(int ncovmodel, int nlstate, int ndeath,  char model[], FILE *ficparo)
   {
   
     char ca[32], cb[32], cc[32];
     int i,j, k, l, li, lj, lk, ll, jj, npar, itimes;
     int numlinepar;
   
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficparo,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         /*ca[0]= k+'a'-1;ca[1]='\0';*/
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           /*        printf(" %lf",param[i][j][k]); */
           /*        fprintf(ficparo," %lf",param[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficparo,"# Scales (for hessian or gradient estimation)\n");
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/ 
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         fprintf(ficparo,"%1d%1d",i,j);
         printf("%1d%1d",i,j);
         fflush(stdout);
         for(k=1; k<=ncovmodel;k++){
           /*      printf(" %le",delti3[i][j][k]); */
           /*      fprintf(ficparo," %le",delti3[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         numlinepar++;
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Covariance matrix\n");
   /* # 121 Var(a12)\n\ */
   /* # 122 Cov(b12,a12) Var(b12)\n\ */
   /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
   /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
   /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
   /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
   /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
   /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
     fflush(stdout);
     fprintf(ficparo,"# Covariance matrix\n");
     /* # 121 Var(a12)\n\ */
     /* # 122 Cov(b12,a12) Var(b12)\n\ */
     /* #   ...\n\ */
     /* # 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n" */
     
     for(itimes=1;itimes<=2;itimes++){
       jj=0;
       for(i=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath; j++){
           if(j==i) continue;
           for(k=1; k<=ncovmodel;k++){
             jj++;
             ca[0]= k+'a'-1;ca[1]='\0';
             if(itimes==1){
               printf("#%1d%1d%d",i,j,k);
               fprintf(ficparo,"#%1d%1d%d",i,j,k);
             }else{
               printf("%1d%1d%d",i,j,k);
               fprintf(ficparo,"%1d%1d%d",i,j,k);
               /*  printf(" %.5le",matcov[i][j]); */
             }
             ll=0;
             for(li=1;li <=nlstate; li++){
               for(lj=1;lj <=nlstate+ndeath; lj++){
                 if(lj==li) continue;
                 for(lk=1;lk<=ncovmodel;lk++){
                   ll++;
                   if(ll<=jj){
                     cb[0]= lk +'a'-1;cb[1]='\0';
                     if(ll<jj){
                       if(itimes==1){
                         printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         fprintf(ficparo," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }else{
                       if(itimes==1){
                         printf(" Var(%s%1d%1d)",ca,i,j);
                         fprintf(ficparo," Var(%s%1d%1d)",ca,i,j);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }
                   }
                 } /* end lk */
               } /* end lj */
             } /* end li */
             printf("\n");
             fprintf(ficparo,"\n");
             numlinepar++;
           } /* end k*/
         } /*end j */
       } /* end i */
     }
   
   } /* end of prwizard */
   
   
   /***********************************************/
   /**************** Main Program *****************/
   /***********************************************/
   
   int main(int argc, char *argv[])
   {
     int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
     int i,j, k, n=MAXN,iter,m,size=100,cptcode, cptcod;
     int jj, imk;
     int numlinepar=0; /* Current linenumber of parameter file */
     /*  FILE *fichtm; *//* Html File */
     /* FILE *ficgp;*/ /*Gnuplot File */
     double agedeb, agefin,hf;
     double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
   
     double fret;
     double **xi,tmp,delta;
   
     double dum; /* Dummy variable */
     double ***p3mat;
     double ***mobaverage;
     int *indx;
     char line[MAXLINE], linepar[MAXLINE];
     char path[MAXLINE],pathc[MAXLINE],pathcd[MAXLINE],pathtot[MAXLINE],model[MAXLINE];
     char pathr[MAXLINE]; 
     int firstobs=1, lastobs=10;
     int sdeb, sfin; /* Status at beginning and end */
     int c,  h , cpt,l;
     int ju,jl, mi;
     int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
     int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,*tab; 
     int mobilavproj=0 , prevfcast=0 ; /* moving average of prev, If prevfcast=1 prevalence projection */
     int mobilav=0,popforecast=0;
     int hstepm, nhstepm;
     double jprev1=1, mprev1=1,anprev1=2000,jprev2=1, mprev2=1,anprev2=2000;
     double jpyram=1, mpyram=1,anpyram=2000,jpyram1=1, mpyram1=1,anpyram1=2000;
   
     double bage, fage, age, agelim, agebase;
     double ftolpl=FTOL;
     double **prlim;
     double *severity;
     double ***param; /* Matrix of parameters */
     double  *p;
     double **matcov; /* Matrix of covariance */
     double ***delti3; /* Scale */
     double *delti; /* Scale */
     double ***eij, ***vareij;
     double **varpl; /* Variances of prevalence limits by age */
     double *epj, vepp;
     double kk1, kk2;
     double dateprev1, dateprev2,jproj1=1,mproj1=1,anproj1=2000,jproj2=1,mproj2=1,anproj2=2000;
   
     char *alph[]={"a","a","b","c","d","e"}, str[4];
   
   
     char z[1]="c", occ;
   
     char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
     char strstart[80], *strt, strtend[80];
     char *stratrunc;
     int lstra;
   
     long total_usecs;
    
     /*   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
     (void) gettimeofday(&start_time,&tzp);
     curr_time=start_time;
     tm = *localtime(&start_time.tv_sec);
     tmg = *gmtime(&start_time.tv_sec);
     strcpy(strstart,asctime(&tm));
   
   /*  printf("Localtime (at start)=%s",strstart); */
   /*  tp.tv_sec = tp.tv_sec +86400; */
   /*  tm = *localtime(&start_time.tv_sec); */
   /*   tmg.tm_year=tmg.tm_year +dsign*dyear; */
   /*   tmg.tm_mon=tmg.tm_mon +dsign*dmonth; */
   /*   tmg.tm_hour=tmg.tm_hour + 1; */
   /*   tp.tv_sec = mktime(&tmg); */
   /*   strt=asctime(&tmg); */
   /*   printf("Time(after) =%s",strstart);  */
   /*  (void) time (&time_value);
   *  printf("time=%d,t-=%d\n",time_value,time_value-86400);
   *  tm = *localtime(&time_value);
   *  strstart=asctime(&tm);
   *  printf("tim_value=%d,asctime=%s\n",time_value,strstart); 
   */
   
     nberr=0; /* Number of errors and warnings */
     nbwarn=0;
     getcwd(pathcd, size);
   
     printf("\n%s\n%s",version,fullversion);
     if(argc <=1){
       printf("\nEnter the parameter file name: ");
       scanf("%s",pathtot);
     }
     else{
       strcpy(pathtot,argv[1]);
     }
     /*if(getcwd(pathcd, MAXLINE)!= NULL)printf ("Error pathcd\n");*/
     /*cygwin_split_path(pathtot,path,optionfile);
       printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
     /* cutv(path,optionfile,pathtot,'\\');*/
   
     split(pathtot,path,optionfile,optionfilext,optionfilefiname);
     printf("pathtot=%s,\npath=%s,\noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     chdir(path);
     strcpy(command,"mkdir ");
     strcat(command,optionfilefiname);
     if((outcmd=system(command)) != 0){
       printf("Problem creating directory or it already exists %s%s, err=%d\n",path,optionfilefiname,outcmd);
       /* fprintf(ficlog,"Problem creating directory %s%s\n",path,optionfilefiname); */
       /* fclose(ficlog); */
   /*     exit(1); */
     }
   /*   if((imk=mkdir(optionfilefiname))<0){ */
   /*     perror("mkdir"); */
   /*   } */
   
     /*-------- arguments in the command line --------*/
   
     /* Log file */
     strcat(filelog, optionfilefiname);
     strcat(filelog,".log");    /* */
     if((ficlog=fopen(filelog,"w"))==NULL)    {
       printf("Problem with logfile %s\n",filelog);
       goto end;
     }
     fprintf(ficlog,"Log filename:%s\n",filelog);
     fprintf(ficlog,"\n%s\n%s",version,fullversion);
     fprintf(ficlog,"\nEnter the parameter file name: ");
     fprintf(ficlog,"pathtot=%s\n\
    path=%s \n\
    optionfile=%s\n\
    optionfilext=%s\n\
    optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
   
     printf("Localtime (at start):%s",strstart);
     fprintf(ficlog,"Localtime (at start): %s",strstart);
     fflush(ficlog);
   /*   (void) gettimeofday(&curr_time,&tzp); */
   /*   printf("Elapsed time %d\n", asc_diff_time(curr_time.tv_sec-start_time.tv_sec,tmpout)); */
   
     /* */
     strcpy(fileres,"r");
     strcat(fileres, optionfilefiname);
     strcat(fileres,".txt");    /* Other files have txt extension */
   
     /*---------arguments file --------*/
   
     if((ficpar=fopen(optionfile,"r"))==NULL)    {
       printf("Problem with optionfile %s\n",optionfile);
       fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
       fflush(ficlog);
       goto end;
     }
   
   
   
     strcpy(filereso,"o");
     strcat(filereso,fileres);
     if((ficparo=fopen(filereso,"w"))==NULL) { /* opened on subdirectory */
       printf("Problem with Output resultfile: %s\n", filereso);
       fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
       fflush(ficlog);
       goto end;
     }
   
     /* Reads comments: lines beginning with '#' */
     numlinepar=0;
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
     numlinepar++;
     printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model);
     fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fprintf(ficlog,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fflush(ficlog);
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
      
     covar=matrix(0,NCOVMAX,1,n); 
     cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
     if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
   
     ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
     nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
    
     if(mle==-1){ /* Print a wizard for help writing covariance matrix */
       prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
       printf(" You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       fprintf(ficlog," You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       fclose (ficparo);
       fclose (ficlog);
       exit(0);
     }
     /* Read guess parameters */
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     for(i=1; i <=nlstate; i++){
       j=0;
       for(jj=1; jj <=nlstate+ndeath; jj++){
         if(jj==i) continue;
         j++;
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         if ((i1 != i) && (j1 != j)){
           printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
           exit(1);
         }
         fprintf(ficparo,"%1d%1d",i1,j1);
         if(mle==1)
           printf("%1d%1d",i,j);
         fprintf(ficlog,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar," %lf",&param[i][j][k]);
           if(mle==1){
             printf(" %lf",param[i][j][k]);
             fprintf(ficlog," %lf",param[i][j][k]);
           }
           else
             fprintf(ficlog," %lf",param[i][j][k]);
           fprintf(ficparo," %lf",param[i][j][k]);
         }
         fscanf(ficpar,"\n");
         numlinepar++;
         if(mle==1)
           printf("\n");
         fprintf(ficlog,"\n");
         fprintf(ficparo,"\n");
       }
     }  
     fflush(ficlog);
   
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
   
     p=param[1][1];
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     /* delti=vector(1,npar); *//* Scale of each paramater (output from hesscov) */
     for(i=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath-1; j++){
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         if ((i1-i)*(j1-j)!=0){
           printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
           exit(1);
         }
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i1,j1);
         fprintf(ficlog,"%1d%1d",i1,j1);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar,"%le",&delti3[i][j][k]);
           printf(" %le",delti3[i][j][k]);
           fprintf(ficparo," %le",delti3[i][j][k]);
           fprintf(ficlog," %le",delti3[i][j][k]);
         }
         fscanf(ficpar,"\n");
         numlinepar++;
         printf("\n");
         fprintf(ficparo,"\n");
         fprintf(ficlog,"\n");
       }
     }
     fflush(ficlog);
   
     delti=delti3[1][1];
   
   
     /* free_ma3x(delti3,1,nlstate,1,nlstate+ndeath-1,1,ncovmodel); */ /* Hasn't to to freed here otherwise delti is no more allocated */
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
     
     matcov=matrix(1,npar,1,npar);
     for(i=1; i <=npar; i++){
       fscanf(ficpar,"%s",&str);
       if(mle==1)
         printf("%s",str);
       fprintf(ficlog,"%s",str);
       fprintf(ficparo,"%s",str);
       for(j=1; j <=i; j++){
         fscanf(ficpar," %le",&matcov[i][j]);
         if(mle==1){
           printf(" %.5le",matcov[i][j]);
         }
         fprintf(ficlog," %.5le",matcov[i][j]);
         fprintf(ficparo," %.5le",matcov[i][j]);
       }
       fscanf(ficpar,"\n");
       numlinepar++;
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       fprintf(ficparo,"\n");
     }
     for(i=1; i <=npar; i++)
       for(j=i+1;j<=npar;j++)
         matcov[i][j]=matcov[j][i];
      
     if(mle==1)
       printf("\n");
     fprintf(ficlog,"\n");
   
     fflush(ficlog);
   
     /*-------- Rewriting paramater file ----------*/
     strcpy(rfileres,"r");    /* "Rparameterfile */
     strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
     strcat(rfileres,".");    /* */
     strcat(rfileres,optionfilext);    /* Other files have txt extension */
     if((ficres =fopen(rfileres,"w"))==NULL) {
       printf("Problem writing new parameter file: %s\n", fileres);goto end;
       fprintf(ficlog,"Problem writing new parameter file: %s\n", fileres);goto end;
     }
     fprintf(ficres,"#%s\n",version);
       
     /*-------- data file ----------*/
     if((fic=fopen(datafile,"r"))==NULL)    {
       printf("Problem with datafile: %s\n", datafile);goto end;
       fprintf(ficlog,"Problem with datafile: %s\n", datafile);goto end;
     }
   
     n= lastobs;
     severity = vector(1,maxwav);
     outcome=imatrix(1,maxwav+1,1,n);
     num=lvector(1,n);
     moisnais=vector(1,n);
     annais=vector(1,n);
     moisdc=vector(1,n);
     andc=vector(1,n);
     agedc=vector(1,n);
     cod=ivector(1,n);
     weight=vector(1,n);
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
     mint=matrix(1,maxwav,1,n);
     anint=matrix(1,maxwav,1,n);
     s=imatrix(1,maxwav+1,1,n);
     tab=ivector(1,NCOVMAX);
     ncodemax=ivector(1,8);
   
     i=1;
     while (fgets(line, MAXLINE, fic) != NULL)    {
       if ((i >= firstobs) && (i <=lastobs)) {
           
         for (j=maxwav;j>=1;j--){
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb); 
           strcpy(line,stra);
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         }
           
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
         for (j=ncovcol;j>=1;j--){
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         } 
         lstra=strlen(stra);
         if(lstra > 9){ /* More than 2**32 or max of what printf can write with %ld */
           stratrunc = &(stra[lstra-9]);
           num[i]=atol(stratrunc);
         }
         else
           num[i]=atol(stra);
           
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
           printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/
   
         i=i+1;
       }
     }
     /* printf("ii=%d", ij);
        scanf("%d",i);*/
     imx=i-1; /* Number of individuals */
   
     /* for (i=1; i<=imx; i++){
       if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
       if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
       if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
       }*/
      /*  for (i=1; i<=imx; i++){
        if (s[4][i]==9)  s[4][i]=-1; 
        printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));}*/
     
    for (i=1; i<=imx; i++)
    
      /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
        else weight[i]=1;*/
   
     /* Calculation of the number of parameter from char model*/
     Tvar=ivector(1,15); /* stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
     Tprod=ivector(1,15); 
     Tvaraff=ivector(1,15); 
     Tvard=imatrix(1,15,1,2);
     Tage=ivector(1,15);      
      
     if (strlen(model) >1){ /* If there is at least 1 covariate */
       j=0, j1=0, k1=1, k2=1;
       j=nbocc(model,'+'); /* j=Number of '+' */
       j1=nbocc(model,'*'); /* j1=Number of '*' */
       cptcovn=j+1; 
       cptcovprod=j1; /*Number of products */
       
       strcpy(modelsav,model); 
       if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
         printf("Error. Non available option model=%s ",model);
         fprintf(ficlog,"Error. Non available option model=%s ",model);
         goto end;
       }
       
       /* This loop fills the array Tvar from the string 'model'.*/
   
       for(i=(j+1); i>=1;i--){
         cutv(stra,strb,modelsav,'+'); /* keeps in strb after the last + */ 
         if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
         /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
         /*scanf("%d",i);*/
         if (strchr(strb,'*')) {  /* Model includes a product */
           cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn (if not *age)*/
           if (strcmp(strc,"age")==0) { /* Vn*age */
             cptcovprod--;
             cutv(strb,stre,strd,'V');
             Tvar[i]=atoi(stre); /* computes n in Vn and stores in Tvar*/
             cptcovage++;
               Tage[cptcovage]=i;
               /*printf("stre=%s ", stre);*/
           }
           else if (strcmp(strd,"age")==0) { /* or age*Vn */
             cptcovprod--;
             cutv(strb,stre,strc,'V');
             Tvar[i]=atoi(stre);
             cptcovage++;
             Tage[cptcovage]=i;
           }
           else {  /* Age is not in the model */
             cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n*/
             Tvar[i]=ncovcol+k1;
             cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
             Tprod[k1]=i;
             Tvard[k1][1]=atoi(strc); /* m*/
             Tvard[k1][2]=atoi(stre); /* n */
             Tvar[cptcovn+k2]=Tvard[k1][1];
             Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
             for (k=1; k<=lastobs;k++) 
               covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
             k1++;
             k2=k2+2;
           }
         }
         else { /* no more sum */
           /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
          /*  scanf("%d",i);*/
         cutv(strd,strc,strb,'V');
         Tvar[i]=atoi(strc);
         }
         strcpy(modelsav,stra);  
         /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
           scanf("%d",i);*/
       } /* end of loop + */
     } /* end model */
     
     /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
       If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
   
     /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
     printf("cptcovprod=%d ", cptcovprod);
     fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
   
     scanf("%d ",i);
     fclose(fic);*/
   
       /*  if(mle==1){*/
     if (weightopt != 1) { /* Maximisation without weights*/
       for(i=1;i<=n;i++) weight[i]=1.0;
     }
       /*-calculation of age at interview from date of interview and age at death -*/
     agev=matrix(1,maxwav,1,imx);
   
     for (i=1; i<=imx; i++) {
       for(m=2; (m<= maxwav); m++) {
         if (((int)mint[m][i]== 99) && (s[m][i] <= nlstate)){
           anint[m][i]=9999;
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]==9999 && s[m][i]>nlstate){
           nberr++;
           printf("Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           fprintf(ficlog,"Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
           nberr++;
           printf("Error! Month of death of individual %ld on line %d was unknown %2d, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,(int)moisdc[i]); 
           fprintf(ficlog,"Error! Month of death of individual %ld on line %d was unknown %f, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,moisdc[i]); 
           s[m][i]=-1; /* We prefer to skip it (and to skip it in version 0.8a1 too */
         }
       }
     }
   
     for (i=1; i<=imx; i++)  {
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
       for(m=firstpass; (m<= lastpass); m++){
         if(s[m][i] >0){
           if (s[m][i] >= nlstate+1) {
             if(agedc[i]>0)
               if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
                 agev[m][i]=agedc[i];
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
               else {
                 if ((int)andc[i]!=9999){
                   nbwarn++;
                   printf("Warning negative age at death: %ld line:%d\n",num[i],i);
                   fprintf(ficlog,"Warning negative age at death: %ld line:%d\n",num[i],i);
                   agev[m][i]=-1;
                 }
               }
           }
           else if(s[m][i] !=9){ /* Standard case, age in fractional
                                    years but with the precision of a
                                    month */
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
             if((int)mint[m][i]==99 || (int)anint[m][i]==9999)
               agev[m][i]=1;
             else if(agev[m][i] <agemin){ 
               agemin=agev[m][i];
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
             }
             else if(agev[m][i] >agemax){
               agemax=agev[m][i];
               /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
             }
             /*agev[m][i]=anint[m][i]-annais[i];*/
             /*     agev[m][i] = age[i]+2*m;*/
           }
           else { /* =9 */
             agev[m][i]=1;
             s[m][i]=-1;
           }
         }
         else /*= 0 Unknown */
           agev[m][i]=1;
       }
       
     }
     for (i=1; i<=imx; i++)  {
       for(m=firstpass; (m<=lastpass); m++){
         if (s[m][i] > (nlstate+ndeath)) {
           nberr++;
           printf("Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           fprintf(ficlog,"Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           goto end;
         }
       }
     }
   
     /*for (i=1; i<=imx; i++){
     for (m=firstpass; (m<lastpass); m++){
        printf("%ld %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
   }
   
   }*/
   
     printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
     fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
   
     free_vector(severity,1,maxwav);
     free_imatrix(outcome,1,maxwav+1,1,n);
     free_vector(moisnais,1,n);
     free_vector(annais,1,n);
     /* free_matrix(mint,1,maxwav,1,n);
        free_matrix(anint,1,maxwav,1,n);*/
     free_vector(moisdc,1,n);
     free_vector(andc,1,n);
   
      
     wav=ivector(1,imx);
     dh=imatrix(1,lastpass-firstpass+1,1,imx);
     bh=imatrix(1,lastpass-firstpass+1,1,imx);
     mw=imatrix(1,lastpass-firstpass+1,1,imx);
      
     /* Concatenates waves */
     concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
   
     /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
   
     Tcode=ivector(1,100);
     nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
     ncodemax[1]=1;
     if (cptcovn > 0) tricode(Tvar,nbcode,imx);
         
     codtab=imatrix(1,100,1,10); /* Cross tabulation to get the order of 
                                    the estimations*/
     h=0;
     m=pow(2,cptcoveff);
    
     for(k=1;k<=cptcoveff; k++){
       for(i=1; i <=(m/pow(2,k));i++){
         for(j=1; j <= ncodemax[k]; j++){
           for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
             h++;
             if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;
             /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/
           } 
         }
       }
     } 
     /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
        codtab[1][2]=1;codtab[2][2]=2; */
     /* for(i=1; i <=m ;i++){ 
        for(k=1; k <=cptcovn; k++){
        printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
        }
        printf("\n");
        }
        scanf("%d",i);*/
       
     /*------------ gnuplot -------------*/
     strcpy(optionfilegnuplot,optionfilefiname);
     strcat(optionfilegnuplot,".gp");
     if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
       printf("Problem with file %s",optionfilegnuplot);
     }
     else{
       fprintf(ficgp,"\n# %s\n", version); 
       fprintf(ficgp,"# %s\n", optionfilegnuplot); 
       fprintf(ficgp,"set missing 'NaNq'\n");
     }
     /*  fclose(ficgp);*/
     /*--------- index.htm --------*/
   
     strcpy(optionfilehtm,optionfilefiname); /* Main html file */
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
     }
   
     strcpy(optionfilehtmcov,optionfilefiname); /* Only for matrix of covariance */
     strcat(optionfilehtmcov,"-cov.htm");
     if((fichtmcov=fopen(optionfilehtmcov,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtmcov), exit(0);
     }
     else{
     fprintf(fichtmcov,"<body>\n<title>IMaCh Cov %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model);
     }
   
     fprintf(fichtm,"<body>\n<title>IMaCh %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n\
   \n\
   <hr  size=\"2\" color=\"#EC5E5E\">\
    <ul><li><h4>Parameter files</h4>\n\
    - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n\
    - Log file of the run: <a href=\"%s\">%s</a><br>\n\
    - Gnuplot file name: <a href=\"%s\">%s</a><br>\n\
    - Date and time at start: %s</ul>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model,\
             fileres,fileres,\
             filelog,filelog,optionfilegnuplot,optionfilegnuplot,strstart);
     fflush(fichtm);
   
     strcpy(pathr,path);
     strcat(pathr,optionfilefiname);
     chdir(optionfilefiname); /* Move to directory named optionfile */
     strcpy(lfileres,fileres);
     strcat(lfileres,"/");
     strcat(lfileres,optionfilefiname);
     
     /* Calculates basic frequencies. Computes observed prevalence at single age
        and prints on file fileres'p'. */
     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);
   
     fprintf(fichtm,"\n");
     fprintf(fichtm,"<br>Total number of observations=%d <br>\n\
   Youngest age at first (selected) pass %.2f, oldest age %.2f<br>\n\
   Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n",\
             imx,agemin,agemax,jmin,jmax,jmean);
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
       
      
     /* For Powell, parameters are in a vector p[] starting at p[1]
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */
   
     globpr=0; /* To get the number ipmx of contributions and the sum of weights*/
     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
     printf("First Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
     for (k=1; k<=npar;k++)
       printf(" %d %8.5f",k,p[k]);
     printf("\n");
     globpr=1; /* to print the contributions */
     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
     printf("Second Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
     for (k=1; k<=npar;k++)
       printf(" %d %8.5f",k,p[k]);
     printf("\n");
     if(mle>=1){ /* Could be 1 or 2 */
       mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
     }
       
     /*--------- results files --------------*/
     fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle= 0 weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate, ndeath, maxwav, weightopt,model);
     
   
     jk=1;
     fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) 
           {
             printf("%d%d ",i,k);
             fprintf(ficlog,"%d%d ",i,k);
             fprintf(ficres,"%1d%1d ",i,k);
             for(j=1; j <=ncovmodel; j++){
               printf("%f ",p[jk]);
               fprintf(ficlog,"%f ",p[jk]);
               fprintf(ficres,"%f ",p[jk]);
               jk++; 
             }
             printf("\n");
             fprintf(ficlog,"\n");
             fprintf(ficres,"\n");
           }
       }
     }
     if(mle!=0){
       /* Computing hessian and covariance matrix */
       ftolhess=ftol; /* Usually correct */
       hesscov(matcov, p, npar, delti, ftolhess, func);
     }
     fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath; j++){
         if (j!=i) {
           fprintf(ficres,"%1d%1d",i,j);
           printf("%1d%1d",i,j);
           fprintf(ficlog,"%1d%1d",i,j);
           for(k=1; k<=ncovmodel;k++){
             printf(" %.5e",delti[jk]);
             fprintf(ficlog," %.5e",delti[jk]);
             fprintf(ficres," %.5e",delti[jk]);
             jk++;
           }
           printf("\n");
           fprintf(ficlog,"\n");
           fprintf(ficres,"\n");
         }
       }
     }
      
     fprintf(ficres,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     if(mle==1)
       printf("# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     fprintf(ficlog,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     for(i=1,k=1;i<=npar;i++){
       /*  if (k>nlstate) k=1;
           i1=(i-1)/(ncovmodel*nlstate)+1; 
           fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);
           printf("%s%d%d",alph[k],i1,tab[i]);
       */
       fprintf(ficres,"%3d",i);
       if(mle==1)
         printf("%3d",i);
       fprintf(ficlog,"%3d",i);
       for(j=1; j<=i;j++){
         fprintf(ficres," %.5e",matcov[i][j]);
         if(mle==1)
           printf(" %.5e",matcov[i][j]);
         fprintf(ficlog," %.5e",matcov[i][j]);
       }
       fprintf(ficres,"\n");
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       k++;
     }
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     estepm=0;
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
     if (estepm==0 || estepm < stepm) estepm=stepm;
     if (fage <= 2) {
       bage = ageminpar;
       fage = agemaxpar;
     }
      
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mov_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);
     fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficlog,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
    
   
     dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
     dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
   
     fscanf(ficpar,"pop_based=%d\n",&popbased);
     fprintf(ficparo,"pop_based=%d\n",popbased);   
     fprintf(ficres,"pop_based=%d\n",popbased);   
     
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"prevforecast=%d starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf mobil_average=%d\n",&prevfcast,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2,&mobilavproj);
     fprintf(ficparo,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     printf("prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficlog,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficres,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     /* day and month of proj2 are not used but only year anproj2.*/
   
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"popforecast=%d popfile=%s popfiledate=%lf/%lf/%lf last-popfiledate=%lf/%lf/%lf\n",&popforecast,popfile,&jpyram,&mpyram,&anpyram,&jpyram1,&mpyram1,&anpyram1);
     fprintf(ficparo,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
     fprintf(ficres,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
   
     /*  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);*/
     /*,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
   
     replace_back_to_slash(pathc,path); /* Even gnuplot wants a / */
     printinggnuplot(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
   
     printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,\
                  model,imx,jmin,jmax,jmean,rfileres,popforecast,estepm,\
                  jprev1,mprev1,anprev1,jprev2,mprev2,anprev2);
    
     /*------------ free_vector  -------------*/
     /*  chdir(path); */
    
     free_ivector(wav,1,imx);
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(bh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
     free_lvector(num,1,n);
     free_vector(agedc,1,n);
     /*free_matrix(covar,0,NCOVMAX,1,n);*/
     /*free_matrix(covar,1,NCOVMAX,1,n);*/
     fclose(ficparo);
     fclose(ficres);
   
   
     /*--------------- Prevalence limit  (stable prevalence) --------------*/
     
     strcpy(filerespl,"pl");
     strcat(filerespl,fileres);
     if((ficrespl=fopen(filerespl,"w"))==NULL) {
       printf("Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
       fprintf(ficlog,"Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
     }
     printf("Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficlog,"Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficrespl,"#Stable prevalence \n");
     fprintf(ficrespl,"#Age ");
     for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
     fprintf(ficrespl,"\n");
     
     prlim=matrix(1,nlstate,1,nlstate);
   
     agebase=ageminpar;
     agelim=agemaxpar;
     ftolpl=1.e-10;
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
         fprintf(ficrespl,"\n#******");
         printf("\n#******");
         fprintf(ficlog,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespl,"******\n");
         printf("******\n");
         fprintf(ficlog,"******\n");
           
         for (age=agebase; age<=agelim; age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           fprintf(ficrespl,"%.0f ",age );
           for(j=1;j<=cptcoveff;j++)
             fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           for(i=1; i<=nlstate;i++)
             fprintf(ficrespl," %.5f", prlim[i][i]);
           fprintf(ficrespl,"\n");
         }
       }
     }
     fclose(ficrespl);
   
     /*------------- h Pij x at various ages ------------*/
     
     strcpy(filerespij,"pij");  strcat(filerespij,fileres);
     if((ficrespij=fopen(filerespij,"w"))==NULL) {
       printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
       fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij);goto end;
     }
     printf("Computing pij: result on file '%s' \n", filerespij);
     fprintf(ficlog,"Computing pij: result on file '%s' \n", filerespij);
     
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     /*if (stepm<=24) stepsize=2;*/
   
     agelim=AGESUP;
     hstepm=stepsize*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
   
     /* hstepm=1;   aff par mois*/
   
     fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x ");
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficrespij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrespij,"******\n");
           
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   
           /*        nhstepm=nhstepm*YEARM; aff par mois*/
   
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           oldm=oldms;savm=savms;
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j=");
           for(i=1; i<=nlstate;i++)
             for(j=1; j<=nlstate+ndeath;j++)
               fprintf(ficrespij," %1d-%1d",i,j);
           fprintf(ficrespij,"\n");
           for (h=0; h<=nhstepm; h++){
             fprintf(ficrespij,"%d %3.f %3.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
             for(i=1; i<=nlstate;i++)
               for(j=1; j<=nlstate+ndeath;j++)
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);
             fprintf(ficrespij,"\n");
           }
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           fprintf(ficrespij,"\n");
         }
       }
     }
   
     varprob(optionfilefiname, matcov, p, delti, nlstate, bage, fage,k,Tvar,nbcode, ncodemax);
   
     fclose(ficrespij);
   
     probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     /*---------- Forecasting ------------------*/
     /*if((stepm == 1) && (strcmp(model,".")==0)){*/
     if(prevfcast==1){
       /*    if(stepm ==1){*/
         prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
         /* (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);*/
   /*      }  */
   /*      else{ */
   /*        erreur=108; */
   /*        printf("Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*        fprintf(ficlog,"Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*      } */
     }
     
   
     /*---------- Health expectancies and variances ------------*/
   
     strcpy(filerest,"t");
     strcat(filerest,fileres);
     if((ficrest=fopen(filerest,"w"))==NULL) {
       printf("Problem with total LE resultfile: %s\n", filerest);goto end;
       fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
     }
     printf("Computing Total LEs with variances: file '%s' \n", filerest); 
     fprintf(ficlog,"Computing Total LEs with variances: file '%s' \n", filerest); 
   
   
     strcpy(filerese,"e");
     strcat(filerese,fileres);
     if((ficreseij=fopen(filerese,"w"))==NULL) {
       printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
       fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
     }
     printf("Computing Health Expectancies: result on file '%s' \n", filerese);
     fprintf(ficlog,"Computing Health Expectancies: result on file '%s' \n", filerese);
   
     strcpy(fileresv,"v");
     strcat(fileresv,fileres);
     if((ficresvij=fopen(fileresv,"w"))==NULL) {
       printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
       fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
     }
     printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
     fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
   
     /* Computes prevalence between agemin (i.e minimal age computed) and no more ageminpar */
     prevalence(probs, agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     /*  printf("ageminpar=%f, agemax=%f, s[lastpass][imx]=%d, agev[lastpass][imx]=%f, nlstate=%d, imx=%d,  mint[lastpass][imx]=%f, anint[lastpass][imx]=%f,dateprev1=%f, dateprev2=%f, firstpass=%d, lastpass=%d\n",\
   ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
     */
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1; 
         fprintf(ficrest,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrest,"******\n");
   
         fprintf(ficreseij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficreseij,"******\n");
   
         fprintf(ficresvij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvij,"******\n");
   
         eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov);  
    
         vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,0, mobilav);
         if(popbased==1){
           varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,popbased,mobilav);
         }
   
    
         fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
         for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
         fprintf(ficrest,"\n");
   
         epj=vector(1,nlstate+1);
         for(age=bage; age <=fage ;age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           if (popbased==1) {
             if(mobilav ==0){
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=probs[(int)age][i][k];
             }else{ /* mobilav */ 
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=mobaverage[(int)age][i][k];
             }
           }
           
           fprintf(ficrest," %4.0f",age);
           for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
             for(i=1, epj[j]=0.;i <=nlstate;i++) {
               epj[j] += prlim[i][i]*eij[i][j][(int)age];
               /*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
             }
             epj[nlstate+1] +=epj[j];
           }
   
           for(i=1, vepp=0.;i <=nlstate;i++)
             for(j=1;j <=nlstate;j++)
               vepp += vareij[i][j][(int)age];
           fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
           for(j=1;j <=nlstate;j++){
             fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
           }
           fprintf(ficrest,"\n");
         }
         free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_vector(epj,1,nlstate+1);
       }
     }
     free_vector(weight,1,n);
     free_imatrix(Tvard,1,15,1,2);
     free_imatrix(s,1,maxwav+1,1,n);
     free_matrix(anint,1,maxwav,1,n); 
     free_matrix(mint,1,maxwav,1,n);
     free_ivector(cod,1,n);
     free_ivector(tab,1,NCOVMAX);
     fclose(ficreseij);
     fclose(ficresvij);
     fclose(ficrest);
     fclose(ficpar);
     
     /*------- Variance of stable prevalence------*/   
   
     strcpy(fileresvpl,"vpl");
     strcat(fileresvpl,fileres);
     if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
       printf("Problem with variance of stable prevalence  resultfile: %s\n", fileresvpl);
       exit(0);
     }
     printf("Computing Variance-covariance of stable prevalence: file '%s' \n", fileresvpl);
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficresvpl,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvpl,"******\n");
         
         varpl=matrix(1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
         free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
       }
     }
   
     fclose(ficresvpl);
   
     /*---------- End : free ----------------*/
     free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
     
     free_matrix(covar,0,NCOVMAX,1,n);
     free_matrix(matcov,1,npar,1,npar);
     /*free_vector(delti,1,npar);*/
     free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
     free_matrix(agev,1,maxwav,1,imx);
     free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     free_ivector(ncodemax,1,8);
     free_ivector(Tvar,1,15);
     free_ivector(Tprod,1,15);
     free_ivector(Tvaraff,1,15);
     free_ivector(Tage,1,15);
     free_ivector(Tcode,1,100);
   
     fflush(fichtm);
     fflush(ficgp);
     
   
     if((nberr >0) || (nbwarn>0)){
       printf("End of Imach with %d errors and/or warnings %d\n",nberr,nbwarn);
       fprintf(ficlog,"End of Imach with %d errors and/or warnings %d\n",nberr,nbwarn);
     }else{
       printf("End of Imach\n");
       fprintf(ficlog,"End of Imach\n");
     }
     printf("See log file on %s\n",filelog);
     /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
     (void) gettimeofday(&end_time,&tzp);
     tm = *localtime(&end_time.tv_sec);
     tmg = *gmtime(&end_time.tv_sec);
     strcpy(strtend,asctime(&tm));
     printf("Localtime at start %s\nLocaltime at end   %s",strstart, strtend); 
     fprintf(ficlog,"Localtime at start %s\nLocal time at end   %s\n",strstart, strtend); 
     printf("Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
   
     printf("Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     fprintf(ficlog,"Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
     fprintf(ficlog,"Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     /*  printf("Total time was %d uSec.\n", total_usecs);*/
   /*   if(fileappend(fichtm,optionfilehtm)){ */
     fprintf(fichtm,"<br>Local time at start %s<br>Local time at end   %s<br>",strstart, strtend);
     fclose(fichtm);
     fclose(fichtmcov);
     fclose(ficgp);
     fclose(ficlog);
     /*------ End -----------*/
   
     chdir(path);
     strcpy(plotcmd,GNUPLOTPROGRAM);
     strcat(plotcmd," ");
     strcat(plotcmd,optionfilegnuplot);
     printf("Starting graphs with: %s",plotcmd);fflush(stdout);
     if((outcmd=system(plotcmd)) != 0){
       printf(" Problem with gnuplot\n");
     }
     printf(" Wait...");
     while (z[0] != 'q') {
       /* chdir(path); */
       printf("\nType e to edit output files, g to graph again and q for exiting: ");
       scanf("%s",z);
   /*     if (z[0] == 'c') system("./imach"); */
       if (z[0] == 'e') system(optionfilehtm);
       else if (z[0] == 'g') system(plotcmd);
       else if (z[0] == 'q') exit(0);
     }
     end:
     while (z[0] != 'q') {
       printf("\nType  q for exiting: ");
       scanf("%s",z);
     }
   }
   
   
   

Removed from v.1.3  
changed lines
  Added in v.1.91


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