Diff for /imach/src/imach.c between versions 1.6 and 1.89

version 1.6, 2001/05/02 17:47:10 version 1.89, 2003/06/24 12:30:52
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 1.89  2003/06/24 12:30:52  brouard
   individuals from different ages are interviewed on their health status    (Module): Some bugs corrected for windows. Also, when
   or degree of  disability. At least a second wave of interviews    mle=-1 a template is output in file "or"mypar.txt with the design
   ("longitudinal") should  measure each new individual health status.    of the covariance matrix to be input.
   Health expectancies are computed from the transistions observed between  
   waves and are computed for each degree of severity of disability (number    Revision 1.88  2003/06/23 17:54:56  brouard
   of life states). More degrees you consider, more time is necessary to    * 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.
   reach the Maximum Likelihood of the parameters involved in the model.  
   The simplest model is the multinomial logistic model where pij is    Revision 1.87  2003/06/18 12:26:01  brouard
   the probabibility to be observed in state j at the second wave conditional    Version 0.96
   to be observed in state i at the first wave. Therefore the model is:  
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'    Revision 1.86  2003/06/17 20:04:08  brouard
   is a covariate. If you want to have a more complex model than "constant and    (Module): Change position of html and gnuplot routines and added
   age", you should modify the program where the markup    routine fileappend.
     *Covariates have to be included here again* invites you to do it.  
   More covariates you add, less is the speed of the convergence.    Revision 1.85  2003/06/17 13:12:43  brouard
     * imach.c (Repository): Check when date of death was earlier that
   The advantage that this computer programme claims, comes from that if the    current date of interview. It may happen when the death was just
   delay between waves is not identical for each individual, or if some    prior to the death. In this case, dh was negative and likelihood
   individual missed an interview, the information is not rounded or lost, but    was wrong (infinity). We still send an "Error" but patch by
   taken into account using an interpolation or extrapolation.    assuming that the date of death was just one stepm after the
   hPijx is the probability to be    interview.
   observed in state i at age x+h conditional to the observed state i at age    (Repository): Because some people have very long ID (first column)
   x. The delay 'h' can be split into an exact number (nh*stepm) of    we changed int to long in num[] and we added a new lvector for
   unobserved intermediate  states. This elementary transition (by month or    memory allocation. But we also truncated to 8 characters (left
   quarter trimester, semester or year) is model as a multinomial logistic.    truncation)
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices    (Repository): No more line truncation errors.
   and the contribution of each individual to the likelihood is simply hPijx.  
     Revision 1.84  2003/06/13 21:44:43  brouard
   Also this programme outputs the covariance matrix of the parameters but also    * imach.c (Repository): Replace "freqsummary" at a correct
   of the life expectancies. It also computes the prevalence limits.    place. It differs from routine "prevalence" which may be called
      many times. Probs is memory consuming and must be used with
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    parcimony.
            Institut national d'études démographiques, Paris.    Version 0.95a3 (should output exactly the same maximization than 0.8a2)
   This software have been partly granted by Euro-REVES, a concerted action  
   from the European Union.    Revision 1.83  2003/06/10 13:39:11  lievre
   It is copyrighted identically to a GNU software product, ie programme and    *** empty log message ***
   software can be distributed freely for non commercial use. Latest version  
   can be accessed at http://euroreves.ined.fr/imach .    Revision 1.82  2003/06/05 15:57:20  brouard
   **********************************************************************/    Add log in  imach.c and  fullversion number is now printed.
    
 #include <math.h>  */
 #include <stdio.h>  /*
 #include <stdlib.h>     Interpolated Markov Chain
 #include <unistd.h>  
     Short summary of the programme:
 #define MAXLINE 256    
 #define FILENAMELENGTH 80    This program computes Healthy Life Expectancies from
 /*#define DEBUG*/    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
 #define windows    first survey ("cross") where individuals from different ages are
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    interviewed on their health status or degree of disability (in the
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */    case of a health survey which is our main interest) -2- at least a
     second wave of interviews ("longitudinal") which measure each change
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    (if any) in individual health status.  Health expectancies are
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    computed from the time spent in each health state according to a
     model. More health states you consider, more time is necessary to reach the
 #define NINTERVMAX 8    Maximum Likelihood of the parameters involved in the model.  The
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    simplest model is the multinomial logistic model where pij is the
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */    probability to be observed in state j at the second wave
 #define NCOVMAX 8 /* Maximum number of covariates */    conditional to be observed in state i at the first wave. Therefore
 #define MAXN 20000    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
 #define YEARM 12. /* Number of months per year */    'age' is age and 'sex' is a covariate. If you want to have a more
 #define AGESUP 130    complex model than "constant and age", you should modify the program
 #define AGEBASE 40    where the markup *Covariates have to be included here again* invites
     you to do it.  More covariates you add, slower the
     convergence.
 int nvar;  
 static int cptcov;    The advantage of this computer programme, compared to a simple
 int cptcovn, cptcovage=0;    multinomial logistic model, is clear when the delay between waves is not
 int npar=NPARMAX;    identical for each individual. Also, if a individual missed an
 int nlstate=2; /* Number of live states */    intermediate interview, the information is lost, but taken into
 int ndeath=1; /* Number of dead states */    account using an interpolation or extrapolation.  
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */  
     hPijx is the probability to be observed in state i at age x+h
 int *wav; /* Number of waves for this individuual 0 is possible */    conditional to the observed state i at age x. The delay 'h' can be
 int maxwav; /* Maxim number of waves */    split into an exact number (nh*stepm) of unobserved intermediate
 int mle, weightopt;    states. This elementary transition (by month, quarter,
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */    semester or year) is modelled as a multinomial logistic.  The hPx
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */    matrix is simply the matrix product of nh*stepm elementary matrices
 double **oldm, **newm, **savm; /* Working pointers to matrices */    and the contribution of each individual to the likelihood is simply
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    hPijx.
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;  
 FILE *ficgp, *fichtm;    Also this programme outputs the covariance matrix of the parameters but also
 FILE *ficreseij;    of the life expectancies. It also computes the stable prevalence. 
   char filerese[FILENAMELENGTH];    
  FILE  *ficresvij;    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
   char fileresv[FILENAMELENGTH];             Institut national d'études démographiques, Paris.
  FILE  *ficresvpl;    This software have been partly granted by Euro-REVES, a concerted action
   char fileresvpl[FILENAMELENGTH];    from the European Union.
     It is copyrighted identically to a GNU software product, ie programme and
 #define NR_END 1    software can be distributed freely for non commercial use. Latest version
 #define FREE_ARG char*    can be accessed at http://euroreves.ined.fr/imach .
 #define FTOL 1.0e-10  
     Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
 #define NRANSI    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
 #define ITMAX 200    
     **********************************************************************/
 #define TOL 2.0e-4  /*
     main
 #define CGOLD 0.3819660    read parameterfile
 #define ZEPS 1.0e-10    read datafile
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);    concatwav
     freqsummary
 #define GOLD 1.618034    if (mle >= 1)
 #define GLIMIT 100.0      mlikeli
 #define TINY 1.0e-20    print results files
     if mle==1 
 static double maxarg1,maxarg2;       computes hessian
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))    read end of parameter file: agemin, agemax, bage, fage, estepm
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))        begin-prev-date,...
      open gnuplot file
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))    open html file
 #define rint(a) floor(a+0.5)    stable prevalence
      for age prevalim()
 static double sqrarg;    h Pij x
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)    variance of p varprob
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}    forecasting if prevfcast==1 prevforecast call prevalence()
     health expectancies
 int imx;    Variance-covariance of DFLE
 int stepm;    prevalence()
 /* Stepm, step in month: minimum step interpolation*/     movingaverage()
     varevsij() 
 int m,nb;    if popbased==1 varevsij(,popbased)
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;    total life expectancies
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;    Variance of stable prevalence
 double **pmmij;   end
   */
 double *weight;  
 int **s; /* Status */  
 double *agedc, **covar, idx;  
 int **nbcode, *Tcode, *Tvar, **codtab;   
   #include <math.h>
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */  #include <stdio.h>
 double ftolhess; /* Tolerance for computing hessian */  #include <stdlib.h>
   #include <unistd.h>
   
 static  int split( char *path, char *dirc, char *name )  #include <sys/time.h>
 {  #include <time.h>
    char *s;                             /* pointer */  #include "timeval.h"
    int  l1, l2;                         /* length counters */  
   #define MAXLINE 256
    l1 = strlen( path );                 /* length of path */  #define GNUPLOTPROGRAM "gnuplot"
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
    s = strrchr( path, '\\' );           /* find last / */  #define FILENAMELENGTH 132
    if ( s == NULL ) {                   /* no directory, so use current */  /*#define DEBUG*/
 #if     defined(__bsd__)                /* get current working directory */  /*#define windows*/
       extern char       *getwd( );  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
   #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
       if ( getwd( dirc ) == NULL ) {  
 #else  #define MAXPARM 30 /* Maximum number of parameters for the optimization */
       extern char       *getcwd( );  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
   
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {  #define NINTERVMAX 8
 #endif  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
          return( GLOCK_ERROR_GETCWD );  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
       }  #define NCOVMAX 8 /* Maximum number of covariates */
       strcpy( name, path );             /* we've got it */  #define MAXN 20000
    } else {                             /* strip direcotry from path */  #define YEARM 12. /* Number of months per year */
       s++;                              /* after this, the filename */  #define AGESUP 130
       l2 = strlen( s );                 /* length of filename */  #define AGEBASE 40
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );  #ifdef unix
       strcpy( name, s );                /* save file name */  #define DIRSEPARATOR '/'
       strncpy( dirc, path, l1 - l2 );   /* now the directory */  #define ODIRSEPARATOR '\\'
       dirc[l1-l2] = 0;                  /* add zero */  #else
    }  #define DIRSEPARATOR '\\'
    l1 = strlen( dirc );                 /* length of directory */  #define ODIRSEPARATOR '/'
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  #endif
    return( 0 );                         /* we're done */  
 }  /* $Id$ */
   /* $State$ */
   
 /******************************************/  char version[]="Imach version 0.96a, June 2003, INED-EUROREVES ";
   char fullversion[]="$Revision$ $Date$"; 
 void replace(char *s, char*t)  int erreur; /* Error number */
 {  int nvar;
   int i;  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
   int lg=20;  int npar=NPARMAX;
   i=0;  int nlstate=2; /* Number of live states */
   lg=strlen(t);  int ndeath=1; /* Number of dead states */
   for(i=0; i<= lg; i++) {  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
     (s[i] = t[i]);  int popbased=0;
     if (t[i]== '\\') s[i]='/';  
   }  int *wav; /* Number of waves for this individuual 0 is possible */
 }  int maxwav; /* Maxim number of waves */
   int jmin, jmax; /* min, max spacing between 2 waves */
 int nbocc(char *s, char occ)  int gipmx, gsw; /* Global variables on the number of contributions 
 {                     to the likelihood and the sum of weights (done by funcone)*/
   int i,j=0;  int mle, weightopt;
   int lg=20;  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
   i=0;  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
   lg=strlen(s);  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
   for(i=0; i<= lg; i++) {             * wave mi and wave mi+1 is not an exact multiple of stepm. */
   if  (s[i] == occ ) j++;  double jmean; /* Mean space between 2 waves */
   }  double **oldm, **newm, **savm; /* Working pointers to matrices */
   return j;  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
 }  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
   FILE *ficlog, *ficrespow;
 void cutv(char *u,char *v, char*t, char occ)  int globpr; /* Global variable for printing or not */
 {  double fretone; /* Only one call to likelihood */
   int i,lg,j,p=0;  long ipmx; /* Number of contributions */
   i=0;  double sw; /* Sum of weights */
   for(j=0; j<=strlen(t)-1; j++) {  char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;  FILE *ficresilk;
   }  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
   FILE *ficresprobmorprev;
   lg=strlen(t);  FILE *fichtm; /* Html File */
   for(j=0; j<p; j++) {  FILE *ficreseij;
     (u[j] = t[j]);  char filerese[FILENAMELENGTH];
   }  FILE  *ficresvij;
      u[p]='\0';  char fileresv[FILENAMELENGTH];
   FILE  *ficresvpl;
    for(j=0; j<= lg; j++) {  char fileresvpl[FILENAMELENGTH];
     if (j>=(p+1))(v[j-p-1] = t[j]);  char title[MAXLINE];
   }  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
 }  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
   char tmpout[FILENAMELENGTH]; 
 /********************** nrerror ********************/  char command[FILENAMELENGTH];
   int  outcmd=0;
 void nrerror(char error_text[])  
 {  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
   fprintf(stderr,"ERREUR ...\n");  char lfileres[FILENAMELENGTH];
   fprintf(stderr,"%s\n",error_text);  char filelog[FILENAMELENGTH]; /* Log file */
   exit(1);  char filerest[FILENAMELENGTH];
 }  char fileregp[FILENAMELENGTH];
 /*********************** vector *******************/  char popfile[FILENAMELENGTH];
 double *vector(int nl, int nh)  
 {  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];
   double *v;  
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  #define NR_END 1
   if (!v) nrerror("allocation failure in vector");  #define FREE_ARG char*
   return v-nl+NR_END;  #define FTOL 1.0e-10
 }  
   #define NRANSI 
 /************************ free vector ******************/  #define ITMAX 200 
 void free_vector(double*v, int nl, int nh)  
 {  #define TOL 2.0e-4 
   free((FREE_ARG)(v+nl-NR_END));  
 }  #define CGOLD 0.3819660 
   #define ZEPS 1.0e-10 
 /************************ivector *******************************/  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
 int *ivector(long nl,long nh)  
 {  #define GOLD 1.618034 
   int *v;  #define GLIMIT 100.0 
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  #define TINY 1.0e-20 
   if (!v) nrerror("allocation failure in ivector");  
   return v-nl+NR_END;  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))
 /******************free ivector **************************/    
 void free_ivector(int *v, long nl, long nh)  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
 {  #define rint(a) floor(a+0.5)
   free((FREE_ARG)(v+nl-NR_END));  
 }  static double sqrarg;
   #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
 /******************* imatrix *******************************/  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
 int **imatrix(long nrl, long nrh, long ncl, long nch)  
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */  int imx; 
 {  int stepm;
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  /* Stepm, step in month: minimum step interpolation*/
   int **m;  
    int estepm;
   /* allocate pointers to rows */  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  
   if (!m) nrerror("allocation failure 1 in matrix()");  int m,nb;
   m += NR_END;  long *num;
   m -= nrl;  int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
    double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
    double **pmmij, ***probs;
   /* allocate rows and set pointers to them */  double dateintmean=0;
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  double *weight;
   m[nrl] += NR_END;  int **s; /* Status */
   m[nrl] -= ncl;  double *agedc, **covar, idx;
    int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  
    double ftol=FTOL; /* Tolerance for computing Max Likelihood */
   /* return pointer to array of pointers to rows */  double ftolhess; /* Tolerance for computing hessian */
   return m;  
 }  /**************** split *************************/
   static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
 /****************** free_imatrix *************************/  {
 void free_imatrix(m,nrl,nrh,ncl,nch)    char  *ss;                            /* pointer */
       int **m;    int   l1, l2;                         /* length counters */
       long nch,ncl,nrh,nrl;  
      /* free an int matrix allocated by imatrix() */    l1 = strlen(path );                   /* length of path */
 {    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
   free((FREE_ARG) (m[nrl]+ncl-NR_END));    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
   free((FREE_ARG) (m+nrl-NR_END));    if ( ss == NULL ) {                   /* no directory, so use current */
 }      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
         printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
 /******************* matrix *******************************/      /* get current working directory */
 double **matrix(long nrl, long nrh, long ncl, long nch)      /*    extern  char* getcwd ( char *buf , int len);*/
 {      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;        return( GLOCK_ERROR_GETCWD );
   double **m;      }
       strcpy( name, path );               /* we've got it */
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));    } else {                              /* strip direcotry from path */
   if (!m) nrerror("allocation failure 1 in matrix()");      ss++;                               /* after this, the filename */
   m += NR_END;      l2 = strlen( ss );                  /* length of filename */
   m -= nrl;      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
       strcpy( name, ss );         /* save file name */
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));      strncpy( dirc, path, l1 - l2 );     /* now the directory */
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");      dirc[l1-l2] = 0;                    /* add zero */
   m[nrl] += NR_END;    }
   m[nrl] -= ncl;    l1 = strlen( dirc );                  /* length of directory */
     /*#ifdef windows
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
   return m;  #else
 }    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
   #endif
 /*************************free matrix ************************/    */
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)    ss = strrchr( name, '.' );            /* find last / */
 {    ss++;
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    strcpy(ext,ss);                       /* save extension */
   free((FREE_ARG)(m+nrl-NR_END));    l1= strlen( name);
 }    l2= strlen(ss)+1;
     strncpy( finame, name, l1-l2);
 /******************* ma3x *******************************/    finame[l1-l2]= 0;
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)    return( 0 );                          /* we're done */
 {  }
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;  
   double ***m;  
   /******************************************/
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  
   if (!m) nrerror("allocation failure 1 in matrix()");  void replace_back_to_slash(char *s, char*t)
   m += NR_END;  {
   m -= nrl;    int i;
     int lg=0;
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    i=0;
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    lg=strlen(t);
   m[nrl] += NR_END;    for(i=0; i<= lg; i++) {
   m[nrl] -= ncl;      (s[i] = t[i]);
       if (t[i]== '\\') s[i]='/';
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    }
   }
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));  
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");  int nbocc(char *s, char occ)
   m[nrl][ncl] += NR_END;  {
   m[nrl][ncl] -= nll;    int i,j=0;
   for (j=ncl+1; j<=nch; j++)    int lg=20;
     m[nrl][j]=m[nrl][j-1]+nlay;    i=0;
      lg=strlen(s);
   for (i=nrl+1; i<=nrh; i++) {    for(i=0; i<= lg; i++) {
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;    if  (s[i] == occ ) j++;
     for (j=ncl+1; j<=nch; j++)    }
       m[i][j]=m[i][j-1]+nlay;    return j;
   }  }
   return m;  
 }  void cutv(char *u,char *v, char*t, char occ)
   {
 /*************************free ma3x ************************/    /* cuts string t into u and v where u is ended by char occ excluding it
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)       and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
 {       gives u="abcedf" and v="ghi2j" */
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));    int i,lg,j,p=0;
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    i=0;
   free((FREE_ARG)(m+nrl-NR_END));    for(j=0; j<=strlen(t)-1; j++) {
 }      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
     }
 /***************** f1dim *************************/  
 extern int ncom;    lg=strlen(t);
 extern double *pcom,*xicom;    for(j=0; j<p; j++) {
 extern double (*nrfunc)(double []);      (u[j] = t[j]);
      }
 double f1dim(double x)       u[p]='\0';
 {  
   int j;     for(j=0; j<= lg; j++) {
   double f;      if (j>=(p+1))(v[j-p-1] = t[j]);
   double *xt;    }
    }
   xt=vector(1,ncom);  
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];  /********************** nrerror ********************/
   f=(*nrfunc)(xt);  
   free_vector(xt,1,ncom);  void nrerror(char error_text[])
   return f;  {
 }    fprintf(stderr,"ERREUR ...\n");
     fprintf(stderr,"%s\n",error_text);
 /*****************brent *************************/    exit(EXIT_FAILURE);
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)  }
 {  /*********************** vector *******************/
   int iter;  double *vector(int nl, int nh)
   double a,b,d,etemp;  {
   double fu,fv,fw,fx;    double *v;
   double ftemp;    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
   double p,q,r,tol1,tol2,u,v,w,x,xm;    if (!v) nrerror("allocation failure in vector");
   double e=0.0;    return v-nl+NR_END;
    }
   a=(ax < cx ? ax : cx);  
   b=(ax > cx ? ax : cx);  /************************ free vector ******************/
   x=w=v=bx;  void free_vector(double*v, int nl, int nh)
   fw=fv=fx=(*f)(x);  {
   for (iter=1;iter<=ITMAX;iter++) {    free((FREE_ARG)(v+nl-NR_END));
     xm=0.5*(a+b);  }
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);  
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/  /************************ivector *******************************/
     printf(".");fflush(stdout);  int *ivector(long nl,long nh)
 #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);    int *v;
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
 #endif    if (!v) nrerror("allocation failure in ivector");
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){    return v-nl+NR_END;
       *xmin=x;  }
       return fx;  
     }  /******************free ivector **************************/
     ftemp=fu;  void free_ivector(int *v, long nl, long nh)
     if (fabs(e) > tol1) {  {
       r=(x-w)*(fx-fv);    free((FREE_ARG)(v+nl-NR_END));
       q=(x-v)*(fx-fw);  }
       p=(x-v)*q-(x-w)*r;  
       q=2.0*(q-r);  /************************lvector *******************************/
       if (q > 0.0) p = -p;  long *lvector(long nl,long nh)
       q=fabs(q);  {
       etemp=e;    long *v;
       e=d;    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))    if (!v) nrerror("allocation failure in ivector");
         d=CGOLD*(e=(x >= xm ? a-x : b-x));    return v-nl+NR_END;
       else {  }
         d=p/q;  
         u=x+d;  /******************free lvector **************************/
         if (u-a < tol2 || b-u < tol2)  void free_lvector(long *v, long nl, long nh)
           d=SIGN(tol1,xm-x);  {
       }    free((FREE_ARG)(v+nl-NR_END));
     } else {  }
       d=CGOLD*(e=(x >= xm ? a-x : b-x));  
     }  /******************* imatrix *******************************/
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));  int **imatrix(long nrl, long nrh, long ncl, long nch) 
     fu=(*f)(u);       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
     if (fu <= fx) {  { 
       if (u >= x) a=x; else b=x;    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
       SHFT(v,w,x,u)    int **m; 
         SHFT(fv,fw,fx,fu)    
         } else {    /* allocate pointers to rows */ 
           if (u < x) a=u; else b=u;    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
           if (fu <= fw || w == x) {    if (!m) nrerror("allocation failure 1 in matrix()"); 
             v=w;    m += NR_END; 
             w=u;    m -= nrl; 
             fv=fw;    
             fw=fu;    
           } else if (fu <= fv || v == x || v == w) {    /* allocate rows and set pointers to them */ 
             v=u;    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
             fv=fu;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
           }    m[nrl] += NR_END; 
         }    m[nrl] -= ncl; 
   }    
   nrerror("Too many iterations in brent");    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
   *xmin=x;    
   return fx;    /* return pointer to array of pointers to rows */ 
 }    return m; 
   } 
 /****************** mnbrak ***********************/  
   /****************** free_imatrix *************************/
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,  void free_imatrix(m,nrl,nrh,ncl,nch)
             double (*func)(double))        int **m;
 {        long nch,ncl,nrh,nrl; 
   double ulim,u,r,q, dum;       /* free an int matrix allocated by imatrix() */ 
   double fu;  { 
      free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
   *fa=(*func)(*ax);    free((FREE_ARG) (m+nrl-NR_END)); 
   *fb=(*func)(*bx);  } 
   if (*fb > *fa) {  
     SHFT(dum,*ax,*bx,dum)  /******************* matrix *******************************/
       SHFT(dum,*fb,*fa,dum)  double **matrix(long nrl, long nrh, long ncl, long nch)
       }  {
   *cx=(*bx)+GOLD*(*bx-*ax);    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
   *fc=(*func)(*cx);    double **m;
   while (*fb > *fc) {  
     r=(*bx-*ax)*(*fb-*fc);    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
     q=(*bx-*cx)*(*fb-*fa);    if (!m) nrerror("allocation failure 1 in matrix()");
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/    m += NR_END;
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));    m -= nrl;
     ulim=(*bx)+GLIMIT*(*cx-*bx);  
     if ((*bx-u)*(u-*cx) > 0.0) {    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
       fu=(*func)(u);    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
     } else if ((*cx-u)*(u-ulim) > 0.0) {    m[nrl] += NR_END;
       fu=(*func)(u);    m[nrl] -= ncl;
       if (fu < *fc) {  
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
           SHFT(*fb,*fc,fu,(*func)(u))    return m;
           }    /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {     */
       u=ulim;  }
       fu=(*func)(u);  
     } else {  /*************************free matrix ************************/
       u=(*cx)+GOLD*(*cx-*bx);  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
       fu=(*func)(u);  {
     }    free((FREE_ARG)(m[nrl]+ncl-NR_END));
     SHFT(*ax,*bx,*cx,u)    free((FREE_ARG)(m+nrl-NR_END));
       SHFT(*fa,*fb,*fc,fu)  }
       }  
 }  /******************* ma3x *******************************/
   double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
 /*************** linmin ************************/  {
     long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
 int ncom;    double ***m;
 double *pcom,*xicom;  
 double (*nrfunc)(double []);    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
      if (!m) nrerror("allocation failure 1 in matrix()");
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))    m += NR_END;
 {    m -= nrl;
   double brent(double ax, double bx, double cx,  
                double (*f)(double), double tol, double *xmin);    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   double f1dim(double x);    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,    m[nrl] += NR_END;
               double *fc, double (*func)(double));    m[nrl] -= ncl;
   int j;  
   double xx,xmin,bx,ax;    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
   double fx,fb,fa;  
      m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
   ncom=n;    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
   pcom=vector(1,n);    m[nrl][ncl] += NR_END;
   xicom=vector(1,n);    m[nrl][ncl] -= nll;
   nrfunc=func;    for (j=ncl+1; j<=nch; j++) 
   for (j=1;j<=n;j++) {      m[nrl][j]=m[nrl][j-1]+nlay;
     pcom[j]=p[j];    
     xicom[j]=xi[j];    for (i=nrl+1; i<=nrh; i++) {
   }      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
   ax=0.0;      for (j=ncl+1; j<=nch; j++) 
   xx=1.0;        m[i][j]=m[i][j-1]+nlay;
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);    }
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);    return m; 
 #ifdef DEBUG    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
 #endif    */
   for (j=1;j<=n;j++) {  }
     xi[j] *= xmin;  
     p[j] += xi[j];  /*************************free ma3x ************************/
   }  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
   free_vector(xicom,1,n);  {
   free_vector(pcom,1,n);    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
 }    free((FREE_ARG)(m[nrl]+ncl-NR_END));
     free((FREE_ARG)(m+nrl-NR_END));
 /*************** powell ************************/  }
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,  
             double (*func)(double []))  /***************** f1dim *************************/
 {  extern int ncom; 
   void linmin(double p[], double xi[], int n, double *fret,  extern double *pcom,*xicom;
               double (*func)(double []));  extern double (*nrfunc)(double []); 
   int i,ibig,j;   
   double del,t,*pt,*ptt,*xit;  double f1dim(double x) 
   double fp,fptt;  { 
   double *xits;    int j; 
   pt=vector(1,n);    double f;
   ptt=vector(1,n);    double *xt; 
   xit=vector(1,n);   
   xits=vector(1,n);    xt=vector(1,ncom); 
   *fret=(*func)(p);    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
   for (j=1;j<=n;j++) pt[j]=p[j];    f=(*nrfunc)(xt); 
   for (*iter=1;;++(*iter)) {    free_vector(xt,1,ncom); 
     fp=(*fret);    return f; 
     ibig=0;  } 
     del=0.0;  
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);  /*****************brent *************************/
     for (i=1;i<=n;i++)  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
       printf(" %d %.12f",i, p[i]);  { 
     printf("\n");    int iter; 
     for (i=1;i<=n;i++) {    double a,b,d,etemp;
       for (j=1;j<=n;j++) xit[j]=xi[j][i];    double fu,fv,fw,fx;
       fptt=(*fret);    double ftemp;
 #ifdef DEBUG    double p,q,r,tol1,tol2,u,v,w,x,xm; 
       printf("fret=%lf \n",*fret);    double e=0.0; 
 #endif   
       printf("%d",i);fflush(stdout);    a=(ax < cx ? ax : cx); 
       linmin(p,xit,n,fret,func);    b=(ax > cx ? ax : cx); 
       if (fabs(fptt-(*fret)) > del) {    x=w=v=bx; 
         del=fabs(fptt-(*fret));    fw=fv=fx=(*f)(x); 
         ibig=i;    for (iter=1;iter<=ITMAX;iter++) { 
       }      xm=0.5*(a+b); 
 #ifdef DEBUG      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
       printf("%d %.12e",i,(*fret));      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
       for (j=1;j<=n;j++) {      printf(".");fflush(stdout);
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);      fprintf(ficlog,".");fflush(ficlog);
         printf(" x(%d)=%.12e",j,xit[j]);  #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);
       for(j=1;j<=n;j++)      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);
         printf(" p=%.12e",p[j]);      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
       printf("\n");  #endif
 #endif      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
     }        *xmin=x; 
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {        return fx; 
 #ifdef DEBUG      } 
       int k[2],l;      ftemp=fu;
       k[0]=1;      if (fabs(e) > tol1) { 
       k[1]=-1;        r=(x-w)*(fx-fv); 
       printf("Max: %.12e",(*func)(p));        q=(x-v)*(fx-fw); 
       for (j=1;j<=n;j++)        p=(x-v)*q-(x-w)*r; 
         printf(" %.12e",p[j]);        q=2.0*(q-r); 
       printf("\n");        if (q > 0.0) p = -p; 
       for(l=0;l<=1;l++) {        q=fabs(q); 
         for (j=1;j<=n;j++) {        etemp=e; 
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];        e=d; 
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
         }          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));        else { 
       }          d=p/q; 
 #endif          u=x+d; 
           if (u-a < tol2 || b-u < tol2) 
             d=SIGN(tol1,xm-x); 
       free_vector(xit,1,n);        } 
       free_vector(xits,1,n);      } else { 
       free_vector(ptt,1,n);        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
       free_vector(pt,1,n);      } 
       return;      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
     }      fu=(*f)(u); 
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");      if (fu <= fx) { 
     for (j=1;j<=n;j++) {        if (u >= x) a=x; else b=x; 
       ptt[j]=2.0*p[j]-pt[j];        SHFT(v,w,x,u) 
       xit[j]=p[j]-pt[j];          SHFT(fv,fw,fx,fu) 
       pt[j]=p[j];          } else { 
     }            if (u < x) a=u; else b=u; 
     fptt=(*func)(ptt);            if (fu <= fw || w == x) { 
     if (fptt < fp) {              v=w; 
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);              w=u; 
       if (t < 0.0) {              fv=fw; 
         linmin(p,xit,n,fret,func);              fw=fu; 
         for (j=1;j<=n;j++) {            } else if (fu <= fv || v == x || v == w) { 
           xi[j][ibig]=xi[j][n];              v=u; 
           xi[j][n]=xit[j];              fv=fu; 
         }            } 
 #ifdef DEBUG          } 
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);    } 
         for(j=1;j<=n;j++)    nrerror("Too many iterations in brent"); 
           printf(" %.12e",xit[j]);    *xmin=x; 
         printf("\n");    return fx; 
 #endif  } 
       }  
     }  /****************** mnbrak ***********************/
   }  
 }  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
               double (*func)(double)) 
 /**** Prevalence limit ****************/  { 
     double ulim,u,r,q, dum;
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)    double fu; 
 {   
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit    *fa=(*func)(*ax); 
      matrix by transitions matrix until convergence is reached */    *fb=(*func)(*bx); 
     if (*fb > *fa) { 
   int i, ii,j,k;      SHFT(dum,*ax,*bx,dum) 
   double min, max, maxmin, maxmax,sumnew=0.;        SHFT(dum,*fb,*fa,dum) 
   double **matprod2();        } 
   double **out, cov[NCOVMAX], **pmij();    *cx=(*bx)+GOLD*(*bx-*ax); 
   double **newm;    *fc=(*func)(*cx); 
   double agefin, delaymax=50 ; /* Max number of years to converge */    while (*fb > *fc) { 
       r=(*bx-*ax)*(*fb-*fc); 
   for (ii=1;ii<=nlstate+ndeath;ii++)      q=(*bx-*cx)*(*fb-*fa); 
     for (j=1;j<=nlstate+ndeath;j++){      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
     }      ulim=(*bx)+GLIMIT*(*cx-*bx); 
       if ((*bx-u)*(u-*cx) > 0.0) { 
    cov[1]=1.;        fu=(*func)(u); 
        } else if ((*cx-u)*(u-ulim) > 0.0) { 
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */        fu=(*func)(u); 
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){        if (fu < *fc) { 
     newm=savm;          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
     /* Covariates have to be included here again */            SHFT(*fb,*fc,fu,(*func)(u)) 
      cov[2]=agefin;            } 
        } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
       for (k=1; k<=cptcovn;k++) {        u=ulim; 
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][k]];        fu=(*func)(u); 
       } else { 
 /*printf("Tcode[ij]=%d nbcode=%d\n",Tcode[ij],nbcode[k][Tcode[ij]]);*/        u=(*cx)+GOLD*(*cx-*bx); 
       }        fu=(*func)(u); 
       for (k=1; k<=cptcovage;k++)      } 
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];      SHFT(*ax,*bx,*cx,u) 
            SHFT(*fa,*fb,*fc,fu) 
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);        } 
   } 
     savm=oldm;  
     oldm=newm;  /*************** linmin ************************/
     maxmax=0.;  
     for(j=1;j<=nlstate;j++){  int ncom; 
       min=1.;  double *pcom,*xicom;
       max=0.;  double (*nrfunc)(double []); 
       for(i=1; i<=nlstate; i++) {   
         sumnew=0;  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];  { 
         prlim[i][j]= newm[i][j]/(1-sumnew);    double brent(double ax, double bx, double cx, 
         max=FMAX(max,prlim[i][j]);                 double (*f)(double), double tol, double *xmin); 
         min=FMIN(min,prlim[i][j]);    double f1dim(double x); 
       }    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
       maxmin=max-min;                double *fc, double (*func)(double)); 
       maxmax=FMAX(maxmax,maxmin);    int j; 
     }    double xx,xmin,bx,ax; 
     if(maxmax < ftolpl){    double fx,fb,fa;
       return prlim;   
     }    ncom=n; 
   }    pcom=vector(1,n); 
 }    xicom=vector(1,n); 
     nrfunc=func; 
 /*************** transition probabilities **********/    for (j=1;j<=n;j++) { 
       pcom[j]=p[j]; 
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )      xicom[j]=xi[j]; 
 {    } 
   double s1, s2;    ax=0.0; 
   /*double t34;*/    xx=1.0; 
   int i,j,j1, nc, ii, jj;    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
     *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
     for(i=1; i<= nlstate; i++){  #ifdef DEBUG
     for(j=1; j<i;j++){    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
         /*s2 += param[i][j][nc]*cov[nc];*/  #endif
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    for (j=1;j<=n;j++) { 
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/      xi[j] *= xmin; 
       }      p[j] += xi[j]; 
       ps[i][j]=s2;    } 
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/    free_vector(xicom,1,n); 
     }    free_vector(pcom,1,n); 
     for(j=i+1; j<=nlstate+ndeath;j++){  } 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){  
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];  /*************** powell ************************/
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
       }              double (*func)(double [])) 
       ps[i][j]=s2;  { 
     }    void linmin(double p[], double xi[], int n, double *fret, 
   }                double (*func)(double [])); 
   for(i=1; i<= nlstate; i++){    int i,ibig,j; 
      s1=0;    double del,t,*pt,*ptt,*xit;
     for(j=1; j<i; j++)    double fp,fptt;
       s1+=exp(ps[i][j]);    double *xits;
     for(j=i+1; j<=nlstate+ndeath; j++)    pt=vector(1,n); 
       s1+=exp(ps[i][j]);    ptt=vector(1,n); 
     ps[i][i]=1./(s1+1.);    xit=vector(1,n); 
     for(j=1; j<i; j++)    xits=vector(1,n); 
       ps[i][j]= exp(ps[i][j])*ps[i][i];    *fret=(*func)(p); 
     for(j=i+1; j<=nlstate+ndeath; j++)    for (j=1;j<=n;j++) pt[j]=p[j]; 
       ps[i][j]= exp(ps[i][j])*ps[i][i];    for (*iter=1;;++(*iter)) { 
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */      fp=(*fret); 
   } /* end i */      ibig=0; 
       del=0.0; 
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){      printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
     for(jj=1; jj<= nlstate+ndeath; jj++){      fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
       ps[ii][jj]=0;      fprintf(ficrespow,"%d %.12f",*iter,*fret);
       ps[ii][ii]=1;      for (i=1;i<=n;i++) {
     }        printf(" %d %.12f",i, p[i]);
   }        fprintf(ficlog," %d %.12lf",i, p[i]);
         fprintf(ficrespow," %.12lf", p[i]);
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){      }
     for(jj=1; jj<= nlstate+ndeath; jj++){      printf("\n");
      printf("%lf ",ps[ii][jj]);      fprintf(ficlog,"\n");
    }      fprintf(ficrespow,"\n");
     printf("\n ");      for (i=1;i<=n;i++) { 
     }        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
     printf("\n ");printf("%lf ",cov[2]);*/        fptt=(*fret); 
 /*  #ifdef DEBUG
   for(i=1; i<= npar; i++) printf("%f ",x[i]);        printf("fret=%lf \n",*fret);
   goto end;*/        fprintf(ficlog,"fret=%lf \n",*fret);
     return ps;  #endif
 }        printf("%d",i);fflush(stdout);
         fprintf(ficlog,"%d",i);fflush(ficlog);
 /**************** Product of 2 matrices ******************/        linmin(p,xit,n,fret,func); 
         if (fabs(fptt-(*fret)) > del) { 
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)          del=fabs(fptt-(*fret)); 
 {          ibig=i; 
   /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times        } 
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */  #ifdef DEBUG
   /* in, b, out are matrice of pointers which should have been initialized        printf("%d %.12e",i,(*fret));
      before: only the contents of out is modified. The function returns        fprintf(ficlog,"%d %.12e",i,(*fret));
      a pointer to pointers identical to out */        for (j=1;j<=n;j++) {
   long i, j, k;          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
   for(i=nrl; i<= nrh; i++)          printf(" x(%d)=%.12e",j,xit[j]);
     for(k=ncolol; k<=ncoloh; k++)          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
       for(j=ncl,out[i][k]=0.; j<=nch; j++)        }
         out[i][k] +=in[i][j]*b[j][k];        for(j=1;j<=n;j++) {
           printf(" p=%.12e",p[j]);
   return out;          fprintf(ficlog," p=%.12e",p[j]);
 }        }
         printf("\n");
         fprintf(ficlog,"\n");
 /************* Higher Matrix Product ***************/  #endif
       } 
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
 {  #ifdef DEBUG
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month        int k[2],l;
      duration (i.e. until        k[0]=1;
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.        k[1]=-1;
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step        printf("Max: %.12e",(*func)(p));
      (typically every 2 years instead of every month which is too big).        fprintf(ficlog,"Max: %.12e",(*func)(p));
      Model is determined by parameters x and covariates have to be        for (j=1;j<=n;j++) {
      included manually here.          printf(" %.12e",p[j]);
           fprintf(ficlog," %.12e",p[j]);
      */        }
         printf("\n");
   int i, j, d, h, k;        fprintf(ficlog,"\n");
   double **out, cov[NCOVMAX];        for(l=0;l<=1;l++) {
   double **newm;          for (j=1;j<=n;j++) {
             ptt[j]=p[j]+(p[j]-pt[j])*k[l];
   /* Hstepm could be zero and should return the unit matrix */            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
   for (i=1;i<=nlstate+ndeath;i++)            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
     for (j=1;j<=nlstate+ndeath;j++){          }
       oldm[i][j]=(i==j ? 1.0 : 0.0);          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
       po[i][j][0]=(i==j ? 1.0 : 0.0);          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
     }        }
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */  #endif
   for(h=1; h <=nhstepm; h++){  
     for(d=1; d <=hstepm; d++){  
       newm=savm;        free_vector(xit,1,n); 
       /* Covariates have to be included here again */        free_vector(xits,1,n); 
       cov[1]=1.;        free_vector(ptt,1,n); 
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;        free_vector(pt,1,n); 
       if (cptcovn>0){        return; 
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][k]];      } 
     }      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/      for (j=1;j<=n;j++) { 
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/        ptt[j]=2.0*p[j]-pt[j]; 
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,        xit[j]=p[j]-pt[j]; 
                    pmij(pmmij,cov,ncovmodel,x,nlstate));        pt[j]=p[j]; 
       savm=oldm;      } 
       oldm=newm;      fptt=(*func)(ptt); 
     }      if (fptt < fp) { 
     for(i=1; i<=nlstate+ndeath; i++)        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
       for(j=1;j<=nlstate+ndeath;j++) {        if (t < 0.0) { 
         po[i][j][h]=newm[i][j];          linmin(p,xit,n,fret,func); 
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);          for (j=1;j<=n;j++) { 
          */            xi[j][ibig]=xi[j][n]; 
       }            xi[j][n]=xit[j]; 
   } /* end h */          }
   return po;  #ifdef DEBUG
 }          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
           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++){
 /*************** log-likelihood *************/            printf(" %.12e",xit[j]);
 double func( double *x)            fprintf(ficlog," %.12e",xit[j]);
 {          }
   int i, ii, j, k, mi, d, kk;          printf("\n");
   double l, ll[NLSTATEMAX], cov[NCOVMAX];          fprintf(ficlog,"\n");
   double **out;  #endif
   double sw; /* Sum of weights */        }
   double lli; /* Individual log likelihood */      } 
   long ipmx;    } 
   /*extern weight */  } 
   /* We are differentiating ll according to initial status */  
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/  /**** Prevalence limit (stable prevalence)  ****************/
   /*for(i=1;i<imx;i++)  
 printf(" %d\n",s[4][i]);  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
   */  {
   cov[1]=1.;    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
        matrix by transitions matrix until convergence is reached */
   for(k=1; k<=nlstate; k++) ll[k]=0.;  
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){    int i, ii,j,k;
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];    double min, max, maxmin, maxmax,sumnew=0.;
        for(mi=1; mi<= wav[i]-1; mi++){    double **matprod2();
       for (ii=1;ii<=nlstate+ndeath;ii++)    double **out, cov[NCOVMAX], **pmij();
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);    double **newm;
             for(d=0; d<dh[mi][i]; d++){    double agefin, delaymax=50 ; /* Max number of years to converge */
               newm=savm;  
               cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;    for (ii=1;ii<=nlstate+ndeath;ii++)
               for (kk=1; kk<=cptcovage;kk++) {      for (j=1;j<=nlstate+ndeath;j++){
                  cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
                  /*printf("%d %d",kk,Tage[kk]);*/      }
               }  
               /*cov[4]=covar[1][i]*cov[2];scanf("%d", i);*/     cov[1]=1.;
               /*cov[3]=pow(cov[2],2)/1000.;*/   
    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
           out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
                        1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));      newm=savm;
           savm=oldm;      /* Covariates have to be included here again */
           oldm=newm;       cov[2]=agefin;
     
         for (k=1; k<=cptcovn;k++) {
       } /* end mult */          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
              /*      printf("ij=%d k=%d Tvar[k]=%d nbcode=%d cov=%lf codtab[ij][Tvar[k]]=%d \n",ij,k, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k], codtab[ij][Tvar[k]]);*/
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);        }
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
       ipmx +=1;        for (k=1; k<=cptcovprod;k++)
       sw += weight[i];          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;  
     } /* end of wave */        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
   } /* end of individual */        /*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]);*/
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
   /* 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 */      savm=oldm;
   return -l;      oldm=newm;
 }      maxmax=0.;
       for(j=1;j<=nlstate;j++){
         min=1.;
 /*********** Maximum Likelihood Estimation ***************/        max=0.;
         for(i=1; i<=nlstate; i++) {
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))          sumnew=0;
 {          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
   int i,j, iter;          prlim[i][j]= newm[i][j]/(1-sumnew);
   double **xi,*delti;          max=FMAX(max,prlim[i][j]);
   double fret;          min=FMIN(min,prlim[i][j]);
   xi=matrix(1,npar,1,npar);        }
   for (i=1;i<=npar;i++)        maxmin=max-min;
     for (j=1;j<=npar;j++)        maxmax=FMAX(maxmax,maxmin);
       xi[i][j]=(i==j ? 1.0 : 0.0);      }
   printf("Powell\n");      if(maxmax < ftolpl){
   powell(p,xi,npar,ftol,&iter,&fret,func);        return prlim;
       }
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));    }
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));  }
   
 }  /*************** transition probabilities ***************/ 
   
 /**** Computes Hessian and covariance matrix ***/  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))  {
 {    double s1, s2;
   double  **a,**y,*x,pd;    /*double t34;*/
   double **hess;    int i,j,j1, nc, ii, jj;
   int i, j,jk;  
   int *indx;      for(i=1; i<= nlstate; i++){
       for(j=1; j<i;j++){
   double hessii(double p[], double delta, int theta, double delti[]);        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
   double hessij(double p[], double delti[], int i, int j);          /*s2 += param[i][j][nc]*cov[nc];*/
   void lubksb(double **a, int npar, int *indx, double b[]) ;          s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
   void ludcmp(double **a, int npar, int *indx, double *d) ;          /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
         }
         ps[i][j]=s2;
   hess=matrix(1,npar,1,npar);        /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
       }
   printf("\nCalculation of the hessian matrix. Wait...\n");      for(j=i+1; j<=nlstate+ndeath;j++){
   for (i=1;i<=npar;i++){        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
     printf("%d",i);fflush(stdout);          s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
     hess[i][i]=hessii(p,ftolhess,i,delti);          /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
     /*printf(" %f ",p[i]);*/        }
   }        ps[i][j]=s2;
       }
   for (i=1;i<=npar;i++) {    }
     for (j=1;j<=npar;j++)  {      /*ps[3][2]=1;*/
       if (j>i) {  
         printf(".%d%d",i,j);fflush(stdout);    for(i=1; i<= nlstate; i++){
         hess[i][j]=hessij(p,delti,i,j);       s1=0;
         hess[j][i]=hess[i][j];      for(j=1; j<i; j++)
       }        s1+=exp(ps[i][j]);
     }      for(j=i+1; j<=nlstate+ndeath; j++)
   }        s1+=exp(ps[i][j]);
   printf("\n");      ps[i][i]=1./(s1+1.);
       for(j=1; j<i; j++)
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");        ps[i][j]= exp(ps[i][j])*ps[i][i];
        for(j=i+1; j<=nlstate+ndeath; j++)
   a=matrix(1,npar,1,npar);        ps[i][j]= exp(ps[i][j])*ps[i][i];
   y=matrix(1,npar,1,npar);      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
   x=vector(1,npar);    } /* end i */
   indx=ivector(1,npar);  
   for (i=1;i<=npar;i++)    for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];      for(jj=1; jj<= nlstate+ndeath; jj++){
   ludcmp(a,npar,indx,&pd);        ps[ii][jj]=0;
         ps[ii][ii]=1;
   for (j=1;j<=npar;j++) {      }
     for (i=1;i<=npar;i++) x[i]=0;    }
     x[j]=1;  
     lubksb(a,npar,indx,x);  
     for (i=1;i<=npar;i++){    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
       matcov[i][j]=x[i];      for(jj=1; jj<= nlstate+ndeath; jj++){
     }       printf("%lf ",ps[ii][jj]);
   }     }
       printf("\n ");
   printf("\n#Hessian matrix#\n");      }
   for (i=1;i<=npar;i++) {      printf("\n ");printf("%lf ",cov[2]);*/
     for (j=1;j<=npar;j++) {  /*
       printf("%.3e ",hess[i][j]);    for(i=1; i<= npar; i++) printf("%f ",x[i]);
     }    goto end;*/
     printf("\n");      return ps;
   }  }
   
   /* Recompute Inverse */  /**************** Product of 2 matrices ******************/
   for (i=1;i<=npar;i++)  
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
   ludcmp(a,npar,indx,&pd);  {
     /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
   /*  printf("\n#Hessian matrix recomputed#\n");       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
     /* in, b, out are matrice of pointers which should have been initialized 
   for (j=1;j<=npar;j++) {       before: only the contents of out is modified. The function returns
     for (i=1;i<=npar;i++) x[i]=0;       a pointer to pointers identical to out */
     x[j]=1;    long i, j, k;
     lubksb(a,npar,indx,x);    for(i=nrl; i<= nrh; i++)
     for (i=1;i<=npar;i++){      for(k=ncolol; k<=ncoloh; k++)
       y[i][j]=x[i];        for(j=ncl,out[i][k]=0.; j<=nch; j++)
       printf("%.3e ",y[i][j]);          out[i][k] +=in[i][j]*b[j][k];
     }  
     printf("\n");    return out;
   }  }
   */  
   
   free_matrix(a,1,npar,1,npar);  /************* Higher Matrix Product ***************/
   free_matrix(y,1,npar,1,npar);  
   free_vector(x,1,npar);  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
   free_ivector(indx,1,npar);  {
   free_matrix(hess,1,npar,1,npar);    /* Computes the transition matrix starting at age 'age' over 
        'nhstepm*hstepm*stepm' months (i.e. until
        age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
 }       nhstepm*hstepm matrices. 
        Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
 /*************** hessian matrix ****************/       (typically every 2 years instead of every month which is too big 
 double hessii( double x[], double delta, int theta, double delti[])       for the memory).
 {       Model is determined by parameters x and covariates have to be 
   int i;       included manually here. 
   int l=1, lmax=20;  
   double k1,k2;       */
   double p2[NPARMAX+1];  
   double res;    int i, j, d, h, k;
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;    double **out, cov[NCOVMAX];
   double fx;    double **newm;
   int k=0,kmax=10;  
   double l1;    /* Hstepm could be zero and should return the unit matrix */
     for (i=1;i<=nlstate+ndeath;i++)
   fx=func(x);      for (j=1;j<=nlstate+ndeath;j++){
   for (i=1;i<=npar;i++) p2[i]=x[i];        oldm[i][j]=(i==j ? 1.0 : 0.0);
   for(l=0 ; l <=lmax; l++){        po[i][j][0]=(i==j ? 1.0 : 0.0);
     l1=pow(10,l);      }
     delts=delt;    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     for(k=1 ; k <kmax; k=k+1){    for(h=1; h <=nhstepm; h++){
       delt = delta*(l1*k);      for(d=1; d <=hstepm; d++){
       p2[theta]=x[theta] +delt;        newm=savm;
       k1=func(p2)-fx;        /* Covariates have to be included here again */
       p2[theta]=x[theta]-delt;        cov[1]=1.;
       k2=func(p2)-fx;        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
       /*res= (k1-2.0*fx+k2)/delt/delt; */        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */        for (k=1; k<=cptcovage;k++)
                cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
 #ifdef DEBUG        for (k=1; k<=cptcovprod;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);          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
 #endif  
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */  
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
         k=kmax;        /*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, 
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */                     pmij(pmmij,cov,ncovmodel,x,nlstate));
         k=kmax; l=lmax*10.;        savm=oldm;
       }        oldm=newm;
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){      }
         delts=delt;      for(i=1; i<=nlstate+ndeath; i++)
       }        for(j=1;j<=nlstate+ndeath;j++) {
     }          po[i][j][h]=newm[i][j];
   }          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
   delti[theta]=delts;           */
   return res;        }
      } /* end h */
 }    return po;
   }
 double hessij( double x[], double delti[], int thetai,int thetaj)  
 {  
   int i;  /*************** log-likelihood *************/
   int l=1, l1, lmax=20;  double func( double *x)
   double k1,k2,k3,k4,res,fx;  {
   double p2[NPARMAX+1];    int i, ii, j, k, mi, d, kk;
   int k;    double l, ll[NLSTATEMAX], cov[NCOVMAX];
     double **out;
   fx=func(x);    double sw; /* Sum of weights */
   for (k=1; k<=2; k++) {    double lli; /* Individual log likelihood */
     for (i=1;i<=npar;i++) p2[i]=x[i];    int s1, s2;
     p2[thetai]=x[thetai]+delti[thetai]/k;    double bbh, survp;
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;    long ipmx;
     k1=func(p2)-fx;    /*extern weight */
      /* We are differentiating ll according to initial status */
     p2[thetai]=x[thetai]+delti[thetai]/k;    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;    /*for(i=1;i<imx;i++) 
     k2=func(p2)-fx;      printf(" %d\n",s[4][i]);
      */
     p2[thetai]=x[thetai]-delti[thetai]/k;    cov[1]=1.;
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;  
     k3=func(p2)-fx;    for(k=1; k<=nlstate; k++) ll[k]=0.;
    
     p2[thetai]=x[thetai]-delti[thetai]/k;    if(mle==1){
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     k4=func(p2)-fx;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */        for(mi=1; mi<= wav[i]-1; mi++){
 #ifdef DEBUG          for (ii=1;ii<=nlstate+ndeath;ii++)
     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 (j=1;j<=nlstate+ndeath;j++){
 #endif              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   }              savm[ii][j]=(ii==j ? 1.0 : 0.0);
   return res;            }
 }          for(d=0; d<dh[mi][i]; d++){
             newm=savm;
 /************** Inverse of matrix **************/            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 void ludcmp(double **a, int n, int *indx, double *d)            for (kk=1; kk<=cptcovage;kk++) {
 {              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   int i,imax,j,k;            }
   double big,dum,sum,temp;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   double *vv;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
              savm=oldm;
   vv=vector(1,n);            oldm=newm;
   *d=1.0;          } /* end mult */
   for (i=1;i<=n;i++) {        
     big=0.0;          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
     for (j=1;j<=n;j++)          /* But now since version 0.9 we anticipate for bias and large stepm.
       if ((temp=fabs(a[i][j])) > big) big=temp;           * If stepm is larger than one month (smallest stepm) and if the exact delay 
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");           * (in months) between two waves is not a multiple of stepm, we rounded to 
     vv[i]=1.0/big;           * 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 (j=1;j<=n;j++) {           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
     for (i=1;i<j;i++) {           * probability in order to take into account the bias as a fraction of the way
       sum=a[i][j];           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];           * -stepm/2 to stepm/2 .
       a[i][j]=sum;           * For stepm=1 the results are the same as for previous versions of Imach.
     }           * For stepm > 1 the results are less biased than in previous versions. 
     big=0.0;           */
     for (i=j;i<=n;i++) {          s1=s[mw[mi][i]][i];
       sum=a[i][j];          s2=s[mw[mi+1][i]][i];
       for (k=1;k<j;k++)          bbh=(double)bh[mi][i]/(double)stepm; 
         sum -= a[i][k]*a[k][j];          /* bias is positive if real duration
       a[i][j]=sum;           * is higher than the multiple of stepm and negative otherwise.
       if ( (dum=vv[i]*fabs(sum)) >= big) {           */
         big=dum;          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
         imax=i;          if( s2 > nlstate){ 
       }            /* i.e. if s2 is a death state and if the date of death is known then the contribution
     }               to the likelihood is the probability to die between last step unit time and current 
     if (j != imax) {               step unit time, which is also the differences between probability to die before dh 
       for (k=1;k<=n;k++) {               and probability to die before dh-stepm . 
         dum=a[imax][k];               In version up to 0.92 likelihood was computed
         a[imax][k]=a[j][k];          as if date of death was unknown. Death was treated as any other
         a[j][k]=dum;          health state: the date of the interview describes the actual state
       }          and not the date of a change in health state. The former idea was
       *d = -(*d);          to consider that at each interview the state was recorded
       vv[imax]=vv[j];          (healthy, disable or death) and IMaCh was corrected; but when we
     }          introduced the exact date of death then we should have modified
     indx[j]=imax;          the contribution of an exact death to the likelihood. This new
     if (a[j][j] == 0.0) a[j][j]=TINY;          contribution is smaller and very dependent of the step unit
     if (j != n) {          stepm. It is no more the probability to die between last interview
       dum=1.0/(a[j][j]);          and month of death but the probability to survive from last
       for (i=j+1;i<=n;i++) a[i][j] *= dum;          interview up to one month before death multiplied by the
     }          probability to die within a month. Thanks to Chris
   }          Jackson for correcting this bug.  Former versions increased
   free_vector(vv,1,n);  /* Doesn't work */          mortality artificially. The bad side is that we add another loop
 ;          which slows down the processing. The difference can be up to 10%
 }          lower mortality.
             */
 void lubksb(double **a, int n, int *indx, double b[])            lli=log(out[s1][s2] - savm[s1][s2]);
 {          }else{
   int i,ii=0,ip,j;            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
   double sum;            /*  lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2]));*/ /* linear interpolation */
            } 
   for (i=1;i<=n;i++) {          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
     ip=indx[i];          /*if(lli ==000.0)*/
     sum=b[ip];          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
     b[ip]=b[i];          ipmx +=1;
     if (ii)          sw += weight[i];
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     else if (sum) ii=i;        } /* end of wave */
     b[i]=sum;      } /* end of individual */
   }    }  else if(mle==2){
   for (i=n;i>=1;i--) {      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     sum=b[i];        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];        for(mi=1; mi<= wav[i]-1; mi++){
     b[i]=sum/a[i][i];          for (ii=1;ii<=nlstate+ndeath;ii++)
   }            for (j=1;j<=nlstate+ndeath;j++){
 }              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
               savm[ii][j]=(ii==j ? 1.0 : 0.0);
 /************ Frequencies ********************/            }
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)          for(d=0; d<=dh[mi][i]; d++){
 {  /* Some frequencies */            newm=savm;
              cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;            for (kk=1; kk<=cptcovage;kk++) {
   double ***freq; /* Frequencies */              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   double *pp;            }
   double pos;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   FILE *ficresp;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   char fileresp[FILENAMELENGTH];            savm=oldm;
             oldm=newm;
   pp=vector(1,nlstate);          } /* end mult */
         
   strcpy(fileresp,"p");          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
   strcat(fileresp,fileres);          /* But now since version 0.9 we anticipate for bias and large stepm.
   if((ficresp=fopen(fileresp,"w"))==NULL) {           * If stepm is larger than one month (smallest stepm) and if the exact delay 
     printf("Problem with prevalence resultfile: %s\n", fileresp);           * (in months) between two waves is not a multiple of stepm, we rounded to 
     exit(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
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
   j1=0;           * probability in order to take into account the bias as a fraction of the way
            * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
   j=cptcovn;           * -stepm/2 to stepm/2 .
   if (cptcovn<1) {j=1;ncodemax[1]=1;}           * For stepm=1 the results are the same as for previous versions of Imach.
            * For stepm > 1 the results are less biased than in previous versions. 
   for(k1=1; k1<=j;k1++){           */
    for(i1=1; i1<=ncodemax[k1];i1++){          s1=s[mw[mi][i]][i];
        j1++;          s2=s[mw[mi+1][i]][i];
           bbh=(double)bh[mi][i]/(double)stepm; 
         for (i=-1; i<=nlstate+ndeath; i++)            /* bias is positive if real duration
          for (jk=-1; jk<=nlstate+ndeath; jk++)             * is higher than the multiple of stepm and negative otherwise.
            for(m=agemin; m <= agemax+3; m++)           */
              freq[i][jk][m]=0;          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 */
                  /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
        for (i=1; i<=imx; i++) {          /*lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.-+bh)*out[s1][s2])); */ /* exponential interpolation */
          bool=1;          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
          if  (cptcovn>0) {          /*if(lli ==000.0)*/
            for (z1=1; z1<=cptcovn; z1++)          /*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 (covar[Tvar[z1]][i]!= nbcode[Tvar[z1]][codtab[j1][z1]]) bool=0;          ipmx +=1;
          }          sw += weight[i];
           if (bool==1) {          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
            for(m=firstpass; m<=lastpass-1; m++){        } /* end of wave */
              if(agev[m][i]==0) agev[m][i]=agemax+1;      } /* end of individual */
              if(agev[m][i]==1) agev[m][i]=agemax+2;    }  else if(mle==3){  /* exponential inter-extrapolation */
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[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++){
         if  (cptcovn>0) {              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
          fprintf(ficresp, "\n#Variable");              savm[ii][j]=(ii==j ? 1.0 : 0.0);
          for (z1=1; z1<=cptcovn; z1++) fprintf(ficresp, " V%d=%d",Tvar[z1],nbcode[Tvar[z1]][codtab[j1][z1]]);            }
        }          for(d=0; d<dh[mi][i]; d++){
        fprintf(ficresp, "\n#");            newm=savm;
        for(i=1; i<=nlstate;i++)            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);            for (kk=1; kk<=cptcovage;kk++) {
        fprintf(ficresp, "\n");              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
                    }
   for(i=(int)agemin; i <= (int)agemax+3; i++){            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     if(i==(int)agemax+3)                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       printf("Total");            savm=oldm;
     else            oldm=newm;
       printf("Age %d", i);          } /* end mult */
     for(jk=1; jk <=nlstate ; jk++){        
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
         pp[jk] += freq[jk][m][i];          /* But now since version 0.9 we anticipate for bias and large stepm.
     }           * If stepm is larger than one month (smallest stepm) and if the exact delay 
     for(jk=1; jk <=nlstate ; jk++){           * (in months) between two waves is not a multiple of stepm, we rounded to 
       for(m=-1, pos=0; m <=0 ; m++)           * the nearest (and in case of equal distance, to the lowest) interval but now
         pos += freq[jk][m][i];           * we keep into memory the bias bh[mi][i] and also the previous matrix product
       if(pp[jk]>=1.e-10)           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);           * probability in order to take into account the bias as a fraction of the way
       else           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);           * -stepm/2 to stepm/2 .
     }           * For stepm=1 the results are the same as for previous versions of Imach.
     for(jk=1; jk <=nlstate ; jk++){           * For stepm > 1 the results are less biased than in previous versions. 
       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)           */
         pp[jk] += freq[jk][m][i];          s1=s[mw[mi][i]][i];
     }          s2=s[mw[mi+1][i]][i];
     for(jk=1,pos=0; jk <=nlstate ; jk++)          bbh=(double)bh[mi][i]/(double)stepm; 
       pos += pp[jk];          /* bias is positive if real duration
     for(jk=1; jk <=nlstate ; jk++){           * is higher than the multiple of stepm and negative otherwise.
       if(pos>=1.e-5)           */
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);          /* 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 */
       else          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 */
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
       if( i <= (int) agemax){          /*if(lli ==000.0)*/
         if(pos>=1.e-5)          /*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); */
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);          ipmx +=1;
       else          sw += weight[i];
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
       }        } /* end of wave */
     }      } /* end of individual */
     for(jk=-1; jk <=nlstate+ndeath; jk++)    }else if (mle==4){  /* ml=4 no inter-extrapolation */
       for(m=-1; m <=nlstate+ndeath; m++)      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     if(i <= (int) agemax)        for(mi=1; mi<= wav[i]-1; mi++){
       fprintf(ficresp,"\n");          for (ii=1;ii<=nlstate+ndeath;ii++)
     printf("\n");            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++){
   fclose(ficresp);            newm=savm;
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   free_vector(pp,1,nlstate);            for (kk=1; kk<=cptcovage;kk++) {
               cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 }  /* End of Freq */            }
           
 /************* Waves Concatenation ***************/            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
                          1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)            savm=oldm;
 {            oldm=newm;
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.          } /* end mult */
      Death is a valid wave (if date is known).        
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i          s1=s[mw[mi][i]][i];
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]          s2=s[mw[mi+1][i]][i];
      and mw[mi+1][i]. dh depends on stepm.          if( s2 > nlstate){ 
      */            lli=log(out[s1][s2] - savm[s1][s2]);
           }else{
   int i, mi, m;            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
   int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;          }
 float sum=0.;          ipmx +=1;
           sw += weight[i];
   for(i=1; i<=imx; i++){          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     mi=0;  /*      printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
     m=firstpass;        } /* end of wave */
     while(s[m][i] <= nlstate){      } /* end of individual */
       if(s[m][i]>=1)    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
         mw[++mi][i]=m;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
       if(m >=lastpass)        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         break;        for(mi=1; mi<= wav[i]-1; mi++){
       else          for (ii=1;ii<=nlstate+ndeath;ii++)
         m++;            for (j=1;j<=nlstate+ndeath;j++){
     }/* end while */              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     if (s[m][i] > nlstate){              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       mi++;     /* Death is another wave */            }
       /* if(mi==0)  never been interviewed correctly before death */          for(d=0; d<dh[mi][i]; d++){
          /* Only death is a correct wave */            newm=savm;
       mw[mi][i]=m;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     }            for (kk=1; kk<=cptcovage;kk++) {
               cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     wav[i]=mi;            }
     if(mi==0)          
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   }                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
             savm=oldm;
   for(i=1; i<=imx; i++){            oldm=newm;
     for(mi=1; mi<wav[i];mi++){          } /* end mult */
       if (stepm <=0)        
         dh[mi][i]=1;          s1=s[mw[mi][i]][i];
       else{          s2=s[mw[mi+1][i]][i];
         if (s[mw[mi+1][i]][i] > nlstate) {          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);          ipmx +=1;
           if(j=0) j=1;  /* Survives at least one month after exam */          sw += weight[i];
         }          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         else{          /*printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]);*/
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));        } /* end of wave */
           k=k+1;      } /* end of individual */
           if (j >= jmax) jmax=j;    } /* End of if */
           else if (j <= jmin)jmin=j;    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
           sum=sum+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 */
         jk= j/stepm;    return -l;
         jl= j -jk*stepm;  }
         ju= j -(jk+1)*stepm;  
         if(jl <= -ju)  /*************** log-likelihood *************/
           dh[mi][i]=jk;  double funcone( double *x)
         else  {
           dh[mi][i]=jk+1;    /* Same as likeli but slower because of a lot of printf and if */
         if(dh[mi][i]==0)    int i, ii, j, k, mi, d, kk;
           dh[mi][i]=1; /* At least one step */    double l, ll[NLSTATEMAX], cov[NCOVMAX];
       }    double **out;
     }    double lli; /* Individual log likelihood */
   }    double llt;
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,sum/k);    int s1, s2;
 }    double bbh, survp;
 /*********** Tricode ****************************/    /*extern weight */
 void tricode(int *Tvar, int **nbcode, int imx)    /* We are differentiating ll according to initial status */
 {    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
   int Ndum[80],ij=1, k, j, i, Ntvar[20];    /*for(i=1;i<imx;i++) 
   int cptcode=0;      printf(" %d\n",s[4][i]);
   for (k=0; k<79; k++) Ndum[k]=0;    */
   for (k=1; k<=7; k++) ncodemax[k]=0;    cov[1]=1.;
   
   for (j=1; j<=cptcovn; j++) {    for(k=1; k<=nlstate; k++) ll[k]=0.;
     for (i=1; i<=imx; i++) {  
       ij=(int)(covar[Tvar[j]][i]);    for (i=1,ipmx=0, sw=0.; i<=imx; i++){
       Ndum[ij]++;      for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       if (ij > cptcode) cptcode=ij;      for(mi=1; mi<= wav[i]-1; mi++){
     }        for (ii=1;ii<=nlstate+ndeath;ii++)
     /*printf("cptcode=%d cptcovn=%d ",cptcode,cptcovn);*/          for (j=1;j<=nlstate+ndeath;j++){
     for (i=0; i<=cptcode; i++) {            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       if(Ndum[i]!=0) ncodemax[j]++;            savm[ii][j]=(ii==j ? 1.0 : 0.0);
     }          }
          for(d=0; d<dh[mi][i]; d++){
     ij=1;          newm=savm;
     for (i=1; i<=ncodemax[j]; i++) {          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       for (k=0; k<=79; k++) {          for (kk=1; kk<=cptcovage;kk++) {
         if (Ndum[k] != 0) {            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
           nbcode[Tvar[j]][ij]=k;          }
           ij++;          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
         }                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
         if (ij > ncodemax[j]) break;          savm=oldm;
       }            oldm=newm;
     }        } /* end mult */
   }          
          s1=s[mw[mi][i]][i];
 }        s2=s[mw[mi+1][i]][i];
         bbh=(double)bh[mi][i]/(double)stepm; 
 /*********** Health Expectancies ****************/        /* bias is positive if real duration
          * is higher than the multiple of stepm and negative otherwise.
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)         */
 {        if( s2 > nlstate && (mle <5) ){  /* Jackson */
   /* Health expectancies */          lli=log(out[s1][s2] - savm[s1][s2]);
   int i, j, nhstepm, hstepm, h;        } else if (mle==1){
   double age, agelim,hf;          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
   double ***p3mat;        } else if(mle==2){
            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(ficreseij,"# Health expectancies\n");        } else if(mle==3){  /* exponential inter-extrapolation */
   fprintf(ficreseij,"# Age");          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 */
   for(i=1; i<=nlstate;i++)        } else if (mle==4){  /* mle=4 no inter-extrapolation */
     for(j=1; j<=nlstate;j++)          lli=log(out[s1][s2]); /* Original formula */
       fprintf(ficreseij," %1d-%1d",i,j);        } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
   fprintf(ficreseij,"\n");          lli=log(out[s1][s2]); /* Original formula */
         } /* End of if */
   hstepm=1*YEARM; /*  Every j years of age (in month) */        ipmx +=1;
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */        sw += weight[i];
         ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   agelim=AGESUP;  /*       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 (age=bage; age<=fage; age ++){ /* If stepm=6 months */        if(globpr){
     /* nhstepm age range expressed in number of stepm */          fprintf(ficresilk,"%9d %6d %1d %1d %1d %1d %3d %10.6f %6.4f\
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);   %10.6f %10.6f %10.6f ", \
     /* Typically if 20 years = 20*12/6=40 stepm */                  num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
     if (stepm >= YEARM) hstepm=1;                  2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */          for(k=1,llt=0.,l=0.; k<=nlstate; k++){
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);            llt +=ll[k]*gipmx/gsw;
     /* Computed by stepm unit matrices, product of hstepm matrices, stored            fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */          }
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);            fprintf(ficresilk," %10.6f\n", -llt);
         }
       } /* end of wave */
     for(i=1; i<=nlstate;i++)    } /* end of individual */
       for(j=1; j<=nlstate;j++)    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
           eij[i][j][(int)age] +=p3mat[i][j][h];    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
         }    if(globpr==0){ /* First time we count the contributions and weights */
          gipmx=ipmx;
     hf=1;      gsw=sw;
     if (stepm >= YEARM) hf=stepm/YEARM;    }
     fprintf(ficreseij,"%.0f",age );    return -l;
     for(i=1; i<=nlstate;i++)  }
       for(j=1; j<=nlstate;j++){  
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);  char *subdirf(char fileres[])
       }  {
     fprintf(ficreseij,"\n");    
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    strcpy(tmpout,optionfilefiname);
   }    strcat(tmpout,"/"); /* Add to the right */
 }    strcat(tmpout,fileres);
     return tmpout;
 /************ Variance ******************/  }
 void varevsij(char fileres[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)  
 {  char *subdirf2(char fileres[], char *preop)
   /* Variance of health expectancies */  {
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    
   double **newm;    strcpy(tmpout,optionfilefiname);
   double **dnewm,**doldm;    strcat(tmpout,"/");
   int i, j, nhstepm, hstepm, h;    strcat(tmpout,preop);
   int k, cptcode;    strcat(tmpout,fileres);
    double *xp;    return tmpout;
   double **gp, **gm;  }
   double ***gradg, ***trgradg;  char *subdirf3(char fileres[], char *preop, char *preop2)
   double ***p3mat;  {
   double age,agelim;    
   int theta;    strcpy(tmpout,optionfilefiname);
     strcat(tmpout,"/");
    fprintf(ficresvij,"# Covariances of life expectancies\n");    strcat(tmpout,preop);
   fprintf(ficresvij,"# Age");    strcat(tmpout,preop2);
   for(i=1; i<=nlstate;i++)    strcat(tmpout,fileres);
     for(j=1; j<=nlstate;j++)    return tmpout;
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);  }
   fprintf(ficresvij,"\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);  {
   dnewm=matrix(1,nlstate,1,npar);    /* This routine should help understanding what is done with 
   doldm=matrix(1,nlstate,1,nlstate);       the selection of individuals/waves and
         to check the exact contribution to the likelihood.
   hstepm=1*YEARM; /* Every year of age */       Plotting could be done.
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */     */
   agelim = AGESUP;    int k;
   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(*globpri !=0){ /* Just counts and sums, no printings */
     if (stepm >= YEARM) hstepm=1;      strcpy(fileresilk,"ilk"); 
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */      strcat(fileresilk,fileres);
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      if((ficresilk=fopen(fileresilk,"w"))==NULL) {
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);        printf("Problem with resultfile: %s\n", fileresilk);
     gp=matrix(0,nhstepm,1,nlstate);        fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
     gm=matrix(0,nhstepm,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);
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);        fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    }
       for(j=1; j<= nlstate; j++){  
         for(h=0; h<=nhstepm; h++){    *fretone=(*funcone)(p);
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)    if(*globpri !=0){
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];      fclose(ficresilk);
         }      fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
       }      fflush(fichtm); 
        } 
       for(i=1; i<=npar; i++) /* Computes gradient */    return;
         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);  
       for(j=1; j<= nlstate; j++){  /*********** Maximum Likelihood Estimation ***************/
         for(h=0; h<=nhstepm; h++){  
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];  {
         }    int i,j, iter;
       }    double **xi;
       for(j=1; j<= nlstate; j++)    double fret;
         for(h=0; h<=nhstepm; h++){    double fretone; /* Only one call to likelihood */
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];    char filerespow[FILENAMELENGTH];
         }    xi=matrix(1,npar,1,npar);
     } /* End theta */    for (i=1;i<=npar;i++)
       for (j=1;j<=npar;j++)
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);        xi[i][j]=(i==j ? 1.0 : 0.0);
     printf("Powell\n");  fprintf(ficlog,"Powell\n");
     for(h=0; h<=nhstepm; h++)    strcpy(filerespow,"pow"); 
       for(j=1; j<=nlstate;j++)    strcat(filerespow,fileres);
         for(theta=1; theta <=npar; theta++)    if((ficrespow=fopen(filerespow,"w"))==NULL) {
           trgradg[h][j][theta]=gradg[h][theta][j];      printf("Problem with resultfile: %s\n", filerespow);
       fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
     for(i=1;i<=nlstate;i++)    }
       for(j=1;j<=nlstate;j++)    fprintf(ficrespow,"# Powell\n# iter -2*LL");
         vareij[i][j][(int)age] =0.;    for (i=1;i<=nlstate;i++)
     for(h=0;h<=nhstepm;h++){      for(j=1;j<=nlstate+ndeath;j++)
       for(k=0;k<=nhstepm;k++){        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);    fprintf(ficrespow,"\n");
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);  
         for(i=1;i<=nlstate;i++)    powell(p,xi,npar,ftol,&iter,&fret,func);
           for(j=1;j<=nlstate;j++)  
             vareij[i][j][(int)age] += doldm[i][j];    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));
     h=1;    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
     if (stepm >= YEARM) h=stepm/YEARM;  
     fprintf(ficresvij,"%.0f ",age );  }
     for(i=1; i<=nlstate;i++)  
       for(j=1; j<=nlstate;j++){  /**** Computes Hessian and covariance matrix ***/
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
       }  {
     fprintf(ficresvij,"\n");    double  **a,**y,*x,pd;
     free_matrix(gp,0,nhstepm,1,nlstate);    double **hess;
     free_matrix(gm,0,nhstepm,1,nlstate);    int i, j,jk;
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);    int *indx;
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);  
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    double hessii(double p[], double delta, int theta, double delti[]);
   } /* End age */    double hessij(double p[], double delti[], int i, int j);
      void lubksb(double **a, int npar, int *indx, double b[]) ;
   free_vector(xp,1,npar);    void ludcmp(double **a, int npar, int *indx, double *d) ;
   free_matrix(doldm,1,nlstate,1,npar);  
   free_matrix(dnewm,1,nlstate,1,nlstate);    hess=matrix(1,npar,1,npar);
   
 }    printf("\nCalculation of the hessian matrix. Wait...\n");
     fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
 /************ Variance of prevlim ******************/    for (i=1;i<=npar;i++){
 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)      printf("%d",i);fflush(stdout);
 {      fprintf(ficlog,"%d",i);fflush(ficlog);
   /* Variance of prevalence limit */      hess[i][i]=hessii(p,ftolhess,i,delti);
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/      /*printf(" %f ",p[i]);*/
   double **newm;      /*printf(" %lf ",hess[i][i]);*/
   double **dnewm,**doldm;    }
   int i, j, nhstepm, hstepm;    
   int k, cptcode;    for (i=1;i<=npar;i++) {
   double *xp;      for (j=1;j<=npar;j++)  {
   double *gp, *gm;        if (j>i) { 
   double **gradg, **trgradg;          printf(".%d%d",i,j);fflush(stdout);
   double age,agelim;          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
   int theta;          hess[i][j]=hessij(p,delti,i,j);
              hess[j][i]=hess[i][j];    
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");          /*printf(" %lf ",hess[i][j]);*/
   fprintf(ficresvpl,"# Age");        }
   for(i=1; i<=nlstate;i++)      }
       fprintf(ficresvpl," %1d-%1d",i,i);    }
   fprintf(ficresvpl,"\n");    printf("\n");
     fprintf(ficlog,"\n");
   xp=vector(1,npar);  
   dnewm=matrix(1,nlstate,1,npar);    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
   doldm=matrix(1,nlstate,1,nlstate);    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
      
   hstepm=1*YEARM; /* Every year of age */    a=matrix(1,npar,1,npar);
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    y=matrix(1,npar,1,npar);
   agelim = AGESUP;    x=vector(1,npar);
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    indx=ivector(1,npar);
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    for (i=1;i<=npar;i++)
     if (stepm >= YEARM) hstepm=1;      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    ludcmp(a,npar,indx,&pd);
     gradg=matrix(1,npar,1,nlstate);  
     gp=vector(1,nlstate);    for (j=1;j<=npar;j++) {
     gm=vector(1,nlstate);      for (i=1;i<=npar;i++) x[i]=0;
       x[j]=1;
     for(theta=1; theta <=npar; theta++){      lubksb(a,npar,indx,x);
       for(i=1; i<=npar; i++){ /* Computes gradient */      for (i=1;i<=npar;i++){ 
         xp[i] = x[i] + (i==theta ?delti[theta]:0);        matcov[i][j]=x[i];
       }      }
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    }
       for(i=1;i<=nlstate;i++)  
         gp[i] = prlim[i][i];    printf("\n#Hessian matrix#\n");
        fprintf(ficlog,"\n#Hessian matrix#\n");
       for(i=1; i<=npar; i++) /* Computes gradient */    for (i=1;i<=npar;i++) { 
         xp[i] = x[i] - (i==theta ?delti[theta]:0);      for (j=1;j<=npar;j++) { 
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);        printf("%.3e ",hess[i][j]);
       for(i=1;i<=nlstate;i++)        fprintf(ficlog,"%.3e ",hess[i][j]);
         gm[i] = prlim[i][i];      }
       printf("\n");
       for(i=1;i<=nlstate;i++)      fprintf(ficlog,"\n");
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];    }
     } /* End theta */  
     /* Recompute Inverse */
     trgradg =matrix(1,nlstate,1,npar);    for (i=1;i<=npar;i++)
       for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
     for(j=1; j<=nlstate;j++)    ludcmp(a,npar,indx,&pd);
       for(theta=1; theta <=npar; theta++)  
         trgradg[j][theta]=gradg[theta][j];    /*  printf("\n#Hessian matrix recomputed#\n");
   
     for(i=1;i<=nlstate;i++)    for (j=1;j<=npar;j++) {
       varpl[i][(int)age] =0.;      for (i=1;i<=npar;i++) x[i]=0;
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);      x[j]=1;
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);      lubksb(a,npar,indx,x);
     for(i=1;i<=nlstate;i++)      for (i=1;i<=npar;i++){ 
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */        y[i][j]=x[i];
         printf("%.3e ",y[i][j]);
     fprintf(ficresvpl,"%.0f ",age );        fprintf(ficlog,"%.3e ",y[i][j]);
     for(i=1; i<=nlstate;i++)      }
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));      printf("\n");
     fprintf(ficresvpl,"\n");      fprintf(ficlog,"\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);    free_matrix(a,1,npar,1,npar);
   } /* End age */    free_matrix(y,1,npar,1,npar);
     free_vector(x,1,npar);
   free_vector(xp,1,npar);    free_ivector(indx,1,npar);
   free_matrix(doldm,1,nlstate,1,npar);    free_matrix(hess,1,npar,1,npar);
   free_matrix(dnewm,1,nlstate,1,nlstate);  
   
 }  }
   
   /*************** hessian matrix ****************/
   double hessii( double x[], double delta, int theta, double delti[])
 /***********************************************/  {
 /**************** Main Program *****************/    int i;
 /***********************************************/    int l=1, lmax=20;
     double k1,k2;
 /*int main(int argc, char *argv[])*/    double p2[NPARMAX+1];
 int main()    double res;
 {    double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
     double fx;
   int i,j, k, n=MAXN,iter,m,size,cptcode, aaa, cptcod;    int k=0,kmax=10;
   double agedeb, agefin,hf;    double l1;
   double agemin=1.e20, agemax=-1.e20;  
     fx=func(x);
   double fret;    for (i=1;i<=npar;i++) p2[i]=x[i];
   double **xi,tmp,delta;    for(l=0 ; l <=lmax; l++){
       l1=pow(10,l);
   double dum; /* Dummy variable */      delts=delt;
   double ***p3mat;      for(k=1 ; k <kmax; k=k+1){
   int *indx;        delt = delta*(l1*k);
   char line[MAXLINE], linepar[MAXLINE];        p2[theta]=x[theta] +delt;
   char title[MAXLINE];        k1=func(p2)-fx;
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];        p2[theta]=x[theta]-delt;
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];        k2=func(p2)-fx;
   char filerest[FILENAMELENGTH];        /*res= (k1-2.0*fx+k2)/delt/delt; */
   char fileregp[FILENAMELENGTH];        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];        
   int firstobs=1, lastobs=10;  #ifdef DEBUG
   int sdeb, sfin; /* Status at beginning and end */        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);
   int c,  h , cpt,l;        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);
   int ju,jl, mi;  #endif
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize;        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
            k=kmax;
   int hstepm, nhstepm;        }
   double bage, fage, age, agelim, agebase;        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
   double ftolpl=FTOL;          k=kmax; l=lmax*10.;
   double **prlim;        }
   double *severity;        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
   double ***param; /* Matrix of parameters */          delts=delt;
   double  *p;        }
   double **matcov; /* Matrix of covariance */      }
   double ***delti3; /* Scale */    }
   double *delti; /* Scale */    delti[theta]=delts;
   double ***eij, ***vareij;    return res; 
   double **varpl; /* Variances of prevalence limits by age */    
   double *epj, vepp;  }
   char version[80]="Imach version 62c, May 1999, INED-EUROREVES ";  
   char *alph[]={"a","a","b","c","d","e"}, str[4];  double hessij( double x[], double delti[], int thetai,int thetaj)
   {
   char z[1]="c", occ;    int i;
 #include <sys/time.h>    int l=1, l1, lmax=20;
 #include <time.h>    double k1,k2,k3,k4,res,fx;
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];    double p2[NPARMAX+1];
   /* long total_usecs;    int k;
   struct timeval start_time, end_time;  
      fx=func(x);
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */    for (k=1; k<=2; k++) {
       for (i=1;i<=npar;i++) p2[i]=x[i];
       p2[thetai]=x[thetai]+delti[thetai]/k;
   printf("\nIMACH, Version 0.64a");      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
   printf("\nEnter the parameter file name: ");      k1=func(p2)-fx;
     
 #ifdef windows      p2[thetai]=x[thetai]+delti[thetai]/k;
   scanf("%s",pathtot);      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
   getcwd(pathcd, size);      k2=func(p2)-fx;
   /*cygwin_split_path(pathtot,path,optionfile);    
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/      p2[thetai]=x[thetai]-delti[thetai]/k;
   /* cutv(path,optionfile,pathtot,'\\');*/      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
       k3=func(p2)-fx;
 split(pathtot, path,optionfile);    
   chdir(path);      p2[thetai]=x[thetai]-delti[thetai]/k;
   replace(pathc,path);      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
 #endif      k4=func(p2)-fx;
 #ifdef unix      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
   scanf("%s",optionfile);  #ifdef DEBUG
 #endif      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);
       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);
 /*-------- arguments in the command line --------*/  #endif
     }
   strcpy(fileres,"r");    return res;
   strcat(fileres, optionfile);  }
   
   /*---------arguments file --------*/  /************** Inverse of matrix **************/
   void ludcmp(double **a, int n, int *indx, double *d) 
   if((ficpar=fopen(optionfile,"r"))==NULL)    {  { 
     printf("Problem with optionfile %s\n",optionfile);    int i,imax,j,k; 
     goto end;    double big,dum,sum,temp; 
   }    double *vv; 
    
   strcpy(filereso,"o");    vv=vector(1,n); 
   strcat(filereso,fileres);    *d=1.0; 
   if((ficparo=fopen(filereso,"w"))==NULL) {    for (i=1;i<=n;i++) { 
     printf("Problem with Output resultfile: %s\n", filereso);goto end;      big=0.0; 
   }      for (j=1;j<=n;j++) 
         if ((temp=fabs(a[i][j])) > big) big=temp; 
   /* Reads comments: lines beginning with '#' */      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
   while((c=getc(ficpar))=='#' && c!= EOF){      vv[i]=1.0/big; 
     ungetc(c,ficpar);    } 
     fgets(line, MAXLINE, ficpar);    for (j=1;j<=n;j++) { 
     puts(line);      for (i=1;i<j;i++) { 
     fputs(line,ficparo);        sum=a[i][j]; 
   }        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
   ungetc(c,ficpar);        a[i][j]=sum; 
       } 
   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);      big=0.0; 
   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);      for (i=j;i<=n;i++) { 
   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);        sum=a[i][j]; 
         for (k=1;k<j;k++) 
   covar=matrix(0,NCOVMAX,1,n);              sum -= a[i][k]*a[k][j]; 
   if (strlen(model)<=1) cptcovn=0;        a[i][j]=sum; 
   else {        if ( (dum=vv[i]*fabs(sum)) >= big) { 
     j=0;          big=dum; 
     j=nbocc(model,'+');          imax=i; 
     cptcovn=j+1;        } 
   }      } 
       if (j != imax) { 
   ncovmodel=2+cptcovn;        for (k=1;k<=n;k++) { 
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */          dum=a[imax][k]; 
            a[imax][k]=a[j][k]; 
   /* Read guess parameters */          a[j][k]=dum; 
   /* Reads comments: lines beginning with '#' */        } 
   while((c=getc(ficpar))=='#' && c!= EOF){        *d = -(*d); 
     ungetc(c,ficpar);        vv[imax]=vv[j]; 
     fgets(line, MAXLINE, ficpar);      } 
     puts(line);      indx[j]=imax; 
     fputs(line,ficparo);      if (a[j][j] == 0.0) a[j][j]=TINY; 
   }      if (j != n) { 
   ungetc(c,ficpar);        dum=1.0/(a[j][j]); 
          for (i=j+1;i<=n;i++) a[i][j] *= dum; 
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);      } 
     for(i=1; i <=nlstate; i++)    } 
     for(j=1; j <=nlstate+ndeath-1; j++){    free_vector(vv,1,n);  /* Doesn't work */
       fscanf(ficpar,"%1d%1d",&i1,&j1);  ;
       fprintf(ficparo,"%1d%1d",i1,j1);  } 
       printf("%1d%1d",i,j);  
       for(k=1; k<=ncovmodel;k++){  void lubksb(double **a, int n, int *indx, double b[]) 
         fscanf(ficpar," %lf",&param[i][j][k]);  { 
         printf(" %lf",param[i][j][k]);    int i,ii=0,ip,j; 
         fprintf(ficparo," %lf",param[i][j][k]);    double sum; 
       }   
       fscanf(ficpar,"\n");    for (i=1;i<=n;i++) { 
       printf("\n");      ip=indx[i]; 
       fprintf(ficparo,"\n");      sum=b[ip]; 
     }      b[ip]=b[i]; 
        if (ii) 
   npar= (nlstate+ndeath-1)*nlstate*ncovmodel;        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
   p=param[1][1];      else if (sum) ii=i; 
        b[i]=sum; 
   /* Reads comments: lines beginning with '#' */    } 
   while((c=getc(ficpar))=='#' && c!= EOF){    for (i=n;i>=1;i--) { 
     ungetc(c,ficpar);      sum=b[i]; 
     fgets(line, MAXLINE, ficpar);      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
     puts(line);      b[i]=sum/a[i][i]; 
     fputs(line,ficparo);    } 
   }  } 
   ungetc(c,ficpar);  
   /************ Frequencies ********************/
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);  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)
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */  {  /* Some frequencies */
   for(i=1; i <=nlstate; i++){    
     for(j=1; j <=nlstate+ndeath-1; j++){    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
       fscanf(ficpar,"%1d%1d",&i1,&j1);    int first;
       printf("%1d%1d",i,j);    double ***freq; /* Frequencies */
       fprintf(ficparo,"%1d%1d",i1,j1);    double *pp, **prop;
       for(k=1; k<=ncovmodel;k++){    double pos,posprop, k2, dateintsum=0,k2cpt=0;
         fscanf(ficpar,"%le",&delti3[i][j][k]);    FILE *ficresp;
         printf(" %le",delti3[i][j][k]);    char fileresp[FILENAMELENGTH];
         fprintf(ficparo," %le",delti3[i][j][k]);    
       }    pp=vector(1,nlstate);
       fscanf(ficpar,"\n");    prop=matrix(1,nlstate,iagemin,iagemax+3);
       printf("\n");    strcpy(fileresp,"p");
       fprintf(ficparo,"\n");    strcat(fileresp,fileres);
     }    if((ficresp=fopen(fileresp,"w"))==NULL) {
   }      printf("Problem with prevalence resultfile: %s\n", fileresp);
   delti=delti3[1][1];      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
        exit(0);
   /* Reads comments: lines beginning with '#' */    }
   while((c=getc(ficpar))=='#' && c!= EOF){    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
     ungetc(c,ficpar);    j1=0;
     fgets(line, MAXLINE, ficpar);    
     puts(line);    j=cptcoveff;
     fputs(line,ficparo);    if (cptcovn<1) {j=1;ncodemax[1]=1;}
   }  
   ungetc(c,ficpar);    first=1;
    
   matcov=matrix(1,npar,1,npar);    for(k1=1; k1<=j;k1++){
   for(i=1; i <=npar; i++){      for(i1=1; i1<=ncodemax[k1];i1++){
     fscanf(ficpar,"%s",&str);        j1++;
     printf("%s",str);        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
     fprintf(ficparo,"%s",str);          scanf("%d", i);*/
     for(j=1; j <=i; j++){        for (i=-1; i<=nlstate+ndeath; i++)  
       fscanf(ficpar," %le",&matcov[i][j]);          for (jk=-1; jk<=nlstate+ndeath; jk++)  
       printf(" %.5le",matcov[i][j]);            for(m=iagemin; m <= iagemax+3; m++)
       fprintf(ficparo," %.5le",matcov[i][j]);              freq[i][jk][m]=0;
     }  
     fscanf(ficpar,"\n");      for (i=1; i<=nlstate; i++)  
     printf("\n");        for(m=iagemin; m <= iagemax+3; m++)
     fprintf(ficparo,"\n");          prop[i][m]=0;
   }        
   for(i=1; i <=npar; i++)        dateintsum=0;
     for(j=i+1;j<=npar;j++)        k2cpt=0;
       matcov[i][j]=matcov[j][i];        for (i=1; i<=imx; i++) {
              bool=1;
   printf("\n");          if  (cptcovn>0) {
             for (z1=1; z1<=cptcoveff; z1++) 
               if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
     /*-------- data file ----------*/                bool=0;
     if((ficres =fopen(fileres,"w"))==NULL) {          }
       printf("Problem with resultfile: %s\n", fileres);goto end;          if (bool==1){
     }            for(m=firstpass; m<=lastpass; m++){
     fprintf(ficres,"#%s\n",version);              k2=anint[m][i]+(mint[m][i]/12.);
                  /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
     if((fic=fopen(datafile,"r"))==NULL)    {                if(agev[m][i]==0) agev[m][i]=iagemax+1;
       printf("Problem with datafile: %s\n", datafile);goto end;                if(agev[m][i]==1) agev[m][i]=iagemax+2;
     }                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
                 if (m<lastpass) {
     n= lastobs;                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
     severity = vector(1,maxwav);                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
     outcome=imatrix(1,maxwav+1,1,n);                }
     num=ivector(1,n);                
     moisnais=vector(1,n);                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
     annais=vector(1,n);                  dateintsum=dateintsum+k2;
     moisdc=vector(1,n);                  k2cpt++;
     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);        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
     s=imatrix(1,maxwav+1,1,n);  
     adl=imatrix(1,maxwav+1,1,n);            if  (cptcovn>0) {
     tab=ivector(1,NCOVMAX);          fprintf(ficresp, "\n#********** Variable "); 
     ncodemax=ivector(1,8);          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresp, "**********\n#");
     i=1;        }
     while (fgets(line, MAXLINE, fic) != NULL)    {        for(i=1; i<=nlstate;i++) 
       if ((i >= firstobs) && (i <=lastobs)) {          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
                fprintf(ficresp, "\n");
         for (j=maxwav;j>=1;j--){        
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);        for(i=iagemin; i <= iagemax+3; i++){
           strcpy(line,stra);          if(i==iagemax+3){
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);            fprintf(ficlog,"Total");
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);          }else{
         }            if(first==1){
                      first=0;
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);              printf("See log file for details...\n");
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);            }
             fprintf(ficlog,"Age %d", i);
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);          }
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);          for(jk=1; jk <=nlstate ; jk++){
             for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);              pp[jk] += freq[jk][m][i]; 
         for (j=ncov;j>=1;j--){          }
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);          for(jk=1; jk <=nlstate ; jk++){
         }            for(m=-1, pos=0; m <=0 ; m++)
         num[i]=atol(stra);              pos += freq[jk][m][i];
             if(pp[jk]>=1.e-10){
         /*printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));*/              if(first==1){
               printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
         i=i+1;              }
       }              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
     }            }else{
               if(first==1)
     /*scanf("%d",i);*/                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
   imx=i-1; /* Number of individuals */              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
             }
   /* Calculation of the number of parameter from char model*/          }
   Tvar=ivector(1,15);      
   Tage=ivector(1,15);                for(jk=1; jk <=nlstate ; jk++){
                for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
   if (strlen(model) >1){              pp[jk] += freq[jk][m][i];
     j=0, j1=0;          }       
     j=nbocc(model,'+');          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
     j1=nbocc(model,'*');            pos += pp[jk];
     cptcovn=j+1;            posprop += prop[jk][i];
              }
     strcpy(modelsav,model);          for(jk=1; jk <=nlstate ; jk++){
     if (j==0) {            if(pos>=1.e-5){
       if (j1==0){              if(first==1)
        cutv(stra,strb,modelsav,'V');                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
        Tvar[1]=atoi(strb);              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
       }            }else{
       else if (j1==1) {              if(first==1)
        cutv(stra,strb,modelsav,'*');                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
        /*      printf("stra=%s strb=%s modelsav=%s ",stra,strb,modelsav);*/              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
        Tage[1]=1; cptcovage++;            }
        if (strcmp(stra,"age")==0) {            if( i <= iagemax){
          cutv(strd,strc,strb,'V');              if(pos>=1.e-5){
          Tvar[1]=atoi(strc);                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
        }                /*probs[i][jk][j1]= pp[jk]/pos;*/
        else if (strcmp(strb,"age")==0) {                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
          cutv(strd,strc,stra,'V');              }
          Tvar[1]=atoi(strc);              else
        }                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
        else {printf("Error"); exit(0);}            }
       }          }
     }          
     else {          for(jk=-1; jk <=nlstate+ndeath; jk++)
       for(i=j; i>=1;i--){            for(m=-1; m <=nlstate+ndeath; m++)
         cutv(stra,strb,modelsav,'+');              if(freq[jk][m][i] !=0 ) {
         /*printf("%s %s %s\n", stra,strb,modelsav);*/              if(first==1)
         if (strchr(strb,'*')) {                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
           cutv(strd,strc,strb,'*');                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
           if (strcmp(strc,"age")==0) {              }
             cutv(strb,stre,strd,'V');          if(i <= iagemax)
             Tvar[i+1]=atoi(stre);            fprintf(ficresp,"\n");
             cptcovage++;          if(first==1)
             Tage[cptcovage]=i+1;            printf("Others in log...\n");
             printf("stre=%s ", stre);          fprintf(ficlog,"\n");
           }        }
           else if (strcmp(strd,"age")==0) {      }
             cutv(strb,stre,strc,'V');    }
             Tvar[i+1]=atoi(stre);    dateintmean=dateintsum/k2cpt; 
             cptcovage++;   
             Tage[cptcovage]=i+1;    fclose(ficresp);
           }    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
           else {    free_vector(pp,1,nlstate);
             cutv(strb,stre,strc,'V');    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
             Tvar[i+1]=ncov+1;    /* End of Freq */
             cutv(strb,strc,strd,'V');  }
             for (k=1; k<=lastobs;k++)  
               covar[ncov+1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];  /************ Prevalence ********************/
           }  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)
         }  {  
         else {    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
           cutv(strd,strc,strb,'V');       in each health status at the date of interview (if between dateprev1 and dateprev2).
           /* printf("%s %s %s", strd,strc,strb);*/       We still use firstpass and lastpass as another selection.
     */
         Tvar[i+1]=atoi(strc);   
         }    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
         strcpy(modelsav,stra);      double ***freq; /* Frequencies */
       }    double *pp, **prop;
       cutv(strd,strc,stra,'V');    double pos,posprop; 
       Tvar[1]=atoi(strc);    double  y2; /* in fractional years */
     }    int iagemin, iagemax;
   }  
     iagemin= (int) agemin;
   /* printf("tvar=%d %d cptcovage=%d %d",Tvar[1],Tvar[2],cptcovage,Tage[1]);    iagemax= (int) agemax;
      scanf("%d ",i);*/    /*pp=vector(1,nlstate);*/
     fclose(fic);    prop=matrix(1,nlstate,iagemin,iagemax+3); 
     /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
    if(mle==1){    j1=0;
     if (weightopt != 1) { /* Maximisation without weights*/    
       for(i=1;i<=n;i++) weight[i]=1.0;    j=cptcoveff;
     }    if (cptcovn<1) {j=1;ncodemax[1]=1;}
     /*-calculation of age at interview from date of interview and age at death -*/    
     agev=matrix(1,maxwav,1,imx);    for(k1=1; k1<=j;k1++){
          for(i1=1; i1<=ncodemax[k1];i1++){
     for (i=1; i<=imx; i++)  {        j1++;
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);        
       for(m=1; (m<= maxwav); m++){        for (i=1; i<=nlstate; i++)  
         if(s[m][i] >0){          for(m=iagemin; m <= iagemax+3; m++)
           if (s[m][i] == nlstate+1) {            prop[i][m]=0.0;
             if(agedc[i]>0)       
               if(moisdc[i]!=99 && andc[i]!=9999)        for (i=1; i<=imx; i++) { /* Each individual */
               agev[m][i]=agedc[i];          bool=1;
             else{          if  (cptcovn>0) {
               printf("Warning negative age at death: %d line:%d\n",num[i],i);            for (z1=1; z1<=cptcoveff; z1++) 
               agev[m][i]=-1;              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
             }                bool=0;
           }          } 
           else if(s[m][i] !=9){ /* Should no more exist */          if (bool==1) { 
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
             if(mint[m][i]==99 || anint[m][i]==9999)              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
               agev[m][i]=1;              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
             else if(agev[m][i] <agemin){                if(agev[m][i]==0) agev[m][i]=iagemax+1;
               agemin=agev[m][i];                if(agev[m][i]==1) agev[m][i]=iagemax+2;
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/                if((int)agev[m][i] <iagemin || (int)agev[m][i] >iagemax+3) printf("Error on individual =%d agev[m][i]=%f m=%d\n",i, agev[m][i],m); 
             }                if (s[m][i]>0 && s[m][i]<=nlstate) { 
             else if(agev[m][i] >agemax){                  /*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]]);*/
               agemax=agev[m][i];                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/                  prop[s[m][i]][iagemax+3] += weight[i]; 
             }                } 
             /*agev[m][i]=anint[m][i]-annais[i];*/              }
             /*   agev[m][i] = age[i]+2*m;*/            } /* end selection of waves */
           }          }
           else { /* =9 */        }
             agev[m][i]=1;        for(i=iagemin; i <= iagemax+3; i++){  
             s[m][i]=-1;          
           }          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
         }            posprop += prop[jk][i]; 
         else /*= 0 Unknown */          } 
           agev[m][i]=1;  
       }          for(jk=1; jk <=nlstate ; jk++){     
                if( i <=  iagemax){ 
     }              if(posprop>=1.e-5){ 
     for (i=1; i<=imx; i++)  {                probs[i][jk][j1]= prop[jk][i]/posprop;
       for(m=1; (m<= maxwav); m++){              } 
         if (s[m][i] > (nlstate+ndeath)) {            } 
           printf("Error: Wrong value in nlstate or ndeath\n");            }/* end jk */ 
           goto end;        }/* end i */ 
         }      } /* end i1 */
       }    } /* end k1 */
     }    
     /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);    /*free_vector(pp,1,nlstate);*/
     free_matrix(prop,1,nlstate, iagemin,iagemax+3);
     free_vector(severity,1,maxwav);  }  /* End of prevalence */
     free_imatrix(outcome,1,maxwav+1,1,n);  
     free_vector(moisnais,1,n);  /************* Waves Concatenation ***************/
     free_vector(annais,1,n);  
     free_matrix(mint,1,maxwav,1,n);  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)
     free_matrix(anint,1,maxwav,1,n);  {
     free_vector(moisdc,1,n);    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
     free_vector(andc,1,n);       Death is a valid wave (if date is known).
        mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
           dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
     wav=ivector(1,imx);       and mw[mi+1][i]. dh depends on stepm.
     dh=imatrix(1,lastpass-firstpass+1,1,imx);       */
     mw=imatrix(1,lastpass-firstpass+1,1,imx);  
        int i, mi, m;
     /* Concatenates waves */    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);       double sum=0., jmean=0.;*/
     int first;
     int j, k=0,jk, ju, jl;
       Tcode=ivector(1,100);    double sum=0.;
    nbcode=imatrix(1,nvar,1,8);      first=0;
    ncodemax[1]=1;    jmin=1e+5;
    if (cptcovn > 0) tricode(Tvar,nbcode,imx);    jmax=-1;
      jmean=0.;
    codtab=imatrix(1,100,1,10);    for(i=1; i<=imx; i++){
    h=0;      mi=0;
    m=pow(2,cptcovn);      m=firstpass;
        while(s[m][i] <= nlstate){
    for(k=1;k<=cptcovn; k++){        if(s[m][i]>=1)
      for(i=1; i <=(m/pow(2,k));i++){          mw[++mi][i]=m;
        for(j=1; j <= ncodemax[k]; j++){        if(m >=lastpass)
          for(cpt=1; cpt <=(m/pow(2,cptcovn+1-k)); cpt++){          break;
            h++;        else
            if (h>m) h=1;codtab[h][k]=j;          m++;
          }      }/* end while */
        }      if (s[m][i] > nlstate){
      }        mi++;     /* Death is another wave */
    }        /* if(mi==0)  never been interviewed correctly before death */
            /* Only death is a correct wave */
    /* for(i=1; i <=m ;i++){        mw[mi][i]=m;
      for(k=1; k <=cptcovn; k++){      }
        printf("i=%d k=%d %d ",i,k,codtab[i][k]);  
      }      wav[i]=mi;
      printf("\n");      if(mi==0){
    }        if(first==0){
    scanf("%d",i);*/          printf("Warning! None valid information for:%ld line=%d (skipped) and may be others, see log file\n",num[i],i);
              first=1;
    /* Calculates basic frequencies. Computes observed prevalence at single age        }
        and prints on file fileres'p'. */        if(first==1){
    freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);          fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
         }
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      } /* end mi==0 */
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    } /* End individuals */
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    for(i=1; i<=imx; i++){
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */      for(mi=1; mi<wav[i];mi++){
            if (stepm <=0)
     /* For Powell, parameters are in a vector p[] starting at p[1]          dh[mi][i]=1;
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */        else{
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
                if (agedc[i] < 2*AGESUP) {
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);              j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
               if(j==0) j=1;  /* Survives at least one month after exam */
                  else if(j<0){
     /*--------- results files --------------*/                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]);
     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);                j=1; /* Careful Patch */
                    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);
    jk=1;                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]);
    fprintf(ficres,"# Parameters\n");                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);
    printf("# Parameters\n");              }
    for(i=1,jk=1; i <=nlstate; i++){              k=k+1;
      for(k=1; k <=(nlstate+ndeath); k++){              if (j >= jmax) jmax=j;
        if (k != i)              if (j <= jmin) jmin=j;
          {              sum=sum+j;
            printf("%d%d ",i,k);              /*if (j<0) printf("j=%d num=%d \n",j,i);*/
            fprintf(ficres,"%1d%1d ",i,k);              /*    printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
            for(j=1; j <=ncovmodel; j++){            }
              printf("%f ",p[jk]);          }
              fprintf(ficres,"%f ",p[jk]);          else{
              jk++;            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);*/
            printf("\n");            k=k+1;
            fprintf(ficres,"\n");            if (j >= jmax) jmax=j;
          }            else if (j <= jmin)jmin=j;
      }            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
    }            /*printf("%d %lf %d %d %d\n", i,agev[mw[mi][i]][i],j,s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);*/
             if(j<0){
     /* Computing hessian and covariance matrix */              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]);
     ftolhess=ftol; /* Usually correct */              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]);
     hesscov(matcov, p, npar, delti, ftolhess, func);            }
     fprintf(ficres,"# Scales\n");            sum=sum+j;
     printf("# Scales\n");          }
      for(i=1,jk=1; i <=nlstate; i++){          jk= j/stepm;
       for(j=1; j <=nlstate+ndeath; j++){          jl= j -jk*stepm;
         if (j!=i) {          ju= j -(jk+1)*stepm;
           fprintf(ficres,"%1d%1d",i,j);          if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
           printf("%1d%1d",i,j);            if(jl==0){
           for(k=1; k<=ncovmodel;k++){              dh[mi][i]=jk;
             printf(" %.5e",delti[jk]);              bh[mi][i]=0;
             fprintf(ficres," %.5e",delti[jk]);            }else{ /* We want a negative bias in order to only have interpolation ie
             jk++;                    * at the price of an extra matrix product in likelihood */
           }              dh[mi][i]=jk+1;
           printf("\n");              bh[mi][i]=ju;
           fprintf(ficres,"\n");            }
         }          }else{
       }            if(jl <= -ju){
       }              dh[mi][i]=jk;
                  bh[mi][i]=jl;       /* bias is positive if real duration
     k=1;                                   * is higher than the multiple of stepm and negative otherwise.
     fprintf(ficres,"# Covariance\n");                                   */
     printf("# Covariance\n");            }
     for(i=1;i<=npar;i++){            else{
       /*  if (k>nlstate) k=1;              dh[mi][i]=jk+1;
       i1=(i-1)/(ncovmodel*nlstate)+1;              bh[mi][i]=ju;
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);            }
       printf("%s%d%d",alph[k],i1,tab[i]);*/            if(dh[mi][i]==0){
       fprintf(ficres,"%3d",i);              dh[mi][i]=1; /* At least one step */
       printf("%3d",i);              bh[mi][i]=ju; /* At least one step */
       for(j=1; j<=i;j++){              /*  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(ficres," %.5e",matcov[i][j]);            }
         printf(" %.5e",matcov[i][j]);          } /* end if mle */
       }        }
       fprintf(ficres,"\n");      } /* end wave */
       printf("\n");    }
       k++;    jmean=sum/k;
     }    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
        fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
     while((c=getc(ficpar))=='#' && c!= EOF){   }
       ungetc(c,ficpar);  
       fgets(line, MAXLINE, ficpar);  /*********** Tricode ****************************/
       puts(line);  void tricode(int *Tvar, int **nbcode, int imx)
       fputs(line,ficparo);  {
     }    
     ungetc(c,ficpar);    int Ndum[20],ij=1, k, j, i, maxncov=19;
      int cptcode=0;
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);    cptcoveff=0; 
       
     if (fage <= 2) {    for (k=0; k<maxncov; k++) Ndum[k]=0;
       bage = agemin;    for (k=1; k<=7; k++) ncodemax[k]=0;
       fage = agemax;  
     }    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
       for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");                                 modality*/ 
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
 /*------------ gnuplot -------------*/        Ndum[ij]++; /*store the modality */
 chdir(pathcd);        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
   if((ficgp=fopen("graph.plt","w"))==NULL) {        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
     printf("Problem with file graph.gp");goto end;                                         Tvar[j]. If V=sex and male is 0 and 
   }                                         female is 1, then  cptcode=1.*/
 #ifdef windows      }
   fprintf(ficgp,"cd \"%s\" \n",pathc);  
 #endif      for (i=0; i<=cptcode; i++) {
 m=pow(2,cptcovn);        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 */
        }
  /* 1eme*/  
   for (cpt=1; cpt<= nlstate ; cpt ++) {      ij=1; 
    for (k1=1; k1<= m ; k1 ++) {      for (i=1; i<=ncodemax[j]; i++) {
         for (k=0; k<= maxncov; k++) {
 #ifdef windows          if (Ndum[k] != 0) {
     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);            nbcode[Tvar[j]][ij]=k; 
 #endif            /* 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; */
 #ifdef unix            
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);            ij++;
 #endif          }
           if (ij > ncodemax[j]) break; 
 for (i=1; i<= nlstate ; i ++) {        }  
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");      } 
   else fprintf(ficgp," \%%*lf (\%%*lf)");    }  
 }  
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);   for (k=0; k< maxncov; k++) Ndum[k]=0;
     for (i=1; i<= nlstate ; i ++) {  
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");   for (i=1; i<=ncovmodel-2; i++) { 
   else fprintf(ficgp," \%%*lf (\%%*lf)");     /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
 }     ij=Tvar[i];
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);     Ndum[ij]++;
      for (i=1; i<= nlstate ; i ++) {   }
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");  
   else fprintf(ficgp," \%%*lf (\%%*lf)");   ij=1;
 }     for (i=1; i<= maxncov; i++) {
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));     if((Ndum[i]!=0) && (i<=ncovcol)){
 #ifdef unix       Tvaraff[ij]=i; /*For printing */
 fprintf(ficgp,"\nset ter gif small size 400,300");       ij++;
 #endif     }
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);   }
    }   
   }   cptcoveff=ij-1; /*Number of simple covariates*/
   /*2 eme*/  }
   
   for (k1=1; k1<= m ; k1 ++) {  /*********** Health Expectancies ****************/
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);  
      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 )
     for (i=1; i<= nlstate+1 ; i ++) {  
       k=2*i;  {
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);    /* Health expectancies */
       for (j=1; j<= nlstate+1 ; j ++) {    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    double age, agelim, hf;
   else fprintf(ficgp," \%%*lf (\%%*lf)");    double ***p3mat,***varhe;
 }      double **dnewm,**doldm;
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");    double *xp;
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);    double **gp, **gm;
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);    double ***gradg, ***trgradg;
       for (j=1; j<= nlstate+1 ; j ++) {    int theta;
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");  
         else fprintf(ficgp," \%%*lf (\%%*lf)");    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
 }      xp=vector(1,npar);
       fprintf(ficgp,"\" t\"\" w l 0,");    dnewm=matrix(1,nlstate*nlstate,1,npar);
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
       for (j=1; j<= nlstate+1 ; j ++) {    
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    fprintf(ficreseij,"# Health expectancies\n");
   else fprintf(ficgp," \%%*lf (\%%*lf)");    fprintf(ficreseij,"# Age");
 }      for(i=1; i<=nlstate;i++)
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");      for(j=1; j<=nlstate;j++)
       else fprintf(ficgp,"\" t\"\" w l 0,");        fprintf(ficreseij," %1d-%1d (SE)",i,j);
     }    fprintf(ficreseij,"\n");
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);  
   }    if(estepm < stepm){
        printf ("Problem %d lower than %d\n",estepm, stepm);
   /*3eme*/    }
     else  hstepm=estepm;   
   for (k1=1; k1<= m ; k1 ++) {    /* We compute the life expectancy from trapezoids spaced every estepm months
     for (cpt=1; cpt<= nlstate ; cpt ++) {     * This is mainly to measure the difference between two models: for example
       k=2+nlstate*(cpt-1);     * if stepm=24 months pijx are given only every 2 years and by summing them
       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);     * we are calculating an estimate of the Life Expectancy assuming a linear 
       for (i=1; i< nlstate ; i ++) {     * progression in between and thus overestimating or underestimating according
         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);     * to the curvature of the survival function. If, for the same date, we 
       }     * estimate the model with stepm=1 month, we can keep estepm to 24 months
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);     * to compare the new estimate of Life expectancy with the same linear 
     }     * hypothesis. A more precise result, taking into account a more precise
   }     * curvature will be obtained if estepm is as small as stepm. */
    
   /* CV preval stat */    /* For example we decided to compute the life expectancy with the smallest unit */
   for (k1=1; k1<= m ; k1 ++) {    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
     for (cpt=1; cpt<nlstate ; cpt ++) {       nhstepm is the number of hstepm from age to agelim 
       k=3;       nstepm is the number of stepm from age to agelin. 
       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/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);       Look at hpijx to understand the reason of that which relies in memory size
       for (i=1; i< nlstate ; i ++)       and note for a fixed period like estepm months */
         fprintf(ficgp,"+$%d",k+i+1);    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);       survival function given by stepm (the optimization length). Unfortunately it
             means that if the survival funtion is printed only each two years of age and if
       l=3+(nlstate+ndeath)*cpt;       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);       results. So we changed our mind and took the option of the best precision.
       for (i=1; i< nlstate ; i ++) {    */
         l=3+(nlstate+ndeath)*cpt;    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
         fprintf(ficgp,"+$%d",l+i+1);  
       }    agelim=AGESUP;
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);      for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);      /* nhstepm age range expressed in number of stepm */
     }      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
   }      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
       /* if (stepm >= YEARM) hstepm=1;*/
   /* proba elementaires */      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
    for(i=1,jk=1; i <=nlstate; i++){      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     for(k=1; k <=(nlstate+ndeath); k++){      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
       if (k != i) {      gp=matrix(0,nhstepm,1,nlstate*nlstate);
         for(j=1; j <=ncovmodel; j++){      gm=matrix(0,nhstepm,1,nlstate*nlstate);
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/  
           /*fprintf(ficgp,"%s",alph[1]);*/      /* Computed by stepm unit matrices, product of hstepm matrices, stored
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
           jk++;      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
           fprintf(ficgp,"\n");   
         }  
       }      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
     }  
     }      /* Computing Variances of health expectancies */
   
   for(jk=1; jk <=m; jk++) {       for(theta=1; theta <=npar; theta++){
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);        for(i=1; i<=npar; i++){ 
    i=1;          xp[i] = x[i] + (i==theta ?delti[theta]:0);
    for(k2=1; k2<=nlstate; k2++) {        }
      k3=i;        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
      for(k=1; k<=(nlstate+ndeath); k++) {    
        if (k != k2){        cptj=0;
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);        for(j=1; j<= nlstate; j++){
           for(i=1; i<=nlstate; i++){
         for(j=3; j <=ncovmodel; j++)            cptj=cptj+1;
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
         fprintf(ficgp,")/(1");              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
                    }
         for(k1=1; k1 <=nlstate; k1++){            }
           fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);        }
           for(j=3; j <=ncovmodel; j++)       
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);       
           fprintf(ficgp,")");        for(i=1; i<=npar; i++) 
         }          xp[i] = x[i] - (i==theta ?delti[theta]:0);
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");        
         i=i+ncovmodel;        cptj=0;
        }        for(j=1; j<= nlstate; j++){
      }          for(i=1;i<=nlstate;i++){
    }            cptj=cptj+1;
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
   }  
                  gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
   fclose(ficgp);            }
              }
 chdir(path);        }
     free_matrix(agev,1,maxwav,1,imx);        for(j=1; j<= nlstate*nlstate; j++)
     free_ivector(wav,1,imx);          for(h=0; h<=nhstepm-1; h++){
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);          }
           } 
     free_imatrix(s,1,maxwav+1,1,n);     
      /* End theta */
      
     free_ivector(num,1,n);       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
     free_vector(agedc,1,n);  
     free_vector(weight,1,n);       for(h=0; h<=nhstepm-1; h++)
     /*free_matrix(covar,1,NCOVMAX,1,n);*/        for(j=1; j<=nlstate*nlstate;j++)
     fclose(ficparo);          for(theta=1; theta <=npar; theta++)
     fclose(ficres);            trgradg[h][j][theta]=gradg[h][theta][j];
    }       
      
    /*________fin mle=1_________*/       for(i=1;i<=nlstate*nlstate;i++)
            for(j=1;j<=nlstate*nlstate;j++)
           varhe[i][j][(int)age] =0.;
    
     /* No more information from the sample is required now */       printf("%d|",(int)age);fflush(stdout);
   /* Reads comments: lines beginning with '#' */       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
   while((c=getc(ficpar))=='#' && c!= EOF){       for(h=0;h<=nhstepm-1;h++){
     ungetc(c,ficpar);        for(k=0;k<=nhstepm-1;k++){
     fgets(line, MAXLINE, ficpar);          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
     puts(line);          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
     fputs(line,ficparo);          for(i=1;i<=nlstate*nlstate;i++)
   }            for(j=1;j<=nlstate*nlstate;j++)
   ungetc(c,ficpar);              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
          }
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);      }
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);      /* Computing expectancies */
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);      for(i=1; i<=nlstate;i++)
 /*--------- index.htm --------*/        for(j=1; j<=nlstate;j++)
           for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
   if((fichtm=fopen("index.htm","w"))==NULL)    {            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
     printf("Problem with index.htm \n");goto end;            
   }  /* if((int)age==70)printf("i=%2d,j=%2d,h=%2d,age=%3d,%9.4f,%9.4f,%9.4f\n",i,j,h,(int)age,p3mat[i][j][h],hf,eij[i][j][(int)age]);*/
   
  fprintf(fichtm,"<body><ul> Imach, Version 0.64a<hr> <li>Outputs files<br><br>\n          }
         - 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>      fprintf(ficreseij,"%3.0f",age );
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>      cptj=0;
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>      for(i=1; i<=nlstate;i++)
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>        for(j=1; j<=nlstate;j++){
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>          cptj++;
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
         - 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);      fprintf(ficreseij,"\n");
      
  fprintf(fichtm," <li>Graphs</li>\n<p>");      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
       free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
  m=cptcovn;      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
       free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
  j1=0;    }
  for(k1=1; k1<=m;k1++){    printf("\n");
    for(i1=1; i1<=ncodemax[k1];i1++){    fprintf(ficlog,"\n");
        j1++;  
        if (cptcovn > 0) {    free_vector(xp,1,npar);
          fprintf(fichtm,"<hr>************ Results for covariates");    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
          for (cpt=1; cpt<=cptcovn;cpt++)    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
            fprintf(fichtm," V%d=%d ",Tvar[cpt],nbcode[Tvar[cpt]][codtab[j1][cpt]]);    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
          fprintf(fichtm," ************\n<hr>");  }
        }  
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>  /************ Variance ******************/
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);      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)
        for(cpt=1; cpt<nlstate;cpt++){  {
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>    /* Variance of health expectancies */
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
        }    /* double **newm;*/
     for(cpt=1; cpt<=nlstate;cpt++) {    double **dnewm,**doldm;
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident    double **dnewmp,**doldmp;
 interval) in state (%d): v%s%d%d.gif <br>    int i, j, nhstepm, hstepm, h, nstepm ;
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);      int k, cptcode;
      }    double *xp;
      for(cpt=1; cpt<=nlstate;cpt++) {    double **gp, **gm;  /* for var eij */
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>    double ***gradg, ***trgradg; /*for var eij */
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);    double **gradgp, **trgradgp; /* for var p point j */
      }    double *gpp, *gmp; /* for var p point j */
      fprintf(fichtm,"\n<br>- Total life expectancy by age and    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
 health expectancies in states (1) and (2): e%s%d.gif<br>    double ***p3mat;
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);    double age,agelim, hf;
 fprintf(fichtm,"\n</body>");    double ***mobaverage;
    }    int theta;
  }    char digit[4];
 fclose(fichtm);    char digitp[25];
   
   /*--------------- Prevalence limit --------------*/    char fileresprobmorprev[FILENAMELENGTH];
    
   strcpy(filerespl,"pl");    if(popbased==1){
   strcat(filerespl,fileres);      if(mobilav!=0)
   if((ficrespl=fopen(filerespl,"w"))==NULL) {        strcpy(digitp,"-populbased-mobilav-");
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;      else strcpy(digitp,"-populbased-nomobil-");
   }    }
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);    else 
   fprintf(ficrespl,"#Prevalence limit\n");      strcpy(digitp,"-stablbased-");
   fprintf(ficrespl,"#Age ");  
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);    if (mobilav!=0) {
   fprintf(ficrespl,"\n");      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
        if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
   prlim=matrix(1,nlstate,1,nlstate);        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        printf(" Error in movingaverage mobilav=%d\n",mobilav);
   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 */    strcpy(fileresprobmorprev,"prmorprev"); 
   k=0;    sprintf(digit,"%-d",ij);
   agebase=agemin;    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
   agelim=agemax;    strcat(fileresprobmorprev,digit); /* Tvar to be done */
   ftolpl=1.e-10;    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
   i1=cptcovn;    strcat(fileresprobmorprev,fileres);
   if (cptcovn < 1){i1=1;}    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobmorprev);
   for(cptcov=1;cptcov<=i1;cptcov++){      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    }
         k=k+1;    printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
         fprintf(ficrespl,"\n#******");    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);
         for(j=1;j<=cptcovn;j++)    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
           fprintf(ficrespl," V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
         fprintf(ficrespl,"******\n");      fprintf(ficresprobmorprev," p.%-d SE",j);
              for(i=1; i<=nlstate;i++)
         for (age=agebase; age<=agelim; age++){        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);    }  
           fprintf(ficrespl,"%.0f",age );    fprintf(ficresprobmorprev,"\n");
           for(i=1; i<=nlstate;i++)    fprintf(ficgp,"\n# Routine varevsij");
           fprintf(ficrespl," %.5f", prlim[i][i]);    fprintf(fichtm,"\n<li><h4> Computing probabilities of dying over estepm months as a weighted average (i.e global mortality independent of initial healh state)</h4></li>\n");
           fprintf(ficrespl,"\n");    fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
         }  /*   } */
       }    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     }  
   fclose(ficrespl);    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");
   /*------------- h Pij x at various ages ------------*/    fprintf(ficresvij,"# Age");
      for(i=1; i<=nlstate;i++)
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);      for(j=1; j<=nlstate;j++)
   if((ficrespij=fopen(filerespij,"w"))==NULL) {        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;    fprintf(ficresvij,"\n");
   }  
   printf("Computing pij: result on file '%s' \n", filerespij);    xp=vector(1,npar);
      dnewm=matrix(1,nlstate,1,npar);
   stepsize=(int) (stepm+YEARM-1)/YEARM;    doldm=matrix(1,nlstate,1,nlstate);
   if (stepm<=24) stepsize=2;    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
     doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   agelim=AGESUP;  
   hstepm=stepsize*YEARM; /* Every year of age */    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */    gpp=vector(nlstate+1,nlstate+ndeath);
      gmp=vector(nlstate+1,nlstate+ndeath);
   k=0;    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
   for(cptcov=1;cptcov<=i1;cptcov++){    
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    if(estepm < stepm){
       k=k+1;      printf ("Problem %d lower than %d\n",estepm, stepm);
         fprintf(ficrespij,"\n#****** ");    }
         for(j=1;j<=cptcovn;j++)    else  hstepm=estepm;   
           fprintf(ficrespij,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);    /* For example we decided to compute the life expectancy with the smallest unit */
         fprintf(ficrespij,"******\n");    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
               nhstepm is the number of hstepm from age to agelim 
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */       nstepm is the number of stepm from age to agelin. 
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */       Look at hpijx to understand the reason of that which relies in memory size
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */       and note for a fixed period like k years */
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
           oldm=oldms;savm=savms;       survival function given by stepm (the optimization length). Unfortunately it
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);         means that if the survival funtion is printed every two years of age and if
           fprintf(ficrespij,"# 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++)       results. So we changed our mind and took the option of the best precision.
             for(j=1; j<=nlstate+ndeath;j++)    */
               fprintf(ficrespij," %1d-%1d",i,j);    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
           fprintf(ficrespij,"\n");    agelim = AGESUP;
           for (h=0; h<=nhstepm; h++){    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
             for(i=1; i<=nlstate;i++)      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
               for(j=1; j<=nlstate+ndeath;j++)      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
             fprintf(ficrespij,"\n");      gp=matrix(0,nhstepm,1,nlstate);
           }      gm=matrix(0,nhstepm,1,nlstate);
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  
           fprintf(ficrespij,"\n");  
         }      for(theta=1; theta <=npar; theta++){
     }        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
   }          xp[i] = x[i] + (i==theta ?delti[theta]:0);
         }
   fclose(ficrespij);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   /*---------- Health expectancies and variances ------------*/  
         if (popbased==1) {
   strcpy(filerest,"t");          if(mobilav ==0){
   strcat(filerest,fileres);            for(i=1; i<=nlstate;i++)
   if((ficrest=fopen(filerest,"w"))==NULL) {              prlim[i][i]=probs[(int)age][i][ij];
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;          }else{ /* mobilav */ 
   }            for(i=1; i<=nlstate;i++)
   printf("Computing Total LEs with variances: file '%s' \n", filerest);              prlim[i][i]=mobaverage[(int)age][i][ij];
           }
         }
   strcpy(filerese,"e");    
   strcat(filerese,fileres);        for(j=1; j<= nlstate; j++){
   if((ficreseij=fopen(filerese,"w"))==NULL) {          for(h=0; h<=nhstepm; h++){
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
   }              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);          }
         }
  strcpy(fileresv,"v");        /* This for computing probability of death (h=1 means
   strcat(fileresv,fileres);           computed over hstepm matrices product = hstepm*stepm months) 
   if((ficresvij=fopen(fileresv,"w"))==NULL) {           as a weighted average of prlim.
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);        */
   }        for(j=nlstate+1;j<=nlstate+ndeath;j++){
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);          for(i=1,gpp[j]=0.; i<= nlstate; i++)
             gpp[j] += prlim[i][i]*p3mat[i][j][1];
   k=0;        }    
   for(cptcov=1;cptcov<=i1;cptcov++){        /* end probability of death */
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){  
       k=k+1;        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
       fprintf(ficrest,"\n#****** ");          xp[i] = x[i] - (i==theta ?delti[theta]:0);
       for(j=1;j<=cptcovn;j++)        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         fprintf(ficrest,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
       fprintf(ficrest,"******\n");   
         if (popbased==1) {
       fprintf(ficreseij,"\n#****** ");          if(mobilav ==0){
       for(j=1;j<=cptcovn;j++)            for(i=1; i<=nlstate;i++)
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);              prlim[i][i]=probs[(int)age][i][ij];
       fprintf(ficreseij,"******\n");          }else{ /* mobilav */ 
             for(i=1; i<=nlstate;i++)
       fprintf(ficresvij,"\n#****** ");              prlim[i][i]=mobaverage[(int)age][i][ij];
       for(j=1;j<=cptcovn;j++)          }
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);        }
       fprintf(ficresvij,"******\n");  
         for(j=1; j<= nlstate; j++){
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);          for(h=0; h<=nhstepm; h++){
       oldm=oldms;savm=savms;            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);                gm[h][j] += prlim[i][i]*p3mat[i][j][h];
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);          }
       oldm=oldms;savm=savms;        }
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);        /* This for computing probability of death (h=1 means
                 computed over hstepm matrices product = hstepm*stepm months) 
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");           as a weighted average of prlim.
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);        */
       fprintf(ficrest,"\n");        for(j=nlstate+1;j<=nlstate+ndeath;j++){
                  for(i=1,gmp[j]=0.; i<= nlstate; i++)
       hf=1;           gmp[j] += prlim[i][i]*p3mat[i][j][1];
       if (stepm >= YEARM) hf=stepm/YEARM;        }    
       epj=vector(1,nlstate+1);        /* end probability of death */
       for(age=bage; age <=fage ;age++){  
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);        for(j=1; j<= nlstate; j++) /* vareij */
         fprintf(ficrest," %.0f",age);          for(h=0; h<=nhstepm; h++){
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
           for(i=1, epj[j]=0.;i <=nlstate;i++) {          }
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];  
           }        for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
           epj[nlstate+1] +=epj[j];          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
         }        }
         for(i=1, vepp=0.;i <=nlstate;i++)  
           for(j=1;j <=nlstate;j++)      } /* End theta */
             vepp += vareij[i][j][(int)age];  
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
         for(j=1;j <=nlstate;j++){  
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));      for(h=0; h<=nhstepm; h++) /* veij */
         }        for(j=1; j<=nlstate;j++)
         fprintf(ficrest,"\n");          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++)
  fclose(ficreseij);          trgradgp[j][theta]=gradgp[theta][j];
  fclose(ficresvij);    
   fclose(ficrest);  
   fclose(ficpar);      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
   free_vector(epj,1,nlstate+1);      for(i=1;i<=nlstate;i++)
   /*  scanf("%d ",i); */        for(j=1;j<=nlstate;j++)
           vareij[i][j][(int)age] =0.;
   /*------- Variance limit prevalence------*/    
       for(h=0;h<=nhstepm;h++){
 strcpy(fileresvpl,"vpl");        for(k=0;k<=nhstepm;k++){
   strcat(fileresvpl,fileres);          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {          matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);          for(i=1;i<=nlstate;i++)
     exit(0);            for(j=1;j<=nlstate;j++)
   }              vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);        }
       }
  k=0;    
  for(cptcov=1;cptcov<=i1;cptcov++){      /* pptj */
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){      matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
      k=k+1;      matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
      fprintf(ficresvpl,"\n#****** ");      for(j=nlstate+1;j<=nlstate+ndeath;j++)
      for(j=1;j<=cptcovn;j++)        for(i=nlstate+1;i<=nlstate+ndeath;i++)
        fprintf(ficresvpl,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);          varppt[j][i]=doldmp[j][i];
      fprintf(ficresvpl,"******\n");      /* end ppptj */
            /*  x centered again */
      varpl=matrix(1,nlstate,(int) bage, (int) fage);      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
      oldm=oldms;savm=savms;      prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);   
    }      if (popbased==1) {
  }        if(mobilav ==0){
           for(i=1; i<=nlstate;i++)
   fclose(ficresvpl);            prlim[i][i]=probs[(int)age][i][ij];
         }else{ /* mobilav */ 
   /*---------- End : free ----------------*/          for(i=1; i<=nlstate;i++)
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);            prlim[i][i]=mobaverage[(int)age][i][ij];
          }
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);      }
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);               
        /* This for computing probability of death (h=1 means
           computed over hstepm (estepm) matrices product = hstepm*stepm months) 
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);         as a weighted average of prlim.
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);      */
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);      for(j=nlstate+1;j<=nlstate+ndeath;j++){
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);        for(i=1,gmp[j]=0.;i<= nlstate; i++) 
            gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
   free_matrix(matcov,1,npar,1,npar);      }    
   free_vector(delti,1,npar);      /* end probability of death */
    
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);      fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
       for(j=nlstate+1; j<=(nlstate+ndeath);j++){
   printf("End of Imach\n");        fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */        for(i=1; i<=nlstate;i++){
            fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
   /* printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);*/        }
   /*printf("Total time was %d uSec.\n", total_usecs);*/      } 
   /*------ End -----------*/      fprintf(ficresprobmorprev,"\n");
   
  end:      fprintf(ficresvij,"%.0f ",age );
 #ifdef windows      for(i=1; i<=nlstate;i++)
  chdir(pathcd);        for(j=1; j<=nlstate;j++){
 #endif          fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
  system("wgnuplot graph.plt");        }
       fprintf(ficresvij,"\n");
 #ifdef windows      free_matrix(gp,0,nhstepm,1,nlstate);
   while (z[0] != 'q') {      free_matrix(gm,0,nhstepm,1,nlstate);
     chdir(pathcd);      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
     printf("\nType e to edit output files, c to start again, and q for exiting: ");      free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
     scanf("%s",z);      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     if (z[0] == 'c') system("./imach");    } /* End age */
     else if (z[0] == 'e') {    free_vector(gpp,nlstate+1,nlstate+ndeath);
       chdir(path);    free_vector(gmp,nlstate+1,nlstate+ndeath);
       system("index.htm");    free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
     }    free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
     else if (z[0] == 'q') exit(0);    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 */
 #endif    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> Computing matrix of variance-covariance of step probabilities</h4></li>\n");
     fprintf(fichtm,"\nWe have drawn ellipsoids of confidence around the p<inf>ij</inf>, p<inf>kl</inf> to understand the covariance between two incidences. They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
     fprintf(fichtm,"\n<br> We have drawn x'cov<sup>-1</sup>x = 4 where x is the column vector (pij,pkl). It means that if pij and pkl where uncorrelated the (2X2) matrix would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 standard deviations wide on each axis. <br> When both incidences are correlated we diagonalised the inverse of the covariance matrix and made the appropriate rotation.<br> \n");
   
     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(fichtm,"\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(fichtm,"\n<br><img src=\"%s%d%1d%1d-%1d%1d.png\"> ",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtm,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       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(fichtm," %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);
     /*  fclose(ficgp);*/
   }
   
   
   /******************* 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,"vr"),cpt,jj1,subdirf2(optionfilefiname,"vr"),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;
     struct timeval start_time, end_time, curr_time;
     struct timezone tzp;
     extern int gettimeofday();
     struct tm tmg, tm, *gmtime(), *localtime();
     long time_value;
     extern long time();
    
     /*   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
     (void) gettimeofday(&start_time,&tzp);
     tm = *localtime(&start_time.tv_sec);
     tmg = *gmtime(&start_time.tv_sec);
     strcpy(strstart,asctime(&tm));
   
   /*  printf("Localtime (at start)=%s",strstart); */
   /*  tp.tv_sec = tp.tv_sec +86400; */
   /*  tm = *localtime(&start_time.tv_sec); */
   /*   tmg.tm_year=tmg.tm_year +dsign*dyear; */
   /*   tmg.tm_mon=tmg.tm_mon +dsign*dmonth; */
   /*   tmg.tm_hour=tmg.tm_hour + 1; */
   /*   tp.tv_sec = mktime(&tmg); */
   /*   strt=asctime(&tmg); */
   /*   printf("Time(after) =%s",strstart);  */
   /*  (void) time (&time_value);
   *  printf("time=%d,t-=%d\n",time_value,time_value-86400);
   *  tm = *localtime(&time_value);
   *  strstart=asctime(&tm);
   *  printf("tim_value=%d,asctime=%s\n",time_value,strstart); 
   */
   
     getcwd(pathcd, size);
   
     printf("\n%s\n%s",version,fullversion);
     if(argc <=1){
       printf("\nEnter the parameter file name: ");
       scanf("%s",pathtot);
     }
     else{
       strcpy(pathtot,argv[1]);
     }
     /*if(getcwd(pathcd, MAXLINE)!= NULL)printf ("Error pathcd\n");*/
     /*cygwin_split_path(pathtot,path,optionfile);
       printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
     /* cutv(path,optionfile,pathtot,'\\');*/
   
     split(pathtot,path,optionfile,optionfilext,optionfilefiname);
     printf("pathtot=%s,\npath=%s,\noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     chdir(path);
     strcpy(command,"mkdir ");
     strcat(command,optionfilefiname);
     if((outcmd=system(command)) != 0){
       printf("Problem creating directory or it already exists %s%s, err=%d\n",path,optionfilefiname,outcmd);
       /* fprintf(ficlog,"Problem creating directory %s%s\n",path,optionfilefiname); */
       /* fclose(ficlog); */
   /*     exit(1); */
     }
   /*   if((imk=mkdir(optionfilefiname))<0){ */
   /*     perror("mkdir"); */
   /*   } */
   
     /*-------- arguments in the command line --------*/
   
     /* Log file */
     strcat(filelog, optionfilefiname);
     strcat(filelog,".log");    /* */
     if((ficlog=fopen(filelog,"w"))==NULL)    {
       printf("Problem with logfile %s\n",filelog);
       goto end;
     }
     fprintf(ficlog,"Log filename:%s\n",filelog);
     fprintf(ficlog,"\n%s\n%s",version,fullversion);
     fprintf(ficlog,"\nEnter the parameter file name: ");
     fprintf(ficlog,"pathtot=%s\n\
    path=%s \n\
    optionfile=%s\n\
    optionfilext=%s\n\
    optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
   
     printf("Localtime (at start):%s",strstart);
     fprintf(ficlog,"Localtime (at start): %s",strstart);
     fflush(ficlog);
   
     /* */
     strcpy(fileres,"r");
     strcat(fileres, optionfilefiname);
     strcat(fileres,".txt");    /* Other files have txt extension */
   
     /*---------arguments file --------*/
   
     if((ficpar=fopen(optionfile,"r"))==NULL)    {
       printf("Problem with optionfile %s\n",optionfile);
       fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
       fflush(ficlog);
       goto end;
     }
   
   
   
     strcpy(filereso,"o");
     strcat(filereso,fileres);
     if((ficparo=fopen(filereso,"w"))==NULL) { /* opened on subdirectory */
       printf("Problem with Output resultfile: %s\n", filereso);
       fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
       fflush(ficlog);
       goto end;
     }
   
     /* Reads comments: lines beginning with '#' */
     numlinepar=0;
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
     numlinepar++;
     printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model);
     fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fprintf(ficlog,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fflush(ficlog);
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
      
     covar=matrix(0,NCOVMAX,1,n); 
     cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
     if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
   
     ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
     nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
    
     if(mle==-1){ /* Print a wizard for help writing covariance matrix */
       prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
       printf(" You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       fprintf(ficlog," You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       fclose (ficparo);
       fclose (ficlog);
       exit(0);
     }
     /* Read guess parameters */
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     for(i=1; i <=nlstate; i++){
       j=0;
       for(jj=1; jj <=nlstate+ndeath; jj++){
         if(jj==i) continue;
         j++;
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         if ((i1 != i) && (j1 != j)){
           printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
           exit(1);
         }
         fprintf(ficparo,"%1d%1d",i1,j1);
         if(mle==1)
           printf("%1d%1d",i,j);
         fprintf(ficlog,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar," %lf",&param[i][j][k]);
           if(mle==1){
             printf(" %lf",param[i][j][k]);
             fprintf(ficlog," %lf",param[i][j][k]);
           }
           else
             fprintf(ficlog," %lf",param[i][j][k]);
           fprintf(ficparo," %lf",param[i][j][k]);
         }
         fscanf(ficpar,"\n");
         numlinepar++;
         if(mle==1)
           printf("\n");
         fprintf(ficlog,"\n");
         fprintf(ficparo,"\n");
       }
     }  
     fflush(ficlog);
   
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
   
     p=param[1][1];
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     /* delti=vector(1,npar); *//* Scale of each paramater (output from hesscov) */
     for(i=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath-1; j++){
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         if ((i1-i)*(j1-j)!=0){
           printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
           exit(1);
         }
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i1,j1);
         fprintf(ficlog,"%1d%1d",i1,j1);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar,"%le",&delti3[i][j][k]);
           printf(" %le",delti3[i][j][k]);
           fprintf(ficparo," %le",delti3[i][j][k]);
           fprintf(ficlog," %le",delti3[i][j][k]);
         }
         fscanf(ficpar,"\n");
         numlinepar++;
         printf("\n");
         fprintf(ficparo,"\n");
         fprintf(ficlog,"\n");
       }
     }
     fflush(ficlog);
   
     delti=delti3[1][1];
   
   
     /* free_ma3x(delti3,1,nlstate,1,nlstate+ndeath-1,1,ncovmodel); */ /* Hasn't to to freed here otherwise delti is no more allocated */
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
     
     matcov=matrix(1,npar,1,npar);
     for(i=1; i <=npar; i++){
       fscanf(ficpar,"%s",&str);
       if(mle==1)
         printf("%s",str);
       fprintf(ficlog,"%s",str);
       fprintf(ficparo,"%s",str);
       for(j=1; j <=i; j++){
         fscanf(ficpar," %le",&matcov[i][j]);
         if(mle==1){
           printf(" %.5le",matcov[i][j]);
         }
         fprintf(ficlog," %.5le",matcov[i][j]);
         fprintf(ficparo," %.5le",matcov[i][j]);
       }
       fscanf(ficpar,"\n");
       numlinepar++;
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       fprintf(ficparo,"\n");
     }
     for(i=1; i <=npar; i++)
       for(j=i+1;j<=npar;j++)
         matcov[i][j]=matcov[j][i];
      
     if(mle==1)
       printf("\n");
     fprintf(ficlog,"\n");
   
     fflush(ficlog);
   
     /*-------- Rewriting paramater file ----------*/
     strcpy(rfileres,"r");    /* "Rparameterfile */
     strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
     strcat(rfileres,".");    /* */
     strcat(rfileres,optionfilext);    /* Other files have txt extension */
     if((ficres =fopen(rfileres,"w"))==NULL) {
       printf("Problem writing new parameter file: %s\n", fileres);goto end;
       fprintf(ficlog,"Problem writing new parameter file: %s\n", fileres);goto end;
     }
     fprintf(ficres,"#%s\n",version);
       
     /*-------- data file ----------*/
     if((fic=fopen(datafile,"r"))==NULL)    {
       printf("Problem with datafile: %s\n", datafile);goto end;
       fprintf(ficlog,"Problem with datafile: %s\n", datafile);goto end;
     }
   
     n= lastobs;
     severity = vector(1,maxwav);
     outcome=imatrix(1,maxwav+1,1,n);
     num=lvector(1,n);
     moisnais=vector(1,n);
     annais=vector(1,n);
     moisdc=vector(1,n);
     andc=vector(1,n);
     agedc=vector(1,n);
     cod=ivector(1,n);
     weight=vector(1,n);
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
     mint=matrix(1,maxwav,1,n);
     anint=matrix(1,maxwav,1,n);
     s=imatrix(1,maxwav+1,1,n);
     tab=ivector(1,NCOVMAX);
     ncodemax=ivector(1,8);
   
     i=1;
     while (fgets(line, MAXLINE, fic) != NULL)    {
       if ((i >= firstobs) && (i <=lastobs)) {
           
         for (j=maxwav;j>=1;j--){
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb); 
           strcpy(line,stra);
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         }
           
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
         for (j=ncovcol;j>=1;j--){
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         } 
         lstra=strlen(stra);
         if(lstra > 9){ /* More than 2**32 or max of what printf can write with %ld */
           stratrunc = &(stra[lstra-9]);
           num[i]=atol(stratrunc);
         }
         else
           num[i]=atol(stra);
           
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
           printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/
   
         i=i+1;
       }
     }
     /* printf("ii=%d", ij);
        scanf("%d",i);*/
     imx=i-1; /* Number of individuals */
   
     /* for (i=1; i<=imx; i++){
       if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
       if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
       if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
       }*/
      /*  for (i=1; i<=imx; i++){
        if (s[4][i]==9)  s[4][i]=-1; 
        printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));}*/
     
    for (i=1; i<=imx; i++)
    
      /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
        else weight[i]=1;*/
   
     /* Calculation of the number of parameter from char model*/
     Tvar=ivector(1,15); /* stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
     Tprod=ivector(1,15); 
     Tvaraff=ivector(1,15); 
     Tvard=imatrix(1,15,1,2);
     Tage=ivector(1,15);      
      
     if (strlen(model) >1){ /* If there is at least 1 covariate */
       j=0, j1=0, k1=1, k2=1;
       j=nbocc(model,'+'); /* j=Number of '+' */
       j1=nbocc(model,'*'); /* j1=Number of '*' */
       cptcovn=j+1; 
       cptcovprod=j1; /*Number of products */
       
       strcpy(modelsav,model); 
       if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
         printf("Error. Non available option model=%s ",model);
         fprintf(ficlog,"Error. Non available option model=%s ",model);
         goto end;
       }
       
       /* This loop fills the array Tvar from the string 'model'.*/
   
       for(i=(j+1); i>=1;i--){
         cutv(stra,strb,modelsav,'+'); /* keeps in strb after the last + */ 
         if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
         /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
         /*scanf("%d",i);*/
         if (strchr(strb,'*')) {  /* Model includes a product */
           cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn (if not *age)*/
           if (strcmp(strc,"age")==0) { /* Vn*age */
             cptcovprod--;
             cutv(strb,stre,strd,'V');
             Tvar[i]=atoi(stre); /* computes n in Vn and stores in Tvar*/
             cptcovage++;
               Tage[cptcovage]=i;
               /*printf("stre=%s ", stre);*/
           }
           else if (strcmp(strd,"age")==0) { /* or age*Vn */
             cptcovprod--;
             cutv(strb,stre,strc,'V');
             Tvar[i]=atoi(stre);
             cptcovage++;
             Tage[cptcovage]=i;
           }
           else {  /* Age is not in the model */
             cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n*/
             Tvar[i]=ncovcol+k1;
             cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
             Tprod[k1]=i;
             Tvard[k1][1]=atoi(strc); /* m*/
             Tvard[k1][2]=atoi(stre); /* n */
             Tvar[cptcovn+k2]=Tvard[k1][1];
             Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
             for (k=1; k<=lastobs;k++) 
               covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
             k1++;
             k2=k2+2;
           }
         }
         else { /* no more sum */
           /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
          /*  scanf("%d",i);*/
         cutv(strd,strc,strb,'V');
         Tvar[i]=atoi(strc);
         }
         strcpy(modelsav,stra);  
         /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
           scanf("%d",i);*/
       } /* end of loop + */
     } /* end model */
     
     /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
       If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
   
     /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
     printf("cptcovprod=%d ", cptcovprod);
     fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
   
     scanf("%d ",i);
     fclose(fic);*/
   
       /*  if(mle==1){*/
     if (weightopt != 1) { /* Maximisation without weights*/
       for(i=1;i<=n;i++) weight[i]=1.0;
     }
       /*-calculation of age at interview from date of interview and age at death -*/
     agev=matrix(1,maxwav,1,imx);
   
     for (i=1; i<=imx; i++) {
       for(m=2; (m<= maxwav); m++) {
         if (((int)mint[m][i]== 99) && (s[m][i] <= nlstate)){
           anint[m][i]=9999;
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]==9999 && s[m][i]>nlstate){
           printf("Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           fprintf(ficlog,"Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
           printf("Error! Month of death of individual %ld on line %d was unknown %2d, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,(int)moisdc[i]); 
           fprintf(ficlog,"Error! Month of death of individual %ld on line %d was unknown %f, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,moisdc[i]); 
           s[m][i]=-1; /* We prefer to skip it (and to skip it in version 0.8a1 too */
         }
       }
     }
   
     for (i=1; i<=imx; i++)  {
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
       for(m=firstpass; (m<= lastpass); m++){
         if(s[m][i] >0){
           if (s[m][i] >= nlstate+1) {
             if(agedc[i]>0)
               if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
                 agev[m][i]=agedc[i];
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
               else {
                 if ((int)andc[i]!=9999){
                   printf("Warning negative age at death: %ld line:%d\n",num[i],i);
                   fprintf(ficlog,"Warning negative age at death: %ld line:%d\n",num[i],i);
                   agev[m][i]=-1;
                 }
               }
           }
           else if(s[m][i] !=9){ /* Standard case, age in fractional
                                    years but with the precision of a
                                    month */
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
             if((int)mint[m][i]==99 || (int)anint[m][i]==9999)
               agev[m][i]=1;
             else if(agev[m][i] <agemin){ 
               agemin=agev[m][i];
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
             }
             else if(agev[m][i] >agemax){
               agemax=agev[m][i];
               /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
             }
             /*agev[m][i]=anint[m][i]-annais[i];*/
             /*     agev[m][i] = age[i]+2*m;*/
           }
           else { /* =9 */
             agev[m][i]=1;
             s[m][i]=-1;
           }
         }
         else /*= 0 Unknown */
           agev[m][i]=1;
       }
       
     }
     for (i=1; i<=imx; i++)  {
       for(m=firstpass; (m<=lastpass); m++){
         if (s[m][i] > (nlstate+ndeath)) {
           printf("Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           fprintf(ficlog,"Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           goto end;
         }
       }
     }
   
     /*for (i=1; i<=imx; i++){
     for (m=firstpass; (m<lastpass); m++){
        printf("%ld %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
   }
   
   }*/
   
     printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
     fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
   
     free_vector(severity,1,maxwav);
     free_imatrix(outcome,1,maxwav+1,1,n);
     free_vector(moisnais,1,n);
     free_vector(annais,1,n);
     /* free_matrix(mint,1,maxwav,1,n);
        free_matrix(anint,1,maxwav,1,n);*/
     free_vector(moisdc,1,n);
     free_vector(andc,1,n);
   
      
     wav=ivector(1,imx);
     dh=imatrix(1,lastpass-firstpass+1,1,imx);
     bh=imatrix(1,lastpass-firstpass+1,1,imx);
     mw=imatrix(1,lastpass-firstpass+1,1,imx);
      
     /* Concatenates waves */
     concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
   
     /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
   
     Tcode=ivector(1,100);
     nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
     ncodemax[1]=1;
     if (cptcovn > 0) tricode(Tvar,nbcode,imx);
         
     codtab=imatrix(1,100,1,10); /* Cross tabulation to get the order of 
                                    the estimations*/
     h=0;
     m=pow(2,cptcoveff);
    
     for(k=1;k<=cptcoveff; k++){
       for(i=1; i <=(m/pow(2,k));i++){
         for(j=1; j <= ncodemax[k]; j++){
           for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
             h++;
             if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;
             /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/
           } 
         }
       }
     } 
     /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
        codtab[1][2]=1;codtab[2][2]=2; */
     /* for(i=1; i <=m ;i++){ 
        for(k=1; k <=cptcovn; k++){
        printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
        }
        printf("\n");
        }
        scanf("%d",i);*/
       
     /*------------ gnuplot -------------*/
     strcpy(optionfilegnuplot,optionfilefiname);
     strcat(optionfilegnuplot,".gp");
     if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
       printf("Problem with file %s",optionfilegnuplot);
     }
     else{
       fprintf(ficgp,"\n# %s\n", version); 
       fprintf(ficgp,"# %s\n", optionfilegnuplot); 
       fprintf(ficgp,"set missing 'NaNq'\n");
     }
     /*  fclose(ficgp);*/
     /*--------- index.htm --------*/
   
     strcpy(optionfilehtm,optionfilefiname);
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
     }
   
     fprintf(fichtm,"<body>\n<title>IMaCh %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n\
   \n\
   <hr  size=\"2\" color=\"#EC5E5E\">\
    <ul><li><h4>Parameter files</h4>\n\
    - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n\
    - Log file of the run: <a href=\"%s\">%s</a><br>\n\
    - Gnuplot file name: <a href=\"%s\">%s</a><br>\n\
    - Date and time at start: %s</ul>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt,\
             model,fileres,fileres,\
             filelog,filelog,optionfilegnuplot,optionfilegnuplot,strstart);
     /*fclose(fichtm);*/
     fflush(fichtm);
   
     strcpy(pathr,path);
     strcat(pathr,optionfilefiname);
     chdir(optionfilefiname); /* Move to directory named optionfile */
     strcpy(lfileres,fileres);
     strcat(lfileres,"/");
     strcat(lfileres,optionfilefiname);
     
     /* 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(erreur >0){
       printf("End of Imach with error or warning %d\n",erreur);
       fprintf(ficlog,"End of Imach with error or warning %d\n",erreur);
     }else{
      printf("End of Imach\n");
      fprintf(ficlog,"End of Imach\n");
     }
     printf("See log file on %s\n",filelog);
     fclose(ficlog);
     /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
     (void) gettimeofday(&end_time,&tzp);
     tm = *localtime(&end_time.tv_sec);
     tmg = *gmtime(&end_time.tv_sec);
     strcpy(strtend,asctime(&tm));
     printf("Localtime at start %s\nLocaltime at end   %s",strstart, strtend); 
     fprintf(ficlog,"Localtime at start %s\nLocal time at end   %s",strstart, strtend); 
     /*  printf("Total time used %d Sec\n", asc_time(end_time.tv_sec -start_time.tv_sec);*/
   
     printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);
     fprintf(ficlog,"Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);
     /*  printf("Total time was %d uSec.\n", total_usecs);*/
   /*   if(fileappend(fichtm,optionfilehtm)){ */
     fprintf(fichtm,"<br>Local time at start %s<br>Local time at end   %s<br>",strstart, strtend);
     fclose(fichtm);
     fclose(ficgp);
     /*------ End -----------*/
   
     end:
   #ifdef windows
     /* chdir(pathcd);*/
   #endif 
     chdir(path);
    /*system("wgnuplot graph.plt");*/
    /*system("../gp37mgw/wgnuplot graph.plt");*/
    /*system("cd ../gp37mgw");*/
    /* system("..\\gp37mgw\\wgnuplot graph.plt");*/
     strcpy(plotcmd,GNUPLOTPROGRAM);
     strcat(plotcmd," ");
     strcat(plotcmd,optionfilegnuplot);
     printf("Starting graphs with: %s",plotcmd);fflush(stdout);
     system(plotcmd);
     printf(" Wait...");
   
    /*#ifdef windows*/
     while (z[0] != 'q') {
       /* chdir(path); */
       printf("\nType e to edit output files, g to graph again, c to start again, and q for exiting: ");
       scanf("%s",z);
       if (z[0] == 'c') system("./imach");
       else if (z[0] == 'e') system(optionfilehtm);
       else if (z[0] == 'g') system(plotcmd);
       else if (z[0] == 'q') exit(0);
     }
     /*#endif */
   }
   
   
   

Removed from v.1.6  
changed lines
  Added in v.1.89


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