Diff for /imach/src/imach.c between versions 1.7 and 1.104

version 1.7, 2001/05/02 17:50:24 version 1.104, 2005/09/30 16:11:43
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 1.104  2005/09/30 16:11:43  lievre
   individuals from different ages are interviewed on their health status    (Module): sump fixed, loop imx fixed, and simplifications.
   or degree of  disability. At least a second wave of interviews    (Module): If the status is missing at the last wave but we know
   ("longitudinal") should  measure each new individual health status.    that the person is alive, then we can code his/her status as -2
   Health expectancies are computed from the transistions observed between    (instead of missing=-1 in earlier versions) and his/her
   waves and are computed for each degree of severity of disability (number    contributions to the likelihood is 1 - Prob of dying from last
   of life states). More degrees you consider, more time is necessary to    health status (= 1-p13= p11+p12 in the easiest case of somebody in
   reach the Maximum Likelihood of the parameters involved in the model.    the healthy state at last known wave). Version is 0.98
   The simplest model is the multinomial logistic model where pij is  
   the probabibility to be observed in state j at the second wave conditional    Revision 1.103  2005/09/30 15:54:49  lievre
   to be observed in state i at the first wave. Therefore the model is:    (Module): sump fixed, loop imx fixed, and simplifications.
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'  
   is a covariate. If you want to have a more complex model than "constant and    Revision 1.102  2004/09/15 17:31:30  brouard
   age", you should modify the program where the markup    Add the possibility to read data file including tab characters.
     *Covariates have to be included here again* invites you to do it.  
   More covariates you add, less is the speed of the convergence.    Revision 1.101  2004/09/15 10:38:38  brouard
     Fix on curr_time
   The advantage that this computer programme claims, comes from that if the  
   delay between waves is not identical for each individual, or if some    Revision 1.100  2004/07/12 18:29:06  brouard
   individual missed an interview, the information is not rounded or lost, but    Add version for Mac OS X. Just define UNIX in Makefile
   taken into account using an interpolation or extrapolation.  
   hPijx is the probability to be    Revision 1.99  2004/06/05 08:57:40  brouard
   observed in state i at age x+h conditional to the observed state i at age    *** empty log message ***
   x. The delay 'h' can be split into an exact number (nh*stepm) of  
   unobserved intermediate  states. This elementary transition (by month or    Revision 1.98  2004/05/16 15:05:56  brouard
   quarter trimester, semester or year) is model as a multinomial logistic.    New version 0.97 . First attempt to estimate force of mortality
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices    directly from the data i.e. without the need of knowing the health
   and the contribution of each individual to the likelihood is simply hPijx.    state at each age, but using a Gompertz model: log u =a + b*age .
     This is the basic analysis of mortality and should be done before any
   Also this programme outputs the covariance matrix of the parameters but also    other analysis, in order to test if the mortality estimated from the
   of the life expectancies. It also computes the prevalence limits.    cross-longitudinal survey is different from the mortality estimated
      from other sources like vital statistic data.
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).  
            Institut national d'études démographiques, Paris.    The same imach parameter file can be used but the option for mle should be -3.
   This software have been partly granted by Euro-REVES, a concerted action  
   from the European Union.    Agnès, who wrote this part of the code, tried to keep most of the
   It is copyrighted identically to a GNU software product, ie programme and    former routines in order to include the new code within the former code.
   software can be distributed freely for non commercial use. Latest version  
   can be accessed at http://euroreves.ined.fr/imach .    The output is very simple: only an estimate of the intercept and of
   **********************************************************************/    the slope with 95% confident intervals.
    
 #include <math.h>    Current limitations:
 #include <stdio.h>    A) Even if you enter covariates, i.e. with the
 #include <stdlib.h>    model= V1+V2 equation for example, the programm does only estimate a unique global model without covariates.
 #include <unistd.h>    B) There is no computation of Life Expectancy nor Life Table.
   
 #define MAXLINE 256    Revision 1.97  2004/02/20 13:25:42  lievre
 #define FILENAMELENGTH 80    Version 0.96d. Population forecasting command line is (temporarily)
 /*#define DEBUG*/    suppressed.
 #define windows  
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    Revision 1.96  2003/07/15 15:38:55  brouard
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */    * imach.c (Repository): Errors in subdirf, 2, 3 while printing tmpout is
     rewritten within the same printf. Workaround: many printfs.
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */  
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    Revision 1.95  2003/07/08 07:54:34  brouard
     * imach.c (Repository):
 #define NINTERVMAX 8    (Repository): Using imachwizard code to output a more meaningful covariance
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    matrix (cov(a12,c31) instead of numbers.
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */  
 #define NCOVMAX 8 /* Maximum number of covariates */    Revision 1.94  2003/06/27 13:00:02  brouard
 #define MAXN 20000    Just cleaning
 #define YEARM 12. /* Number of months per year */  
 #define AGESUP 130    Revision 1.93  2003/06/25 16:33:55  brouard
 #define AGEBASE 40    (Module): On windows (cygwin) function asctime_r doesn't
     exist so I changed back to asctime which exists.
     (Module): Version 0.96b
 int nvar;  
 static int cptcov;    Revision 1.92  2003/06/25 16:30:45  brouard
 int cptcovn, cptcovage=0, cptcoveff=0;    (Module): On windows (cygwin) function asctime_r doesn't
 int npar=NPARMAX;    exist so I changed back to asctime which exists.
 int nlstate=2; /* Number of live states */  
 int ndeath=1; /* Number of dead states */    Revision 1.91  2003/06/25 15:30:29  brouard
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    * imach.c (Repository): Duplicated warning errors corrected.
     (Repository): Elapsed time after each iteration is now output. It
 int *wav; /* Number of waves for this individuual 0 is possible */    helps to forecast when convergence will be reached. Elapsed time
 int maxwav; /* Maxim number of waves */    is stamped in powell.  We created a new html file for the graphs
 int mle, weightopt;    concerning matrix of covariance. It has extension -cov.htm.
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */  
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */    Revision 1.90  2003/06/24 12:34:15  brouard
 double **oldm, **newm, **savm; /* Working pointers to matrices */    (Module): Some bugs corrected for windows. Also, when
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    mle=-1 a template is output in file "or"mypar.txt with the design
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;    of the covariance matrix to be input.
 FILE *ficgp, *fichtm;  
 FILE *ficreseij;    Revision 1.89  2003/06/24 12:30:52  brouard
   char filerese[FILENAMELENGTH];    (Module): Some bugs corrected for windows. Also, when
  FILE  *ficresvij;    mle=-1 a template is output in file "or"mypar.txt with the design
   char fileresv[FILENAMELENGTH];    of the covariance matrix to be input.
  FILE  *ficresvpl;  
   char fileresvpl[FILENAMELENGTH];    Revision 1.88  2003/06/23 17:54:56  brouard
     * imach.c (Repository): Create a sub-directory where all the secondary files are. Only imach, htm, gp and r(imach) are on the main directory. Correct time and other things.
 #define NR_END 1  
 #define FREE_ARG char*    Revision 1.87  2003/06/18 12:26:01  brouard
 #define FTOL 1.0e-10    Version 0.96
   
 #define NRANSI    Revision 1.86  2003/06/17 20:04:08  brouard
 #define ITMAX 200    (Module): Change position of html and gnuplot routines and added
     routine fileappend.
 #define TOL 2.0e-4  
     Revision 1.85  2003/06/17 13:12:43  brouard
 #define CGOLD 0.3819660    * imach.c (Repository): Check when date of death was earlier that
 #define ZEPS 1.0e-10    current date of interview. It may happen when the death was just
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);    prior to the death. In this case, dh was negative and likelihood
     was wrong (infinity). We still send an "Error" but patch by
 #define GOLD 1.618034    assuming that the date of death was just one stepm after the
 #define GLIMIT 100.0    interview.
 #define TINY 1.0e-20    (Repository): Because some people have very long ID (first column)
     we changed int to long in num[] and we added a new lvector for
 static double maxarg1,maxarg2;    memory allocation. But we also truncated to 8 characters (left
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))    truncation)
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))    (Repository): No more line truncation errors.
    
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))    Revision 1.84  2003/06/13 21:44:43  brouard
 #define rint(a) floor(a+0.5)    * imach.c (Repository): Replace "freqsummary" at a correct
     place. It differs from routine "prevalence" which may be called
 static double sqrarg;    many times. Probs is memory consuming and must be used with
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)    parcimony.
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}    Version 0.95a3 (should output exactly the same maximization than 0.8a2)
   
 int imx;    Revision 1.83  2003/06/10 13:39:11  lievre
 int stepm;    *** empty log message ***
 /* Stepm, step in month: minimum step interpolation*/  
     Revision 1.82  2003/06/05 15:57:20  brouard
 int m,nb;    Add log in  imach.c and  fullversion number is now printed.
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;  
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;  */
 double **pmmij;  /*
      Interpolated Markov Chain
 double *weight;  
 int **s; /* Status */    Short summary of the programme:
 double *agedc, **covar, idx;    
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;    This program computes Healthy Life Expectancies from
     cross-longitudinal data. Cross-longitudinal data consist in: -1- a
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */    first survey ("cross") where individuals from different ages are
 double ftolhess; /* Tolerance for computing hessian */    interviewed on their health status or degree of disability (in the
     case of a health survey which is our main interest) -2- at least a
 /**************** split *************************/    second wave of interviews ("longitudinal") which measure each change
 static  int split( char *path, char *dirc, char *name )    (if any) in individual health status.  Health expectancies are
 {    computed from the time spent in each health state according to a
    char *s;                             /* pointer */    model. More health states you consider, more time is necessary to reach the
    int  l1, l2;                         /* length counters */    Maximum Likelihood of the parameters involved in the model.  The
     simplest model is the multinomial logistic model where pij is the
    l1 = strlen( path );                 /* length of path */    probability to be observed in state j at the second wave
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );    conditional to be observed in state i at the first wave. Therefore
    s = strrchr( path, '\\' );           /* find last / */    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
    if ( s == NULL ) {                   /* no directory, so use current */    'age' is age and 'sex' is a covariate. If you want to have a more
 #if     defined(__bsd__)                /* get current working directory */    complex model than "constant and age", you should modify the program
       extern char       *getwd( );    where the markup *Covariates have to be included here again* invites
     you to do it.  More covariates you add, slower the
       if ( getwd( dirc ) == NULL ) {    convergence.
 #else  
       extern char       *getcwd( );    The advantage of this computer programme, compared to a simple
     multinomial logistic model, is clear when the delay between waves is not
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {    identical for each individual. Also, if a individual missed an
 #endif    intermediate interview, the information is lost, but taken into
          return( GLOCK_ERROR_GETCWD );    account using an interpolation or extrapolation.  
       }  
       strcpy( name, path );             /* we've got it */    hPijx is the probability to be observed in state i at age x+h
    } else {                             /* strip direcotry from path */    conditional to the observed state i at age x. The delay 'h' can be
       s++;                              /* after this, the filename */    split into an exact number (nh*stepm) of unobserved intermediate
       l2 = strlen( s );                 /* length of filename */    states. This elementary transition (by month, quarter,
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );    semester or year) is modelled as a multinomial logistic.  The hPx
       strcpy( name, s );                /* save file name */    matrix is simply the matrix product of nh*stepm elementary matrices
       strncpy( dirc, path, l1 - l2 );   /* now the directory */    and the contribution of each individual to the likelihood is simply
       dirc[l1-l2] = 0;                  /* add zero */    hPijx.
    }  
    l1 = strlen( dirc );                 /* length of directory */    Also this programme outputs the covariance matrix of the parameters but also
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }    of the life expectancies. It also computes the stable prevalence. 
    return( 0 );                         /* we're done */    
 }    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
              Institut national d'études démographiques, Paris.
     This software have been partly granted by Euro-REVES, a concerted action
 /******************************************/    from the European Union.
     It is copyrighted identically to a GNU software product, ie programme and
 void replace(char *s, char*t)    software can be distributed freely for non commercial use. Latest version
 {    can be accessed at http://euroreves.ined.fr/imach .
   int i;  
   int lg=20;    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
   i=0;    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
   lg=strlen(t);    
   for(i=0; i<= lg; i++) {    **********************************************************************/
     (s[i] = t[i]);  /*
     if (t[i]== '\\') s[i]='/';    main
   }    read parameterfile
 }    read datafile
     concatwav
 int nbocc(char *s, char occ)    freqsummary
 {    if (mle >= 1)
   int i,j=0;      mlikeli
   int lg=20;    print results files
   i=0;    if mle==1 
   lg=strlen(s);       computes hessian
   for(i=0; i<= lg; i++) {    read end of parameter file: agemin, agemax, bage, fage, estepm
   if  (s[i] == occ ) j++;        begin-prev-date,...
   }    open gnuplot file
   return j;    open html file
 }    stable prevalence
      for age prevalim()
 void cutv(char *u,char *v, char*t, char occ)    h Pij x
 {    variance of p varprob
   int i,lg,j,p=0;    forecasting if prevfcast==1 prevforecast call prevalence()
   i=0;    health expectancies
   for(j=0; j<=strlen(t)-1; j++) {    Variance-covariance of DFLE
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;    prevalence()
   }     movingaverage()
     varevsij() 
   lg=strlen(t);    if popbased==1 varevsij(,popbased)
   for(j=0; j<p; j++) {    total life expectancies
     (u[j] = t[j]);    Variance of stable prevalence
   }   end
      u[p]='\0';  */
   
    for(j=0; j<= lg; j++) {  
     if (j>=(p+1))(v[j-p-1] = t[j]);  
   }   
 }  #include <math.h>
   #include <stdio.h>
 /********************** nrerror ********************/  #include <stdlib.h>
   #include <unistd.h>
 void nrerror(char error_text[])  
 {  /* #include <sys/time.h> */
   fprintf(stderr,"ERREUR ...\n");  #include <time.h>
   fprintf(stderr,"%s\n",error_text);  #include "timeval.h"
   exit(1);  
 }  /* #include <libintl.h> */
 /*********************** vector *******************/  /* #define _(String) gettext (String) */
 double *vector(int nl, int nh)  
 {  #define MAXLINE 256
   double *v;  #define GNUPLOTPROGRAM "gnuplot"
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
   if (!v) nrerror("allocation failure in vector");  #define FILENAMELENGTH 132
   return v-nl+NR_END;  /*#define DEBUG*/
 }  /*#define windows*/
   #define GLOCK_ERROR_NOPATH              -1      /* empty path */
 /************************ free vector ******************/  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
 void free_vector(double*v, int nl, int nh)  
 {  #define MAXPARM 30 /* Maximum number of parameters for the optimization */
   free((FREE_ARG)(v+nl-NR_END));  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
 }  
   #define NINTERVMAX 8
 /************************ivector *******************************/  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
 int *ivector(long nl,long nh)  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
 {  #define NCOVMAX 8 /* Maximum number of covariates */
   int *v;  #define MAXN 20000
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  #define YEARM 12. /* Number of months per year */
   if (!v) nrerror("allocation failure in ivector");  #define AGESUP 130
   return v-nl+NR_END;  #define AGEBASE 40
 }  #define AGEGOMP 10. /* Minimal age for Gompertz adjustment */
   #ifdef UNIX
 /******************free ivector **************************/  #define DIRSEPARATOR '/'
 void free_ivector(int *v, long nl, long nh)  #define ODIRSEPARATOR '\\'
 {  #else
   free((FREE_ARG)(v+nl-NR_END));  #define DIRSEPARATOR '\\'
 }  #define ODIRSEPARATOR '/'
   #endif
 /******************* imatrix *******************************/  
 int **imatrix(long nrl, long nrh, long ncl, long nch)  /* $Id$ */
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */  /* $State$ */
 {  
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  char version[]="Imach version 0.98, September 2005, INED-EUROREVES ";
   int **m;  char fullversion[]="$Revision$ $Date$"; 
    int erreur, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
   /* allocate pointers to rows */  int nvar;
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
   if (!m) nrerror("allocation failure 1 in matrix()");  int npar=NPARMAX;
   m += NR_END;  int nlstate=2; /* Number of live states */
   m -= nrl;  int ndeath=1; /* Number of dead states */
    int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
    int popbased=0;
   /* allocate rows and set pointers to them */  
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  int *wav; /* Number of waves for this individuual 0 is possible */
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  int maxwav; /* Maxim number of waves */
   m[nrl] += NR_END;  int jmin, jmax; /* min, max spacing between 2 waves */
   m[nrl] -= ncl;  int gipmx, gsw; /* Global variables on the number of contributions 
                       to the likelihood and the sum of weights (done by funcone)*/
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  int mle, weightopt;
    int **mw; /* mw[mi][i] is number of the mi wave for this individual */
   /* return pointer to array of pointers to rows */  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
   return m;  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
 }             * wave mi and wave mi+1 is not an exact multiple of stepm. */
   double jmean; /* Mean space between 2 waves */
 /****************** free_imatrix *************************/  double **oldm, **newm, **savm; /* Working pointers to matrices */
 void free_imatrix(m,nrl,nrh,ncl,nch)  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
       int **m;  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
       long nch,ncl,nrh,nrl;  FILE *ficlog, *ficrespow;
      /* free an int matrix allocated by imatrix() */  int globpr; /* Global variable for printing or not */
 {  double fretone; /* Only one call to likelihood */
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  long ipmx; /* Number of contributions */
   free((FREE_ARG) (m+nrl-NR_END));  double sw; /* Sum of weights */
 }  char filerespow[FILENAMELENGTH];
   char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
 /******************* matrix *******************************/  FILE *ficresilk;
 double **matrix(long nrl, long nrh, long ncl, long nch)  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
 {  FILE *ficresprobmorprev;
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;  FILE *fichtm, *fichtmcov; /* Html File */
   double **m;  FILE *ficreseij;
   char filerese[FILENAMELENGTH];
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  FILE  *ficresvij;
   if (!m) nrerror("allocation failure 1 in matrix()");  char fileresv[FILENAMELENGTH];
   m += NR_END;  FILE  *ficresvpl;
   m -= nrl;  char fileresvpl[FILENAMELENGTH];
   char title[MAXLINE];
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
   m[nrl] += NR_END;  char tmpout[FILENAMELENGTH],  tmpout2[FILENAMELENGTH]; 
   m[nrl] -= ncl;  char command[FILENAMELENGTH];
   int  outcmd=0;
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  
   return m;  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
 }  
   char filelog[FILENAMELENGTH]; /* Log file */
 /*************************free matrix ************************/  char filerest[FILENAMELENGTH];
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)  char fileregp[FILENAMELENGTH];
 {  char popfile[FILENAMELENGTH];
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  
   free((FREE_ARG)(m+nrl-NR_END));  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
 }  
   struct timeval start_time, end_time, curr_time, last_time, forecast_time;
 /******************* ma3x *******************************/  struct timezone tzp;
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)  extern int gettimeofday();
 {  struct tm tmg, tm, tmf, *gmtime(), *localtime();
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;  long time_value;
   double ***m;  extern long time();
   char strcurr[80], strfor[80];
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  
   if (!m) nrerror("allocation failure 1 in matrix()");  #define NR_END 1
   m += NR_END;  #define FREE_ARG char*
   m -= nrl;  #define FTOL 1.0e-10
   
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  #define NRANSI 
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  #define ITMAX 200 
   m[nrl] += NR_END;  
   m[nrl] -= ncl;  #define TOL 2.0e-4 
   
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  #define CGOLD 0.3819660 
   #define ZEPS 1.0e-10 
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");  
   m[nrl][ncl] += NR_END;  #define GOLD 1.618034 
   m[nrl][ncl] -= nll;  #define GLIMIT 100.0 
   for (j=ncl+1; j<=nch; j++)  #define TINY 1.0e-20 
     m[nrl][j]=m[nrl][j-1]+nlay;  
    static double maxarg1,maxarg2;
   for (i=nrl+1; i<=nrh; i++) {  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
     for (j=ncl+1; j<=nch; j++)    
       m[i][j]=m[i][j-1]+nlay;  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
   }  #define rint(a) floor(a+0.5)
   return m;  
 }  static double sqrarg;
   #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
 /*************************free ma3x ************************/  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)  int agegomp= AGEGOMP;
 {  
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));  int imx; 
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  int stepm=1;
   free((FREE_ARG)(m+nrl-NR_END));  /* Stepm, step in month: minimum step interpolation*/
 }  
   int estepm;
 /***************** f1dim *************************/  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
 extern int ncom;  
 extern double *pcom,*xicom;  int m,nb;
 extern double (*nrfunc)(double []);  long *num;
    int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage,*cens;
 double f1dim(double x)  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
 {  double **pmmij, ***probs;
   int j;  double *ageexmed,*agecens;
   double f;  double dateintmean=0;
   double *xt;  
    double *weight;
   xt=vector(1,ncom);  int **s; /* Status */
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];  double *agedc, **covar, idx;
   f=(*nrfunc)(xt);  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
   free_vector(xt,1,ncom);  
   return f;  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
 }  double ftolhess; /* Tolerance for computing hessian */
   
 /*****************brent *************************/  /**************** split *************************/
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
 {  {
   int iter;    /* From a file name with full path (either Unix or Windows) we extract the directory (dirc)
   double a,b,d,etemp;       the name of the file (name), its extension only (ext) and its first part of the name (finame)
   double fu,fv,fw,fx;    */ 
   double ftemp;    char  *ss;                            /* pointer */
   double p,q,r,tol1,tol2,u,v,w,x,xm;    int   l1, l2;                         /* length counters */
   double e=0.0;  
      l1 = strlen(path );                   /* length of path */
   a=(ax < cx ? ax : cx);    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
   b=(ax > cx ? ax : cx);    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
   x=w=v=bx;    if ( ss == NULL ) {                   /* no directory, so use current */
   fw=fv=fx=(*f)(x);      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
   for (iter=1;iter<=ITMAX;iter++) {        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
     xm=0.5*(a+b);      /* get current working directory */
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);      /*    extern  char* getcwd ( char *buf , int len);*/
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
     printf(".");fflush(stdout);        return( GLOCK_ERROR_GETCWD );
 #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);      strcpy( name, path );               /* we've got it */
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */    } else {                              /* strip direcotry from path */
 #endif      ss++;                               /* after this, the filename */
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){      l2 = strlen( ss );                  /* length of filename */
       *xmin=x;      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
       return fx;      strcpy( name, ss );         /* save file name */
     }      strncpy( dirc, path, l1 - l2 );     /* now the directory */
     ftemp=fu;      dirc[l1-l2] = 0;                    /* add zero */
     if (fabs(e) > tol1) {    }
       r=(x-w)*(fx-fv);    l1 = strlen( dirc );                  /* length of directory */
       q=(x-v)*(fx-fw);    /*#ifdef windows
       p=(x-v)*q-(x-w)*r;    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
       q=2.0*(q-r);  #else
       if (q > 0.0) p = -p;    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
       q=fabs(q);  #endif
       etemp=e;    */
       e=d;    ss = strrchr( name, '.' );            /* find last / */
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))    if (ss >0){
         d=CGOLD*(e=(x >= xm ? a-x : b-x));      ss++;
       else {      strcpy(ext,ss);                     /* save extension */
         d=p/q;      l1= strlen( name);
         u=x+d;      l2= strlen(ss)+1;
         if (u-a < tol2 || b-u < tol2)      strncpy( finame, name, l1-l2);
           d=SIGN(tol1,xm-x);      finame[l1-l2]= 0;
       }    }
     } else {    return( 0 );                          /* we're done */
       d=CGOLD*(e=(x >= xm ? a-x : b-x));  }
     }  
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));  
     fu=(*f)(u);  /******************************************/
     if (fu <= fx) {  
       if (u >= x) a=x; else b=x;  void replace_back_to_slash(char *s, char*t)
       SHFT(v,w,x,u)  {
         SHFT(fv,fw,fx,fu)    int i;
         } else {    int lg=0;
           if (u < x) a=u; else b=u;    i=0;
           if (fu <= fw || w == x) {    lg=strlen(t);
             v=w;    for(i=0; i<= lg; i++) {
             w=u;      (s[i] = t[i]);
             fv=fw;      if (t[i]== '\\') s[i]='/';
             fw=fu;    }
           } else if (fu <= fv || v == x || v == w) {  }
             v=u;  
             fv=fu;  int nbocc(char *s, char occ)
           }  {
         }    int i,j=0;
   }    int lg=20;
   nrerror("Too many iterations in brent");    i=0;
   *xmin=x;    lg=strlen(s);
   return fx;    for(i=0; i<= lg; i++) {
 }    if  (s[i] == occ ) j++;
     }
 /****************** mnbrak ***********************/    return j;
   }
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,  
             double (*func)(double))  void cutv(char *u,char *v, char*t, char occ)
 {  {
   double ulim,u,r,q, dum;    /* cuts string t into u and v where u ends before first occurence of char 'occ' 
   double fu;       and v starts after first occurence of char 'occ' : ex cutv(u,v,"abcdef2ghi2j",'2')
         gives u="abcedf" and v="ghi2j" */
   *fa=(*func)(*ax);    int i,lg,j,p=0;
   *fb=(*func)(*bx);    i=0;
   if (*fb > *fa) {    for(j=0; j<=strlen(t)-1; j++) {
     SHFT(dum,*ax,*bx,dum)      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
       SHFT(dum,*fb,*fa,dum)    }
       }  
   *cx=(*bx)+GOLD*(*bx-*ax);    lg=strlen(t);
   *fc=(*func)(*cx);    for(j=0; j<p; j++) {
   while (*fb > *fc) {      (u[j] = t[j]);
     r=(*bx-*ax)*(*fb-*fc);    }
     q=(*bx-*cx)*(*fb-*fa);       u[p]='\0';
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/  
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));     for(j=0; j<= lg; j++) {
     ulim=(*bx)+GLIMIT*(*cx-*bx);      if (j>=(p+1))(v[j-p-1] = t[j]);
     if ((*bx-u)*(u-*cx) > 0.0) {    }
       fu=(*func)(u);  }
     } else if ((*cx-u)*(u-ulim) > 0.0) {  
       fu=(*func)(u);  /********************** nrerror ********************/
       if (fu < *fc) {  
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))  void nrerror(char error_text[])
           SHFT(*fb,*fc,fu,(*func)(u))  {
           }    fprintf(stderr,"ERREUR ...\n");
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {    fprintf(stderr,"%s\n",error_text);
       u=ulim;    exit(EXIT_FAILURE);
       fu=(*func)(u);  }
     } else {  /*********************** vector *******************/
       u=(*cx)+GOLD*(*cx-*bx);  double *vector(int nl, int nh)
       fu=(*func)(u);  {
     }    double *v;
     SHFT(*ax,*bx,*cx,u)    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
       SHFT(*fa,*fb,*fc,fu)    if (!v) nrerror("allocation failure in vector");
       }    return v-nl+NR_END;
 }  }
   
 /*************** linmin ************************/  /************************ free vector ******************/
   void free_vector(double*v, int nl, int nh)
 int ncom;  {
 double *pcom,*xicom;    free((FREE_ARG)(v+nl-NR_END));
 double (*nrfunc)(double []);  }
    
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))  /************************ivector *******************************/
 {  int *ivector(long nl,long nh)
   double brent(double ax, double bx, double cx,  {
                double (*f)(double), double tol, double *xmin);    int *v;
   double f1dim(double x);    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,    if (!v) nrerror("allocation failure in ivector");
               double *fc, double (*func)(double));    return v-nl+NR_END;
   int j;  }
   double xx,xmin,bx,ax;  
   double fx,fb,fa;  /******************free ivector **************************/
    void free_ivector(int *v, long nl, long nh)
   ncom=n;  {
   pcom=vector(1,n);    free((FREE_ARG)(v+nl-NR_END));
   xicom=vector(1,n);  }
   nrfunc=func;  
   for (j=1;j<=n;j++) {  /************************lvector *******************************/
     pcom[j]=p[j];  long *lvector(long nl,long nh)
     xicom[j]=xi[j];  {
   }    long *v;
   ax=0.0;    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
   xx=1.0;    if (!v) nrerror("allocation failure in ivector");
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);    return v-nl+NR_END;
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);  }
 #ifdef DEBUG  
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);  /******************free lvector **************************/
 #endif  void free_lvector(long *v, long nl, long nh)
   for (j=1;j<=n;j++) {  {
     xi[j] *= xmin;    free((FREE_ARG)(v+nl-NR_END));
     p[j] += xi[j];  }
   }  
   free_vector(xicom,1,n);  /******************* imatrix *******************************/
   free_vector(pcom,1,n);  int **imatrix(long nrl, long nrh, long ncl, long nch) 
 }       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
   { 
 /*************** powell ************************/    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,    int **m; 
             double (*func)(double []))    
 {    /* allocate pointers to rows */ 
   void linmin(double p[], double xi[], int n, double *fret,    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
               double (*func)(double []));    if (!m) nrerror("allocation failure 1 in matrix()"); 
   int i,ibig,j;    m += NR_END; 
   double del,t,*pt,*ptt,*xit;    m -= nrl; 
   double fp,fptt;    
   double *xits;    
   pt=vector(1,n);    /* allocate rows and set pointers to them */ 
   ptt=vector(1,n);    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
   xit=vector(1,n);    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
   xits=vector(1,n);    m[nrl] += NR_END; 
   *fret=(*func)(p);    m[nrl] -= ncl; 
   for (j=1;j<=n;j++) pt[j]=p[j];    
   for (*iter=1;;++(*iter)) {    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
     fp=(*fret);    
     ibig=0;    /* return pointer to array of pointers to rows */ 
     del=0.0;    return m; 
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);  } 
     for (i=1;i<=n;i++)  
       printf(" %d %.12f",i, p[i]);  /****************** free_imatrix *************************/
     printf("\n");  void free_imatrix(m,nrl,nrh,ncl,nch)
     for (i=1;i<=n;i++) {        int **m;
       for (j=1;j<=n;j++) xit[j]=xi[j][i];        long nch,ncl,nrh,nrl; 
       fptt=(*fret);       /* free an int matrix allocated by imatrix() */ 
 #ifdef DEBUG  { 
       printf("fret=%lf \n",*fret);    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
 #endif    free((FREE_ARG) (m+nrl-NR_END)); 
       printf("%d",i);fflush(stdout);  } 
       linmin(p,xit,n,fret,func);  
       if (fabs(fptt-(*fret)) > del) {  /******************* matrix *******************************/
         del=fabs(fptt-(*fret));  double **matrix(long nrl, long nrh, long ncl, long nch)
         ibig=i;  {
       }    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
 #ifdef DEBUG    double **m;
       printf("%d %.12e",i,(*fret));  
       for (j=1;j<=n;j++) {    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);    if (!m) nrerror("allocation failure 1 in matrix()");
         printf(" x(%d)=%.12e",j,xit[j]);    m += NR_END;
       }    m -= nrl;
       for(j=1;j<=n;j++)  
         printf(" p=%.12e",p[j]);    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
       printf("\n");    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
 #endif    m[nrl] += NR_END;
     }    m[nrl] -= ncl;
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {  
 #ifdef DEBUG    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
       int k[2],l;    return m;
       k[0]=1;    /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
       k[1]=-1;     */
       printf("Max: %.12e",(*func)(p));  }
       for (j=1;j<=n;j++)  
         printf(" %.12e",p[j]);  /*************************free matrix ************************/
       printf("\n");  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
       for(l=0;l<=1;l++) {  {
         for (j=1;j<=n;j++) {    free((FREE_ARG)(m[nrl]+ncl-NR_END));
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];    free((FREE_ARG)(m+nrl-NR_END));
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);  }
         }  
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));  /******************* ma3x *******************************/
       }  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
 #endif  {
     long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
     double ***m;
       free_vector(xit,1,n);  
       free_vector(xits,1,n);    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
       free_vector(ptt,1,n);    if (!m) nrerror("allocation failure 1 in matrix()");
       free_vector(pt,1,n);    m += NR_END;
       return;    m -= nrl;
     }  
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
     for (j=1;j<=n;j++) {    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
       ptt[j]=2.0*p[j]-pt[j];    m[nrl] += NR_END;
       xit[j]=p[j]-pt[j];    m[nrl] -= ncl;
       pt[j]=p[j];  
     }    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
     fptt=(*func)(ptt);  
     if (fptt < fp) {    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
       if (t < 0.0) {    m[nrl][ncl] += NR_END;
         linmin(p,xit,n,fret,func);    m[nrl][ncl] -= nll;
         for (j=1;j<=n;j++) {    for (j=ncl+1; j<=nch; j++) 
           xi[j][ibig]=xi[j][n];      m[nrl][j]=m[nrl][j-1]+nlay;
           xi[j][n]=xit[j];    
         }    for (i=nrl+1; i<=nrh; i++) {
 #ifdef DEBUG      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);      for (j=ncl+1; j<=nch; j++) 
         for(j=1;j<=n;j++)        m[i][j]=m[i][j-1]+nlay;
           printf(" %.12e",xit[j]);    }
         printf("\n");    return m; 
 #endif    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
       }             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
     }    */
   }  }
 }  
   /*************************free ma3x ************************/
 /**** Prevalence limit ****************/  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
   {
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
 {    free((FREE_ARG)(m[nrl]+ncl-NR_END));
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit    free((FREE_ARG)(m+nrl-NR_END));
      matrix by transitions matrix until convergence is reached */  }
   
   int i, ii,j,k;  /*************** function subdirf ***********/
   double min, max, maxmin, maxmax,sumnew=0.;  char *subdirf(char fileres[])
   double **matprod2();  {
   double **out, cov[NCOVMAX], **pmij();    /* Caution optionfilefiname is hidden */
   double **newm;    strcpy(tmpout,optionfilefiname);
   double agefin, delaymax=50 ; /* Max number of years to converge */    strcat(tmpout,"/"); /* Add to the right */
     strcat(tmpout,fileres);
   for (ii=1;ii<=nlstate+ndeath;ii++)    return tmpout;
     for (j=1;j<=nlstate+ndeath;j++){  }
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);  
     }  /*************** function subdirf2 ***********/
   char *subdirf2(char fileres[], char *preop)
    cov[1]=1.;  {
      
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */    /* Caution optionfilefiname is hidden */
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){    strcpy(tmpout,optionfilefiname);
     newm=savm;    strcat(tmpout,"/");
     /* Covariates have to be included here again */    strcat(tmpout,preop);
      cov[2]=agefin;    strcat(tmpout,fileres);
      return tmpout;
       for (k=1; k<=cptcovn;k++) {  }
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];  
         /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/  /*************** function subdirf3 ***********/
       }  char *subdirf3(char fileres[], char *preop, char *preop2)
       for (k=1; k<=cptcovage;k++)  {
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];    
       for (k=1; k<=cptcovprod;k++)    /* Caution optionfilefiname is hidden */
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];    strcpy(tmpout,optionfilefiname);
     strcat(tmpout,"/");
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/    strcat(tmpout,preop);
     strcat(tmpout,preop2);
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/    strcat(tmpout,fileres);
     return tmpout;
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);  }
   
     savm=oldm;  /***************** f1dim *************************/
     oldm=newm;  extern int ncom; 
     maxmax=0.;  extern double *pcom,*xicom;
     for(j=1;j<=nlstate;j++){  extern double (*nrfunc)(double []); 
       min=1.;   
       max=0.;  double f1dim(double x) 
       for(i=1; i<=nlstate; i++) {  { 
         sumnew=0;    int j; 
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];    double f;
         prlim[i][j]= newm[i][j]/(1-sumnew);    double *xt; 
         max=FMAX(max,prlim[i][j]);   
         min=FMIN(min,prlim[i][j]);    xt=vector(1,ncom); 
       }    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
       maxmin=max-min;    f=(*nrfunc)(xt); 
       maxmax=FMAX(maxmax,maxmin);    free_vector(xt,1,ncom); 
     }    return f; 
     if(maxmax < ftolpl){  } 
       return prlim;  
     }  /*****************brent *************************/
   }  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
 }  { 
     int iter; 
 /*************** transition probabilities **********/    double a,b,d,etemp;
     double fu,fv,fw,fx;
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )    double ftemp;
 {    double p,q,r,tol1,tol2,u,v,w,x,xm; 
   double s1, s2;    double e=0.0; 
   /*double t34;*/   
   int i,j,j1, nc, ii, jj;    a=(ax < cx ? ax : cx); 
     b=(ax > cx ? ax : cx); 
     for(i=1; i<= nlstate; i++){    x=w=v=bx; 
     for(j=1; j<i;j++){    fw=fv=fx=(*f)(x); 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){    for (iter=1;iter<=ITMAX;iter++) { 
         /*s2 += param[i][j][nc]*cov[nc];*/      xm=0.5*(a+b); 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
       }      printf(".");fflush(stdout);
       ps[i][j]=s2;      fprintf(ficlog,".");fflush(ficlog);
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/  #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=i+1; j<=nlstate+ndeath;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);
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];  #endif
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
       }        *xmin=x; 
       ps[i][j]=s2;        return fx; 
     }      } 
   }      ftemp=fu;
   for(i=1; i<= nlstate; i++){      if (fabs(e) > tol1) { 
      s1=0;        r=(x-w)*(fx-fv); 
     for(j=1; j<i; j++)        q=(x-v)*(fx-fw); 
       s1+=exp(ps[i][j]);        p=(x-v)*q-(x-w)*r; 
     for(j=i+1; j<=nlstate+ndeath; j++)        q=2.0*(q-r); 
       s1+=exp(ps[i][j]);        if (q > 0.0) p = -p; 
     ps[i][i]=1./(s1+1.);        q=fabs(q); 
     for(j=1; j<i; j++)        etemp=e; 
       ps[i][j]= exp(ps[i][j])*ps[i][i];        e=d; 
     for(j=i+1; j<=nlstate+ndeath; j++)        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
       ps[i][j]= exp(ps[i][j])*ps[i][i];          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */        else { 
   } /* end i */          d=p/q; 
           u=x+d; 
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){          if (u-a < tol2 || b-u < tol2) 
     for(jj=1; jj<= nlstate+ndeath; jj++){            d=SIGN(tol1,xm-x); 
       ps[ii][jj]=0;        } 
       ps[ii][ii]=1;      } else { 
     }        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
   }      } 
       u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){      fu=(*f)(u); 
     for(jj=1; jj<= nlstate+ndeath; jj++){      if (fu <= fx) { 
      printf("%lf ",ps[ii][jj]);        if (u >= x) a=x; else b=x; 
    }        SHFT(v,w,x,u) 
     printf("\n ");          SHFT(fv,fw,fx,fu) 
     }          } else { 
     printf("\n ");printf("%lf ",cov[2]);*/            if (u < x) a=u; else b=u; 
 /*            if (fu <= fw || w == x) { 
   for(i=1; i<= npar; i++) printf("%f ",x[i]);              v=w; 
   goto end;*/              w=u; 
     return ps;              fv=fw; 
 }              fw=fu; 
             } else if (fu <= fv || v == x || v == w) { 
 /**************** Product of 2 matrices ******************/              v=u; 
               fv=fu; 
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)            } 
 {          } 
   /* 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(...) */    nrerror("Too many iterations in brent"); 
   /* in, b, out are matrice of pointers which should have been initialized    *xmin=x; 
      before: only the contents of out is modified. The function returns    return fx; 
      a pointer to pointers identical to out */  } 
   long i, j, k;  
   for(i=nrl; i<= nrh; i++)  /****************** mnbrak ***********************/
     for(k=ncolol; k<=ncoloh; k++)  
       for(j=ncl,out[i][k]=0.; j<=nch; j++)  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
         out[i][k] +=in[i][j]*b[j][k];              double (*func)(double)) 
   { 
   return out;    double ulim,u,r,q, dum;
 }    double fu; 
    
     *fa=(*func)(*ax); 
 /************* Higher Matrix Product ***************/    *fb=(*func)(*bx); 
     if (*fb > *fa) { 
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )      SHFT(dum,*ax,*bx,dum) 
 {        SHFT(dum,*fb,*fa,dum) 
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month        } 
      duration (i.e. until    *cx=(*bx)+GOLD*(*bx-*ax); 
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.    *fc=(*func)(*cx); 
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step    while (*fb > *fc) { 
      (typically every 2 years instead of every month which is too big).      r=(*bx-*ax)*(*fb-*fc); 
      Model is determined by parameters x and covariates have to be      q=(*bx-*cx)*(*fb-*fa); 
      included manually here.      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
         (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
      */      ulim=(*bx)+GLIMIT*(*cx-*bx); 
       if ((*bx-u)*(u-*cx) > 0.0) { 
   int i, j, d, h, k;        fu=(*func)(u); 
   double **out, cov[NCOVMAX];      } else if ((*cx-u)*(u-ulim) > 0.0) { 
   double **newm;        fu=(*func)(u); 
         if (fu < *fc) { 
   /* Hstepm could be zero and should return the unit matrix */          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
   for (i=1;i<=nlstate+ndeath;i++)            SHFT(*fb,*fc,fu,(*func)(u)) 
     for (j=1;j<=nlstate+ndeath;j++){            } 
       oldm[i][j]=(i==j ? 1.0 : 0.0);      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
       po[i][j][0]=(i==j ? 1.0 : 0.0);        u=ulim; 
     }        fu=(*func)(u); 
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */      } else { 
   for(h=1; h <=nhstepm; h++){        u=(*cx)+GOLD*(*cx-*bx); 
     for(d=1; d <=hstepm; d++){        fu=(*func)(u); 
       newm=savm;      } 
       /* Covariates have to be included here again */      SHFT(*ax,*bx,*cx,u) 
       cov[1]=1.;        SHFT(*fa,*fb,*fc,fu) 
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;        } 
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];  } 
 for (k=1; k<=cptcovage;k++)  
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];  /*************** linmin ************************/
    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]]];  int ncom; 
   double *pcom,*xicom;
   double (*nrfunc)(double []); 
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/   
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,  { 
                    pmij(pmmij,cov,ncovmodel,x,nlstate));    double brent(double ax, double bx, double cx, 
       savm=oldm;                 double (*f)(double), double tol, double *xmin); 
       oldm=newm;    double f1dim(double x); 
     }    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
     for(i=1; i<=nlstate+ndeath; i++)                double *fc, double (*func)(double)); 
       for(j=1;j<=nlstate+ndeath;j++) {    int j; 
         po[i][j][h]=newm[i][j];    double xx,xmin,bx,ax; 
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);    double fx,fb,fa;
          */   
       }    ncom=n; 
   } /* end h */    pcom=vector(1,n); 
   return po;    xicom=vector(1,n); 
 }    nrfunc=func; 
     for (j=1;j<=n;j++) { 
       pcom[j]=p[j]; 
 /*************** log-likelihood *************/      xicom[j]=xi[j]; 
 double func( double *x)    } 
 {    ax=0.0; 
   int i, ii, j, k, mi, d, kk;    xx=1.0; 
   double l, ll[NLSTATEMAX], cov[NCOVMAX];    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
   double **out;    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
   double sw; /* Sum of weights */  #ifdef DEBUG
   double lli; /* Individual log likelihood */    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
   long ipmx;    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
   /*extern weight */  #endif
   /* We are differentiating ll according to initial status */    for (j=1;j<=n;j++) { 
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/      xi[j] *= xmin; 
   /*for(i=1;i<imx;i++)      p[j] += xi[j]; 
 printf(" %d\n",s[4][i]);    } 
   */    free_vector(xicom,1,n); 
   cov[1]=1.;    free_vector(pcom,1,n); 
   } 
   for(k=1; k<=nlstate; k++) ll[k]=0.;  
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){  char *asc_diff_time(long time_sec, char ascdiff[])
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];  {
        for(mi=1; mi<= wav[i]-1; mi++){    long sec_left, days, hours, minutes;
       for (ii=1;ii<=nlstate+ndeath;ii++)    days = (time_sec) / (60*60*24);
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);    sec_left = (time_sec) % (60*60*24);
             for(d=0; d<dh[mi][i]; d++){    hours = (sec_left) / (60*60) ;
               newm=savm;    sec_left = (sec_left) %(60*60);
               cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;    minutes = (sec_left) /60;
               for (kk=1; kk<=cptcovage;kk++) {    sec_left = (sec_left) % (60);
                  cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];    sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
                  /*printf("%d %d",kk,Tage[kk]);*/    return ascdiff;
               }  }
               /*cov[4]=covar[1][i]*cov[2];scanf("%d", i);*/  
               /*cov[3]=pow(cov[2],2)/1000.;*/  /*************** powell ************************/
   void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
           out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,              double (*func)(double [])) 
                        1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));  { 
           savm=oldm;    void linmin(double p[], double xi[], int n, double *fret, 
           oldm=newm;                double (*func)(double [])); 
     int i,ibig,j; 
     double del,t,*pt,*ptt,*xit;
       } /* end mult */    double fp,fptt;
        double *xits;
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);    int niterf, itmp;
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/  
       ipmx +=1;    pt=vector(1,n); 
       sw += weight[i];    ptt=vector(1,n); 
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;    xit=vector(1,n); 
     } /* end of wave */    xits=vector(1,n); 
   } /* end of individual */    *fret=(*func)(p); 
     for (j=1;j<=n;j++) pt[j]=p[j]; 
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];    for (*iter=1;;++(*iter)) { 
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */      fp=(*fret); 
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */      ibig=0; 
   return -l;      del=0.0; 
 }      last_time=curr_time;
       (void) gettimeofday(&curr_time,&tzp);
       printf("\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec);fflush(stdout);
 /*********** Maximum Likelihood Estimation ***************/      /*    fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec);
       fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec);
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))      */
 {     for (i=1;i<=n;i++) {
   int i,j, iter;        printf(" %d %.12f",i, p[i]);
   double **xi,*delti;        fprintf(ficlog," %d %.12lf",i, p[i]);
   double fret;        fprintf(ficrespow," %.12lf", p[i]);
   xi=matrix(1,npar,1,npar);      }
   for (i=1;i<=npar;i++)      printf("\n");
     for (j=1;j<=npar;j++)      fprintf(ficlog,"\n");
       xi[i][j]=(i==j ? 1.0 : 0.0);      fprintf(ficrespow,"\n");fflush(ficrespow);
   printf("Powell\n");      if(*iter <=3){
   powell(p,xi,npar,ftol,&iter,&fret,func);        tm = *localtime(&curr_time.tv_sec);
         strcpy(strcurr,asctime(&tm));
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));  /*       asctime_r(&tm,strcurr); */
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));        forecast_time=curr_time; 
         itmp = strlen(strcurr);
 }        if(strcurr[itmp-1]=='\n')  /* Windows outputs with a new line */
           strcurr[itmp-1]='\0';
 /**** Computes Hessian and covariance matrix ***/        printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))        fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
 {        for(niterf=10;niterf<=30;niterf+=10){
   double  **a,**y,*x,pd;          forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
   double **hess;          tmf = *localtime(&forecast_time.tv_sec);
   int i, j,jk;  /*      asctime_r(&tmf,strfor); */
   int *indx;          strcpy(strfor,asctime(&tmf));
           itmp = strlen(strfor);
   double hessii(double p[], double delta, int theta, double delti[]);          if(strfor[itmp-1]=='\n')
   double hessij(double p[], double delti[], int i, int j);          strfor[itmp-1]='\0';
   void lubksb(double **a, int npar, int *indx, double b[]) ;          printf("   - if your program needs %d iterations to converge, convergence will be \n   reached in %s i.e.\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
   void ludcmp(double **a, int npar, int *indx, double *d) ;          fprintf(ficlog,"   - if your program needs %d iterations to converge, convergence will be \n   reached in %s i.e.\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
         }
       }
   hess=matrix(1,npar,1,npar);      for (i=1;i<=n;i++) { 
         for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
   printf("\nCalculation of the hessian matrix. Wait...\n");        fptt=(*fret); 
   for (i=1;i<=npar;i++){  #ifdef DEBUG
     printf("%d",i);fflush(stdout);        printf("fret=%lf \n",*fret);
     hess[i][i]=hessii(p,ftolhess,i,delti);        fprintf(ficlog,"fret=%lf \n",*fret);
     /*printf(" %f ",p[i]);*/  #endif
   }        printf("%d",i);fflush(stdout);
         fprintf(ficlog,"%d",i);fflush(ficlog);
   for (i=1;i<=npar;i++) {        linmin(p,xit,n,fret,func); 
     for (j=1;j<=npar;j++)  {        if (fabs(fptt-(*fret)) > del) { 
       if (j>i) {          del=fabs(fptt-(*fret)); 
         printf(".%d%d",i,j);fflush(stdout);          ibig=i; 
         hess[i][j]=hessij(p,delti,i,j);        } 
         hess[j][i]=hess[i][j];  #ifdef DEBUG
       }        printf("%d %.12e",i,(*fret));
     }        fprintf(ficlog,"%d %.12e",i,(*fret));
   }        for (j=1;j<=n;j++) {
   printf("\n");          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
           printf(" x(%d)=%.12e",j,xit[j]);
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
          }
   a=matrix(1,npar,1,npar);        for(j=1;j<=n;j++) {
   y=matrix(1,npar,1,npar);          printf(" p=%.12e",p[j]);
   x=vector(1,npar);          fprintf(ficlog," p=%.12e",p[j]);
   indx=ivector(1,npar);        }
   for (i=1;i<=npar;i++)        printf("\n");
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];        fprintf(ficlog,"\n");
   ludcmp(a,npar,indx,&pd);  #endif
       } 
   for (j=1;j<=npar;j++) {      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
     for (i=1;i<=npar;i++) x[i]=0;  #ifdef DEBUG
     x[j]=1;        int k[2],l;
     lubksb(a,npar,indx,x);        k[0]=1;
     for (i=1;i<=npar;i++){        k[1]=-1;
       matcov[i][j]=x[i];        printf("Max: %.12e",(*func)(p));
     }        fprintf(ficlog,"Max: %.12e",(*func)(p));
   }        for (j=1;j<=n;j++) {
           printf(" %.12e",p[j]);
   printf("\n#Hessian matrix#\n");          fprintf(ficlog," %.12e",p[j]);
   for (i=1;i<=npar;i++) {        }
     for (j=1;j<=npar;j++) {        printf("\n");
       printf("%.3e ",hess[i][j]);        fprintf(ficlog,"\n");
     }        for(l=0;l<=1;l++) {
     printf("\n");          for (j=1;j<=n;j++) {
   }            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
             printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
   /* Recompute Inverse */            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
   for (i=1;i<=npar;i++)          }
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
   ludcmp(a,npar,indx,&pd);          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
         }
   /*  printf("\n#Hessian matrix recomputed#\n");  #endif
   
   for (j=1;j<=npar;j++) {  
     for (i=1;i<=npar;i++) x[i]=0;        free_vector(xit,1,n); 
     x[j]=1;        free_vector(xits,1,n); 
     lubksb(a,npar,indx,x);        free_vector(ptt,1,n); 
     for (i=1;i<=npar;i++){        free_vector(pt,1,n); 
       y[i][j]=x[i];        return; 
       printf("%.3e ",y[i][j]);      } 
     }      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
     printf("\n");      for (j=1;j<=n;j++) { 
   }        ptt[j]=2.0*p[j]-pt[j]; 
   */        xit[j]=p[j]-pt[j]; 
         pt[j]=p[j]; 
   free_matrix(a,1,npar,1,npar);      } 
   free_matrix(y,1,npar,1,npar);      fptt=(*func)(ptt); 
   free_vector(x,1,npar);      if (fptt < fp) { 
   free_ivector(indx,1,npar);        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
   free_matrix(hess,1,npar,1,npar);        if (t < 0.0) { 
           linmin(p,xit,n,fret,func); 
           for (j=1;j<=n;j++) { 
 }            xi[j][ibig]=xi[j][n]; 
             xi[j][n]=xit[j]; 
 /*************** hessian matrix ****************/          }
 double hessii( double x[], double delta, int theta, double delti[])  #ifdef DEBUG
 {          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   int i;          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   int l=1, lmax=20;          for(j=1;j<=n;j++){
   double k1,k2;            printf(" %.12e",xit[j]);
   double p2[NPARMAX+1];            fprintf(ficlog," %.12e",xit[j]);
   double res;          }
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;          printf("\n");
   double fx;          fprintf(ficlog,"\n");
   int k=0,kmax=10;  #endif
   double l1;        }
       } 
   fx=func(x);    } 
   for (i=1;i<=npar;i++) p2[i]=x[i];  } 
   for(l=0 ; l <=lmax; l++){  
     l1=pow(10,l);  /**** Prevalence limit (stable prevalence)  ****************/
     delts=delt;  
     for(k=1 ; k <kmax; k=k+1){  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
       delt = delta*(l1*k);  {
       p2[theta]=x[theta] +delt;    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
       k1=func(p2)-fx;       matrix by transitions matrix until convergence is reached */
       p2[theta]=x[theta]-delt;  
       k2=func(p2)-fx;    int i, ii,j,k;
       /*res= (k1-2.0*fx+k2)/delt/delt; */    double min, max, maxmin, maxmax,sumnew=0.;
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */    double **matprod2();
          double **out, cov[NCOVMAX], **pmij();
 #ifdef DEBUG    double **newm;
       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);    double agefin, delaymax=50 ; /* Max number of years to converge */
 #endif  
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */    for (ii=1;ii<=nlstate+ndeath;ii++)
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){      for (j=1;j<=nlstate+ndeath;j++){
         k=kmax;        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       }      }
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */  
         k=kmax; l=lmax*10.;     cov[1]=1.;
       }   
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
         delts=delt;    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
       }      newm=savm;
     }      /* Covariates have to be included here again */
   }       cov[2]=agefin;
   delti[theta]=delts;    
   return res;        for (k=1; k<=cptcovn;k++) {
            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]]);*/
         }
 double hessij( double x[], double delti[], int thetai,int thetaj)        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
 {        for (k=1; k<=cptcovprod;k++)
   int i;          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
   int l=1, l1, lmax=20;  
   double k1,k2,k3,k4,res,fx;        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
   double p2[NPARMAX+1];        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
   int k;        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
       out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
   fx=func(x);  
   for (k=1; k<=2; k++) {      savm=oldm;
     for (i=1;i<=npar;i++) p2[i]=x[i];      oldm=newm;
     p2[thetai]=x[thetai]+delti[thetai]/k;      maxmax=0.;
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;      for(j=1;j<=nlstate;j++){
     k1=func(p2)-fx;        min=1.;
          max=0.;
     p2[thetai]=x[thetai]+delti[thetai]/k;        for(i=1; i<=nlstate; i++) {
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;          sumnew=0;
     k2=func(p2)-fx;          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
            prlim[i][j]= newm[i][j]/(1-sumnew);
     p2[thetai]=x[thetai]-delti[thetai]/k;          max=FMAX(max,prlim[i][j]);
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;          min=FMIN(min,prlim[i][j]);
     k3=func(p2)-fx;        }
          maxmin=max-min;
     p2[thetai]=x[thetai]-delti[thetai]/k;        maxmax=FMAX(maxmax,maxmin);
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;      }
     k4=func(p2)-fx;      if(maxmax < ftolpl){
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */        return prlim;
 #ifdef DEBUG      }
     printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);    }
 #endif  }
   }  
   return res;  /*************** transition probabilities ***************/ 
 }  
   double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
 /************** Inverse of matrix **************/  {
 void ludcmp(double **a, int n, int *indx, double *d)    double s1, s2;
 {    /*double t34;*/
   int i,imax,j,k;    int i,j,j1, nc, ii, jj;
   double big,dum,sum,temp;  
   double *vv;      for(i=1; i<= nlstate; i++){
          for(j=1; j<i;j++){
   vv=vector(1,n);          for (nc=1, s2=0.;nc <=ncovmodel; nc++){
   *d=1.0;            /*s2 += param[i][j][nc]*cov[nc];*/
   for (i=1;i<=n;i++) {            s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
     big=0.0;  /*       printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2); */
     for (j=1;j<=n;j++)          }
       if ((temp=fabs(a[i][j])) > big) big=temp;          ps[i][j]=s2;
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");  /*      printf("s1=%.17e, s2=%.17e\n",s1,s2); */
     vv[i]=1.0/big;        }
   }        for(j=i+1; j<=nlstate+ndeath;j++){
   for (j=1;j<=n;j++) {          for (nc=1, s2=0.;nc <=ncovmodel; nc++){
     for (i=1;i<j;i++) {            s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
       sum=a[i][j];  /*        printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2); */
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];          }
       a[i][j]=sum;          ps[i][j]=s2;
     }        }
     big=0.0;      }
     for (i=j;i<=n;i++) {      /*ps[3][2]=1;*/
       sum=a[i][j];      
       for (k=1;k<j;k++)      for(i=1; i<= nlstate; i++){
         sum -= a[i][k]*a[k][j];        s1=0;
       a[i][j]=sum;        for(j=1; j<i; j++)
       if ( (dum=vv[i]*fabs(sum)) >= big) {          s1+=exp(ps[i][j]);
         big=dum;        for(j=i+1; j<=nlstate+ndeath; j++)
         imax=i;          s1+=exp(ps[i][j]);
       }        ps[i][i]=1./(s1+1.);
     }        for(j=1; j<i; j++)
     if (j != imax) {          ps[i][j]= exp(ps[i][j])*ps[i][i];
       for (k=1;k<=n;k++) {        for(j=i+1; j<=nlstate+ndeath; j++)
         dum=a[imax][k];          ps[i][j]= exp(ps[i][j])*ps[i][i];
         a[imax][k]=a[j][k];        /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
         a[j][k]=dum;      } /* end i */
       }      
       *d = -(*d);      for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
       vv[imax]=vv[j];        for(jj=1; jj<= nlstate+ndeath; jj++){
     }          ps[ii][jj]=0;
     indx[j]=imax;          ps[ii][ii]=1;
     if (a[j][j] == 0.0) a[j][j]=TINY;        }
     if (j != n) {      }
       dum=1.0/(a[j][j]);      
       for (i=j+1;i<=n;i++) a[i][j] *= dum;  
     }  /*        for(ii=1; ii<= nlstate+ndeath; ii++){ */
   }  /*       for(jj=1; jj<= nlstate+ndeath; jj++){ */
   free_vector(vv,1,n);  /* Doesn't work */  /*         printf("ddd %lf ",ps[ii][jj]); */
 ;  /*       } */
 }  /*       printf("\n "); */
   /*        } */
 void lubksb(double **a, int n, int *indx, double b[])  /*        printf("\n ");printf("%lf ",cov[2]); */
 {         /*
   int i,ii=0,ip,j;        for(i=1; i<= npar; i++) printf("%f ",x[i]);
   double sum;        goto end;*/
        return ps;
   for (i=1;i<=n;i++) {  }
     ip=indx[i];  
     sum=b[ip];  /**************** Product of 2 matrices ******************/
     b[ip]=b[i];  
     if (ii)  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];  {
     else if (sum) ii=i;    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
     b[i]=sum;       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
   }    /* in, b, out are matrice of pointers which should have been initialized 
   for (i=n;i>=1;i--) {       before: only the contents of out is modified. The function returns
     sum=b[i];       a pointer to pointers identical to out */
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];    long i, j, k;
     b[i]=sum/a[i][i];    for(i=nrl; i<= nrh; i++)
   }      for(k=ncolol; k<=ncoloh; k++)
 }        for(j=ncl,out[i][k]=0.; j<=nch; j++)
           out[i][k] +=in[i][j]*b[j][k];
 /************ Frequencies ********************/  
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)    return out;
 {  /* Some frequencies */  }
    
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;  
   double ***freq; /* Frequencies */  /************* Higher Matrix Product ***************/
   double *pp;  
   double pos;  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
   FILE *ficresp;  {
   char fileresp[FILENAMELENGTH];    /* Computes the transition matrix starting at age 'age' over 
        'nhstepm*hstepm*stepm' months (i.e. until
   pp=vector(1,nlstate);       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
        nhstepm*hstepm matrices. 
   strcpy(fileresp,"p");       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
   strcat(fileresp,fileres);       (typically every 2 years instead of every month which is too big 
   if((ficresp=fopen(fileresp,"w"))==NULL) {       for the memory).
     printf("Problem with prevalence resultfile: %s\n", fileresp);       Model is determined by parameters x and covariates have to be 
     exit(0);       included manually here. 
   }  
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);       */
   j1=0;  
     int i, j, d, h, k;
   j=cptcoveff;    double **out, cov[NCOVMAX];
   if (cptcovn<1) {j=1;ncodemax[1]=1;}    double **newm;
   
   for(k1=1; k1<=j;k1++){    /* Hstepm could be zero and should return the unit matrix */
    for(i1=1; i1<=ncodemax[k1];i1++){    for (i=1;i<=nlstate+ndeath;i++)
        j1++;      for (j=1;j<=nlstate+ndeath;j++){
         oldm[i][j]=(i==j ? 1.0 : 0.0);
         for (i=-1; i<=nlstate+ndeath; i++)          po[i][j][0]=(i==j ? 1.0 : 0.0);
          for (jk=-1; jk<=nlstate+ndeath; jk++)        }
            for(m=agemin; m <= agemax+3; m++)    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
              freq[i][jk][m]=0;    for(h=1; h <=nhstepm; h++){
              for(d=1; d <=hstepm; d++){
        for (i=1; i<=imx; i++) {        newm=savm;
          bool=1;        /* Covariates have to be included here again */
          if  (cptcovn>0) {        cov[1]=1.;
            for (z1=1; z1<=cptcoveff; z1++)        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) bool=0;        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
          }        for (k=1; k<=cptcovage;k++)
           if (bool==1) {          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
            for(m=firstpass; m<=lastpass-1; m++){        for (k=1; k<=cptcovprod;k++)
              if(agev[m][i]==0) agev[m][i]=agemax+1;          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
              if(agev[m][i]==1) agev[m][i]=agemax+2;  
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];  
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
            }        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
          }        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
        }                     pmij(pmmij,cov,ncovmodel,x,nlstate));
         if  (cptcovn>0) {        savm=oldm;
          fprintf(ficresp, "\n#********** Variable ");        oldm=newm;
          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);      }
        }      for(i=1; i<=nlstate+ndeath; i++)
        fprintf(ficresp, "**********\n#");        for(j=1;j<=nlstate+ndeath;j++) {
        for(i=1; i<=nlstate;i++)          po[i][j][h]=newm[i][j];
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
        fprintf(ficresp, "\n");           */
                }
   for(i=(int)agemin; i <= (int)agemax+3; i++){    } /* end h */
     if(i==(int)agemax+3)    return po;
       printf("Total");  }
     else  
       printf("Age %d", i);  
     for(jk=1; jk <=nlstate ; jk++){  /*************** log-likelihood *************/
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)  double func( double *x)
         pp[jk] += freq[jk][m][i];  {
     }    int i, ii, j, k, mi, d, kk;
     for(jk=1; jk <=nlstate ; jk++){    double l, ll[NLSTATEMAX], cov[NCOVMAX];
       for(m=-1, pos=0; m <=0 ; m++)    double **out;
         pos += freq[jk][m][i];    double sw; /* Sum of weights */
       if(pp[jk]>=1.e-10)    double lli; /* Individual log likelihood */
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);    int s1, s2;
       else    double bbh, survp;
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);    long ipmx;
     }    /*extern weight */
     for(jk=1; jk <=nlstate ; jk++){    /* We are differentiating ll according to initial status */
       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
         pp[jk] += freq[jk][m][i];    /*for(i=1;i<imx;i++) 
     }      printf(" %d\n",s[4][i]);
     for(jk=1,pos=0; jk <=nlstate ; jk++)    */
       pos += pp[jk];    cov[1]=1.;
     for(jk=1; jk <=nlstate ; jk++){  
       if(pos>=1.e-5)    for(k=1; k<=nlstate; k++) ll[k]=0.;
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);  
       else    if(mle==1){
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
       if( i <= (int) agemax){        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         if(pos>=1.e-5)        for(mi=1; mi<= wav[i]-1; mi++){
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);          for (ii=1;ii<=nlstate+ndeath;ii++)
       else            for (j=1;j<=nlstate+ndeath;j++){
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       }              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     }            }
     for(jk=-1; jk <=nlstate+ndeath; jk++)          for(d=0; d<dh[mi][i]; d++){
       for(m=-1; m <=nlstate+ndeath; m++)            newm=savm;
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     if(i <= (int) agemax)            for (kk=1; kk<=cptcovage;kk++) {
       fprintf(ficresp,"\n");              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     printf("\n");            }
     }            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     }                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
  }            savm=oldm;
              oldm=newm;
   fclose(ficresp);          } /* end mult */
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);        
   free_vector(pp,1,nlstate);          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
           /* But now since version 0.9 we anticipate for bias at large stepm.
 }  /* End of Freq */           * If stepm is larger than one month (smallest stepm) and if the exact delay 
            * (in months) between two waves is not a multiple of stepm, we rounded to 
 /************* Waves Concatenation ***************/           * the nearest (and in case of equal distance, to the lowest) interval but now
            * we keep into memory the bias bh[mi][i] and also the previous matrix product
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)           * (i.e to dh[mi][i]-1) saved in 'savm'. Then we inter(extra)polate the
 {           * probability in order to take into account the bias as a fraction of the way
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.           * from savm to out if bh is negative or even beyond if bh is positive. bh varies
      Death is a valid wave (if date is known).           * -stepm/2 to stepm/2 .
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i           * For stepm=1 the results are the same as for previous versions of Imach.
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]           * For stepm > 1 the results are less biased than in previous versions. 
      and mw[mi+1][i]. dh depends on stepm.           */
      */          s1=s[mw[mi][i]][i];
           s2=s[mw[mi+1][i]][i];
   int i, mi, m;          bbh=(double)bh[mi][i]/(double)stepm; 
   int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;          /* bias bh is positive if real duration
 float sum=0.;           * is higher than the multiple of stepm and negative otherwise.
            */
   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.+bbh)*out[s1][s2]));*/
     mi=0;          if( s2 > nlstate){ 
     m=firstpass;            /* i.e. if s2 is a death state and if the date of death is known 
     while(s[m][i] <= nlstate){               then the contribution to the likelihood is the probability to 
       if(s[m][i]>=1)               die between last step unit time and current  step unit time, 
         mw[++mi][i]=m;               which is also equal to probability to die before dh 
       if(m >=lastpass)               minus probability to die before dh-stepm . 
         break;               In version up to 0.92 likelihood was computed
       else          as if date of death was unknown. Death was treated as any other
         m++;          health state: the date of the interview describes the actual state
     }/* end while */          and not the date of a change in health state. The former idea was
     if (s[m][i] > nlstate){          to consider that at each interview the state was recorded
       mi++;     /* Death is another wave */          (healthy, disable or death) and IMaCh was corrected; but when we
       /* if(mi==0)  never been interviewed correctly before death */          introduced the exact date of death then we should have modified
          /* Only death is a correct wave */          the contribution of an exact death to the likelihood. This new
       mw[mi][i]=m;          contribution is smaller and very dependent of the step unit
     }          stepm. It is no more the probability to die between last interview
           and month of death but the probability to survive from last
     wav[i]=mi;          interview up to one month before death multiplied by the
     if(mi==0)          probability to die within a month. Thanks to Chris
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);          Jackson for correcting this bug.  Former versions increased
   }          mortality artificially. The bad side is that we add another loop
           which slows down the processing. The difference can be up to 10%
   for(i=1; i<=imx; i++){          lower mortality.
     for(mi=1; mi<wav[i];mi++){            */
       if (stepm <=0)            lli=log(out[s1][s2] - savm[s1][s2]);
         dh[mi][i]=1;  
       else{  
         if (s[mw[mi+1][i]][i] > nlstate) {          } else if  (s2==-2) {
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);            for (j=1,survp=0. ; j<=nlstate; j++) 
           if(j=0) j=1;  /* Survives at least one month after exam */              survp += out[s1][j];
         }            lli= survp;
         else{          }
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));  
           k=k+1;  
           if (j >= jmax) jmax=j;          else{
           else if (j <= jmin)jmin=j;            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
           sum=sum+j;            /*  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 */
         }          } 
         jk= j/stepm;          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
         jl= j -jk*stepm;          /*if(lli ==000.0)*/
         ju= j -(jk+1)*stepm;          /*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(jl <= -ju)          ipmx +=1;
           dh[mi][i]=jk;          sw += weight[i];
         else          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
           dh[mi][i]=jk+1;        } /* end of wave */
         if(dh[mi][i]==0)      } /* end of individual */
           dh[mi][i]=1; /* At least one step */    }  else if(mle==2){
       }      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     }        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   }        for(mi=1; mi<= wav[i]-1; mi++){
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,sum/k);          for (ii=1;ii<=nlstate+ndeath;ii++)
 }            for (j=1;j<=nlstate+ndeath;j++){
 /*********** Tricode ****************************/              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 void tricode(int *Tvar, int **nbcode, int imx)              savm[ii][j]=(ii==j ? 1.0 : 0.0);
 {            }
   int Ndum[20],ij=1, k, j, i;          for(d=0; d<=dh[mi][i]; d++){
   int cptcode=0;            newm=savm;
   cptcoveff=0;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
              for (kk=1; kk<=cptcovage;kk++) {
   for (k=0; k<19; k++) Ndum[k]=0;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   for (k=1; k<=7; k++) ncodemax[k]=0;            }
             out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     for (i=1; i<=imx; i++) {            savm=oldm;
       ij=(int)(covar[Tvar[j]][i]);            oldm=newm;
       Ndum[ij]++;          } /* end mult */
       if (ij > cptcode) cptcode=ij;        
     }          s1=s[mw[mi][i]][i];
           s2=s[mw[mi+1][i]][i];
     /*printf("cptcode=%d cptcovn=%d ",cptcode,cptcovn);*/          bbh=(double)bh[mi][i]/(double)stepm; 
     for (i=0; i<=cptcode; i++) {          lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
       if(Ndum[i]!=0) ncodemax[j]++;          ipmx +=1;
     }          sw += weight[i];
     ij=1;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         } /* end of wave */
     for (i=1; i<=ncodemax[j]; i++) {      } /* end of individual */
       for (k=0; k<=19; k++) {    }  else if(mle==3){  /* exponential inter-extrapolation */
         if (Ndum[k] != 0) {      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
           nbcode[Tvar[j]][ij]=k;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
           /*   printf("ij=%d ",nbcode[Tvar[2]][1]);*/        for(mi=1; mi<= wav[i]-1; mi++){
           ij++;          for (ii=1;ii<=nlstate+ndeath;ii++)
         }            for (j=1;j<=nlstate+ndeath;j++){
         if (ij > ncodemax[j]) break;              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++){
  for (i=1; i<=10; i++) {            newm=savm;
       ij=Tvar[i];            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       Ndum[ij]++;            for (kk=1; kk<=cptcovage;kk++) {
     }              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
  ij=1;            }
  for (i=1; i<=cptcovn; i++) {            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
    if((Ndum[i]!=0) && (i<=ncov)){                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
      Tvaraff[i]=ij;            savm=oldm;
    ij++;            oldm=newm;
    }          } /* end mult */
  }        
            s1=s[mw[mi][i]][i];
  for (j=1; j<=(cptcovn+2*cptcovprod); j++) {          s2=s[mw[mi+1][i]][i];
    if ((Tvar[j]>= cptcoveff) && (Tvar[j] <=ncov)) cptcoveff=Tvar[j];          bbh=(double)bh[mi][i]/(double)stepm; 
    /*printf("j=%d %d\n",j,Tvar[j]);*/          lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
  }          ipmx +=1;
            sw += weight[i];
  /* printf("cptcoveff=%d Tvaraff=%d %d\n",cptcoveff, Tvaraff[1],Tvaraff[2]);          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     scanf("%d",i);*/        } /* end of wave */
 }      } /* end of individual */
     }else if (mle==4){  /* ml=4 no inter-extrapolation */
 /*********** Health Expectancies ****************/      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)        for(mi=1; mi<= wav[i]-1; mi++){
 {          for (ii=1;ii<=nlstate+ndeath;ii++)
   /* Health expectancies */            for (j=1;j<=nlstate+ndeath;j++){
   int i, j, nhstepm, hstepm, h;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   double age, agelim,hf;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
   double ***p3mat;            }
            for(d=0; d<dh[mi][i]; d++){
   fprintf(ficreseij,"# Health expectancies\n");            newm=savm;
   fprintf(ficreseij,"# Age");            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   for(i=1; i<=nlstate;i++)            for (kk=1; kk<=cptcovage;kk++) {
     for(j=1; j<=nlstate;j++)              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       fprintf(ficreseij," %1d-%1d",i,j);            }
   fprintf(ficreseij,"\n");          
             out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   hstepm=1*YEARM; /*  Every j years of age (in month) */                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */            savm=oldm;
             oldm=newm;
   agelim=AGESUP;          } /* end mult */
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */        
     /* nhstepm age range expressed in number of stepm */          s1=s[mw[mi][i]][i];
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);          s2=s[mw[mi+1][i]][i];
     /* Typically if 20 years = 20*12/6=40 stepm */          if( s2 > nlstate){ 
     if (stepm >= YEARM) hstepm=1;            lli=log(out[s1][s2] - savm[s1][s2]);
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */          }else{
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
     /* Computed by stepm unit matrices, product of hstepm matrices, stored          }
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */          ipmx +=1;
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);            sw += weight[i];
           ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   /*      printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
     for(i=1; i<=nlstate;i++)        } /* end of wave */
       for(j=1; j<=nlstate;j++)      } /* end of individual */
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
           eij[i][j][(int)age] +=p3mat[i][j][h];      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         }        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
            for(mi=1; mi<= wav[i]-1; mi++){
     hf=1;          for (ii=1;ii<=nlstate+ndeath;ii++)
     if (stepm >= YEARM) hf=stepm/YEARM;            for (j=1;j<=nlstate+ndeath;j++){
     fprintf(ficreseij,"%.0f",age );              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     for(i=1; i<=nlstate;i++)              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       for(j=1; j<=nlstate;j++){            }
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);          for(d=0; d<dh[mi][i]; d++){
       }            newm=savm;
     fprintf(ficreseij,"\n");            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);            for (kk=1; kk<=cptcovage;kk++) {
   }              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 }            }
           
 /************ Variance ******************/            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 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)                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 {            savm=oldm;
   /* Variance of health expectancies */            oldm=newm;
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/          } /* end mult */
   double **newm;        
   double **dnewm,**doldm;          s1=s[mw[mi][i]][i];
   int i, j, nhstepm, hstepm, h;          s2=s[mw[mi+1][i]][i];
   int k, cptcode;          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
    double *xp;          ipmx +=1;
   double **gp, **gm;          sw += weight[i];
   double ***gradg, ***trgradg;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   double ***p3mat;          /*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]);*/
   double age,agelim;        } /* end of wave */
   int theta;      } /* end of individual */
     } /* End of if */
    fprintf(ficresvij,"# Covariances of life expectancies\n");    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
   fprintf(ficresvij,"# Age");    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
   for(i=1; i<=nlstate;i++)    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
     for(j=1; j<=nlstate;j++)    return -l;
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);  }
   fprintf(ficresvij,"\n");  
   /*************** log-likelihood *************/
   xp=vector(1,npar);  double funcone( double *x)
   dnewm=matrix(1,nlstate,1,npar);  {
   doldm=matrix(1,nlstate,1,nlstate);    /* Same as likeli but slower because of a lot of printf and if */
      int i, ii, j, k, mi, d, kk;
   hstepm=1*YEARM; /* Every year of age */    double l, ll[NLSTATEMAX], cov[NCOVMAX];
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    double **out;
   agelim = AGESUP;    double lli; /* Individual log likelihood */
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    double llt;
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    int s1, s2;
     if (stepm >= YEARM) hstepm=1;    double bbh, survp;
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    /*extern weight */
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    /* We are differentiating ll according to initial status */
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
     gp=matrix(0,nhstepm,1,nlstate);    /*for(i=1;i<imx;i++) 
     gm=matrix(0,nhstepm,1,nlstate);      printf(" %d\n",s[4][i]);
     */
     for(theta=1; theta <=npar; theta++){    cov[1]=1.;
       for(i=1; i<=npar; i++){ /* Computes gradient */  
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    for(k=1; k<=nlstate; k++) ll[k]=0.;
       }  
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);      for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       for(j=1; j<= nlstate; j++){      for(mi=1; mi<= wav[i]-1; mi++){
         for(h=0; h<=nhstepm; h++){        for (ii=1;ii<=nlstate+ndeath;ii++)
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)          for (j=1;j<=nlstate+ndeath;j++){
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];            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++){
       for(i=1; i<=npar; i++) /* Computes gradient */          newm=savm;
         xp[i] = x[i] - (i==theta ?delti[theta]:0);          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);            for (kk=1; kk<=cptcovage;kk++) {
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       for(j=1; j<= nlstate; j++){          }
         for(h=0; h<=nhstepm; h++){          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];          savm=oldm;
         }          oldm=newm;
       }        } /* end mult */
       for(j=1; j<= nlstate; j++)        
         for(h=0; h<=nhstepm; h++){        s1=s[mw[mi][i]][i];
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];        s2=s[mw[mi+1][i]][i];
         }        bbh=(double)bh[mi][i]/(double)stepm; 
     } /* End theta */        /* bias is positive if real duration
          * is higher than the multiple of stepm and negative otherwise.
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);         */
         if( s2 > nlstate && (mle <5) ){  /* Jackson */
     for(h=0; h<=nhstepm; h++)          lli=log(out[s1][s2] - savm[s1][s2]);
       for(j=1; j<=nlstate;j++)        } else if (mle==1){
         for(theta=1; theta <=npar; theta++)          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
           trgradg[h][j][theta]=gradg[h][theta][j];        } 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 */
     for(i=1;i<=nlstate;i++)        } else if(mle==3){  /* exponential inter-extrapolation */
       for(j=1;j<=nlstate;j++)          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 */
         vareij[i][j][(int)age] =0.;        } else if (mle==4){  /* mle=4 no inter-extrapolation */
     for(h=0;h<=nhstepm;h++){          lli=log(out[s1][s2]); /* Original formula */
       for(k=0;k<=nhstepm;k++){        } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);          lli=log(out[s1][s2]); /* Original formula */
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);        } /* End of if */
         for(i=1;i<=nlstate;i++)        ipmx +=1;
           for(j=1;j<=nlstate;j++)        sw += weight[i];
             vareij[i][j][(int)age] += doldm[i][j];        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
       }  /*       printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
     }        if(globpr){
     h=1;          fprintf(ficresilk,"%9d %6d %1d %1d %1d %1d %3d %10.6f %6.4f\
     if (stepm >= YEARM) h=stepm/YEARM;   %10.6f %10.6f %10.6f ", \
     fprintf(ficresvij,"%.0f ",age );                  num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
     for(i=1; i<=nlstate;i++)                  2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
       for(j=1; j<=nlstate;j++){          for(k=1,llt=0.,l=0.; k<=nlstate; k++){
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);            llt +=ll[k]*gipmx/gsw;
       }            fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
     fprintf(ficresvij,"\n");          }
     free_matrix(gp,0,nhstepm,1,nlstate);          fprintf(ficresilk," %10.6f\n", -llt);
     free_matrix(gm,0,nhstepm,1,nlstate);        }
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);      } /* end of wave */
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);    } /* end of individual */
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
   } /* End age */    /* 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 */
   free_vector(xp,1,npar);    if(globpr==0){ /* First time we count the contributions and weights */
   free_matrix(doldm,1,nlstate,1,npar);      gipmx=ipmx;
   free_matrix(dnewm,1,nlstate,1,nlstate);      gsw=sw;
     }
 }    return -l;
   }
 /************ 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)  
 {  /*************** function likelione ***********/
   /* Variance of prevalence limit */  void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/  {
   double **newm;    /* This routine should help understanding what is done with 
   double **dnewm,**doldm;       the selection of individuals/waves and
   int i, j, nhstepm, hstepm;       to check the exact contribution to the likelihood.
   int k, cptcode;       Plotting could be done.
   double *xp;     */
   double *gp, *gm;    int k;
   double **gradg, **trgradg;  
   double age,agelim;    if(*globpri !=0){ /* Just counts and sums, no printings */
   int theta;      strcpy(fileresilk,"ilk"); 
          strcat(fileresilk,fileres);
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");      if((ficresilk=fopen(fileresilk,"w"))==NULL) {
   fprintf(ficresvpl,"# Age");        printf("Problem with resultfile: %s\n", fileresilk);
   for(i=1; i<=nlstate;i++)        fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
       fprintf(ficresvpl," %1d-%1d",i,i);      }
   fprintf(ficresvpl,"\n");      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");
       fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
   xp=vector(1,npar);      /*  i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
   dnewm=matrix(1,nlstate,1,npar);      for(k=1; k<=nlstate; k++) 
   doldm=matrix(1,nlstate,1,nlstate);        fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
        fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
   hstepm=1*YEARM; /* Every year of age */    }
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */  
   agelim = AGESUP;    *fretone=(*funcone)(p);
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    if(*globpri !=0){
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */      fclose(ficresilk);
     if (stepm >= YEARM) hstepm=1;      fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */      fflush(fichtm); 
     gradg=matrix(1,npar,1,nlstate);    } 
     gp=vector(1,nlstate);    return;
     gm=vector(1,nlstate);  }
   
     for(theta=1; theta <=npar; theta++){  
       for(i=1; i<=npar; i++){ /* Computes gradient */  /*********** Maximum Likelihood Estimation ***************/
         xp[i] = x[i] + (i==theta ?delti[theta]:0);  
       }  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);  {
       for(i=1;i<=nlstate;i++)    int i,j, iter;
         gp[i] = prlim[i][i];    double **xi;
        double fret;
       for(i=1; i<=npar; i++) /* Computes gradient */    double fretone; /* Only one call to likelihood */
         xp[i] = x[i] - (i==theta ?delti[theta]:0);    /*  char filerespow[FILENAMELENGTH];*/
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    xi=matrix(1,npar,1,npar);
       for(i=1;i<=nlstate;i++)    for (i=1;i<=npar;i++)
         gm[i] = prlim[i][i];      for (j=1;j<=npar;j++)
         xi[i][j]=(i==j ? 1.0 : 0.0);
       for(i=1;i<=nlstate;i++)    printf("Powell\n");  fprintf(ficlog,"Powell\n");
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];    strcpy(filerespow,"pow"); 
     } /* End theta */    strcat(filerespow,fileres);
     if((ficrespow=fopen(filerespow,"w"))==NULL) {
     trgradg =matrix(1,nlstate,1,npar);      printf("Problem with resultfile: %s\n", filerespow);
       fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
     for(j=1; j<=nlstate;j++)    }
       for(theta=1; theta <=npar; theta++)    fprintf(ficrespow,"# Powell\n# iter -2*LL");
         trgradg[j][theta]=gradg[theta][j];    for (i=1;i<=nlstate;i++)
       for(j=1;j<=nlstate+ndeath;j++)
     for(i=1;i<=nlstate;i++)        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
       varpl[i][(int)age] =0.;    fprintf(ficrespow,"\n");
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);  
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);    powell(p,xi,npar,ftol,&iter,&fret,func);
     for(i=1;i<=nlstate;i++)  
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */    fclose(ficrespow);
     printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
     fprintf(ficresvpl,"%.0f ",age );    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
     for(i=1; i<=nlstate;i++)    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
       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);  /**** Computes Hessian and covariance matrix ***/
     free_matrix(gradg,1,npar,1,nlstate);  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
     free_matrix(trgradg,1,nlstate,1,npar);  {
   } /* End age */    double  **a,**y,*x,pd;
     double **hess;
   free_vector(xp,1,npar);    int i, j,jk;
   free_matrix(doldm,1,nlstate,1,npar);    int *indx;
   free_matrix(dnewm,1,nlstate,1,nlstate);  
     double hessii(double p[], double delta, int theta, double delti[],double (*func)(double []),int npar);
 }    double hessij(double p[], double delti[], int i, int j,double (*func)(double []),int npar);
     void lubksb(double **a, int npar, int *indx, double b[]) ;
     void ludcmp(double **a, int npar, int *indx, double *d) ;
     double gompertz(double p[]);
 /***********************************************/    hess=matrix(1,npar,1,npar);
 /**************** Main Program *****************/  
 /***********************************************/    printf("\nCalculation of the hessian matrix. Wait...\n");
     fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
 /*int main(int argc, char *argv[])*/    for (i=1;i<=npar;i++){
 int main()      printf("%d",i);fflush(stdout);
 {      fprintf(ficlog,"%d",i);fflush(ficlog);
      
   int i,j, k, n=MAXN,iter,m,size,cptcode, aaa, cptcod;       hess[i][i]=hessii(p,ftolhess,i,delti,func,npar);
   double agedeb, agefin,hf;      
   double agemin=1.e20, agemax=-1.e20;      /*  printf(" %f ",p[i]);
           printf(" %lf %lf %lf",hess[i][i],ftolhess,delti[i]);*/
   double fret;    }
   double **xi,tmp,delta;    
     for (i=1;i<=npar;i++) {
   double dum; /* Dummy variable */      for (j=1;j<=npar;j++)  {
   double ***p3mat;        if (j>i) { 
   int *indx;          printf(".%d%d",i,j);fflush(stdout);
   char line[MAXLINE], linepar[MAXLINE];          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
   char title[MAXLINE];          hess[i][j]=hessij(p,delti,i,j,func,npar);
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];          
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];          hess[j][i]=hess[i][j];    
   char filerest[FILENAMELENGTH];          /*printf(" %lf ",hess[i][j]);*/
   char fileregp[FILENAMELENGTH];        }
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];      }
   int firstobs=1, lastobs=10;    }
   int sdeb, sfin; /* Status at beginning and end */    printf("\n");
   int c,  h , cpt,l;    fprintf(ficlog,"\n");
   int ju,jl, mi;  
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
      
   int hstepm, nhstepm;    a=matrix(1,npar,1,npar);
   double bage, fage, age, agelim, agebase;    y=matrix(1,npar,1,npar);
   double ftolpl=FTOL;    x=vector(1,npar);
   double **prlim;    indx=ivector(1,npar);
   double *severity;    for (i=1;i<=npar;i++)
   double ***param; /* Matrix of parameters */      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
   double  *p;    ludcmp(a,npar,indx,&pd);
   double **matcov; /* Matrix of covariance */  
   double ***delti3; /* Scale */    for (j=1;j<=npar;j++) {
   double *delti; /* Scale */      for (i=1;i<=npar;i++) x[i]=0;
   double ***eij, ***vareij;      x[j]=1;
   double **varpl; /* Variances of prevalence limits by age */      lubksb(a,npar,indx,x);
   double *epj, vepp;      for (i=1;i<=npar;i++){ 
   char version[80]="Imach version 62c, May 1999, INED-EUROREVES ";        matcov[i][j]=x[i];
   char *alph[]={"a","a","b","c","d","e"}, str[4];      }
     }
   char z[1]="c", occ;  
 #include <sys/time.h>    printf("\n#Hessian matrix#\n");
 #include <time.h>    fprintf(ficlog,"\n#Hessian matrix#\n");
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];    for (i=1;i<=npar;i++) { 
   /* long total_usecs;      for (j=1;j<=npar;j++) { 
   struct timeval start_time, end_time;        printf("%.3e ",hess[i][j]);
          fprintf(ficlog,"%.3e ",hess[i][j]);
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */      }
       printf("\n");
       fprintf(ficlog,"\n");
   printf("\nIMACH, Version 0.64a");    }
   printf("\nEnter the parameter file name: ");  
     /* Recompute Inverse */
 #ifdef windows    for (i=1;i<=npar;i++)
   scanf("%s",pathtot);      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
   getcwd(pathcd, size);    ludcmp(a,npar,indx,&pd);
   /*cygwin_split_path(pathtot,path,optionfile);  
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/    /*  printf("\n#Hessian matrix recomputed#\n");
   /* cutv(path,optionfile,pathtot,'\\');*/  
     for (j=1;j<=npar;j++) {
 split(pathtot, path,optionfile);      for (i=1;i<=npar;i++) x[i]=0;
   chdir(path);      x[j]=1;
   replace(pathc,path);      lubksb(a,npar,indx,x);
 #endif      for (i=1;i<=npar;i++){ 
 #ifdef unix        y[i][j]=x[i];
   scanf("%s",optionfile);        printf("%.3e ",y[i][j]);
 #endif        fprintf(ficlog,"%.3e ",y[i][j]);
       }
 /*-------- arguments in the command line --------*/      printf("\n");
       fprintf(ficlog,"\n");
   strcpy(fileres,"r");    }
   strcat(fileres, optionfile);    */
   
   /*---------arguments file --------*/    free_matrix(a,1,npar,1,npar);
     free_matrix(y,1,npar,1,npar);
   if((ficpar=fopen(optionfile,"r"))==NULL)    {    free_vector(x,1,npar);
     printf("Problem with optionfile %s\n",optionfile);    free_ivector(indx,1,npar);
     goto end;    free_matrix(hess,1,npar,1,npar);
   }  
   
   strcpy(filereso,"o");  }
   strcat(filereso,fileres);  
   if((ficparo=fopen(filereso,"w"))==NULL) {  /*************** hessian matrix ****************/
     printf("Problem with Output resultfile: %s\n", filereso);goto end;  double hessii(double x[], double delta, int theta, double delti[], double (*func)(double []), int npar)
   }  {
     int i;
   /* Reads comments: lines beginning with '#' */    int l=1, lmax=20;
   while((c=getc(ficpar))=='#' && c!= EOF){    double k1,k2;
     ungetc(c,ficpar);    double p2[NPARMAX+1];
     fgets(line, MAXLINE, ficpar);    double res;
     puts(line);    double delt=0.0001, delts, nkhi=10.,nkhif=1., khi=1.e-4;
     fputs(line,ficparo);    double fx;
   }    int k=0,kmax=10;
   ungetc(c,ficpar);    double l1;
   
   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);    fx=func(x);
   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=1;i<=npar;i++) p2[i]=x[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);    for(l=0 ; l <=lmax; l++){
       l1=pow(10,l);
   covar=matrix(0,NCOVMAX,1,n);          delts=delt;
   if (strlen(model)<=1) cptcovn=0;      for(k=1 ; k <kmax; k=k+1){
   else {        delt = delta*(l1*k);
     j=0;        p2[theta]=x[theta] +delt;
     j=nbocc(model,'+');        k1=func(p2)-fx;
     cptcovn=j+1;        p2[theta]=x[theta]-delt;
   }        k2=func(p2)-fx;
         /*res= (k1-2.0*fx+k2)/delt/delt; */
   ncovmodel=2+cptcovn;        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */        
    #ifdef DEBUG
   /* Read guess parameters */        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);
   /* Reads comments: lines beginning with '#' */        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);
   while((c=getc(ficpar))=='#' && c!= EOF){  #endif
     ungetc(c,ficpar);        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
     fgets(line, MAXLINE, ficpar);        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
     puts(line);          k=kmax;
     fputs(line,ficparo);        }
   }        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
   ungetc(c,ficpar);          k=kmax; l=lmax*10.;
          }
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
     for(i=1; i <=nlstate; i++)          delts=delt;
     for(j=1; j <=nlstate+ndeath-1; j++){        }
       fscanf(ficpar,"%1d%1d",&i1,&j1);      }
       fprintf(ficparo,"%1d%1d",i1,j1);    }
       printf("%1d%1d",i,j);    delti[theta]=delts;
       for(k=1; k<=ncovmodel;k++){    return res; 
         fscanf(ficpar," %lf",&param[i][j][k]);    
         printf(" %lf",param[i][j][k]);  }
         fprintf(ficparo," %lf",param[i][j][k]);  
       }  double hessij( double x[], double delti[], int thetai,int thetaj,double (*func)(double []),int npar)
       fscanf(ficpar,"\n");  {
       printf("\n");    int i;
       fprintf(ficparo,"\n");    int l=1, l1, lmax=20;
     }    double k1,k2,k3,k4,res,fx;
      double p2[NPARMAX+1];
   npar= (nlstate+ndeath-1)*nlstate*ncovmodel;    int k;
   p=param[1][1];  
      fx=func(x);
   /* Reads comments: lines beginning with '#' */    for (k=1; k<=2; k++) {
   while((c=getc(ficpar))=='#' && c!= EOF){      for (i=1;i<=npar;i++) p2[i]=x[i];
     ungetc(c,ficpar);      p2[thetai]=x[thetai]+delti[thetai]/k;
     fgets(line, MAXLINE, ficpar);      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
     puts(line);      k1=func(p2)-fx;
     fputs(line,ficparo);    
   }      p2[thetai]=x[thetai]+delti[thetai]/k;
   ungetc(c,ficpar);      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
       k2=func(p2)-fx;
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */      p2[thetai]=x[thetai]-delti[thetai]/k;
   for(i=1; i <=nlstate; i++){      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
     for(j=1; j <=nlstate+ndeath-1; j++){      k3=func(p2)-fx;
       fscanf(ficpar,"%1d%1d",&i1,&j1);    
       printf("%1d%1d",i,j);      p2[thetai]=x[thetai]-delti[thetai]/k;
       fprintf(ficparo,"%1d%1d",i1,j1);      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
       for(k=1; k<=ncovmodel;k++){      k4=func(p2)-fx;
         fscanf(ficpar,"%le",&delti3[i][j][k]);      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
         printf(" %le",delti3[i][j][k]);  #ifdef DEBUG
         fprintf(ficparo," %le",delti3[i][j][k]);      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);
       fscanf(ficpar,"\n");  #endif
       printf("\n");    }
       fprintf(ficparo,"\n");    return res;
     }  }
   }  
   delti=delti3[1][1];  /************** Inverse of matrix **************/
    void ludcmp(double **a, int n, int *indx, double *d) 
   /* Reads comments: lines beginning with '#' */  { 
   while((c=getc(ficpar))=='#' && c!= EOF){    int i,imax,j,k; 
     ungetc(c,ficpar);    double big,dum,sum,temp; 
     fgets(line, MAXLINE, ficpar);    double *vv; 
     puts(line);   
     fputs(line,ficparo);    vv=vector(1,n); 
   }    *d=1.0; 
   ungetc(c,ficpar);    for (i=1;i<=n;i++) { 
        big=0.0; 
   matcov=matrix(1,npar,1,npar);      for (j=1;j<=n;j++) 
   for(i=1; i <=npar; i++){        if ((temp=fabs(a[i][j])) > big) big=temp; 
     fscanf(ficpar,"%s",&str);      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
     printf("%s",str);      vv[i]=1.0/big; 
     fprintf(ficparo,"%s",str);    } 
     for(j=1; j <=i; j++){    for (j=1;j<=n;j++) { 
       fscanf(ficpar," %le",&matcov[i][j]);      for (i=1;i<j;i++) { 
       printf(" %.5le",matcov[i][j]);        sum=a[i][j]; 
       fprintf(ficparo," %.5le",matcov[i][j]);        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
     }        a[i][j]=sum; 
     fscanf(ficpar,"\n");      } 
     printf("\n");      big=0.0; 
     fprintf(ficparo,"\n");      for (i=j;i<=n;i++) { 
   }        sum=a[i][j]; 
   for(i=1; i <=npar; i++)        for (k=1;k<j;k++) 
     for(j=i+1;j<=npar;j++)          sum -= a[i][k]*a[k][j]; 
       matcov[i][j]=matcov[j][i];        a[i][j]=sum; 
            if ( (dum=vv[i]*fabs(sum)) >= big) { 
   printf("\n");          big=dum; 
           imax=i; 
         } 
     /*-------- data file ----------*/      } 
     if((ficres =fopen(fileres,"w"))==NULL) {      if (j != imax) { 
       printf("Problem with resultfile: %s\n", fileres);goto end;        for (k=1;k<=n;k++) { 
     }          dum=a[imax][k]; 
     fprintf(ficres,"#%s\n",version);          a[imax][k]=a[j][k]; 
              a[j][k]=dum; 
     if((fic=fopen(datafile,"r"))==NULL)    {        } 
       printf("Problem with datafile: %s\n", datafile);goto end;        *d = -(*d); 
     }        vv[imax]=vv[j]; 
       } 
     n= lastobs;      indx[j]=imax; 
     severity = vector(1,maxwav);      if (a[j][j] == 0.0) a[j][j]=TINY; 
     outcome=imatrix(1,maxwav+1,1,n);      if (j != n) { 
     num=ivector(1,n);        dum=1.0/(a[j][j]); 
     moisnais=vector(1,n);        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
     annais=vector(1,n);      } 
     moisdc=vector(1,n);    } 
     andc=vector(1,n);    free_vector(vv,1,n);  /* Doesn't work */
     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 */  void lubksb(double **a, int n, int *indx, double b[]) 
     mint=matrix(1,maxwav,1,n);  { 
     anint=matrix(1,maxwav,1,n);    int i,ii=0,ip,j; 
     s=imatrix(1,maxwav+1,1,n);    double sum; 
     adl=imatrix(1,maxwav+1,1,n);       
     tab=ivector(1,NCOVMAX);    for (i=1;i<=n;i++) { 
     ncodemax=ivector(1,8);      ip=indx[i]; 
       sum=b[ip]; 
     i=1;      b[ip]=b[i]; 
     while (fgets(line, MAXLINE, fic) != NULL)    {      if (ii) 
       if ((i >= firstobs) && (i <=lastobs)) {        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
              else if (sum) ii=i; 
         for (j=maxwav;j>=1;j--){      b[i]=sum; 
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);    } 
           strcpy(line,stra);    for (i=n;i>=1;i--) { 
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);      sum=b[i]; 
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
         }      b[i]=sum/a[i][i]; 
            } 
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);  } 
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);  
   /************ Frequencies ********************/
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);  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)
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);  {  /* Some frequencies */
     
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
         for (j=ncov;j>=1;j--){    int first;
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);    double ***freq; /* Frequencies */
         }    double *pp, **prop;
         num[i]=atol(stra);    double pos,posprop, k2, dateintsum=0,k2cpt=0;
     FILE *ficresp;
         /*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]));*/    char fileresp[FILENAMELENGTH];
     
         i=i+1;    pp=vector(1,nlstate);
       }    prop=matrix(1,nlstate,iagemin,iagemax+3);
     }    strcpy(fileresp,"p");
     strcat(fileresp,fileres);
     /*scanf("%d",i);*/    if((ficresp=fopen(fileresp,"w"))==NULL) {
   imx=i-1; /* Number of individuals */      printf("Problem with prevalence resultfile: %s\n", fileresp);
       fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
   /* Calculation of the number of parameter from char model*/      exit(0);
   Tvar=ivector(1,15);    }
   Tprod=ivector(1,15);    freq= ma3x(-2,nlstate+ndeath,-2,nlstate+ndeath,iagemin,iagemax+3);
   Tvaraff=ivector(1,15);    j1=0;
   Tvard=imatrix(1,15,1,2);    
   Tage=ivector(1,15);          j=cptcoveff;
        if (cptcovn<1) {j=1;ncodemax[1]=1;}
   if (strlen(model) >1){  
     j=0, j1=0, k1=1, k2=1;    first=1;
     j=nbocc(model,'+');  
     j1=nbocc(model,'*');    for(k1=1; k1<=j;k1++){
     cptcovn=j+1;      for(i1=1; i1<=ncodemax[k1];i1++){
     cptcovprod=j1;        j1++;
            /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
     strcpy(modelsav,model);          scanf("%d", i);*/
    if (j==0) {        for (i=-2; i<=nlstate+ndeath; i++)  
       if (j1==0){          for (jk=-2; jk<=nlstate+ndeath; jk++)  
         cutv(stra,strb,modelsav,'V');            for(m=iagemin; m <= iagemax+3; m++)
         Tvar[1]=atoi(strb);              freq[i][jk][m]=0;
       }  
       else if (j1==1) {      for (i=1; i<=nlstate; i++)  
         cutv(stra,strb,modelsav,'*');        for(m=iagemin; m <= iagemax+3; m++)
         Tage[1]=1; cptcovage++;          prop[i][m]=0;
         if (strcmp(stra,"age")==0) {        
           cptcovprod--;        dateintsum=0;
           cutv(strd,strc,strb,'V');        k2cpt=0;
           Tvar[1]=atoi(strc);        for (i=1; i<=imx; i++) {
         }          bool=1;
         else if (strcmp(strb,"age")==0) {          if  (cptcovn>0) {
           cptcovprod--;            for (z1=1; z1<=cptcoveff; z1++) 
           cutv(strd,strc,stra,'V');              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
           Tvar[1]=atoi(strc);                bool=0;
         }          }
         else {          if (bool==1){
           cutv(strd,strc,strb,'V');            for(m=firstpass; m<=lastpass; m++){
           cutv(stre,strd,stra,'V');              k2=anint[m][i]+(mint[m][i]/12.);
           Tvar[1]=ncov+1;              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
           for (k=1; k<=lastobs;k++)                if(agev[m][i]==0) agev[m][i]=iagemax+1;
               covar[ncov+1][k]=covar[atoi(strc)][k]*covar[atoi(strd)][k];                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];
         /*printf("%s %s %s\n", stra,strb,modelsav);                if (m<lastpass) {
 printf("%d ",Tvar[1]);                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
 scanf("%d",i);*/                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
       }                }
     }                
    else {                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
       for(i=j; i>=1;i--){                  dateintsum=dateintsum+k2;
         cutv(stra,strb,modelsav,'+');                  k2cpt++;
         /*printf("%s %s %s\n", stra,strb,modelsav);                }
           scanf("%d",i);*/                /*}*/
         if (strchr(strb,'*')) {            }
           cutv(strd,strc,strb,'*');          }
           if (strcmp(strc,"age")==0) {        }
             cptcovprod--;         
             cutv(strb,stre,strd,'V');        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
             Tvar[i+1]=atoi(stre);  
             cptcovage++;        if  (cptcovn>0) {
             Tage[cptcovage]=i+1;          fprintf(ficresp, "\n#********** Variable "); 
             printf("stre=%s ", stre);          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           }          fprintf(ficresp, "**********\n#");
           else if (strcmp(strd,"age")==0) {        }
             cptcovprod--;        for(i=1; i<=nlstate;i++) 
             cutv(strb,stre,strc,'V');          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
             Tvar[i+1]=atoi(stre);        fprintf(ficresp, "\n");
             cptcovage++;        
             Tage[cptcovage]=i+1;        for(i=iagemin; i <= iagemax+3; i++){
           }          if(i==iagemax+3){
           else {            fprintf(ficlog,"Total");
             cutv(strb,stre,strc,'V');          }else{
             Tvar[i+1]=ncov+k1;            if(first==1){
             cutv(strb,strc,strd,'V');              first=0;
             Tprod[k1]=i+1;              printf("See log file for details...\n");
             Tvard[k1][1]=atoi(strc);            }
             Tvard[k1][2]=atoi(stre);            fprintf(ficlog,"Age %d", i);
             Tvar[cptcovn+k2]=Tvard[k1][1];          }
             Tvar[cptcovn+k2+1]=Tvard[k1][2];          for(jk=1; jk <=nlstate ; jk++){
             for (k=1; k<=lastobs;k++)            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
               covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];              pp[jk] += freq[jk][m][i]; 
             k1++;          }
             k2=k2+2;          for(jk=1; jk <=nlstate ; jk++){
           }            for(m=-1, pos=0; m <=0 ; m++)
         }              pos += freq[jk][m][i];
         else {            if(pp[jk]>=1.e-10){
           cutv(strd,strc,strb,'V');              if(first==1){
           /* printf("%s %s %s", strd,strc,strb);*/              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
           Tvar[i+1]=atoi(strc);              }
         }              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
         strcpy(modelsav,stra);              }else{
       }              if(first==1)
       cutv(strd,strc,stra,'V');                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
       Tvar[1]=atoi(strc);              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
     }            }
   }          }
   /* for (i=1; i<=5; i++)  
      printf("i=%d %d ",i,Tvar[i]);*/          for(jk=1; jk <=nlstate ; jk++){
   /* printf("tvar=%d %d cptcovage=%d %d",Tvar[1],Tvar[2],cptcovage,Tage[1]);*/            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
  /*printf("cptcovprod=%d ", cptcovprod);*/              pp[jk] += freq[jk][m][i];
   /*  scanf("%d ",i);*/          }       
     fclose(fic);          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
             pos += pp[jk];
     /*  if(mle==1){*/            posprop += prop[jk][i];
     if (weightopt != 1) { /* Maximisation without weights*/          }
       for(i=1;i<=n;i++) weight[i]=1.0;          for(jk=1; jk <=nlstate ; jk++){
     }            if(pos>=1.e-5){
     /*-calculation of age at interview from date of interview and age at death -*/              if(first==1)
     agev=matrix(1,maxwav,1,imx);                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
                  fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
     for (i=1; i<=imx; i++)  {            }else{
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);              if(first==1)
       for(m=1; (m<= maxwav); m++){                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
         if(s[m][i] >0){              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
           if (s[m][i] == nlstate+1) {            }
             if(agedc[i]>0)            if( i <= iagemax){
               if(moisdc[i]!=99 && andc[i]!=9999)              if(pos>=1.e-5){
               agev[m][i]=agedc[i];                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
             else{                /*probs[i][jk][j1]= pp[jk]/pos;*/
               printf("Warning negative age at death: %d line:%d\n",num[i],i);                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
               agev[m][i]=-1;              }
             }              else
           }                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
           else if(s[m][i] !=9){ /* Should no more exist */            }
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);          }
             if(mint[m][i]==99 || anint[m][i]==9999)          
               agev[m][i]=1;          for(jk=-1; jk <=nlstate+ndeath; jk++)
             else if(agev[m][i] <agemin){            for(m=-1; m <=nlstate+ndeath; m++)
               agemin=agev[m][i];              if(freq[jk][m][i] !=0 ) {
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/              if(first==1)
             }                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
             else if(agev[m][i] >agemax){                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
               agemax=agev[m][i];              }
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/          if(i <= iagemax)
             }            fprintf(ficresp,"\n");
             /*agev[m][i]=anint[m][i]-annais[i];*/          if(first==1)
             /*   agev[m][i] = age[i]+2*m;*/            printf("Others in log...\n");
           }          fprintf(ficlog,"\n");
           else { /* =9 */        }
             agev[m][i]=1;      }
             s[m][i]=-1;    }
           }    dateintmean=dateintsum/k2cpt; 
         }   
         else /*= 0 Unknown */    fclose(ficresp);
           agev[m][i]=1;    free_ma3x(freq,-2,nlstate+ndeath,-2,nlstate+ndeath, iagemin, iagemax+3);
       }    free_vector(pp,1,nlstate);
        free_matrix(prop,1,nlstate,iagemin, iagemax+3);
     }    /* End of Freq */
     for (i=1; i<=imx; i++)  {  }
       for(m=1; (m<= maxwav); m++){  
         if (s[m][i] > (nlstate+ndeath)) {  /************ Prevalence ********************/
           printf("Error: Wrong value in nlstate or ndeath\n");    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)
           goto end;  {  
         }    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
       }       in each health status at the date of interview (if between dateprev1 and dateprev2).
     }       We still use firstpass and lastpass as another selection.
     */
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);   
     int i, m, jk, k1, i1, j1, bool, z1,z2,j;
     free_vector(severity,1,maxwav);    double ***freq; /* Frequencies */
     free_imatrix(outcome,1,maxwav+1,1,n);    double *pp, **prop;
     free_vector(moisnais,1,n);    double pos,posprop; 
     free_vector(annais,1,n);    double  y2; /* in fractional years */
     free_matrix(mint,1,maxwav,1,n);    int iagemin, iagemax;
     free_matrix(anint,1,maxwav,1,n);  
     free_vector(moisdc,1,n);    iagemin= (int) agemin;
     free_vector(andc,1,n);    iagemax= (int) agemax;
     /*pp=vector(1,nlstate);*/
        prop=matrix(1,nlstate,iagemin,iagemax+3); 
     wav=ivector(1,imx);    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
     dh=imatrix(1,lastpass-firstpass+1,1,imx);    j1=0;
     mw=imatrix(1,lastpass-firstpass+1,1,imx);    
        j=cptcoveff;
     /* Concatenates waves */    if (cptcovn<1) {j=1;ncodemax[1]=1;}
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);    
     for(k1=1; k1<=j;k1++){
       for(i1=1; i1<=ncodemax[k1];i1++){
       Tcode=ivector(1,100);        j1++;
       nbcode=imatrix(1,nvar,1,8);        
       ncodemax[1]=1;        for (i=1; i<=nlstate; i++)  
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);          for(m=iagemin; m <= iagemax+3; m++)
                  prop[i][m]=0.0;
    codtab=imatrix(1,100,1,10);       
    h=0;        for (i=1; i<=imx; i++) { /* Each individual */
    m=pow(2,cptcoveff);          bool=1;
            if  (cptcovn>0) {
    for(k=1;k<=cptcoveff; k++){            for (z1=1; z1<=cptcoveff; z1++) 
      for(i=1; i <=(m/pow(2,k));i++){              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
        for(j=1; j <= ncodemax[k]; j++){                bool=0;
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){          } 
            h++;          if (bool==1) { 
            if (h>m) h=1;codtab[h][k]=j;            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
          }              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
        }              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
      }                if(agev[m][i]==0) agev[m][i]=iagemax+1;
    }                if(agev[m][i]==1) agev[m][i]=iagemax+2;
                 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) { 
    /*for(i=1; i <=m ;i++){                  /*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]]);*/
      for(k=1; k <=cptcovn; k++){                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
        printf("i=%d k=%d %d %d",i,k,codtab[i][k], cptcoveff);                  prop[s[m][i]][iagemax+3] += weight[i]; 
      }                } 
      printf("\n");              }
    }            } /* end selection of waves */
    scanf("%d",i);*/          }
            }
    /* Calculates basic frequencies. Computes observed prevalence at single age        for(i=iagemin; i <= iagemax+3; i++){  
        and prints on file fileres'p'. */          
   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
             posprop += prop[jk][i]; 
     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 */          for(jk=1; jk <=nlstate ; jk++){     
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */            if( i <=  iagemax){ 
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */              if(posprop>=1.e-5){ 
                    probs[i][jk][j1]= prop[jk][i]/posprop;
     /* 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) */          }/* end jk */ 
         }/* end i */ 
     if(mle==1){      } /* end i1 */
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);    } /* end k1 */
     }    
        /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
     /*--------- results files --------------*/    /*free_vector(pp,1,nlstate);*/
     fprintf(ficres,"\ntitle=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate, ndeath, maxwav, mle,weightopt,model);    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
      }  /* End of prevalence */
    jk=1;  
    fprintf(ficres,"# Parameters\n");  /************* Waves Concatenation ***************/
    printf("# Parameters\n");  
    for(i=1,jk=1; i <=nlstate; i++){  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)
      for(k=1; k <=(nlstate+ndeath); k++){  {
        if (k != i)    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
          {       Death is a valid wave (if date is known).
            printf("%d%d ",i,k);       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
            fprintf(ficres,"%1d%1d ",i,k);       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
            for(j=1; j <=ncovmodel; j++){       and mw[mi+1][i]. dh depends on stepm.
              printf("%f ",p[jk]);       */
              fprintf(ficres,"%f ",p[jk]);  
              jk++;    int i, mi, m;
            }    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
            printf("\n");       double sum=0., jmean=0.;*/
            fprintf(ficres,"\n");    int first;
          }    int j, k=0,jk, ju, jl;
      }    double sum=0.;
    }    first=0;
  if(mle==1){    jmin=1e+5;
     /* Computing hessian and covariance matrix */    jmax=-1;
     ftolhess=ftol; /* Usually correct */    jmean=0.;
     hesscov(matcov, p, npar, delti, ftolhess, func);    for(i=1; i<=imx; i++){
  }      mi=0;
     fprintf(ficres,"# Scales\n");      m=firstpass;
     printf("# Scales\n");      while(s[m][i] <= nlstate){
      for(i=1,jk=1; i <=nlstate; i++){        if(s[m][i]>=1 || s[m][i]==-2)
       for(j=1; j <=nlstate+ndeath; j++){          mw[++mi][i]=m;
         if (j!=i) {        if(m >=lastpass)
           fprintf(ficres,"%1d%1d",i,j);          break;
           printf("%1d%1d",i,j);        else
           for(k=1; k<=ncovmodel;k++){          m++;
             printf(" %.5e",delti[jk]);      }/* end while */
             fprintf(ficres," %.5e",delti[jk]);      if (s[m][i] > nlstate){
             jk++;        mi++;     /* Death is another wave */
           }        /* if(mi==0)  never been interviewed correctly before death */
           printf("\n");           /* Only death is a correct wave */
           fprintf(ficres,"\n");        mw[mi][i]=m;
         }      }
       }  
       }      wav[i]=mi;
          if(mi==0){
     k=1;        nbwarn++;
     fprintf(ficres,"# Covariance\n");        if(first==0){
     printf("# Covariance\n");          printf("Warning! None valid information for:%ld line=%d (skipped) and may be others, see log file\n",num[i],i);
     for(i=1;i<=npar;i++){          first=1;
       /*  if (k>nlstate) k=1;        }
       i1=(i-1)/(ncovmodel*nlstate)+1;        if(first==1){
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);          fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
       printf("%s%d%d",alph[k],i1,tab[i]);*/        }
       fprintf(ficres,"%3d",i);      } /* end mi==0 */
       printf("%3d",i);    } /* End individuals */
       for(j=1; j<=i;j++){  
         fprintf(ficres," %.5e",matcov[i][j]);    for(i=1; i<=imx; i++){
         printf(" %.5e",matcov[i][j]);      for(mi=1; mi<wav[i];mi++){
       }        if (stepm <=0)
       fprintf(ficres,"\n");          dh[mi][i]=1;
       printf("\n");        else{
       k++;          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
     }            if (agedc[i] < 2*AGESUP) {
                  j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
     while((c=getc(ficpar))=='#' && c!= EOF){              if(j==0) j=1;  /* Survives at least one month after exam */
       ungetc(c,ficpar);              else if(j<0){
       fgets(line, MAXLINE, ficpar);                nberr++;
       puts(line);                printf("Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
       fputs(line,ficparo);                j=1; /* Temporary Dangerous 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);
     ungetc(c,ficpar);                fprintf(ficlog,"Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
                  fprintf(ficlog,"   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview.\n  You MUST fix the contradiction between dates.\n",stepm);
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);              }
                  k=k+1;
     if (fage <= 2) {              if (j >= jmax) jmax=j;
       bage = agemin;              if (j <= jmin) jmin=j;
       fage = agemax;              sum=sum+j;
     }              /*if (j<0) printf("j=%d num=%d \n",j,i);*/
               /*    printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
     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\n",agemin,agemax,bage,fage);          }
           else{
                j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
 /*------------ gnuplot -------------*/  /*        if (j<0) printf("%d %lf %lf %d %d %d\n", i,agev[mw[mi+1][i]][i], agev[mw[mi][i]][i],j,s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]); */
 chdir(pathcd);  
   if((ficgp=fopen("graph.plt","w"))==NULL) {            k=k+1;
     printf("Problem with file graph.gp");goto end;            if (j >= jmax) jmax=j;
   }            else if (j <= jmin)jmin=j;
 #ifdef windows            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
   fprintf(ficgp,"cd \"%s\" \n",pathc);            /*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]);*/
 #endif            if(j<0){
 m=pow(2,cptcoveff);              nberr++;
                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]);
  /* 1eme*/              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]);
   for (cpt=1; cpt<= nlstate ; cpt ++) {            }
    for (k1=1; k1<= m ; k1 ++) {            sum=sum+j;
           }
 #ifdef windows          jk= j/stepm;
     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);          jl= j -jk*stepm;
 #endif          ju= j -(jk+1)*stepm;
 #ifdef unix          if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);            if(jl==0){
 #endif              dh[mi][i]=jk;
               bh[mi][i]=0;
 for (i=1; i<= nlstate ; i ++) {            }else{ /* We want a negative bias in order to only have interpolation ie
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");                    * at the price of an extra matrix product in likelihood */
   else fprintf(ficgp," \%%*lf (\%%*lf)");              dh[mi][i]=jk+1;
 }              bh[mi][i]=ju;
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);            }
     for (i=1; i<= nlstate ; i ++) {          }else{
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");            if(jl <= -ju){
   else fprintf(ficgp," \%%*lf (\%%*lf)");              dh[mi][i]=jk;
 }              bh[mi][i]=jl;       /* bias is positive if real duration
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);                                   * is higher than the multiple of stepm and negative otherwise.
      for (i=1; i<= nlstate ; i ++) {                                   */
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");            }
   else fprintf(ficgp," \%%*lf (\%%*lf)");            else{
 }                dh[mi][i]=jk+1;
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));              bh[mi][i]=ju;
 #ifdef unix            }
 fprintf(ficgp,"\nset ter gif small size 400,300");            if(dh[mi][i]==0){
 #endif              dh[mi][i]=1; /* At least one step */
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);              bh[mi][i]=ju; /* At least one step */
    }              /*  printf(" bh=%d ju=%d jl=%d dh=%d jk=%d stepm=%d %d\n",bh[mi][i],ju,jl,dh[mi][i],jk,stepm,i);*/
   }            }
   /*2 eme*/          } /* end if mle */
         }
   for (k1=1; k1<= m ; k1 ++) {      } /* end wave */
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);    }
        jmean=sum/k;
     for (i=1; i<= nlstate+1 ; i ++) {    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
       k=2*i;    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);   }
       for (j=1; j<= nlstate+1 ; j ++) {  
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");  /*********** Tricode ****************************/
   else fprintf(ficgp," \%%*lf (\%%*lf)");  void tricode(int *Tvar, int **nbcode, int imx)
 }    {
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");    
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);    int Ndum[20],ij=1, k, j, i, maxncov=19;
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);    int cptcode=0;
       for (j=1; j<= nlstate+1 ; j ++) {    cptcoveff=0; 
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");   
         else fprintf(ficgp," \%%*lf (\%%*lf)");    for (k=0; k<maxncov; k++) Ndum[k]=0;
 }      for (k=1; k<=7; k++) ncodemax[k]=0;
       fprintf(ficgp,"\" t\"\" w l 0,");  
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
       for (j=1; j<= nlstate+1 ; j ++) {      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");                                 modality*/ 
   else fprintf(ficgp," \%%*lf (\%%*lf)");        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
 }          Ndum[ij]++; /*store the modality */
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
       else fprintf(ficgp,"\" t\"\" w l 0,");        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
     }                                         Tvar[j]. If V=sex and male is 0 and 
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);                                         female is 1, then  cptcode=1.*/
   }      }
    
   /*3eme*/      for (i=0; i<=cptcode; i++) {
         if(Ndum[i]!=0) ncodemax[j]++; /* Nomber of modalities of the j th covariates. In fact ncodemax[j]=2 (dichotom. variables) but it can be more */
   for (k1=1; k1<= m ; k1 ++) {      }
     for (cpt=1; cpt<= nlstate ; cpt ++) {  
       k=2+nlstate*(cpt-1);      ij=1; 
       fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",agemin,fage,fileres,k1-1,k1-1,k,cpt);      for (i=1; i<=ncodemax[j]; i++) {
       for (i=1; i< nlstate ; i ++) {        for (k=0; k<= maxncov; k++) {
         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);          if (Ndum[k] != 0) {
       }            nbcode[Tvar[j]][ij]=k; 
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);            /* store the modality in an array. k is a modality. If we have model=V1+V1*sex then: nbcode[1][1]=0 ; nbcode[1][2]=1; nbcode[2][1]=0 ; nbcode[2][2]=1; */
     }            
   }            ij++;
            }
   /* CV preval stat */          if (ij > ncodemax[j]) break; 
   for (k1=1; k1<= m ; k1 ++) {        }  
     for (cpt=1; cpt<nlstate ; cpt ++) {      } 
       k=3;    }  
       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);  
       for (i=1; i< nlstate ; i ++)   for (k=0; k< maxncov; k++) Ndum[k]=0;
         fprintf(ficgp,"+$%d",k+i+1);  
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);   for (i=1; i<=ncovmodel-2; i++) { 
           /* Listing of all covariables in statement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
       l=3+(nlstate+ndeath)*cpt;     ij=Tvar[i];
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);     Ndum[ij]++;
       for (i=1; i< nlstate ; i ++) {   }
         l=3+(nlstate+ndeath)*cpt;  
         fprintf(ficgp,"+$%d",l+i+1);   ij=1;
       }   for (i=1; i<= maxncov; i++) {
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);       if((Ndum[i]!=0) && (i<=ncovcol)){
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);       Tvaraff[ij]=i; /*For printing */
     }       ij++;
   }     }
    }
   /* proba elementaires */   
    for(i=1,jk=1; i <=nlstate; i++){   cptcoveff=ij-1; /*Number of simple covariates*/
     for(k=1; k <=(nlstate+ndeath); k++){  }
       if (k != i) {  
         for(j=1; j <=ncovmodel; j++){  /*********** Health Expectancies ****************/
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/  
           /*fprintf(ficgp,"%s",alph[1]);*/  void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij, int estepm,double delti[],double **matcov )
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);  
           jk++;  {
           fprintf(ficgp,"\n");    /* Health expectancies */
         }    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
       }    double age, agelim, hf;
     }    double ***p3mat,***varhe;
     }    double **dnewm,**doldm;
     double *xp;
   for(jk=1; jk <=m; jk++) {    double **gp, **gm;
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);    double ***gradg, ***trgradg;
    i=1;    int theta;
    for(k2=1; k2<=nlstate; k2++) {  
      k3=i;    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
      for(k=1; k<=(nlstate+ndeath); k++) {    xp=vector(1,npar);
        if (k != k2){    dnewm=matrix(1,nlstate*nlstate,1,npar);
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
 ij=1;    
         for(j=3; j <=ncovmodel; j++) {    fprintf(ficreseij,"# Health expectancies\n");
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {    fprintf(ficreseij,"# Age");
             fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);    for(i=1; i<=nlstate;i++)
             ij++;      for(j=1; j<=nlstate;j++)
           }        fprintf(ficreseij," %1d-%1d (SE)",i,j);
           else    fprintf(ficreseij,"\n");
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);  
         }    if(estepm < stepm){
           fprintf(ficgp,")/(1");      printf ("Problem %d lower than %d\n",estepm, stepm);
            }
         for(k1=1; k1 <=nlstate; k1++){      else  hstepm=estepm;   
           fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);    /* We compute the life expectancy from trapezoids spaced every estepm months
 ij=1;     * This is mainly to measure the difference between two models: for example
           for(j=3; j <=ncovmodel; j++){     * if stepm=24 months pijx are given only every 2 years and by summing them
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {     * we are calculating an estimate of the Life Expectancy assuming a linear 
             fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);     * progression in between and thus overestimating or underestimating according
             ij++;     * 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
           else     * to compare the new estimate of Life expectancy with the same linear 
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);     * hypothesis. A more precise result, taking into account a more precise
           }     * curvature will be obtained if estepm is as small as stepm. */
           fprintf(ficgp,")");  
         }    /* For example we decided to compute the life expectancy with the smallest unit */
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");       nhstepm is the number of hstepm from age to agelim 
         i=i+ncovmodel;       nstepm is the number of stepm from age to agelin. 
        }       Look at hpijx to understand the reason of that which relies in memory size
      }       and note for a fixed period like estepm months */
    }    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);       survival function given by stepm (the optimization length). Unfortunately it
   }       means that if the survival funtion is printed only each two years of age and if
           you sum them up and add 1 year (area under the trapezoids) you won't get the same 
   fclose(ficgp);       results. So we changed our mind and took the option of the best precision.
        */
 chdir(path);    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
     free_matrix(agev,1,maxwav,1,imx);  
     free_ivector(wav,1,imx);    agelim=AGESUP;
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);      /* nhstepm age range expressed in number of stepm */
          nstepm=(int) rint((agelim-age)*YEARM/stepm); 
     free_imatrix(s,1,maxwav+1,1,n);      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
          /* if (stepm >= YEARM) hstepm=1;*/
          nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
     free_ivector(num,1,n);      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     free_vector(agedc,1,n);      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
     free_vector(weight,1,n);      gp=matrix(0,nhstepm,1,nlstate*nlstate);
     /*free_matrix(covar,1,NCOVMAX,1,n);*/      gm=matrix(0,nhstepm,1,nlstate*nlstate);
     fclose(ficparo);  
     fclose(ficres);      /* Computed by stepm unit matrices, product of hstepm matrices, stored
     /*  }*/         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
          hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
    /*________fin mle=1_________*/   
      
       hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
    
     /* No more information from the sample is required now */      /* Computing  Variances of health expectancies */
   /* Reads comments: lines beginning with '#' */  
   while((c=getc(ficpar))=='#' && c!= EOF){       for(theta=1; theta <=npar; theta++){
     ungetc(c,ficpar);        for(i=1; i<=npar; i++){ 
     fgets(line, MAXLINE, ficpar);          xp[i] = x[i] + (i==theta ?delti[theta]:0);
     puts(line);        }
     fputs(line,ficparo);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
   }    
   ungetc(c,ficpar);        cptj=0;
          for(j=1; j<= nlstate; j++){
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);          for(i=1; i<=nlstate; i++){
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);            cptj=cptj+1;
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
 /*--------- index.htm --------*/              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
             }
   if((fichtm=fopen("index.htm","w"))==NULL)    {          }
     printf("Problem with index.htm \n");goto end;        }
   }       
        
  fprintf(fichtm,"<body><ul> Imach, Version 0.64a<hr> <li>Outputs files<br><br>\n        for(i=1; i<=npar; i++) 
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n          xp[i] = x[i] - (i==theta ?delti[theta]:0);
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>        
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>        cptj=0;
         - 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>          for(i=1;i<=nlstate;i++){
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>            cptj=cptj+1;
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
         - 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);  
               gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
  fprintf(fichtm," <li>Graphs</li>\n<p>");            }
           }
  m=cptcoveff;        }
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}        for(j=1; j<= nlstate*nlstate; j++)
           for(h=0; h<=nhstepm-1; h++){
  j1=0;            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
  for(k1=1; k1<=m;k1++){          }
    for(i1=1; i1<=ncodemax[k1];i1++){       } 
        j1++;     
        if (cptcovn > 0) {  /* End theta */
          fprintf(fichtm,"<hr>************ Results for covariates");  
          for (cpt=1; cpt<=cptcoveff;cpt++)       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);  
          fprintf(fichtm," ************\n<hr>");       for(h=0; h<=nhstepm-1; h++)
        }        for(j=1; j<=nlstate*nlstate;j++)
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>          for(theta=1; theta <=npar; theta++)
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);                trgradg[h][j][theta]=gradg[h][theta][j];
        for(cpt=1; cpt<nlstate;cpt++){       
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>  
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);       for(i=1;i<=nlstate*nlstate;i++)
        }        for(j=1;j<=nlstate*nlstate;j++)
     for(cpt=1; cpt<=nlstate;cpt++) {          varhe[i][j][(int)age] =0.;
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident  
 interval) in state (%d): v%s%d%d.gif <br>       printf("%d|",(int)age);fflush(stdout);
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);         fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
      }       for(h=0;h<=nhstepm-1;h++){
      for(cpt=1; cpt<=nlstate;cpt++) {        for(k=0;k<=nhstepm-1;k++){
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
      }          for(i=1;i<=nlstate*nlstate;i++)
      fprintf(fichtm,"\n<br>- Total life expectancy by age and            for(j=1;j<=nlstate*nlstate;j++)
 health expectancies in states (1) and (2): e%s%d.gif<br>              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);        }
 fprintf(fichtm,"\n</body>");      }
    }      /* Computing expectancies */
  }      for(i=1; i<=nlstate;i++)
 fclose(fichtm);        for(j=1; j<=nlstate;j++)
           for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
   /*--------------- Prevalence limit --------------*/            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
              
   strcpy(filerespl,"pl");  /* 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]);*/
   strcat(filerespl,fileres);  
   if((ficrespl=fopen(filerespl,"w"))==NULL) {          }
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;  
   }      fprintf(ficreseij,"%3.0f",age );
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);      cptj=0;
   fprintf(ficrespl,"#Prevalence limit\n");      for(i=1; i<=nlstate;i++)
   fprintf(ficrespl,"#Age ");        for(j=1; j<=nlstate;j++){
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);          cptj++;
   fprintf(ficrespl,"\n");          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
          }
   prlim=matrix(1,nlstate,1,nlstate);      fprintf(ficreseij,"\n");
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */     
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
   k=0;      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   agebase=agemin;    }
   agelim=agemax;    printf("\n");
   ftolpl=1.e-10;    fprintf(ficlog,"\n");
   i1=cptcoveff;  
   if (cptcovn < 1){i1=1;}    free_vector(xp,1,npar);
     free_matrix(dnewm,1,nlstate*nlstate,1,npar);
   for(cptcov=1;cptcov<=i1;cptcov++){    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
         k=k+1;  }
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/  
         fprintf(ficrespl,"\n#******");  /************ Variance ******************/
         for(j=1;j<=cptcoveff;j++)  void varevsij(char optionfilefiname[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij, int estepm, int cptcov, int cptcod, int popbased, int mobilav)
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);  {
         fprintf(ficrespl,"******\n");    /* Variance of health expectancies */
            /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
         for (age=agebase; age<=agelim; age++){    /* double **newm;*/
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);    double **dnewm,**doldm;
           fprintf(ficrespl,"%.0f",age );    double **dnewmp,**doldmp;
           for(i=1; i<=nlstate;i++)    int i, j, nhstepm, hstepm, h, nstepm ;
           fprintf(ficrespl," %.5f", prlim[i][i]);    int k, cptcode;
           fprintf(ficrespl,"\n");    double *xp;
         }    double **gp, **gm;  /* for var eij */
       }    double ***gradg, ***trgradg; /*for var eij */
     }    double **gradgp, **trgradgp; /* for var p point j */
   fclose(ficrespl);    double *gpp, *gmp; /* for var p point j */
   /*------------- h Pij x at various ages ------------*/    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
      double ***p3mat;
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);    double age,agelim, hf;
   if((ficrespij=fopen(filerespij,"w"))==NULL) {    double ***mobaverage;
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;    int theta;
   }    char digit[4];
   printf("Computing pij: result on file '%s' \n", filerespij);    char digitp[25];
    
   stepsize=(int) (stepm+YEARM-1)/YEARM;    char fileresprobmorprev[FILENAMELENGTH];
   if (stepm<=24) stepsize=2;  
     if(popbased==1){
   agelim=AGESUP;      if(mobilav!=0)
   hstepm=stepsize*YEARM; /* Every year of age */        strcpy(digitp,"-populbased-mobilav-");
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */      else strcpy(digitp,"-populbased-nomobil-");
      }
   k=0;    else 
   for(cptcov=1;cptcov<=i1;cptcov++){      strcpy(digitp,"-stablbased-");
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){  
       k=k+1;    if (mobilav!=0) {
         fprintf(ficrespij,"\n#****** ");      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
         for(j=1;j<=cptcoveff;j++)      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         fprintf(ficrespij,"******\n");        printf(" Error in movingaverage mobilav=%d\n",mobilav);
              }
         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 */    strcpy(fileresprobmorprev,"prmorprev"); 
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    sprintf(digit,"%-d",ij);
           oldm=oldms;savm=savms;    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);      strcat(fileresprobmorprev,digit); /* Tvar to be done */
           fprintf(ficrespij,"# Age");    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
           for(i=1; i<=nlstate;i++)    strcat(fileresprobmorprev,fileres);
             for(j=1; j<=nlstate+ndeath;j++)    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
               fprintf(ficrespij," %1d-%1d",i,j);      printf("Problem with resultfile: %s\n", fileresprobmorprev);
           fprintf(ficrespij,"\n");      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
           for (h=0; h<=nhstepm; h++){    }
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );    printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
             for(i=1; i<=nlstate;i++)    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
               for(j=1; j<=nlstate+ndeath;j++)    fprintf(ficresprobmorprev,"# probabilities of dying before estepm=%d months for people of exact age and weighted probabilities w1*p1j+w2*p2j+... stand dev in()\n",estepm);
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
             fprintf(ficrespij,"\n");    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
           }      fprintf(ficresprobmorprev," p.%-d SE",j);
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      for(i=1; i<=nlstate;i++)
           fprintf(ficrespij,"\n");        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
         }    }  
     }    fprintf(ficresprobmorprev,"\n");
   }    fprintf(ficgp,"\n# Routine varevsij");
     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");
   fclose(ficrespij);    fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
   /*   } */
   /*---------- Health expectancies and variances ------------*/    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   
   strcpy(filerest,"t");    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");
   strcat(filerest,fileres);    fprintf(ficresvij,"# Age");
   if((ficrest=fopen(filerest,"w"))==NULL) {    for(i=1; i<=nlstate;i++)
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;      for(j=1; j<=nlstate;j++)
   }        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
   printf("Computing Total LEs with variances: file '%s' \n", filerest);    fprintf(ficresvij,"\n");
   
     xp=vector(1,npar);
   strcpy(filerese,"e");    dnewm=matrix(1,nlstate,1,npar);
   strcat(filerese,fileres);    doldm=matrix(1,nlstate,1,nlstate);
   if((ficreseij=fopen(filerese,"w"))==NULL) {    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   }  
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
     gpp=vector(nlstate+1,nlstate+ndeath);
  strcpy(fileresv,"v");    gmp=vector(nlstate+1,nlstate+ndeath);
   strcat(fileresv,fileres);    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
   if((ficresvij=fopen(fileresv,"w"))==NULL) {    
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);    if(estepm < stepm){
   }      printf ("Problem %d lower than %d\n",estepm, stepm);
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);    }
     else  hstepm=estepm;   
   k=0;    /* For example we decided to compute the life expectancy with the smallest unit */
   for(cptcov=1;cptcov<=i1;cptcov++){    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){       nhstepm is the number of hstepm from age to agelim 
       k=k+1;       nstepm is the number of stepm from age to agelin. 
       fprintf(ficrest,"\n#****** ");       Look at hpijx to understand the reason of that which relies in memory size
       for(j=1;j<=cptcoveff;j++)       and note for a fixed period like k years */
         fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
       fprintf(ficrest,"******\n");       survival function given by stepm (the optimization length). Unfortunately it
        means that if the survival funtion is printed every two years of age and if
       fprintf(ficreseij,"\n#****** ");       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
       for(j=1;j<=cptcoveff;j++)       results. So we changed our mind and took the option of the best precision.
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);    */
       fprintf(ficreseij,"******\n");    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
     agelim = AGESUP;
       fprintf(ficresvij,"\n#****** ");    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       for(j=1;j<=cptcoveff;j++)      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
       fprintf(ficresvij,"******\n");      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
       gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);      gp=matrix(0,nhstepm,1,nlstate);
       oldm=oldms;savm=savms;      gm=matrix(0,nhstepm,1,nlstate);
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);    
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);  
       oldm=oldms;savm=savms;      for(theta=1; theta <=npar; theta++){
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
                xp[i] = x[i] + (i==theta ?delti[theta]:0);
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");        }
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
       fprintf(ficrest,"\n");        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
          
       hf=1;        if (popbased==1) {
       if (stepm >= YEARM) hf=stepm/YEARM;          if(mobilav ==0){
       epj=vector(1,nlstate+1);            for(i=1; i<=nlstate;i++)
       for(age=bage; age <=fage ;age++){              prlim[i][i]=probs[(int)age][i][ij];
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);          }else{ /* mobilav */ 
         fprintf(ficrest," %.0f",age);            for(i=1; i<=nlstate;i++)
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){              prlim[i][i]=mobaverage[(int)age][i][ij];
           for(i=1, epj[j]=0.;i <=nlstate;i++) {          }
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];        }
           }    
           epj[nlstate+1] +=epj[j];        for(j=1; j<= nlstate; j++){
         }          for(h=0; h<=nhstepm; h++){
         for(i=1, vepp=0.;i <=nlstate;i++)            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
           for(j=1;j <=nlstate;j++)              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
             vepp += vareij[i][j][(int)age];          }
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));        }
         for(j=1;j <=nlstate;j++){        /* This for computing probability of death (h=1 means
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));           computed over hstepm matrices product = hstepm*stepm months) 
         }           as a weighted average of prlim.
         fprintf(ficrest,"\n");        */
       }        for(j=nlstate+1;j<=nlstate+ndeath;j++){
     }          for(i=1,gpp[j]=0.; i<= nlstate; i++)
   }            gpp[j] += prlim[i][i]*p3mat[i][j][1];
                }    
  fclose(ficreseij);        /* end probability of death */
  fclose(ficresvij);  
   fclose(ficrest);        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
   fclose(ficpar);          xp[i] = x[i] - (i==theta ?delti[theta]:0);
   free_vector(epj,1,nlstate+1);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
   /*  scanf("%d ",i); */        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
    
   /*------- Variance limit prevalence------*/          if (popbased==1) {
           if(mobilav ==0){
 strcpy(fileresvpl,"vpl");            for(i=1; i<=nlstate;i++)
   strcat(fileresvpl,fileres);              prlim[i][i]=probs[(int)age][i][ij];
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {          }else{ /* mobilav */ 
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);            for(i=1; i<=nlstate;i++)
     exit(0);              prlim[i][i]=mobaverage[(int)age][i][ij];
   }          }
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);        }
   
  k=0;        for(j=1; j<= nlstate; j++){
  for(cptcov=1;cptcov<=i1;cptcov++){          for(h=0; h<=nhstepm; h++){
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
      k=k+1;              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
      fprintf(ficresvpl,"\n#****** ");          }
      for(j=1;j<=cptcoveff;j++)        }
        fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);        /* This for computing probability of death (h=1 means
      fprintf(ficresvpl,"******\n");           computed over hstepm matrices product = hstepm*stepm months) 
                 as a weighted average of prlim.
      varpl=matrix(1,nlstate,(int) bage, (int) fage);        */
      oldm=oldms;savm=savms;        for(j=nlstate+1;j<=nlstate+ndeath;j++){
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);          for(i=1,gmp[j]=0.; i<= nlstate; i++)
    }           gmp[j] += prlim[i][i]*p3mat[i][j][1];
  }        }    
         /* end probability of death */
   fclose(ficresvpl);  
         for(j=1; j<= nlstate; j++) /* vareij */
   /*---------- End : free ----------------*/          for(h=0; h<=nhstepm; h++){
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
            }
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);  
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);        for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
            gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
          }
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);  
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);      } /* End theta */
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);  
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
    
   free_matrix(matcov,1,npar,1,npar);      for(h=0; h<=nhstepm; h++) /* veij */
   free_vector(delti,1,npar);        for(j=1; j<=nlstate;j++)
            for(theta=1; theta <=npar; theta++)
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);            trgradg[h][j][theta]=gradg[h][theta][j];
   
   printf("End of Imach\n");      for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */        for(theta=1; theta <=npar; theta++)
            trgradgp[j][theta]=gradgp[theta][j];
   /* 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 -----------*/      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
       for(i=1;i<=nlstate;i++)
  end:        for(j=1;j<=nlstate;j++)
 #ifdef windows          vareij[i][j][(int)age] =0.;
  chdir(pathcd);  
 #endif      for(h=0;h<=nhstepm;h++){
  system("wgnuplot graph.plt");        for(k=0;k<=nhstepm;k++){
           matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
 #ifdef windows          matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
   while (z[0] != 'q') {          for(i=1;i<=nlstate;i++)
     chdir(pathcd);            for(j=1;j<=nlstate;j++)
     printf("\nType e to edit output files, c to start again, and q for exiting: ");              vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
     scanf("%s",z);        }
     if (z[0] == 'c') system("./imach");      }
     else if (z[0] == 'e') {    
       chdir(path);      /* pptj */
       system("index.htm");      matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
     }      matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
     else if (z[0] == 'q') exit(0);      for(j=nlstate+1;j<=nlstate+ndeath;j++)
   }        for(i=nlstate+1;i<=nlstate+ndeath;i++)
 #endif          varppt[j][i]=doldmp[j][i];
 }      /* end ppptj */
       /*  x centered again */
       hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
       prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
    
       if (popbased==1) {
         if(mobilav ==0){
           for(i=1; i<=nlstate;i++)
             prlim[i][i]=probs[(int)age][i][ij];
         }else{ /* mobilav */ 
           for(i=1; i<=nlstate;i++)
             prlim[i][i]=mobaverage[(int)age][i][ij];
         }
       }
                
       /* This for computing probability of death (h=1 means
          computed over hstepm (estepm) matrices product = hstepm*stepm months) 
          as a weighted average of prlim.
       */
       for(j=nlstate+1;j<=nlstate+ndeath;j++){
         for(i=1,gmp[j]=0.;i<= nlstate; i++) 
           gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
       }    
       /* end probability of death */
   
       fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
       for(j=nlstate+1; j<=(nlstate+ndeath);j++){
         fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
         for(i=1; i<=nlstate;i++){
           fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
         }
       } 
       fprintf(ficresprobmorprev,"\n");
   
       fprintf(ficresvij,"%.0f ",age );
       for(i=1; i<=nlstate;i++)
         for(j=1; j<=nlstate;j++){
           fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
         }
       fprintf(ficresvij,"\n");
       free_matrix(gp,0,nhstepm,1,nlstate);
       free_matrix(gm,0,nhstepm,1,nlstate);
       free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
       free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
       free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     } /* End age */
     free_vector(gpp,nlstate+1,nlstate+ndeath);
     free_vector(gmp,nlstate+1,nlstate+ndeath);
     free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
     free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
     fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
     /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
     fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
   /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
   /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
   /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
     fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
     fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
     fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",subdirf(fileresprobmorprev));
     fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev));
     fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"%s%s.png\"> <br>\n", estepm,subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
     /*  fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months and then divided by estepm and multiplied by %.0f in order to have the probability to die over a year <br> <img src=\"varmuptjgr%s%s.png\"> <br>\n", stepm,YEARM,digitp,digit);
   */
   /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
     fprintf(ficgp,"\nset out \"%s%s.png\";replot;\n",subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
   
     free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,nlstate);
     free_matrix(dnewm,1,nlstate,1,npar);
     free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
     free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficresprobmorprev);
     fflush(ficgp);
     fflush(fichtm); 
   }  /* end varevsij */
   
   /************ Variance of prevlim ******************/
   void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)
   {
     /* Variance of prevalence limit */
     /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
     double **newm;
     double **dnewm,**doldm;
     int i, j, nhstepm, hstepm;
     int k, cptcode;
     double *xp;
     double *gp, *gm;
     double **gradg, **trgradg;
     double age,agelim;
     int theta;
      
     fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
     fprintf(ficresvpl,"# Age");
     for(i=1; i<=nlstate;i++)
         fprintf(ficresvpl," %1d-%1d",i,i);
     fprintf(ficresvpl,"\n");
   
     xp=vector(1,npar);
     dnewm=matrix(1,nlstate,1,npar);
     doldm=matrix(1,nlstate,1,nlstate);
     
     hstepm=1*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
     agelim = AGESUP;
     for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
       if (stepm >= YEARM) hstepm=1;
       nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
       gradg=matrix(1,npar,1,nlstate);
       gp=vector(1,nlstate);
       gm=vector(1,nlstate);
   
       for(theta=1; theta <=npar; theta++){
         for(i=1; i<=npar; i++){ /* Computes gradient */
           xp[i] = x[i] + (i==theta ?delti[theta]:0);
         }
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(i=1;i<=nlstate;i++)
           gp[i] = prlim[i][i];
       
         for(i=1; i<=npar; i++) /* Computes gradient */
           xp[i] = x[i] - (i==theta ?delti[theta]:0);
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(i=1;i<=nlstate;i++)
           gm[i] = prlim[i][i];
   
         for(i=1;i<=nlstate;i++)
           gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
       } /* End theta */
   
       trgradg =matrix(1,nlstate,1,npar);
   
       for(j=1; j<=nlstate;j++)
         for(theta=1; theta <=npar; theta++)
           trgradg[j][theta]=gradg[theta][j];
   
       for(i=1;i<=nlstate;i++)
         varpl[i][(int)age] =0.;
       matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
       matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
       for(i=1;i<=nlstate;i++)
         varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
   
       fprintf(ficresvpl,"%.0f ",age );
       for(i=1; i<=nlstate;i++)
         fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
       fprintf(ficresvpl,"\n");
       free_vector(gp,1,nlstate);
       free_vector(gm,1,nlstate);
       free_matrix(gradg,1,npar,1,nlstate);
       free_matrix(trgradg,1,nlstate,1,npar);
     } /* End age */
   
     free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,npar);
     free_matrix(dnewm,1,nlstate,1,nlstate);
   
   }
   
   /************ Variance of one-step probabilities  ******************/
   void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
   {
     int i, j=0,  i1, k1, l1, t, tj;
     int k2, l2, j1,  z1;
     int k=0,l, cptcode;
     int first=1, first1;
     double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
     double **dnewm,**doldm;
     double *xp;
     double *gp, *gm;
     double **gradg, **trgradg;
     double **mu;
     double age,agelim, cov[NCOVMAX];
     double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
     int theta;
     char fileresprob[FILENAMELENGTH];
     char fileresprobcov[FILENAMELENGTH];
     char fileresprobcor[FILENAMELENGTH];
   
     double ***varpij;
   
     strcpy(fileresprob,"prob"); 
     strcat(fileresprob,fileres);
     if((ficresprob=fopen(fileresprob,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprob);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
     }
     strcpy(fileresprobcov,"probcov"); 
     strcat(fileresprobcov,fileres);
     if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcov);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
     }
     strcpy(fileresprobcor,"probcor"); 
     strcat(fileresprobcor,fileres);
     if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcor);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
     }
     printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     
     fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
     fprintf(ficresprob,"# Age");
     fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
     fprintf(ficresprobcov,"# Age");
     fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
     fprintf(ficresprobcov,"# Age");
   
   
     for(i=1; i<=nlstate;i++)
       for(j=1; j<=(nlstate+ndeath);j++){
         fprintf(ficresprob," p%1d-%1d (SE)",i,j);
         fprintf(ficresprobcov," p%1d-%1d ",i,j);
         fprintf(ficresprobcor," p%1d-%1d ",i,j);
       }  
    /* fprintf(ficresprob,"\n");
     fprintf(ficresprobcov,"\n");
     fprintf(ficresprobcor,"\n");
    */
    xp=vector(1,npar);
     dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
     doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
     mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
     varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
     first=1;
     fprintf(ficgp,"\n# Routine varprob");
     fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
     fprintf(fichtm,"\n");
   
     fprintf(fichtm,"\n<li><h4> <a href=\"%s\">Matrix of variance-covariance of pairs of step probabilities (drawings)</a></h4></li>\n",optionfilehtmcov);
     fprintf(fichtmcov,"\n<h4>Matrix of variance-covariance of pairs of step probabilities</h4>\n\
     file %s<br>\n",optionfilehtmcov);
     fprintf(fichtmcov,"\nEllipsoids of confidence centered on point (p<inf>ij</inf>, p<inf>kl</inf>) are estimated\
   and drawn. It helps understanding how is the covariance between two incidences.\
    They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
     fprintf(fichtmcov,"\n<br> Contour plot corresponding to x'cov<sup>-1</sup>x = 4 (where x is the column vector (pij,pkl)) are drawn. \
   It can be understood this way: if pij and pkl where uncorrelated the (2x2) matrix of covariance \
   would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 \
   standard deviations wide on each axis. <br>\
    Now, if both incidences are correlated (usual case) we diagonalised the inverse of the covariance matrix\
    and made the appropriate rotation to look at the uncorrelated principal directions.<br>\
   To be simple, these graphs help to understand the significativity of each parameter in relation to a second other one.<br> \n");
   
     cov[1]=1;
     tj=cptcoveff;
     if (cptcovn<1) {tj=1;ncodemax[1]=1;}
     j1=0;
     for(t=1; t<=tj;t++){
       for(i1=1; i1<=ncodemax[t];i1++){ 
         j1++;
         if  (cptcovn>0) {
           fprintf(ficresprob, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprob, "**********\n#\n");
           fprintf(ficresprobcov, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcov, "**********\n#\n");
           
           fprintf(ficgp, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficgp, "**********\n#\n");
           
           
           fprintf(fichtmcov, "\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(fichtmcov, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
           
           fprintf(ficresprobcor, "\n#********** Variable ");    
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcor, "**********\n#");    
         }
         
         for (age=bage; age<=fage; age ++){ 
           cov[2]=age;
           for (k=1; k<=cptcovn;k++) {
             cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
           }
           for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
           for (k=1; k<=cptcovprod;k++)
             cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
           
           gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
           trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
           gp=vector(1,(nlstate)*(nlstate+ndeath));
           gm=vector(1,(nlstate)*(nlstate+ndeath));
       
           for(theta=1; theta <=npar; theta++){
             for(i=1; i<=npar; i++)
               xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
             
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             
             k=0;
             for(i=1; i<= (nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gp[k]=pmmij[i][j];
               }
             }
             
             for(i=1; i<=npar; i++)
               xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
       
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             k=0;
             for(i=1; i<=(nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gm[k]=pmmij[i][j];
               }
             }
        
             for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
               gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
           }
   
           for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
             for(theta=1; theta <=npar; theta++)
               trgradg[j][theta]=gradg[theta][j];
           
           matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
           matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
           free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
           free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
   
           pmij(pmmij,cov,ncovmodel,x,nlstate);
           
           k=0;
           for(i=1; i<=(nlstate); i++){
             for(j=1; j<=(nlstate+ndeath);j++){
               k=k+1;
               mu[k][(int) age]=pmmij[i][j];
             }
           }
           for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
             for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
               varpij[i][j][(int)age] = doldm[i][j];
   
           /*printf("\n%d ",(int)age);
             for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             }*/
   
           fprintf(ficresprob,"\n%d ",(int)age);
           fprintf(ficresprobcov,"\n%d ",(int)age);
           fprintf(ficresprobcor,"\n%d ",(int)age);
   
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
             fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
             fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
           }
           i=0;
           for (k=1; k<=(nlstate);k++){
             for (l=1; l<=(nlstate+ndeath);l++){ 
               i=i++;
               fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
               fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
               for (j=1; j<=i;j++){
                 fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
                 fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
               }
             }
           }/* end of loop for state */
         } /* end of loop for age */
   
         /* Confidence intervalle of pij  */
         /*
           fprintf(ficgp,"\nset noparametric;unset label");
           fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
           fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
           fprintf(fichtm,"\n<br>Probability with  confidence intervals expressed in year<sup>-1</sup> :<a href=\"pijgr%s.png\">pijgr%s.png</A>, ",optionfilefiname,optionfilefiname);
           fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
           fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
           fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
         */
   
         /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
         first1=1;
         for (k2=1; k2<=(nlstate);k2++){
           for (l2=1; l2<=(nlstate+ndeath);l2++){ 
             if(l2==k2) continue;
             j=(k2-1)*(nlstate+ndeath)+l2;
             for (k1=1; k1<=(nlstate);k1++){
               for (l1=1; l1<=(nlstate+ndeath);l1++){ 
                 if(l1==k1) continue;
                 i=(k1-1)*(nlstate+ndeath)+l1;
                 if(i<=j) continue;
                 for (age=bage; age<=fage; age ++){ 
                   if ((int)age %5==0){
                     v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
                     v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     mu1=mu[i][(int) age]/stepm*YEARM ;
                     mu2=mu[j][(int) age]/stepm*YEARM;
                     c12=cv12/sqrt(v1*v2);
                     /* Computing eigen value of matrix of covariance */
                     lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     /* Eigen vectors */
                     v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
                     /*v21=sqrt(1.-v11*v11); *//* error */
                     v21=(lc1-v1)/cv12*v11;
                     v12=-v21;
                     v22=v11;
                     tnalp=v21/v11;
                     if(first1==1){
                       first1=0;
                       printf("%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tang %.3f\nOthers in log...\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     }
                     fprintf(ficlog,"%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tan %.3f\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     /*printf(fignu*/
                     /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
                     /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
                     if(first==1){
                       first=0;
                       fprintf(ficgp,"\nset parametric;unset label");
                       fprintf(ficgp,"\nset log y;set log x; set xlabel \"p%1d%1d (year-1)\";set ylabel \"p%1d%1d (year-1)\"",k1,l1,k2,l2);
                       fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
                       fprintf(fichtmcov,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
    :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
   %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br><img src=\"%s%d%1d%1d-%1d%1d.png\"> ",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nplot [-pi:pi] %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }else{
                       first=0;
                       fprintf(fichtmcov," %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\nreplot %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }/* if first */
                   } /* age mod 5 */
                 } /* end loop age */
                 fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                 first=1;
               } /*l12 */
             } /* k12 */
           } /*l1 */
         }/* k1 */
       } /* loop covariates */
     }
     free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
     free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
     free_vector(xp,1,npar);
     fclose(ficresprob);
     fclose(ficresprobcov);
     fclose(ficresprobcor);
     fflush(ficgp);
     fflush(fichtmcov);
   }
   
   
   /******************* Printing html file ***********/
   void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
                     int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
                     int popforecast, int estepm ,\
                     double jprev1, double mprev1,double anprev1, \
                     double jprev2, double mprev2,double anprev2){
     int jj1, k1, i1, cpt;
   
      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 ",
              jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,subdirf2(fileres,"p"),subdirf2(fileres,"p"));
      fprintf(fichtm,"\
    - Estimated transition probabilities over %d (stepm) months: <a href=\"%s\">%s</a><br>\n ",
              stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"));
      fprintf(fichtm,"\
    - Stable prevalence in each health state: <a href=\"%s\">%s</a> <br>\n",
              subdirf2(fileres,"pl"),subdirf2(fileres,"pl"));
      fprintf(fichtm,"\
    - Life expectancies by age and initial health status (estepm=%2d months): \
      <a href=\"%s\">%s</a> <br>\n</li>",
              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);
        }
      } /* 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", rfileres,rfileres);
   
    fprintf(fichtm," - Variance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"prob"),subdirf2(fileres,"prob"));
    fprintf(fichtm,"\
    - Variance-covariance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"probcov"),subdirf2(fileres,"probcov"));
   
    fprintf(fichtm,"\
    - Correlation matrix of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"probcor"),subdirf2(fileres,"probcor"));
    fprintf(fichtm,"\
    - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"%s\">%s</a><br>\n",
            estepm, subdirf2(fileres,"v"),subdirf2(fileres,"v"));
    fprintf(fichtm,"\
    - Health expectancies with their variances (no covariance): <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"t"),subdirf2(fileres,"t"));
    fprintf(fichtm,"\
    - Standard deviation of stable prevalences: <a href=\"%s\">%s</a> <br>\n",\
            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); */
    fflush(fichtm);
    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 (cross-sectional) and period (incidence based) \
   prevalence (with 95%% confidence interval) in state (%d): %s%d%d.png <br>\
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"v"),cpt,jj1,subdirf2(optionfilefiname,"v"),cpt,jj1);  
        }
        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>");
    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);
   }
   
   
   /**************** function prwizard **********************/
   void prwizard(int ncovmodel, int nlstate, int ndeath,  char model[], FILE *ficparo)
   {
   
     /* Wizard to print covariance matrix template */
   
     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 itimes */
   
   } /* end of prwizard */
   /******************* Gompertz Likelihood ******************************/
   double gompertz(double x[])
   { 
     double A,B,L=0.0,sump=0.,num=0.;
     int i,n=0; /* n is the size of the sample */
     for (i=0;i<=imx-1 ; i++) {
       sump=sump+weight[i];
       /*    sump=sump+1;*/
       num=num+1;
     }
    
    
     /* for (i=0; i<=imx; i++) 
        if (wav[i]>0) printf("i=%d ageex=%lf agecens=%lf agedc=%lf cens=%d %d\n" ,i,ageexmed[i],agecens[i],agedc[i],cens[i],wav[i]);*/
   
     for (i=1;i<=imx ; i++)
       {
         if (cens[i]==1 & wav[i]>1)
           A=-x[1]/(x[2])*(exp(x[2]*(agecens[i]-agegomp))-exp(x[2]*(ageexmed[i]-agegomp)));
         
         if (cens[i]==0 & wav[i]>1)
           A=-x[1]/(x[2])*(exp(x[2]*(agedc[i]-agegomp))-exp(x[2]*(ageexmed[i]-agegomp)))
                +log(x[1]/YEARM)+x[2]*(agedc[i]-agegomp)+log(YEARM);  
         
         if (wav[i]>1 & agecens[i]>15) {
           L=L+A*weight[i];
           /*      printf("\ni=%d A=%f L=%lf x[1]=%lf x[2]=%lf ageex=%lf agecens=%lf cens=%d agedc=%lf weight=%lf\n",i,A,L,x[1],x[2],ageexmed[i]*12,agecens[i]*12,cens[i],agedc[i]*12,weight[i]);*/
         }
       }
   
    /*printf("x1=%2.9f x2=%2.9f x3=%2.9f L=%f\n",x[1],x[2],x[3],L);*/
    
     return -2*L*num/sump;
   }
   
   /******************* Printing html file ***********/
   void printinghtmlmort(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
                     int imx,  double p[],double **matcov){
     int i;
   
     fprintf(fichtm,"<ul><li><h4>Result files </h4>\n Force of mortality. Parameters of the Gompertz fit (with confidence interval in brackets):<br>");
     fprintf(fichtm,"  mu(age) =%lf*exp(%lf*(age-%d)) per year<br><br>",p[1],p[2],agegomp);
     for (i=1;i<=2;i++) 
       fprintf(fichtm," p[%d] = %lf [%f ; %f]<br>\n",i,p[i],p[i]-2*sqrt(matcov[i][i]),p[i]+2*sqrt(matcov[i][i]));
     fprintf(fichtm,"<br><br><img src=\"graphmort.png\">");
     fprintf(fichtm,"</ul>");
     fflush(fichtm);
   }
   
   /******************* Gnuplot file **************/
   void printinggnuplotmort(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;
   
   
     /*#ifdef windows */
     fprintf(ficgp,"cd \"%s\" \n",pathc);
       /*#endif */
   
   
     strcpy(dirfileres,optionfilefiname);
     strcpy(optfileres,"vpl");
     fprintf(ficgp,"set out \"graphmort.png\"\n "); 
     fprintf(ficgp,"set xlabel \"Age\"\n set ylabel \"Force of mortality (per year)\" \n "); 
     fprintf(ficgp, "set ter png small\n set log y\n"); 
     fprintf(ficgp, "set size 0.65,0.65\n");
     fprintf(ficgp,"plot [%d:100] %lf*exp(%lf*(x-%d))",agegomp,p[1],p[2],agegomp);
   
   } 
   
   
   
   
   /***********************************************/
   /**************** 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, ll, li, lj, lk, imk;
     int numlinepar=0; /* Current linenumber of parameter file */
     int itimes;
     int NDIM=2;
   
     char ca[32], cb[32], cc[32];
     /*  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], pathimach[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;
     double **ximort;
     char *alph[]={"a","a","b","c","d","e"}, str[4];
     int *dcwave;
   
     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;
    
   /*   setlocale (LC_ALL, ""); */
   /*   bindtextdomain (PACKAGE, LOCALEDIR); */
   /*   textdomain (PACKAGE); */
   /*   setlocale (LC_CTYPE, ""); */
   /*   setlocale (LC_MESSAGES, ""); */
   
     /*   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
     (void) gettimeofday(&start_time,&tzp);
     curr_time=start_time;
     tm = *localtime(&start_time.tv_sec);
     tmg = *gmtime(&start_time.tv_sec);
     strcpy(strstart,asctime(&tm));
   
   /*  printf("Localtime (at start)=%s",strstart); */
   /*  tp.tv_sec = tp.tv_sec +86400; */
   /*  tm = *localtime(&start_time.tv_sec); */
   /*   tmg.tm_year=tmg.tm_year +dsign*dyear; */
   /*   tmg.tm_mon=tmg.tm_mon +dsign*dmonth; */
   /*   tmg.tm_hour=tmg.tm_hour + 1; */
   /*   tp.tv_sec = mktime(&tmg); */
   /*   strt=asctime(&tmg); */
   /*   printf("Time(after) =%s",strstart);  */
   /*  (void) time (&time_value);
   *  printf("time=%d,t-=%d\n",time_value,time_value-86400);
   *  tm = *localtime(&time_value);
   *  strstart=asctime(&tm);
   *  printf("tim_value=%d,asctime=%s\n",time_value,strstart); 
   */
   
     nberr=0; /* Number of errors and warnings */
     nbwarn=0;
     getcwd(pathcd, size);
   
     printf("\n%s\n%s",version,fullversion);
     if(argc <=1){
       printf("\nEnter the parameter file name: ");
       scanf("%s",pathtot);
     }
     else{
       strcpy(pathtot,argv[1]);
     }
     /*if(getcwd(pathcd, MAXLINE)!= NULL)printf ("Error pathcd\n");*/
     /*cygwin_split_path(pathtot,path,optionfile);
       printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
     /* cutv(path,optionfile,pathtot,'\\');*/
   
     split(argv[0],pathimach,optionfile,optionfilext,optionfilefiname);
    /*   strcpy(pathimach,argv[0]); */
     split(pathtot,path,optionfile,optionfilext,optionfilefiname);
     printf("pathimach=%s, pathtot=%s,\npath=%s,\noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",pathimach,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: \n");
     fprintf(ficlog,"pathimach=%s\npathtot=%s\n\
    path=%s \n\
    optionfile=%s\n\
    optionfilext=%s\n\
    optionfilefiname=%s\n",pathimach,pathtot,path,optionfile,optionfilext,optionfilefiname);
   
     printf("Local time (at start):%s",strstart);
     fprintf(ficlog,"Local time (at start): %s",strstart);
     fflush(ficlog);
   /*   (void) gettimeofday(&curr_time,&tzp); */
   /*   printf("Elapsed time %d\n", asc_diff_time(curr_time.tv_sec-start_time.tv_sec,tmpout)); */
   
     /* */
     strcpy(fileres,"r");
     strcat(fileres, optionfilefiname);
     strcat(fileres,".txt");    /* Other files have txt extension */
   
     /*---------arguments file --------*/
   
     if((ficpar=fopen(optionfile,"r"))==NULL)    {
       printf("Problem with optionfile %s\n",optionfile);
       fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
       fflush(ficlog);
       goto end;
     }
   
   
   
     strcpy(filereso,"o");
     strcat(filereso,fileres);
     if((ficparo=fopen(filereso,"w"))==NULL) { /* opened on subdirectory */
       printf("Problem with Output resultfile: %s\n", filereso);
       fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
       fflush(ficlog);
       goto end;
     }
   
     /* Reads comments: lines beginning with '#' */
     numlinepar=0;
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
     numlinepar++;
     printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model);
     fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fprintf(ficlog,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fflush(ficlog);
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
      
     covar=matrix(0,NCOVMAX,1,n); 
     cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
     if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
   
     ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
     nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
   
     delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     delti=delti3[1][1];
     /*delti=vector(1,npar); *//* Scale of each paramater (output from hesscov)*/
     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);
       free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
       fclose (ficparo);
       fclose (ficlog);
       exit(0);
     }
     else if(mle==-3) {
       prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
       printf(" You choose mle=-3, look at file %s for a template of covariance matrix \n",filereso);
       fprintf(ficlog," You choose mle=-3, look at file %s for a template of covariance matrix \n",filereso);
       param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
       matcov=matrix(1,npar,1,npar);
     }
     else{
       /* 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);
   
   
       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);
   
       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 parameter 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);
     }    /* End of mle != -3 */
   
     /*-------- 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=0; line[j] != '\n';j++){  /* Untabifies line */
           if(line[j] == '\t')
             line[j] = ' ';
         }
         for (j=maxwav;j>=1;j--){
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb); 
           strcpy(line,stra);
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         }
           
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
         for (j=ncovcol;j>=1;j--){
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         } 
         lstra=strlen(stra);
         if(lstra > 9){ /* More than 2**32 or max of what printf can write with %ld */
           stratrunc = &(stra[lstra-9]);
           num[i]=atol(stratrunc);
         }
         else
           num[i]=atol(stra);
           
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
           printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/
   
         i=i+1;
       }
     }
     /* printf("ii=%d", ij);
        scanf("%d",i);*/
     imx=i-1; /* Number of individuals */
   
     /* for (i=1; i<=imx; i++){
       if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
       if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
       if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
       }*/
      /*  for (i=1; i<=imx; i++){
        if (s[4][i]==9)  s[4][i]=-1; 
        printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));}*/
     
    for (i=1; i<=imx; i++)
    
      /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
        else weight[i]=1;*/
   
     /* Calculation of the number of parameter from char model*/
     Tvar=ivector(1,15); /* stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
     Tprod=ivector(1,15); 
     Tvaraff=ivector(1,15); 
     Tvard=imatrix(1,15,1,2);
     Tage=ivector(1,15);      
      
     if (strlen(model) >1){ /* If there is at least 1 covariate */
       j=0, j1=0, k1=1, k2=1;
       j=nbocc(model,'+'); /* j=Number of '+' */
       j1=nbocc(model,'*'); /* j1=Number of '*' */
       cptcovn=j+1; 
       cptcovprod=j1; /*Number of products */
       
       strcpy(modelsav,model); 
       if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
         printf("Error. Non available option model=%s ",model);
         fprintf(ficlog,"Error. Non available option model=%s ",model);
         goto end;
       }
       
       /* This loop fills the array Tvar from the string 'model'.*/
   
       for(i=(j+1); i>=1;i--){
         cutv(stra,strb,modelsav,'+'); /* keeps in strb after the last + */ 
         if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
         /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
         /*scanf("%d",i);*/
         if (strchr(strb,'*')) {  /* Model includes a product */
           cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn (if not *age)*/
           if (strcmp(strc,"age")==0) { /* Vn*age */
             cptcovprod--;
             cutv(strb,stre,strd,'V');
             Tvar[i]=atoi(stre); /* computes n in Vn and stores in Tvar*/
             cptcovage++;
               Tage[cptcovage]=i;
               /*printf("stre=%s ", stre);*/
           }
           else if (strcmp(strd,"age")==0) { /* or age*Vn */
             cptcovprod--;
             cutv(strb,stre,strc,'V');
             Tvar[i]=atoi(stre);
             cptcovage++;
             Tage[cptcovage]=i;
           }
           else {  /* Age is not in the model */
             cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n*/
             Tvar[i]=ncovcol+k1;
             cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
             Tprod[k1]=i;
             Tvard[k1][1]=atoi(strc); /* m*/
             Tvard[k1][2]=atoi(stre); /* n */
             Tvar[cptcovn+k2]=Tvard[k1][1];
             Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
             for (k=1; k<=lastobs;k++) 
               covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
             k1++;
             k2=k2+2;
           }
         }
         else { /* no more sum */
           /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
          /*  scanf("%d",i);*/
         cutv(strd,strc,strb,'V');
         Tvar[i]=atoi(strc);
         }
         strcpy(modelsav,stra);  
         /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
           scanf("%d",i);*/
       } /* end of loop + */
     } /* end model */
     
     /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
       If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
   
     /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
     printf("cptcovprod=%d ", cptcovprod);
     fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
   
     scanf("%d ",i);
     fclose(fic);*/
   
       /*  if(mle==1){*/
     if (weightopt != 1) { /* Maximisation without weights*/
       for(i=1;i<=n;i++) weight[i]=1.0;
     }
       /*-calculation of age at interview from date of interview and age at death -*/
     agev=matrix(1,maxwav,1,imx);
   
     for (i=1; i<=imx; i++) {
       for(m=2; (m<= maxwav); m++) {
         if (((int)mint[m][i]== 99) && (s[m][i] <= nlstate)){
           anint[m][i]=9999;
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]==9999 && s[m][i]>nlstate){
           nberr++;
           printf("Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           fprintf(ficlog,"Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
           nberr++;
           printf("Error! Month of death of individual %ld on line %d was unknown %2d, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,(int)moisdc[i]); 
           fprintf(ficlog,"Error! Month of death of individual %ld on line %d was unknown %f, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,moisdc[i]); 
           s[m][i]=-1; /* We prefer to skip it (and to skip it in version 0.8a1 too */
         }
       }
     }
   
     for (i=1; i<=imx; i++)  {
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
       for(m=firstpass; (m<= lastpass); m++){
         if(s[m][i] >0 || s[m][i]==-2){
           if (s[m][i] >= nlstate+1) {
             if(agedc[i]>0)
               if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
                 agev[m][i]=agedc[i];
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
               else {
                 if ((int)andc[i]!=9999){
                   nbwarn++;
                   printf("Warning negative age at death: %ld line:%d\n",num[i],i);
                   fprintf(ficlog,"Warning negative age at death: %ld line:%d\n",num[i],i);
                   agev[m][i]=-1;
                 }
               }
           }
           else if(s[m][i] !=9){ /* Standard case, age in fractional
                                    years but with the precision of a
                                    month */
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
             if((int)mint[m][i]==99 || (int)anint[m][i]==9999)
               agev[m][i]=1;
             else if(agev[m][i] <agemin){ 
               agemin=agev[m][i];
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
             }
             else if(agev[m][i] >agemax){
               agemax=agev[m][i];
               /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
             }
             /*agev[m][i]=anint[m][i]-annais[i];*/
             /*     agev[m][i] = age[i]+2*m;*/
           }
           else { /* =9 */
             agev[m][i]=1;
             s[m][i]=-1;
           }
         }
         else /*= 0 Unknown */
           agev[m][i]=1;
       }
       
     }
     for (i=1; i<=imx; i++)  {
       for(m=firstpass; (m<=lastpass); m++){
         if (s[m][i] > (nlstate+ndeath)) {
           nberr++;
           printf("Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           fprintf(ficlog,"Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           goto end;
         }
       }
     }
   
     /*for (i=1; i<=imx; i++){
     for (m=firstpass; (m<lastpass); m++){
        printf("%ld %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
   }
   
   }*/
   
   
     printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
     fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
   
     agegomp=(int)agemin;
     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);
     if(mle==-3)
       strcat(optionfilegnuplot,"-mort");
     strcat(optionfilegnuplot,".gp");
   
     if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
       printf("Problem with file %s",optionfilegnuplot);
     }
     else{
       fprintf(ficgp,"\n# %s\n", version); 
       fprintf(ficgp,"# %s\n", optionfilegnuplot); 
       fprintf(ficgp,"set missing 'NaNq'\n");
     }
     /*  fclose(ficgp);*/
     /*--------- index.htm --------*/
   
     strcpy(optionfilehtm,optionfilefiname); /* Main html file */
     if(mle==-3)
       strcat(optionfilehtm,"-mort");
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
     }
   
     strcpy(optionfilehtmcov,optionfilefiname); /* Only for matrix of covariance */
     strcat(optionfilehtmcov,"-cov.htm");
     if((fichtmcov=fopen(optionfilehtmcov,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtmcov), exit(0);
     }
     else{
     fprintf(fichtmcov,"<body>\n<title>IMaCh Cov %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model);
     }
   
     fprintf(fichtm,"<body>\n<title>IMaCh %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n\
   \n\
   <hr  size=\"2\" color=\"#EC5E5E\">\
    <ul><li><h4>Parameter files</h4>\n\
    - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n\
    - Log file of the run: <a href=\"%s\">%s</a><br>\n\
    - Gnuplot file name: <a href=\"%s\">%s</a><br>\n\
    - Date and time at start: %s</ul>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model,\
             fileres,fileres,\
             filelog,filelog,optionfilegnuplot,optionfilegnuplot,strstart);
     fflush(fichtm);
   
     strcpy(pathr,path);
     strcat(pathr,optionfilefiname);
     chdir(optionfilefiname); /* Move to directory named optionfile */
     
     /* 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*/
     if (mle==-3){
       ximort=matrix(1,NDIM,1,NDIM);
       cens=ivector(1,n);
       ageexmed=vector(1,n);
       agecens=vector(1,n);
       dcwave=ivector(1,n);
    
       for (i=1; i<=imx; i++){
         dcwave[i]=-1;
         for (j=1; j<=lastpass; j++)
           if (s[j][i]>nlstate) {
             dcwave[i]=j;
             /*    printf("i=%d j=%d s=%d dcwave=%d\n",i,j, s[j][i],dcwave[i]);*/
             break;
           }
       }
   
       for (i=1; i<=imx; i++) {
         if (wav[i]>0){
           ageexmed[i]=agev[mw[1][i]][i];
           j=wav[i];agecens[i]=1.; 
           if (ageexmed[i]>1 & wav[i]>0) agecens[i]=agev[mw[j][i]][i];
           cens[i]=1;
           
           if (ageexmed[i]<1) cens[i]=-1;
           if (agedc[i]< AGESUP & agedc[i]>1 & dcwave[i]>firstpass & dcwave[i]<=lastpass) cens[i]=0 ;
         }
         else cens[i]=-1;
       }
       
       for (i=1;i<=NDIM;i++) {
         for (j=1;j<=NDIM;j++)
           ximort[i][j]=(i == j ? 1.0 : 0.0);
       }
   
       p[1]=0.1; p[2]=0.1;
       /*printf("%lf %lf", p[1], p[2]);*/
       
       
     printf("Powell\n");  fprintf(ficlog,"Powell\n");
     strcpy(filerespow,"pow-mort"); 
     strcat(filerespow,fileres);
     if((ficrespow=fopen(filerespow,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", filerespow);
       fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
     }
     fprintf(ficrespow,"# Powell\n# iter -2*LL");
     /*  for (i=1;i<=nlstate;i++)
       for(j=1;j<=nlstate+ndeath;j++)
         if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
     */
     fprintf(ficrespow,"\n");
   
       powell(p,ximort,NDIM,ftol,&iter,&fret,gompertz);
       fclose(ficrespow);
       
       hesscov(matcov, p, NDIM,delti, 1e-4, gompertz); 
   
       for(i=1; i <=NDIM; i++)
         for(j=i+1;j<=NDIM;j++)
           matcov[i][j]=matcov[j][i];
       
       printf("\nCovariance matrix\n ");
       for(i=1; i <=NDIM; i++) {
         for(j=1;j<=NDIM;j++){ 
           printf("%f ",matcov[i][j]);
         }
         printf("\n ");
       }
       
       printf("iter=%d MLE=%f Eq=%lf*exp(%lf*(age-%d))\n",iter,-gompertz(p),p[1],p[2],agegomp);
       for (i=1;i<=NDIM;i++) 
         printf("%f [%f ; %f]\n",p[i],p[i]-2*sqrt(matcov[i][i]),p[i]+2*sqrt(matcov[i][i]));
       replace_back_to_slash(pathc,path); /* Even gnuplot wants a / */
       printinggnuplotmort(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
       
       printinghtmlmort(fileres,title,datafile, firstpass, lastpass, \
                        stepm, weightopt,\
                        model,imx,p,matcov);
     } /* Endof if mle==-3 */
   
     else{ /* For mle >=1 */
     
       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);
       
       
       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");
       /* # 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" */
       
       
       /* Just to have a covariance matrix which will be more understandable
          even is we still don't want to manage dictionary of variables
       */
       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){
                 if(mle>=1)
                   printf("#%1d%1d%d",i,j,k);
                 fprintf(ficlog,"#%1d%1d%d",i,j,k);
                 fprintf(ficres,"#%1d%1d%d",i,j,k);
               }else{
                 if(mle>=1)
                   printf("%1d%1d%d",i,j,k);
                 fprintf(ficlog,"%1d%1d%d",i,j,k);
                 fprintf(ficres,"%1d%1d%d",i,j,k);
               }
               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){
                           if(mle>=1)
                             printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                           fprintf(ficlog," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                           fprintf(ficres," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         }else{
                           if(mle>=1)
                             printf(" %.5e",matcov[jj][ll]); 
                           fprintf(ficlog," %.5e",matcov[jj][ll]); 
                           fprintf(ficres," %.5e",matcov[jj][ll]); 
                         }
                       }else{
                         if(itimes==1){
                           if(mle>=1)
                             printf(" Var(%s%1d%1d)",ca,i,j);
                           fprintf(ficlog," Var(%s%1d%1d)",ca,i,j);
                           fprintf(ficres," Var(%s%1d%1d)",ca,i,j);
                         }else{
                           if(mle>=1)
                             printf(" %.5e",matcov[jj][ll]); 
                           fprintf(ficlog," %.5e",matcov[jj][ll]); 
                           fprintf(ficres," %.5e",matcov[jj][ll]); 
                         }
                       }
                     }
                   } /* end lk */
                 } /* end lj */
               } /* end li */
               if(mle>=1)
                 printf("\n");
               fprintf(ficlog,"\n");
               fprintf(ficres,"\n");
               numlinepar++;
             } /* end k*/
           } /*end j */
         } /* end i */
       } /* end itimes */
       
       fflush(ficlog);
       fflush(ficres);
       
       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.*/
       
       
       
       /*  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);
       for(i=1;i<=AGESUP;i++)
         for(j=1;j<=NCOVMAX;j++)
           for(k=1;k<=NCOVMAX;k++)
             probs[i][j][k]=0.;
   
       /*---------- 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 ----------------*/
       if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     }  /* mle==-3 arrives here for freeing */
       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);
   
       free_ivector(ncodemax,1,8);
       free_ivector(Tvar,1,15);
       free_ivector(Tprod,1,15);
       free_ivector(Tvaraff,1,15);
       free_ivector(Tage,1,15);
       free_ivector(Tcode,1,100);
   
   
     fflush(fichtm);
     fflush(ficgp);
     
   
     if((nberr >0) || (nbwarn>0)){
       printf("End of Imach with %d errors and/or %d warnings\n",nberr,nbwarn);
       fprintf(ficlog,"End of Imach with %d errors and/or warnings %d\n",nberr,nbwarn);
     }else{
       printf("End of Imach\n");
       fprintf(ficlog,"End of Imach\n");
     }
     printf("See log file on %s\n",filelog);
     /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
     (void) gettimeofday(&end_time,&tzp);
     tm = *localtime(&end_time.tv_sec);
     tmg = *gmtime(&end_time.tv_sec);
     strcpy(strtend,asctime(&tm));
     printf("Local time at start %s\nLocaltime at end   %s",strstart, strtend); 
     fprintf(ficlog,"Local time at start %s\nLocal time at end   %s\n",strstart, strtend); 
     printf("Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
   
     printf("Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     fprintf(ficlog,"Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
     fprintf(ficlog,"Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     /*  printf("Total time was %d uSec.\n", total_usecs);*/
   /*   if(fileappend(fichtm,optionfilehtm)){ */
     fprintf(fichtm,"<br>Local time at start %s<br>Local time at end   %s<br>",strstart, strtend);
     fclose(fichtm);
     fclose(fichtmcov);
     fclose(ficgp);
     fclose(ficlog);
     /*------ End -----------*/
   
     chdir(path);
     strcpy(plotcmd,"\"");
     strcat(plotcmd,pathimach);
     strcat(plotcmd,GNUPLOTPROGRAM);
     strcat(plotcmd,"\"");
     strcat(plotcmd," ");
     strcat(plotcmd,optionfilegnuplot);
     printf("Starting graphs with: %s",plotcmd);fflush(stdout);
     if((outcmd=system(plotcmd)) != 0){
       printf(" Problem with gnuplot\n");
     }
     printf(" Wait...");
     while (z[0] != 'q') {
       /* chdir(path); */
       printf("\nType e to edit output files, g to graph again and q for exiting: ");
       scanf("%s",z);
   /*     if (z[0] == 'c') system("./imach"); */
       if (z[0] == 'e') {
         printf("Starting browser with: %s",optionfilehtm);fflush(stdout);
         system(optionfilehtm);
       }
       else if (z[0] == 'g') system(plotcmd);
       else if (z[0] == 'q') exit(0);
     }
     end:
     while (z[0] != 'q') {
       printf("\nType  q for exiting: ");
       scanf("%s",z);
     }
   }
   
   
   

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  Added in v.1.104


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