Diff for /imach/src/imach.c between versions 1.6 and 1.83

version 1.6, 2001/05/02 17:47:10 version 1.83, 2003/06/10 13:39:11
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 1.83  2003/06/10 13:39:11  lievre
   individuals from different ages are interviewed on their health status    *** empty log message ***
   or degree of  disability. At least a second wave of interviews  
   ("longitudinal") should  measure each new individual health status.    Revision 1.82  2003/06/05 15:57:20  brouard
   Health expectancies are computed from the transistions observed between    Add log in  imach.c and  fullversion number is now printed.
   waves and are computed for each degree of severity of disability (number  
   of life states). More degrees you consider, more time is necessary to  */
   reach the Maximum Likelihood of the parameters involved in the model.  /*
   The simplest model is the multinomial logistic model where pij is     Interpolated Markov Chain
   the probabibility to be observed in state j at the second wave conditional  
   to be observed in state i at the first wave. Therefore the model is:    Short summary of the programme:
   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    This program computes Healthy Life Expectancies from
   age", you should modify the program where the markup    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
     *Covariates have to be included here again* invites you to do it.    first survey ("cross") where individuals from different ages are
   More covariates you add, less is the speed of the convergence.    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
   The advantage that this computer programme claims, comes from that if the    second wave of interviews ("longitudinal") which measure each change
   delay between waves is not identical for each individual, or if some    (if any) in individual health status.  Health expectancies are
   individual missed an interview, the information is not rounded or lost, but    computed from the time spent in each health state according to a
   taken into account using an interpolation or extrapolation.    model. More health states you consider, more time is necessary to reach the
   hPijx is the probability to be    Maximum Likelihood of the parameters involved in the model.  The
   observed in state i at age x+h conditional to the observed state i at age    simplest model is the multinomial logistic model where pij is the
   x. The delay 'h' can be split into an exact number (nh*stepm) of    probability to be observed in state j at the second wave
   unobserved intermediate  states. This elementary transition (by month or    conditional to be observed in state i at the first wave. Therefore
   quarter trimester, semester or year) is model as a multinomial logistic.    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices    'age' is age and 'sex' is a covariate. If you want to have a more
   and the contribution of each individual to the likelihood is simply hPijx.    complex model than "constant and age", you should modify the program
     where the markup *Covariates have to be included here again* invites
   Also this programme outputs the covariance matrix of the parameters but also    you to do it.  More covariates you add, slower the
   of the life expectancies. It also computes the prevalence limits.    convergence.
    
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    The advantage of this computer programme, compared to a simple
            Institut national d'études démographiques, Paris.    multinomial logistic model, is clear when the delay between waves is not
   This software have been partly granted by Euro-REVES, a concerted action    identical for each individual. Also, if a individual missed an
   from the European Union.    intermediate interview, the information is lost, but taken into
   It is copyrighted identically to a GNU software product, ie programme and    account using an interpolation or extrapolation.  
   software can be distributed freely for non commercial use. Latest version  
   can be accessed at http://euroreves.ined.fr/imach .    hPijx is the probability to be observed in state i at age x+h
   **********************************************************************/    conditional to the observed state i at age x. The delay 'h' can be
      split into an exact number (nh*stepm) of unobserved intermediate
 #include <math.h>    states. This elementary transition (by month, quarter,
 #include <stdio.h>    semester or year) is modelled as a multinomial logistic.  The hPx
 #include <stdlib.h>    matrix is simply the matrix product of nh*stepm elementary matrices
 #include <unistd.h>    and the contribution of each individual to the likelihood is simply
     hPijx.
 #define MAXLINE 256  
 #define FILENAMELENGTH 80    Also this programme outputs the covariance matrix of the parameters but also
 /*#define DEBUG*/    of the life expectancies. It also computes the stable prevalence. 
 #define windows    
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */             Institut national d'études démographiques, Paris.
     This software have been partly granted by Euro-REVES, a concerted action
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    from the European Union.
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    It is copyrighted identically to a GNU software product, ie programme and
     software can be distributed freely for non commercial use. Latest version
 #define NINTERVMAX 8    can be accessed at http://euroreves.ined.fr/imach .
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */  
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
 #define NCOVMAX 8 /* Maximum number of covariates */    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
 #define MAXN 20000    
 #define YEARM 12. /* Number of months per year */    **********************************************************************/
 #define AGESUP 130  /*
 #define AGEBASE 40    main
     read parameterfile
     read datafile
 int nvar;    concatwav
 static int cptcov;    if (mle >= 1)
 int cptcovn, cptcovage=0;      mlikeli
 int npar=NPARMAX;    print results files
 int nlstate=2; /* Number of live states */    if mle==1 
 int ndeath=1; /* Number of dead states */       computes hessian
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    read end of parameter file: agemin, agemax, bage, fage, estepm
         begin-prev-date,...
 int *wav; /* Number of waves for this individuual 0 is possible */    open gnuplot file
 int maxwav; /* Maxim number of waves */    open html file
 int mle, weightopt;    stable prevalence
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */     for age prevalim()
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */    h Pij x
 double **oldm, **newm, **savm; /* Working pointers to matrices */    variance of p varprob
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    forecasting if prevfcast==1 prevforecast call prevalence()
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;    health expectancies
 FILE *ficgp, *fichtm;    Variance-covariance of DFLE
 FILE *ficreseij;    prevalence()
   char filerese[FILENAMELENGTH];     movingaverage()
  FILE  *ficresvij;    varevsij() 
   char fileresv[FILENAMELENGTH];    if popbased==1 varevsij(,popbased)
  FILE  *ficresvpl;    total life expectancies
   char fileresvpl[FILENAMELENGTH];    Variance of stable prevalence
    end
 #define NR_END 1  */
 #define FREE_ARG char*  
 #define FTOL 1.0e-10  
   
 #define NRANSI   
 #define ITMAX 200  #include <math.h>
   #include <stdio.h>
 #define TOL 2.0e-4  #include <stdlib.h>
   #include <unistd.h>
 #define CGOLD 0.3819660  
 #define ZEPS 1.0e-10  #define MAXLINE 256
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);  #define GNUPLOTPROGRAM "gnuplot"
   /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
 #define GOLD 1.618034  #define FILENAMELENGTH 80
 #define GLIMIT 100.0  /*#define DEBUG*/
 #define TINY 1.0e-20  #define windows
   #define GLOCK_ERROR_NOPATH              -1      /* empty path */
 static double maxarg1,maxarg2;  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))  
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))  #define MAXPARM 30 /* Maximum number of parameters for the optimization */
    #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))  
 #define rint(a) floor(a+0.5)  #define NINTERVMAX 8
   #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
 static double sqrarg;  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)  #define NCOVMAX 8 /* Maximum number of covariates */
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}  #define MAXN 20000
   #define YEARM 12. /* Number of months per year */
 int imx;  #define AGESUP 130
 int stepm;  #define AGEBASE 40
 /* Stepm, step in month: minimum step interpolation*/  #ifdef windows
   #define DIRSEPARATOR '\\'
 int m,nb;  #define ODIRSEPARATOR '/'
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;  #else
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;  #define DIRSEPARATOR '/'
 double **pmmij;  #define ODIRSEPARATOR '\\'
   #endif
 double *weight;  
 int **s; /* Status */  /* $Id$ */
 double *agedc, **covar, idx;  /* $State$ */
 int **nbcode, *Tcode, *Tvar, **codtab;  
   char version[]="Imach version 0.95a1, June 2003, INED-EUROREVES ";
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */  char fullversion[]="$Revision$ $Date$"; 
 double ftolhess; /* Tolerance for computing hessian */  int erreur; /* Error number */
   int nvar;
   int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
 static  int split( char *path, char *dirc, char *name )  int npar=NPARMAX;
 {  int nlstate=2; /* Number of live states */
    char *s;                             /* pointer */  int ndeath=1; /* Number of dead states */
    int  l1, l2;                         /* length counters */  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
   int popbased=0;
    l1 = strlen( path );                 /* length of path */  
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );  int *wav; /* Number of waves for this individuual 0 is possible */
    s = strrchr( path, '\\' );           /* find last / */  int maxwav; /* Maxim number of waves */
    if ( s == NULL ) {                   /* no directory, so use current */  int jmin, jmax; /* min, max spacing between 2 waves */
 #if     defined(__bsd__)                /* get current working directory */  int mle, weightopt;
       extern char       *getwd( );  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 */
       if ( getwd( dirc ) == NULL ) {  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
 #else             * wave mi and wave mi+1 is not an exact multiple of stepm. */
       extern char       *getcwd( );  double jmean; /* Mean space between 2 waves */
   double **oldm, **newm, **savm; /* Working pointers to matrices */
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
 #endif  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
          return( GLOCK_ERROR_GETCWD );  FILE *ficlog, *ficrespow;
       }  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
       strcpy( name, path );             /* we've got it */  FILE *ficresprobmorprev;
    } else {                             /* strip direcotry from path */  FILE *fichtm; /* Html File */
       s++;                              /* after this, the filename */  FILE *ficreseij;
       l2 = strlen( s );                 /* length of filename */  char filerese[FILENAMELENGTH];
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );  FILE  *ficresvij;
       strcpy( name, s );                /* save file name */  char fileresv[FILENAMELENGTH];
       strncpy( dirc, path, l1 - l2 );   /* now the directory */  FILE  *ficresvpl;
       dirc[l1-l2] = 0;                  /* add zero */  char fileresvpl[FILENAMELENGTH];
    }  char title[MAXLINE];
    l1 = strlen( dirc );                 /* length of directory */  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
    return( 0 );                         /* we're done */  
 }  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
   char filelog[FILENAMELENGTH]; /* Log file */
   char filerest[FILENAMELENGTH];
 /******************************************/  char fileregp[FILENAMELENGTH];
   char popfile[FILENAMELENGTH];
 void replace(char *s, char*t)  
 {  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];
   int i;  
   int lg=20;  #define NR_END 1
   i=0;  #define FREE_ARG char*
   lg=strlen(t);  #define FTOL 1.0e-10
   for(i=0; i<= lg; i++) {  
     (s[i] = t[i]);  #define NRANSI 
     if (t[i]== '\\') s[i]='/';  #define ITMAX 200 
   }  
 }  #define TOL 2.0e-4 
   
 int nbocc(char *s, char occ)  #define CGOLD 0.3819660 
 {  #define ZEPS 1.0e-10 
   int i,j=0;  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
   int lg=20;  
   i=0;  #define GOLD 1.618034 
   lg=strlen(s);  #define GLIMIT 100.0 
   for(i=0; i<= lg; i++) {  #define TINY 1.0e-20 
   if  (s[i] == occ ) j++;  
   }  static double maxarg1,maxarg2;
   return j;  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
 }  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
     
 void cutv(char *u,char *v, char*t, char occ)  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
 {  #define rint(a) floor(a+0.5)
   int i,lg,j,p=0;  
   i=0;  static double sqrarg;
   for(j=0; j<=strlen(t)-1; j++) {  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
   }  
   int imx; 
   lg=strlen(t);  int stepm;
   for(j=0; j<p; j++) {  /* Stepm, step in month: minimum step interpolation*/
     (u[j] = t[j]);  
   }  int estepm;
      u[p]='\0';  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
   
    for(j=0; j<= lg; j++) {  int m,nb;
     if (j>=(p+1))(v[j-p-1] = t[j]);  int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
   }  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
 }  double **pmmij, ***probs;
   double dateintmean=0;
 /********************** nrerror ********************/  
   double *weight;
 void nrerror(char error_text[])  int **s; /* Status */
 {  double *agedc, **covar, idx;
   fprintf(stderr,"ERREUR ...\n");  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
   fprintf(stderr,"%s\n",error_text);  
   exit(1);  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
 }  double ftolhess; /* Tolerance for computing hessian */
 /*********************** vector *******************/  
 double *vector(int nl, int nh)  /**************** split *************************/
 {  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
   double *v;  {
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));    char  *ss;                            /* pointer */
   if (!v) nrerror("allocation failure in vector");    int   l1, l2;                         /* length counters */
   return v-nl+NR_END;  
 }    l1 = strlen(path );                   /* length of path */
     if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
 /************************ free vector ******************/    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
 void free_vector(double*v, int nl, int nh)    if ( ss == NULL ) {                   /* no directory, so use current */
 {      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
   free((FREE_ARG)(v+nl-NR_END));        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
 }      /* get current working directory */
       /*    extern  char* getcwd ( char *buf , int len);*/
 /************************ivector *******************************/      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
 int *ivector(long nl,long nh)        return( GLOCK_ERROR_GETCWD );
 {      }
   int *v;      strcpy( name, path );               /* we've got it */
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));    } else {                              /* strip direcotry from path */
   if (!v) nrerror("allocation failure in ivector");      ss++;                               /* after this, the filename */
   return v-nl+NR_END;      l2 = strlen( ss );                  /* length of filename */
 }      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
       strcpy( name, ss );         /* save file name */
 /******************free ivector **************************/      strncpy( dirc, path, l1 - l2 );     /* now the directory */
 void free_ivector(int *v, long nl, long nh)      dirc[l1-l2] = 0;                    /* add zero */
 {    }
   free((FREE_ARG)(v+nl-NR_END));    l1 = strlen( dirc );                  /* length of directory */
 }  #ifdef windows
     if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
 /******************* imatrix *******************************/  #else
 int **imatrix(long nrl, long nrh, long ncl, long nch)    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */  #endif
 {    ss = strrchr( name, '.' );            /* find last / */
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;    ss++;
   int **m;    strcpy(ext,ss);                       /* save extension */
      l1= strlen( name);
   /* allocate pointers to rows */    l2= strlen(ss)+1;
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));    strncpy( finame, name, l1-l2);
   if (!m) nrerror("allocation failure 1 in matrix()");    finame[l1-l2]= 0;
   m += NR_END;    return( 0 );                          /* we're done */
   m -= nrl;  }
    
    
   /* allocate rows and set pointers to them */  /******************************************/
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  void replace(char *s, char*t)
   m[nrl] += NR_END;  {
   m[nrl] -= ncl;    int i;
      int lg=20;
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;    i=0;
      lg=strlen(t);
   /* return pointer to array of pointers to rows */    for(i=0; i<= lg; i++) {
   return m;      (s[i] = t[i]);
 }      if (t[i]== '\\') s[i]='/';
     }
 /****************** free_imatrix *************************/  }
 void free_imatrix(m,nrl,nrh,ncl,nch)  
       int **m;  int nbocc(char *s, char occ)
       long nch,ncl,nrh,nrl;  {
      /* free an int matrix allocated by imatrix() */    int i,j=0;
 {    int lg=20;
   free((FREE_ARG) (m[nrl]+ncl-NR_END));    i=0;
   free((FREE_ARG) (m+nrl-NR_END));    lg=strlen(s);
 }    for(i=0; i<= lg; i++) {
     if  (s[i] == occ ) j++;
 /******************* matrix *******************************/    }
 double **matrix(long nrl, long nrh, long ncl, long nch)    return j;
 {  }
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;  
   double **m;  void cutv(char *u,char *v, char*t, char occ)
   {
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));    /* cuts string t into u and v where u is ended by char occ excluding it
   if (!m) nrerror("allocation failure 1 in matrix()");       and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
   m += NR_END;       gives u="abcedf" and v="ghi2j" */
   m -= nrl;    int i,lg,j,p=0;
     i=0;
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    for(j=0; j<=strlen(t)-1; j++) {
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
   m[nrl] += NR_END;    }
   m[nrl] -= ncl;  
     lg=strlen(t);
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    for(j=0; j<p; j++) {
   return m;      (u[j] = t[j]);
 }    }
        u[p]='\0';
 /*************************free matrix ************************/  
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)     for(j=0; j<= lg; j++) {
 {      if (j>=(p+1))(v[j-p-1] = t[j]);
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    }
   free((FREE_ARG)(m+nrl-NR_END));  }
 }  
   /********************** nrerror ********************/
 /******************* ma3x *******************************/  
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)  void nrerror(char error_text[])
 {  {
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;    fprintf(stderr,"ERREUR ...\n");
   double ***m;    fprintf(stderr,"%s\n",error_text);
     exit(EXIT_FAILURE);
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  }
   if (!m) nrerror("allocation failure 1 in matrix()");  /*********************** vector *******************/
   m += NR_END;  double *vector(int nl, int nh)
   m -= nrl;  {
     double *v;
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    if (!v) nrerror("allocation failure in vector");
   m[nrl] += NR_END;    return v-nl+NR_END;
   m[nrl] -= ncl;  }
   
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  /************************ free vector ******************/
   void free_vector(double*v, int nl, int nh)
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));  {
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");    free((FREE_ARG)(v+nl-NR_END));
   m[nrl][ncl] += NR_END;  }
   m[nrl][ncl] -= nll;  
   for (j=ncl+1; j<=nch; j++)  /************************ivector *******************************/
     m[nrl][j]=m[nrl][j-1]+nlay;  char *cvector(long nl,long nh)
    {
   for (i=nrl+1; i<=nrh; i++) {    char *v;
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;    v=(char *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(char)));
     for (j=ncl+1; j<=nch; j++)    if (!v) nrerror("allocation failure in cvector");
       m[i][j]=m[i][j-1]+nlay;    return v-nl+NR_END;
   }  }
   return m;  
 }  /******************free ivector **************************/
   void free_cvector(char *v, long nl, long nh)
 /*************************free ma3x ************************/  {
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)    free((FREE_ARG)(v+nl-NR_END));
 {  }
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));  
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  /************************ivector *******************************/
   free((FREE_ARG)(m+nrl-NR_END));  int *ivector(long nl,long nh)
 }  {
     int *v;
 /***************** f1dim *************************/    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
 extern int ncom;    if (!v) nrerror("allocation failure in ivector");
 extern double *pcom,*xicom;    return v-nl+NR_END;
 extern double (*nrfunc)(double []);  }
    
 double f1dim(double x)  /******************free ivector **************************/
 {  void free_ivector(int *v, long nl, long nh)
   int j;  {
   double f;    free((FREE_ARG)(v+nl-NR_END));
   double *xt;  }
    
   xt=vector(1,ncom);  /******************* imatrix *******************************/
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];  int **imatrix(long nrl, long nrh, long ncl, long nch) 
   f=(*nrfunc)(xt);       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
   free_vector(xt,1,ncom);  { 
   return f;    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
 }    int **m; 
     
 /*****************brent *************************/    /* allocate pointers to rows */ 
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
 {    if (!m) nrerror("allocation failure 1 in matrix()"); 
   int iter;    m += NR_END; 
   double a,b,d,etemp;    m -= nrl; 
   double fu,fv,fw,fx;    
   double ftemp;    
   double p,q,r,tol1,tol2,u,v,w,x,xm;    /* allocate rows and set pointers to them */ 
   double e=0.0;    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
      if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
   a=(ax < cx ? ax : cx);    m[nrl] += NR_END; 
   b=(ax > cx ? ax : cx);    m[nrl] -= ncl; 
   x=w=v=bx;    
   fw=fv=fx=(*f)(x);    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
   for (iter=1;iter<=ITMAX;iter++) {    
     xm=0.5*(a+b);    /* return pointer to array of pointers to rows */ 
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);    return m; 
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/  } 
     printf(".");fflush(stdout);  
 #ifdef DEBUG  /****************** free_imatrix *************************/
     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);  void free_imatrix(m,nrl,nrh,ncl,nch)
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */        int **m;
 #endif        long nch,ncl,nrh,nrl; 
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){       /* free an int matrix allocated by imatrix() */ 
       *xmin=x;  { 
       return fx;    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
     }    free((FREE_ARG) (m+nrl-NR_END)); 
     ftemp=fu;  } 
     if (fabs(e) > tol1) {  
       r=(x-w)*(fx-fv);  /******************* matrix *******************************/
       q=(x-v)*(fx-fw);  double **matrix(long nrl, long nrh, long ncl, long nch)
       p=(x-v)*q-(x-w)*r;  {
       q=2.0*(q-r);    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
       if (q > 0.0) p = -p;    double **m;
       q=fabs(q);  
       etemp=e;    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
       e=d;    if (!m) nrerror("allocation failure 1 in matrix()");
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))    m += NR_END;
         d=CGOLD*(e=(x >= xm ? a-x : b-x));    m -= nrl;
       else {  
         d=p/q;    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
         u=x+d;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
         if (u-a < tol2 || b-u < tol2)    m[nrl] += NR_END;
           d=SIGN(tol1,xm-x);    m[nrl] -= ncl;
       }  
     } else {    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
       d=CGOLD*(e=(x >= xm ? a-x : b-x));    return m;
     }    /* print *(*(m+1)+70) ou print m[1][70]; print m+1 or print &(m[1]) 
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));     */
     fu=(*f)(u);  }
     if (fu <= fx) {  
       if (u >= x) a=x; else b=x;  /*************************free matrix ************************/
       SHFT(v,w,x,u)  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
         SHFT(fv,fw,fx,fu)  {
         } else {    free((FREE_ARG)(m[nrl]+ncl-NR_END));
           if (u < x) a=u; else b=u;    free((FREE_ARG)(m+nrl-NR_END));
           if (fu <= fw || w == x) {  }
             v=w;  
             w=u;  /******************* ma3x *******************************/
             fv=fw;  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
             fw=fu;  {
           } else if (fu <= fv || v == x || v == w) {    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
             v=u;    double ***m;
             fv=fu;  
           }    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
         }    if (!m) nrerror("allocation failure 1 in matrix()");
   }    m += NR_END;
   nrerror("Too many iterations in brent");    m -= nrl;
   *xmin=x;  
   return fx;    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
 }    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
     m[nrl] += NR_END;
 /****************** mnbrak ***********************/    m[nrl] -= ncl;
   
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
             double (*func)(double))  
 {    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
   double ulim,u,r,q, dum;    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
   double fu;    m[nrl][ncl] += NR_END;
      m[nrl][ncl] -= nll;
   *fa=(*func)(*ax);    for (j=ncl+1; j<=nch; j++) 
   *fb=(*func)(*bx);      m[nrl][j]=m[nrl][j-1]+nlay;
   if (*fb > *fa) {    
     SHFT(dum,*ax,*bx,dum)    for (i=nrl+1; i<=nrh; i++) {
       SHFT(dum,*fb,*fa,dum)      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
       }      for (j=ncl+1; j<=nch; j++) 
   *cx=(*bx)+GOLD*(*bx-*ax);        m[i][j]=m[i][j-1]+nlay;
   *fc=(*func)(*cx);    }
   while (*fb > *fc) {    return m; 
     r=(*bx-*ax)*(*fb-*fc);    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
     q=(*bx-*cx)*(*fb-*fa);             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
     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) {  /*************************free ma3x ************************/
       fu=(*func)(u);  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
     } else if ((*cx-u)*(u-ulim) > 0.0) {  {
       fu=(*func)(u);    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
       if (fu < *fc) {    free((FREE_ARG)(m[nrl]+ncl-NR_END));
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))    free((FREE_ARG)(m+nrl-NR_END));
           SHFT(*fb,*fc,fu,(*func)(u))  }
           }  
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {  /***************** f1dim *************************/
       u=ulim;  extern int ncom; 
       fu=(*func)(u);  extern double *pcom,*xicom;
     } else {  extern double (*nrfunc)(double []); 
       u=(*cx)+GOLD*(*cx-*bx);   
       fu=(*func)(u);  double f1dim(double x) 
     }  { 
     SHFT(*ax,*bx,*cx,u)    int j; 
       SHFT(*fa,*fb,*fc,fu)    double f;
       }    double *xt; 
 }   
     xt=vector(1,ncom); 
 /*************** linmin ************************/    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
     f=(*nrfunc)(xt); 
 int ncom;    free_vector(xt,1,ncom); 
 double *pcom,*xicom;    return f; 
 double (*nrfunc)(double []);  } 
    
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))  /*****************brent *************************/
 {  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
   double brent(double ax, double bx, double cx,  { 
                double (*f)(double), double tol, double *xmin);    int iter; 
   double f1dim(double x);    double a,b,d,etemp;
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,    double fu,fv,fw,fx;
               double *fc, double (*func)(double));    double ftemp;
   int j;    double p,q,r,tol1,tol2,u,v,w,x,xm; 
   double xx,xmin,bx,ax;    double e=0.0; 
   double fx,fb,fa;   
      a=(ax < cx ? ax : cx); 
   ncom=n;    b=(ax > cx ? ax : cx); 
   pcom=vector(1,n);    x=w=v=bx; 
   xicom=vector(1,n);    fw=fv=fx=(*f)(x); 
   nrfunc=func;    for (iter=1;iter<=ITMAX;iter++) { 
   for (j=1;j<=n;j++) {      xm=0.5*(a+b); 
     pcom[j]=p[j];      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
     xicom[j]=xi[j];      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
   }      printf(".");fflush(stdout);
   ax=0.0;      fprintf(ficlog,".");fflush(ficlog);
   xx=1.0;  #ifdef DEBUG
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);      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);
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);      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);
 #ifdef DEBUG      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);  #endif
 #endif      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
   for (j=1;j<=n;j++) {        *xmin=x; 
     xi[j] *= xmin;        return fx; 
     p[j] += xi[j];      } 
   }      ftemp=fu;
   free_vector(xicom,1,n);      if (fabs(e) > tol1) { 
   free_vector(pcom,1,n);        r=(x-w)*(fx-fv); 
 }        q=(x-v)*(fx-fw); 
         p=(x-v)*q-(x-w)*r; 
 /*************** powell ************************/        q=2.0*(q-r); 
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,        if (q > 0.0) p = -p; 
             double (*func)(double []))        q=fabs(q); 
 {        etemp=e; 
   void linmin(double p[], double xi[], int n, double *fret,        e=d; 
               double (*func)(double []));        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
   int i,ibig,j;          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
   double del,t,*pt,*ptt,*xit;        else { 
   double fp,fptt;          d=p/q; 
   double *xits;          u=x+d; 
   pt=vector(1,n);          if (u-a < tol2 || b-u < tol2) 
   ptt=vector(1,n);            d=SIGN(tol1,xm-x); 
   xit=vector(1,n);        } 
   xits=vector(1,n);      } else { 
   *fret=(*func)(p);        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
   for (j=1;j<=n;j++) pt[j]=p[j];      } 
   for (*iter=1;;++(*iter)) {      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
     fp=(*fret);      fu=(*f)(u); 
     ibig=0;      if (fu <= fx) { 
     del=0.0;        if (u >= x) a=x; else b=x; 
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);        SHFT(v,w,x,u) 
     for (i=1;i<=n;i++)          SHFT(fv,fw,fx,fu) 
       printf(" %d %.12f",i, p[i]);          } else { 
     printf("\n");            if (u < x) a=u; else b=u; 
     for (i=1;i<=n;i++) {            if (fu <= fw || w == x) { 
       for (j=1;j<=n;j++) xit[j]=xi[j][i];              v=w; 
       fptt=(*fret);              w=u; 
 #ifdef DEBUG              fv=fw; 
       printf("fret=%lf \n",*fret);              fw=fu; 
 #endif            } else if (fu <= fv || v == x || v == w) { 
       printf("%d",i);fflush(stdout);              v=u; 
       linmin(p,xit,n,fret,func);              fv=fu; 
       if (fabs(fptt-(*fret)) > del) {            } 
         del=fabs(fptt-(*fret));          } 
         ibig=i;    } 
       }    nrerror("Too many iterations in brent"); 
 #ifdef DEBUG    *xmin=x; 
       printf("%d %.12e",i,(*fret));    return fx; 
       for (j=1;j<=n;j++) {  } 
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);  
         printf(" x(%d)=%.12e",j,xit[j]);  /****************** mnbrak ***********************/
       }  
       for(j=1;j<=n;j++)  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
         printf(" p=%.12e",p[j]);              double (*func)(double)) 
       printf("\n");  { 
 #endif    double ulim,u,r,q, dum;
     }    double fu; 
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {   
 #ifdef DEBUG    *fa=(*func)(*ax); 
       int k[2],l;    *fb=(*func)(*bx); 
       k[0]=1;    if (*fb > *fa) { 
       k[1]=-1;      SHFT(dum,*ax,*bx,dum) 
       printf("Max: %.12e",(*func)(p));        SHFT(dum,*fb,*fa,dum) 
       for (j=1;j<=n;j++)        } 
         printf(" %.12e",p[j]);    *cx=(*bx)+GOLD*(*bx-*ax); 
       printf("\n");    *fc=(*func)(*cx); 
       for(l=0;l<=1;l++) {    while (*fb > *fc) { 
         for (j=1;j<=n;j++) {      r=(*bx-*ax)*(*fb-*fc); 
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];      q=(*bx-*cx)*(*fb-*fa); 
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
         }        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));      ulim=(*bx)+GLIMIT*(*cx-*bx); 
       }      if ((*bx-u)*(u-*cx) > 0.0) { 
 #endif        fu=(*func)(u); 
       } else if ((*cx-u)*(u-ulim) > 0.0) { 
         fu=(*func)(u); 
       free_vector(xit,1,n);        if (fu < *fc) { 
       free_vector(xits,1,n);          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
       free_vector(ptt,1,n);            SHFT(*fb,*fc,fu,(*func)(u)) 
       free_vector(pt,1,n);            } 
       return;      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
     }        u=ulim; 
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");        fu=(*func)(u); 
     for (j=1;j<=n;j++) {      } else { 
       ptt[j]=2.0*p[j]-pt[j];        u=(*cx)+GOLD*(*cx-*bx); 
       xit[j]=p[j]-pt[j];        fu=(*func)(u); 
       pt[j]=p[j];      } 
     }      SHFT(*ax,*bx,*cx,u) 
     fptt=(*func)(ptt);        SHFT(*fa,*fb,*fc,fu) 
     if (fptt < fp) {        } 
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);  } 
       if (t < 0.0) {  
         linmin(p,xit,n,fret,func);  /*************** linmin ************************/
         for (j=1;j<=n;j++) {  
           xi[j][ibig]=xi[j][n];  int ncom; 
           xi[j][n]=xit[j];  double *pcom,*xicom;
         }  double (*nrfunc)(double []); 
 #ifdef DEBUG   
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
         for(j=1;j<=n;j++)  { 
           printf(" %.12e",xit[j]);    double brent(double ax, double bx, double cx, 
         printf("\n");                 double (*f)(double), double tol, double *xmin); 
 #endif    double f1dim(double x); 
       }    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
     }                double *fc, double (*func)(double)); 
   }    int j; 
 }    double xx,xmin,bx,ax; 
     double fx,fb,fa;
 /**** Prevalence limit ****************/   
     ncom=n; 
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)    pcom=vector(1,n); 
 {    xicom=vector(1,n); 
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit    nrfunc=func; 
      matrix by transitions matrix until convergence is reached */    for (j=1;j<=n;j++) { 
       pcom[j]=p[j]; 
   int i, ii,j,k;      xicom[j]=xi[j]; 
   double min, max, maxmin, maxmax,sumnew=0.;    } 
   double **matprod2();    ax=0.0; 
   double **out, cov[NCOVMAX], **pmij();    xx=1.0; 
   double **newm;    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
   double agefin, delaymax=50 ; /* Max number of years to converge */    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
   #ifdef DEBUG
   for (ii=1;ii<=nlstate+ndeath;ii++)    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
     for (j=1;j<=nlstate+ndeath;j++){    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);  #endif
     }    for (j=1;j<=n;j++) { 
       xi[j] *= xmin; 
    cov[1]=1.;      p[j] += xi[j]; 
      } 
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */    free_vector(xicom,1,n); 
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){    free_vector(pcom,1,n); 
     newm=savm;  } 
     /* Covariates have to be included here again */  
      cov[2]=agefin;  /*************** powell ************************/
    void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
       for (k=1; k<=cptcovn;k++) {              double (*func)(double [])) 
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][k]];  { 
     void linmin(double p[], double xi[], int n, double *fret, 
 /*printf("Tcode[ij]=%d nbcode=%d\n",Tcode[ij],nbcode[k][Tcode[ij]]);*/                double (*func)(double [])); 
       }    int i,ibig,j; 
       for (k=1; k<=cptcovage;k++)    double del,t,*pt,*ptt,*xit;
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];    double fp,fptt;
        double *xits;
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);    pt=vector(1,n); 
     ptt=vector(1,n); 
     savm=oldm;    xit=vector(1,n); 
     oldm=newm;    xits=vector(1,n); 
     maxmax=0.;    *fret=(*func)(p); 
     for(j=1;j<=nlstate;j++){    for (j=1;j<=n;j++) pt[j]=p[j]; 
       min=1.;    for (*iter=1;;++(*iter)) { 
       max=0.;      fp=(*fret); 
       for(i=1; i<=nlstate; i++) {      ibig=0; 
         sumnew=0;      del=0.0; 
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];      printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
         prlim[i][j]= newm[i][j]/(1-sumnew);      fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
         max=FMAX(max,prlim[i][j]);      fprintf(ficrespow,"%d %.12f",*iter,*fret);
         min=FMIN(min,prlim[i][j]);      for (i=1;i<=n;i++) {
       }        printf(" %d %.12f",i, p[i]);
       maxmin=max-min;        fprintf(ficlog," %d %.12lf",i, p[i]);
       maxmax=FMAX(maxmax,maxmin);        fprintf(ficrespow," %.12lf", p[i]);
     }      }
     if(maxmax < ftolpl){      printf("\n");
       return prlim;      fprintf(ficlog,"\n");
     }      fprintf(ficrespow,"\n");
   }      for (i=1;i<=n;i++) { 
 }        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
         fptt=(*fret); 
 /*************** transition probabilities **********/  #ifdef DEBUG
         printf("fret=%lf \n",*fret);
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )        fprintf(ficlog,"fret=%lf \n",*fret);
 {  #endif
   double s1, s2;        printf("%d",i);fflush(stdout);
   /*double t34;*/        fprintf(ficlog,"%d",i);fflush(ficlog);
   int i,j,j1, nc, ii, jj;        linmin(p,xit,n,fret,func); 
         if (fabs(fptt-(*fret)) > del) { 
     for(i=1; i<= nlstate; i++){          del=fabs(fptt-(*fret)); 
     for(j=1; j<i;j++){          ibig=i; 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){        } 
         /*s2 += param[i][j][nc]*cov[nc];*/  #ifdef DEBUG
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];        printf("%d %.12e",i,(*fret));
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/        fprintf(ficlog,"%d %.12e",i,(*fret));
       }        for (j=1;j<=n;j++) {
       ps[i][j]=s2;          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/          printf(" x(%d)=%.12e",j,xit[j]);
     }          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
     for(j=i+1; j<=nlstate+ndeath;j++){        }
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){        for(j=1;j<=n;j++) {
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];          printf(" p=%.12e",p[j]);
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/          fprintf(ficlog," p=%.12e",p[j]);
       }        }
       ps[i][j]=s2;        printf("\n");
     }        fprintf(ficlog,"\n");
   }  #endif
   for(i=1; i<= nlstate; i++){      } 
      s1=0;      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
     for(j=1; j<i; j++)  #ifdef DEBUG
       s1+=exp(ps[i][j]);        int k[2],l;
     for(j=i+1; j<=nlstate+ndeath; j++)        k[0]=1;
       s1+=exp(ps[i][j]);        k[1]=-1;
     ps[i][i]=1./(s1+1.);        printf("Max: %.12e",(*func)(p));
     for(j=1; j<i; j++)        fprintf(ficlog,"Max: %.12e",(*func)(p));
       ps[i][j]= exp(ps[i][j])*ps[i][i];        for (j=1;j<=n;j++) {
     for(j=i+1; j<=nlstate+ndeath; j++)          printf(" %.12e",p[j]);
       ps[i][j]= exp(ps[i][j])*ps[i][i];          fprintf(ficlog," %.12e",p[j]);
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */        }
   } /* end i */        printf("\n");
         fprintf(ficlog,"\n");
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){        for(l=0;l<=1;l++) {
     for(jj=1; jj<= nlstate+ndeath; jj++){          for (j=1;j<=n;j++) {
       ps[ii][jj]=0;            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
       ps[ii][ii]=1;            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
     }            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
   }          }
           printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
     for(jj=1; jj<= nlstate+ndeath; jj++){        }
      printf("%lf ",ps[ii][jj]);  #endif
    }  
     printf("\n ");  
     }        free_vector(xit,1,n); 
     printf("\n ");printf("%lf ",cov[2]);*/        free_vector(xits,1,n); 
 /*        free_vector(ptt,1,n); 
   for(i=1; i<= npar; i++) printf("%f ",x[i]);        free_vector(pt,1,n); 
   goto end;*/        return; 
     return ps;      } 
 }      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
       for (j=1;j<=n;j++) { 
 /**************** Product of 2 matrices ******************/        ptt[j]=2.0*p[j]-pt[j]; 
         xit[j]=p[j]-pt[j]; 
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)        pt[j]=p[j]; 
 {      } 
   /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times      fptt=(*func)(ptt); 
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */      if (fptt < fp) { 
   /* in, b, out are matrice of pointers which should have been initialized        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
      before: only the contents of out is modified. The function returns        if (t < 0.0) { 
      a pointer to pointers identical to out */          linmin(p,xit,n,fret,func); 
   long i, j, k;          for (j=1;j<=n;j++) { 
   for(i=nrl; i<= nrh; i++)            xi[j][ibig]=xi[j][n]; 
     for(k=ncolol; k<=ncoloh; k++)            xi[j][n]=xit[j]; 
       for(j=ncl,out[i][k]=0.; j<=nch; j++)          }
         out[i][k] +=in[i][j]*b[j][k];  #ifdef DEBUG
           printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   return out;          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
 }          for(j=1;j<=n;j++){
             printf(" %.12e",xit[j]);
             fprintf(ficlog," %.12e",xit[j]);
 /************* Higher Matrix Product ***************/          }
           printf("\n");
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )          fprintf(ficlog,"\n");
 {  #endif
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month        }
      duration (i.e. until      } 
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.    } 
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step  } 
      (typically every 2 years instead of every month which is too big).  
      Model is determined by parameters x and covariates have to be  /**** Prevalence limit (stable prevalence)  ****************/
      included manually here.  
   double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
      */  {
     /* Computes the prevalence limit in each live state at age x by left multiplying the unit
   int i, j, d, h, k;       matrix by transitions matrix until convergence is reached */
   double **out, cov[NCOVMAX];  
   double **newm;    int i, ii,j,k;
     double min, max, maxmin, maxmax,sumnew=0.;
   /* Hstepm could be zero and should return the unit matrix */    double **matprod2();
   for (i=1;i<=nlstate+ndeath;i++)    double **out, cov[NCOVMAX], **pmij();
     for (j=1;j<=nlstate+ndeath;j++){    double **newm;
       oldm[i][j]=(i==j ? 1.0 : 0.0);    double agefin, delaymax=50 ; /* Max number of years to converge */
       po[i][j][0]=(i==j ? 1.0 : 0.0);  
     }    for (ii=1;ii<=nlstate+ndeath;ii++)
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */      for (j=1;j<=nlstate+ndeath;j++){
   for(h=1; h <=nhstepm; h++){        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     for(d=1; d <=hstepm; d++){      }
       newm=savm;  
       /* Covariates have to be included here again */     cov[1]=1.;
       cov[1]=1.;   
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
       if (cptcovn>0){    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][k]];      newm=savm;
     }      /* Covariates have to be included here again */
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/       cov[2]=agefin;
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/    
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,        for (k=1; k<=cptcovn;k++) {
                    pmij(pmmij,cov,ncovmodel,x,nlstate));          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
       savm=oldm;          /*      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]]);*/
       oldm=newm;        }
     }        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
     for(i=1; i<=nlstate+ndeath; i++)        for (k=1; k<=cptcovprod;k++)
       for(j=1;j<=nlstate+ndeath;j++) {          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
         po[i][j][h]=newm[i][j];  
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
          */        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
       }        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
   } /* end h */      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
   return po;  
 }      savm=oldm;
       oldm=newm;
       maxmax=0.;
 /*************** log-likelihood *************/      for(j=1;j<=nlstate;j++){
 double func( double *x)        min=1.;
 {        max=0.;
   int i, ii, j, k, mi, d, kk;        for(i=1; i<=nlstate; i++) {
   double l, ll[NLSTATEMAX], cov[NCOVMAX];          sumnew=0;
   double **out;          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
   double sw; /* Sum of weights */          prlim[i][j]= newm[i][j]/(1-sumnew);
   double lli; /* Individual log likelihood */          max=FMAX(max,prlim[i][j]);
   long ipmx;          min=FMIN(min,prlim[i][j]);
   /*extern weight */        }
   /* We are differentiating ll according to initial status */        maxmin=max-min;
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/        maxmax=FMAX(maxmax,maxmin);
   /*for(i=1;i<imx;i++)      }
 printf(" %d\n",s[4][i]);      if(maxmax < ftolpl){
   */        return prlim;
   cov[1]=1.;      }
     }
   for(k=1; k<=nlstate; k++) ll[k]=0.;  }
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){  
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];  /*************** transition probabilities ***************/ 
        for(mi=1; mi<= wav[i]-1; mi++){  
       for (ii=1;ii<=nlstate+ndeath;ii++)  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);  {
             for(d=0; d<dh[mi][i]; d++){    double s1, s2;
               newm=savm;    /*double t34;*/
               cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;    int i,j,j1, nc, ii, jj;
               for (kk=1; kk<=cptcovage;kk++) {  
                  cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];      for(i=1; i<= nlstate; i++){
                  /*printf("%d %d",kk,Tage[kk]);*/      for(j=1; j<i;j++){
               }        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
               /*cov[4]=covar[1][i]*cov[2];scanf("%d", i);*/          /*s2 += param[i][j][nc]*cov[nc];*/
               /*cov[3]=pow(cov[2],2)/1000.;*/          s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
           /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
           out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,        }
                        1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));        ps[i][j]=s2;
           savm=oldm;        /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
           oldm=newm;      }
       for(j=i+1; j<=nlstate+ndeath;j++){
         for (nc=1, s2=0.;nc <=ncovmodel; nc++){
       } /* end mult */          s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
              /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);        }
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/        ps[i][j]=s2;
       ipmx +=1;      }
       sw += weight[i];    }
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;      /*ps[3][2]=1;*/
     } /* end of wave */  
   } /* end of individual */    for(i=1; i<= nlstate; i++){
        s1=0;
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];      for(j=1; j<i; j++)
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */        s1+=exp(ps[i][j]);
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */      for(j=i+1; j<=nlstate+ndeath; j++)
   return -l;        s1+=exp(ps[i][j]);
 }      ps[i][i]=1./(s1+1.);
       for(j=1; j<i; j++)
         ps[i][j]= exp(ps[i][j])*ps[i][i];
 /*********** Maximum Likelihood Estimation ***************/      for(j=i+1; j<=nlstate+ndeath; j++)
         ps[i][j]= exp(ps[i][j])*ps[i][i];
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
 {    } /* end i */
   int i,j, iter;  
   double **xi,*delti;    for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
   double fret;      for(jj=1; jj<= nlstate+ndeath; jj++){
   xi=matrix(1,npar,1,npar);        ps[ii][jj]=0;
   for (i=1;i<=npar;i++)        ps[ii][ii]=1;
     for (j=1;j<=npar;j++)      }
       xi[i][j]=(i==j ? 1.0 : 0.0);    }
   printf("Powell\n");  
   powell(p,xi,npar,ftol,&iter,&fret,func);  
     /*   for(ii=1; ii<= nlstate+ndeath; ii++){
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));      for(jj=1; jj<= nlstate+ndeath; jj++){
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));       printf("%lf ",ps[ii][jj]);
      }
 }      printf("\n ");
       }
 /**** Computes Hessian and covariance matrix ***/      printf("\n ");printf("%lf ",cov[2]);*/
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))  /*
 {    for(i=1; i<= npar; i++) printf("%f ",x[i]);
   double  **a,**y,*x,pd;    goto end;*/
   double **hess;      return ps;
   int i, j,jk;  }
   int *indx;  
   /**************** Product of 2 matrices ******************/
   double hessii(double p[], double delta, int theta, double delti[]);  
   double hessij(double p[], double delti[], int i, int j);  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
   void lubksb(double **a, int npar, int *indx, double b[]) ;  {
   void ludcmp(double **a, int npar, int *indx, double *d) ;    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
        b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
     /* in, b, out are matrice of pointers which should have been initialized 
   hess=matrix(1,npar,1,npar);       before: only the contents of out is modified. The function returns
        a pointer to pointers identical to out */
   printf("\nCalculation of the hessian matrix. Wait...\n");    long i, j, k;
   for (i=1;i<=npar;i++){    for(i=nrl; i<= nrh; i++)
     printf("%d",i);fflush(stdout);      for(k=ncolol; k<=ncoloh; k++)
     hess[i][i]=hessii(p,ftolhess,i,delti);        for(j=ncl,out[i][k]=0.; j<=nch; j++)
     /*printf(" %f ",p[i]);*/          out[i][k] +=in[i][j]*b[j][k];
   }  
     return out;
   for (i=1;i<=npar;i++) {  }
     for (j=1;j<=npar;j++)  {  
       if (j>i) {  
         printf(".%d%d",i,j);fflush(stdout);  /************* Higher Matrix Product ***************/
         hess[i][j]=hessij(p,delti,i,j);  
         hess[j][i]=hess[i][j];  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
       }  {
     }    /* Computes the transition matrix starting at age 'age' over 
   }       'nhstepm*hstepm*stepm' months (i.e. until
   printf("\n");       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
        nhstepm*hstepm matrices. 
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
         (typically every 2 years instead of every month which is too big 
   a=matrix(1,npar,1,npar);       for the memory).
   y=matrix(1,npar,1,npar);       Model is determined by parameters x and covariates have to be 
   x=vector(1,npar);       included manually here. 
   indx=ivector(1,npar);  
   for (i=1;i<=npar;i++)       */
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];  
   ludcmp(a,npar,indx,&pd);    int i, j, d, h, k;
     double **out, cov[NCOVMAX];
   for (j=1;j<=npar;j++) {    double **newm;
     for (i=1;i<=npar;i++) x[i]=0;  
     x[j]=1;    /* Hstepm could be zero and should return the unit matrix */
     lubksb(a,npar,indx,x);    for (i=1;i<=nlstate+ndeath;i++)
     for (i=1;i<=npar;i++){      for (j=1;j<=nlstate+ndeath;j++){
       matcov[i][j]=x[i];        oldm[i][j]=(i==j ? 1.0 : 0.0);
     }        po[i][j][0]=(i==j ? 1.0 : 0.0);
   }      }
     /* Even if hstepm = 1, at least one multiplication by the unit matrix */
   printf("\n#Hessian matrix#\n");    for(h=1; h <=nhstepm; h++){
   for (i=1;i<=npar;i++) {      for(d=1; d <=hstepm; d++){
     for (j=1;j<=npar;j++) {        newm=savm;
       printf("%.3e ",hess[i][j]);        /* Covariates have to be included here again */
     }        cov[1]=1.;
     printf("\n");        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++)
   /* Recompute Inverse */          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
   for (i=1;i<=npar;i++)        for (k=1; k<=cptcovprod;k++)
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
   ludcmp(a,npar,indx,&pd);  
   
   /*  printf("\n#Hessian matrix recomputed#\n");        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
         /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
   for (j=1;j<=npar;j++) {        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
     for (i=1;i<=npar;i++) x[i]=0;                     pmij(pmmij,cov,ncovmodel,x,nlstate));
     x[j]=1;        savm=oldm;
     lubksb(a,npar,indx,x);        oldm=newm;
     for (i=1;i<=npar;i++){      }
       y[i][j]=x[i];      for(i=1; i<=nlstate+ndeath; i++)
       printf("%.3e ",y[i][j]);        for(j=1;j<=nlstate+ndeath;j++) {
     }          po[i][j][h]=newm[i][j];
     printf("\n");          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
   }           */
   */        }
     } /* end h */
   free_matrix(a,1,npar,1,npar);    return po;
   free_matrix(y,1,npar,1,npar);  }
   free_vector(x,1,npar);  
   free_ivector(indx,1,npar);  
   free_matrix(hess,1,npar,1,npar);  /*************** log-likelihood *************/
   double func( double *x)
   {
 }    int i, ii, j, k, mi, d, kk;
     double l, ll[NLSTATEMAX], cov[NCOVMAX];
 /*************** hessian matrix ****************/    double **out;
 double hessii( double x[], double delta, int theta, double delti[])    double sw; /* Sum of weights */
 {    double lli; /* Individual log likelihood */
   int i;    int s1, s2;
   int l=1, lmax=20;    double bbh, survp;
   double k1,k2;    long ipmx;
   double p2[NPARMAX+1];    /*extern weight */
   double res;    /* We are differentiating ll according to initial status */
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
   double fx;    /*for(i=1;i<imx;i++) 
   int k=0,kmax=10;      printf(" %d\n",s[4][i]);
   double l1;    */
     cov[1]=1.;
   fx=func(x);  
   for (i=1;i<=npar;i++) p2[i]=x[i];    for(k=1; k<=nlstate; k++) ll[k]=0.;
   for(l=0 ; l <=lmax; l++){  
     l1=pow(10,l);    if(mle==1){
     delts=delt;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     for(k=1 ; k <kmax; k=k+1){        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       delt = delta*(l1*k);        for(mi=1; mi<= wav[i]-1; mi++){
       p2[theta]=x[theta] +delt;          for (ii=1;ii<=nlstate+ndeath;ii++)
       k1=func(p2)-fx;            for (j=1;j<=nlstate+ndeath;j++){
       p2[theta]=x[theta]-delt;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       k2=func(p2)-fx;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       /*res= (k1-2.0*fx+k2)/delt/delt; */            }
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */          for(d=0; d<dh[mi][i]; d++){
                  newm=savm;
 #ifdef DEBUG            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       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);            for (kk=1; kk<=cptcovage;kk++) {
 #endif              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */            }
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
         k=kmax;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       }            savm=oldm;
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */            oldm=newm;
         k=kmax; l=lmax*10.;          } /* end mult */
       }        
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
         delts=delt;          /* But now since version 0.9 we anticipate for bias and large stepm.
       }           * If stepm is larger than one month (smallest stepm) and if the exact delay 
     }           * (in months) between two waves is not a multiple of stepm, we rounded to 
   }           * the nearest (and in case of equal distance, to the lowest) interval but now
   delti[theta]=delts;           * we keep into memory the bias bh[mi][i] and also the previous matrix product
   return res;           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
             * probability in order to take into account the bias as a fraction of the way
 }           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
            * -stepm/2 to stepm/2 .
 double hessij( double x[], double delti[], int thetai,int thetaj)           * For stepm=1 the results are the same as for previous versions of Imach.
 {           * For stepm > 1 the results are less biased than in previous versions. 
   int i;           */
   int l=1, l1, lmax=20;          s1=s[mw[mi][i]][i];
   double k1,k2,k3,k4,res,fx;          s2=s[mw[mi+1][i]][i];
   double p2[NPARMAX+1];          bbh=(double)bh[mi][i]/(double)stepm; 
   int k;          /* bias is positive if real duration
            * is higher than the multiple of stepm and negative otherwise.
   fx=func(x);           */
   for (k=1; k<=2; k++) {          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
     for (i=1;i<=npar;i++) p2[i]=x[i];          if( s2 > nlstate){ 
     p2[thetai]=x[thetai]+delti[thetai]/k;            /* i.e. if s2 is a death state and if the date of death is known then the contribution
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;               to the likelihood is the probability to die between last step unit time and current 
     k1=func(p2)-fx;               step unit time, which is also the differences between probability to die before dh 
                 and probability to die before dh-stepm . 
     p2[thetai]=x[thetai]+delti[thetai]/k;               In version up to 0.92 likelihood was computed
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;          as if date of death was unknown. Death was treated as any other
     k2=func(p2)-fx;          health state: the date of the interview describes the actual state
            and not the date of a change in health state. The former idea was
     p2[thetai]=x[thetai]-delti[thetai]/k;          to consider that at each interview the state was recorded
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;          (healthy, disable or death) and IMaCh was corrected; but when we
     k3=func(p2)-fx;          introduced the exact date of death then we should have modified
            the contribution of an exact death to the likelihood. This new
     p2[thetai]=x[thetai]-delti[thetai]/k;          contribution is smaller and very dependent of the step unit
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;          stepm. It is no more the probability to die between last interview
     k4=func(p2)-fx;          and month of death but the probability to survive from last
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */          interview up to one month before death multiplied by the
 #ifdef DEBUG          probability to die within a month. Thanks to Chris
     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);          Jackson for correcting this bug.  Former versions increased
 #endif          mortality artificially. The bad side is that we add another loop
   }          which slows down the processing. The difference can be up to 10%
   return res;          lower mortality.
 }            */
             lli=log(out[s1][s2] - savm[s1][s2]);
 /************** Inverse of matrix **************/          }else{
 void ludcmp(double **a, int n, int *indx, double *d)            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
 {            /*  lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2]));*/ /* linear interpolation */
   int i,imax,j,k;          } 
   double big,dum,sum,temp;          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
   double *vv;          /*if(lli ==000.0)*/
            /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
   vv=vector(1,n);          ipmx +=1;
   *d=1.0;          sw += weight[i];
   for (i=1;i<=n;i++) {          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     big=0.0;        } /* end of wave */
     for (j=1;j<=n;j++)      } /* end of individual */
       if ((temp=fabs(a[i][j])) > big) big=temp;    }  else if(mle==2){
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     vv[i]=1.0/big;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   }        for(mi=1; mi<= wav[i]-1; mi++){
   for (j=1;j<=n;j++) {          for (ii=1;ii<=nlstate+ndeath;ii++)
     for (i=1;i<j;i++) {            for (j=1;j<=nlstate+ndeath;j++){
       sum=a[i][j];              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       a[i][j]=sum;            }
     }          for(d=0; d<=dh[mi][i]; d++){
     big=0.0;            newm=savm;
     for (i=j;i<=n;i++) {            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       sum=a[i][j];            for (kk=1; kk<=cptcovage;kk++) {
       for (k=1;k<j;k++)              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
         sum -= a[i][k]*a[k][j];            }
       a[i][j]=sum;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       if ( (dum=vv[i]*fabs(sum)) >= big) {                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
         big=dum;            savm=oldm;
         imax=i;            oldm=newm;
       }          } /* end mult */
     }        
     if (j != imax) {          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
       for (k=1;k<=n;k++) {          /* But now since version 0.9 we anticipate for bias and large stepm.
         dum=a[imax][k];           * If stepm is larger than one month (smallest stepm) and if the exact delay 
         a[imax][k]=a[j][k];           * (in months) between two waves is not a multiple of stepm, we rounded to 
         a[j][k]=dum;           * 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
       *d = -(*d);           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
       vv[imax]=vv[j];           * probability in order to take into account the bias as a fraction of the way
     }           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
     indx[j]=imax;           * -stepm/2 to stepm/2 .
     if (a[j][j] == 0.0) a[j][j]=TINY;           * For stepm=1 the results are the same as for previous versions of Imach.
     if (j != n) {           * For stepm > 1 the results are less biased than in previous versions. 
       dum=1.0/(a[j][j]);           */
       for (i=j+1;i<=n;i++) a[i][j] *= dum;          s1=s[mw[mi][i]][i];
     }          s2=s[mw[mi+1][i]][i];
   }          bbh=(double)bh[mi][i]/(double)stepm; 
   free_vector(vv,1,n);  /* Doesn't work */          /* bias is positive if real duration
 ;           * is higher than the multiple of stepm and negative otherwise.
 }           */
           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 */
 void lubksb(double **a, int n, int *indx, double b[])          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
 {          /*lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.-+bh)*out[s1][s2])); */ /* exponential interpolation */
   int i,ii=0,ip,j;          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
   double sum;          /*if(lli ==000.0)*/
            /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
   for (i=1;i<=n;i++) {          ipmx +=1;
     ip=indx[i];          sw += weight[i];
     sum=b[ip];          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     b[ip]=b[i];        } /* end of wave */
     if (ii)      } /* end of individual */
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];    }  else if(mle==3){  /* exponential inter-extrapolation */
     else if (sum) ii=i;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     b[i]=sum;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   }        for(mi=1; mi<= wav[i]-1; mi++){
   for (i=n;i>=1;i--) {          for (ii=1;ii<=nlstate+ndeath;ii++)
     sum=b[i];            for (j=1;j<=nlstate+ndeath;j++){
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     b[i]=sum/a[i][i];              savm[ii][j]=(ii==j ? 1.0 : 0.0);
   }            }
 }          for(d=0; d<dh[mi][i]; d++){
             newm=savm;
 /************ Frequencies ********************/            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)            for (kk=1; kk<=cptcovage;kk++) {
 {  /* Some frequencies */              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
              }
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   double ***freq; /* Frequencies */                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   double *pp;            savm=oldm;
   double pos;            oldm=newm;
   FILE *ficresp;          } /* end mult */
   char fileresp[FILENAMELENGTH];        
           /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
   pp=vector(1,nlstate);          /* But now since version 0.9 we anticipate for bias and large stepm.
            * If stepm is larger than one month (smallest stepm) and if the exact delay 
   strcpy(fileresp,"p");           * (in months) between two waves is not a multiple of stepm, we rounded to 
   strcat(fileresp,fileres);           * the nearest (and in case of equal distance, to the lowest) interval but now
   if((ficresp=fopen(fileresp,"w"))==NULL) {           * we keep into memory the bias bh[mi][i] and also the previous matrix product
     printf("Problem with prevalence resultfile: %s\n", fileresp);           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
     exit(0);           * probability in order to take into account the bias as a fraction of the way
   }           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);           * -stepm/2 to stepm/2 .
   j1=0;           * For stepm=1 the results are the same as for previous versions of Imach.
            * For stepm > 1 the results are less biased than in previous versions. 
   j=cptcovn;           */
   if (cptcovn<1) {j=1;ncodemax[1]=1;}          s1=s[mw[mi][i]][i];
           s2=s[mw[mi+1][i]][i];
   for(k1=1; k1<=j;k1++){          bbh=(double)bh[mi][i]/(double)stepm; 
    for(i1=1; i1<=ncodemax[k1];i1++){          /* bias is positive if real duration
        j1++;           * is higher than the multiple of stepm and negative otherwise.
            */
         for (i=-1; i<=nlstate+ndeath; 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 */
          for (jk=-1; jk<=nlstate+ndeath; jk++)            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 */
            for(m=agemin; m <= agemax+3; m++)          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
              freq[i][jk][m]=0;          /*if(lli ==000.0)*/
                  /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
        for (i=1; i<=imx; i++) {          ipmx +=1;
          bool=1;          sw += weight[i];
          if  (cptcovn>0) {          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
            for (z1=1; z1<=cptcovn; z1++)        } /* end of wave */
              if (covar[Tvar[z1]][i]!= nbcode[Tvar[z1]][codtab[j1][z1]]) bool=0;      } /* end of individual */
          }    }else{  /* ml=4 no inter-extrapolation */
           if (bool==1) {      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
            for(m=firstpass; m<=lastpass-1; m++){        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
              if(agev[m][i]==0) agev[m][i]=agemax+1;        for(mi=1; mi<= wav[i]-1; mi++){
              if(agev[m][i]==1) agev[m][i]=agemax+2;          for (ii=1;ii<=nlstate+ndeath;ii++)
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];            for (j=1;j<=nlstate+ndeath;j++){
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];              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++){
         if  (cptcovn>0) {            newm=savm;
          fprintf(ficresp, "\n#Variable");            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
          for (z1=1; z1<=cptcovn; z1++) fprintf(ficresp, " V%d=%d",Tvar[z1],nbcode[Tvar[z1]][codtab[j1][z1]]);            for (kk=1; kk<=cptcovage;kk++) {
        }              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
        fprintf(ficresp, "\n#");            }
        for(i=1; i<=nlstate;i++)          
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
        fprintf(ficresp, "\n");                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
                    savm=oldm;
   for(i=(int)agemin; i <= (int)agemax+3; i++){            oldm=newm;
     if(i==(int)agemax+3)          } /* end mult */
       printf("Total");        
     else          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
       printf("Age %d", i);          ipmx +=1;
     for(jk=1; jk <=nlstate ; jk++){          sw += weight[i];
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         pp[jk] += freq[jk][m][i];        } /* end of wave */
     }      } /* end of individual */
     for(jk=1; jk <=nlstate ; jk++){    } /* End of if */
       for(m=-1, pos=0; m <=0 ; m++)    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
         pos += freq[jk][m][i];    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
       if(pp[jk]>=1.e-10)    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);    return -l;
       else  }
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);  
     }  
     for(jk=1; jk <=nlstate ; jk++){  /*********** Maximum Likelihood Estimation ***************/
       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)  
         pp[jk] += freq[jk][m][i];  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
     }  {
     for(jk=1,pos=0; jk <=nlstate ; jk++)    int i,j, iter;
       pos += pp[jk];    double **xi;
     for(jk=1; jk <=nlstate ; jk++){    double fret;
       if(pos>=1.e-5)    char filerespow[FILENAMELENGTH];
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);    xi=matrix(1,npar,1,npar);
       else    for (i=1;i<=npar;i++)
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);      for (j=1;j<=npar;j++)
       if( i <= (int) agemax){        xi[i][j]=(i==j ? 1.0 : 0.0);
         if(pos>=1.e-5)    printf("Powell\n");  fprintf(ficlog,"Powell\n");
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);    strcpy(filerespow,"pow"); 
       else    strcat(filerespow,fileres);
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);    if((ficrespow=fopen(filerespow,"w"))==NULL) {
       }      printf("Problem with resultfile: %s\n", filerespow);
     }      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
     for(jk=-1; jk <=nlstate+ndeath; jk++)    }
       for(m=-1; m <=nlstate+ndeath; m++)    fprintf(ficrespow,"# Powell\n# iter -2*LL");
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);    for (i=1;i<=nlstate;i++)
     if(i <= (int) agemax)      for(j=1;j<=nlstate+ndeath;j++)
       fprintf(ficresp,"\n");        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
     printf("\n");    fprintf(ficrespow,"\n");
     }    powell(p,xi,npar,ftol,&iter,&fret,func);
     }  
  }    fclose(ficrespow);
      printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
   fclose(ficresp);    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
   free_vector(pp,1,nlstate);  
   }
 }  /* End of Freq */  
   /**** Computes Hessian and covariance matrix ***/
 /************* Waves Concatenation ***************/  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
   {
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)    double  **a,**y,*x,pd;
 {    double **hess;
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.    int i, j,jk;
      Death is a valid wave (if date is known).    int *indx;
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i  
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]    double hessii(double p[], double delta, int theta, double delti[]);
      and mw[mi+1][i]. dh depends on stepm.    double hessij(double p[], double delti[], int i, int j);
      */    void lubksb(double **a, int npar, int *indx, double b[]) ;
     void ludcmp(double **a, int npar, int *indx, double *d) ;
   int i, mi, m;  
   int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;    hess=matrix(1,npar,1,npar);
 float sum=0.;  
     printf("\nCalculation of the hessian matrix. Wait...\n");
   for(i=1; i<=imx; i++){    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
     mi=0;    for (i=1;i<=npar;i++){
     m=firstpass;      printf("%d",i);fflush(stdout);
     while(s[m][i] <= nlstate){      fprintf(ficlog,"%d",i);fflush(ficlog);
       if(s[m][i]>=1)      hess[i][i]=hessii(p,ftolhess,i,delti);
         mw[++mi][i]=m;      /*printf(" %f ",p[i]);*/
       if(m >=lastpass)      /*printf(" %lf ",hess[i][i]);*/
         break;    }
       else    
         m++;    for (i=1;i<=npar;i++) {
     }/* end while */      for (j=1;j<=npar;j++)  {
     if (s[m][i] > nlstate){        if (j>i) { 
       mi++;     /* Death is another wave */          printf(".%d%d",i,j);fflush(stdout);
       /* if(mi==0)  never been interviewed correctly before death */          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
          /* Only death is a correct wave */          hess[i][j]=hessij(p,delti,i,j);
       mw[mi][i]=m;          hess[j][i]=hess[i][j];    
     }          /*printf(" %lf ",hess[i][j]);*/
         }
     wav[i]=mi;      }
     if(mi==0)    }
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);    printf("\n");
   }    fprintf(ficlog,"\n");
   
   for(i=1; i<=imx; i++){    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
     for(mi=1; mi<wav[i];mi++){    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
       if (stepm <=0)    
         dh[mi][i]=1;    a=matrix(1,npar,1,npar);
       else{    y=matrix(1,npar,1,npar);
         if (s[mw[mi+1][i]][i] > nlstate) {    x=vector(1,npar);
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);    indx=ivector(1,npar);
           if(j=0) j=1;  /* Survives at least one month after exam */    for (i=1;i<=npar;i++)
         }      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
         else{    ludcmp(a,npar,indx,&pd);
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));  
           k=k+1;    for (j=1;j<=npar;j++) {
           if (j >= jmax) jmax=j;      for (i=1;i<=npar;i++) x[i]=0;
           else if (j <= jmin)jmin=j;      x[j]=1;
           sum=sum+j;      lubksb(a,npar,indx,x);
         }      for (i=1;i<=npar;i++){ 
         jk= j/stepm;        matcov[i][j]=x[i];
         jl= j -jk*stepm;      }
         ju= j -(jk+1)*stepm;    }
         if(jl <= -ju)  
           dh[mi][i]=jk;    printf("\n#Hessian matrix#\n");
         else    fprintf(ficlog,"\n#Hessian matrix#\n");
           dh[mi][i]=jk+1;    for (i=1;i<=npar;i++) { 
         if(dh[mi][i]==0)      for (j=1;j<=npar;j++) { 
           dh[mi][i]=1; /* At least one step */        printf("%.3e ",hess[i][j]);
       }        fprintf(ficlog,"%.3e ",hess[i][j]);
     }      }
   }      printf("\n");
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,sum/k);      fprintf(ficlog,"\n");
 }    }
 /*********** Tricode ****************************/  
 void tricode(int *Tvar, int **nbcode, int imx)    /* Recompute Inverse */
 {    for (i=1;i<=npar;i++)
   int Ndum[80],ij=1, k, j, i, Ntvar[20];      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
   int cptcode=0;    ludcmp(a,npar,indx,&pd);
   for (k=0; k<79; k++) Ndum[k]=0;  
   for (k=1; k<=7; k++) ncodemax[k]=0;    /*  printf("\n#Hessian matrix recomputed#\n");
   
   for (j=1; j<=cptcovn; j++) {    for (j=1;j<=npar;j++) {
     for (i=1; i<=imx; i++) {      for (i=1;i<=npar;i++) x[i]=0;
       ij=(int)(covar[Tvar[j]][i]);      x[j]=1;
       Ndum[ij]++;      lubksb(a,npar,indx,x);
       if (ij > cptcode) cptcode=ij;      for (i=1;i<=npar;i++){ 
     }        y[i][j]=x[i];
     /*printf("cptcode=%d cptcovn=%d ",cptcode,cptcovn);*/        printf("%.3e ",y[i][j]);
     for (i=0; i<=cptcode; i++) {        fprintf(ficlog,"%.3e ",y[i][j]);
       if(Ndum[i]!=0) ncodemax[j]++;      }
     }      printf("\n");
        fprintf(ficlog,"\n");
     ij=1;    }
     for (i=1; i<=ncodemax[j]; i++) {    */
       for (k=0; k<=79; k++) {  
         if (Ndum[k] != 0) {    free_matrix(a,1,npar,1,npar);
           nbcode[Tvar[j]][ij]=k;    free_matrix(y,1,npar,1,npar);
           ij++;    free_vector(x,1,npar);
         }    free_ivector(indx,1,npar);
         if (ij > ncodemax[j]) break;    free_matrix(hess,1,npar,1,npar);
       }    
     }  
   }    }
    
 }  /*************** hessian matrix ****************/
   double hessii( double x[], double delta, int theta, double delti[])
 /*********** Health Expectancies ****************/  {
     int i;
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)    int l=1, lmax=20;
 {    double k1,k2;
   /* Health expectancies */    double p2[NPARMAX+1];
   int i, j, nhstepm, hstepm, h;    double res;
   double age, agelim,hf;    double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
   double ***p3mat;    double fx;
      int k=0,kmax=10;
   fprintf(ficreseij,"# Health expectancies\n");    double l1;
   fprintf(ficreseij,"# Age");  
   for(i=1; i<=nlstate;i++)    fx=func(x);
     for(j=1; j<=nlstate;j++)    for (i=1;i<=npar;i++) p2[i]=x[i];
       fprintf(ficreseij," %1d-%1d",i,j);    for(l=0 ; l <=lmax; l++){
   fprintf(ficreseij,"\n");      l1=pow(10,l);
       delts=delt;
   hstepm=1*YEARM; /*  Every j years of age (in month) */      for(k=1 ; k <kmax; k=k+1){
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */        delt = delta*(l1*k);
         p2[theta]=x[theta] +delt;
   agelim=AGESUP;        k1=func(p2)-fx;
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */        p2[theta]=x[theta]-delt;
     /* nhstepm age range expressed in number of stepm */        k2=func(p2)-fx;
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);        /*res= (k1-2.0*fx+k2)/delt/delt; */
     /* Typically if 20 years = 20*12/6=40 stepm */        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
     if (stepm >= YEARM) hstepm=1;        
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */  #ifdef DEBUG
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        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);
     /* Computed by stepm unit matrices, product of hstepm matrices, stored        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);
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */  #endif
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);          /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
         if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
           k=kmax;
     for(i=1; i<=nlstate;i++)        }
       for(j=1; j<=nlstate;j++)        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){          k=kmax; l=lmax*10.;
           eij[i][j][(int)age] +=p3mat[i][j][h];        }
         }        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
              delts=delt;
     hf=1;        }
     if (stepm >= YEARM) hf=stepm/YEARM;      }
     fprintf(ficreseij,"%.0f",age );    }
     for(i=1; i<=nlstate;i++)    delti[theta]=delts;
       for(j=1; j<=nlstate;j++){    return res; 
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);    
       }  }
     fprintf(ficreseij,"\n");  
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  double hessij( double x[], double delti[], int thetai,int thetaj)
   }  {
 }    int i;
     int l=1, l1, lmax=20;
 /************ Variance ******************/    double k1,k2,k3,k4,res,fx;
 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)    double p2[NPARMAX+1];
 {    int k;
   /* Variance of health expectancies */  
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    fx=func(x);
   double **newm;    for (k=1; k<=2; k++) {
   double **dnewm,**doldm;      for (i=1;i<=npar;i++) p2[i]=x[i];
   int i, j, nhstepm, hstepm, h;      p2[thetai]=x[thetai]+delti[thetai]/k;
   int k, cptcode;      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
    double *xp;      k1=func(p2)-fx;
   double **gp, **gm;    
   double ***gradg, ***trgradg;      p2[thetai]=x[thetai]+delti[thetai]/k;
   double ***p3mat;      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
   double age,agelim;      k2=func(p2)-fx;
   int theta;    
       p2[thetai]=x[thetai]-delti[thetai]/k;
    fprintf(ficresvij,"# Covariances of life expectancies\n");      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
   fprintf(ficresvij,"# Age");      k3=func(p2)-fx;
   for(i=1; i<=nlstate;i++)    
     for(j=1; j<=nlstate;j++)      p2[thetai]=x[thetai]-delti[thetai]/k;
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
   fprintf(ficresvij,"\n");      k4=func(p2)-fx;
       res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
   xp=vector(1,npar);  #ifdef DEBUG
   dnewm=matrix(1,nlstate,1,npar);      printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
   doldm=matrix(1,nlstate,1,nlstate);      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);
    #endif
   hstepm=1*YEARM; /* Every year of age */    }
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    return res;
   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 */  /************** Inverse of matrix **************/
     if (stepm >= YEARM) hstepm=1;  void ludcmp(double **a, int n, int *indx, double *d) 
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */  { 
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    int i,imax,j,k; 
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);    double big,dum,sum,temp; 
     gp=matrix(0,nhstepm,1,nlstate);    double *vv; 
     gm=matrix(0,nhstepm,1,nlstate);   
     vv=vector(1,n); 
     for(theta=1; theta <=npar; theta++){    *d=1.0; 
       for(i=1; i<=npar; i++){ /* Computes gradient */    for (i=1;i<=n;i++) { 
         xp[i] = x[i] + (i==theta ?delti[theta]:0);      big=0.0; 
       }      for (j=1;j<=n;j++) 
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);          if ((temp=fabs(a[i][j])) > big) big=temp; 
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
       for(j=1; j<= nlstate; j++){      vv[i]=1.0/big; 
         for(h=0; h<=nhstepm; h++){    } 
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)    for (j=1;j<=n;j++) { 
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];      for (i=1;i<j;i++) { 
         }        sum=a[i][j]; 
       }        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
            a[i][j]=sum; 
       for(i=1; i<=npar; i++) /* Computes gradient */      } 
         xp[i] = x[i] - (i==theta ?delti[theta]:0);      big=0.0; 
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);        for (i=j;i<=n;i++) { 
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);        sum=a[i][j]; 
       for(j=1; j<= nlstate; j++){        for (k=1;k<j;k++) 
         for(h=0; h<=nhstepm; h++){          sum -= a[i][k]*a[k][j]; 
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)        a[i][j]=sum; 
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];        if ( (dum=vv[i]*fabs(sum)) >= big) { 
         }          big=dum; 
       }          imax=i; 
       for(j=1; j<= nlstate; j++)        } 
         for(h=0; h<=nhstepm; h++){      } 
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];      if (j != imax) { 
         }        for (k=1;k<=n;k++) { 
     } /* End theta */          dum=a[imax][k]; 
           a[imax][k]=a[j][k]; 
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);          a[j][k]=dum; 
         } 
     for(h=0; h<=nhstepm; h++)        *d = -(*d); 
       for(j=1; j<=nlstate;j++)        vv[imax]=vv[j]; 
         for(theta=1; theta <=npar; theta++)      } 
           trgradg[h][j][theta]=gradg[h][theta][j];      indx[j]=imax; 
       if (a[j][j] == 0.0) a[j][j]=TINY; 
     for(i=1;i<=nlstate;i++)      if (j != n) { 
       for(j=1;j<=nlstate;j++)        dum=1.0/(a[j][j]); 
         vareij[i][j][(int)age] =0.;        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
     for(h=0;h<=nhstepm;h++){      } 
       for(k=0;k<=nhstepm;k++){    } 
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);    free_vector(vv,1,n);  /* Doesn't work */
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);  ;
         for(i=1;i<=nlstate;i++)  } 
           for(j=1;j<=nlstate;j++)  
             vareij[i][j][(int)age] += doldm[i][j];  void lubksb(double **a, int n, int *indx, double b[]) 
       }  { 
     }    int i,ii=0,ip,j; 
     h=1;    double sum; 
     if (stepm >= YEARM) h=stepm/YEARM;   
     fprintf(ficresvij,"%.0f ",age );    for (i=1;i<=n;i++) { 
     for(i=1; i<=nlstate;i++)      ip=indx[i]; 
       for(j=1; j<=nlstate;j++){      sum=b[ip]; 
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);      b[ip]=b[i]; 
       }      if (ii) 
     fprintf(ficresvij,"\n");        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
     free_matrix(gp,0,nhstepm,1,nlstate);      else if (sum) ii=i; 
     free_matrix(gm,0,nhstepm,1,nlstate);      b[i]=sum; 
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);    } 
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);    for (i=n;i>=1;i--) { 
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      sum=b[i]; 
   } /* End age */      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
        b[i]=sum/a[i][i]; 
   free_vector(xp,1,npar);    } 
   free_matrix(doldm,1,nlstate,1,npar);  } 
   free_matrix(dnewm,1,nlstate,1,nlstate);  
   /************ Frequencies ********************/
 }  void  freqsummary(char fileres[], int iagemin, int iagemax, int **s, double **agev, int nlstate, int imx, int *Tvaraff, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2,double jprev1, double mprev1,double anprev1,double jprev2, double mprev2,double anprev2)
   {  /* Some frequencies */
 /************ 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)    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
 {    int first;
   /* Variance of prevalence limit */    double ***freq; /* Frequencies */
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    double *pp, **prop;
   double **newm;    double pos,posprop, k2, dateintsum=0,k2cpt=0;
   double **dnewm,**doldm;    FILE *ficresp;
   int i, j, nhstepm, hstepm;    char fileresp[FILENAMELENGTH];
   int k, cptcode;    
   double *xp;    pp=vector(1,nlstate);
   double *gp, *gm;    prop=matrix(1,nlstate,iagemin,iagemax+3);
   double **gradg, **trgradg;    strcpy(fileresp,"p");
   double age,agelim;    strcat(fileresp,fileres);
   int theta;    if((ficresp=fopen(fileresp,"w"))==NULL) {
          printf("Problem with prevalence resultfile: %s\n", fileresp);
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
   fprintf(ficresvpl,"# Age");      exit(0);
   for(i=1; i<=nlstate;i++)    }
       fprintf(ficresvpl," %1d-%1d",i,i);    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
   fprintf(ficresvpl,"\n");    j1=0;
     
   xp=vector(1,npar);    j=cptcoveff;
   dnewm=matrix(1,nlstate,1,npar);    if (cptcovn<1) {j=1;ncodemax[1]=1;}
   doldm=matrix(1,nlstate,1,nlstate);  
      first=1;
   hstepm=1*YEARM; /* Every year of age */  
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    for(k1=1; k1<=j;k1++){
   agelim = AGESUP;      for(i1=1; i1<=ncodemax[k1];i1++){
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */        j1++;
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
     if (stepm >= YEARM) hstepm=1;          scanf("%d", i);*/
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */        for (i=-1; i<=nlstate+ndeath; i++)  
     gradg=matrix(1,npar,1,nlstate);          for (jk=-1; jk<=nlstate+ndeath; jk++)  
     gp=vector(1,nlstate);            for(m=iagemin; m <= iagemax+3; m++)
     gm=vector(1,nlstate);              freq[i][jk][m]=0;
   
     for(theta=1; theta <=npar; theta++){      for (i=1; i<=nlstate; i++)  
       for(i=1; i<=npar; i++){ /* Computes gradient */        for(m=iagemin; m <= iagemax+3; m++)
         xp[i] = x[i] + (i==theta ?delti[theta]:0);          prop[i][m]=0;
       }        
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);        dateintsum=0;
       for(i=1;i<=nlstate;i++)        k2cpt=0;
         gp[i] = prlim[i][i];        for (i=1; i<=imx; i++) {
              bool=1;
       for(i=1; i<=npar; i++) /* Computes gradient */          if  (cptcovn>0) {
         xp[i] = x[i] - (i==theta ?delti[theta]:0);            for (z1=1; z1<=cptcoveff; z1++) 
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
       for(i=1;i<=nlstate;i++)                bool=0;
         gm[i] = prlim[i][i];          }
           if (bool==1){
       for(i=1;i<=nlstate;i++)            for(m=firstpass; m<=lastpass; m++){
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];              k2=anint[m][i]+(mint[m][i]/12.);
     } /* End theta */              if ((k2>=dateprev1) && (k2<=dateprev2)) {
                 if(agev[m][i]==0) agev[m][i]=iagemax+1;
     trgradg =matrix(1,nlstate,1,npar);                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];
     for(j=1; j<=nlstate;j++)                if (m<lastpass) {
       for(theta=1; theta <=npar; theta++)                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
         trgradg[j][theta]=gradg[theta][j];                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
                 }
     for(i=1;i<=nlstate;i++)                
       varpl[i][(int)age] =0.;                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);                  dateintsum=dateintsum+k2;
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);                  k2cpt++;
     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");        fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);
     free_vector(gp,1,nlstate);  
     free_vector(gm,1,nlstate);        if  (cptcovn>0) {
     free_matrix(gradg,1,npar,1,nlstate);          fprintf(ficresp, "\n#********** Variable "); 
     free_matrix(trgradg,1,nlstate,1,npar);          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   } /* End age */          fprintf(ficresp, "**********\n#");
         }
   free_vector(xp,1,npar);        for(i=1; i<=nlstate;i++) 
   free_matrix(doldm,1,nlstate,1,npar);          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
   free_matrix(dnewm,1,nlstate,1,nlstate);        fprintf(ficresp, "\n");
         
 }        for(i=iagemin; i <= iagemax+3; i++){
           if(i==iagemax+3){
             fprintf(ficlog,"Total");
           }else{
 /***********************************************/            if(first==1){
 /**************** Main Program *****************/              first=0;
 /***********************************************/              printf("See log file for details...\n");
             }
 /*int main(int argc, char *argv[])*/            fprintf(ficlog,"Age %d", i);
 int main()          }
 {          for(jk=1; jk <=nlstate ; jk++){
             for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
   int i,j, k, n=MAXN,iter,m,size,cptcode, aaa, cptcod;              pp[jk] += freq[jk][m][i]; 
   double agedeb, agefin,hf;          }
   double agemin=1.e20, agemax=-1.e20;          for(jk=1; jk <=nlstate ; jk++){
             for(m=-1, pos=0; m <=0 ; m++)
   double fret;              pos += freq[jk][m][i];
   double **xi,tmp,delta;            if(pp[jk]>=1.e-10){
               if(first==1){
   double dum; /* Dummy variable */              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
   double ***p3mat;              }
   int *indx;              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
   char line[MAXLINE], linepar[MAXLINE];            }else{
   char title[MAXLINE];              if(first==1)
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
   char filerest[FILENAMELENGTH];            }
   char fileregp[FILENAMELENGTH];          }
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];  
   int firstobs=1, lastobs=10;          for(jk=1; jk <=nlstate ; jk++){
   int sdeb, sfin; /* Status at beginning and end */            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
   int c,  h , cpt,l;              pp[jk] += freq[jk][m][i];
   int ju,jl, mi;          }       
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize;          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;            pos += pp[jk];
              posprop += prop[jk][i];
   int hstepm, nhstepm;          }
   double bage, fage, age, agelim, agebase;          for(jk=1; jk <=nlstate ; jk++){
   double ftolpl=FTOL;            if(pos>=1.e-5){
   double **prlim;              if(first==1)
   double *severity;                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
   double ***param; /* Matrix of parameters */              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
   double  *p;            }else{
   double **matcov; /* Matrix of covariance */              if(first==1)
   double ***delti3; /* Scale */                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
   double *delti; /* Scale */              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
   double ***eij, ***vareij;            }
   double **varpl; /* Variances of prevalence limits by age */            if( i <= iagemax){
   double *epj, vepp;              if(pos>=1.e-5){
   char version[80]="Imach version 62c, May 1999, INED-EUROREVES ";                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
   char *alph[]={"a","a","b","c","d","e"}, str[4];                probs[i][jk][j1]= pp[jk]/pos;
                 /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
   char z[1]="c", occ;              }
 #include <sys/time.h>              else
 #include <time.h>                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];            }
   /* long total_usecs;          }
   struct timeval start_time, end_time;          
            for(jk=-1; jk <=nlstate+ndeath; jk++)
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */            for(m=-1; m <=nlstate+ndeath; m++)
               if(freq[jk][m][i] !=0 ) {
               if(first==1)
   printf("\nIMACH, Version 0.64a");                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
   printf("\nEnter the parameter file name: ");                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
               }
 #ifdef windows          if(i <= iagemax)
   scanf("%s",pathtot);            fprintf(ficresp,"\n");
   getcwd(pathcd, size);          if(first==1)
   /*cygwin_split_path(pathtot,path,optionfile);            printf("Others in log...\n");
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/          fprintf(ficlog,"\n");
   /* cutv(path,optionfile,pathtot,'\\');*/        }
       }
 split(pathtot, path,optionfile);    }
   chdir(path);    dateintmean=dateintsum/k2cpt; 
   replace(pathc,path);   
 #endif    fclose(ficresp);
 #ifdef unix    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
   scanf("%s",optionfile);    free_vector(pp,1,nlstate);
 #endif    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
     /* End of Freq */
 /*-------- arguments in the command line --------*/  }
   
   strcpy(fileres,"r");  /************ Prevalence ********************/
   strcat(fileres, optionfile);  void prevalence(double agemin, double agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, int firstpass, int lastpass)
   {  
   /*---------arguments file --------*/    /* 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).
   if((ficpar=fopen(optionfile,"r"))==NULL)    {       We still use firstpass and lastpass as another selection.
     printf("Problem with optionfile %s\n",optionfile);    */
     goto end;   
   }    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
     double ***freq; /* Frequencies */
   strcpy(filereso,"o");    double *pp, **prop;
   strcat(filereso,fileres);    double pos,posprop; 
   if((ficparo=fopen(filereso,"w"))==NULL) {    double  y2; /* in fractional years */
     printf("Problem with Output resultfile: %s\n", filereso);goto end;    int iagemin, iagemax;
   }  
     iagemin= (int) agemin;
   /* Reads comments: lines beginning with '#' */    iagemax= (int) agemax;
   while((c=getc(ficpar))=='#' && c!= EOF){    /*pp=vector(1,nlstate);*/
     ungetc(c,ficpar);    prop=matrix(1,nlstate,iagemin,iagemax+3); 
     fgets(line, MAXLINE, ficpar);    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
     puts(line);    j1=0;
     fputs(line,ficparo);    
   }    j=cptcoveff;
   ungetc(c,ficpar);    if (cptcovn<1) {j=1;ncodemax[1]=1;}
     
   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);    for(k1=1; k1<=j;k1++){
   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(i1=1; i1<=ncodemax[k1];i1++){
   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);        j1++;
         
   covar=matrix(0,NCOVMAX,1,n);            for (i=1; i<=nlstate; i++)  
   if (strlen(model)<=1) cptcovn=0;          for(m=iagemin; m <= iagemax+3; m++)
   else {            prop[i][m]=0.0;
     j=0;       
     j=nbocc(model,'+');        for (i=1; i<=imx; i++) { /* Each individual */
     cptcovn=j+1;          bool=1;
   }          if  (cptcovn>0) {
             for (z1=1; z1<=cptcoveff; z1++) 
   ncovmodel=2+cptcovn;              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */                bool=0;
            } 
   /* Read guess parameters */          if (bool==1) { 
   /* Reads comments: lines beginning with '#' */            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
   while((c=getc(ficpar))=='#' && c!= EOF){              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
     ungetc(c,ficpar);              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
     fgets(line, MAXLINE, ficpar);                if(agev[m][i]==0) agev[m][i]=iagemax+1;
     puts(line);                if(agev[m][i]==1) agev[m][i]=iagemax+2;
     fputs(line,ficparo);                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) { 
   ungetc(c,ficpar);                  /*if(i>4620) printf(" i=%d m=%d s[m][i]=%d (int)agev[m][i]=%d weight[i]=%f prop=%f\n",i,m,s[m][i],(int)agev[m][m],weight[i],prop[s[m][i]][(int)agev[m][i]]);*/
                    prop[s[m][i]][(int)agev[m][i]] += weight[i];
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);                  prop[s[m][i]][iagemax+3] += weight[i]; 
     for(i=1; i <=nlstate; i++)                } 
     for(j=1; j <=nlstate+ndeath-1; j++){              }
       fscanf(ficpar,"%1d%1d",&i1,&j1);            } /* end selection of waves */
       fprintf(ficparo,"%1d%1d",i1,j1);          }
       printf("%1d%1d",i,j);        }
       for(k=1; k<=ncovmodel;k++){        for(i=iagemin; i <= iagemax+3; i++){  
         fscanf(ficpar," %lf",&param[i][j][k]);          
         printf(" %lf",param[i][j][k]);          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
         fprintf(ficparo," %lf",param[i][j][k]);            posprop += prop[jk][i]; 
       }          } 
       fscanf(ficpar,"\n");  
       printf("\n");          for(jk=1; jk <=nlstate ; jk++){     
       fprintf(ficparo,"\n");            if( i <=  iagemax){ 
     }              if(posprop>=1.e-5){ 
                  probs[i][jk][j1]= prop[jk][i]/posprop;
   npar= (nlstate+ndeath-1)*nlstate*ncovmodel;              } 
   p=param[1][1];            } 
            }/* end jk */ 
   /* Reads comments: lines beginning with '#' */        }/* end i */ 
   while((c=getc(ficpar))=='#' && c!= EOF){      } /* end i1 */
     ungetc(c,ficpar);    } /* end k1 */
     fgets(line, MAXLINE, ficpar);    
     puts(line);    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
     fputs(line,ficparo);    /*free_vector(pp,1,nlstate);*/
   }    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
   ungetc(c,ficpar);  }  /* End of prevalence */
   
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);  /************* Waves Concatenation ***************/
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */  
   for(i=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(j=1; j <=nlstate+ndeath-1; j++){  {
       fscanf(ficpar,"%1d%1d",&i1,&j1);    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
       printf("%1d%1d",i,j);       Death is a valid wave (if date is known).
       fprintf(ficparo,"%1d%1d",i1,j1);       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
       for(k=1; k<=ncovmodel;k++){       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
         fscanf(ficpar,"%le",&delti3[i][j][k]);       and mw[mi+1][i]. dh depends on stepm.
         printf(" %le",delti3[i][j][k]);       */
         fprintf(ficparo," %le",delti3[i][j][k]);  
       }    int i, mi, m;
       fscanf(ficpar,"\n");    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
       printf("\n");       double sum=0., jmean=0.;*/
       fprintf(ficparo,"\n");    int first;
     }    int j, k=0,jk, ju, jl;
   }    double sum=0.;
   delti=delti3[1][1];    first=0;
      jmin=1e+5;
   /* Reads comments: lines beginning with '#' */    jmax=-1;
   while((c=getc(ficpar))=='#' && c!= EOF){    jmean=0.;
     ungetc(c,ficpar);    for(i=1; i<=imx; i++){
     fgets(line, MAXLINE, ficpar);      mi=0;
     puts(line);      m=firstpass;
     fputs(line,ficparo);      while(s[m][i] <= nlstate){
   }        if(s[m][i]>=1)
   ungetc(c,ficpar);          mw[++mi][i]=m;
          if(m >=lastpass)
   matcov=matrix(1,npar,1,npar);          break;
   for(i=1; i <=npar; i++){        else
     fscanf(ficpar,"%s",&str);          m++;
     printf("%s",str);      }/* end while */
     fprintf(ficparo,"%s",str);      if (s[m][i] > nlstate){
     for(j=1; j <=i; j++){        mi++;     /* Death is another wave */
       fscanf(ficpar," %le",&matcov[i][j]);        /* if(mi==0)  never been interviewed correctly before death */
       printf(" %.5le",matcov[i][j]);           /* Only death is a correct wave */
       fprintf(ficparo," %.5le",matcov[i][j]);        mw[mi][i]=m;
     }      }
     fscanf(ficpar,"\n");  
     printf("\n");      wav[i]=mi;
     fprintf(ficparo,"\n");      if(mi==0){
   }        if(first==0){
   for(i=1; i <=npar; i++)          printf("Warning! None valid information for:%d line=%d (skipped) and may be others, see log file\n",num[i],i);
     for(j=i+1;j<=npar;j++)          first=1;
       matcov[i][j]=matcov[j][i];        }
            if(first==1){
   printf("\n");          fprintf(ficlog,"Warning! None valid information for:%d line=%d (skipped)\n",num[i],i);
         }
       } /* end mi==0 */
     /*-------- data file ----------*/    } /* End individuals */
     if((ficres =fopen(fileres,"w"))==NULL) {  
       printf("Problem with resultfile: %s\n", fileres);goto end;    for(i=1; i<=imx; i++){
     }      for(mi=1; mi<wav[i];mi++){
     fprintf(ficres,"#%s\n",version);        if (stepm <=0)
              dh[mi][i]=1;
     if((fic=fopen(datafile,"r"))==NULL)    {        else{
       printf("Problem with datafile: %s\n", datafile);goto end;          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); 
     n= lastobs;            if(j==0) j=1;  /* Survives at least one month after exam */
     severity = vector(1,maxwav);            k=k+1;
     outcome=imatrix(1,maxwav+1,1,n);            if (j >= jmax) jmax=j;
     num=ivector(1,n);            if (j <= jmin) jmin=j;
     moisnais=vector(1,n);            sum=sum+j;
     annais=vector(1,n);            /*if (j<0) printf("j=%d num=%d \n",j,i);*/
     moisdc=vector(1,n);            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
     andc=vector(1,n);            if(j<0)printf("Error! Negative delay (%d to death) between waves %d and %d of individual %d at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
     agedc=vector(1,n);            }
     cod=ivector(1,n);          }
     weight=vector(1,n);          else{
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
     mint=matrix(1,maxwav,1,n);            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
     anint=matrix(1,maxwav,1,n);            k=k+1;
     s=imatrix(1,maxwav+1,1,n);            if (j >= jmax) jmax=j;
     adl=imatrix(1,maxwav+1,1,n);                else if (j <= jmin)jmin=j;
     tab=ivector(1,NCOVMAX);            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
     ncodemax=ivector(1,8);            /*printf("%d %lf %d %d %d\n", i,agev[mw[mi][i]][i],j,s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);*/
             if(j<0)printf("Error! Negative delay (%d) between waves %d and %d of individual %d at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
     i=1;            sum=sum+j;
     while (fgets(line, MAXLINE, fic) != NULL)    {          }
       if ((i >= firstobs) && (i <=lastobs)) {          jk= j/stepm;
                  jl= j -jk*stepm;
         for (j=maxwav;j>=1;j--){          ju= j -(jk+1)*stepm;
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);          if(mle <=1){ 
           strcpy(line,stra);            if(jl==0){
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);              dh[mi][i]=jk;
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);              bh[mi][i]=0;
         }            }else{ /* We want a negative bias in order to only have interpolation ie
                            * at the price of an extra matrix product in likelihood */
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);              dh[mi][i]=jk+1;
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);              bh[mi][i]=ju;
             }
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);          }else{
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);            if(jl <= -ju){
               dh[mi][i]=jk;
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);              bh[mi][i]=jl;       /* bias is positive if real duration
         for (j=ncov;j>=1;j--){                                   * is higher than the multiple of stepm and negative otherwise.
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);                                   */
         }            }
         num[i]=atol(stra);            else{
               dh[mi][i]=jk+1;
         /*printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));*/              bh[mi][i]=ju;
             }
         i=i+1;            if(dh[mi][i]==0){
       }              dh[mi][i]=1; /* At least one step */
     }              bh[mi][i]=ju; /* At least one step */
               /*  printf(" bh=%d ju=%d jl=%d dh=%d jk=%d stepm=%d %d\n",bh[mi][i],ju,jl,dh[mi][i],jk,stepm,i);*/
     /*scanf("%d",i);*/            }
   imx=i-1; /* Number of individuals */          }
         } /* end if mle */
   /* Calculation of the number of parameter from char model*/      } /* end wave */
   Tvar=ivector(1,15);        }
   Tage=ivector(1,15);          jmean=sum/k;
        printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
   if (strlen(model) >1){    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
     j=0, j1=0;   }
     j=nbocc(model,'+');  
     j1=nbocc(model,'*');  /*********** Tricode ****************************/
     cptcovn=j+1;  void tricode(int *Tvar, int **nbcode, int imx)
      {
     strcpy(modelsav,model);    
     if (j==0) {    int Ndum[20],ij=1, k, j, i, maxncov=19;
       if (j1==0){    int cptcode=0;
        cutv(stra,strb,modelsav,'V');    cptcoveff=0; 
        Tvar[1]=atoi(strb);   
       }    for (k=0; k<maxncov; k++) Ndum[k]=0;
       else if (j1==1) {    for (k=1; k<=7; k++) ncodemax[k]=0;
        cutv(stra,strb,modelsav,'*');  
        /*      printf("stra=%s strb=%s modelsav=%s ",stra,strb,modelsav);*/    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
        Tage[1]=1; cptcovage++;      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
        if (strcmp(stra,"age")==0) {                                 modality*/ 
          cutv(strd,strc,strb,'V');        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
          Tvar[1]=atoi(strc);        Ndum[ij]++; /*store the modality */
        }        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
        else if (strcmp(strb,"age")==0) {        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
          cutv(strd,strc,stra,'V');                                         Tvar[j]. If V=sex and male is 0 and 
          Tvar[1]=atoi(strc);                                         female is 1, then  cptcode=1.*/
        }      }
        else {printf("Error"); exit(0);}  
       }      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 */
     else {      }
       for(i=j; i>=1;i--){  
         cutv(stra,strb,modelsav,'+');      ij=1; 
         /*printf("%s %s %s\n", stra,strb,modelsav);*/      for (i=1; i<=ncodemax[j]; i++) {
         if (strchr(strb,'*')) {        for (k=0; k<= maxncov; k++) {
           cutv(strd,strc,strb,'*');          if (Ndum[k] != 0) {
           if (strcmp(strc,"age")==0) {            nbcode[Tvar[j]][ij]=k; 
             cutv(strb,stre,strd,'V');            /* 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; */
             Tvar[i+1]=atoi(stre);            
             cptcovage++;            ij++;
             Tage[cptcovage]=i+1;          }
             printf("stre=%s ", stre);          if (ij > ncodemax[j]) break; 
           }        }  
           else if (strcmp(strd,"age")==0) {      } 
             cutv(strb,stre,strc,'V');    }  
             Tvar[i+1]=atoi(stre);  
             cptcovage++;   for (k=0; k< maxncov; k++) Ndum[k]=0;
             Tage[cptcovage]=i+1;  
           }   for (i=1; i<=ncovmodel-2; i++) { 
           else {     /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
             cutv(strb,stre,strc,'V');     ij=Tvar[i];
             Tvar[i+1]=ncov+1;     Ndum[ij]++;
             cutv(strb,strc,strd,'V');   }
             for (k=1; k<=lastobs;k++)  
               covar[ncov+1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];   ij=1;
           }   for (i=1; i<= maxncov; i++) {
         }     if((Ndum[i]!=0) && (i<=ncovcol)){
         else {       Tvaraff[ij]=i; /*For printing */
           cutv(strd,strc,strb,'V');       ij++;
           /* printf("%s %s %s", strd,strc,strb);*/     }
    }
         Tvar[i+1]=atoi(strc);   
         }   cptcoveff=ij-1; /*Number of simple covariates*/
         strcpy(modelsav,stra);    }
       }  
       cutv(strd,strc,stra,'V');  /*********** Health Expectancies ****************/
       Tvar[1]=atoi(strc);  
     }  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 )
   }  
   {
   /* printf("tvar=%d %d cptcovage=%d %d",Tvar[1],Tvar[2],cptcovage,Tage[1]);    /* Health expectancies */
      scanf("%d ",i);*/    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
     fclose(fic);    double age, agelim, hf;
     double ***p3mat,***varhe;
    if(mle==1){    double **dnewm,**doldm;
     if (weightopt != 1) { /* Maximisation without weights*/    double *xp;
       for(i=1;i<=n;i++) weight[i]=1.0;    double **gp, **gm;
     }    double ***gradg, ***trgradg;
     /*-calculation of age at interview from date of interview and age at death -*/    int theta;
     agev=matrix(1,maxwav,1,imx);  
        varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
     for (i=1; i<=imx; i++)  {    xp=vector(1,npar);
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);    dnewm=matrix(1,nlstate*nlstate,1,npar);
       for(m=1; (m<= maxwav); m++){    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
         if(s[m][i] >0){    
           if (s[m][i] == nlstate+1) {    fprintf(ficreseij,"# Health expectancies\n");
             if(agedc[i]>0)    fprintf(ficreseij,"# Age");
               if(moisdc[i]!=99 && andc[i]!=9999)    for(i=1; i<=nlstate;i++)
               agev[m][i]=agedc[i];      for(j=1; j<=nlstate;j++)
             else{        fprintf(ficreseij," %1d-%1d (SE)",i,j);
               printf("Warning negative age at death: %d line:%d\n",num[i],i);    fprintf(ficreseij,"\n");
               agev[m][i]=-1;  
             }    if(estepm < stepm){
           }      printf ("Problem %d lower than %d\n",estepm, stepm);
           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]);    else  hstepm=estepm;   
             if(mint[m][i]==99 || anint[m][i]==9999)    /* We compute the life expectancy from trapezoids spaced every estepm months
               agev[m][i]=1;     * This is mainly to measure the difference between two models: for example
             else if(agev[m][i] <agemin){     * if stepm=24 months pijx are given only every 2 years and by summing them
               agemin=agev[m][i];     * we are calculating an estimate of the Life Expectancy assuming a linear 
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/     * progression in between and thus overestimating or underestimating according
             }     * to the curvature of the survival function. If, for the same date, we 
             else if(agev[m][i] >agemax){     * estimate the model with stepm=1 month, we can keep estepm to 24 months
               agemax=agev[m][i];     * to compare the new estimate of Life expectancy with the same linear 
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/     * hypothesis. A more precise result, taking into account a more precise
             }     * curvature will be obtained if estepm is as small as stepm. */
             /*agev[m][i]=anint[m][i]-annais[i];*/  
             /*   agev[m][i] = age[i]+2*m;*/    /* For example we decided to compute the life expectancy with the smallest unit */
           }    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
           else { /* =9 */       nhstepm is the number of hstepm from age to agelim 
             agev[m][i]=1;       nstepm is the number of stepm from age to agelin. 
             s[m][i]=-1;       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
         else /*= 0 Unknown */       survival function given by stepm (the optimization length). Unfortunately it
           agev[m][i]=1;       means that if the survival funtion is printed only each two years of age and if
       }       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
           results. So we changed our mind and took the option of the best precision.
     }    */
     for (i=1; i<=imx; i++)  {    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
       for(m=1; (m<= maxwav); m++){  
         if (s[m][i] > (nlstate+ndeath)) {    agelim=AGESUP;
           printf("Error: Wrong value in nlstate or ndeath\n");      for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
           goto end;      /* nhstepm age range expressed in number of stepm */
         }      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
       }      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
     }      /* if (stepm >= YEARM) hstepm=1;*/
       nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
       gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
     free_vector(severity,1,maxwav);      gp=matrix(0,nhstepm,1,nlstate*nlstate);
     free_imatrix(outcome,1,maxwav+1,1,n);      gm=matrix(0,nhstepm,1,nlstate*nlstate);
     free_vector(moisnais,1,n);  
     free_vector(annais,1,n);      /* Computed by stepm unit matrices, product of hstepm matrices, stored
     free_matrix(mint,1,maxwav,1,n);         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
     free_matrix(anint,1,maxwav,1,n);      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
     free_vector(moisdc,1,n);   
     free_vector(andc,1,n);  
       hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
      
     wav=ivector(1,imx);      /* Computing Variances of health expectancies */
     dh=imatrix(1,lastpass-firstpass+1,1,imx);  
     mw=imatrix(1,lastpass-firstpass+1,1,imx);       for(theta=1; theta <=npar; theta++){
            for(i=1; i<=npar; i++){ 
     /* Concatenates waves */          xp[i] = x[i] + (i==theta ?delti[theta]:0);
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);        }
         hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
     
       Tcode=ivector(1,100);        cptj=0;
    nbcode=imatrix(1,nvar,1,8);          for(j=1; j<= nlstate; j++){
    ncodemax[1]=1;          for(i=1; i<=nlstate; i++){
    if (cptcovn > 0) tricode(Tvar,nbcode,imx);            cptj=cptj+1;
              for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
    codtab=imatrix(1,100,1,10);              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
    h=0;            }
    m=pow(2,cptcovn);          }
          }
    for(k=1;k<=cptcovn; k++){       
      for(i=1; i <=(m/pow(2,k));i++){       
        for(j=1; j <= ncodemax[k]; j++){        for(i=1; i<=npar; i++) 
          for(cpt=1; cpt <=(m/pow(2,cptcovn+1-k)); cpt++){          xp[i] = x[i] - (i==theta ?delti[theta]:0);
            h++;        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
            if (h>m) h=1;codtab[h][k]=j;        
          }        cptj=0;
        }        for(j=1; j<= nlstate; j++){
      }          for(i=1;i<=nlstate;i++){
    }            cptj=cptj+1;
             for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
    /* for(i=1; i <=m ;i++){  
      for(k=1; k <=cptcovn; k++){              gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
        printf("i=%d k=%d %d ",i,k,codtab[i][k]);            }
      }          }
      printf("\n");        }
    }        for(j=1; j<= nlstate*nlstate; j++)
    scanf("%d",i);*/          for(h=0; h<=nhstepm-1; h++){
                gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
    /* Calculates basic frequencies. Computes observed prevalence at single age          }
        and prints on file fileres'p'. */       } 
    freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);     
   /* End theta */
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */       for(h=0; h<=nhstepm-1; h++)
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */        for(j=1; j<=nlstate*nlstate;j++)
              for(theta=1; theta <=npar; theta++)
     /* For Powell, parameters are in a vector p[] starting at p[1]            trgradg[h][j][theta]=gradg[h][theta][j];
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */       
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */  
           for(i=1;i<=nlstate*nlstate;i++)
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);        for(j=1;j<=nlstate*nlstate;j++)
           varhe[i][j][(int)age] =0.;
      
     /*--------- results files --------------*/       printf("%d|",(int)age);fflush(stdout);
     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);       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
           for(h=0;h<=nhstepm-1;h++){
    jk=1;        for(k=0;k<=nhstepm-1;k++){
    fprintf(ficres,"# Parameters\n");          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
    printf("# Parameters\n");          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
    for(i=1,jk=1; i <=nlstate; i++){          for(i=1;i<=nlstate*nlstate;i++)
      for(k=1; k <=(nlstate+ndeath); k++){            for(j=1;j<=nlstate*nlstate;j++)
        if (k != i)              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
          {        }
            printf("%d%d ",i,k);      }
            fprintf(ficres,"%1d%1d ",i,k);      /* Computing expectancies */
            for(j=1; j <=ncovmodel; j++){      for(i=1; i<=nlstate;i++)
              printf("%f ",p[jk]);        for(j=1; j<=nlstate;j++)
              fprintf(ficres,"%f ",p[jk]);          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
              jk++;            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
            }            
            printf("\n");  /* if((int)age==70)printf("i=%2d,j=%2d,h=%2d,age=%3d,%9.4f,%9.4f,%9.4f\n",i,j,h,(int)age,p3mat[i][j][h],hf,eij[i][j][(int)age]);*/
            fprintf(ficres,"\n");  
          }          }
      }  
    }      fprintf(ficreseij,"%3.0f",age );
       cptj=0;
     /* Computing hessian and covariance matrix */      for(i=1; i<=nlstate;i++)
     ftolhess=ftol; /* Usually correct */        for(j=1; j<=nlstate;j++){
     hesscov(matcov, p, npar, delti, ftolhess, func);          cptj++;
     fprintf(ficres,"# Scales\n");          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
     printf("# Scales\n");        }
      for(i=1,jk=1; i <=nlstate; i++){      fprintf(ficreseij,"\n");
       for(j=1; j <=nlstate+ndeath; j++){     
         if (j!=i) {      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
           fprintf(ficres,"%1d%1d",i,j);      free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
           printf("%1d%1d",i,j);      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
           for(k=1; k<=ncovmodel;k++){      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
             printf(" %.5e",delti[jk]);      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             fprintf(ficres," %.5e",delti[jk]);    }
             jk++;    printf("\n");
           }    fprintf(ficlog,"\n");
           printf("\n");  
           fprintf(ficres,"\n");    free_vector(xp,1,npar);
         }    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
       }    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
       }    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
      }
     k=1;  
     fprintf(ficres,"# Covariance\n");  /************ Variance ******************/
     printf("# Covariance\n");  void varevsij(char optionfilefiname[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij, int estepm, int cptcov, int cptcod, int popbased, int mobilav)
     for(i=1;i<=npar;i++){  {
       /*  if (k>nlstate) k=1;    /* Variance of health expectancies */
       i1=(i-1)/(ncovmodel*nlstate)+1;    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);    /* double **newm;*/
       printf("%s%d%d",alph[k],i1,tab[i]);*/    double **dnewm,**doldm;
       fprintf(ficres,"%3d",i);    double **dnewmp,**doldmp;
       printf("%3d",i);    int i, j, nhstepm, hstepm, h, nstepm ;
       for(j=1; j<=i;j++){    int k, cptcode;
         fprintf(ficres," %.5e",matcov[i][j]);    double *xp;
         printf(" %.5e",matcov[i][j]);    double **gp, **gm;  /* for var eij */
       }    double ***gradg, ***trgradg; /*for var eij */
       fprintf(ficres,"\n");    double **gradgp, **trgradgp; /* for var p point j */
       printf("\n");    double *gpp, *gmp; /* for var p point j */
       k++;    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
     }    double ***p3mat;
        double age,agelim, hf;
     while((c=getc(ficpar))=='#' && c!= EOF){    double ***mobaverage;
       ungetc(c,ficpar);    int theta;
       fgets(line, MAXLINE, ficpar);    char digit[4];
       puts(line);    char digitp[25];
       fputs(line,ficparo);  
     }    char fileresprobmorprev[FILENAMELENGTH];
     ungetc(c,ficpar);  
      if(popbased==1){
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);      if(mobilav!=0)
            strcpy(digitp,"-populbased-mobilav-");
     if (fage <= 2) {      else strcpy(digitp,"-populbased-nomobil-");
       bage = agemin;    }
       fage = agemax;    else 
     }      strcpy(digitp,"-stablbased-");
   
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");    if (mobilav!=0) {
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 /*------------ gnuplot -------------*/      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
 chdir(pathcd);        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
   if((ficgp=fopen("graph.plt","w"))==NULL) {        printf(" Error in movingaverage mobilav=%d\n",mobilav);
     printf("Problem with file graph.gp");goto end;      }
   }    }
 #ifdef windows  
   fprintf(ficgp,"cd \"%s\" \n",pathc);    strcpy(fileresprobmorprev,"prmorprev"); 
 #endif    sprintf(digit,"%-d",ij);
 m=pow(2,cptcovn);    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
      strcat(fileresprobmorprev,digit); /* Tvar to be done */
  /* 1eme*/    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
   for (cpt=1; cpt<= nlstate ; cpt ++) {    strcat(fileresprobmorprev,fileres);
    for (k1=1; k1<= m ; k1 ++) {    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobmorprev);
 #ifdef windows      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
     fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",agemin,fage,fileres,k1-1,k1-1);    }
 #endif    printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
 #ifdef unix    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);    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);
 #endif    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
     for(j=nlstate+1; j<=(nlstate+ndeath);j++){
 for (i=1; i<= nlstate ; i ++) {      fprintf(ficresprobmorprev," p.%-d SE",j);
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");      for(i=1; i<=nlstate;i++)
   else fprintf(ficgp," \%%*lf (\%%*lf)");        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
 }    }  
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);    fprintf(ficresprobmorprev,"\n");
     for (i=1; i<= nlstate ; i ++) {    if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");      printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
   else fprintf(ficgp," \%%*lf (\%%*lf)");      fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
 }      exit(0);
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);    }
      for (i=1; i<= nlstate ; i ++) {    else{
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");      fprintf(ficgp,"\n# Routine varevsij");
   else fprintf(ficgp," \%%*lf (\%%*lf)");    }
 }      if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));      printf("Problem with html file: %s\n", optionfilehtm);
 #ifdef unix      fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm);
 fprintf(ficgp,"\nset ter gif small size 400,300");      exit(0);
 #endif    }
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    else{
    }      fprintf(fichtm,"\n<li><h4> Computing probabilities of dying over estepm months as a weighted average (i.e global mortality independent of initial healh state)</h4></li>\n");
   }      fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
   /*2 eme*/    }
     varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   for (k1=1; k1<= m ; k1 ++) {  
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);    fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n#  (weighted average of eij where weights are the stable prevalence in health states i\n");
        fprintf(ficresvij,"# Age");
     for (i=1; i<= nlstate+1 ; i ++) {    for(i=1; i<=nlstate;i++)
       k=2*i;      for(j=1; j<=nlstate;j++)
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
       for (j=1; j<= nlstate+1 ; j ++) {    fprintf(ficresvij,"\n");
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");  
   else fprintf(ficgp," \%%*lf (\%%*lf)");    xp=vector(1,npar);
 }      dnewm=matrix(1,nlstate,1,npar);
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");    doldm=matrix(1,nlstate,1,nlstate);
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
       for (j=1; j<= nlstate+1 ; j ++) {  
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
         else fprintf(ficgp," \%%*lf (\%%*lf)");    gpp=vector(nlstate+1,nlstate+ndeath);
 }      gmp=vector(nlstate+1,nlstate+ndeath);
       fprintf(ficgp,"\" t\"\" w l 0,");    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);    
       for (j=1; j<= nlstate+1 ; j ++) {    if(estepm < stepm){
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");      printf ("Problem %d lower than %d\n",estepm, stepm);
   else fprintf(ficgp," \%%*lf (\%%*lf)");    }
 }      else  hstepm=estepm;   
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");    /* For example we decided to compute the life expectancy with the smallest unit */
       else fprintf(ficgp,"\" t\"\" w l 0,");    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
     }       nhstepm is the number of hstepm from age to agelim 
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);       nstepm is the number of stepm from age to agelin. 
   }       Look at hpijx to understand the reason of that which relies in memory size
         and note for a fixed period like k years */
   /*3eme*/    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
        survival function given by stepm (the optimization length). Unfortunately it
   for (k1=1; k1<= m ; k1 ++) {       means that if the survival funtion is printed every two years of age and if
     for (cpt=1; cpt<= nlstate ; cpt ++) {       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
       k=2+nlstate*(cpt-1);       results. So we changed our mind and took the option of the best precision.
       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< nlstate ; i ++) {    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
         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);    agelim = AGESUP;
       }    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
     }      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
   }      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
        gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
   /* CV preval stat */      gp=matrix(0,nhstepm,1,nlstate);
   for (k1=1; k1<= m ; k1 ++) {      gm=matrix(0,nhstepm,1,nlstate);
     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/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);      for(theta=1; theta <=npar; theta++){
       for (i=1; i< nlstate ; i ++)        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
         fprintf(ficgp,"+$%d",k+i+1);          xp[i] = x[i] + (i==theta ?delti[theta]:0);
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);        }
              hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
       l=3+(nlstate+ndeath)*cpt;        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);  
       for (i=1; i< nlstate ; i ++) {        if (popbased==1) {
         l=3+(nlstate+ndeath)*cpt;          if(mobilav ==0){
         fprintf(ficgp,"+$%d",l+i+1);            for(i=1; i<=nlstate;i++)
       }              prlim[i][i]=probs[(int)age][i][ij];
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);            }else{ /* mobilav */ 
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);            for(i=1; i<=nlstate;i++)
     }              prlim[i][i]=mobaverage[(int)age][i][ij];
   }          }
         }
   /* proba elementaires */    
    for(i=1,jk=1; i <=nlstate; i++){        for(j=1; j<= nlstate; j++){
     for(k=1; k <=(nlstate+ndeath); k++){          for(h=0; h<=nhstepm; h++){
       if (k != i) {            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
         for(j=1; j <=ncovmodel; j++){              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/          }
           /*fprintf(ficgp,"%s",alph[1]);*/        }
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);        /* This for computing probability of death (h=1 means
           jk++;           computed over hstepm matrices product = hstepm*stepm months) 
           fprintf(ficgp,"\n");           as a weighted average of prlim.
         }        */
       }        for(j=nlstate+1;j<=nlstate+ndeath;j++){
     }          for(i=1,gpp[j]=0.; i<= nlstate; i++)
     }            gpp[j] += prlim[i][i]*p3mat[i][j][1];
         }    
   for(jk=1; jk <=m; jk++) {        /* end probability of death */
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);  
    i=1;        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
    for(k2=1; k2<=nlstate; k2++) {          xp[i] = x[i] - (i==theta ?delti[theta]:0);
      k3=i;        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
      for(k=1; k<=(nlstate+ndeath); k++) {        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
        if (k != k2){   
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);        if (popbased==1) {
           if(mobilav ==0){
         for(j=3; j <=ncovmodel; j++)            for(i=1; i<=nlstate;i++)
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);              prlim[i][i]=probs[(int)age][i][ij];
         fprintf(ficgp,")/(1");          }else{ /* mobilav */ 
                    for(i=1; i<=nlstate;i++)
         for(k1=1; k1 <=nlstate; k1++){                prlim[i][i]=mobaverage[(int)age][i][ij];
           fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);          }
           for(j=3; j <=ncovmodel; j++)        }
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);  
           fprintf(ficgp,")");        for(j=1; j<= nlstate; j++){
         }          for(h=0; h<=nhstepm; h++){
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
         i=i+ncovmodel;          }
        }        }
      }        /* This for computing probability of death (h=1 means
    }           computed over hstepm matrices product = hstepm*stepm months) 
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);           as a weighted average of prlim.
   }        */
            for(j=nlstate+1;j<=nlstate+ndeath;j++){
   fclose(ficgp);          for(i=1,gmp[j]=0.; i<= nlstate; i++)
               gmp[j] += prlim[i][i]*p3mat[i][j][1];
 chdir(path);        }    
     free_matrix(agev,1,maxwav,1,imx);        /* end probability of death */
     free_ivector(wav,1,imx);  
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);        for(j=1; j<= nlstate; j++) /* vareij */
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);          for(h=0; h<=nhstepm; h++){
                gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
     free_imatrix(s,1,maxwav+1,1,n);          }
      
            for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
     free_ivector(num,1,n);          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
     free_vector(agedc,1,n);        }
     free_vector(weight,1,n);  
     /*free_matrix(covar,1,NCOVMAX,1,n);*/      } /* End theta */
     fclose(ficparo);  
     fclose(ficres);      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
    }  
          for(h=0; h<=nhstepm; h++) /* veij */
    /*________fin mle=1_________*/        for(j=1; j<=nlstate;j++)
              for(theta=1; theta <=npar; theta++)
             trgradg[h][j][theta]=gradg[h][theta][j];
    
     /* No more information from the sample is required now */      for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
   /* Reads comments: lines beginning with '#' */        for(theta=1; theta <=npar; theta++)
   while((c=getc(ficpar))=='#' && c!= EOF){          trgradgp[j][theta]=gradgp[theta][j];
     ungetc(c,ficpar);    
     fgets(line, MAXLINE, ficpar);  
     puts(line);      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
     fputs(line,ficparo);      for(i=1;i<=nlstate;i++)
   }        for(j=1;j<=nlstate;j++)
   ungetc(c,ficpar);          vareij[i][j][(int)age] =0.;
    
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);      for(h=0;h<=nhstepm;h++){
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);        for(k=0;k<=nhstepm;k++){
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
 /*--------- index.htm --------*/          matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
           for(i=1;i<=nlstate;i++)
   if((fichtm=fopen("index.htm","w"))==NULL)    {            for(j=1;j<=nlstate;j++)
     printf("Problem with index.htm \n");goto end;              vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
   }        }
       }
  fprintf(fichtm,"<body><ul> Imach, Version 0.64a<hr> <li>Outputs files<br><br>\n    
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n      /* pptj */
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>      matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>      matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>      for(j=nlstate+1;j<=nlstate+ndeath;j++)
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>        for(i=nlstate+1;i<=nlstate+ndeath;i++)
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>          varppt[j][i]=doldmp[j][i];
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>      /* end ppptj */
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>      /*  x centered again */
         - 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);      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
       prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
  fprintf(fichtm," <li>Graphs</li>\n<p>");   
       if (popbased==1) {
  m=cptcovn;        if(mobilav ==0){
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}          for(i=1; i<=nlstate;i++)
             prlim[i][i]=probs[(int)age][i][ij];
  j1=0;        }else{ /* mobilav */ 
  for(k1=1; k1<=m;k1++){          for(i=1; i<=nlstate;i++)
    for(i1=1; i1<=ncodemax[k1];i1++){            prlim[i][i]=mobaverage[(int)age][i][ij];
        j1++;        }
        if (cptcovn > 0) {      }
          fprintf(fichtm,"<hr>************ Results for covariates");               
          for (cpt=1; cpt<=cptcovn;cpt++)      /* This for computing probability of death (h=1 means
            fprintf(fichtm," V%d=%d ",Tvar[cpt],nbcode[Tvar[cpt]][codtab[j1][cpt]]);         computed over hstepm (estepm) matrices product = hstepm*stepm months) 
          fprintf(fichtm," ************\n<hr>");         as a weighted average of prlim.
        }      */
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>      for(j=nlstate+1;j<=nlstate+ndeath;j++){
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);            for(i=1,gmp[j]=0.;i<= nlstate; i++) 
        for(cpt=1; cpt<nlstate;cpt++){          gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
          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);      /* end probability of death */
        }  
     for(cpt=1; cpt<=nlstate;cpt++) {      fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident      for(j=nlstate+1; j<=(nlstate+ndeath);j++){
 interval) in state (%d): v%s%d%d.gif <br>        fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);          for(i=1; i<=nlstate;i++){
      }          fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
      for(cpt=1; cpt<=nlstate;cpt++) {        }
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>      } 
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);      fprintf(ficresprobmorprev,"\n");
      }  
      fprintf(fichtm,"\n<br>- Total life expectancy by age and      fprintf(ficresvij,"%.0f ",age );
 health expectancies in states (1) and (2): e%s%d.gif<br>      for(i=1; i<=nlstate;i++)
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);        for(j=1; j<=nlstate;j++){
 fprintf(fichtm,"\n</body>");          fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
    }        }
  }      fprintf(ficresvij,"\n");
 fclose(fichtm);      free_matrix(gp,0,nhstepm,1,nlstate);
       free_matrix(gm,0,nhstepm,1,nlstate);
   /*--------------- Prevalence limit --------------*/      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
        free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
   strcpy(filerespl,"pl");      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   strcat(filerespl,fileres);    } /* End age */
   if((ficrespl=fopen(filerespl,"w"))==NULL) {    free_vector(gpp,nlstate+1,nlstate+ndeath);
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;    free_vector(gmp,nlstate+1,nlstate+ndeath);
   }    free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);    free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
   fprintf(ficrespl,"#Prevalence limit\n");    fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
   fprintf(ficrespl,"#Age ");    /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);    fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
   fprintf(ficrespl,"\n");  /*   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); */
   prlim=matrix(1,nlstate,1,nlstate);  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",fileresprobmorprev);
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",fileresprobmorprev);
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",fileresprobmorprev);
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",fileresprobmorprev,fileresprobmorprev);
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */    fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"varmuptjgr%s%s%s.png\"> <br>\n", estepm,digitp,optionfilefiname,digit);
   k=0;    /*  fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months and then divided by estepm and multiplied by %.0f in order to have the probability to die over a year <br> <img src=\"varmuptjgr%s%s.png\"> <br>\n", stepm,YEARM,digitp,digit);
   agebase=agemin;  */
   agelim=agemax;    fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit);
   ftolpl=1.e-10;  
   i1=cptcovn;    free_vector(xp,1,npar);
   if (cptcovn < 1){i1=1;}    free_matrix(doldm,1,nlstate,1,nlstate);
     free_matrix(dnewm,1,nlstate,1,npar);
   for(cptcov=1;cptcov<=i1;cptcov++){    free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
         k=k+1;    free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/    if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
         fprintf(ficrespl,"\n#******");    fclose(ficresprobmorprev);
         for(j=1;j<=cptcovn;j++)    fclose(ficgp);
           fprintf(ficrespl," V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);    fclose(fichtm);
         fprintf(ficrespl,"******\n");  }  
          
         for (age=agebase; age<=agelim; age++){  /************ Variance of prevlim ******************/
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);  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)
           fprintf(ficrespl,"%.0f",age );  {
           for(i=1; i<=nlstate;i++)    /* Variance of prevalence limit */
           fprintf(ficrespl," %.5f", prlim[i][i]);    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
           fprintf(ficrespl,"\n");    double **newm;
         }    double **dnewm,**doldm;
       }    int i, j, nhstepm, hstepm;
     }    int k, cptcode;
   fclose(ficrespl);    double *xp;
   /*------------- h Pij x at various ages ------------*/    double *gp, *gm;
      double **gradg, **trgradg;
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);    double age,agelim;
   if((ficrespij=fopen(filerespij,"w"))==NULL) {    int theta;
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;     
   }    fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
   printf("Computing pij: result on file '%s' \n", filerespij);    fprintf(ficresvpl,"# Age");
      for(i=1; i<=nlstate;i++)
   stepsize=(int) (stepm+YEARM-1)/YEARM;        fprintf(ficresvpl," %1d-%1d",i,i);
   if (stepm<=24) stepsize=2;    fprintf(ficresvpl,"\n");
   
   agelim=AGESUP;    xp=vector(1,npar);
   hstepm=stepsize*YEARM; /* Every year of age */    dnewm=matrix(1,nlstate,1,npar);
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */    doldm=matrix(1,nlstate,1,nlstate);
      
   k=0;    hstepm=1*YEARM; /* Every year of age */
   for(cptcov=1;cptcov<=i1;cptcov++){    hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    agelim = AGESUP;
       k=k+1;    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
         fprintf(ficrespij,"\n#****** ");      nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
         for(j=1;j<=cptcovn;j++)      if (stepm >= YEARM) hstepm=1;
           fprintf(ficrespij,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);      nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
         fprintf(ficrespij,"******\n");      gradg=matrix(1,npar,1,nlstate);
              gp=vector(1,nlstate);
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */      gm=vector(1,nlstate);
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */  
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */      for(theta=1; theta <=npar; theta++){
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        for(i=1; i<=npar; i++){ /* Computes gradient */
           oldm=oldms;savm=savms;          xp[i] = x[i] + (i==theta ?delti[theta]:0);
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);          }
           fprintf(ficrespij,"# Age");        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
           for(i=1; i<=nlstate;i++)        for(i=1;i<=nlstate;i++)
             for(j=1; j<=nlstate+ndeath;j++)          gp[i] = prlim[i][i];
               fprintf(ficrespij," %1d-%1d",i,j);      
           fprintf(ficrespij,"\n");        for(i=1; i<=npar; i++) /* Computes gradient */
           for (h=0; h<=nhstepm; h++){          xp[i] = x[i] - (i==theta ?delti[theta]:0);
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
             for(i=1; i<=nlstate;i++)        for(i=1;i<=nlstate;i++)
               for(j=1; j<=nlstate+ndeath;j++)          gm[i] = prlim[i][i];
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);  
             fprintf(ficrespij,"\n");        for(i=1;i<=nlstate;i++)
           }          gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      } /* End theta */
           fprintf(ficrespij,"\n");  
         }      trgradg =matrix(1,nlstate,1,npar);
     }  
   }      for(j=1; j<=nlstate;j++)
         for(theta=1; theta <=npar; theta++)
   fclose(ficrespij);          trgradg[j][theta]=gradg[theta][j];
   
   /*---------- Health expectancies and variances ------------*/      for(i=1;i<=nlstate;i++)
         varpl[i][(int)age] =0.;
   strcpy(filerest,"t");      matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
   strcat(filerest,fileres);      matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
   if((ficrest=fopen(filerest,"w"))==NULL) {      for(i=1;i<=nlstate;i++)
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;        varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
   }  
   printf("Computing Total LEs with variances: file '%s' \n", filerest);      fprintf(ficresvpl,"%.0f ",age );
       for(i=1; i<=nlstate;i++)
         fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
   strcpy(filerese,"e");      fprintf(ficresvpl,"\n");
   strcat(filerese,fileres);      free_vector(gp,1,nlstate);
   if((ficreseij=fopen(filerese,"w"))==NULL) {      free_vector(gm,1,nlstate);
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);      free_matrix(gradg,1,npar,1,nlstate);
   }      free_matrix(trgradg,1,nlstate,1,npar);
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);    } /* End age */
   
  strcpy(fileresv,"v");    free_vector(xp,1,npar);
   strcat(fileresv,fileres);    free_matrix(doldm,1,nlstate,1,npar);
   if((ficresvij=fopen(fileresv,"w"))==NULL) {    free_matrix(dnewm,1,nlstate,1,nlstate);
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);  
   }  }
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);  
   /************ Variance of one-step probabilities  ******************/
   k=0;  void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
   for(cptcov=1;cptcov<=i1;cptcov++){  {
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    int i, j=0,  i1, k1, l1, t, tj;
       k=k+1;    int k2, l2, j1,  z1;
       fprintf(ficrest,"\n#****** ");    int k=0,l, cptcode;
       for(j=1;j<=cptcovn;j++)    int first=1, first1;
         fprintf(ficrest,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);    double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
       fprintf(ficrest,"******\n");    double **dnewm,**doldm;
     double *xp;
       fprintf(ficreseij,"\n#****** ");    double *gp, *gm;
       for(j=1;j<=cptcovn;j++)    double **gradg, **trgradg;
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);    double **mu;
       fprintf(ficreseij,"******\n");    double age,agelim, cov[NCOVMAX];
     double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
       fprintf(ficresvij,"\n#****** ");    int theta;
       for(j=1;j<=cptcovn;j++)    char fileresprob[FILENAMELENGTH];
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);    char fileresprobcov[FILENAMELENGTH];
       fprintf(ficresvij,"******\n");    char fileresprobcor[FILENAMELENGTH];
   
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);    double ***varpij;
       oldm=oldms;savm=savms;  
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);      strcpy(fileresprob,"prob"); 
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);    strcat(fileresprob,fileres);
       oldm=oldms;savm=savms;    if((ficresprob=fopen(fileresprob,"w"))==NULL) {
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);      printf("Problem with resultfile: %s\n", fileresprob);
            fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");    }
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);    strcpy(fileresprobcov,"probcov"); 
       fprintf(ficrest,"\n");    strcat(fileresprobcov,fileres);
            if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
       hf=1;      printf("Problem with resultfile: %s\n", fileresprobcov);
       if (stepm >= YEARM) hf=stepm/YEARM;      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
       epj=vector(1,nlstate+1);    }
       for(age=bage; age <=fage ;age++){    strcpy(fileresprobcor,"probcor"); 
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);    strcat(fileresprobcor,fileres);
         fprintf(ficrest," %.0f",age);    if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){      printf("Problem with resultfile: %s\n", fileresprobcor);
           for(i=1, epj[j]=0.;i <=nlstate;i++) {      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];    }
           }    printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
           epj[nlstate+1] +=epj[j];    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);
         for(i=1, vepp=0.;i <=nlstate;i++)    fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
           for(j=1;j <=nlstate;j++)    printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
             vepp += vareij[i][j][(int)age];    fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));    
         for(j=1;j <=nlstate;j++){    fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));    fprintf(ficresprob,"# Age");
         }    fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
         fprintf(ficrest,"\n");    fprintf(ficresprobcov,"# Age");
       }    fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
     }    fprintf(ficresprobcov,"# Age");
   }  
          
  fclose(ficreseij);    for(i=1; i<=nlstate;i++)
  fclose(ficresvij);      for(j=1; j<=(nlstate+ndeath);j++){
   fclose(ficrest);        fprintf(ficresprob," p%1d-%1d (SE)",i,j);
   fclose(ficpar);        fprintf(ficresprobcov," p%1d-%1d ",i,j);
   free_vector(epj,1,nlstate+1);        fprintf(ficresprobcor," p%1d-%1d ",i,j);
   /*  scanf("%d ",i); */      }  
    /* fprintf(ficresprob,"\n");
   /*------- Variance limit prevalence------*/      fprintf(ficresprobcov,"\n");
     fprintf(ficresprobcor,"\n");
 strcpy(fileresvpl,"vpl");   */
   strcat(fileresvpl,fileres);   xp=vector(1,npar);
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {    dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);    doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
     exit(0);    mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
   }    varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);    first=1;
     if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
  k=0;      printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
  for(cptcov=1;cptcov<=i1;cptcov++){      fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){      exit(0);
      k=k+1;    }
      fprintf(ficresvpl,"\n#****** ");    else{
      for(j=1;j<=cptcovn;j++)      fprintf(ficgp,"\n# Routine varprob");
        fprintf(ficresvpl,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);    }
      fprintf(ficresvpl,"******\n");    if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
            printf("Problem with html file: %s\n", optionfilehtm);
      varpl=matrix(1,nlstate,(int) bage, (int) fage);      fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm);
      oldm=oldms;savm=savms;      exit(0);
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);    }
    }    else{
  }      fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
       fprintf(fichtm,"\n");
   fclose(ficresvpl);  
       fprintf(fichtm,"\n<li><h4> Computing matrix of variance-covariance of step probabilities</h4></li>\n");
   /*---------- End : free ----------------*/      fprintf(fichtm,"\nWe have drawn ellipsoids of confidence around the p<inf>ij</inf>, p<inf>kl</inf> to understand the covariance between two incidences. They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);      fprintf(fichtm,"\n<br> We have drawn x'cov<sup>-1</sup>x = 4 where x is the column vector (pij,pkl). It means that if pij and pkl where uncorrelated the (2X2) matrix would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 standard deviations wide on each axis. <br> When both incidences are correlated we diagonalised the inverse of the covariance matrix and made the appropriate rotation.<br> \n");
    
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);    }
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);  
      cov[1]=1;
      tj=cptcoveff;
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);    if (cptcovn<1) {tj=1;ncodemax[1]=1;}
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);    j1=0;
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);    for(t=1; t<=tj;t++){
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);      for(i1=1; i1<=ncodemax[t];i1++){ 
          j1++;
   free_matrix(matcov,1,npar,1,npar);        if  (cptcovn>0) {
   free_vector(delti,1,npar);          fprintf(ficresprob, "\n#********** Variable "); 
            for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);          fprintf(ficresprob, "**********\n#\n");
           fprintf(ficresprobcov, "\n#********** Variable "); 
   printf("End of Imach\n");          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */          fprintf(ficresprobcov, "**********\n#\n");
            
   /* printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);*/          fprintf(ficgp, "\n#********** Variable "); 
   /*printf("Total time was %d uSec.\n", total_usecs);*/          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   /*------ End -----------*/          fprintf(ficgp, "**********\n#\n");
           
  end:          
 #ifdef windows          fprintf(fichtm, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
  chdir(pathcd);          for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 #endif          fprintf(fichtm, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
  system("wgnuplot graph.plt");          
           fprintf(ficresprobcor, "\n#********** Variable ");    
 #ifdef windows          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   while (z[0] != 'q') {          fprintf(ficresprobcor, "**********\n#");    
     chdir(pathcd);        }
     printf("\nType e to edit output files, c to start again, and q for exiting: ");        
     scanf("%s",z);        for (age=bage; age<=fage; age ++){ 
     if (z[0] == 'c') system("./imach");          cov[2]=age;
     else if (z[0] == 'e') {          for (k=1; k<=cptcovn;k++) {
       chdir(path);            cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
       system("index.htm");          }
     }          for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
     else if (z[0] == 'q') exit(0);          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]]];
 #endif          
 }          gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
           trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
           gp=vector(1,(nlstate)*(nlstate+ndeath));
           gm=vector(1,(nlstate)*(nlstate+ndeath));
       
           for(theta=1; theta <=npar; theta++){
             for(i=1; i<=npar; i++)
               xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
             
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             
             k=0;
             for(i=1; i<= (nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gp[k]=pmmij[i][j];
               }
             }
             
             for(i=1; i<=npar; i++)
               xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
       
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             k=0;
             for(i=1; i<=(nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gm[k]=pmmij[i][j];
               }
             }
        
             for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
               gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
           }
   
           for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
             for(theta=1; theta <=npar; theta++)
               trgradg[j][theta]=gradg[theta][j];
           
           matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
           matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
           free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
           free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
   
           pmij(pmmij,cov,ncovmodel,x,nlstate);
           
           k=0;
           for(i=1; i<=(nlstate); i++){
             for(j=1; j<=(nlstate+ndeath);j++){
               k=k+1;
               mu[k][(int) age]=pmmij[i][j];
             }
           }
           for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
             for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
               varpij[i][j][(int)age] = doldm[i][j];
   
           /*printf("\n%d ",(int)age);
             for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             }*/
   
           fprintf(ficresprob,"\n%d ",(int)age);
           fprintf(ficresprobcov,"\n%d ",(int)age);
           fprintf(ficresprobcor,"\n%d ",(int)age);
   
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
             fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
             fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
           }
           i=0;
           for (k=1; k<=(nlstate);k++){
             for (l=1; l<=(nlstate+ndeath);l++){ 
               i=i++;
               fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
               fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
               for (j=1; j<=i;j++){
                 fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
                 fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
               }
             }
           }/* end of loop for state */
         } /* end of loop for age */
   
         /* Confidence intervalle of pij  */
         /*
           fprintf(ficgp,"\nset noparametric;unset label");
           fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
           fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
           fprintf(fichtm,"\n<br>Probability with  confidence intervals expressed in year<sup>-1</sup> :<a href=\"pijgr%s.png\">pijgr%s.png</A>, ",optionfilefiname,optionfilefiname);
           fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
           fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
           fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
         */
   
         /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
         first1=1;
         for (k2=1; k2<=(nlstate);k2++){
           for (l2=1; l2<=(nlstate+ndeath);l2++){ 
             if(l2==k2) continue;
             j=(k2-1)*(nlstate+ndeath)+l2;
             for (k1=1; k1<=(nlstate);k1++){
               for (l1=1; l1<=(nlstate+ndeath);l1++){ 
                 if(l1==k1) continue;
                 i=(k1-1)*(nlstate+ndeath)+l1;
                 if(i<=j) continue;
                 for (age=bage; age<=fage; age ++){ 
                   if ((int)age %5==0){
                     v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
                     v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     mu1=mu[i][(int) age]/stepm*YEARM ;
                     mu2=mu[j][(int) age]/stepm*YEARM;
                     c12=cv12/sqrt(v1*v2);
                     /* Computing eigen value of matrix of covariance */
                     lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     /* Eigen vectors */
                     v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
                     /*v21=sqrt(1.-v11*v11); *//* error */
                     v21=(lc1-v1)/cv12*v11;
                     v12=-v21;
                     v22=v11;
                     tnalp=v21/v11;
                     if(first1==1){
                       first1=0;
                       printf("%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tang %.3f\nOthers in log...\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     }
                     fprintf(ficlog,"%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tan %.3f\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     /*printf(fignu*/
                     /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
                     /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
                     if(first==1){
                       first=0;
                       fprintf(ficgp,"\nset parametric;unset label");
                       fprintf(ficgp,"\nset log y;set log x; set xlabel \"p%1d%1d (year-1)\";set ylabel \"p%1d%1d (year-1)\"",k1,l1,k2,l2);
                       fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
                       fprintf(fichtm,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup> :<a href=\"varpijgr%s%d%1d%1d-%1d%1d.png\">varpijgr%s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,optionfilefiname, j1,k1,l1,k2,l2,optionfilefiname, j1,k1,l1,k2,l2);
                       fprintf(fichtm,"\n<br><img src=\"varpijgr%s%d%1d%1d-%1d%1d.png\"> ",optionfilefiname, j1,k1,l1,k2,l2);
                       fprintf(fichtm,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\"",optionfilefiname, j1,k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nplot [-pi:pi] %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }else{
                       first=0;
                       fprintf(fichtm," %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\nreplot %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }/* if first */
                   } /* age mod 5 */
                 } /* end loop age */
                 fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\";replot;",optionfilefiname, j1,k1,l1,k2,l2);
                 first=1;
               } /*l12 */
             } /* k12 */
           } /*l1 */
         }/* k1 */
       } /* loop covariates */
     }
     free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
     free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
     free_vector(xp,1,npar);
     fclose(ficresprob);
     fclose(ficresprobcov);
     fclose(ficresprobcor);
     fclose(ficgp);
     fclose(fichtm);
   }
   
   
   /******************* Printing html file ***********/
   void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
                     int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
                     int popforecast, int estepm ,\
                     double jprev1, double mprev1,double anprev1, \
                     double jprev2, double mprev2,double anprev2){
     int jj1, k1, i1, cpt;
     /*char optionfilehtm[FILENAMELENGTH];*/
     if((fichtm=fopen(optionfilehtm,"a"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
       fprintf(ficlog,"Problem with %s \n",optionfilehtm), exit(0);
     }
   
      fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n
    - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"p%s\">p%s</a> <br>\n
    - Estimated transition probabilities over %d (stepm) months: <a href=\"pij%s\">pij%s</a><br>\n
    - Stable prevalence in each health state: <a href=\"pl%s\">pl%s</a> <br>\n
    - Life expectancies by age and initial health status (estepm=%2d months): 
      <a href=\"e%s\">e%s</a> <br>\n</li>", \
     jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,fileres,fileres,stepm,fileres,fileres,fileres,fileres,estepm,fileres,fileres);
   
   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: pe%s%d1.png<br>
   <img src=\"pe%s%d1.png\">",stepm,strtok(optionfile, "."),jj1,strtok(optionfile, "."),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: pe%s%d2.png<br>
   <img src=\"pe%s%d2.png\">",stepm,strtok(optionfile, "."),jj1,strtok(optionfile, "."),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=\"p%s%d%d.png\">",strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);
          }
        for(cpt=1; cpt<=nlstate;cpt++) {
           fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.png <br>
   <img src=\"exp%s%d%d.png\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);
        }
        fprintf(fichtm,"\n<br>- Total life expectancy by age and
   health expectancies in states (1) and (2): e%s%d.png<br>
   <img src=\"e%s%d.png\">",strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
   
   
    fprintf(fichtm,"\n<br><li><h4> Result files (second order: variances)</h4>\n
    - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n
    - Variance of one-step probabilities: <a href=\"prob%s\">prob%s</a> <br>\n
    - Variance-covariance of one-step probabilities: <a href=\"probcov%s\">probcov%s</a> <br>\n
    - Correlation matrix of one-step probabilities: <a href=\"probcor%s\">probcor%s</a> <br>\n
    - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"v%s\">v%s</a><br>\n 
    - Health expectancies with their variances (no covariance): <a href=\"t%s\">t%s</a> <br>\n
    - Standard deviation of stable prevalences: <a href=\"vpl%s\">vpl%s</a> <br>\n",rfileres,rfileres,fileres,fileres,fileres,fileres,fileres,fileres, estepm, fileres,fileres,fileres,fileres,fileres,fileres);
   
   /*  if(popforecast==1) fprintf(fichtm,"\n */
   /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
   /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
   /*      <br>",fileres,fileres,fileres,fileres); */
   /*  else  */
   /*    fprintf(fichtm,"\n No population forecast: popforecast = %d (instead of 1) or stepm = %d (instead of 1) or model=%s (instead of .)<br><br></li>\n",popforecast, stepm, model); */
   fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        for(cpt=1; cpt<=nlstate;cpt++) {
          fprintf(fichtm,"<br>- Observed and period prevalence (with confident
   interval) in state (%d): v%s%d%d.png <br>
   <img src=\"v%s%d%d.png\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);  
        }
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
   fclose(fichtm);
   }
   
   /******************* Gnuplot file **************/
   void printinggnuplot(char fileres[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
   
     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);
     
    /* 1eme*/
     for (cpt=1; cpt<= nlstate ; cpt ++) {
      for (k1=1; k1<= m ; k1 ++) {
        fprintf(ficgp,"\nset out \"v%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
        fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,fileres,k1-1,k1-1);
   
        for (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,\"vpl%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",fileres,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,\"vpl%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",fileres,k1-1,k1-1); 
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }  
        fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));
      }
     }
     /*2 eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       fprintf(ficgp,"\nset out \"e%s%d.png\" \n",strtok(optionfile, "."),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,"\"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)");
           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,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,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,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,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 \"exp%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
         fprintf(ficgp,"set ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,fileres,k1-1,k1-1,k,cpt);
         /*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," ,\"e%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",fileres,k1-1,k1-1,k+2*i,cpt,i+1);
           
         } 
       }
     }
     
     /* CV preval stable (period) */
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<=nlstate ; cpt ++) {
         k=3;
         fprintf(ficgp,"\nset out \"p%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
         fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,fileres,k1,k+cpt+1,k+1);
         
         for (i=1; 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,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);
         for (i=1; i< nlstate ; i ++) {
           l=3+(nlstate+ndeath)*cpt;
           fprintf(ficgp,"+$%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 \"pe%s%d%d.png\" \n",strtok(optionfile, "."),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 */
      fclose(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(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(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);
   }
   
   /***********************************************/
   /**************** Main Program *****************/
   /***********************************************/
   
   int main(int argc, char *argv[])
   {
     int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
     int i,j, k, n=MAXN,iter,m,size=100,cptcode, cptcod;
     double agedeb, agefin,hf;
     double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
   
     double fret;
     double **xi,tmp,delta;
   
     double dum; /* Dummy variable */
     double ***p3mat;
     double ***mobaverage;
     int *indx;
     char line[MAXLINE], linepar[MAXLINE];
     char path[80],pathc[80],pathcd[80],pathtot[80],model[80];
     int firstobs=1, lastobs=10;
     int sdeb, sfin; /* Status at beginning and end */
     int c,  h , cpt,l;
     int ju,jl, mi;
     int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
     int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,*tab; 
     int mobilavproj=0 , prevfcast=0 ; /* moving average of prev, If prevfcast=1 prevalence projection */
     int mobilav=0,popforecast=0;
     int hstepm, nhstepm;
     double jprev1=1, mprev1=1,anprev1=2000,jprev2=1, mprev2=1,anprev2=2000;
     double jpyram=1, mpyram=1,anpyram=2000,jpyram1=1, mpyram1=1,anpyram1=2000;
   
     double bage, fage, age, agelim, agebase;
     double ftolpl=FTOL;
     double **prlim;
     double *severity;
     double ***param; /* Matrix of parameters */
     double  *p;
     double **matcov; /* Matrix of covariance */
     double ***delti3; /* Scale */
     double *delti; /* Scale */
     double ***eij, ***vareij;
     double **varpl; /* Variances of prevalence limits by age */
     double *epj, vepp;
     double kk1, kk2;
     double dateprev1, dateprev2,jproj1=1,mproj1=1,anproj1=2000,jproj2=1,mproj2=1,anproj2=2000;
   
     char *alph[]={"a","a","b","c","d","e"}, str[4];
   
   
     char z[1]="c", occ;
   #include <sys/time.h>
   #include <time.h>
     char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
    
     /* long total_usecs;
        struct timeval start_time, end_time;
     
        gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
     getcwd(pathcd, size);
   
     printf("\n%s\n%s",version,fullversion);
     if(argc <=1){
       printf("\nEnter the parameter file name: ");
       scanf("%s",pathtot);
     }
     else{
       strcpy(pathtot,argv[1]);
     }
     /*if(getcwd(pathcd, 80)!= NULL)printf ("Error pathcd\n");*/
     /*cygwin_split_path(pathtot,path,optionfile);
       printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
     /* cutv(path,optionfile,pathtot,'\\');*/
   
     split(pathtot,path,optionfile,optionfilext,optionfilefiname);
     printf("pathtot=%s, path=%s, optionfile=%s optionfilext=%s optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     chdir(path);
     replace(pathc,path);
   
     /*-------- arguments in the command line --------*/
   
     /* Log file */
     strcat(filelog, optionfilefiname);
     strcat(filelog,".log");    /* */
     if((ficlog=fopen(filelog,"w"))==NULL)    {
       printf("Problem with logfile %s\n",filelog);
       goto end;
     }
     fprintf(ficlog,"Log filename:%s\n",filelog);
     fprintf(ficlog,"\n%s",version);
     fprintf(ficlog,"\nEnter the parameter file name: ");
     fprintf(ficlog,"pathtot=%s, path=%s, optionfile=%s optionfilext=%s optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     fflush(ficlog);
   
     /* */
     strcpy(fileres,"r");
     strcat(fileres, optionfilefiname);
     strcat(fileres,".txt");    /* Other files have txt extension */
   
     /*---------arguments file --------*/
   
     if((ficpar=fopen(optionfile,"r"))==NULL)    {
       printf("Problem with optionfile %s\n",optionfile);
       fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
       goto end;
     }
   
     strcpy(filereso,"o");
     strcat(filereso,fileres);
     if((ficparo=fopen(filereso,"w"))==NULL) {
       printf("Problem with Output resultfile: %s\n", filereso);
       fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
       goto end;
     }
   
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
     printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model);
     fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
      
     covar=matrix(0,NCOVMAX,1,n); 
     cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
     if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
   
     ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
     nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
     
     /* Read guess parameters */
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     for(i=1; i <=nlstate; i++)
       for(j=1; j <=nlstate+ndeath-1; j++){
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         fprintf(ficparo,"%1d%1d",i1,j1);
         if(mle==1)
           printf("%1d%1d",i,j);
         fprintf(ficlog,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar," %lf",&param[i][j][k]);
           if(mle==1){
             printf(" %lf",param[i][j][k]);
             fprintf(ficlog," %lf",param[i][j][k]);
           }
           else
             fprintf(ficlog," %lf",param[i][j][k]);
           fprintf(ficparo," %lf",param[i][j][k]);
         }
         fscanf(ficpar,"\n");
         if(mle==1)
           printf("\n");
         fprintf(ficlog,"\n");
         fprintf(ficparo,"\n");
       }
     
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
   
     p=param[1][1];
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     /* delti=vector(1,npar); *//* Scale of each paramater (output from hesscov) */
     for(i=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath-1; j++){
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i1,j1);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar,"%le",&delti3[i][j][k]);
           printf(" %le",delti3[i][j][k]);
           fprintf(ficparo," %le",delti3[i][j][k]);
         }
         fscanf(ficpar,"\n");
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     delti=delti3[1][1];
   
   
     /* free_ma3x(delti3,1,nlstate,1,nlstate+ndeath-1,1,ncovmodel); */ /* Hasn't to to freed here otherwise delti is no more allocated */
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     matcov=matrix(1,npar,1,npar);
     for(i=1; i <=npar; i++){
       fscanf(ficpar,"%s",&str);
       if(mle==1)
         printf("%s",str);
       fprintf(ficlog,"%s",str);
       fprintf(ficparo,"%s",str);
       for(j=1; j <=i; j++){
         fscanf(ficpar," %le",&matcov[i][j]);
         if(mle==1){
           printf(" %.5le",matcov[i][j]);
           fprintf(ficlog," %.5le",matcov[i][j]);
         }
         else
           fprintf(ficlog," %.5le",matcov[i][j]);
         fprintf(ficparo," %.5le",matcov[i][j]);
       }
       fscanf(ficpar,"\n");
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       fprintf(ficparo,"\n");
     }
     for(i=1; i <=npar; i++)
       for(j=i+1;j<=npar;j++)
         matcov[i][j]=matcov[j][i];
      
     if(mle==1)
       printf("\n");
     fprintf(ficlog,"\n");
   
   
     /*-------- Rewriting paramater file ----------*/
     strcpy(rfileres,"r");    /* "Rparameterfile */
     strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
     strcat(rfileres,".");    /* */
     strcat(rfileres,optionfilext);    /* Other files have txt extension */
     if((ficres =fopen(rfileres,"w"))==NULL) {
       printf("Problem writing new parameter file: %s\n", fileres);goto end;
       fprintf(ficlog,"Problem writing new parameter file: %s\n", fileres);goto end;
     }
     fprintf(ficres,"#%s\n",version);
       
     /*-------- data file ----------*/
     if((fic=fopen(datafile,"r"))==NULL)    {
       printf("Problem with datafile: %s\n", datafile);goto end;
       fprintf(ficlog,"Problem with datafile: %s\n", datafile);goto end;
     }
   
     n= lastobs;
     severity = vector(1,maxwav);
     outcome=imatrix(1,maxwav+1,1,n);
     num=ivector(1,n);
     moisnais=vector(1,n);
     annais=vector(1,n);
     moisdc=vector(1,n);
     andc=vector(1,n);
     agedc=vector(1,n);
     cod=ivector(1,n);
     weight=vector(1,n);
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
     mint=matrix(1,maxwav,1,n);
     anint=matrix(1,maxwav,1,n);
     s=imatrix(1,maxwav+1,1,n);
     tab=ivector(1,NCOVMAX);
     ncodemax=ivector(1,8);
   
     i=1;
     while (fgets(line, MAXLINE, fic) != NULL)    {
       if ((i >= firstobs) && (i <=lastobs)) {
           
         for (j=maxwav;j>=1;j--){
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb); 
           strcpy(line,stra);
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         }
           
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
         for (j=ncovcol;j>=1;j--){
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         } 
         num[i]=atol(stra);
           
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
           printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/
   
         i=i+1;
       }
     }
     /* printf("ii=%d", ij);
        scanf("%d",i);*/
     imx=i-1; /* Number of individuals */
   
     /* for (i=1; i<=imx; i++){
       if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
       if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
       if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
       }*/
      /*  for (i=1; i<=imx; i++){
        if (s[4][i]==9)  s[4][i]=-1; 
        printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));}*/
     
    for (i=1; i<=imx; i++)
    
      /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
        else weight[i]=1;*/
   
     /* Calculation of the number of parameter from char model*/
     Tvar=ivector(1,15); /* stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
     Tprod=ivector(1,15); 
     Tvaraff=ivector(1,15); 
     Tvard=imatrix(1,15,1,2);
     Tage=ivector(1,15);      
      
     if (strlen(model) >1){ /* If there is at least 1 covariate */
       j=0, j1=0, k1=1, k2=1;
       j=nbocc(model,'+'); /* j=Number of '+' */
       j1=nbocc(model,'*'); /* j1=Number of '*' */
       cptcovn=j+1; 
       cptcovprod=j1; /*Number of products */
       
       strcpy(modelsav,model); 
       if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
         printf("Error. Non available option model=%s ",model);
         fprintf(ficlog,"Error. Non available option model=%s ",model);
         goto end;
       }
       
       /* This loop fills the array Tvar from the string 'model'.*/
   
       for(i=(j+1); i>=1;i--){
         cutv(stra,strb,modelsav,'+'); /* keeps in strb after the last + */ 
         if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
         /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
         /*scanf("%d",i);*/
         if (strchr(strb,'*')) {  /* Model includes a product */
           cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn (if not *age)*/
           if (strcmp(strc,"age")==0) { /* Vn*age */
             cptcovprod--;
             cutv(strb,stre,strd,'V');
             Tvar[i]=atoi(stre); /* computes n in Vn and stores in Tvar*/
             cptcovage++;
               Tage[cptcovage]=i;
               /*printf("stre=%s ", stre);*/
           }
           else if (strcmp(strd,"age")==0) { /* or age*Vn */
             cptcovprod--;
             cutv(strb,stre,strc,'V');
             Tvar[i]=atoi(stre);
             cptcovage++;
             Tage[cptcovage]=i;
           }
           else {  /* Age is not in the model */
             cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n*/
             Tvar[i]=ncovcol+k1;
             cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
             Tprod[k1]=i;
             Tvard[k1][1]=atoi(strc); /* m*/
             Tvard[k1][2]=atoi(stre); /* n */
             Tvar[cptcovn+k2]=Tvard[k1][1];
             Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
             for (k=1; k<=lastobs;k++) 
               covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
             k1++;
             k2=k2+2;
           }
         }
         else { /* no more sum */
           /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
          /*  scanf("%d",i);*/
         cutv(strd,strc,strb,'V');
         Tvar[i]=atoi(strc);
         }
         strcpy(modelsav,stra);  
         /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
           scanf("%d",i);*/
       } /* end of loop + */
     } /* end model */
     
     /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
       If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
   
     /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
     printf("cptcovprod=%d ", cptcovprod);
     fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
   
     scanf("%d ",i);
     fclose(fic);*/
   
       /*  if(mle==1){*/
     if (weightopt != 1) { /* Maximisation without weights*/
       for(i=1;i<=n;i++) weight[i]=1.0;
     }
       /*-calculation of age at interview from date of interview and age at death -*/
     agev=matrix(1,maxwav,1,imx);
   
     for (i=1; i<=imx; i++) {
       for(m=2; (m<= maxwav); m++) {
         if (((int)mint[m][i]== 99) && (s[m][i] <= nlstate)){
           anint[m][i]=9999;
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]==9999 && s[m][i]>nlstate){
           printf("Error! Date of death (month %2d and year %4d) of individual %d on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           fprintf(ficlog,"Error! Date of death (month %2d and year %4d) of individual %d on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
           printf("Error! Month of death of individual %d on line %d was unknown %2d, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,(int)moisdc[i]); 
           fprintf(ficlog,"Error! Month of death of individual %d on line %d was unknown %f, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,moisdc[i]); 
           s[m][i]=-1;
         }
       }
     }
   
     for (i=1; i<=imx; i++)  {
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
       for(m=firstpass; (m<= lastpass); m++){
         if(s[m][i] >0){
           if (s[m][i] >= nlstate+1) {
             if(agedc[i]>0)
               if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
                 agev[m][i]=agedc[i];
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
               else {
                 if ((int)andc[i]!=9999){
                   printf("Warning negative age at death: %d line:%d\n",num[i],i);
                   fprintf(ficlog,"Warning negative age at death: %d line:%d\n",num[i],i);
                   agev[m][i]=-1;
                 }
               }
           }
           else if(s[m][i] !=9){ /* Standard case, age in fractional
                                    years but with the precision of a
                                    month */
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
             if((int)mint[m][i]==99 || (int)anint[m][i]==9999)
               agev[m][i]=1;
             else if(agev[m][i] <agemin){ 
               agemin=agev[m][i];
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
             }
             else if(agev[m][i] >agemax){
               agemax=agev[m][i];
               /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
             }
             /*agev[m][i]=anint[m][i]-annais[i];*/
             /*     agev[m][i] = age[i]+2*m;*/
           }
           else { /* =9 */
             agev[m][i]=1;
             s[m][i]=-1;
           }
         }
         else /*= 0 Unknown */
           agev[m][i]=1;
       }
       
     }
     for (i=1; i<=imx; i++)  {
       for(m=firstpass; (m<=lastpass); m++){
         if (s[m][i] > (nlstate+ndeath)) {
           printf("Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           fprintf(ficlog,"Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           goto end;
         }
       }
     }
   
     /*for (i=1; i<=imx; i++){
     for (m=firstpass; (m<lastpass); m++){
        printf("%d %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
   }
   
   }*/
   
     printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
     fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
   
     free_vector(severity,1,maxwav);
     free_imatrix(outcome,1,maxwav+1,1,n);
     free_vector(moisnais,1,n);
     free_vector(annais,1,n);
     /* free_matrix(mint,1,maxwav,1,n);
        free_matrix(anint,1,maxwav,1,n);*/
     free_vector(moisdc,1,n);
     free_vector(andc,1,n);
   
      
     wav=ivector(1,imx);
     dh=imatrix(1,lastpass-firstpass+1,1,imx);
     bh=imatrix(1,lastpass-firstpass+1,1,imx);
     mw=imatrix(1,lastpass-firstpass+1,1,imx);
      
     /* Concatenates waves */
     concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
   
     /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
   
     Tcode=ivector(1,100);
     nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
     ncodemax[1]=1;
     if (cptcovn > 0) tricode(Tvar,nbcode,imx);
         
     codtab=imatrix(1,100,1,10); /* Cross tabulation to get the order of 
                                    the estimations*/
     h=0;
     m=pow(2,cptcoveff);
    
     for(k=1;k<=cptcoveff; k++){
       for(i=1; i <=(m/pow(2,k));i++){
         for(j=1; j <= ncodemax[k]; j++){
           for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
             h++;
             if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;
             /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/
           } 
         }
       }
     } 
     /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
        codtab[1][2]=1;codtab[2][2]=2; */
     /* for(i=1; i <=m ;i++){ 
        for(k=1; k <=cptcovn; k++){
        printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
        }
        printf("\n");
        }
        scanf("%d",i);*/
       
     /* Calculates basic frequencies. Computes observed prevalence at single age
        and prints on file fileres'p'. */
   
       pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
       
      
     /* For Powell, parameters are in a vector p[] starting at p[1]
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */
   
     if(mle>=1){ /* Could be 1 or 2 */
       mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
     }
       
     /*--------- results files --------------*/
     fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle= 0 weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate, ndeath, maxwav, weightopt,model);
     
   
     jk=1;
     fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) 
           {
             printf("%d%d ",i,k);
             fprintf(ficlog,"%d%d ",i,k);
             fprintf(ficres,"%1d%1d ",i,k);
             for(j=1; j <=ncovmodel; j++){
               printf("%f ",p[jk]);
               fprintf(ficlog,"%f ",p[jk]);
               fprintf(ficres,"%f ",p[jk]);
               jk++; 
             }
             printf("\n");
             fprintf(ficlog,"\n");
             fprintf(ficres,"\n");
           }
       }
     }
     if(mle==1){
       /* Computing hessian and covariance matrix */
       ftolhess=ftol; /* Usually correct */
       hesscov(matcov, p, npar, delti, ftolhess, func);
     }
     fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath; j++){
         if (j!=i) {
           fprintf(ficres,"%1d%1d",i,j);
           printf("%1d%1d",i,j);
           fprintf(ficlog,"%1d%1d",i,j);
           for(k=1; k<=ncovmodel;k++){
             printf(" %.5e",delti[jk]);
             fprintf(ficlog," %.5e",delti[jk]);
             fprintf(ficres," %.5e",delti[jk]);
             jk++;
           }
           printf("\n");
           fprintf(ficlog,"\n");
           fprintf(ficres,"\n");
         }
       }
     }
      
     fprintf(ficres,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     if(mle==1)
       printf("# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     fprintf(ficlog,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     for(i=1,k=1;i<=npar;i++){
       /*  if (k>nlstate) k=1;
           i1=(i-1)/(ncovmodel*nlstate)+1; 
           fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);
           printf("%s%d%d",alph[k],i1,tab[i]);
       */
       fprintf(ficres,"%3d",i);
       if(mle==1)
         printf("%3d",i);
       fprintf(ficlog,"%3d",i);
       for(j=1; j<=i;j++){
         fprintf(ficres," %.5e",matcov[i][j]);
         if(mle==1)
           printf(" %.5e",matcov[i][j]);
         fprintf(ficlog," %.5e",matcov[i][j]);
       }
       fprintf(ficres,"\n");
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       k++;
     }
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     estepm=0;
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
     if (estepm==0 || estepm < stepm) estepm=stepm;
     if (fage <= 2) {
       bage = ageminpar;
       fage = agemaxpar;
     }
      
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mov_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);
     fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficlog,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
    
   
     dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
     dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
   
     fscanf(ficpar,"pop_based=%d\n",&popbased);
     fprintf(ficparo,"pop_based=%d\n",popbased);   
     fprintf(ficres,"pop_based=%d\n",popbased);   
     
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"prevforecast=%d starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf mobil_average=%d\n",&prevfcast,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2,&mobilavproj);
     fprintf(ficparo,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     printf("prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficlog,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficres,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     /* day and month of proj2 are not used but only year anproj2.*/
   
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"popforecast=%d popfile=%s popfiledate=%lf/%lf/%lf last-popfiledate=%lf/%lf/%lf\n",&popforecast,popfile,&jpyram,&mpyram,&anpyram,&jpyram1,&mpyram1,&anpyram1);
     fprintf(ficparo,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
     fprintf(ficres,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
   
     probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);
   
     /*------------ gnuplot -------------*/
     strcpy(optionfilegnuplot,optionfilefiname);
     strcat(optionfilegnuplot,".gp");
     if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
       printf("Problem with file %s",optionfilegnuplot);
     }
     else{
       fprintf(ficgp,"\n# %s\n", version); 
       fprintf(ficgp,"# %s\n", optionfilegnuplot); 
       fprintf(ficgp,"set missing 'NaNq'\n");
     }
     fclose(ficgp);
     printinggnuplot(fileres, ageminpar,agemaxpar,fage, pathc,p);
     /*--------- index.htm --------*/
   
     strcpy(optionfilehtm,optionfile);
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
     }
   
     fprintf(fichtm,"<body> <font size=\"2\">%s </font> <hr size=\"2\" color=\"#EC5E5E\"> \n
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n
   \n
   Total number of observations=%d <br>\n
   Youngest age at first (selected) pass %.2f, oldest age %.2f<br>\n
   Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n
   <hr  size=\"2\" color=\"#EC5E5E\">
    <ul><li><h4>Parameter files</h4>\n
    - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n
    - Log file of the run: <a href=\"%s\">%s</a><br>\n
    - Gnuplot file name: <a href=\"%s\">%s</a></ul>\n",version,title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,agemin,agemax,jmin,jmax,jmean,fileres,fileres,filelog,filelog,optionfilegnuplot,optionfilegnuplot);
      fclose(fichtm);
   
     printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,model,imx,jmin,jmax,jmean,rfileres,popforecast,estepm,jprev1,mprev1,anprev1,jprev2,mprev2,anprev2);
    
     /*------------ free_vector  -------------*/
     chdir(path);
    
     free_ivector(wav,1,imx);
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(bh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
     free_ivector(num,1,n);
     free_vector(agedc,1,n);
     /*free_matrix(covar,0,NCOVMAX,1,n);*/
     /*free_matrix(covar,1,NCOVMAX,1,n);*/
     fclose(ficparo);
     fclose(ficres);
   
   
     /*--------------- Prevalence limit  (stable prevalence) --------------*/
     
     strcpy(filerespl,"pl");
     strcat(filerespl,fileres);
     if((ficrespl=fopen(filerespl,"w"))==NULL) {
       printf("Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
       fprintf(ficlog,"Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
     }
     printf("Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficlog,"Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficrespl,"#Stable prevalence \n");
     fprintf(ficrespl,"#Age ");
     for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
     fprintf(ficrespl,"\n");
     
     prlim=matrix(1,nlstate,1,nlstate);
   
     agebase=ageminpar;
     agelim=agemaxpar;
     ftolpl=1.e-10;
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
         fprintf(ficrespl,"\n#******");
         printf("\n#******");
         fprintf(ficlog,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespl,"******\n");
         printf("******\n");
         fprintf(ficlog,"******\n");
           
         for (age=agebase; age<=agelim; age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           fprintf(ficrespl,"%.0f ",age );
           for(j=1;j<=cptcoveff;j++)
             fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           for(i=1; i<=nlstate;i++)
             fprintf(ficrespl," %.5f", prlim[i][i]);
           fprintf(ficrespl,"\n");
         }
       }
     }
     fclose(ficrespl);
   
     /*------------- h Pij x at various ages ------------*/
     
     strcpy(filerespij,"pij");  strcat(filerespij,fileres);
     if((ficrespij=fopen(filerespij,"w"))==NULL) {
       printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
       fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij);goto end;
     }
     printf("Computing pij: result on file '%s' \n", filerespij);
     fprintf(ficlog,"Computing pij: result on file '%s' \n", filerespij);
     
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     /*if (stepm<=24) stepsize=2;*/
   
     agelim=AGESUP;
     hstepm=stepsize*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
   
     /* hstepm=1;   aff par mois*/
   
     fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x ");
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficrespij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrespij,"******\n");
           
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   
           /*        nhstepm=nhstepm*YEARM; aff par mois*/
   
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           oldm=oldms;savm=savms;
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j=");
           for(i=1; i<=nlstate;i++)
             for(j=1; j<=nlstate+ndeath;j++)
               fprintf(ficrespij," %1d-%1d",i,j);
           fprintf(ficrespij,"\n");
           for (h=0; h<=nhstepm; h++){
             fprintf(ficrespij,"%d %3.f %3.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
             for(i=1; i<=nlstate;i++)
               for(j=1; j<=nlstate+ndeath;j++)
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);
             fprintf(ficrespij,"\n");
           }
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           fprintf(ficrespij,"\n");
         }
       }
     }
   
     varprob(optionfilefiname, matcov, p, delti, nlstate, bage, fage,k,Tvar,nbcode, ncodemax);
   
     fclose(ficrespij);
   
   
     /*---------- Forecasting ------------------*/
     /*if((stepm == 1) && (strcmp(model,".")==0)){*/
     if(prevfcast==1){
       /*    if(stepm ==1){*/
         prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
         /* (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);*/
   /*      }  */
   /*      else{ */
   /*        erreur=108; */
   /*        printf("Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*        fprintf(ficlog,"Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*      } */
     }
     
   
     /*---------- Health expectancies and variances ------------*/
   
     strcpy(filerest,"t");
     strcat(filerest,fileres);
     if((ficrest=fopen(filerest,"w"))==NULL) {
       printf("Problem with total LE resultfile: %s\n", filerest);goto end;
       fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
     }
     printf("Computing Total LEs with variances: file '%s' \n", filerest); 
     fprintf(ficlog,"Computing Total LEs with variances: file '%s' \n", filerest); 
   
   
     strcpy(filerese,"e");
     strcat(filerese,fileres);
     if((ficreseij=fopen(filerese,"w"))==NULL) {
       printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
       fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
     }
     printf("Computing Health Expectancies: result on file '%s' \n", filerese);
     fprintf(ficlog,"Computing Health Expectancies: result on file '%s' \n", filerese);
   
     strcpy(fileresv,"v");
     strcat(fileresv,fileres);
     if((ficresvij=fopen(fileresv,"w"))==NULL) {
       printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
       fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
     }
     printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
     fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
   
     /* Computes prevalence between agemin (i.e minimal age computed) and no more ageminpar */
     prevalence(agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     /*  printf("ageminpar=%f, agemax=%f, s[lastpass][imx]=%d, agev[lastpass][imx]=%f, nlstate=%d, imx=%d,  mint[lastpass][imx]=%f, anint[lastpass][imx]=%f,dateprev1=%f, dateprev2=%f, firstpass=%d, lastpass=%d\n",\
   ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
     */
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1; 
         fprintf(ficrest,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrest,"******\n");
   
         fprintf(ficreseij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficreseij,"******\n");
   
         fprintf(ficresvij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvij,"******\n");
   
         eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov);  
    
         vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,0, mobilav);
         if(popbased==1){
           varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,popbased,mobilav);
         }
   
    
         fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
         for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
         fprintf(ficrest,"\n");
   
         epj=vector(1,nlstate+1);
         for(age=bage; age <=fage ;age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           if (popbased==1) {
             if(mobilav ==0){
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=probs[(int)age][i][k];
             }else{ /* mobilav */ 
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=mobaverage[(int)age][i][k];
             }
           }
           
           fprintf(ficrest," %4.0f",age);
           for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
             for(i=1, epj[j]=0.;i <=nlstate;i++) {
               epj[j] += prlim[i][i]*eij[i][j][(int)age];
               /*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
             }
             epj[nlstate+1] +=epj[j];
           }
   
           for(i=1, vepp=0.;i <=nlstate;i++)
             for(j=1;j <=nlstate;j++)
               vepp += vareij[i][j][(int)age];
           fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
           for(j=1;j <=nlstate;j++){
             fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
           }
           fprintf(ficrest,"\n");
         }
         free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_vector(epj,1,nlstate+1);
       }
     }
     free_vector(weight,1,n);
     free_imatrix(Tvard,1,15,1,2);
     free_imatrix(s,1,maxwav+1,1,n);
     free_matrix(anint,1,maxwav,1,n); 
     free_matrix(mint,1,maxwav,1,n);
     free_ivector(cod,1,n);
     free_ivector(tab,1,NCOVMAX);
     fclose(ficreseij);
     fclose(ficresvij);
     fclose(ficrest);
     fclose(ficpar);
     
     /*------- Variance of stable prevalence------*/   
   
     strcpy(fileresvpl,"vpl");
     strcat(fileresvpl,fileres);
     if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
       printf("Problem with variance of stable prevalence  resultfile: %s\n", fileresvpl);
       exit(0);
     }
     printf("Computing Variance-covariance of stable prevalence: file '%s' \n", fileresvpl);
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficresvpl,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvpl,"******\n");
         
         varpl=matrix(1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
         free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
       }
     }
   
     fclose(ficresvpl);
   
     /*---------- End : free ----------------*/
     free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
     
     free_matrix(covar,0,NCOVMAX,1,n);
     free_matrix(matcov,1,npar,1,npar);
     /*free_vector(delti,1,npar);*/
     free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
     free_matrix(agev,1,maxwav,1,imx);
     free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     free_ivector(ncodemax,1,8);
     free_ivector(Tvar,1,15);
     free_ivector(Tprod,1,15);
     free_ivector(Tvaraff,1,15);
     free_ivector(Tage,1,15);
     free_ivector(Tcode,1,100);
   
     /*  fclose(fichtm);*/
     /*  fclose(ficgp);*/ /* ALready done */
     
   
     if(erreur >0){
       printf("End of Imach with error or warning %d\n",erreur);
       fprintf(ficlog,"End of Imach with error or warning %d\n",erreur);
     }else{
      printf("End of Imach\n");
      fprintf(ficlog,"End of Imach\n");
     }
     printf("See log file on %s\n",filelog);
     fclose(ficlog);
     /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
     
     /* printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);*/
     /*printf("Total time was %d uSec.\n", total_usecs);*/
     /*------ End -----------*/
   
     end:
   #ifdef windows
     /* chdir(pathcd);*/
   #endif 
    /*system("wgnuplot graph.plt");*/
    /*system("../gp37mgw/wgnuplot graph.plt");*/
    /*system("cd ../gp37mgw");*/
    /* system("..\\gp37mgw\\wgnuplot graph.plt");*/
     strcpy(plotcmd,GNUPLOTPROGRAM);
     strcat(plotcmd," ");
     strcat(plotcmd,optionfilegnuplot);
     printf("Starting graphs with: %s",plotcmd);fflush(stdout);
     system(plotcmd);
     printf(" Wait...");
   
    /*#ifdef windows*/
     while (z[0] != 'q') {
       /* chdir(path); */
       printf("\nType e to edit output files, g to graph again, c to start again, and q for exiting: ");
       scanf("%s",z);
       if (z[0] == 'c') system("./imach");
       else if (z[0] == 'e') system(optionfilehtm);
       else if (z[0] == 'g') system(plotcmd);
       else if (z[0] == 'q') exit(0);
     }
     /*#endif */
   }
   
   

Removed from v.1.6  
changed lines
  Added in v.1.83


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