Diff for /imach/src/imach.c between versions 1.20 and 1.84

version 1.20, 2002/02/20 17:22:01 version 1.84, 2003/06/13 21:44:43
Line 1 Line 1
      /* $Id$
 /*********************** Imach **************************************            $State$
   This program computes Healthy Life Expectancies from cross-longitudinal    $Log$
   data. Cross-longitudinal consist in a first survey ("cross") where    Revision 1.84  2003/06/13 21:44:43  brouard
   individuals from different ages are interviewed on their health status    * imach.c (Repository): Replace "freqsummary" at a correct
   or degree of  disability. At least a second wave of interviews    place. It differs from routine "prevalence" which may be called
   ("longitudinal") should  measure each new individual health status.    many times. Probs is memory consuming and must be used with
   Health expectancies are computed from the transistions observed between    parcimony.
   waves and are computed for each degree of severity of disability (number    Version 0.95a2 (should output exactly the same maximization than 0.8a2)
   of life states). More degrees you consider, more time is necessary to  
   reach the Maximum Likelihood of the parameters involved in the model.    Revision 1.83  2003/06/10 13:39:11  lievre
   The simplest model is the multinomial logistic model where pij is    *** empty log message ***
   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:    Revision 1.82  2003/06/05 15:57:20  brouard
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'    Add log in  imach.c and  fullversion number is now printed.
   is a covariate. If you want to have a more complex model than "constant and  
   age", you should modify the program where the markup  */
     *Covariates have to be included here again* invites you to do it.  /*
   More covariates you add, less is the speed of the convergence.     Interpolated Markov Chain
   
   The advantage that this computer programme claims, comes from that if the    Short summary of the programme:
   delay between waves is not identical for each individual, or if some    
   individual missed an interview, the information is not rounded or lost, but    This program computes Healthy Life Expectancies from
   taken into account using an interpolation or extrapolation.    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
   hPijx is the probability to be    first survey ("cross") where individuals from different ages are
   observed in state i at age x+h conditional to the observed state i at age    interviewed on their health status or degree of disability (in the
   x. The delay 'h' can be split into an exact number (nh*stepm) of    case of a health survey which is our main interest) -2- at least a
   unobserved intermediate  states. This elementary transition (by month or    second wave of interviews ("longitudinal") which measure each change
   quarter trimester, semester or year) is model as a multinomial logistic.    (if any) in individual health status.  Health expectancies are
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices    computed from the time spent in each health state according to a
   and the contribution of each individual to the likelihood is simply hPijx.    model. More health states you consider, more time is necessary to reach the
     Maximum Likelihood of the parameters involved in the model.  The
   Also this programme outputs the covariance matrix of the parameters but also    simplest model is the multinomial logistic model where pij is the
   of the life expectancies. It also computes the prevalence limits.    probability to be observed in state j at the second wave
      conditional to be observed in state i at the first wave. Therefore
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
            Institut national d'études démographiques, Paris.    'age' is age and 'sex' is a covariate. If you want to have a more
   This software have been partly granted by Euro-REVES, a concerted action    complex model than "constant and age", you should modify the program
   from the European Union.    where the markup *Covariates have to be included here again* invites
   It is copyrighted identically to a GNU software product, ie programme and    you to do it.  More covariates you add, slower the
   software can be distributed freely for non commercial use. Latest version    convergence.
   can be accessed at http://euroreves.ined.fr/imach .  
   **********************************************************************/    The advantage of this computer programme, compared to a simple
      multinomial logistic model, is clear when the delay between waves is not
 #include <math.h>    identical for each individual. Also, if a individual missed an
 #include <stdio.h>    intermediate interview, the information is lost, but taken into
 #include <stdlib.h>    account using an interpolation or extrapolation.  
 #include <unistd.h>  
     hPijx is the probability to be observed in state i at age x+h
 #define MAXLINE 256    conditional to the observed state i at age x. The delay 'h' can be
 #define FILENAMELENGTH 80    split into an exact number (nh*stepm) of unobserved intermediate
 /*#define DEBUG*/    states. This elementary transition (by month, quarter,
 #define windows    semester or year) is modelled as a multinomial logistic.  The hPx
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    matrix is simply the matrix product of nh*stepm elementary matrices
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */    and the contribution of each individual to the likelihood is simply
     hPijx.
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */  
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    Also this programme outputs the covariance matrix of the parameters but also
     of the life expectancies. It also computes the stable prevalence. 
 #define NINTERVMAX 8    
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */             Institut national d'études démographiques, Paris.
 #define NCOVMAX 8 /* Maximum number of covariates */    This software have been partly granted by Euro-REVES, a concerted action
 #define MAXN 20000    from the European Union.
 #define YEARM 12. /* Number of months per year */    It is copyrighted identically to a GNU software product, ie programme and
 #define AGESUP 130    software can be distributed freely for non commercial use. Latest version
 #define AGEBASE 40    can be accessed at http://euroreves.ined.fr/imach .
   
     Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
 int nvar;    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;    
 int npar=NPARMAX;    **********************************************************************/
 int nlstate=2; /* Number of live states */  /*
 int ndeath=1; /* Number of dead states */    main
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    read parameterfile
 int popbased=0;    read datafile
     concatwav
 int *wav; /* Number of waves for this individuual 0 is possible */    freqsummary
 int maxwav; /* Maxim number of waves */    if (mle >= 1)
 int jmin, jmax; /* min, max spacing between 2 waves */      mlikeli
 int mle, weightopt;    print results files
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */    if mle==1 
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */       computes hessian
 double jmean; /* Mean space between 2 waves */    read end of parameter file: agemin, agemax, bage, fage, estepm
 double **oldm, **newm, **savm; /* Working pointers to matrices */        begin-prev-date,...
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    open gnuplot file
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf;    open html file
 FILE *ficgp, *fichtm,*ficresprob,*ficpop;    stable prevalence
 FILE *ficreseij;     for age prevalim()
   char filerese[FILENAMELENGTH];    h Pij x
  FILE  *ficresvij;    variance of p varprob
   char fileresv[FILENAMELENGTH];    forecasting if prevfcast==1 prevforecast call prevalence()
  FILE  *ficresvpl;    health expectancies
   char fileresvpl[FILENAMELENGTH];    Variance-covariance of DFLE
     prevalence()
 #define NR_END 1     movingaverage()
 #define FREE_ARG char*    varevsij() 
 #define FTOL 1.0e-10    if popbased==1 varevsij(,popbased)
     total life expectancies
 #define NRANSI    Variance of stable prevalence
 #define ITMAX 200   end
   */
 #define TOL 2.0e-4  
   
 #define CGOLD 0.3819660  
 #define ZEPS 1.0e-10   
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);  #include <math.h>
   #include <stdio.h>
 #define GOLD 1.618034  #include <stdlib.h>
 #define GLIMIT 100.0  #include <unistd.h>
 #define TINY 1.0e-20  
   #define MAXLINE 256
 static double maxarg1,maxarg2;  #define GNUPLOTPROGRAM "gnuplot"
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))  #define FILENAMELENGTH 80
    /*#define DEBUG*/
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))  #define windows
 #define rint(a) floor(a+0.5)  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
   #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
 static double sqrarg;  
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)  #define MAXPARM 30 /* Maximum number of parameters for the optimization */
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
   
 int imx;  #define NINTERVMAX 8
 int stepm;  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
 /* Stepm, step in month: minimum step interpolation*/  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
   #define NCOVMAX 8 /* Maximum number of covariates */
 int m,nb;  #define MAXN 20000
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;  #define YEARM 12. /* Number of months per year */
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;  #define AGESUP 130
 double **pmmij, ***probs, ***mobaverage;  #define AGEBASE 40
 double dateintmean=0;  #ifdef windows
   #define DIRSEPARATOR '\\'
 double *weight;  #define ODIRSEPARATOR '/'
 int **s; /* Status */  #else
 double *agedc, **covar, idx;  #define DIRSEPARATOR '/'
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;  #define ODIRSEPARATOR '\\'
   #endif
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */  
 double ftolhess; /* Tolerance for computing hessian */  /* $Id$ */
   /* $State$ */
 /**************** split *************************/  
 static  int split( char *path, char *dirc, char *name )  char version[]="Imach version 0.95a2, June 2003, INED-EUROREVES ";
 {  char fullversion[]="$Revision$ $Date$"; 
    char *s;                             /* pointer */  int erreur; /* Error number */
    int  l1, l2;                         /* length counters */  int nvar;
   int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
    l1 = strlen( path );                 /* length of path */  int npar=NPARMAX;
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );  int nlstate=2; /* Number of live states */
    s = strrchr( path, '\\' );           /* find last / */  int ndeath=1; /* Number of dead states */
    if ( s == NULL ) {                   /* no directory, so use current */  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
 #if     defined(__bsd__)                /* get current working directory */  int popbased=0;
       extern char       *getwd( );  
   int *wav; /* Number of waves for this individuual 0 is possible */
       if ( getwd( dirc ) == NULL ) {  int maxwav; /* Maxim number of waves */
 #else  int jmin, jmax; /* min, max spacing between 2 waves */
       extern char       *getcwd( );  int mle, weightopt;
   int **mw; /* mw[mi][i] is number of the mi wave for this individual */
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
 #endif  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
          return( GLOCK_ERROR_GETCWD );             * wave mi and wave mi+1 is not an exact multiple of stepm. */
       }  double jmean; /* Mean space between 2 waves */
       strcpy( name, path );             /* we've got it */  double **oldm, **newm, **savm; /* Working pointers to matrices */
    } else {                             /* strip direcotry from path */  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
       s++;                              /* after this, the filename */  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
       l2 = strlen( s );                 /* length of filename */  FILE *ficlog, *ficrespow;
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
       strcpy( name, s );                /* save file name */  FILE *ficresprobmorprev;
       strncpy( dirc, path, l1 - l2 );   /* now the directory */  FILE *fichtm; /* Html File */
       dirc[l1-l2] = 0;                  /* add zero */  FILE *ficreseij;
    }  char filerese[FILENAMELENGTH];
    l1 = strlen( dirc );                 /* length of directory */  FILE  *ficresvij;
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  char fileresv[FILENAMELENGTH];
    return( 0 );                         /* we're done */  FILE  *ficresvpl;
 }  char fileresvpl[FILENAMELENGTH];
   char title[MAXLINE];
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
 /******************************************/  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
   
 void replace(char *s, char*t)  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
 {  char filelog[FILENAMELENGTH]; /* Log file */
   int i;  char filerest[FILENAMELENGTH];
   int lg=20;  char fileregp[FILENAMELENGTH];
   i=0;  char popfile[FILENAMELENGTH];
   lg=strlen(t);  
   for(i=0; i<= lg; i++) {  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];
     (s[i] = t[i]);  
     if (t[i]== '\\') s[i]='/';  #define NR_END 1
   }  #define FREE_ARG char*
 }  #define FTOL 1.0e-10
   
 int nbocc(char *s, char occ)  #define NRANSI 
 {  #define ITMAX 200 
   int i,j=0;  
   int lg=20;  #define TOL 2.0e-4 
   i=0;  
   lg=strlen(s);  #define CGOLD 0.3819660 
   for(i=0; i<= lg; i++) {  #define ZEPS 1.0e-10 
   if  (s[i] == occ ) j++;  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
   }  
   return j;  #define GOLD 1.618034 
 }  #define GLIMIT 100.0 
   #define TINY 1.0e-20 
 void cutv(char *u,char *v, char*t, char occ)  
 {  static double maxarg1,maxarg2;
   int i,lg,j,p=0;  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
   i=0;  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
   for(j=0; j<=strlen(t)-1; j++) {    
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
   }  #define rint(a) floor(a+0.5)
   
   lg=strlen(t);  static double sqrarg;
   for(j=0; j<p; j++) {  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
     (u[j] = t[j]);  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
   }  
      u[p]='\0';  int imx; 
   int stepm;
    for(j=0; j<= lg; j++) {  /* Stepm, step in month: minimum step interpolation*/
     if (j>=(p+1))(v[j-p-1] = t[j]);  
   }  int estepm;
 }  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
   
 /********************** nrerror ********************/  int m,nb;
   int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
 void nrerror(char error_text[])  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
 {  double **pmmij, ***probs;
   fprintf(stderr,"ERREUR ...\n");  double dateintmean=0;
   fprintf(stderr,"%s\n",error_text);  
   exit(1);  double *weight;
 }  int **s; /* Status */
 /*********************** vector *******************/  double *agedc, **covar, idx;
 double *vector(int nl, int nh)  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
 {  
   double *v;  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  double ftolhess; /* Tolerance for computing hessian */
   if (!v) nrerror("allocation failure in vector");  
   return v-nl+NR_END;  /**************** split *************************/
 }  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
   {
 /************************ free vector ******************/    char  *ss;                            /* pointer */
 void free_vector(double*v, int nl, int nh)    int   l1, l2;                         /* length counters */
 {  
   free((FREE_ARG)(v+nl-NR_END));    l1 = strlen(path );                   /* length of path */
 }    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
     ss= strrchr( path, DIRSEPARATOR );            /* find last / */
 /************************ivector *******************************/    if ( ss == NULL ) {                   /* no directory, so use current */
 int *ivector(long nl,long nh)      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
 {        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
   int *v;      /* get current working directory */
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));      /*    extern  char* getcwd ( char *buf , int len);*/
   if (!v) nrerror("allocation failure in ivector");      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
   return v-nl+NR_END;        return( GLOCK_ERROR_GETCWD );
 }      }
       strcpy( name, path );               /* we've got it */
 /******************free ivector **************************/    } else {                              /* strip direcotry from path */
 void free_ivector(int *v, long nl, long nh)      ss++;                               /* after this, the filename */
 {      l2 = strlen( ss );                  /* length of filename */
   free((FREE_ARG)(v+nl-NR_END));      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
 }      strcpy( name, ss );         /* save file name */
       strncpy( dirc, path, l1 - l2 );     /* now the directory */
 /******************* imatrix *******************************/      dirc[l1-l2] = 0;                    /* add zero */
 int **imatrix(long nrl, long nrh, long ncl, long nch)    }
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */    l1 = strlen( dirc );                  /* length of directory */
 {  #ifdef windows
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
   int **m;  #else
      if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
   /* allocate pointers to rows */  #endif
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));    ss = strrchr( name, '.' );            /* find last / */
   if (!m) nrerror("allocation failure 1 in matrix()");    ss++;
   m += NR_END;    strcpy(ext,ss);                       /* save extension */
   m -= nrl;    l1= strlen( name);
      l2= strlen(ss)+1;
      strncpy( finame, name, l1-l2);
   /* allocate rows and set pointers to them */    finame[l1-l2]= 0;
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));    return( 0 );                          /* we're done */
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  }
   m[nrl] += NR_END;  
   m[nrl] -= ncl;  
    /******************************************/
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  
    void replace(char *s, char*t)
   /* return pointer to array of pointers to rows */  {
   return m;    int i;
 }    int lg=20;
     i=0;
 /****************** free_imatrix *************************/    lg=strlen(t);
 void free_imatrix(m,nrl,nrh,ncl,nch)    for(i=0; i<= lg; i++) {
       int **m;      (s[i] = t[i]);
       long nch,ncl,nrh,nrl;      if (t[i]== '\\') s[i]='/';
      /* free an int matrix allocated by imatrix() */    }
 {  }
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  
   free((FREE_ARG) (m+nrl-NR_END));  int nbocc(char *s, char occ)
 }  {
     int i,j=0;
 /******************* matrix *******************************/    int lg=20;
 double **matrix(long nrl, long nrh, long ncl, long nch)    i=0;
 {    lg=strlen(s);
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;    for(i=0; i<= lg; i++) {
   double **m;    if  (s[i] == occ ) j++;
     }
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));    return j;
   if (!m) nrerror("allocation failure 1 in matrix()");  }
   m += NR_END;  
   m -= nrl;  void cutv(char *u,char *v, char*t, char occ)
   {
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    /* cuts string t into u and v where u is ended by char occ excluding it
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");       and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
   m[nrl] += NR_END;       gives u="abcedf" and v="ghi2j" */
   m[nrl] -= ncl;    int i,lg,j,p=0;
     i=0;
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    for(j=0; j<=strlen(t)-1; j++) {
   return m;      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
 }    }
   
 /*************************free matrix ************************/    lg=strlen(t);
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)    for(j=0; j<p; j++) {
 {      (u[j] = t[j]);
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    }
   free((FREE_ARG)(m+nrl-NR_END));       u[p]='\0';
 }  
      for(j=0; j<= lg; j++) {
 /******************* ma3x *******************************/      if (j>=(p+1))(v[j-p-1] = t[j]);
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)    }
 {  }
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;  
   double ***m;  /********************** nrerror ********************/
   
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  void nrerror(char error_text[])
   if (!m) nrerror("allocation failure 1 in matrix()");  {
   m += NR_END;    fprintf(stderr,"ERREUR ...\n");
   m -= nrl;    fprintf(stderr,"%s\n",error_text);
     exit(EXIT_FAILURE);
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  }
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  /*********************** vector *******************/
   m[nrl] += NR_END;  double *vector(int nl, int nh)
   m[nrl] -= ncl;  {
     double *v;
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
     if (!v) nrerror("allocation failure in vector");
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));    return v-nl+NR_END;
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");  }
   m[nrl][ncl] += NR_END;  
   m[nrl][ncl] -= nll;  /************************ free vector ******************/
   for (j=ncl+1; j<=nch; j++)  void free_vector(double*v, int nl, int nh)
     m[nrl][j]=m[nrl][j-1]+nlay;  {
      free((FREE_ARG)(v+nl-NR_END));
   for (i=nrl+1; i<=nrh; i++) {  }
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;  
     for (j=ncl+1; j<=nch; j++)  /************************ivector *******************************/
       m[i][j]=m[i][j-1]+nlay;  char *cvector(long nl,long nh)
   }  {
   return m;    char *v;
 }    v=(char *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(char)));
     if (!v) nrerror("allocation failure in cvector");
 /*************************free ma3x ************************/    return v-nl+NR_END;
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)  }
 {  
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));  /******************free ivector **************************/
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  void free_cvector(char *v, long nl, long nh)
   free((FREE_ARG)(m+nrl-NR_END));  {
 }    free((FREE_ARG)(v+nl-NR_END));
   }
 /***************** f1dim *************************/  
 extern int ncom;  /************************ivector *******************************/
 extern double *pcom,*xicom;  int *ivector(long nl,long nh)
 extern double (*nrfunc)(double []);  {
      int *v;
 double f1dim(double x)    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
 {    if (!v) nrerror("allocation failure in ivector");
   int j;    return v-nl+NR_END;
   double f;  }
   double *xt;  
    /******************free ivector **************************/
   xt=vector(1,ncom);  void free_ivector(int *v, long nl, long nh)
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];  {
   f=(*nrfunc)(xt);    free((FREE_ARG)(v+nl-NR_END));
   free_vector(xt,1,ncom);  }
   return f;  
 }  /******************* imatrix *******************************/
   int **imatrix(long nrl, long nrh, long ncl, long nch) 
 /*****************brent *************************/       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)  { 
 {    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
   int iter;    int **m; 
   double a,b,d,etemp;    
   double fu,fv,fw,fx;    /* allocate pointers to rows */ 
   double ftemp;    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
   double p,q,r,tol1,tol2,u,v,w,x,xm;    if (!m) nrerror("allocation failure 1 in matrix()"); 
   double e=0.0;    m += NR_END; 
      m -= nrl; 
   a=(ax < cx ? ax : cx);    
   b=(ax > cx ? ax : cx);    
   x=w=v=bx;    /* allocate rows and set pointers to them */ 
   fw=fv=fx=(*f)(x);    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
   for (iter=1;iter<=ITMAX;iter++) {    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
     xm=0.5*(a+b);    m[nrl] += NR_END; 
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);    m[nrl] -= ncl; 
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/    
     printf(".");fflush(stdout);    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
 #ifdef DEBUG    
     printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);    /* return pointer to array of pointers to rows */ 
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */    return m; 
 #endif  } 
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){  
       *xmin=x;  /****************** free_imatrix *************************/
       return fx;  void free_imatrix(m,nrl,nrh,ncl,nch)
     }        int **m;
     ftemp=fu;        long nch,ncl,nrh,nrl; 
     if (fabs(e) > tol1) {       /* free an int matrix allocated by imatrix() */ 
       r=(x-w)*(fx-fv);  { 
       q=(x-v)*(fx-fw);    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
       p=(x-v)*q-(x-w)*r;    free((FREE_ARG) (m+nrl-NR_END)); 
       q=2.0*(q-r);  } 
       if (q > 0.0) p = -p;  
       q=fabs(q);  /******************* matrix *******************************/
       etemp=e;  double **matrix(long nrl, long nrh, long ncl, long nch)
       e=d;  {
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
         d=CGOLD*(e=(x >= xm ? a-x : b-x));    double **m;
       else {  
         d=p/q;    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
         u=x+d;    if (!m) nrerror("allocation failure 1 in matrix()");
         if (u-a < tol2 || b-u < tol2)    m += NR_END;
           d=SIGN(tol1,xm-x);    m -= nrl;
       }  
     } else {    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
       d=CGOLD*(e=(x >= xm ? a-x : b-x));    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
     }    m[nrl] += NR_END;
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));    m[nrl] -= ncl;
     fu=(*f)(u);  
     if (fu <= fx) {    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
       if (u >= x) a=x; else b=x;    return m;
       SHFT(v,w,x,u)    /* print *(*(m+1)+70) ou print m[1][70]; print m+1 or print &(m[1]) 
         SHFT(fv,fw,fx,fu)     */
         } else {  }
           if (u < x) a=u; else b=u;  
           if (fu <= fw || w == x) {  /*************************free matrix ************************/
             v=w;  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
             w=u;  {
             fv=fw;    free((FREE_ARG)(m[nrl]+ncl-NR_END));
             fw=fu;    free((FREE_ARG)(m+nrl-NR_END));
           } else if (fu <= fv || v == x || v == w) {  }
             v=u;  
             fv=fu;  /******************* ma3x *******************************/
           }  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
         }  {
   }    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
   nrerror("Too many iterations in brent");    double ***m;
   *xmin=x;  
   return fx;    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
 }    if (!m) nrerror("allocation failure 1 in matrix()");
     m += NR_END;
 /****************** mnbrak ***********************/    m -= nrl;
   
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
             double (*func)(double))    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
 {    m[nrl] += NR_END;
   double ulim,u,r,q, dum;    m[nrl] -= ncl;
   double fu;  
      for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
   *fa=(*func)(*ax);  
   *fb=(*func)(*bx);    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
   if (*fb > *fa) {    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
     SHFT(dum,*ax,*bx,dum)    m[nrl][ncl] += NR_END;
       SHFT(dum,*fb,*fa,dum)    m[nrl][ncl] -= nll;
       }    for (j=ncl+1; j<=nch; j++) 
   *cx=(*bx)+GOLD*(*bx-*ax);      m[nrl][j]=m[nrl][j-1]+nlay;
   *fc=(*func)(*cx);    
   while (*fb > *fc) {    for (i=nrl+1; i<=nrh; i++) {
     r=(*bx-*ax)*(*fb-*fc);      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
     q=(*bx-*cx)*(*fb-*fa);      for (j=ncl+1; j<=nch; j++) 
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/        m[i][j]=m[i][j-1]+nlay;
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));    }
     ulim=(*bx)+GLIMIT*(*cx-*bx);    return m; 
     if ((*bx-u)*(u-*cx) > 0.0) {    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
       fu=(*func)(u);             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
     } else if ((*cx-u)*(u-ulim) > 0.0) {    */
       fu=(*func)(u);  }
       if (fu < *fc) {  
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))  /*************************free ma3x ************************/
           SHFT(*fb,*fc,fu,(*func)(u))  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
           }  {
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
       u=ulim;    free((FREE_ARG)(m[nrl]+ncl-NR_END));
       fu=(*func)(u);    free((FREE_ARG)(m+nrl-NR_END));
     } else {  }
       u=(*cx)+GOLD*(*cx-*bx);  
       fu=(*func)(u);  /***************** f1dim *************************/
     }  extern int ncom; 
     SHFT(*ax,*bx,*cx,u)  extern double *pcom,*xicom;
       SHFT(*fa,*fb,*fc,fu)  extern double (*nrfunc)(double []); 
       }   
 }  double f1dim(double x) 
   { 
 /*************** linmin ************************/    int j; 
     double f;
 int ncom;    double *xt; 
 double *pcom,*xicom;   
 double (*nrfunc)(double []);    xt=vector(1,ncom); 
      for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))    f=(*nrfunc)(xt); 
 {    free_vector(xt,1,ncom); 
   double brent(double ax, double bx, double cx,    return f; 
                double (*f)(double), double tol, double *xmin);  } 
   double f1dim(double x);  
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,  /*****************brent *************************/
               double *fc, double (*func)(double));  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
   int j;  { 
   double xx,xmin,bx,ax;    int iter; 
   double fx,fb,fa;    double a,b,d,etemp;
      double fu,fv,fw,fx;
   ncom=n;    double ftemp;
   pcom=vector(1,n);    double p,q,r,tol1,tol2,u,v,w,x,xm; 
   xicom=vector(1,n);    double e=0.0; 
   nrfunc=func;   
   for (j=1;j<=n;j++) {    a=(ax < cx ? ax : cx); 
     pcom[j]=p[j];    b=(ax > cx ? ax : cx); 
     xicom[j]=xi[j];    x=w=v=bx; 
   }    fw=fv=fx=(*f)(x); 
   ax=0.0;    for (iter=1;iter<=ITMAX;iter++) { 
   xx=1.0;      xm=0.5*(a+b); 
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
 #ifdef DEBUG      printf(".");fflush(stdout);
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);      fprintf(ficlog,".");fflush(ficlog);
 #endif  #ifdef DEBUG
   for (j=1;j<=n;j++) {      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);
     xi[j] *= 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);
     p[j] += xi[j];      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
   }  #endif
   free_vector(xicom,1,n);      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
   free_vector(pcom,1,n);        *xmin=x; 
 }        return fx; 
       } 
 /*************** powell ************************/      ftemp=fu;
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,      if (fabs(e) > tol1) { 
             double (*func)(double []))        r=(x-w)*(fx-fv); 
 {        q=(x-v)*(fx-fw); 
   void linmin(double p[], double xi[], int n, double *fret,        p=(x-v)*q-(x-w)*r; 
               double (*func)(double []));        q=2.0*(q-r); 
   int i,ibig,j;        if (q > 0.0) p = -p; 
   double del,t,*pt,*ptt,*xit;        q=fabs(q); 
   double fp,fptt;        etemp=e; 
   double *xits;        e=d; 
   pt=vector(1,n);        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
   ptt=vector(1,n);          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
   xit=vector(1,n);        else { 
   xits=vector(1,n);          d=p/q; 
   *fret=(*func)(p);          u=x+d; 
   for (j=1;j<=n;j++) pt[j]=p[j];          if (u-a < tol2 || b-u < tol2) 
   for (*iter=1;;++(*iter)) {            d=SIGN(tol1,xm-x); 
     fp=(*fret);        } 
     ibig=0;      } else { 
     del=0.0;        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);      } 
     for (i=1;i<=n;i++)      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
       printf(" %d %.12f",i, p[i]);      fu=(*f)(u); 
     printf("\n");      if (fu <= fx) { 
     for (i=1;i<=n;i++) {        if (u >= x) a=x; else b=x; 
       for (j=1;j<=n;j++) xit[j]=xi[j][i];        SHFT(v,w,x,u) 
       fptt=(*fret);          SHFT(fv,fw,fx,fu) 
 #ifdef DEBUG          } else { 
       printf("fret=%lf \n",*fret);            if (u < x) a=u; else b=u; 
 #endif            if (fu <= fw || w == x) { 
       printf("%d",i);fflush(stdout);              v=w; 
       linmin(p,xit,n,fret,func);              w=u; 
       if (fabs(fptt-(*fret)) > del) {              fv=fw; 
         del=fabs(fptt-(*fret));              fw=fu; 
         ibig=i;            } else if (fu <= fv || v == x || v == w) { 
       }              v=u; 
 #ifdef DEBUG              fv=fu; 
       printf("%d %.12e",i,(*fret));            } 
       for (j=1;j<=n;j++) {          } 
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);    } 
         printf(" x(%d)=%.12e",j,xit[j]);    nrerror("Too many iterations in brent"); 
       }    *xmin=x; 
       for(j=1;j<=n;j++)    return fx; 
         printf(" p=%.12e",p[j]);  } 
       printf("\n");  
 #endif  /****************** mnbrak ***********************/
     }  
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
 #ifdef DEBUG              double (*func)(double)) 
       int k[2],l;  { 
       k[0]=1;    double ulim,u,r,q, dum;
       k[1]=-1;    double fu; 
       printf("Max: %.12e",(*func)(p));   
       for (j=1;j<=n;j++)    *fa=(*func)(*ax); 
         printf(" %.12e",p[j]);    *fb=(*func)(*bx); 
       printf("\n");    if (*fb > *fa) { 
       for(l=0;l<=1;l++) {      SHFT(dum,*ax,*bx,dum) 
         for (j=1;j<=n;j++) {        SHFT(dum,*fb,*fa,dum) 
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];        } 
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);    *cx=(*bx)+GOLD*(*bx-*ax); 
         }    *fc=(*func)(*cx); 
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));    while (*fb > *fc) { 
       }      r=(*bx-*ax)*(*fb-*fc); 
 #endif      q=(*bx-*cx)*(*fb-*fa); 
       u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
         (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
       free_vector(xit,1,n);      ulim=(*bx)+GLIMIT*(*cx-*bx); 
       free_vector(xits,1,n);      if ((*bx-u)*(u-*cx) > 0.0) { 
       free_vector(ptt,1,n);        fu=(*func)(u); 
       free_vector(pt,1,n);      } else if ((*cx-u)*(u-ulim) > 0.0) { 
       return;        fu=(*func)(u); 
     }        if (fu < *fc) { 
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
     for (j=1;j<=n;j++) {            SHFT(*fb,*fc,fu,(*func)(u)) 
       ptt[j]=2.0*p[j]-pt[j];            } 
       xit[j]=p[j]-pt[j];      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
       pt[j]=p[j];        u=ulim; 
     }        fu=(*func)(u); 
     fptt=(*func)(ptt);      } else { 
     if (fptt < fp) {        u=(*cx)+GOLD*(*cx-*bx); 
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);        fu=(*func)(u); 
       if (t < 0.0) {      } 
         linmin(p,xit,n,fret,func);      SHFT(*ax,*bx,*cx,u) 
         for (j=1;j<=n;j++) {        SHFT(*fa,*fb,*fc,fu) 
           xi[j][ibig]=xi[j][n];        } 
           xi[j][n]=xit[j];  } 
         }  
 #ifdef DEBUG  /*************** linmin ************************/
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);  
         for(j=1;j<=n;j++)  int ncom; 
           printf(" %.12e",xit[j]);  double *pcom,*xicom;
         printf("\n");  double (*nrfunc)(double []); 
 #endif   
       }  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
     }  { 
   }    double brent(double ax, double bx, double cx, 
 }                 double (*f)(double), double tol, double *xmin); 
     double f1dim(double x); 
 /**** Prevalence limit ****************/    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
                 double *fc, double (*func)(double)); 
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)    int j; 
 {    double xx,xmin,bx,ax; 
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit    double fx,fb,fa;
      matrix by transitions matrix until convergence is reached */   
     ncom=n; 
   int i, ii,j,k;    pcom=vector(1,n); 
   double min, max, maxmin, maxmax,sumnew=0.;    xicom=vector(1,n); 
   double **matprod2();    nrfunc=func; 
   double **out, cov[NCOVMAX], **pmij();    for (j=1;j<=n;j++) { 
   double **newm;      pcom[j]=p[j]; 
   double agefin, delaymax=50 ; /* Max number of years to converge */      xicom[j]=xi[j]; 
     } 
   for (ii=1;ii<=nlstate+ndeath;ii++)    ax=0.0; 
     for (j=1;j<=nlstate+ndeath;j++){    xx=1.0; 
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
     }    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
   #ifdef DEBUG
    cov[1]=1.;    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
      fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */  #endif
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){    for (j=1;j<=n;j++) { 
     newm=savm;      xi[j] *= xmin; 
     /* Covariates have to be included here again */      p[j] += xi[j]; 
      cov[2]=agefin;    } 
      free_vector(xicom,1,n); 
       for (k=1; k<=cptcovn;k++) {    free_vector(pcom,1,n); 
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];  } 
         /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/  
       }  /*************** powell ************************/
       for (k=1; k<=cptcovage;k++)  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];              double (*func)(double [])) 
       for (k=1; k<=cptcovprod;k++)  { 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];    void linmin(double p[], double xi[], int n, double *fret, 
                 double (*func)(double [])); 
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/    int i,ibig,j; 
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/    double del,t,*pt,*ptt,*xit;
     double fp,fptt;
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);    double *xits;
     pt=vector(1,n); 
     savm=oldm;    ptt=vector(1,n); 
     oldm=newm;    xit=vector(1,n); 
     maxmax=0.;    xits=vector(1,n); 
     for(j=1;j<=nlstate;j++){    *fret=(*func)(p); 
       min=1.;    for (j=1;j<=n;j++) pt[j]=p[j]; 
       max=0.;    for (*iter=1;;++(*iter)) { 
       for(i=1; i<=nlstate; i++) {      fp=(*fret); 
         sumnew=0;      ibig=0; 
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];      del=0.0; 
         prlim[i][j]= newm[i][j]/(1-sumnew);      printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
         max=FMAX(max,prlim[i][j]);      fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
         min=FMIN(min,prlim[i][j]);      fprintf(ficrespow,"%d %.12f",*iter,*fret);
       }      for (i=1;i<=n;i++) {
       maxmin=max-min;        printf(" %d %.12f",i, p[i]);
       maxmax=FMAX(maxmax,maxmin);        fprintf(ficlog," %d %.12lf",i, p[i]);
     }        fprintf(ficrespow," %.12lf", p[i]);
     if(maxmax < ftolpl){      }
       return prlim;      printf("\n");
     }      fprintf(ficlog,"\n");
   }      fprintf(ficrespow,"\n");
 }      for (i=1;i<=n;i++) { 
         for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
 /*************** transition probabilities ***************/        fptt=(*fret); 
   #ifdef DEBUG
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )        printf("fret=%lf \n",*fret);
 {        fprintf(ficlog,"fret=%lf \n",*fret);
   double s1, s2;  #endif
   /*double t34;*/        printf("%d",i);fflush(stdout);
   int i,j,j1, nc, ii, jj;        fprintf(ficlog,"%d",i);fflush(ficlog);
         linmin(p,xit,n,fret,func); 
     for(i=1; i<= nlstate; i++){        if (fabs(fptt-(*fret)) > del) { 
     for(j=1; j<i;j++){          del=fabs(fptt-(*fret)); 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){          ibig=i; 
         /*s2 += param[i][j][nc]*cov[nc];*/        } 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];  #ifdef DEBUG
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/        printf("%d %.12e",i,(*fret));
       }        fprintf(ficlog,"%d %.12e",i,(*fret));
       ps[i][j]=s2;        for (j=1;j<=n;j++) {
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
     }          printf(" x(%d)=%.12e",j,xit[j]);
     for(j=i+1; j<=nlstate+ndeath;j++){          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){        }
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];        for(j=1;j<=n;j++) {
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/          printf(" p=%.12e",p[j]);
       }          fprintf(ficlog," p=%.12e",p[j]);
       ps[i][j]=(s2);        }
     }        printf("\n");
   }        fprintf(ficlog,"\n");
     /*ps[3][2]=1;*/  #endif
       } 
   for(i=1; i<= nlstate; i++){      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
      s1=0;  #ifdef DEBUG
     for(j=1; j<i; j++)        int k[2],l;
       s1+=exp(ps[i][j]);        k[0]=1;
     for(j=i+1; j<=nlstate+ndeath; j++)        k[1]=-1;
       s1+=exp(ps[i][j]);        printf("Max: %.12e",(*func)(p));
     ps[i][i]=1./(s1+1.);        fprintf(ficlog,"Max: %.12e",(*func)(p));
     for(j=1; j<i; j++)        for (j=1;j<=n;j++) {
       ps[i][j]= exp(ps[i][j])*ps[i][i];          printf(" %.12e",p[j]);
     for(j=i+1; j<=nlstate+ndeath; j++)          fprintf(ficlog," %.12e",p[j]);
       ps[i][j]= exp(ps[i][j])*ps[i][i];        }
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */        printf("\n");
   } /* end i */        fprintf(ficlog,"\n");
         for(l=0;l<=1;l++) {
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){          for (j=1;j<=n;j++) {
     for(jj=1; jj<= nlstate+ndeath; jj++){            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
       ps[ii][jj]=0;            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
       ps[ii][ii]=1;            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)));
           fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
         }
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){  #endif
     for(jj=1; jj<= nlstate+ndeath; jj++){  
      printf("%lf ",ps[ii][jj]);  
    }        free_vector(xit,1,n); 
     printf("\n ");        free_vector(xits,1,n); 
     }        free_vector(ptt,1,n); 
     printf("\n ");printf("%lf ",cov[2]);*/        free_vector(pt,1,n); 
 /*        return; 
   for(i=1; i<= npar; i++) printf("%f ",x[i]);      } 
   goto end;*/      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
     return ps;      for (j=1;j<=n;j++) { 
 }        ptt[j]=2.0*p[j]-pt[j]; 
         xit[j]=p[j]-pt[j]; 
 /**************** Product of 2 matrices ******************/        pt[j]=p[j]; 
       } 
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)      fptt=(*func)(ptt); 
 {      if (fptt < fp) { 
   /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */        if (t < 0.0) { 
   /* in, b, out are matrice of pointers which should have been initialized          linmin(p,xit,n,fret,func); 
      before: only the contents of out is modified. The function returns          for (j=1;j<=n;j++) { 
      a pointer to pointers identical to out */            xi[j][ibig]=xi[j][n]; 
   long i, j, k;            xi[j][n]=xit[j]; 
   for(i=nrl; i<= nrh; i++)          }
     for(k=ncolol; k<=ncoloh; k++)  #ifdef DEBUG
       for(j=ncl,out[i][k]=0.; j<=nch; j++)          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
         out[i][k] +=in[i][j]*b[j][k];          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++){
   return out;            printf(" %.12e",xit[j]);
 }            fprintf(ficlog," %.12e",xit[j]);
           }
           printf("\n");
 /************* Higher Matrix Product ***************/          fprintf(ficlog,"\n");
   #endif
 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' 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  /**** Prevalence limit (stable prevalence)  ****************/
      (typically every 2 years instead of every month which is too big).  
      Model is determined by parameters x and covariates have to be  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
      included manually here.  {
     /* Computes the prevalence limit in each live state at age x by left multiplying the unit
      */       matrix by transitions matrix until convergence is reached */
   
   int i, j, d, h, k;    int i, ii,j,k;
   double **out, cov[NCOVMAX];    double min, max, maxmin, maxmax,sumnew=0.;
   double **newm;    double **matprod2();
     double **out, cov[NCOVMAX], **pmij();
   /* Hstepm could be zero and should return the unit matrix */    double **newm;
   for (i=1;i<=nlstate+ndeath;i++)    double agefin, delaymax=50 ; /* Max number of years to converge */
     for (j=1;j<=nlstate+ndeath;j++){  
       oldm[i][j]=(i==j ? 1.0 : 0.0);    for (ii=1;ii<=nlstate+ndeath;ii++)
       po[i][j][0]=(i==j ? 1.0 : 0.0);      for (j=1;j<=nlstate+ndeath;j++){
     }        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */      }
   for(h=1; h <=nhstepm; h++){  
     for(d=1; d <=hstepm; d++){     cov[1]=1.;
       newm=savm;   
       /* Covariates have to be included here again */   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
       cov[1]=1.;    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;      newm=savm;
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];      /* Covariates have to be included here again */
       for (k=1; k<=cptcovage;k++)       cov[2]=agefin;
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];    
       for (k=1; k<=cptcovprod;k++)        for (k=1; k<=cptcovn;k++) {
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
           /*      printf("ij=%d k=%d Tvar[k]=%d nbcode=%d cov=%lf codtab[ij][Tvar[k]]=%d \n",ij,k, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k], codtab[ij][Tvar[k]]);*/
         }
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/        for (k=1; k<=cptcovprod;k++)
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
                    pmij(pmmij,cov,ncovmodel,x,nlstate));  
       savm=oldm;        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
       oldm=newm;        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
     }        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
     for(i=1; i<=nlstate+ndeath; i++)      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
       for(j=1;j<=nlstate+ndeath;j++) {  
         po[i][j][h]=newm[i][j];      savm=oldm;
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);      oldm=newm;
          */      maxmax=0.;
       }      for(j=1;j<=nlstate;j++){
   } /* end h */        min=1.;
   return po;        max=0.;
 }        for(i=1; i<=nlstate; i++) {
           sumnew=0;
           for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
 /*************** log-likelihood *************/          prlim[i][j]= newm[i][j]/(1-sumnew);
 double func( double *x)          max=FMAX(max,prlim[i][j]);
 {          min=FMIN(min,prlim[i][j]);
   int i, ii, j, k, mi, d, kk;        }
   double l, ll[NLSTATEMAX], cov[NCOVMAX];        maxmin=max-min;
   double **out;        maxmax=FMAX(maxmax,maxmin);
   double sw; /* Sum of weights */      }
   double lli; /* Individual log likelihood */      if(maxmax < ftolpl){
   long ipmx;        return prlim;
   /*extern weight */      }
   /* We are differentiating ll according to initial status */    }
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/  }
   /*for(i=1;i<imx;i++)  
     printf(" %d\n",s[4][i]);  /*************** transition probabilities ***************/ 
   */  
   cov[1]=1.;  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
   {
   for(k=1; k<=nlstate; k++) ll[k]=0.;    double s1, s2;
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){    /*double t34;*/
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];    int i,j,j1, nc, ii, jj;
     for(mi=1; mi<= wav[i]-1; mi++){  
       for (ii=1;ii<=nlstate+ndeath;ii++)      for(i=1; i<= nlstate; i++){
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);      for(j=1; j<i;j++){
       for(d=0; d<dh[mi][i]; d++){        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
         newm=savm;          /*s2 += param[i][j][nc]*cov[nc];*/
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;          s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
         for (kk=1; kk<=cptcovage;kk++) {          /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];        }
         }        ps[i][j]=s2;
                /*printf("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));      for(j=i+1; j<=nlstate+ndeath;j++){
         savm=oldm;        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
         oldm=newm;          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);*/
                }
       } /* end mult */        ps[i][j]=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[3][2]=1;*/
       ipmx +=1;  
       sw += weight[i];    for(i=1; i<= nlstate; i++){
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;       s1=0;
     } /* end of wave */      for(j=1; j<i; j++)
   } /* end of individual */        s1+=exp(ps[i][j]);
       for(j=i+1; j<=nlstate+ndeath; j++)
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];        s1+=exp(ps[i][j]);
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */      ps[i][i]=1./(s1+1.);
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */      for(j=1; j<i; j++)
   return -l;        ps[i][j]= exp(ps[i][j])*ps[i][i];
 }      for(j=i+1; j<=nlstate+ndeath; j++)
         ps[i][j]= exp(ps[i][j])*ps[i][i];
       /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
 /*********** Maximum Likelihood Estimation ***************/    } /* end i */
   
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))    for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
 {      for(jj=1; jj<= nlstate+ndeath; jj++){
   int i,j, iter;        ps[ii][jj]=0;
   double **xi,*delti;        ps[ii][ii]=1;
   double fret;      }
   xi=matrix(1,npar,1,npar);    }
   for (i=1;i<=npar;i++)  
     for (j=1;j<=npar;j++)  
       xi[i][j]=(i==j ? 1.0 : 0.0);    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
   printf("Powell\n");      for(jj=1; jj<= nlstate+ndeath; jj++){
   powell(p,xi,npar,ftol,&iter,&fret,func);       printf("%lf ",ps[ii][jj]);
      }
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));      printf("\n ");
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));      }
       printf("\n ");printf("%lf ",cov[2]);*/
 }  /*
     for(i=1; i<= npar; i++) printf("%f ",x[i]);
 /**** Computes Hessian and covariance matrix ***/    goto end;*/
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))      return ps;
 {  }
   double  **a,**y,*x,pd;  
   double **hess;  /**************** Product of 2 matrices ******************/
   int i, j,jk;  
   int *indx;  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
   {
   double hessii(double p[], double delta, int theta, double delti[]);    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
   double hessij(double p[], double delti[], int i, int j);       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
   void lubksb(double **a, int npar, int *indx, double b[]) ;    /* in, b, out are matrice of pointers which should have been initialized 
   void ludcmp(double **a, int npar, int *indx, double *d) ;       before: only the contents of out is modified. The function returns
        a pointer to pointers identical to out */
   hess=matrix(1,npar,1,npar);    long i, j, k;
     for(i=nrl; i<= nrh; i++)
   printf("\nCalculation of the hessian matrix. Wait...\n");      for(k=ncolol; k<=ncoloh; k++)
   for (i=1;i<=npar;i++){        for(j=ncl,out[i][k]=0.; j<=nch; j++)
     printf("%d",i);fflush(stdout);          out[i][k] +=in[i][j]*b[j][k];
     hess[i][i]=hessii(p,ftolhess,i,delti);  
     /*printf(" %f ",p[i]);*/    return out;
     /*printf(" %lf ",hess[i][i]);*/  }
   }  
    
   for (i=1;i<=npar;i++) {  /************* Higher Matrix Product ***************/
     for (j=1;j<=npar;j++)  {  
       if (j>i) {  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
         printf(".%d%d",i,j);fflush(stdout);  {
         hess[i][j]=hessij(p,delti,i,j);    /* Computes the transition matrix starting at age 'age' over 
         hess[j][i]=hess[i][j];           'nhstepm*hstepm*stepm' months (i.e. until
         /*printf(" %lf ",hess[i][j]);*/       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
       }       nhstepm*hstepm matrices. 
     }       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
   }       (typically every 2 years instead of every month which is too big 
   printf("\n");       for the memory).
        Model is determined by parameters x and covariates have to be 
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");       included manually here. 
    
   a=matrix(1,npar,1,npar);       */
   y=matrix(1,npar,1,npar);  
   x=vector(1,npar);    int i, j, d, h, k;
   indx=ivector(1,npar);    double **out, cov[NCOVMAX];
   for (i=1;i<=npar;i++)    double **newm;
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];  
   ludcmp(a,npar,indx,&pd);    /* Hstepm could be zero and should return the unit matrix */
     for (i=1;i<=nlstate+ndeath;i++)
   for (j=1;j<=npar;j++) {      for (j=1;j<=nlstate+ndeath;j++){
     for (i=1;i<=npar;i++) x[i]=0;        oldm[i][j]=(i==j ? 1.0 : 0.0);
     x[j]=1;        po[i][j][0]=(i==j ? 1.0 : 0.0);
     lubksb(a,npar,indx,x);      }
     for (i=1;i<=npar;i++){    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
       matcov[i][j]=x[i];    for(h=1; h <=nhstepm; h++){
     }      for(d=1; d <=hstepm; d++){
   }        newm=savm;
         /* Covariates have to be included here again */
   printf("\n#Hessian matrix#\n");        cov[1]=1.;
   for (i=1;i<=npar;i++) {        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
     for (j=1;j<=npar;j++) {        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
       printf("%.3e ",hess[i][j]);        for (k=1; k<=cptcovage;k++)
     }          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
     printf("\n");        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]]];
   
   /* Recompute Inverse */  
   for (i=1;i<=npar;i++)        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
   ludcmp(a,npar,indx,&pd);        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
                      pmij(pmmij,cov,ncovmodel,x,nlstate));
   /*  printf("\n#Hessian matrix recomputed#\n");        savm=oldm;
         oldm=newm;
   for (j=1;j<=npar;j++) {      }
     for (i=1;i<=npar;i++) x[i]=0;      for(i=1; i<=nlstate+ndeath; i++)
     x[j]=1;        for(j=1;j<=nlstate+ndeath;j++) {
     lubksb(a,npar,indx,x);          po[i][j][h]=newm[i][j];
     for (i=1;i<=npar;i++){          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
       y[i][j]=x[i];           */
       printf("%.3e ",y[i][j]);        }
     }    } /* end h */
     printf("\n");    return po;
   }  }
   */  
   
   free_matrix(a,1,npar,1,npar);  /*************** log-likelihood *************/
   free_matrix(y,1,npar,1,npar);  double func( double *x)
   free_vector(x,1,npar);  {
   free_ivector(indx,1,npar);    int i, ii, j, k, mi, d, kk;
   free_matrix(hess,1,npar,1,npar);    double l, ll[NLSTATEMAX], cov[NCOVMAX];
     double **out;
     double sw; /* Sum of weights */
 }    double lli; /* Individual log likelihood */
     int s1, s2;
 /*************** hessian matrix ****************/    double bbh, survp;
 double hessii( double x[], double delta, int theta, double delti[])    long ipmx;
 {    /*extern weight */
   int i;    /* We are differentiating ll according to initial status */
   int l=1, lmax=20;    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
   double k1,k2;    /*for(i=1;i<imx;i++) 
   double p2[NPARMAX+1];      printf(" %d\n",s[4][i]);
   double res;    */
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;    cov[1]=1.;
   double fx;  
   int k=0,kmax=10;    for(k=1; k<=nlstate; k++) ll[k]=0.;
   double l1;  
     if(mle==1){
   fx=func(x);      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   for (i=1;i<=npar;i++) p2[i]=x[i];        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   for(l=0 ; l <=lmax; l++){        for(mi=1; mi<= wav[i]-1; mi++){
     l1=pow(10,l);          for (ii=1;ii<=nlstate+ndeath;ii++)
     delts=delt;            for (j=1;j<=nlstate+ndeath;j++){
     for(k=1 ; k <kmax; k=k+1){              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       delt = delta*(l1*k);              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       p2[theta]=x[theta] +delt;            }
       k1=func(p2)-fx;          for(d=0; d<dh[mi][i]; d++){
       p2[theta]=x[theta]-delt;            newm=savm;
       k2=func(p2)-fx;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       /*res= (k1-2.0*fx+k2)/delt/delt; */            for (kk=1; kk<=cptcovage;kk++) {
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
                  }
 #ifdef DEBUG            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       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);                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 #endif            savm=oldm;
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */            oldm=newm;
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){          } /* end mult */
         k=kmax;        
       }          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */          /* But now since version 0.9 we anticipate for bias and large stepm.
         k=kmax; l=lmax*10.;           * 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 
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){           * the nearest (and in case of equal distance, to the lowest) interval but now
         delts=delt;           * we keep into memory the bias bh[mi][i] and also the previous matrix product
       }           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
     }           * probability in order to take into account the bias as a fraction of the way
   }           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
   delti[theta]=delts;           * -stepm/2 to stepm/2 .
   return res;           * 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. 
 }           */
           s1=s[mw[mi][i]][i];
 double hessij( double x[], double delti[], int thetai,int thetaj)          s2=s[mw[mi+1][i]][i];
 {          bbh=(double)bh[mi][i]/(double)stepm; 
   int i;          /* bias is positive if real duration
   int l=1, l1, lmax=20;           * is higher than the multiple of stepm and negative otherwise.
   double k1,k2,k3,k4,res,fx;           */
   double p2[NPARMAX+1];          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
   int k;          if( s2 > nlstate){ 
             /* i.e. if s2 is a death state and if the date of death is known then the contribution
   fx=func(x);               to the likelihood is the probability to die between last step unit time and current 
   for (k=1; k<=2; k++) {               step unit time, which is also the differences between probability to die before dh 
     for (i=1;i<=npar;i++) p2[i]=x[i];               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
     k1=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
     k2=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
     k3=func(p2)-fx;          and month of death but the probability to survive from last
            interview up to one month before death multiplied by the
     p2[thetai]=x[thetai]-delti[thetai]/k;          probability to die within a month. Thanks to Chris
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;          Jackson for correcting this bug.  Former versions increased
     k4=func(p2)-fx;          mortality artificially. The bad side is that we add another loop
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */          which slows down the processing. The difference can be up to 10%
 #ifdef DEBUG          lower mortality.
     printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);            */
 #endif            lli=log(out[s1][s2] - savm[s1][s2]);
   }          }else{
   return res;            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 */
           } 
 /************** Inverse of matrix **************/          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
 void ludcmp(double **a, int n, int *indx, double *d)          /*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); */
   int i,imax,j,k;          ipmx +=1;
   double big,dum,sum,temp;          sw += weight[i];
   double *vv;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
          } /* end of wave */
   vv=vector(1,n);      } /* end of individual */
   *d=1.0;    }  else if(mle==2){
   for (i=1;i<=n;i++) {      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     big=0.0;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     for (j=1;j<=n;j++)        for(mi=1; mi<= wav[i]-1; mi++){
       if ((temp=fabs(a[i][j])) > big) big=temp;          for (ii=1;ii<=nlstate+ndeath;ii++)
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");            for (j=1;j<=nlstate+ndeath;j++){
     vv[i]=1.0/big;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   }              savm[ii][j]=(ii==j ? 1.0 : 0.0);
   for (j=1;j<=n;j++) {            }
     for (i=1;i<j;i++) {          for(d=0; d<=dh[mi][i]; d++){
       sum=a[i][j];            newm=savm;
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       a[i][j]=sum;            for (kk=1; kk<=cptcovage;kk++) {
     }              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     big=0.0;            }
     for (i=j;i<=n;i++) {            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       sum=a[i][j];                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       for (k=1;k<j;k++)            savm=oldm;
         sum -= a[i][k]*a[k][j];            oldm=newm;
       a[i][j]=sum;          } /* end mult */
       if ( (dum=vv[i]*fabs(sum)) >= big) {        
         big=dum;          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
         imax=i;          /* But now since version 0.9 we anticipate for bias and large stepm.
       }           * If stepm is larger than one month (smallest stepm) and if the exact delay 
     }           * (in months) between two waves is not a multiple of stepm, we rounded to 
     if (j != imax) {           * the nearest (and in case of equal distance, to the lowest) interval but now
       for (k=1;k<=n;k++) {           * we keep into memory the bias bh[mi][i] and also the previous matrix product
         dum=a[imax][k];           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
         a[imax][k]=a[j][k];           * probability in order to take into account the bias as a fraction of the way
         a[j][k]=dum;           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
       }           * -stepm/2 to stepm/2 .
       *d = -(*d);           * For stepm=1 the results are the same as for previous versions of Imach.
       vv[imax]=vv[j];           * For stepm > 1 the results are less biased than in previous versions. 
     }           */
     indx[j]=imax;          s1=s[mw[mi][i]][i];
     if (a[j][j] == 0.0) a[j][j]=TINY;          s2=s[mw[mi+1][i]][i];
     if (j != n) {          bbh=(double)bh[mi][i]/(double)stepm; 
       dum=1.0/(a[j][j]);          /* bias is positive if real duration
       for (i=j+1;i<=n;i++) a[i][j] *= dum;           * 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 */
   free_vector(vv,1,n);  /* Doesn't work */          /* 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 */
 }          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
           /*if(lli ==000.0)*/
 void lubksb(double **a, int n, int *indx, double b[])          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
 {          ipmx +=1;
   int i,ii=0,ip,j;          sw += weight[i];
   double sum;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
          } /* end of wave */
   for (i=1;i<=n;i++) {      } /* end of individual */
     ip=indx[i];    }  else if(mle==3){  /* exponential inter-extrapolation */
     sum=b[ip];      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     b[ip]=b[i];        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     if (ii)        for(mi=1; mi<= wav[i]-1; mi++){
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];          for (ii=1;ii<=nlstate+ndeath;ii++)
     else if (sum) ii=i;            for (j=1;j<=nlstate+ndeath;j++){
     b[i]=sum;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   }              savm[ii][j]=(ii==j ? 1.0 : 0.0);
   for (i=n;i>=1;i--) {            }
     sum=b[i];          for(d=0; d<dh[mi][i]; d++){
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];            newm=savm;
     b[i]=sum/a[i][i];            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   }            for (kk=1; kk<=cptcovage;kk++) {
 }              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
             }
 /************ Frequencies ********************/            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2)                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 {  /* Some frequencies */            savm=oldm;
              oldm=newm;
   int i, m, jk, k1,i1, j1, bool, z1,z2,j;          } /* end mult */
   double ***freq; /* Frequencies */        
   double *pp;          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
   double pos, k2, dateintsum=0,k2cpt=0;          /* But now since version 0.9 we anticipate for bias and large stepm.
   FILE *ficresp;           * If stepm is larger than one month (smallest stepm) and if the exact delay 
   char fileresp[FILENAMELENGTH];           * (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
   pp=vector(1,nlstate);           * we keep into memory the bias bh[mi][i] and also the previous matrix product
   probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
   strcpy(fileresp,"p");           * probability in order to take into account the bias as a fraction of the way
   strcat(fileresp,fileres);           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
   if((ficresp=fopen(fileresp,"w"))==NULL) {           * -stepm/2 to stepm/2 .
     printf("Problem with prevalence resultfile: %s\n", fileresp);           * For stepm=1 the results are the same as for previous versions of Imach.
     exit(0);           * For stepm > 1 the results are less biased than in previous versions. 
   }           */
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);          s1=s[mw[mi][i]][i];
   j1=0;          s2=s[mw[mi+1][i]][i];
           bbh=(double)bh[mi][i]/(double)stepm; 
   j=cptcoveff;          /* bias is positive if real duration
   if (cptcovn<1) {j=1;ncodemax[1]=1;}           * is higher than the multiple of stepm and negative otherwise.
            */
   for(k1=1; k1<=j;k1++){          /* 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(i1=1; i1<=ncodemax[k1];i1++){          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 */
        j1++;          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);          /*if(lli ==000.0)*/
          scanf("%d", i);*/          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
         for (i=-1; i<=nlstate+ndeath; i++)            ipmx +=1;
          for (jk=-1; jk<=nlstate+ndeath; jk++)            sw += weight[i];
            for(m=agemin; m <= agemax+3; m++)          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
              freq[i][jk][m]=0;        } /* end of wave */
       } /* end of individual */
         dateintsum=0;    }else if (mle==4){  /* ml=4 no inter-extrapolation */
         k2cpt=0;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
        for (i=1; i<=imx; i++) {        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
          bool=1;        for(mi=1; mi<= wav[i]-1; mi++){
          if  (cptcovn>0) {          for (ii=1;ii<=nlstate+ndeath;ii++)
            for (z1=1; z1<=cptcoveff; z1++)            for (j=1;j<=nlstate+ndeath;j++){
              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
                bool=0;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
          }            }
          if (bool==1) {          for(d=0; d<dh[mi][i]; d++){
            for(m=firstpass; m<=lastpass; m++){            newm=savm;
              k2=anint[m][i]+(mint[m][i]/12.);            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
              if ((k2>=dateprev1) && (k2<=dateprev2)) {            for (kk=1; kk<=cptcovage;kk++) {
                if(agev[m][i]==0) agev[m][i]=agemax+1;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
                if(agev[m][i]==1) agev[m][i]=agemax+2;            }
                freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];          
                freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
                if ((agev[m][i]>1) && (agev[m][i]< (agemax+3))) {                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
                  dateintsum=dateintsum+k2;            savm=oldm;
                  k2cpt++;            oldm=newm;
                }          } /* end mult */
         
              }          s1=s[mw[mi][i]][i];
            }          s2=s[mw[mi+1][i]][i];
          }          if( s2 > nlstate){ 
        }            lli=log(out[s1][s2] - savm[s1][s2]);
         if  (cptcovn>0) {          }else{
          fprintf(ficresp, "\n#********** Variable ");            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);          }
        fprintf(ficresp, "**********\n#");          ipmx +=1;
         }          sw += weight[i];
        for(i=1; i<=nlstate;i++)          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);          /*printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]);*/
        fprintf(ficresp, "\n");        } /* end of wave */
              } /* end of individual */
   for(i=(int)agemin; i <= (int)agemax+3; i++){    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
     if(i==(int)agemax+3)      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
       printf("Total");        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     else        for(mi=1; mi<= wav[i]-1; mi++){
       printf("Age %d", i);          for (ii=1;ii<=nlstate+ndeath;ii++)
     for(jk=1; jk <=nlstate ; jk++){            for (j=1;j<=nlstate+ndeath;j++){
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
         pp[jk] += freq[jk][m][i];              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     }            }
     for(jk=1; jk <=nlstate ; jk++){          for(d=0; d<dh[mi][i]; d++){
       for(m=-1, pos=0; m <=0 ; m++)            newm=savm;
         pos += freq[jk][m][i];            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       if(pp[jk]>=1.e-10)            for (kk=1; kk<=cptcovage;kk++) {
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       else            }
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);          
     }            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
                          1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
      for(jk=1; jk <=nlstate ; jk++){            savm=oldm;
       for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)            oldm=newm;
         pp[jk] += freq[jk][m][i];          } /* end mult */
      }        
           s1=s[mw[mi][i]][i];
     for(jk=1,pos=0; jk <=nlstate ; jk++)          s2=s[mw[mi+1][i]][i];
       pos += pp[jk];          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
     for(jk=1; jk <=nlstate ; jk++){          ipmx +=1;
       if(pos>=1.e-5)          sw += weight[i];
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
       else          /*printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]);*/
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);        } /* end of wave */
       if( i <= (int) agemax){      } /* end of individual */
         if(pos>=1.e-5){    } /* End of if */
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
           probs[i][jk][j1]= pp[jk]/pos;    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
           /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
         }    /*exit(0); */
       else    return -l;
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);  }
       }  
     }  
     for(jk=-1; jk <=nlstate+ndeath; jk++)  /*********** Maximum Likelihood Estimation ***************/
       for(m=-1; m <=nlstate+ndeath; m++)  
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
     if(i <= (int) agemax)  {
       fprintf(ficresp,"\n");    int i,j, iter;
     printf("\n");    double **xi;
     }    double fret;
     }    char filerespow[FILENAMELENGTH];
  }    xi=matrix(1,npar,1,npar);
   dateintmean=dateintsum/k2cpt;    for (i=1;i<=npar;i++)
        for (j=1;j<=npar;j++)
   fclose(ficresp);        xi[i][j]=(i==j ? 1.0 : 0.0);
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);    printf("Powell\n");  fprintf(ficlog,"Powell\n");
   free_vector(pp,1,nlstate);    strcpy(filerespow,"pow"); 
     strcat(filerespow,fileres);
   /* End of Freq */    if((ficrespow=fopen(filerespow,"w"))==NULL) {
 }      printf("Problem with resultfile: %s\n", filerespow);
       fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
 /************ Prevalence ********************/    }
 void prevalence(int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, double calagedate)    fprintf(ficrespow,"# Powell\n# iter -2*LL");
 {  /* Some frequencies */    for (i=1;i<=nlstate;i++)
        for(j=1;j<=nlstate+ndeath;j++)
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
   double ***freq; /* Frequencies */    fprintf(ficrespow,"\n");
   double *pp;    powell(p,xi,npar,ftol,&iter,&fret,func);
   double pos, k2;  
     fclose(ficrespow);
   pp=vector(1,nlstate);    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
   probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
      fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
   freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);  
   j1=0;  }
    
   j=cptcoveff;  /**** Computes Hessian and covariance matrix ***/
   if (cptcovn<1) {j=1;ncodemax[1]=1;}  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
    {
  for(k1=1; k1<=j;k1++){    double  **a,**y,*x,pd;
     for(i1=1; i1<=ncodemax[k1];i1++){    double **hess;
       j1++;    int i, j,jk;
      int *indx;
       for (i=-1; i<=nlstate+ndeath; i++)    
         for (jk=-1; jk<=nlstate+ndeath; jk++)      double hessii(double p[], double delta, int theta, double delti[]);
           for(m=agemin; m <= agemax+3; m++)    double hessij(double p[], double delti[], int i, int j);
             freq[i][jk][m]=0;    void lubksb(double **a, int npar, int *indx, double b[]) ;
          void ludcmp(double **a, int npar, int *indx, double *d) ;
       for (i=1; i<=imx; i++) {  
         bool=1;    hess=matrix(1,npar,1,npar);
         if  (cptcovn>0) {  
           for (z1=1; z1<=cptcoveff; z1++)    printf("\nCalculation of the hessian matrix. Wait...\n");
             if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
               bool=0;    for (i=1;i<=npar;i++){
         }      printf("%d",i);fflush(stdout);
         if (bool==1) {      fprintf(ficlog,"%d",i);fflush(ficlog);
           for(m=firstpass; m<=lastpass; m++){      hess[i][i]=hessii(p,ftolhess,i,delti);
             k2=anint[m][i]+(mint[m][i]/12.);      /*printf(" %f ",p[i]);*/
             if ((k2>=dateprev1) && (k2<=dateprev2)) {      /*printf(" %lf ",hess[i][i]);*/
               if(agev[m][i]==0) agev[m][i]=agemax+1;    }
               if(agev[m][i]==1) agev[m][i]=agemax+2;    
               freq[s[m][i]][s[m+1][i]][(int)(agev[m][i]+1-((int)calagedate %12)/12.)] += weight[i];    for (i=1;i<=npar;i++) {
               freq[s[m][i]][s[m+1][i]][(int)(agemax+3+1)] += weight[i];        for (j=1;j<=npar;j++)  {
             }        if (j>i) { 
           }          printf(".%d%d",i,j);fflush(stdout);
         }          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
       }          hess[i][j]=hessij(p,delti,i,j);
                hess[j][i]=hess[i][j];    
         for(i=(int)agemin; i <= (int)agemax+3; i++){          /*printf(" %lf ",hess[i][j]);*/
           for(jk=1; jk <=nlstate ; jk++){        }
             for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)      }
               pp[jk] += freq[jk][m][i];    }
           }    printf("\n");
           for(jk=1; jk <=nlstate ; jk++){    fprintf(ficlog,"\n");
             for(m=-1, pos=0; m <=0 ; m++)  
             pos += freq[jk][m][i];    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
         }    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
            
          for(jk=1; jk <=nlstate ; jk++){    a=matrix(1,npar,1,npar);
            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)    y=matrix(1,npar,1,npar);
              pp[jk] += freq[jk][m][i];    x=vector(1,npar);
          }    indx=ivector(1,npar);
              for (i=1;i<=npar;i++)
          for(jk=1,pos=0; jk <=nlstate ; jk++) pos += pp[jk];      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
     ludcmp(a,npar,indx,&pd);
          for(jk=1; jk <=nlstate ; jk++){            
            if( i <= (int) agemax){    for (j=1;j<=npar;j++) {
              if(pos>=1.e-5){      for (i=1;i<=npar;i++) x[i]=0;
                probs[i][jk][j1]= pp[jk]/pos;      x[j]=1;
              }      lubksb(a,npar,indx,x);
            }      for (i=1;i<=npar;i++){ 
          }        matcov[i][j]=x[i];
                }
         }    }
     }  
   }    printf("\n#Hessian matrix#\n");
      fprintf(ficlog,"\n#Hessian matrix#\n");
      for (i=1;i<=npar;i++) { 
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);      for (j=1;j<=npar;j++) { 
   free_vector(pp,1,nlstate);        printf("%.3e ",hess[i][j]);
          fprintf(ficlog,"%.3e ",hess[i][j]);
 }  /* End of Freq */      }
       printf("\n");
 /************* Waves Concatenation ***************/      fprintf(ficlog,"\n");
     }
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)  
 {    /* Recompute Inverse */
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.    for (i=1;i<=npar;i++)
      Death is a valid wave (if date is known).      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i    ludcmp(a,npar,indx,&pd);
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]  
      and mw[mi+1][i]. dh depends on stepm.    /*  printf("\n#Hessian matrix recomputed#\n");
      */  
     for (j=1;j<=npar;j++) {
   int i, mi, m;      for (i=1;i<=npar;i++) x[i]=0;
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;      x[j]=1;
      double sum=0., jmean=0.;*/      lubksb(a,npar,indx,x);
       for (i=1;i<=npar;i++){ 
   int j, k=0,jk, ju, jl;        y[i][j]=x[i];
   double sum=0.;        printf("%.3e ",y[i][j]);
   jmin=1e+5;        fprintf(ficlog,"%.3e ",y[i][j]);
   jmax=-1;      }
   jmean=0.;      printf("\n");
   for(i=1; i<=imx; i++){      fprintf(ficlog,"\n");
     mi=0;    }
     m=firstpass;    */
     while(s[m][i] <= nlstate){  
       if(s[m][i]>=1)    free_matrix(a,1,npar,1,npar);
         mw[++mi][i]=m;    free_matrix(y,1,npar,1,npar);
       if(m >=lastpass)    free_vector(x,1,npar);
         break;    free_ivector(indx,1,npar);
       else    free_matrix(hess,1,npar,1,npar);
         m++;  
     }/* end while */  
     if (s[m][i] > nlstate){  }
       mi++;     /* Death is another wave */  
       /* if(mi==0)  never been interviewed correctly before death */  /*************** hessian matrix ****************/
          /* Only death is a correct wave */  double hessii( double x[], double delta, int theta, double delti[])
       mw[mi][i]=m;  {
     }    int i;
     int l=1, lmax=20;
     wav[i]=mi;    double k1,k2;
     if(mi==0)    double p2[NPARMAX+1];
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);    double res;
   }    double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
     double fx;
   for(i=1; i<=imx; i++){    int k=0,kmax=10;
     for(mi=1; mi<wav[i];mi++){    double l1;
       if (stepm <=0)  
         dh[mi][i]=1;    fx=func(x);
       else{    for (i=1;i<=npar;i++) p2[i]=x[i];
         if (s[mw[mi+1][i]][i] > nlstate) {    for(l=0 ; l <=lmax; l++){
           if (agedc[i] < 2*AGESUP) {      l1=pow(10,l);
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);      delts=delt;
           if(j==0) j=1;  /* Survives at least one month after exam */      for(k=1 ; k <kmax; k=k+1){
           k=k+1;        delt = delta*(l1*k);
           if (j >= jmax) jmax=j;        p2[theta]=x[theta] +delt;
           if (j <= jmin) jmin=j;        k1=func(p2)-fx;
           sum=sum+j;        p2[theta]=x[theta]-delt;
           /* if (j<10) printf("j=%d num=%d ",j,i); */        k2=func(p2)-fx;
           }        /*res= (k1-2.0*fx+k2)/delt/delt; */
         }        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
         else{        
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));  #ifdef DEBUG
           k=k+1;        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);
           if (j >= jmax) jmax=j;        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);
           else if (j <= jmin)jmin=j;  #endif
           /*   if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
           sum=sum+j;        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
         }          k=kmax;
         jk= j/stepm;        }
         jl= j -jk*stepm;        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
         ju= j -(jk+1)*stepm;          k=kmax; l=lmax*10.;
         if(jl <= -ju)        }
           dh[mi][i]=jk;        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
         else          delts=delt;
           dh[mi][i]=jk+1;        }
         if(dh[mi][i]==0)      }
           dh[mi][i]=1; /* At least one step */    }
       }    delti[theta]=delts;
     }    return res; 
   }    
   jmean=sum/k;  }
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);  
  }  double hessij( double x[], double delti[], int thetai,int thetaj)
 /*********** Tricode ****************************/  {
 void tricode(int *Tvar, int **nbcode, int imx)    int i;
 {    int l=1, l1, lmax=20;
   int Ndum[20],ij=1, k, j, i;    double k1,k2,k3,k4,res,fx;
   int cptcode=0;    double p2[NPARMAX+1];
   cptcoveff=0;    int k;
    
   for (k=0; k<19; k++) Ndum[k]=0;    fx=func(x);
   for (k=1; k<=7; k++) ncodemax[k]=0;    for (k=1; k<=2; k++) {
       for (i=1;i<=npar;i++) p2[i]=x[i];
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {      p2[thetai]=x[thetai]+delti[thetai]/k;
     for (i=1; i<=imx; i++) {      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
       ij=(int)(covar[Tvar[j]][i]);      k1=func(p2)-fx;
       Ndum[ij]++;    
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/      p2[thetai]=x[thetai]+delti[thetai]/k;
       if (ij > cptcode) cptcode=ij;      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
     }      k2=func(p2)-fx;
     
     for (i=0; i<=cptcode; i++) {      p2[thetai]=x[thetai]-delti[thetai]/k;
       if(Ndum[i]!=0) ncodemax[j]++;      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
     }      k3=func(p2)-fx;
     ij=1;    
       p2[thetai]=x[thetai]-delti[thetai]/k;
       p2[thetaj]=x[thetaj]-delti[thetaj]/k;
     for (i=1; i<=ncodemax[j]; i++) {      k4=func(p2)-fx;
       for (k=0; k<=19; k++) {      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
         if (Ndum[k] != 0) {  #ifdef DEBUG
           nbcode[Tvar[j]][ij]=k;      printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
           ij++;      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
         if (ij > ncodemax[j]) break;    }
       }      return res;
     }  }
   }    
   /************** Inverse of matrix **************/
  for (k=0; k<19; k++) Ndum[k]=0;  void ludcmp(double **a, int n, int *indx, double *d) 
   { 
  for (i=1; i<=ncovmodel-2; i++) {    int i,imax,j,k; 
       ij=Tvar[i];    double big,dum,sum,temp; 
       Ndum[ij]++;    double *vv; 
     }   
     vv=vector(1,n); 
  ij=1;    *d=1.0; 
  for (i=1; i<=10; i++) {    for (i=1;i<=n;i++) { 
    if((Ndum[i]!=0) && (i<=ncov)){      big=0.0; 
      Tvaraff[ij]=i;      for (j=1;j<=n;j++) 
      ij++;        if ((temp=fabs(a[i][j])) > big) big=temp; 
    }      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
  }      vv[i]=1.0/big; 
      } 
     cptcoveff=ij-1;    for (j=1;j<=n;j++) { 
 }      for (i=1;i<j;i++) { 
         sum=a[i][j]; 
 /*********** Health Expectancies ****************/        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
         a[i][j]=sum; 
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)      } 
 {      big=0.0; 
   /* Health expectancies */      for (i=j;i<=n;i++) { 
   int i, j, nhstepm, hstepm, h;        sum=a[i][j]; 
   double age, agelim,hf;        for (k=1;k<j;k++) 
   double ***p3mat;          sum -= a[i][k]*a[k][j]; 
          a[i][j]=sum; 
   fprintf(ficreseij,"# Health expectancies\n");        if ( (dum=vv[i]*fabs(sum)) >= big) { 
   fprintf(ficreseij,"# Age");          big=dum; 
   for(i=1; i<=nlstate;i++)          imax=i; 
     for(j=1; j<=nlstate;j++)        } 
       fprintf(ficreseij," %1d-%1d",i,j);      } 
   fprintf(ficreseij,"\n");      if (j != imax) { 
         for (k=1;k<=n;k++) { 
   hstepm=1*YEARM; /*  Every j years of age (in month) */          dum=a[imax][k]; 
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */          a[imax][k]=a[j][k]; 
           a[j][k]=dum; 
   agelim=AGESUP;        } 
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */        *d = -(*d); 
     /* nhstepm age range expressed in number of stepm */        vv[imax]=vv[j]; 
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);      } 
     /* Typically if 20 years = 20*12/6=40 stepm */      indx[j]=imax; 
     if (stepm >= YEARM) hstepm=1;      if (a[j][j] == 0.0) a[j][j]=TINY; 
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */      if (j != n) { 
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        dum=1.0/(a[j][j]); 
     /* Computed by stepm unit matrices, product of hstepm matrices, stored        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */      } 
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);      } 
     free_vector(vv,1,n);  /* Doesn't work */
   ;
     for(i=1; i<=nlstate;i++)  } 
       for(j=1; j<=nlstate;j++)  
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){  void lubksb(double **a, int n, int *indx, double b[]) 
           eij[i][j][(int)age] +=p3mat[i][j][h];  { 
         }    int i,ii=0,ip,j; 
        double sum; 
     hf=1;   
     if (stepm >= YEARM) hf=stepm/YEARM;    for (i=1;i<=n;i++) { 
     fprintf(ficreseij,"%.0f",age );      ip=indx[i]; 
     for(i=1; i<=nlstate;i++)      sum=b[ip]; 
       for(j=1; j<=nlstate;j++){      b[ip]=b[i]; 
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);      if (ii) 
       }        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
     fprintf(ficreseij,"\n");      else if (sum) ii=i; 
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      b[i]=sum; 
   }    } 
 }    for (i=n;i>=1;i--) { 
       sum=b[i]; 
 /************ Variance ******************/      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
 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)      b[i]=sum/a[i][i]; 
 {    } 
   /* Variance of health expectancies */  } 
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/  
   double **newm;  /************ Frequencies ********************/
   double **dnewm,**doldm;  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)
   int i, j, nhstepm, hstepm, h;  {  /* Some frequencies */
   int k, cptcode;    
   double *xp;    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
   double **gp, **gm;    int first;
   double ***gradg, ***trgradg;    double ***freq; /* Frequencies */
   double ***p3mat;    double *pp, **prop;
   double age,agelim;    double pos,posprop, k2, dateintsum=0,k2cpt=0;
   int theta;    FILE *ficresp;
     char fileresp[FILENAMELENGTH];
    fprintf(ficresvij,"# Covariances of life expectancies\n");    
   fprintf(ficresvij,"# Age");    pp=vector(1,nlstate);
   for(i=1; i<=nlstate;i++)    prop=matrix(1,nlstate,iagemin,iagemax+3);
     for(j=1; j<=nlstate;j++)    strcpy(fileresp,"p");
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);    strcat(fileresp,fileres);
   fprintf(ficresvij,"\n");    if((ficresp=fopen(fileresp,"w"))==NULL) {
       printf("Problem with prevalence resultfile: %s\n", fileresp);
   xp=vector(1,npar);      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
   dnewm=matrix(1,nlstate,1,npar);      exit(0);
   doldm=matrix(1,nlstate,1,nlstate);    }
      freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
   hstepm=1*YEARM; /* Every year of age */    j1=0;
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    
   agelim = AGESUP;    j=cptcoveff;
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    if (cptcovn<1) {j=1;ncodemax[1]=1;}
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */  
     if (stepm >= YEARM) hstepm=1;    first=1;
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */  
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    for(k1=1; k1<=j;k1++){
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);      for(i1=1; i1<=ncodemax[k1];i1++){
     gp=matrix(0,nhstepm,1,nlstate);        j1++;
     gm=matrix(0,nhstepm,1,nlstate);        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
           scanf("%d", i);*/
     for(theta=1; theta <=npar; theta++){        for (i=-1; i<=nlstate+ndeath; i++)  
       for(i=1; i<=npar; i++){ /* Computes gradient */          for (jk=-1; jk<=nlstate+ndeath; jk++)  
         xp[i] = x[i] + (i==theta ?delti[theta]:0);            for(m=iagemin; m <= iagemax+3; m++)
       }              freq[i][jk][m]=0;
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);    
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);      for (i=1; i<=nlstate; i++)  
         for(m=iagemin; m <= iagemax+3; m++)
       if (popbased==1) {          prop[i][m]=0;
         for(i=1; i<=nlstate;i++)        
           prlim[i][i]=probs[(int)age][i][ij];        dateintsum=0;
       }        k2cpt=0;
              for (i=1; i<=imx; i++) {
       for(j=1; j<= nlstate; j++){          bool=1;
         for(h=0; h<=nhstepm; h++){          if  (cptcovn>0) {
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)            for (z1=1; z1<=cptcoveff; z1++) 
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
         }                bool=0;
       }          }
              if (bool==1){
       for(i=1; i<=npar; i++) /* Computes gradient */            for(m=firstpass; m<=lastpass; m++){
         xp[i] = x[i] - (i==theta ?delti[theta]:0);              k2=anint[m][i]+(mint[m][i]/12.);
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);                /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);                if(agev[m][i]==0) agev[m][i]=iagemax+1;
                 if(agev[m][i]==1) agev[m][i]=iagemax+2;
       if (popbased==1) {                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
         for(i=1; i<=nlstate;i++)                if (m<lastpass) {
           prlim[i][i]=probs[(int)age][i][ij];                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
       }                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
                 }
       for(j=1; j<= nlstate; j++){                
         for(h=0; h<=nhstepm; h++){                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)                  dateintsum=dateintsum+k2;
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];                  k2cpt++;
         }                }
       }                /*}*/
             }
       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];         
         }        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
     } /* End theta */  
         if  (cptcovn>0) {
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);          fprintf(ficresp, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
     for(h=0; h<=nhstepm; h++)          fprintf(ficresp, "**********\n#");
       for(j=1; j<=nlstate;j++)        }
         for(theta=1; theta <=npar; theta++)        for(i=1; i<=nlstate;i++) 
           trgradg[h][j][theta]=gradg[h][theta][j];          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
         fprintf(ficresp, "\n");
     for(i=1;i<=nlstate;i++)        
       for(j=1;j<=nlstate;j++)        for(i=iagemin; i <= iagemax+3; i++){
         vareij[i][j][(int)age] =0.;          if(i==iagemax+3){
     for(h=0;h<=nhstepm;h++){            fprintf(ficlog,"Total");
       for(k=0;k<=nhstepm;k++){          }else{
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);            if(first==1){
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);              first=0;
         for(i=1;i<=nlstate;i++)              printf("See log file for details...\n");
           for(j=1;j<=nlstate;j++)            }
             vareij[i][j][(int)age] += doldm[i][j];            fprintf(ficlog,"Age %d", i);
       }          }
     }          for(jk=1; jk <=nlstate ; jk++){
     h=1;            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
     if (stepm >= YEARM) h=stepm/YEARM;              pp[jk] += freq[jk][m][i]; 
     fprintf(ficresvij,"%.0f ",age );          }
     for(i=1; i<=nlstate;i++)          for(jk=1; jk <=nlstate ; jk++){
       for(j=1; j<=nlstate;j++){            for(m=-1, pos=0; m <=0 ; m++)
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);              pos += freq[jk][m][i];
       }            if(pp[jk]>=1.e-10){
     fprintf(ficresvij,"\n");              if(first==1){
     free_matrix(gp,0,nhstepm,1,nlstate);              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
     free_matrix(gm,0,nhstepm,1,nlstate);              }
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);            }else{
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);              if(first==1)
   } /* End age */                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
                fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
   free_vector(xp,1,npar);            }
   free_matrix(doldm,1,nlstate,1,npar);          }
   free_matrix(dnewm,1,nlstate,1,nlstate);  
           for(jk=1; jk <=nlstate ; jk++){
 }            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
               pp[jk] += freq[jk][m][i];
 /************ 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)          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
 {            pos += pp[jk];
   /* Variance of prevalence limit */            posprop += prop[jk][i];
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/          }
   double **newm;          for(jk=1; jk <=nlstate ; jk++){
   double **dnewm,**doldm;            if(pos>=1.e-5){
   int i, j, nhstepm, hstepm;              if(first==1)
   int k, cptcode;                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
   double *xp;              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
   double *gp, *gm;            }else{
   double **gradg, **trgradg;              if(first==1)
   double age,agelim;                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
   int theta;              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
                }
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");            if( i <= iagemax){
   fprintf(ficresvpl,"# Age");              if(pos>=1.e-5){
   for(i=1; i<=nlstate;i++)                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
       fprintf(ficresvpl," %1d-%1d",i,i);                /*probs[i][jk][j1]= pp[jk]/pos;*/
   fprintf(ficresvpl,"\n");                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
               }
   xp=vector(1,npar);              else
   dnewm=matrix(1,nlstate,1,npar);                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
   doldm=matrix(1,nlstate,1,nlstate);            }
            }
   hstepm=1*YEARM; /* Every year of age */          
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */          for(jk=-1; jk <=nlstate+ndeath; jk++)
   agelim = AGESUP;            for(m=-1; m <=nlstate+ndeath; m++)
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */              if(freq[jk][m][i] !=0 ) {
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */              if(first==1)
     if (stepm >= YEARM) hstepm=1;                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
     gradg=matrix(1,npar,1,nlstate);              }
     gp=vector(1,nlstate);          if(i <= iagemax)
     gm=vector(1,nlstate);            fprintf(ficresp,"\n");
           if(first==1)
     for(theta=1; theta <=npar; theta++){            printf("Others in log...\n");
       for(i=1; i<=npar; i++){ /* Computes gradient */          fprintf(ficlog,"\n");
         xp[i] = x[i] + (i==theta ?delti[theta]:0);        }
       }      }
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    }
       for(i=1;i<=nlstate;i++)    dateintmean=dateintsum/k2cpt; 
         gp[i] = prlim[i][i];   
        fclose(ficresp);
       for(i=1; i<=npar; i++) /* Computes gradient */    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
         xp[i] = x[i] - (i==theta ?delti[theta]:0);    free_vector(pp,1,nlstate);
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
       for(i=1;i<=nlstate;i++)    /* End of Freq */
         gm[i] = prlim[i][i];  }
   
       for(i=1;i<=nlstate;i++)  /************ Prevalence ********************/
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];  void prevalence(double ***probs, double agemin, double agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, int firstpass, int lastpass)
     } /* End theta */  {  
     /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
     trgradg =matrix(1,nlstate,1,npar);       in each health status at the date of interview (if between dateprev1 and dateprev2).
        We still use firstpass and lastpass as another selection.
     for(j=1; j<=nlstate;j++)    */
       for(theta=1; theta <=npar; theta++)   
         trgradg[j][theta]=gradg[theta][j];    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
     double ***freq; /* Frequencies */
     for(i=1;i<=nlstate;i++)    double *pp, **prop;
       varpl[i][(int)age] =0.;    double pos,posprop; 
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);    double  y2; /* in fractional years */
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);    int iagemin, iagemax;
     for(i=1;i<=nlstate;i++)  
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */    iagemin= (int) agemin;
     iagemax= (int) agemax;
     fprintf(ficresvpl,"%.0f ",age );    /*pp=vector(1,nlstate);*/
     for(i=1; i<=nlstate;i++)    prop=matrix(1,nlstate,iagemin,iagemax+3); 
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
     fprintf(ficresvpl,"\n");    j1=0;
     free_vector(gp,1,nlstate);    
     free_vector(gm,1,nlstate);    j=cptcoveff;
     free_matrix(gradg,1,npar,1,nlstate);    if (cptcovn<1) {j=1;ncodemax[1]=1;}
     free_matrix(trgradg,1,nlstate,1,npar);    
   } /* End age */    for(k1=1; k1<=j;k1++){
       for(i1=1; i1<=ncodemax[k1];i1++){
   free_vector(xp,1,npar);        j1++;
   free_matrix(doldm,1,nlstate,1,npar);        
   free_matrix(dnewm,1,nlstate,1,nlstate);        for (i=1; i<=nlstate; i++)  
           for(m=iagemin; m <= iagemax+3; m++)
 }            prop[i][m]=0.0;
        
 /************ Variance of one-step probabilities  ******************/        for (i=1; i<=imx; i++) { /* Each individual */
 void varprob(char fileres[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij)          bool=1;
 {          if  (cptcovn>0) {
   int i, j;            for (z1=1; z1<=cptcoveff; z1++) 
   int k=0, cptcode;              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
   double **dnewm,**doldm;                bool=0;
   double *xp;          } 
   double *gp, *gm;          if (bool==1) { 
   double **gradg, **trgradg;            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
   double age,agelim, cov[NCOVMAX];              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
   int theta;              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
   char fileresprob[FILENAMELENGTH];                if(agev[m][i]==0) agev[m][i]=iagemax+1;
                 if(agev[m][i]==1) agev[m][i]=iagemax+2;
   strcpy(fileresprob,"prob");                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); 
   strcat(fileresprob,fileres);                if (s[m][i]>0 && s[m][i]<=nlstate) { 
   if((ficresprob=fopen(fileresprob,"w"))==NULL) {                  /*if(i>4620) printf(" i=%d m=%d s[m][i]=%d (int)agev[m][i]=%d weight[i]=%f prop=%f\n",i,m,s[m][i],(int)agev[m][m],weight[i],prop[s[m][i]][(int)agev[m][i]]);*/
     printf("Problem with resultfile: %s\n", fileresprob);                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
   }                  prop[s[m][i]][iagemax+3] += weight[i]; 
   printf("Computing variance of one-step probabilities: result on file '%s' \n",fileresprob);                } 
                }
             } /* end selection of waves */
   xp=vector(1,npar);          }
   dnewm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);        }
   doldm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,(nlstate+ndeath)*(nlstate+ndeath));        for(i=iagemin; i <= iagemax+3; i++){  
            
   cov[1]=1;          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
   for (age=bage; age<=fage; age ++){            posprop += prop[jk][i]; 
     cov[2]=age;          } 
     gradg=matrix(1,npar,1,9);  
     trgradg=matrix(1,9,1,npar);          for(jk=1; jk <=nlstate ; jk++){     
     gp=vector(1,(nlstate+ndeath)*(nlstate+ndeath));            if( i <=  iagemax){ 
     gm=vector(1,(nlstate+ndeath)*(nlstate+ndeath));              if(posprop>=1.e-5){ 
                    probs[i][jk][j1]= prop[jk][i]/posprop;
     for(theta=1; theta <=npar; theta++){              } 
       for(i=1; i<=npar; i++)            } 
         xp[i] = x[i] + (i==theta ?delti[theta]:0);          }/* end jk */ 
              }/* end i */ 
       pmij(pmmij,cov,ncovmodel,xp,nlstate);      } /* end i1 */
        } /* end k1 */
       k=0;    
       for(i=1; i<= (nlstate+ndeath); i++){    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
         for(j=1; j<=(nlstate+ndeath);j++){    /*free_vector(pp,1,nlstate);*/
            k=k+1;    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
           gp[k]=pmmij[i][j];  }  /* End of prevalence */
         }  
       }  /************* Waves Concatenation ***************/
   
       for(i=1; i<=npar; 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)
         xp[i] = x[i] - (i==theta ?delti[theta]:0);  {
        /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
        Death is a valid wave (if date is known).
       pmij(pmmij,cov,ncovmodel,xp,nlstate);       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
       k=0;       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
       for(i=1; i<=(nlstate+ndeath); i++){       and mw[mi+1][i]. dh depends on stepm.
         for(j=1; j<=(nlstate+ndeath);j++){       */
           k=k+1;  
           gm[k]=pmmij[i][j];    int i, mi, m;
         }    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
       }       double sum=0., jmean=0.;*/
          int first;
        for(i=1; i<= (nlstate+ndeath)*(nlstate+ndeath); i++)    int j, k=0,jk, ju, jl;
            gradg[theta][i]=(gp[i]-gm[i])/2./delti[theta];      double sum=0.;
     }    first=0;
     jmin=1e+5;
      for(j=1; j<=(nlstate+ndeath)*(nlstate+ndeath);j++)    jmax=-1;
       for(theta=1; theta <=npar; theta++)    jmean=0.;
       trgradg[j][theta]=gradg[theta][j];    for(i=1; i<=imx; i++){
        mi=0;
      matprod2(dnewm,trgradg,1,9,1,npar,1,npar,matcov);      m=firstpass;
      matprod2(doldm,dnewm,1,9,1,npar,1,9,gradg);      while(s[m][i] <= nlstate){
         if(s[m][i]>=1)
      pmij(pmmij,cov,ncovmodel,x,nlstate);          mw[++mi][i]=m;
         if(m >=lastpass)
      k=0;          break;
      for(i=1; i<=(nlstate+ndeath); i++){        else
        for(j=1; j<=(nlstate+ndeath);j++){          m++;
          k=k+1;      }/* end while */
          gm[k]=pmmij[i][j];      if (s[m][i] > nlstate){
         }        mi++;     /* Death is another wave */
      }        /* if(mi==0)  never been interviewed correctly before death */
                 /* Only death is a correct wave */
      /*printf("\n%d ",(int)age);        mw[mi][i]=m;
      for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){      }
          
       wav[i]=mi;
        printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));      if(mi==0){
      }*/        if(first==0){
           printf("Warning! None valid information for:%d line=%d (skipped) and may be others, see log file\n",num[i],i);
   fprintf(ficresprob,"\n%d ",(int)age);          first=1;
         }
   for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){        if(first==1){
     if (i== 2) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);          fprintf(ficlog,"Warning! None valid information for:%d line=%d (skipped)\n",num[i],i);
 if (i== 4) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);        }
   }      } /* end mi==0 */
     } /* End individuals */
     free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));  
     free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));    for(i=1; i<=imx; i++){
     free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);      for(mi=1; mi<wav[i];mi++){
     free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);        if (stepm <=0)
 }          dh[mi][i]=1;
  free_vector(xp,1,npar);        else{
 fclose(ficresprob);          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
  exit(0);            if (agedc[i] < 2*AGESUP) {
 }            j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
             if(j==0) j=1;  /* Survives at least one month after exam */
 /***********************************************/            k=k+1;
 /**************** Main Program *****************/            if (j >= jmax) jmax=j;
 /***********************************************/            if (j <= jmin) jmin=j;
             sum=sum+j;
 /*int main(int argc, char *argv[])*/            /*if (j<0) printf("j=%d num=%d \n",j,i);*/
 int main()            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
 {            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]);
             }
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;          }
   double agedeb, agefin,hf;          else{
   double agemin=1.e20, agemax=-1.e20;            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
             /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
   double fret;            k=k+1;
   double **xi,tmp,delta;            if (j >= jmax) jmax=j;
             else if (j <= jmin)jmin=j;
   double dum; /* Dummy variable */            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
   double ***p3mat;            /*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]);*/
   int *indx;            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]);
   char line[MAXLINE], linepar[MAXLINE];            sum=sum+j;
   char title[MAXLINE];          }
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];          jk= j/stepm;
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], fileresf[FILENAMELENGTH];          jl= j -jk*stepm;
   char filerest[FILENAMELENGTH];          ju= j -(jk+1)*stepm;
   char fileregp[FILENAMELENGTH];          if(mle <=1){ 
   char popfile[FILENAMELENGTH];            if(jl==0){
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];              dh[mi][i]=jk;
   int firstobs=1, lastobs=10;              bh[mi][i]=0;
   int sdeb, sfin; /* Status at beginning and end */            }else{ /* We want a negative bias in order to only have interpolation ie
   int c,  h , cpt,l;                    * at the price of an extra matrix product in likelihood */
   int ju,jl, mi;              dh[mi][i]=jk+1;
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;              bh[mi][i]=ju;
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;            }
   int mobilav=0,popforecast=0;          }else{
   int hstepm, nhstepm;            if(jl <= -ju){
   int *popage;/*boolprev=0 if date and zero if wave*/              dh[mi][i]=jk;
   double jprev1, mprev1,anprev1,jprev2, mprev2,anprev2;              bh[mi][i]=jl;       /* bias is positive if real duration
                                    * is higher than the multiple of stepm and negative otherwise.
   double bage, fage, age, agelim, agebase;                                   */
   double ftolpl=FTOL;            }
   double **prlim;            else{
   double *severity;              dh[mi][i]=jk+1;
   double ***param; /* Matrix of parameters */              bh[mi][i]=ju;
   double  *p;            }
   double **matcov; /* Matrix of covariance */            if(dh[mi][i]==0){
   double ***delti3; /* Scale */              dh[mi][i]=1; /* At least one step */
   double *delti; /* Scale */              bh[mi][i]=ju; /* At least one step */
   double ***eij, ***vareij;              /*  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);*/
   double **varpl; /* Variances of prevalence limits by age */            }
   double *epj, vepp;          }
   double kk1, kk2;        } /* end if mle */
   double *popeffectif,*popcount;      } /* end wave */
   double dateprev1, dateprev2,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,jprojmean,mprojmean,anprojmean, calagedate;    }
   double yp,yp1,yp2;    jmean=sum/k;
     printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
   char version[80]="Imach version 64b, May 2001, INED-EUROREVES ";    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
   char *alph[]={"a","a","b","c","d","e"}, str[4];   }
   
   /*********** Tricode ****************************/
   char z[1]="c", occ;  void tricode(int *Tvar, int **nbcode, int imx)
 #include <sys/time.h>  {
 #include <time.h>    
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];    int Ndum[20],ij=1, k, j, i, maxncov=19;
      int cptcode=0;
   /* long total_usecs;    cptcoveff=0; 
   struct timeval start_time, end_time;   
      for (k=0; k<maxncov; k++) Ndum[k]=0;
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */    for (k=1; k<=7; k++) ncodemax[k]=0;
   
     for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
   printf("\nIMACH, Version 0.7");      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
   printf("\nEnter the parameter file name: ");                                 modality*/ 
         ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
 #ifdef windows        Ndum[ij]++; /*store the modality */
   scanf("%s",pathtot);        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
   getcwd(pathcd, size);        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
   /*cygwin_split_path(pathtot,path,optionfile);                                         Tvar[j]. If V=sex and male is 0 and 
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/                                         female is 1, then  cptcode=1.*/
   /* cutv(path,optionfile,pathtot,'\\');*/      }
   
 split(pathtot, path,optionfile);      for (i=0; i<=cptcode; i++) {
   chdir(path);        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 */
   replace(pathc,path);      }
 #endif  
 #ifdef unix      ij=1; 
   scanf("%s",optionfile);      for (i=1; i<=ncodemax[j]; i++) {
 #endif        for (k=0; k<= maxncov; k++) {
           if (Ndum[k] != 0) {
 /*-------- arguments in the command line --------*/            nbcode[Tvar[j]][ij]=k; 
             /* store the modality in an array. k is a modality. If we have model=V1+V1*sex then: nbcode[1][1]=0 ; nbcode[1][2]=1; nbcode[2][1]=0 ; nbcode[2][2]=1; */
   strcpy(fileres,"r");            
   strcat(fileres, optionfile);            ij++;
           }
   /*---------arguments file --------*/          if (ij > ncodemax[j]) break; 
         }  
   if((ficpar=fopen(optionfile,"r"))==NULL)    {      } 
     printf("Problem with optionfile %s\n",optionfile);    }  
     goto end;  
   }   for (k=0; k< maxncov; k++) Ndum[k]=0;
   
   strcpy(filereso,"o");   for (i=1; i<=ncovmodel-2; i++) { 
   strcat(filereso,fileres);     /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
   if((ficparo=fopen(filereso,"w"))==NULL) {     ij=Tvar[i];
     printf("Problem with Output resultfile: %s\n", filereso);goto end;     Ndum[ij]++;
   }   }
   
   /* Reads comments: lines beginning with '#' */   ij=1;
   while((c=getc(ficpar))=='#' && c!= EOF){   for (i=1; i<= maxncov; i++) {
     ungetc(c,ficpar);     if((Ndum[i]!=0) && (i<=ncovcol)){
     fgets(line, MAXLINE, ficpar);       Tvaraff[ij]=i; /*For printing */
     puts(line);       ij++;
     fputs(line,ficparo);     }
   }   }
   ungetc(c,ficpar);   
    cptcoveff=ij-1; /*Number of simple covariates*/
   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);  }
   printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate,ndeath, maxwav, mle, weightopt,model);  
   fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncov,nlstate,ndeath,maxwav, mle, weightopt,model);  /*********** Health Expectancies ****************/
 while((c=getc(ficpar))=='#' && c!= EOF){  
     ungetc(c,ficpar);  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 )
     fgets(line, MAXLINE, ficpar);  
     puts(line);  {
     fputs(line,ficparo);    /* Health expectancies */
   }    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
   ungetc(c,ficpar);    double age, agelim, hf;
      double ***p3mat,***varhe;
        double **dnewm,**doldm;
   covar=matrix(0,NCOVMAX,1,n);    double *xp;
   cptcovn=0;    double **gp, **gm;
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;    double ***gradg, ***trgradg;
     int theta;
   ncovmodel=2+cptcovn;  
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
      xp=vector(1,npar);
   /* Read guess parameters */    dnewm=matrix(1,nlstate*nlstate,1,npar);
   /* Reads comments: lines beginning with '#' */    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
   while((c=getc(ficpar))=='#' && c!= EOF){    
     ungetc(c,ficpar);    fprintf(ficreseij,"# Health expectancies\n");
     fgets(line, MAXLINE, ficpar);    fprintf(ficreseij,"# Age");
     puts(line);    for(i=1; i<=nlstate;i++)
     fputs(line,ficparo);      for(j=1; j<=nlstate;j++)
   }        fprintf(ficreseij," %1d-%1d (SE)",i,j);
   ungetc(c,ficpar);    fprintf(ficreseij,"\n");
    
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    if(estepm < stepm){
     for(i=1; i <=nlstate; i++)      printf ("Problem %d lower than %d\n",estepm, stepm);
     for(j=1; j <=nlstate+ndeath-1; j++){    }
       fscanf(ficpar,"%1d%1d",&i1,&j1);    else  hstepm=estepm;   
       fprintf(ficparo,"%1d%1d",i1,j1);    /* We compute the life expectancy from trapezoids spaced every estepm months
       printf("%1d%1d",i,j);     * This is mainly to measure the difference between two models: for example
       for(k=1; k<=ncovmodel;k++){     * if stepm=24 months pijx are given only every 2 years and by summing them
         fscanf(ficpar," %lf",&param[i][j][k]);     * we are calculating an estimate of the Life Expectancy assuming a linear 
         printf(" %lf",param[i][j][k]);     * progression in between and thus overestimating or underestimating according
         fprintf(ficparo," %lf",param[i][j][k]);     * to the curvature of the survival function. If, for the same date, we 
       }     * estimate the model with stepm=1 month, we can keep estepm to 24 months
       fscanf(ficpar,"\n");     * to compare the new estimate of Life expectancy with the same linear 
       printf("\n");     * hypothesis. A more precise result, taking into account a more precise
       fprintf(ficparo,"\n");     * curvature will be obtained if estepm is as small as stepm. */
     }  
      /* For example we decided to compute the life expectancy with the smallest unit */
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel;    /* 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 
   p=param[1][1];       nstepm is the number of stepm from age to agelin. 
         Look at hpijx to understand the reason of that which relies in memory size
   /* Reads comments: lines beginning with '#' */       and note for a fixed period like estepm months */
   while((c=getc(ficpar))=='#' && c!= EOF){    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
     ungetc(c,ficpar);       survival function given by stepm (the optimization length). Unfortunately it
     fgets(line, MAXLINE, ficpar);       means that if the survival funtion is printed only each two years of age and if
     puts(line);       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
     fputs(line,ficparo);       results. So we changed our mind and took the option of the best precision.
   }    */
   ungetc(c,ficpar);    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
   
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    agelim=AGESUP;
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
   for(i=1; i <=nlstate; i++){      /* nhstepm age range expressed in number of stepm */
     for(j=1; j <=nlstate+ndeath-1; j++){      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
       fscanf(ficpar,"%1d%1d",&i1,&j1);      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
       printf("%1d%1d",i,j);      /* if (stepm >= YEARM) hstepm=1;*/
       fprintf(ficparo,"%1d%1d",i1,j1);      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
       for(k=1; k<=ncovmodel;k++){      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
         fscanf(ficpar,"%le",&delti3[i][j][k]);      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
         printf(" %le",delti3[i][j][k]);      gp=matrix(0,nhstepm,1,nlstate*nlstate);
         fprintf(ficparo," %le",delti3[i][j][k]);      gm=matrix(0,nhstepm,1,nlstate*nlstate);
       }  
       fscanf(ficpar,"\n");      /* Computed by stepm unit matrices, product of hstepm matrices, stored
       printf("\n");         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
       fprintf(ficparo,"\n");      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
     }   
   }  
   delti=delti3[1][1];      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
    
   /* Reads comments: lines beginning with '#' */      /* Computing Variances of health expectancies */
   while((c=getc(ficpar))=='#' && c!= EOF){  
     ungetc(c,ficpar);       for(theta=1; theta <=npar; theta++){
     fgets(line, MAXLINE, ficpar);        for(i=1; i<=npar; i++){ 
     puts(line);          xp[i] = x[i] + (i==theta ?delti[theta]:0);
     fputs(line,ficparo);        }
   }        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
   ungetc(c,ficpar);    
          cptj=0;
   matcov=matrix(1,npar,1,npar);        for(j=1; j<= nlstate; j++){
   for(i=1; i <=npar; i++){          for(i=1; i<=nlstate; i++){
     fscanf(ficpar,"%s",&str);            cptj=cptj+1;
     printf("%s",str);            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
     fprintf(ficparo,"%s",str);              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
     for(j=1; j <=i; j++){            }
       fscanf(ficpar," %le",&matcov[i][j]);          }
       printf(" %.5le",matcov[i][j]);        }
       fprintf(ficparo," %.5le",matcov[i][j]);       
     }       
     fscanf(ficpar,"\n");        for(i=1; i<=npar; i++) 
     printf("\n");          xp[i] = x[i] - (i==theta ?delti[theta]:0);
     fprintf(ficparo,"\n");        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
   }        
   for(i=1; i <=npar; i++)        cptj=0;
     for(j=i+1;j<=npar;j++)        for(j=1; j<= nlstate; j++){
       matcov[i][j]=matcov[j][i];          for(i=1;i<=nlstate;i++){
                cptj=cptj+1;
   printf("\n");            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
   
               gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
     /*-------- data file ----------*/            }
     if((ficres =fopen(fileres,"w"))==NULL) {          }
       printf("Problem with resultfile: %s\n", fileres);goto end;        }
     }        for(j=1; j<= nlstate*nlstate; j++)
     fprintf(ficres,"#%s\n",version);          for(h=0; h<=nhstepm-1; h++){
                gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
     if((fic=fopen(datafile,"r"))==NULL)    {          }
       printf("Problem with datafile: %s\n", datafile);goto end;       } 
     }     
   /* End theta */
     n= lastobs;  
     severity = vector(1,maxwav);       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
     outcome=imatrix(1,maxwav+1,1,n);  
     num=ivector(1,n);       for(h=0; h<=nhstepm-1; h++)
     moisnais=vector(1,n);        for(j=1; j<=nlstate*nlstate;j++)
     annais=vector(1,n);          for(theta=1; theta <=npar; theta++)
     moisdc=vector(1,n);            trgradg[h][j][theta]=gradg[h][theta][j];
     andc=vector(1,n);       
     agedc=vector(1,n);  
     cod=ivector(1,n);       for(i=1;i<=nlstate*nlstate;i++)
     weight=vector(1,n);        for(j=1;j<=nlstate*nlstate;j++)
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */          varhe[i][j][(int)age] =0.;
     mint=matrix(1,maxwav,1,n);  
     anint=matrix(1,maxwav,1,n);       printf("%d|",(int)age);fflush(stdout);
     s=imatrix(1,maxwav+1,1,n);       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
     adl=imatrix(1,maxwav+1,1,n);           for(h=0;h<=nhstepm-1;h++){
     tab=ivector(1,NCOVMAX);        for(k=0;k<=nhstepm-1;k++){
     ncodemax=ivector(1,8);          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
           matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
     i=1;          for(i=1;i<=nlstate*nlstate;i++)
     while (fgets(line, MAXLINE, fic) != NULL)    {            for(j=1;j<=nlstate*nlstate;j++)
       if ((i >= firstobs) && (i <=lastobs)) {              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
                }
         for (j=maxwav;j>=1;j--){      }
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);      /* Computing expectancies */
           strcpy(line,stra);      for(i=1; i<=nlstate;i++)
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);        for(j=1; j<=nlstate;j++)
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
         }            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
                    
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);  /* 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]);*/
         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);      fprintf(ficreseij,"%3.0f",age );
       cptj=0;
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);      for(i=1; i<=nlstate;i++)
         for (j=ncov;j>=1;j--){        for(j=1; j<=nlstate;j++){
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);          cptj++;
         }          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
         num[i]=atol(stra);        }
              fprintf(ficreseij,"\n");
         /*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;}*/      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
       free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
         i=i+1;      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
       }      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
     }      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     /* printf("ii=%d", ij);    }
        scanf("%d",i);*/    printf("\n");
   imx=i-1; /* Number of individuals */    fprintf(ficlog,"\n");
   
   /* for (i=1; i<=imx; i++){    free_vector(xp,1,npar);
     if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
     if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
     if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
     }  }
   
     for (i=1; i<=imx; i++)  /************ Variance ******************/
     if (covar[1][i]==0) 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]));*/  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)
   {
   /* Calculation of the number of parameter from char model*/    /* Variance of health expectancies */
   Tvar=ivector(1,15);    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
   Tprod=ivector(1,15);    /* double **newm;*/
   Tvaraff=ivector(1,15);    double **dnewm,**doldm;
   Tvard=imatrix(1,15,1,2);    double **dnewmp,**doldmp;
   Tage=ivector(1,15);          int i, j, nhstepm, hstepm, h, nstepm ;
        int k, cptcode;
   if (strlen(model) >1){    double *xp;
     j=0, j1=0, k1=1, k2=1;    double **gp, **gm;  /* for var eij */
     j=nbocc(model,'+');    double ***gradg, ***trgradg; /*for var eij */
     j1=nbocc(model,'*');    double **gradgp, **trgradgp; /* for var p point j */
     cptcovn=j+1;    double *gpp, *gmp; /* for var p point j */
     cptcovprod=j1;    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
        double ***p3mat;
        double age,agelim, hf;
     strcpy(modelsav,model);    double ***mobaverage;
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){    int theta;
       printf("Error. Non available option model=%s ",model);    char digit[4];
       goto end;    char digitp[25];
     }  
        char fileresprobmorprev[FILENAMELENGTH];
     for(i=(j+1); i>=1;i--){  
       cutv(stra,strb,modelsav,'+');    if(popbased==1){
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);      if(mobilav!=0)
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/        strcpy(digitp,"-populbased-mobilav-");
       /*scanf("%d",i);*/      else strcpy(digitp,"-populbased-nomobil-");
       if (strchr(strb,'*')) {    }
         cutv(strd,strc,strb,'*');    else 
         if (strcmp(strc,"age")==0) {      strcpy(digitp,"-stablbased-");
           cptcovprod--;  
           cutv(strb,stre,strd,'V');    if (mobilav!=0) {
           Tvar[i]=atoi(stre);      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
           cptcovage++;      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
             Tage[cptcovage]=i;        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
             /*printf("stre=%s ", stre);*/        printf(" Error in movingaverage mobilav=%d\n",mobilav);
         }      }
         else if (strcmp(strd,"age")==0) {    }
           cptcovprod--;  
           cutv(strb,stre,strc,'V');    strcpy(fileresprobmorprev,"prmorprev"); 
           Tvar[i]=atoi(stre);    sprintf(digit,"%-d",ij);
           cptcovage++;    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
           Tage[cptcovage]=i;    strcat(fileresprobmorprev,digit); /* Tvar to be done */
         }    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
         else {    strcat(fileresprobmorprev,fileres);
           cutv(strb,stre,strc,'V');    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
           Tvar[i]=ncov+k1;      printf("Problem with resultfile: %s\n", fileresprobmorprev);
           cutv(strb,strc,strd,'V');      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
           Tprod[k1]=i;    }
           Tvard[k1][1]=atoi(strc);    printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
           Tvard[k1][2]=atoi(stre);    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
           Tvar[cptcovn+k2]=Tvard[k1][1];    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);
           Tvar[cptcovn+k2+1]=Tvard[k1][2];    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
           for (k=1; k<=lastobs;k++)    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
             covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];      fprintf(ficresprobmorprev," p.%-d SE",j);
           k1++;      for(i=1; i<=nlstate;i++)
           k2=k2+2;        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
         }    }  
       }    fprintf(ficresprobmorprev,"\n");
       else {    if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/      printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
        /*  scanf("%d",i);*/      fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
       cutv(strd,strc,strb,'V');      exit(0);
       Tvar[i]=atoi(strc);    }
       }    else{
       strcpy(modelsav,stra);        fprintf(ficgp,"\n# Routine varevsij");
       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);    }
         scanf("%d",i);*/    if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
     }      printf("Problem with html file: %s\n", optionfilehtm);
 }      fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm);
        exit(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);    else{
   scanf("%d ",i);*/      fprintf(fichtm,"\n<li><h4> Computing probabilities of dying over estepm months as a weighted average (i.e global mortality independent of initial healh state)</h4></li>\n");
     fclose(fic);      fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
     }
     /*  if(mle==1){*/    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     if (weightopt != 1) { /* Maximisation without weights*/  
       for(i=1;i<=n;i++) weight[i]=1.0;    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");
     /*-calculation of age at interview from date of interview and age at death -*/    for(i=1; i<=nlstate;i++)
     agev=matrix(1,maxwav,1,imx);      for(j=1; j<=nlstate;j++)
         fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
    for (i=1; i<=imx; i++)    fprintf(ficresvij,"\n");
      for(m=2; (m<= maxwav); m++)  
        if ((mint[m][i]== 99) && (s[m][i] <= nlstate)){    xp=vector(1,npar);
          anint[m][i]=9999;    dnewm=matrix(1,nlstate,1,npar);
          s[m][i]=-1;    doldm=matrix(1,nlstate,1,nlstate);
        }    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
        doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     for (i=1; i<=imx; i++)  {  
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
       for(m=1; (m<= maxwav); m++){    gpp=vector(nlstate+1,nlstate+ndeath);
         if(s[m][i] >0){    gmp=vector(nlstate+1,nlstate+ndeath);
           if (s[m][i] == nlstate+1) {    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
             if(agedc[i]>0)    
               if(moisdc[i]!=99 && andc[i]!=9999)    if(estepm < stepm){
               agev[m][i]=agedc[i];      printf ("Problem %d lower than %d\n",estepm, stepm);
             else {    }
               if (andc[i]!=9999){    else  hstepm=estepm;   
               printf("Warning negative age at death: %d line:%d\n",num[i],i);    /* For example we decided to compute the life expectancy with the smallest unit */
               agev[m][i]=-1;    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
               }       nhstepm is the number of hstepm from age to agelim 
             }       nstepm is the number of stepm from age to agelin. 
           }       Look at hpijx to understand the reason of that which relies in memory size
           else if(s[m][i] !=9){ /* Should no more exist */       and note for a fixed period like k years */
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
             if(mint[m][i]==99 || anint[m][i]==9999)       survival function given by stepm (the optimization length). Unfortunately it
               agev[m][i]=1;       means that if the survival funtion is printed every two years of age and if
             else if(agev[m][i] <agemin){       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
               agemin=agev[m][i];       results. So we changed our mind and took the option of the best precision.
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/    */
             }    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
             else if(agev[m][i] >agemax){    agelim = AGESUP;
               agemax=agev[m][i];    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/      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 */
             /*agev[m][i]=anint[m][i]-annais[i];*/      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             /*   agev[m][i] = age[i]+2*m;*/      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
           }      gp=matrix(0,nhstepm,1,nlstate);
           else { /* =9 */      gm=matrix(0,nhstepm,1,nlstate);
             agev[m][i]=1;  
             s[m][i]=-1;  
           }      for(theta=1; theta <=npar; theta++){
         }        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
         else /*= 0 Unknown */          xp[i] = x[i] + (i==theta ?delti[theta]:0);
           agev[m][i]=1;        }
       }        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
            prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
     }  
     for (i=1; i<=imx; i++)  {        if (popbased==1) {
       for(m=1; (m<= maxwav); m++){          if(mobilav ==0){
         if (s[m][i] > (nlstate+ndeath)) {            for(i=1; i<=nlstate;i++)
           printf("Error: Wrong value in nlstate or ndeath\n");                prlim[i][i]=probs[(int)age][i][ij];
           goto end;          }else{ /* mobilav */ 
         }            for(i=1; i<=nlstate;i++)
       }              prlim[i][i]=mobaverage[(int)age][i][ij];
     }          }
         }
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);    
         for(j=1; j<= nlstate; j++){
     free_vector(severity,1,maxwav);          for(h=0; h<=nhstepm; h++){
     free_imatrix(outcome,1,maxwav+1,1,n);            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
     free_vector(moisnais,1,n);              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
     free_vector(annais,1,n);          }
     /* free_matrix(mint,1,maxwav,1,n);        }
        free_matrix(anint,1,maxwav,1,n);*/        /* This for computing probability of death (h=1 means
     free_vector(moisdc,1,n);           computed over hstepm matrices product = hstepm*stepm months) 
     free_vector(andc,1,n);           as a weighted average of prlim.
         */
            for(j=nlstate+1;j<=nlstate+ndeath;j++){
     wav=ivector(1,imx);          for(i=1,gpp[j]=0.; i<= nlstate; i++)
     dh=imatrix(1,lastpass-firstpass+1,1,imx);            gpp[j] += prlim[i][i]*p3mat[i][j][1];
     mw=imatrix(1,lastpass-firstpass+1,1,imx);        }    
            /* end probability of death */
     /* Concatenates waves */  
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
           xp[i] = x[i] - (i==theta ?delti[theta]:0);
         hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
       Tcode=ivector(1,100);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);   
       ncodemax[1]=1;        if (popbased==1) {
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);          if(mobilav ==0){
                  for(i=1; i<=nlstate;i++)
    codtab=imatrix(1,100,1,10);              prlim[i][i]=probs[(int)age][i][ij];
    h=0;          }else{ /* mobilav */ 
    m=pow(2,cptcoveff);            for(i=1; i<=nlstate;i++)
                prlim[i][i]=mobaverage[(int)age][i][ij];
    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++){        for(j=1; j<= nlstate; j++){
            h++;          for(h=0; h<=nhstepm; h++){
            if (h>m) h=1;codtab[h][k]=j;            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
          }              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
        }          }
      }        }
    }        /* This for computing probability of death (h=1 means
               computed over hstepm matrices product = hstepm*stepm months) 
    /* Calculates basic frequencies. Computes observed prevalence at single age           as a weighted average of prlim.
        and prints on file fileres'p'. */        */
         for(j=nlstate+1;j<=nlstate+ndeath;j++){
              for(i=1,gmp[j]=0.; i<= nlstate; i++)
               gmp[j] += prlim[i][i]*p3mat[i][j][1];
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        }    
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        /* end probability of death */
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        for(j=1; j<= nlstate; j++) /* vareij */
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */          for(h=0; h<=nhstepm; h++){
                  gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
     /* 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) */        for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
           gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
     if(mle==1){        }
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);  
     }      } /* End theta */
      
     /*--------- results files --------------*/      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
     fprintf(ficres,"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(h=0; h<=nhstepm; h++) /* veij */
         for(j=1; j<=nlstate;j++)
    jk=1;          for(theta=1; theta <=npar; theta++)
    fprintf(ficres,"# Parameters\n");            trgradg[h][j][theta]=gradg[h][theta][j];
    printf("# Parameters\n");  
    for(i=1,jk=1; i <=nlstate; i++){      for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
      for(k=1; k <=(nlstate+ndeath); k++){        for(theta=1; theta <=npar; theta++)
        if (k != i)          trgradgp[j][theta]=gradgp[theta][j];
          {    
            printf("%d%d ",i,k);  
            fprintf(ficres,"%1d%1d ",i,k);      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
            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]);          vareij[i][j][(int)age] =0.;
              jk++;  
            }      for(h=0;h<=nhstepm;h++){
            printf("\n");        for(k=0;k<=nhstepm;k++){
            fprintf(ficres,"\n");          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
          }          matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
      }          for(i=1;i<=nlstate;i++)
    }            for(j=1;j<=nlstate;j++)
  if(mle==1){              vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
     /* Computing hessian and covariance matrix */        }
     ftolhess=ftol; /* Usually correct */      }
     hesscov(matcov, p, npar, delti, ftolhess, func);    
  }      /* pptj */
     fprintf(ficres,"# Scales\n");      matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
     printf("# Scales\n");      matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
      for(i=1,jk=1; i <=nlstate; i++){      for(j=nlstate+1;j<=nlstate+ndeath;j++)
       for(j=1; j <=nlstate+ndeath; j++){        for(i=nlstate+1;i<=nlstate+ndeath;i++)
         if (j!=i) {          varppt[j][i]=doldmp[j][i];
           fprintf(ficres,"%1d%1d",i,j);      /* end ppptj */
           printf("%1d%1d",i,j);      /*  x centered again */
           for(k=1; k<=ncovmodel;k++){      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
             printf(" %.5e",delti[jk]);      prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
             fprintf(ficres," %.5e",delti[jk]);   
             jk++;      if (popbased==1) {
           }        if(mobilav ==0){
           printf("\n");          for(i=1; i<=nlstate;i++)
           fprintf(ficres,"\n");            prlim[i][i]=probs[(int)age][i][ij];
         }        }else{ /* mobilav */ 
       }          for(i=1; i<=nlstate;i++)
      }            prlim[i][i]=mobaverage[(int)age][i][ij];
            }
     k=1;      }
     fprintf(ficres,"# Covariance\n");               
     printf("# Covariance\n");      /* This for computing probability of death (h=1 means
     for(i=1;i<=npar;i++){         computed over hstepm (estepm) matrices product = hstepm*stepm months) 
       /*  if (k>nlstate) k=1;         as a weighted average of prlim.
       i1=(i-1)/(ncovmodel*nlstate)+1;      */
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);      for(j=nlstate+1;j<=nlstate+ndeath;j++){
       printf("%s%d%d",alph[k],i1,tab[i]);*/        for(i=1,gmp[j]=0.;i<= nlstate; i++) 
       fprintf(ficres,"%3d",i);          gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
       printf("%3d",i);      }    
       for(j=1; j<=i;j++){      /* end probability of death */
         fprintf(ficres," %.5e",matcov[i][j]);  
         printf(" %.5e",matcov[i][j]);      fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
       }      for(j=nlstate+1; j<=(nlstate+ndeath);j++){
       fprintf(ficres,"\n");        fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
       printf("\n");        for(i=1; i<=nlstate;i++){
       k++;          fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
     }        }
          } 
     while((c=getc(ficpar))=='#' && c!= EOF){      fprintf(ficresprobmorprev,"\n");
       ungetc(c,ficpar);  
       fgets(line, MAXLINE, ficpar);      fprintf(ficresvij,"%.0f ",age );
       puts(line);      for(i=1; i<=nlstate;i++)
       fputs(line,ficparo);        for(j=1; j<=nlstate;j++){
     }          fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
     ungetc(c,ficpar);        }
        fprintf(ficresvij,"\n");
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);      free_matrix(gp,0,nhstepm,1,nlstate);
          free_matrix(gm,0,nhstepm,1,nlstate);
     if (fage <= 2) {      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
       bage = agemin;      free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
       fage = agemax;      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     }    } /* End age */
     free_vector(gpp,nlstate+1,nlstate+ndeath);
     fprintf(ficres,"# agemin agemax for life expectancy.\n");    free_vector(gmp,nlstate+1,nlstate+ndeath);
     free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);    free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);    fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
      /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
     while((c=getc(ficpar))=='#' && c!= EOF){    fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
     ungetc(c,ficpar);  /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
     fgets(line, MAXLINE, ficpar);  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
     puts(line);  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
     fputs(line,ficparo);    fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",fileresprobmorprev);
   }    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",fileresprobmorprev);
   ungetc(c,ficpar);    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",fileresprobmorprev);
      fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",fileresprobmorprev,fileresprobmorprev);
   fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mob_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);    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);
   fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mob_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);    /*  fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months and then divided by estepm and multiplied by %.0f in order to have the probability to die over a year <br> <img src=\"varmuptjgr%s%s.png\"> <br>\n", stepm,YEARM,digitp,digit);
  fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mob_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);  */
          fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit);
   while((c=getc(ficpar))=='#' && c!= EOF){  
     ungetc(c,ficpar);    free_vector(xp,1,npar);
     fgets(line, MAXLINE, ficpar);    free_matrix(doldm,1,nlstate,1,nlstate);
     puts(line);    free_matrix(dnewm,1,nlstate,1,npar);
     fputs(line,ficparo);    free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   }    free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
   ungetc(c,ficpar);    free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
      if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficresprobmorprev);
    dateprev1=anprev1+mprev1/12.+jprev1/365.;    fclose(ficgp);
    dateprev2=anprev2+mprev2/12.+jprev2/365.;    fclose(fichtm);
   }  /* end varevsij */
   fscanf(ficpar,"pop_based=%d\n",&popbased);  
    fprintf(ficparo,"pop_based=%d\n",popbased);    /************ Variance of prevlim ******************/
    fprintf(ficres,"pop_based=%d\n",popbased);    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)
   {
   while((c=getc(ficpar))=='#' && c!= EOF){    /* Variance of prevalence limit */
     ungetc(c,ficpar);    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
     fgets(line, MAXLINE, ficpar);    double **newm;
     puts(line);    double **dnewm,**doldm;
     fputs(line,ficparo);    int i, j, nhstepm, hstepm;
   }    int k, cptcode;
   ungetc(c,ficpar);    double *xp;
   fscanf(ficpar,"popforecast=%d popfile=%s starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf\n",&popforecast,popfile,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2);    double *gp, *gm;
 fprintf(ficparo,"popforecast=%d popfile=%s starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf\n",popforecast,popfile,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2);    double **gradg, **trgradg;
 fprintf(ficres,"popforecast=%d popfile=%s starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf\n",popforecast,popfile,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2);    double age,agelim;
     int theta;
  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2);     
     fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
  /*------------ gnuplot -------------*/    fprintf(ficresvpl,"# Age");
 chdir(pathcd);    for(i=1; i<=nlstate;i++)
   if((ficgp=fopen("graph.plt","w"))==NULL) {        fprintf(ficresvpl," %1d-%1d",i,i);
     printf("Problem with file graph.gp");goto end;    fprintf(ficresvpl,"\n");
   }  
 #ifdef windows    xp=vector(1,npar);
   fprintf(ficgp,"cd \"%s\" \n",pathc);    dnewm=matrix(1,nlstate,1,npar);
 #endif    doldm=matrix(1,nlstate,1,nlstate);
 m=pow(2,cptcoveff);    
      hstepm=1*YEARM; /* Every year of age */
  /* 1eme*/    hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
   for (cpt=1; cpt<= nlstate ; cpt ++) {    agelim = AGESUP;
    for (k1=1; k1<= m ; k1 ++) {    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 #ifdef windows      if (stepm >= YEARM) hstepm=1;
     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);      nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
 #endif      gradg=matrix(1,npar,1,nlstate);
 #ifdef unix      gp=vector(1,nlstate);
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);      gm=vector(1,nlstate);
 #endif  
       for(theta=1; theta <=npar; theta++){
 for (i=1; i<= nlstate ; i ++) {        for(i=1; i<=npar; i++){ /* Computes gradient */
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");          xp[i] = x[i] + (i==theta ?delti[theta]:0);
   else fprintf(ficgp," \%%*lf (\%%*lf)");        }
 }        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);        for(i=1;i<=nlstate;i++)
     for (i=1; i<= nlstate ; i ++) {          gp[i] = prlim[i][i];
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");      
   else fprintf(ficgp," \%%*lf (\%%*lf)");        for(i=1; i<=npar; i++) /* Computes gradient */
 }          xp[i] = x[i] - (i==theta ?delti[theta]:0);
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
      for (i=1; i<= nlstate ; i ++) {        for(i=1;i<=nlstate;i++)
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");          gm[i] = prlim[i][i];
   else fprintf(ficgp," \%%*lf (\%%*lf)");  
 }          for(i=1;i<=nlstate;i++)
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));          gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
 #ifdef unix      } /* End theta */
 fprintf(ficgp,"\nset ter gif small size 400,300");  
 #endif      trgradg =matrix(1,nlstate,1,npar);
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);  
    }      for(j=1; j<=nlstate;j++)
   }        for(theta=1; theta <=npar; theta++)
   /*2 eme*/          trgradg[j][theta]=gradg[theta][j];
   
   for (k1=1; k1<= m ; k1 ++) {      for(i=1;i<=nlstate;i++)
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);        varpl[i][(int)age] =0.;
          matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
     for (i=1; i<= nlstate+1 ; i ++) {      matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
       k=2*i;      for(i=1;i<=nlstate;i++)
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);        varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
       for (j=1; j<= nlstate+1 ; j ++) {  
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");      fprintf(ficresvpl,"%.0f ",age );
   else fprintf(ficgp," \%%*lf (\%%*lf)");      for(i=1; i<=nlstate;i++)
 }          fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");      fprintf(ficresvpl,"\n");
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);      free_vector(gp,1,nlstate);
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);      free_vector(gm,1,nlstate);
       for (j=1; j<= nlstate+1 ; j ++) {      free_matrix(gradg,1,npar,1,nlstate);
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");      free_matrix(trgradg,1,nlstate,1,npar);
         else fprintf(ficgp," \%%*lf (\%%*lf)");    } /* End age */
 }    
       fprintf(ficgp,"\" t\"\" w l 0,");    free_vector(xp,1,npar);
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);    free_matrix(doldm,1,nlstate,1,npar);
       for (j=1; j<= nlstate+1 ; j ++) {    free_matrix(dnewm,1,nlstate,1,nlstate);
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");  
   else fprintf(ficgp," \%%*lf (\%%*lf)");  }
 }    
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");  /************ Variance of one-step probabilities  ******************/
       else fprintf(ficgp,"\" t\"\" w l 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)
     }  {
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);    int i, j=0,  i1, k1, l1, t, tj;
   }    int k2, l2, j1,  z1;
      int k=0,l, cptcode;
   /*3eme*/    int first=1, first1;
     double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
   for (k1=1; k1<= m ; k1 ++) {    double **dnewm,**doldm;
     for (cpt=1; cpt<= nlstate ; cpt ++) {    double *xp;
       k=2+nlstate*(cpt-1);    double *gp, *gm;
       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);    double **gradg, **trgradg;
       for (i=1; i< nlstate ; i ++) {    double **mu;
         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);    double age,agelim, cov[NCOVMAX];
       }    double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    int theta;
     }    char fileresprob[FILENAMELENGTH];
   }    char fileresprobcov[FILENAMELENGTH];
      char fileresprobcor[FILENAMELENGTH];
   /* CV preval stat */  
   for (k1=1; k1<= m ; k1 ++) {    double ***varpij;
     for (cpt=1; cpt<nlstate ; cpt ++) {  
       k=3;    strcpy(fileresprob,"prob"); 
       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/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);    strcat(fileresprob,fileres);
       for (i=1; i< nlstate ; i ++)    if((ficresprob=fopen(fileresprob,"w"))==NULL) {
         fprintf(ficgp,"+$%d",k+i+1);      printf("Problem with resultfile: %s\n", fileresprob);
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
          }
       l=3+(nlstate+ndeath)*cpt;    strcpy(fileresprobcov,"probcov"); 
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);    strcat(fileresprobcov,fileres);
       for (i=1; i< nlstate ; i ++) {    if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
         l=3+(nlstate+ndeath)*cpt;      printf("Problem with resultfile: %s\n", fileresprobcov);
         fprintf(ficgp,"+$%d",l+i+1);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
       }    }
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);      strcpy(fileresprobcor,"probcor"); 
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    strcat(fileresprobcor,fileres);
     }    if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
   }        printf("Problem with resultfile: %s\n", fileresprobcor);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
   /* proba elementaires */    }
    for(i=1,jk=1; i <=nlstate; i++){    printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     for(k=1; k <=(nlstate+ndeath); k++){    fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
       if (k != i) {    printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
         for(j=1; j <=ncovmodel; j++){    fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/    printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
           /*fprintf(ficgp,"%s",alph[1]);*/    fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);    
           jk++;    fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
           fprintf(ficgp,"\n");    fprintf(ficresprob,"# Age");
         }    fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
       }    fprintf(ficresprobcov,"# Age");
     }    fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
     }    fprintf(ficresprobcov,"# Age");
   
   for(jk=1; jk <=m; jk++) {  
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);    for(i=1; i<=nlstate;i++)
    i=1;      for(j=1; j<=(nlstate+ndeath);j++){
    for(k2=1; k2<=nlstate; k2++) {        fprintf(ficresprob," p%1d-%1d (SE)",i,j);
      k3=i;        fprintf(ficresprobcov," p%1d-%1d ",i,j);
      for(k=1; k<=(nlstate+ndeath); k++) {        fprintf(ficresprobcor," p%1d-%1d ",i,j);
        if (k != k2){      }  
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);   /* fprintf(ficresprob,"\n");
 ij=1;    fprintf(ficresprobcov,"\n");
         for(j=3; j <=ncovmodel; j++) {    fprintf(ficresprobcor,"\n");
           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]]]);   xp=vector(1,npar);
             ij++;    dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
           }    doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
           else    mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);    varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
         }    first=1;
           fprintf(ficgp,")/(1");    if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
              printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
         for(k1=1; k1 <=nlstate; k1++){        fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
           fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);      exit(0);
 ij=1;    }
           for(j=3; j <=ncovmodel; j++){    else{
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {      fprintf(ficgp,"\n# Routine varprob");
             fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);    }
             ij++;    if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
           }      printf("Problem with html file: %s\n", optionfilehtm);
           else      fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm);
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);      exit(0);
           }    }
           fprintf(ficgp,")");    else{
         }      fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);      fprintf(fichtm,"\n");
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");  
         i=i+ncovmodel;      fprintf(fichtm,"\n<li><h4> Computing matrix of variance-covariance of step probabilities</h4></li>\n");
        }      fprintf(fichtm,"\nWe have drawn ellipsoids of confidence around the p<inf>ij</inf>, p<inf>kl</inf> to understand the covariance between two incidences. They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
      }      fprintf(fichtm,"\n<br> We have drawn x'cov<sup>-1</sup>x = 4 where x is the column vector (pij,pkl). It means that if pij and pkl where uncorrelated the (2X2) matrix would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 standard deviations wide on each axis. <br> When both incidences are correlated we diagonalised the inverse of the covariance matrix and made the appropriate rotation.<br> \n");
    }  
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);    }
   }  
        cov[1]=1;
   fclose(ficgp);    tj=cptcoveff;
        if (cptcovn<1) {tj=1;ncodemax[1]=1;}
 chdir(path);    j1=0;
        for(t=1; t<=tj;t++){
     free_ivector(wav,1,imx);      for(i1=1; i1<=ncodemax[t];i1++){ 
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);        j1++;
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);          if  (cptcovn>0) {
     free_ivector(num,1,n);          fprintf(ficresprob, "\n#********** Variable "); 
     free_vector(agedc,1,n);          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
     /*free_matrix(covar,1,NCOVMAX,1,n);*/          fprintf(ficresprob, "**********\n#\n");
     fclose(ficparo);          fprintf(ficresprobcov, "\n#********** Variable "); 
     fclose(ficres);          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
     /*  }*/          fprintf(ficresprobcov, "**********\n#\n");
              
    /*________fin mle=1_________*/          fprintf(ficgp, "\n#********** Variable "); 
              for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficgp, "**********\n#\n");
            
     /* No more information from the sample is required now */          
   /* Reads comments: lines beginning with '#' */          fprintf(fichtm, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
   while((c=getc(ficpar))=='#' && c!= EOF){          for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
     ungetc(c,ficpar);          fprintf(fichtm, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
     fgets(line, MAXLINE, ficpar);          
     puts(line);          fprintf(ficresprobcor, "\n#********** Variable ");    
     fputs(line,ficparo);          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   }          fprintf(ficresprobcor, "**********\n#");    
   ungetc(c,ficpar);        }
          
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);        for (age=bage; age<=fage; age ++){ 
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);          cov[2]=age;
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);          for (k=1; k<=cptcovn;k++) {
 /*--------- index.htm --------*/            cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
           }
   strcpy(optionfilehtm,optionfile);          for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
   strcat(optionfilehtm,".htm");          for (k=1; k<=cptcovprod;k++)
   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {            cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
     printf("Problem with %s \n",optionfilehtm);goto end;          
   }          gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
           trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
  fprintf(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.7 </font> <hr size=\"2\" color=\"#EC5E5E\">          gp=vector(1,(nlstate)*(nlstate+ndeath));
 Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>          gm=vector(1,(nlstate)*(nlstate+ndeath));
 Total number of observations=%d <br>      
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>          for(theta=1; theta <=npar; theta++){
 <hr  size=\"2\" color=\"#EC5E5E\">            for(i=1; i<=npar; i++)
 <li>Outputs files<br><br>\n              xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n            
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>            pmij(pmmij,cov,ncovmodel,xp,nlstate);
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>            
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>            k=0;
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>            for(i=1; i<= (nlstate); i++){
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>              for(j=1; j<=(nlstate+ndeath);j++){
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>                k=k+1;
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>                gp[k]=pmmij[i][j];
         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br>              }
         - Prevalences and population forecasting: <a href=\"f%s\">f%s</a> <br>            }
 <br>",title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,jmin,jmax,jmean,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);            
             for(i=1; i<=npar; i++)
  fprintf(fichtm," <li>Graphs</li><p>");              xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
       
  m=cptcoveff;            pmij(pmmij,cov,ncovmodel,xp,nlstate);
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}            k=0;
             for(i=1; i<=(nlstate); i++){
  j1=0;              for(j=1; j<=(nlstate+ndeath);j++){
  for(k1=1; k1<=m;k1++){                k=k+1;
    for(i1=1; i1<=ncodemax[k1];i1++){                gm[k]=pmmij[i][j];
        j1++;              }
        if (cptcovn > 0) {            }
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");       
          for (cpt=1; cpt<=cptcoveff;cpt++)            for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);              gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");          }
        }  
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>          for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);                for(theta=1; theta <=npar; theta++)
        for(cpt=1; cpt<nlstate;cpt++){              trgradg[j][theta]=gradg[theta][j];
          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);          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);
     for(cpt=1; cpt<=nlstate;cpt++) {          free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident          free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
 interval) in state (%d): v%s%d%d.gif <br>          free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);            free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
      }  
      for(cpt=1; cpt<=nlstate;cpt++) {          pmij(pmmij,cov,ncovmodel,x,nlstate);
         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);          k=0;
      }          for(i=1; i<=(nlstate); i++){
      fprintf(fichtm,"\n<br>- Total life expectancy by age and            for(j=1; j<=(nlstate+ndeath);j++){
 health expectancies in states (1) and (2): e%s%d.gif<br>              k=k+1;
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);              mu[k][(int) age]=pmmij[i][j];
 fprintf(fichtm,"\n</body>");            }
    }          }
  }          for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
 fclose(fichtm);            for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
               varpij[i][j][(int)age] = doldm[i][j];
   /*--------------- Prevalence limit --------------*/  
            /*printf("\n%d ",(int)age);
   strcpy(filerespl,"pl");            for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
   strcat(filerespl,fileres);            printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
   if((ficrespl=fopen(filerespl,"w"))==NULL) {            fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;            }*/
   }  
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);          fprintf(ficresprob,"\n%d ",(int)age);
   fprintf(ficrespl,"#Prevalence limit\n");          fprintf(ficresprobcov,"\n%d ",(int)age);
   fprintf(ficrespl,"#Age ");          fprintf(ficresprobcor,"\n%d ",(int)age);
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);  
   fprintf(ficrespl,"\n");          for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
              fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
   prlim=matrix(1,nlstate,1,nlstate);          for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */            fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */            fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          }
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          i=0;
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */          for (k=1; k<=(nlstate);k++){
   k=0;            for (l=1; l<=(nlstate+ndeath);l++){ 
   agebase=agemin;              i=i++;
   agelim=agemax;              fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
   ftolpl=1.e-10;              fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
   i1=cptcoveff;              for (j=1; j<=i;j++){
   if (cptcovn < 1){i1=1;}                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]));
   for(cptcov=1;cptcov<=i1;cptcov++){              }
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){            }
         k=k+1;          }/* end of loop for state */
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/        } /* end of loop for age */
         fprintf(ficrespl,"\n#******");  
         for(j=1;j<=cptcoveff;j++)        /* Confidence intervalle of pij  */
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);        /*
         fprintf(ficrespl,"******\n");          fprintf(ficgp,"\nset noparametric;unset label");
                  fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
         for (age=agebase; age<=agelim; age++){          fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);          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(ficrespl,"%.0f",age );          fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
           for(i=1; i<=nlstate;i++)          fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
           fprintf(ficrespl," %.5f", prlim[i][i]);          fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
           fprintf(ficrespl,"\n");        */
         }  
       }        /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
     }        first1=1;
   fclose(ficrespl);        for (k2=1; k2<=(nlstate);k2++){
           for (l2=1; l2<=(nlstate+ndeath);l2++){ 
   /*------------- h Pij x at various ages ------------*/            if(l2==k2) continue;
              j=(k2-1)*(nlstate+ndeath)+l2;
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);            for (k1=1; k1<=(nlstate);k1++){
   if((ficrespij=fopen(filerespij,"w"))==NULL) {              for (l1=1; l1<=(nlstate+ndeath);l1++){ 
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;                if(l1==k1) continue;
   }                i=(k1-1)*(nlstate+ndeath)+l1;
   printf("Computing pij: result on file '%s' \n", filerespij);                if(i<=j) continue;
                  for (age=bage; age<=fage; age ++){ 
   stepsize=(int) (stepm+YEARM-1)/YEARM;                  if ((int)age %5==0){
   /*if (stepm<=24) stepsize=2;*/                    v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
                     v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
   agelim=AGESUP;                    cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
   hstepm=stepsize*YEARM; /* Every year of age */                    mu1=mu[i][(int) age]/stepm*YEARM ;
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */                    mu2=mu[j][(int) age]/stepm*YEARM;
                      c12=cv12/sqrt(v1*v2);
   k=0;                    /* Computing eigen value of matrix of covariance */
   for(cptcov=1;cptcov<=i1;cptcov++){                    lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){                    lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
       k=k+1;                    /* Eigen vectors */
         fprintf(ficrespij,"\n#****** ");                    v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
         for(j=1;j<=cptcoveff;j++)                    /*v21=sqrt(1.-v11*v11); *//* error */
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);                    v21=(lc1-v1)/cv12*v11;
         fprintf(ficrespij,"******\n");                    v12=-v21;
                            v22=v11;
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */                    tnalp=v21/v11;
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */                    if(first1==1){
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */                      first1=0;
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);                      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);
           oldm=oldms;savm=savms;                    }
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);                      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);
           fprintf(ficrespij,"# Age");                    /*printf(fignu*/
           for(i=1; i<=nlstate;i++)                    /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
             for(j=1; j<=nlstate+ndeath;j++)                    /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
               fprintf(ficrespij," %1d-%1d",i,j);                    if(first==1){
           fprintf(ficrespij,"\n");                      first=0;
           for (h=0; h<=nhstepm; h++){                      fprintf(ficgp,"\nset parametric;unset label");
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );                      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);
             for(i=1; i<=nlstate;i++)                      fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
               for(j=1; j<=nlstate+ndeath;j++)                      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(ficrespij," %.5f", p3mat[i][j][h]);                      fprintf(fichtm,"\n<br><img src=\"varpijgr%s%d%1d%1d-%1d%1d.png\"> ",optionfilefiname, j1,k1,l1,k2,l2);
             fprintf(ficrespij,"\n");                      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);
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);                      fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
           fprintf(ficrespij,"\n");                      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{
   /* varprob(fileres, matcov, p, delti, nlstate, (int) bage, (int) fage,k);*/                      first=0;
                       fprintf(fichtm," %d (%.3f),",(int) age, c12);
   fclose(ficrespij);                      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);
   /*---------- Forecasting ------------------*/                      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",\
   calagedate=(anproj1+mproj1/12.+jproj1/365.-dateintmean)*YEARM;                              mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
   prevalence(agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2, calagedate);                    }/* if first */
                   } /* age mod 5 */
                 } /* end loop age */
   strcpy(fileresf,"f");                fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\";replot;",optionfilefiname, j1,k1,l1,k2,l2);
   strcat(fileresf,fileres);                first=1;
   if((ficresf=fopen(fileresf,"w"))==NULL) {              } /*l12 */
     printf("Problem with forecast resultfile: %s\n", fileresf);goto end;            } /* k12 */
   }          } /*l1 */
   printf("Computing forecasting: result on file '%s' \n", fileresf);        }/* k1 */
       } /* loop covariates */
   free_matrix(mint,1,maxwav,1,n);    }
   free_matrix(anint,1,maxwav,1,n);    free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
   free_matrix(agev,1,maxwav,1,imx);    free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
   /* Mobile average */    free_vector(xp,1,npar);
     fclose(ficresprob);
   if (cptcoveff==0) ncodemax[cptcoveff]=1;    fclose(ficresprobcov);
     fclose(ficresprobcor);
   if (mobilav==1) {    fclose(ficgp);
     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);    fclose(fichtm);
     for (agedeb=bage+3; agedeb<=fage-2; agedeb++)  }
       for (i=1; i<=nlstate;i++)  
         for (cptcod=1;cptcod<=ncodemax[cptcov];cptcod++)  
           mobaverage[(int)agedeb][i][cptcod]=0.;  /******************* Printing html file ***********/
      void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
     for (agedeb=bage+4; agedeb<=fage; agedeb++){                    int lastpass, int stepm, int weightopt, char model[],\
       for (i=1; i<=nlstate;i++){                    int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
         for (cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){                    int popforecast, int estepm ,\
           for (cpt=0;cpt<=4;cpt++){                    double jprev1, double mprev1,double anprev1, \
             mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]+probs[(int)agedeb-cpt][i][cptcod];                    double jprev2, double mprev2,double anprev2){
           }    int jj1, k1, i1, cpt;
           mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]/5;    /*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);
   }    }
   
   stepsize=(int) (stepm+YEARM-1)/YEARM;     fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n
   if (stepm<=12) stepsize=1;   - 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
   agelim=AGESUP;   - Stable prevalence in each health state: <a href=\"pl%s\">pl%s</a> <br>\n
   /*hstepm=stepsize*YEARM; *//* Every year of age */   - Life expectancies by age and initial health status (estepm=%2d months): 
   hstepm=1;     <a href=\"e%s\">e%s</a> <br>\n</li>", \
   hstepm=hstepm/stepm; /* Typically 2 years, = 2 years/6 months = 4 */    jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,fileres,fileres,stepm,fileres,fileres,fileres,fileres,estepm,fileres,fileres);
   yp1=modf(dateintmean,&yp);  
   anprojmean=yp;  fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
   yp2=modf((yp1*12),&yp);  
   mprojmean=yp;   m=cptcoveff;
   yp1=modf((yp2*30.5),&yp);   if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   jprojmean=yp;  
   if(jprojmean==0) jprojmean=1;   jj1=0;
   if(mprojmean==0) jprojmean=1;   for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
   fprintf(ficresf,"# Estimated date of observed prevalence: %.lf/%.lf/%.lf ",jprojmean,mprojmean,anprojmean);       jj1++;
        if (cptcovn > 0) {
   if (popforecast==1) {         fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
     if((ficpop=fopen(popfile,"r"))==NULL)    {         for (cpt=1; cpt<=cptcoveff;cpt++) 
       printf("Problem with population file : %s\n",popfile);goto end;           fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
     }         fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
     popage=ivector(0,AGESUP);       }
     popeffectif=vector(0,AGESUP);       /* Pij */
     popcount=vector(0,AGESUP);       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);     
     i=1;         /* Quasi-incidences */
     while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF)       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); 
         i=i+1;         /* Stable prevalence in each health state */
       }         for(cpt=1; cpt<nlstate;cpt++){
     imx=i;           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 (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];         }
   }       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>
   for(cptcov=1;cptcov<=i1;cptcov++){  <img src=\"exp%s%d%d.png\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);
     for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){       }
       k=k+1;       fprintf(fichtm,"\n<br>- Total life expectancy by age and
       fprintf(ficresf,"\n#******");  health expectancies in states (1) and (2): e%s%d.png<br>
       for(j=1;j<=cptcoveff;j++) {  <img src=\"e%s%d.png\">",strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);
         fprintf(ficresf," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);     } /* end i1 */
       }   }/* End k1 */
       fprintf(ficresf,"******\n");   fprintf(fichtm,"</ul>");
       fprintf(ficresf,"# StartingAge FinalAge");  
       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficresf," P.%d",j);  
       if (popforecast==1)  fprintf(ficresf," [Population]");   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
       for (cpt=0; cpt<=5;cpt++) {   - Variance of one-step probabilities: <a href=\"prob%s\">prob%s</a> <br>\n
         fprintf(ficresf,"\n");   - Variance-covariance of one-step probabilities: <a href=\"probcov%s\">probcov%s</a> <br>\n
   fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+cpt);     - Correlation matrix of one-step probabilities: <a href=\"probcor%s\">probcor%s</a> <br>\n
       for (agedeb=(fage-((int)calagedate %12/12.)); agedeb>=(bage-((int)calagedate %12)/12.); agedeb--){ /* If stepm=6 months */   - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"v%s\">v%s</a><br>\n 
         nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm);   - Health expectancies with their variances (no covariance): <a href=\"t%s\">t%s</a> <br>\n
         nhstepm = nhstepm/hstepm;   - 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);
         /*printf("agedeb=%.lf stepm=%d hstepm=%d nhstepm=%d \n",agedeb,stepm,hstepm,nhstepm);*/  
   /*  if(popforecast==1) fprintf(fichtm,"\n */
         p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
         oldm=oldms;savm=savms;  /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
         hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);    /*      <br>",fileres,fileres,fileres,fileres); */
                  /*  else  */
         for (h=0; h<=nhstepm; h++){  /*    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); */
           if (h==(int) (calagedate+YEARM*cpt)) {  fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
             fprintf(ficresf,"\n %.f ",agedeb+h*hstepm/YEARM*stepm);  
           }   m=cptcoveff;
           for(j=1; j<=nlstate+ndeath;j++) {   if (cptcovn < 1) {m=1;ncodemax[1]=1;}
             kk1=0.;kk2=0;  
             for(i=1; i<=nlstate;i++) {           jj1=0;
               if (mobilav==1)   for(k1=1; k1<=m;k1++){
                 kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];     for(i1=1; i1<=ncodemax[k1];i1++){
               else {       jj1++;
                 kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];       if (cptcovn > 0) {
                 /* fprintf(ficresf," p3=%.3f p=%.3f ", p3mat[i][j][h], probs[(int)(agedeb)+1][i][cptcod]);*/         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]]);
               if (popforecast==1) kk2=kk1*popeffectif[(int)agedeb];         fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
             }       }
                 for(cpt=1; cpt<=nlstate;cpt++) {
             if (h==(int)(calagedate+12*cpt)){         fprintf(fichtm,"<br>- Observed and period prevalence (with confident
               fprintf(ficresf," %.3f", kk1);  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);  
               if (popforecast==1) fprintf(ficresf," [%.f]", kk2);       }
             }     } /* end i1 */
           }   }/* End k1 */
         }   fprintf(fichtm,"</ul>");
         free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  fclose(fichtm);
       }  }
       }  
     }  /******************* Gnuplot file **************/
   }  void printinggnuplot(char fileres[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
   if (mobilav==1) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);  
   if (popforecast==1) {    int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
     free_ivector(popage,0,AGESUP);    int ng;
     free_vector(popeffectif,0,AGESUP);    if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
     free_vector(popcount,0,AGESUP);      printf("Problem with file %s",optionfilegnuplot);
   }      fprintf(ficlog,"Problem with file %s",optionfilegnuplot);
   free_imatrix(s,1,maxwav+1,1,n);    }
   free_vector(weight,1,n);  
   fclose(ficresf);    /*#ifdef windows */
   /*---------- Health expectancies and variances ------------*/      fprintf(ficgp,"cd \"%s\" \n",pathc);
       /*#endif */
   strcpy(filerest,"t");  m=pow(2,cptcoveff);
   strcat(filerest,fileres);    
   if((ficrest=fopen(filerest,"w"))==NULL) {   /* 1eme*/
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;    for (cpt=1; cpt<= nlstate ; cpt ++) {
   }     for (k1=1; k1<= m ; k1 ++) {
   printf("Computing Total LEs with variances: file '%s' \n", filerest);       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);
   
   strcpy(filerese,"e");       for (i=1; i<= nlstate ; i ++) {
   strcat(filerese,fileres);         if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
   if((ficreseij=fopen(filerese,"w"))==NULL) {         else fprintf(ficgp," \%%*lf (\%%*lf)");
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);       }
   }       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);
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);       for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
  strcpy(fileresv,"v");         else fprintf(ficgp," \%%*lf (\%%*lf)");
   strcat(fileresv,fileres);       } 
   if((ficresvij=fopen(fileresv,"w"))==NULL) {       fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",fileres,k1-1,k1-1); 
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);       for (i=1; i<= nlstate ; i ++) {
   }         if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);         else fprintf(ficgp," \%%*lf (\%%*lf)");
        }  
   k=0;       fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));
   for(cptcov=1;cptcov<=i1;cptcov++){     }
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    }
       k=k+1;    /*2 eme*/
       fprintf(ficrest,"\n#****** ");    
       for(j=1;j<=cptcoveff;j++)    for (k1=1; k1<= m ; k1 ++) { 
         fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);      fprintf(ficgp,"\nset out \"e%s%d.png\" \n",strtok(optionfile, "."),k1);
       fprintf(ficrest,"******\n");      fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
       
       fprintf(ficreseij,"\n#****** ");      for (i=1; i<= nlstate+1 ; i ++) {
       for(j=1;j<=cptcoveff;j++)        k=2*i;
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);        fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);
       fprintf(ficreseij,"******\n");        for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
       fprintf(ficresvij,"\n#****** ");          else fprintf(ficgp," \%%*lf (\%%*lf)");
       for(j=1;j<=cptcoveff;j++)        }   
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);        if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
       fprintf(ficresvij,"******\n");        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);
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);        for (j=1; j<= nlstate+1 ; j ++) {
       oldm=oldms;savm=savms;          if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);            else fprintf(ficgp," \%%*lf (\%%*lf)");
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);        }   
       oldm=oldms;savm=savms;        fprintf(ficgp,"\" t\"\" w l 0,");
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);        fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);
              for (j=1; j<= nlstate+1 ; j ++) {
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");          if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);          else fprintf(ficgp," \%%*lf (\%%*lf)");
       fprintf(ficrest,"\n");        }   
                if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
       hf=1;        else fprintf(ficgp,"\" t\"\" w l 0,");
       if (stepm >= YEARM) hf=stepm/YEARM;      }
       epj=vector(1,nlstate+1);    }
       for(age=bage; age <=fage ;age++){    
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);    /*3eme*/
         if (popbased==1) {    
           for(i=1; i<=nlstate;i++)    for (k1=1; k1<= m ; k1 ++) { 
             prlim[i][i]=probs[(int)age][i][k];      for (cpt=1; cpt<= nlstate ; cpt ++) {
         }        k=2+nlstate*(2*cpt-2);
                fprintf(ficgp,"\nset out \"exp%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
         fprintf(ficrest," %.0f",age);        fprintf(ficgp,"set ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,fileres,k1-1,k1-1,k,cpt);
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){        /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for(i=1, epj[j]=0.;i <=nlstate;i++) {          for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];          fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           }          fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           epj[nlstate+1] +=epj[j];          for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
         }          fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
         for(i=1, vepp=0.;i <=nlstate;i++)          
           for(j=1;j <=nlstate;j++)        */
             vepp += vareij[i][j][(int)age];        for (i=1; i< nlstate ; i ++) {
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));          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);
         for(j=1;j <=nlstate;j++){          
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));        } 
         }      }
         fprintf(ficrest,"\n");    }
       }    
     }    /* 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/($%d",ageminpar,agemaxpar,fileres,k1,k+cpt+1,k+1);
  fclose(ficreseij);        
  fclose(ficresvij);        for (i=1; i< nlstate ; i ++)
   fclose(ficrest);          fprintf(ficgp,"+$%d",k+i+1);
   fclose(ficpar);        fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
   free_vector(epj,1,nlstate+1);        
   /*  scanf("%d ",i); */        l=3+(nlstate+ndeath)*cpt;
         fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);
   /*------- Variance limit prevalence------*/          for (i=1; i< nlstate ; i ++) {
           l=3+(nlstate+ndeath)*cpt;
 strcpy(fileresvpl,"vpl");          fprintf(ficgp,"+$%d",l+i+1);
   strcat(fileresvpl,fileres);        }
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {        fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);      } 
     exit(0);    }  
   }    
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);    /* proba elementaires */
     for(i=1,jk=1; i <=nlstate; i++){
  k=0;      for(k=1; k <=(nlstate+ndeath); k++){
  for(cptcov=1;cptcov<=i1;cptcov++){        if (k != i) {
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){          for(j=1; j <=ncovmodel; j++){
      k=k+1;            fprintf(ficgp,"p%d=%f ",jk,p[jk]);
      fprintf(ficresvpl,"\n#****** ");            jk++; 
      for(j=1;j<=cptcoveff;j++)            fprintf(ficgp,"\n");
        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);     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)
   fclose(ficresvpl);           fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
          else
   /*---------- End : free ----------------*/           fprintf(ficgp,"\nset title \"Probability\"\n");
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);         fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
           i=1;
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);         for(k2=1; k2<=nlstate; k2++) {
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);           k3=i;
             for(k=1; k<=(nlstate+ndeath); k++) {
               if (k != k2){
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);               if(ng==2)
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);                 fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);               else
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);                 fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
                 ij=1;
   free_matrix(matcov,1,npar,1,npar);               for(j=3; j <=ncovmodel; j++) {
   free_vector(delti,1,npar);                 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]]]);
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);                   ij++;
                  }
   printf("End of Imach\n");                 else
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */                   fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                 }
   /* 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,")/(1");
   /*printf("Total time was %d uSec.\n", total_usecs);*/               
   /*------ End -----------*/               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;
  end:                 for(j=3; j <=ncovmodel; j++){
 #ifdef windows                   if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
  chdir(pathcd);                     fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
 #endif                     ij++;
                     }
  system("..\\gp37mgw\\wgnuplot graph.plt");                   else
                      fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
 #ifdef windows                 }
   while (z[0] != 'q') {                 fprintf(ficgp,")");
     chdir(pathcd);               }
     printf("\nType e to edit output files, c to start again, and q for exiting: ");               fprintf(ficgp,") t \"p%d%d\" ", k2,k);
     scanf("%s",z);               if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
     if (z[0] == 'c') system("./imach");               i=i+ncovmodel;
     else if (z[0] == 'e') {             }
       chdir(path);           } /* end k */
       system(optionfilehtm);         } /* end k2 */
     }       } /* end jk */
     else if (z[0] == 'q') exit(0);     } /* end ng */
   }     fclose(ficgp); 
 #endif  }  /* end gnuplot */
 }  
   
   /*************** Moving average **************/
   int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
   
     int i, cpt, cptcod;
     int modcovmax =1;
     int mobilavrange, mob;
     double age;
   
     modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
                              a covariate has 2 modalities */
     if (cptcovn<1) modcovmax=1; /* At least 1 pass */
   
     if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
       if(mobilav==1) mobilavrange=5; /* default */
       else mobilavrange=mobilav;
       for (age=bage; age<=fage; age++)
         for (i=1; i<=nlstate;i++)
           for (cptcod=1;cptcod<=modcovmax;cptcod++)
             mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
       /* We keep the original values on the extreme ages bage, fage and for 
          fage+1 and bage-1 we use a 3 terms moving average; for fage+2 bage+2
          we use a 5 terms etc. until the borders are no more concerned. 
       */ 
       for (mob=3;mob <=mobilavrange;mob=mob+2){
         for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
           for (i=1; i<=nlstate;i++){
             for (cptcod=1;cptcod<=modcovmax;cptcod++){
               mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
                 for (cpt=1;cpt<=(mob-1)/2;cpt++){
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
                 }
               mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
             }
           }
         }/* end age */
       }/* end mob */
     }else return -1;
     return 0;
   }/* End movingaverage */
   
   
   /************** Forecasting ******************/
   prevforecast(char fileres[], double anproj1, double mproj1, double jproj1, double ageminpar, double agemax, double dateprev1, double dateprev2, int mobilav, double bage, double fage, int firstpass, int lastpass, double anproj2, double p[], int cptcoveff){
     /* proj1, year, month, day of starting projection 
        agemin, agemax range of age
        dateprev1 dateprev2 range of dates during which prevalence is computed
        anproj2 year of en of projection (same day and month as proj1).
     */
     int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
     int *popage;
     double agec; /* generic age */
     double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
     double *popeffectif,*popcount;
     double ***p3mat;
     double ***mobaverage;
     char fileresf[FILENAMELENGTH];
   
     agelim=AGESUP;
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
    
     strcpy(fileresf,"f"); 
     strcat(fileresf,fileres);
     if((ficresf=fopen(fileresf,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", fileresf);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
     }
     printf("Computing forecasting: result on file '%s' \n", fileresf);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     if(estepm < stepm){
       printf ("Problem %d lower than %d\n",estepm, stepm);
     }
     else  hstepm=estepm;   
   
     hstepm=hstepm/stepm; 
     yp1=modf(dateintmean,&yp);/* extracts integral of datemean in yp  and
                                  fractional in yp1 */
     anprojmean=yp;
     yp2=modf((yp1*12),&yp);
     mprojmean=yp;
     yp1=modf((yp2*30.5),&yp);
     jprojmean=yp;
     if(jprojmean==0) jprojmean=1;
     if(mprojmean==0) jprojmean=1;
   
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
     
     fprintf(ficresf,"# Mean day of interviews %.lf/%.lf/%.lf (%.2f) between %.2f and %.2f \n",jprojmean,mprojmean,anprojmean,dateintmean,dateprev1,dateprev2); 
     
     fprintf(ficresf,"#****** Routine prevforecast **\n");
   
   /*            if (h==(int)(YEARM*yearp)){ */
     for(cptcov=1, k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficresf,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficresf," V%d=%d, hpijx=probability over h years, hp.jx is weighted by observed prev ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficresf,"******\n");
         fprintf(ficresf,"# Covariate valuofcovar yearproj age");
         for(j=1; j<=nlstate+ndeath;j++){ 
           for(i=1; i<=nlstate;i++)              
             fprintf(ficresf," p%d%d",i,j);
           fprintf(ficresf," p.%d",j);
         }
         for (yearp=0; yearp<=(anproj2-anproj1);yearp +=stepsize) { 
           fprintf(ficresf,"\n");
           fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+yearp);   
   
           for (agec=fage; agec>=(ageminpar-1); agec--){ 
             nhstepm=(int) rint((agelim-agec)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agec,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h*hstepm/YEARM*stepm ==yearp) {
                 fprintf(ficresf,"\n");
                 for(j=1;j<=cptcoveff;j++) 
                   fprintf(ficresf,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
                 fprintf(ficresf,"%.f %.f ",anproj1+yearp,agec+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 ppij=0.;
                 for(i=1; i<=nlstate;i++) {
                   if (mobilav==1) 
                     ppij=ppij+p3mat[i][j][h]*mobaverage[(int)agec][i][cptcod];
                   else {
                     ppij=ppij+p3mat[i][j][h]*probs[(int)(agec)][i][cptcod];
                   }
                   if (h*hstepm/YEARM*stepm== yearp) {
                     fprintf(ficresf," %.3f", p3mat[i][j][h]);
                   }
                 } /* end i */
                 if (h*hstepm/YEARM*stepm==yearp) {
                   fprintf(ficresf," %.3f", ppij);
                 }
               }/* end j */
             } /* end h */
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           } /* end agec */
         } /* end yearp */
       } /* end cptcod */
     } /* end  cptcov */
          
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     fclose(ficresf);
   }
   
   /************** Forecasting *****not tested NB*************/
   populforecast(char fileres[], double anpyram,double mpyram,double jpyram,double ageminpar, double agemax,double dateprev1, double dateprev2, int mobilav, double agedeb, double fage, int popforecast, char popfile[], double anpyram1,double p[], int i2){
     
     int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
     int *popage;
     double calagedatem, agelim, kk1, kk2;
     double *popeffectif,*popcount;
     double ***p3mat,***tabpop,***tabpopprev;
     double ***mobaverage;
     char filerespop[FILENAMELENGTH];
   
     tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     agelim=AGESUP;
     calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
     
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     
     
     strcpy(filerespop,"pop"); 
     strcat(filerespop,fileres);
     if((ficrespop=fopen(filerespop,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", filerespop);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
     }
     printf("Computing forecasting: result on file '%s' \n", filerespop);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     
     agelim=AGESUP;
     
     hstepm=1;
     hstepm=hstepm/stepm; 
     
     if (popforecast==1) {
       if((ficpop=fopen(popfile,"r"))==NULL) {
         printf("Problem with population file : %s\n",popfile);exit(0);
         fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
       } 
       popage=ivector(0,AGESUP);
       popeffectif=vector(0,AGESUP);
       popcount=vector(0,AGESUP);
       
       i=1;   
       while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
      
       imx=i;
       for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
     }
   
     for(cptcov=1,k=0;cptcov<=i2;cptcov++){
      for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficrespop,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespop,"******\n");
         fprintf(ficrespop,"# Age");
         for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
         if (popforecast==1)  fprintf(ficrespop," [Population]");
         
         for (cpt=0; cpt<=0;cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   if (mobilav==1) 
                     kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
                   else {
                     kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
                   }
                 }
                 if (h==(int)(calagedatem+12*cpt)){
                   tabpop[(int)(agedeb)][j][cptcod]=kk1;
                     /*fprintf(ficrespop," %.3f", kk1);
                       if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
                 }
               }
               for(i=1; i<=nlstate;i++){
                 kk1=0.;
                   for(j=1; j<=nlstate;j++){
                     kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
                   }
                     tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
               }
   
               if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
                 fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
    
     /******/
   
         for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];    
                 }
                 if (h==(int)(calagedatem+12*cpt)) fprintf(ficresf," %15.2f", kk1);        
               }
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
      } 
     }
    
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     if (popforecast==1) {
       free_ivector(popage,0,AGESUP);
       free_vector(popeffectif,0,AGESUP);
       free_vector(popcount,0,AGESUP);
     }
     free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficrespop);
   } /* End of popforecast */
   
   /***********************************************/
   /**************** 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; /* We prefer to skip it (and to skip it in version 0.8a1 too */
         }
       }
     }
   
     for (i=1; i<=imx; i++)  {
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
       for(m=firstpass; (m<= lastpass); m++){
         if(s[m][i] >0){
           if (s[m][i] >= nlstate+1) {
             if(agedc[i]>0)
               if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
                 agev[m][i]=agedc[i];
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
               else {
                 if ((int)andc[i]!=9999){
                   printf("Warning negative age at death: %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'. */
     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);
   
       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!=0){
       /* Computing hessian and covariance matrix */
       ftolhess=ftol; /* Usually correct */
       hesscov(matcov, p, npar, delti, ftolhess, func);
     }
     fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath; j++){
         if (j!=i) {
           fprintf(ficres,"%1d%1d",i,j);
           printf("%1d%1d",i,j);
           fprintf(ficlog,"%1d%1d",i,j);
           for(k=1; k<=ncovmodel;k++){
             printf(" %.5e",delti[jk]);
             fprintf(ficlog," %.5e",delti[jk]);
             fprintf(ficres," %.5e",delti[jk]);
             jk++;
           }
           printf("\n");
           fprintf(ficlog,"\n");
           fprintf(ficres,"\n");
         }
       }
     }
      
     fprintf(ficres,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     if(mle==1)
       printf("# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     fprintf(ficlog,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     for(i=1,k=1;i<=npar;i++){
       /*  if (k>nlstate) k=1;
           i1=(i-1)/(ncovmodel*nlstate)+1; 
           fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);
           printf("%s%d%d",alph[k],i1,tab[i]);
       */
       fprintf(ficres,"%3d",i);
       if(mle==1)
         printf("%3d",i);
       fprintf(ficlog,"%3d",i);
       for(j=1; j<=i;j++){
         fprintf(ficres," %.5e",matcov[i][j]);
         if(mle==1)
           printf(" %.5e",matcov[i][j]);
         fprintf(ficlog," %.5e",matcov[i][j]);
       }
       fprintf(ficres,"\n");
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       k++;
     }
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     estepm=0;
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
     if (estepm==0 || estepm < stepm) estepm=stepm;
     if (fage <= 2) {
       bage = ageminpar;
       fage = agemaxpar;
     }
      
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mov_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);
     fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficlog,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
    
   
     dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
     dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
   
     fscanf(ficpar,"pop_based=%d\n",&popbased);
     fprintf(ficparo,"pop_based=%d\n",popbased);   
     fprintf(ficres,"pop_based=%d\n",popbased);   
     
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"prevforecast=%d starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf mobil_average=%d\n",&prevfcast,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2,&mobilavproj);
     fprintf(ficparo,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     printf("prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficlog,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficres,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     /* day and month of proj2 are not used but only year anproj2.*/
   
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"popforecast=%d popfile=%s popfiledate=%lf/%lf/%lf last-popfiledate=%lf/%lf/%lf\n",&popforecast,popfile,&jpyram,&mpyram,&anpyram,&jpyram1,&mpyram1,&anpyram1);
     fprintf(ficparo,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
     fprintf(ficres,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
   
     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);
     /*,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
   
     /*------------ 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);
   
     probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     /*---------- Forecasting ------------------*/
     /*if((stepm == 1) && (strcmp(model,".")==0)){*/
     if(prevfcast==1){
       /*    if(stepm ==1){*/
         prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
         /* (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);*/
   /*      }  */
   /*      else{ */
   /*        erreur=108; */
   /*        printf("Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*        fprintf(ficlog,"Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*      } */
     }
     
   
     /*---------- Health expectancies and variances ------------*/
   
     strcpy(filerest,"t");
     strcat(filerest,fileres);
     if((ficrest=fopen(filerest,"w"))==NULL) {
       printf("Problem with total LE resultfile: %s\n", filerest);goto end;
       fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
     }
     printf("Computing Total LEs with variances: file '%s' \n", filerest); 
     fprintf(ficlog,"Computing Total LEs with variances: file '%s' \n", filerest); 
   
   
     strcpy(filerese,"e");
     strcat(filerese,fileres);
     if((ficreseij=fopen(filerese,"w"))==NULL) {
       printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
       fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
     }
     printf("Computing Health Expectancies: result on file '%s' \n", filerese);
     fprintf(ficlog,"Computing Health Expectancies: result on file '%s' \n", filerese);
   
     strcpy(fileresv,"v");
     strcat(fileresv,fileres);
     if((ficresvij=fopen(fileresv,"w"))==NULL) {
       printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
       fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
     }
     printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
     fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
   
     /* Computes prevalence between agemin (i.e minimal age computed) and no more ageminpar */
     prevalence(probs, agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     /*  printf("ageminpar=%f, agemax=%f, s[lastpass][imx]=%d, agev[lastpass][imx]=%f, nlstate=%d, imx=%d,  mint[lastpass][imx]=%f, anint[lastpass][imx]=%f,dateprev1=%f, dateprev2=%f, firstpass=%d, lastpass=%d\n",\
   ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
     */
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1; 
         fprintf(ficrest,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrest,"******\n");
   
         fprintf(ficreseij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficreseij,"******\n");
   
         fprintf(ficresvij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvij,"******\n");
   
         eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov);  
    
         vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,0, mobilav);
         if(popbased==1){
           varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,popbased,mobilav);
         }
   
    
         fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
         for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
         fprintf(ficrest,"\n");
   
         epj=vector(1,nlstate+1);
         for(age=bage; age <=fage ;age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           if (popbased==1) {
             if(mobilav ==0){
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=probs[(int)age][i][k];
             }else{ /* mobilav */ 
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=mobaverage[(int)age][i][k];
             }
           }
           
           fprintf(ficrest," %4.0f",age);
           for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
             for(i=1, epj[j]=0.;i <=nlstate;i++) {
               epj[j] += prlim[i][i]*eij[i][j][(int)age];
               /*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
             }
             epj[nlstate+1] +=epj[j];
           }
   
           for(i=1, vepp=0.;i <=nlstate;i++)
             for(j=1;j <=nlstate;j++)
               vepp += vareij[i][j][(int)age];
           fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
           for(j=1;j <=nlstate;j++){
             fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
           }
           fprintf(ficrest,"\n");
         }
         free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_vector(epj,1,nlstate+1);
       }
     }
     free_vector(weight,1,n);
     free_imatrix(Tvard,1,15,1,2);
     free_imatrix(s,1,maxwav+1,1,n);
     free_matrix(anint,1,maxwav,1,n); 
     free_matrix(mint,1,maxwav,1,n);
     free_ivector(cod,1,n);
     free_ivector(tab,1,NCOVMAX);
     fclose(ficreseij);
     fclose(ficresvij);
     fclose(ficrest);
     fclose(ficpar);
     
     /*------- Variance of stable prevalence------*/   
   
     strcpy(fileresvpl,"vpl");
     strcat(fileresvpl,fileres);
     if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
       printf("Problem with variance of stable prevalence  resultfile: %s\n", fileresvpl);
       exit(0);
     }
     printf("Computing Variance-covariance of stable prevalence: file '%s' \n", fileresvpl);
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficresvpl,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvpl,"******\n");
         
         varpl=matrix(1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
         free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
       }
     }
   
     fclose(ficresvpl);
   
     /*---------- End : free ----------------*/
     free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
     
     free_matrix(covar,0,NCOVMAX,1,n);
     free_matrix(matcov,1,npar,1,npar);
     /*free_vector(delti,1,npar);*/
     free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
     free_matrix(agev,1,maxwav,1,imx);
     free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     free_ivector(ncodemax,1,8);
     free_ivector(Tvar,1,15);
     free_ivector(Tprod,1,15);
     free_ivector(Tvaraff,1,15);
     free_ivector(Tage,1,15);
     free_ivector(Tcode,1,100);
   
     /*  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 */
   }
   
   

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  Added in v.1.84


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