Diff for /imach/src/imach.c between versions 1.8 and 1.88

version 1.8, 2001/05/02 17:54:31 version 1.88, 2003/06/23 17:54:56
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 1.88  2003/06/23 17:54:56  brouard
   individuals from different ages are interviewed on their health status    * imach.c (Repository): Create a sub-directory where all the secondary files are. Only imach, htm, gp and r(imach) are on the main directory. Correct time and other things.
   or degree of  disability. At least a second wave of interviews  
   ("longitudinal") should  measure each new individual health status.    Revision 1.87  2003/06/18 12:26:01  brouard
   Health expectancies are computed from the transistions observed between    Version 0.96
   waves and are computed for each degree of severity of disability (number  
   of life states). More degrees you consider, more time is necessary to    Revision 1.86  2003/06/17 20:04:08  brouard
   reach the Maximum Likelihood of the parameters involved in the model.    (Module): Change position of html and gnuplot routines and added
   The simplest model is the multinomial logistic model where pij is    routine fileappend.
   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 1.85  2003/06/17 13:12:43  brouard
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'    * imach.c (Repository): Check when date of death was earlier that
   is a covariate. If you want to have a more complex model than "constant and    current date of interview. It may happen when the death was just
   age", you should modify the program where the markup    prior to the death. In this case, dh was negative and likelihood
     *Covariates have to be included here again* invites you to do it.    was wrong (infinity). We still send an "Error" but patch by
   More covariates you add, less is the speed of the convergence.    assuming that the date of death was just one stepm after the
     interview.
   The advantage that this computer programme claims, comes from that if the    (Repository): Because some people have very long ID (first column)
   delay between waves is not identical for each individual, or if some    we changed int to long in num[] and we added a new lvector for
   individual missed an interview, the information is not rounded or lost, but    memory allocation. But we also truncated to 8 characters (left
   taken into account using an interpolation or extrapolation.    truncation)
   hPijx is the probability to be    (Repository): No more line truncation errors.
   observed in state i at age x+h conditional to the observed state i at age  
   x. The delay 'h' can be split into an exact number (nh*stepm) of    Revision 1.84  2003/06/13 21:44:43  brouard
   unobserved intermediate  states. This elementary transition (by month or    * imach.c (Repository): Replace "freqsummary" at a correct
   quarter trimester, semester or year) is model as a multinomial logistic.    place. It differs from routine "prevalence" which may be called
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices    many times. Probs is memory consuming and must be used with
   and the contribution of each individual to the likelihood is simply hPijx.    parcimony.
     Version 0.95a3 (should output exactly the same maximization than 0.8a2)
   Also this programme outputs the covariance matrix of the parameters but also  
   of the life expectancies. It also computes the prevalence limits.    Revision 1.83  2003/06/10 13:39:11  lievre
      *** empty log message ***
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).  
            Institut national d'études démographiques, Paris.    Revision 1.82  2003/06/05 15:57:20  brouard
   This software have been partly granted by Euro-REVES, a concerted action    Add log in  imach.c and  fullversion number is now printed.
   from the European Union.  
   It is copyrighted identically to a GNU software product, ie programme and  */
   software can be distributed freely for non commercial use. Latest version  /*
   can be accessed at http://euroreves.ined.fr/imach .     Interpolated Markov Chain
   **********************************************************************/  
      Short summary of the programme:
 #include <math.h>    
 #include <stdio.h>    This program computes Healthy Life Expectancies from
 #include <stdlib.h>    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
 #include <unistd.h>    first survey ("cross") where individuals from different ages are
     interviewed on their health status or degree of disability (in the
 #define MAXLINE 256    case of a health survey which is our main interest) -2- at least a
 #define FILENAMELENGTH 80    second wave of interviews ("longitudinal") which measure each change
 /*#define DEBUG*/    (if any) in individual health status.  Health expectancies are
 #define windows    computed from the time spent in each health state according to a
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    model. More health states you consider, more time is necessary to reach the
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */    Maximum Likelihood of the parameters involved in the model.  The
     simplest model is the multinomial logistic model where pij is the
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    probability to be observed in state j at the second wave
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    conditional to be observed in state i at the first wave. Therefore
     the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
 #define NINTERVMAX 8    'age' is age and 'sex' is a covariate. If you want to have a more
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    complex model than "constant and age", you should modify the program
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */    where the markup *Covariates have to be included here again* invites
 #define NCOVMAX 8 /* Maximum number of covariates */    you to do it.  More covariates you add, slower the
 #define MAXN 20000    convergence.
 #define YEARM 12. /* Number of months per year */  
 #define AGESUP 130    The advantage of this computer programme, compared to a simple
 #define AGEBASE 40    multinomial logistic model, is clear when the delay between waves is not
     identical for each individual. Also, if a individual missed an
     intermediate interview, the information is lost, but taken into
 int nvar;    account using an interpolation or extrapolation.  
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;  
 int npar=NPARMAX;    hPijx is the probability to be observed in state i at age x+h
 int nlstate=2; /* Number of live states */    conditional to the observed state i at age x. The delay 'h' can be
 int ndeath=1; /* Number of dead states */    split into an exact number (nh*stepm) of unobserved intermediate
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    states. This elementary transition (by month, quarter,
     semester or year) is modelled as a multinomial logistic.  The hPx
 int *wav; /* Number of waves for this individuual 0 is possible */    matrix is simply the matrix product of nh*stepm elementary matrices
 int maxwav; /* Maxim number of waves */    and the contribution of each individual to the likelihood is simply
 int jmin, jmax; /* min, max spacing between 2 waves */    hPijx.
 int mle, weightopt;  
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */    Also this programme outputs the covariance matrix of the parameters but also
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */    of the life expectancies. It also computes the stable prevalence. 
 double jmean; /* Mean space between 2 waves */    
 double **oldm, **newm, **savm; /* Working pointers to matrices */    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */             Institut national d'études démographiques, Paris.
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;    This software have been partly granted by Euro-REVES, a concerted action
 FILE *ficgp, *fichtm;    from the European Union.
 FILE *ficreseij;    It is copyrighted identically to a GNU software product, ie programme and
   char filerese[FILENAMELENGTH];    software can be distributed freely for non commercial use. Latest version
  FILE  *ficresvij;    can be accessed at http://euroreves.ined.fr/imach .
   char fileresv[FILENAMELENGTH];  
  FILE  *ficresvpl;    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
   char fileresvpl[FILENAMELENGTH];    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
     
 #define NR_END 1    **********************************************************************/
 #define FREE_ARG char*  /*
 #define FTOL 1.0e-10    main
     read parameterfile
 #define NRANSI    read datafile
 #define ITMAX 200    concatwav
     freqsummary
 #define TOL 2.0e-4    if (mle >= 1)
       mlikeli
 #define CGOLD 0.3819660    print results files
 #define ZEPS 1.0e-10    if mle==1 
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);       computes hessian
     read end of parameter file: agemin, agemax, bage, fage, estepm
 #define GOLD 1.618034        begin-prev-date,...
 #define GLIMIT 100.0    open gnuplot file
 #define TINY 1.0e-20    open html file
     stable prevalence
 static double maxarg1,maxarg2;     for age prevalim()
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))    h Pij x
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))    variance of p varprob
      forecasting if prevfcast==1 prevforecast call prevalence()
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))    health expectancies
 #define rint(a) floor(a+0.5)    Variance-covariance of DFLE
     prevalence()
 static double sqrarg;     movingaverage()
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)    varevsij() 
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}    if popbased==1 varevsij(,popbased)
     total life expectancies
 int imx;    Variance of stable prevalence
 int stepm;   end
 /* Stepm, step in month: minimum step interpolation*/  */
   
 int m,nb;  
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;  
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;   
 double **pmmij;  #include <math.h>
   #include <stdio.h>
 double *weight;  #include <stdlib.h>
 int **s; /* Status */  #include <unistd.h>
 double *agedc, **covar, idx;  
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;  #include <sys/time.h>
   #include <time.h>
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */  #include "timeval.h"
 double ftolhess; /* Tolerance for computing hessian */  
   #define MAXLINE 256
 /**************** split *************************/  #define GNUPLOTPROGRAM "gnuplot"
 static  int split( char *path, char *dirc, char *name )  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
 {  #define FILENAMELENGTH 132
    char *s;                             /* pointer */  /*#define DEBUG*/
    int  l1, l2;                         /* length counters */  /*#define windows*/
   #define GLOCK_ERROR_NOPATH              -1      /* empty path */
    l1 = strlen( path );                 /* length of path */  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );  
    s = strrchr( path, '\\' );           /* find last / */  #define MAXPARM 30 /* Maximum number of parameters for the optimization */
    if ( s == NULL ) {                   /* no directory, so use current */  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
 #if     defined(__bsd__)                /* get current working directory */  
       extern char       *getwd( );  #define NINTERVMAX 8
   #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
       if ( getwd( dirc ) == NULL ) {  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
 #else  #define NCOVMAX 8 /* Maximum number of covariates */
       extern char       *getcwd( );  #define MAXN 20000
   #define YEARM 12. /* Number of months per year */
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {  #define AGESUP 130
 #endif  #define AGEBASE 40
          return( GLOCK_ERROR_GETCWD );  #ifdef unix
       }  #define DIRSEPARATOR '/'
       strcpy( name, path );             /* we've got it */  #define ODIRSEPARATOR '\\'
    } else {                             /* strip direcotry from path */  #else
       s++;                              /* after this, the filename */  #define DIRSEPARATOR '\\'
       l2 = strlen( s );                 /* length of filename */  #define ODIRSEPARATOR '/'
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );  #endif
       strcpy( name, s );                /* save file name */  
       strncpy( dirc, path, l1 - l2 );   /* now the directory */  /* $Id$ */
       dirc[l1-l2] = 0;                  /* add zero */  /* $State$ */
    }  
    l1 = strlen( dirc );                 /* length of directory */  char version[]="Imach version 0.96a, June 2003, INED-EUROREVES ";
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  char fullversion[]="$Revision$ $Date$"; 
    return( 0 );                         /* we're done */  int erreur; /* Error number */
 }  int nvar;
   int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
   int npar=NPARMAX;
 /******************************************/  int nlstate=2; /* Number of live states */
   int ndeath=1; /* Number of dead states */
 void replace(char *s, char*t)  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
 {  int popbased=0;
   int i;  
   int lg=20;  int *wav; /* Number of waves for this individuual 0 is possible */
   i=0;  int maxwav; /* Maxim number of waves */
   lg=strlen(t);  int jmin, jmax; /* min, max spacing between 2 waves */
   for(i=0; i<= lg; i++) {  int gipmx, gsw; /* Global variables on the number of contributions 
     (s[i] = t[i]);                     to the likelihood and the sum of weights (done by funcone)*/
     if (t[i]== '\\') s[i]='/';  int mle, weightopt;
   }  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
 }  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
   int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
 int nbocc(char *s, char occ)             * wave mi and wave mi+1 is not an exact multiple of stepm. */
 {  double jmean; /* Mean space between 2 waves */
   int i,j=0;  double **oldm, **newm, **savm; /* Working pointers to matrices */
   int lg=20;  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
   i=0;  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
   lg=strlen(s);  FILE *ficlog, *ficrespow;
   for(i=0; i<= lg; i++) {  int globpr; /* Global variable for printing or not */
   if  (s[i] == occ ) j++;  double fretone; /* Only one call to likelihood */
   }  long ipmx; /* Number of contributions */
   return j;  double sw; /* Sum of weights */
 }  char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
   FILE *ficresilk;
 void cutv(char *u,char *v, char*t, char occ)  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
 {  FILE *ficresprobmorprev;
   int i,lg,j,p=0;  FILE *fichtm; /* Html File */
   i=0;  FILE *ficreseij;
   for(j=0; j<=strlen(t)-1; j++) {  char filerese[FILENAMELENGTH];
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;  FILE  *ficresvij;
   }  char fileresv[FILENAMELENGTH];
   FILE  *ficresvpl;
   lg=strlen(t);  char fileresvpl[FILENAMELENGTH];
   for(j=0; j<p; j++) {  char title[MAXLINE];
     (u[j] = t[j]);  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
   }  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
      u[p]='\0';  char tmpout[FILENAMELENGTH]; 
   char command[FILENAMELENGTH];
    for(j=0; j<= lg; j++) {  int  outcmd=0;
     if (j>=(p+1))(v[j-p-1] = t[j]);  
   }  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
 }  char lfileres[FILENAMELENGTH];
   char filelog[FILENAMELENGTH]; /* Log file */
 /********************** nrerror ********************/  char filerest[FILENAMELENGTH];
   char fileregp[FILENAMELENGTH];
 void nrerror(char error_text[])  char popfile[FILENAMELENGTH];
 {  
   fprintf(stderr,"ERREUR ...\n");  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];
   fprintf(stderr,"%s\n",error_text);  
   exit(1);  #define NR_END 1
 }  #define FREE_ARG char*
 /*********************** vector *******************/  #define FTOL 1.0e-10
 double *vector(int nl, int nh)  
 {  #define NRANSI 
   double *v;  #define ITMAX 200 
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  
   if (!v) nrerror("allocation failure in vector");  #define TOL 2.0e-4 
   return v-nl+NR_END;  
 }  #define CGOLD 0.3819660 
   #define ZEPS 1.0e-10 
 /************************ free vector ******************/  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
 void free_vector(double*v, int nl, int nh)  
 {  #define GOLD 1.618034 
   free((FREE_ARG)(v+nl-NR_END));  #define GLIMIT 100.0 
 }  #define TINY 1.0e-20 
   
 /************************ivector *******************************/  static double maxarg1,maxarg2;
 int *ivector(long nl,long nh)  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
 {  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
   int *v;    
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
   if (!v) nrerror("allocation failure in ivector");  #define rint(a) floor(a+0.5)
   return v-nl+NR_END;  
 }  static double sqrarg;
   #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
 /******************free ivector **************************/  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
 void free_ivector(int *v, long nl, long nh)  
 {  int imx; 
   free((FREE_ARG)(v+nl-NR_END));  int stepm;
 }  /* Stepm, step in month: minimum step interpolation*/
   
 /******************* imatrix *******************************/  int estepm;
 int **imatrix(long nrl, long nrh, long ncl, long nch)  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */  
 {  int m,nb;
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  long *num;
   int **m;  int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
    double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
   /* allocate pointers to rows */  double **pmmij, ***probs;
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  double dateintmean=0;
   if (!m) nrerror("allocation failure 1 in matrix()");  
   m += NR_END;  double *weight;
   m -= nrl;  int **s; /* Status */
    double *agedc, **covar, idx;
    int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
   /* allocate rows and set pointers to them */  
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  double ftolhess; /* Tolerance for computing hessian */
   m[nrl] += NR_END;  
   m[nrl] -= ncl;  /**************** split *************************/
    static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  {
      char  *ss;                            /* pointer */
   /* return pointer to array of pointers to rows */    int   l1, l2;                         /* length counters */
   return m;  
 }    l1 = strlen(path );                   /* length of path */
     if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
 /****************** free_imatrix *************************/    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
 void free_imatrix(m,nrl,nrh,ncl,nch)    if ( ss == NULL ) {                   /* no directory, so use current */
       int **m;      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
       long nch,ncl,nrh,nrl;        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
      /* free an int matrix allocated by imatrix() */      /* get current working directory */
 {      /*    extern  char* getcwd ( char *buf , int len);*/
   free((FREE_ARG) (m[nrl]+ncl-NR_END));      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
   free((FREE_ARG) (m+nrl-NR_END));        return( GLOCK_ERROR_GETCWD );
 }      }
       strcpy( name, path );               /* we've got it */
 /******************* matrix *******************************/    } else {                              /* strip direcotry from path */
 double **matrix(long nrl, long nrh, long ncl, long nch)      ss++;                               /* after this, the filename */
 {      l2 = strlen( ss );                  /* length of filename */
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
   double **m;      strcpy( name, ss );         /* save file name */
       strncpy( dirc, path, l1 - l2 );     /* now the directory */
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));      dirc[l1-l2] = 0;                    /* add zero */
   if (!m) nrerror("allocation failure 1 in matrix()");    }
   m += NR_END;    l1 = strlen( dirc );                  /* length of directory */
   m -= nrl;    /*#ifdef windows
     if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  #else
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
   m[nrl] += NR_END;  #endif
   m[nrl] -= ncl;    */
     ss = strrchr( name, '.' );            /* find last / */
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    ss++;
   return m;    strcpy(ext,ss);                       /* save extension */
 }    l1= strlen( name);
     l2= strlen(ss)+1;
 /*************************free matrix ************************/    strncpy( finame, name, l1-l2);
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)    finame[l1-l2]= 0;
 {    return( 0 );                          /* we're done */
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  }
   free((FREE_ARG)(m+nrl-NR_END));  
 }  
   /******************************************/
 /******************* ma3x *******************************/  
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)  void replace(char *s, char*t)
 {  {
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;    int i;
   double ***m;    int lg=20;
     i=0;
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));    lg=strlen(t);
   if (!m) nrerror("allocation failure 1 in matrix()");    for(i=0; i<= lg; i++) {
   m += NR_END;      (s[i] = t[i]);
   m -= nrl;      if (t[i]== '\\') s[i]='/';
     }
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  }
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  
   m[nrl] += NR_END;  int nbocc(char *s, char occ)
   m[nrl] -= ncl;  {
     int i,j=0;
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    int lg=20;
     i=0;
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));    lg=strlen(s);
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");    for(i=0; i<= lg; i++) {
   m[nrl][ncl] += NR_END;    if  (s[i] == occ ) j++;
   m[nrl][ncl] -= nll;    }
   for (j=ncl+1; j<=nch; j++)    return j;
     m[nrl][j]=m[nrl][j-1]+nlay;  }
    
   for (i=nrl+1; i<=nrh; i++) {  void cutv(char *u,char *v, char*t, char occ)
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;  {
     for (j=ncl+1; j<=nch; j++)    /* cuts string t into u and v where u is ended by char occ excluding it
       m[i][j]=m[i][j-1]+nlay;       and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
   }       gives u="abcedf" and v="ghi2j" */
   return m;    int i,lg,j,p=0;
 }    i=0;
     for(j=0; j<=strlen(t)-1; j++) {
 /*************************free ma3x ************************/      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
 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));    lg=strlen(t);
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    for(j=0; j<p; j++) {
   free((FREE_ARG)(m+nrl-NR_END));      (u[j] = t[j]);
 }    }
        u[p]='\0';
 /***************** f1dim *************************/  
 extern int ncom;     for(j=0; j<= lg; j++) {
 extern double *pcom,*xicom;      if (j>=(p+1))(v[j-p-1] = t[j]);
 extern double (*nrfunc)(double []);    }
    }
 double f1dim(double x)  
 {  /********************** nrerror ********************/
   int j;  
   double f;  void nrerror(char error_text[])
   double *xt;  {
      fprintf(stderr,"ERREUR ...\n");
   xt=vector(1,ncom);    fprintf(stderr,"%s\n",error_text);
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];    exit(EXIT_FAILURE);
   f=(*nrfunc)(xt);  }
   free_vector(xt,1,ncom);  /*********************** vector *******************/
   return f;  double *vector(int nl, int nh)
 }  {
     double *v;
 /*****************brent *************************/    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)    if (!v) nrerror("allocation failure in vector");
 {    return v-nl+NR_END;
   int iter;  }
   double a,b,d,etemp;  
   double fu,fv,fw,fx;  /************************ free vector ******************/
   double ftemp;  void free_vector(double*v, int nl, int nh)
   double p,q,r,tol1,tol2,u,v,w,x,xm;  {
   double e=0.0;    free((FREE_ARG)(v+nl-NR_END));
    }
   a=(ax < cx ? ax : cx);  
   b=(ax > cx ? ax : cx);  /************************ivector *******************************/
   x=w=v=bx;  int *ivector(long nl,long nh)
   fw=fv=fx=(*f)(x);  {
   for (iter=1;iter<=ITMAX;iter++) {    int *v;
     xm=0.5*(a+b);    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);    if (!v) nrerror("allocation failure in ivector");
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/    return v-nl+NR_END;
     printf(".");fflush(stdout);  }
 #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);  /******************free ivector **************************/
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */  void free_ivector(int *v, long nl, long nh)
 #endif  {
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){    free((FREE_ARG)(v+nl-NR_END));
       *xmin=x;  }
       return fx;  
     }  /************************lvector *******************************/
     ftemp=fu;  long *lvector(long nl,long nh)
     if (fabs(e) > tol1) {  {
       r=(x-w)*(fx-fv);    long *v;
       q=(x-v)*(fx-fw);    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
       p=(x-v)*q-(x-w)*r;    if (!v) nrerror("allocation failure in ivector");
       q=2.0*(q-r);    return v-nl+NR_END;
       if (q > 0.0) p = -p;  }
       q=fabs(q);  
       etemp=e;  /******************free lvector **************************/
       e=d;  void free_lvector(long *v, long nl, long nh)
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))  {
         d=CGOLD*(e=(x >= xm ? a-x : b-x));    free((FREE_ARG)(v+nl-NR_END));
       else {  }
         d=p/q;  
         u=x+d;  /******************* imatrix *******************************/
         if (u-a < tol2 || b-u < tol2)  int **imatrix(long nrl, long nrh, long ncl, long nch) 
           d=SIGN(tol1,xm-x);       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
       }  { 
     } else {    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
       d=CGOLD*(e=(x >= xm ? a-x : b-x));    int **m; 
     }    
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));    /* allocate pointers to rows */ 
     fu=(*f)(u);    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
     if (fu <= fx) {    if (!m) nrerror("allocation failure 1 in matrix()"); 
       if (u >= x) a=x; else b=x;    m += NR_END; 
       SHFT(v,w,x,u)    m -= nrl; 
         SHFT(fv,fw,fx,fu)    
         } else {    
           if (u < x) a=u; else b=u;    /* allocate rows and set pointers to them */ 
           if (fu <= fw || w == x) {    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
             v=w;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
             w=u;    m[nrl] += NR_END; 
             fv=fw;    m[nrl] -= ncl; 
             fw=fu;    
           } else if (fu <= fv || v == x || v == w) {    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
             v=u;    
             fv=fu;    /* return pointer to array of pointers to rows */ 
           }    return m; 
         }  } 
   }  
   nrerror("Too many iterations in brent");  /****************** free_imatrix *************************/
   *xmin=x;  void free_imatrix(m,nrl,nrh,ncl,nch)
   return fx;        int **m;
 }        long nch,ncl,nrh,nrl; 
        /* free an int matrix allocated by imatrix() */ 
 /****************** mnbrak ***********************/  { 
     free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,    free((FREE_ARG) (m+nrl-NR_END)); 
             double (*func)(double))  } 
 {  
   double ulim,u,r,q, dum;  /******************* matrix *******************************/
   double fu;  double **matrix(long nrl, long nrh, long ncl, long nch)
    {
   *fa=(*func)(*ax);    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
   *fb=(*func)(*bx);    double **m;
   if (*fb > *fa) {  
     SHFT(dum,*ax,*bx,dum)    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
       SHFT(dum,*fb,*fa,dum)    if (!m) nrerror("allocation failure 1 in matrix()");
       }    m += NR_END;
   *cx=(*bx)+GOLD*(*bx-*ax);    m -= nrl;
   *fc=(*func)(*cx);  
   while (*fb > *fc) {    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
     r=(*bx-*ax)*(*fb-*fc);    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
     q=(*bx-*cx)*(*fb-*fa);    m[nrl] += NR_END;
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/    m[nrl] -= ncl;
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));  
     ulim=(*bx)+GLIMIT*(*cx-*bx);    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
     if ((*bx-u)*(u-*cx) > 0.0) {    return m;
       fu=(*func)(u);    /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
     } else if ((*cx-u)*(u-ulim) > 0.0) {     */
       fu=(*func)(u);  }
       if (fu < *fc) {  
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))  /*************************free matrix ************************/
           SHFT(*fb,*fc,fu,(*func)(u))  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
           }  {
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {    free((FREE_ARG)(m[nrl]+ncl-NR_END));
       u=ulim;    free((FREE_ARG)(m+nrl-NR_END));
       fu=(*func)(u);  }
     } else {  
       u=(*cx)+GOLD*(*cx-*bx);  /******************* ma3x *******************************/
       fu=(*func)(u);  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
     }  {
     SHFT(*ax,*bx,*cx,u)    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
       SHFT(*fa,*fb,*fc,fu)    double ***m;
       }  
 }    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
     if (!m) nrerror("allocation failure 1 in matrix()");
 /*************** linmin ************************/    m += NR_END;
     m -= nrl;
 int ncom;  
 double *pcom,*xicom;    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
 double (*nrfunc)(double []);    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
      m[nrl] += NR_END;
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))    m[nrl] -= ncl;
 {  
   double brent(double ax, double bx, double cx,    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
                double (*f)(double), double tol, double *xmin);  
   double f1dim(double x);    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
               double *fc, double (*func)(double));    m[nrl][ncl] += NR_END;
   int j;    m[nrl][ncl] -= nll;
   double xx,xmin,bx,ax;    for (j=ncl+1; j<=nch; j++) 
   double fx,fb,fa;      m[nrl][j]=m[nrl][j-1]+nlay;
      
   ncom=n;    for (i=nrl+1; i<=nrh; i++) {
   pcom=vector(1,n);      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
   xicom=vector(1,n);      for (j=ncl+1; j<=nch; j++) 
   nrfunc=func;        m[i][j]=m[i][j-1]+nlay;
   for (j=1;j<=n;j++) {    }
     pcom[j]=p[j];    return m; 
     xicom[j]=xi[j];    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
   }             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
   ax=0.0;    */
   xx=1.0;  }
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);  
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);  /*************************free ma3x ************************/
 #ifdef DEBUG  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);  {
 #endif    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
   for (j=1;j<=n;j++) {    free((FREE_ARG)(m[nrl]+ncl-NR_END));
     xi[j] *= xmin;    free((FREE_ARG)(m+nrl-NR_END));
     p[j] += xi[j];  }
   }  
   free_vector(xicom,1,n);  /***************** f1dim *************************/
   free_vector(pcom,1,n);  extern int ncom; 
 }  extern double *pcom,*xicom;
   extern double (*nrfunc)(double []); 
 /*************** powell ************************/   
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,  double f1dim(double x) 
             double (*func)(double []))  { 
 {    int j; 
   void linmin(double p[], double xi[], int n, double *fret,    double f;
               double (*func)(double []));    double *xt; 
   int i,ibig,j;   
   double del,t,*pt,*ptt,*xit;    xt=vector(1,ncom); 
   double fp,fptt;    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
   double *xits;    f=(*nrfunc)(xt); 
   pt=vector(1,n);    free_vector(xt,1,ncom); 
   ptt=vector(1,n);    return f; 
   xit=vector(1,n);  } 
   xits=vector(1,n);  
   *fret=(*func)(p);  /*****************brent *************************/
   for (j=1;j<=n;j++) pt[j]=p[j];  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
   for (*iter=1;;++(*iter)) {  { 
     fp=(*fret);    int iter; 
     ibig=0;    double a,b,d,etemp;
     del=0.0;    double fu,fv,fw,fx;
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);    double ftemp;
     for (i=1;i<=n;i++)    double p,q,r,tol1,tol2,u,v,w,x,xm; 
       printf(" %d %.12f",i, p[i]);    double e=0.0; 
     printf("\n");   
     for (i=1;i<=n;i++) {    a=(ax < cx ? ax : cx); 
       for (j=1;j<=n;j++) xit[j]=xi[j][i];    b=(ax > cx ? ax : cx); 
       fptt=(*fret);    x=w=v=bx; 
 #ifdef DEBUG    fw=fv=fx=(*f)(x); 
       printf("fret=%lf \n",*fret);    for (iter=1;iter<=ITMAX;iter++) { 
 #endif      xm=0.5*(a+b); 
       printf("%d",i);fflush(stdout);      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
       linmin(p,xit,n,fret,func);      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
       if (fabs(fptt-(*fret)) > del) {      printf(".");fflush(stdout);
         del=fabs(fptt-(*fret));      fprintf(ficlog,".");fflush(ficlog);
         ibig=i;  #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);
 #ifdef DEBUG      fprintf(ficlog,"br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
       printf("%d %.12e",i,(*fret));      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
       for (j=1;j<=n;j++) {  #endif
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
         printf(" x(%d)=%.12e",j,xit[j]);        *xmin=x; 
       }        return fx; 
       for(j=1;j<=n;j++)      } 
         printf(" p=%.12e",p[j]);      ftemp=fu;
       printf("\n");      if (fabs(e) > tol1) { 
 #endif        r=(x-w)*(fx-fv); 
     }        q=(x-v)*(fx-fw); 
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {        p=(x-v)*q-(x-w)*r; 
 #ifdef DEBUG        q=2.0*(q-r); 
       int k[2],l;        if (q > 0.0) p = -p; 
       k[0]=1;        q=fabs(q); 
       k[1]=-1;        etemp=e; 
       printf("Max: %.12e",(*func)(p));        e=d; 
       for (j=1;j<=n;j++)        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
         printf(" %.12e",p[j]);          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
       printf("\n");        else { 
       for(l=0;l<=1;l++) {          d=p/q; 
         for (j=1;j<=n;j++) {          u=x+d; 
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];          if (u-a < tol2 || b-u < tol2) 
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);            d=SIGN(tol1,xm-x); 
         }        } 
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));      } else { 
       }        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
 #endif      } 
       u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
       fu=(*f)(u); 
       free_vector(xit,1,n);      if (fu <= fx) { 
       free_vector(xits,1,n);        if (u >= x) a=x; else b=x; 
       free_vector(ptt,1,n);        SHFT(v,w,x,u) 
       free_vector(pt,1,n);          SHFT(fv,fw,fx,fu) 
       return;          } else { 
     }            if (u < x) a=u; else b=u; 
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");            if (fu <= fw || w == x) { 
     for (j=1;j<=n;j++) {              v=w; 
       ptt[j]=2.0*p[j]-pt[j];              w=u; 
       xit[j]=p[j]-pt[j];              fv=fw; 
       pt[j]=p[j];              fw=fu; 
     }            } else if (fu <= fv || v == x || v == w) { 
     fptt=(*func)(ptt);              v=u; 
     if (fptt < fp) {              fv=fu; 
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);            } 
       if (t < 0.0) {          } 
         linmin(p,xit,n,fret,func);    } 
         for (j=1;j<=n;j++) {    nrerror("Too many iterations in brent"); 
           xi[j][ibig]=xi[j][n];    *xmin=x; 
           xi[j][n]=xit[j];    return fx; 
         }  } 
 #ifdef DEBUG  
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);  /****************** mnbrak ***********************/
         for(j=1;j<=n;j++)  
           printf(" %.12e",xit[j]);  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
         printf("\n");              double (*func)(double)) 
 #endif  { 
       }    double ulim,u,r,q, dum;
     }    double fu; 
   }   
 }    *fa=(*func)(*ax); 
     *fb=(*func)(*bx); 
 /**** Prevalence limit ****************/    if (*fb > *fa) { 
       SHFT(dum,*ax,*bx,dum) 
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)        SHFT(dum,*fb,*fa,dum) 
 {        } 
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit    *cx=(*bx)+GOLD*(*bx-*ax); 
      matrix by transitions matrix until convergence is reached */    *fc=(*func)(*cx); 
     while (*fb > *fc) { 
   int i, ii,j,k;      r=(*bx-*ax)*(*fb-*fc); 
   double min, max, maxmin, maxmax,sumnew=0.;      q=(*bx-*cx)*(*fb-*fa); 
   double **matprod2();      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
   double **out, cov[NCOVMAX], **pmij();        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
   double **newm;      ulim=(*bx)+GLIMIT*(*cx-*bx); 
   double agefin, delaymax=50 ; /* Max number of years to converge */      if ((*bx-u)*(u-*cx) > 0.0) { 
         fu=(*func)(u); 
   for (ii=1;ii<=nlstate+ndeath;ii++)      } else if ((*cx-u)*(u-ulim) > 0.0) { 
     for (j=1;j<=nlstate+ndeath;j++){        fu=(*func)(u); 
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);        if (fu < *fc) { 
     }          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
             SHFT(*fb,*fc,fu,(*func)(u)) 
    cov[1]=1.;            } 
        } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */        u=ulim; 
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){        fu=(*func)(u); 
     newm=savm;      } else { 
     /* Covariates have to be included here again */        u=(*cx)+GOLD*(*cx-*bx); 
      cov[2]=agefin;        fu=(*func)(u); 
        } 
       for (k=1; k<=cptcovn;k++) {      SHFT(*ax,*bx,*cx,u) 
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];        SHFT(*fa,*fb,*fc,fu) 
         /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/        } 
       }  } 
       for (k=1; k<=cptcovage;k++)  
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];  /*************** linmin ************************/
       for (k=1; k<=cptcovprod;k++)  
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];  int ncom; 
   double *pcom,*xicom;
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/  double (*nrfunc)(double []); 
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/   
   void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);  { 
     double brent(double ax, double bx, double cx, 
     savm=oldm;                 double (*f)(double), double tol, double *xmin); 
     oldm=newm;    double f1dim(double x); 
     maxmax=0.;    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
     for(j=1;j<=nlstate;j++){                double *fc, double (*func)(double)); 
       min=1.;    int j; 
       max=0.;    double xx,xmin,bx,ax; 
       for(i=1; i<=nlstate; i++) {    double fx,fb,fa;
         sumnew=0;   
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];    ncom=n; 
         prlim[i][j]= newm[i][j]/(1-sumnew);    pcom=vector(1,n); 
         max=FMAX(max,prlim[i][j]);    xicom=vector(1,n); 
         min=FMIN(min,prlim[i][j]);    nrfunc=func; 
       }    for (j=1;j<=n;j++) { 
       maxmin=max-min;      pcom[j]=p[j]; 
       maxmax=FMAX(maxmax,maxmin);      xicom[j]=xi[j]; 
     }    } 
     if(maxmax < ftolpl){    ax=0.0; 
       return prlim;    xx=1.0; 
     }    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
   }    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
 }  #ifdef DEBUG
     printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
 /*************** transition probabilities **********/    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
   #endif
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )    for (j=1;j<=n;j++) { 
 {      xi[j] *= xmin; 
   double s1, s2;      p[j] += xi[j]; 
   /*double t34;*/    } 
   int i,j,j1, nc, ii, jj;    free_vector(xicom,1,n); 
     free_vector(pcom,1,n); 
     for(i=1; i<= nlstate; i++){  } 
     for(j=1; j<i;j++){  
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){  /*************** powell ************************/
         /*s2 += param[i][j][nc]*cov[nc];*/  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];              double (*func)(double [])) 
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/  { 
       }    void linmin(double p[], double xi[], int n, double *fret, 
       ps[i][j]=s2;                double (*func)(double [])); 
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/    int i,ibig,j; 
     }    double del,t,*pt,*ptt,*xit;
     for(j=i+1; j<=nlstate+ndeath;j++){    double fp,fptt;
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){    double *xits;
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    pt=vector(1,n); 
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/    ptt=vector(1,n); 
       }    xit=vector(1,n); 
       ps[i][j]=s2;    xits=vector(1,n); 
     }    *fret=(*func)(p); 
   }    for (j=1;j<=n;j++) pt[j]=p[j]; 
   for(i=1; i<= nlstate; i++){    for (*iter=1;;++(*iter)) { 
      s1=0;      fp=(*fret); 
     for(j=1; j<i; j++)      ibig=0; 
       s1+=exp(ps[i][j]);      del=0.0; 
     for(j=i+1; j<=nlstate+ndeath; j++)      printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
       s1+=exp(ps[i][j]);      fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
     ps[i][i]=1./(s1+1.);      fprintf(ficrespow,"%d %.12f",*iter,*fret);
     for(j=1; j<i; j++)      for (i=1;i<=n;i++) {
       ps[i][j]= exp(ps[i][j])*ps[i][i];        printf(" %d %.12f",i, p[i]);
     for(j=i+1; j<=nlstate+ndeath; j++)        fprintf(ficlog," %d %.12lf",i, p[i]);
       ps[i][j]= exp(ps[i][j])*ps[i][i];        fprintf(ficrespow," %.12lf", p[i]);
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */      }
   } /* end i */      printf("\n");
       fprintf(ficlog,"\n");
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){      fprintf(ficrespow,"\n");
     for(jj=1; jj<= nlstate+ndeath; jj++){      for (i=1;i<=n;i++) { 
       ps[ii][jj]=0;        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
       ps[ii][ii]=1;        fptt=(*fret); 
     }  #ifdef DEBUG
   }        printf("fret=%lf \n",*fret);
         fprintf(ficlog,"fret=%lf \n",*fret);
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){  #endif
     for(jj=1; jj<= nlstate+ndeath; jj++){        printf("%d",i);fflush(stdout);
      printf("%lf ",ps[ii][jj]);        fprintf(ficlog,"%d",i);fflush(ficlog);
    }        linmin(p,xit,n,fret,func); 
     printf("\n ");        if (fabs(fptt-(*fret)) > del) { 
     }          del=fabs(fptt-(*fret)); 
     printf("\n ");printf("%lf ",cov[2]);*/          ibig=i; 
 /*        } 
   for(i=1; i<= npar; i++) printf("%f ",x[i]);  #ifdef DEBUG
   goto end;*/        printf("%d %.12e",i,(*fret));
     return ps;        fprintf(ficlog,"%d %.12e",i,(*fret));
 }        for (j=1;j<=n;j++) {
           xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
 /**************** Product of 2 matrices ******************/          printf(" x(%d)=%.12e",j,xit[j]);
           fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)        }
 {        for(j=1;j<=n;j++) {
   /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times          printf(" p=%.12e",p[j]);
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */          fprintf(ficlog," p=%.12e",p[j]);
   /* in, b, out are matrice of pointers which should have been initialized        }
      before: only the contents of out is modified. The function returns        printf("\n");
      a pointer to pointers identical to out */        fprintf(ficlog,"\n");
   long i, j, k;  #endif
   for(i=nrl; i<= nrh; i++)      } 
     for(k=ncolol; k<=ncoloh; k++)      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
       for(j=ncl,out[i][k]=0.; j<=nch; j++)  #ifdef DEBUG
         out[i][k] +=in[i][j]*b[j][k];        int k[2],l;
         k[0]=1;
   return out;        k[1]=-1;
 }        printf("Max: %.12e",(*func)(p));
         fprintf(ficlog,"Max: %.12e",(*func)(p));
         for (j=1;j<=n;j++) {
 /************* Higher Matrix Product ***************/          printf(" %.12e",p[j]);
           fprintf(ficlog," %.12e",p[j]);
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )        }
 {        printf("\n");
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month        fprintf(ficlog,"\n");
      duration (i.e. until        for(l=0;l<=1;l++) {
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.          for (j=1;j<=n;j++) {
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
      (typically every 2 years instead of every month which is too big).            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
      Model is determined by parameters x and covariates have to be            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
      included manually here.          }
           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)));
         }
   int i, j, d, h, k;  #endif
   double **out, cov[NCOVMAX];  
   double **newm;  
         free_vector(xit,1,n); 
   /* Hstepm could be zero and should return the unit matrix */        free_vector(xits,1,n); 
   for (i=1;i<=nlstate+ndeath;i++)        free_vector(ptt,1,n); 
     for (j=1;j<=nlstate+ndeath;j++){        free_vector(pt,1,n); 
       oldm[i][j]=(i==j ? 1.0 : 0.0);        return; 
       po[i][j][0]=(i==j ? 1.0 : 0.0);      } 
     }      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */      for (j=1;j<=n;j++) { 
   for(h=1; h <=nhstepm; h++){        ptt[j]=2.0*p[j]-pt[j]; 
     for(d=1; d <=hstepm; d++){        xit[j]=p[j]-pt[j]; 
       newm=savm;        pt[j]=p[j]; 
       /* Covariates have to be included here again */      } 
       cov[1]=1.;      fptt=(*func)(ptt); 
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;      if (fptt < fp) { 
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
 for (k=1; k<=cptcovage;k++)        if (t < 0.0) { 
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];          linmin(p,xit,n,fret,func); 
    for (k=1; k<=cptcovprod;k++)          for (j=1;j<=n;j++) { 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];            xi[j][ibig]=xi[j][n]; 
             xi[j][n]=xit[j]; 
           }
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/  #ifdef DEBUG
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
                    pmij(pmmij,cov,ncovmodel,x,nlstate));          for(j=1;j<=n;j++){
       savm=oldm;            printf(" %.12e",xit[j]);
       oldm=newm;            fprintf(ficlog," %.12e",xit[j]);
     }          }
     for(i=1; i<=nlstate+ndeath; i++)          printf("\n");
       for(j=1;j<=nlstate+ndeath;j++) {          fprintf(ficlog,"\n");
         po[i][j][h]=newm[i][j];  #endif
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);        }
          */      } 
       }    } 
   } /* end h */  } 
   return po;  
 }  /**** Prevalence limit (stable prevalence)  ****************/
   
   double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
 /*************** log-likelihood *************/  {
 double func( double *x)    /* 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, ii, j, k, mi, d, kk;  
   double l, ll[NLSTATEMAX], cov[NCOVMAX];    int i, ii,j,k;
   double **out;    double min, max, maxmin, maxmax,sumnew=0.;
   double sw; /* Sum of weights */    double **matprod2();
   double lli; /* Individual log likelihood */    double **out, cov[NCOVMAX], **pmij();
   long ipmx;    double **newm;
   /*extern weight */    double agefin, delaymax=50 ; /* Max number of years to converge */
   /* We are differentiating ll according to initial status */  
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/    for (ii=1;ii<=nlstate+ndeath;ii++)
   /*for(i=1;i<imx;i++)      for (j=1;j<=nlstate+ndeath;j++){
     printf(" %d\n",s[4][i]);        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   */      }
   cov[1]=1.;  
      cov[1]=1.;
   for(k=1; k<=nlstate; k++) ll[k]=0.;   
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
     for(mi=1; mi<= wav[i]-1; mi++){      newm=savm;
       for (ii=1;ii<=nlstate+ndeath;ii++)      /* Covariates have to be included here again */
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);       cov[2]=agefin;
       for(d=0; d<dh[mi][i]; d++){    
         newm=savm;        for (k=1; k<=cptcovn;k++) {
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
         for (kk=1; kk<=cptcovage;kk++) {          /*      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]]);*/
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];        }
         }        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
                for (k=1; k<=cptcovprod;k++)
         out=matprod2(newm,oldm,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]]];
                      1,nlstate+ndeath,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]);*/
              out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
       } /* end mult */  
            savm=oldm;
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);      oldm=newm;
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/      maxmax=0.;
       ipmx +=1;      for(j=1;j<=nlstate;j++){
       sw += weight[i];        min=1.;
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;        max=0.;
     } /* end of wave */        for(i=1; i<=nlstate; i++) {
   } /* end of individual */          sumnew=0;
           for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];          prlim[i][j]= newm[i][j]/(1-sumnew);
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */          max=FMAX(max,prlim[i][j]);
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */          min=FMIN(min,prlim[i][j]);
   return -l;        }
 }        maxmin=max-min;
         maxmax=FMAX(maxmax,maxmin);
       }
 /*********** Maximum Likelihood Estimation ***************/      if(maxmax < ftolpl){
         return prlim;
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))      }
 {    }
   int i,j, iter;  }
   double **xi,*delti;  
   double fret;  /*************** transition probabilities ***************/ 
   xi=matrix(1,npar,1,npar);  
   for (i=1;i<=npar;i++)  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
     for (j=1;j<=npar;j++)  {
       xi[i][j]=(i==j ? 1.0 : 0.0);    double s1, s2;
   printf("Powell\n");    /*double t34;*/
   powell(p,xi,npar,ftol,&iter,&fret,func);    int i,j,j1, nc, ii, jj;
   
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));      for(i=1; i<= nlstate; i++){
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));      for(j=1; j<i;j++){
         for (nc=1, s2=0.;nc <=ncovmodel; nc++){
 }          /*s2 += param[i][j][nc]*cov[nc];*/
           s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
 /**** Computes Hessian and covariance matrix ***/          /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))        }
 {        ps[i][j]=s2;
   double  **a,**y,*x,pd;        /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
   double **hess;      }
   int i, j,jk;      for(j=i+1; j<=nlstate+ndeath;j++){
   int *indx;        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];
   double hessii(double p[], double delta, int theta, double delti[]);          /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
   double hessij(double p[], double delti[], int i, int j);        }
   void lubksb(double **a, int npar, int *indx, double b[]) ;        ps[i][j]=s2;
   void ludcmp(double **a, int npar, int *indx, double *d) ;      }
     }
       /*ps[3][2]=1;*/
   hess=matrix(1,npar,1,npar);  
     for(i=1; i<= nlstate; i++){
   printf("\nCalculation of the hessian matrix. Wait...\n");       s1=0;
   for (i=1;i<=npar;i++){      for(j=1; j<i; j++)
     printf("%d",i);fflush(stdout);        s1+=exp(ps[i][j]);
     hess[i][i]=hessii(p,ftolhess,i,delti);      for(j=i+1; j<=nlstate+ndeath; j++)
     /*printf(" %f ",p[i]);*/        s1+=exp(ps[i][j]);
   }      ps[i][i]=1./(s1+1.);
       for(j=1; j<i; j++)
   for (i=1;i<=npar;i++) {        ps[i][j]= exp(ps[i][j])*ps[i][i];
     for (j=1;j<=npar;j++)  {      for(j=i+1; j<=nlstate+ndeath; j++)
       if (j>i) {        ps[i][j]= exp(ps[i][j])*ps[i][i];
         printf(".%d%d",i,j);fflush(stdout);      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
         hess[i][j]=hessij(p,delti,i,j);    } /* end i */
         hess[j][i]=hess[i][j];  
       }    for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
     }      for(jj=1; jj<= nlstate+ndeath; jj++){
   }        ps[ii][jj]=0;
   printf("\n");        ps[ii][ii]=1;
       }
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");    }
    
   a=matrix(1,npar,1,npar);  
   y=matrix(1,npar,1,npar);    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
   x=vector(1,npar);      for(jj=1; jj<= nlstate+ndeath; jj++){
   indx=ivector(1,npar);       printf("%lf ",ps[ii][jj]);
   for (i=1;i<=npar;i++)     }
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];      printf("\n ");
   ludcmp(a,npar,indx,&pd);      }
       printf("\n ");printf("%lf ",cov[2]);*/
   for (j=1;j<=npar;j++) {  /*
     for (i=1;i<=npar;i++) x[i]=0;    for(i=1; i<= npar; i++) printf("%f ",x[i]);
     x[j]=1;    goto end;*/
     lubksb(a,npar,indx,x);      return ps;
     for (i=1;i<=npar;i++){  }
       matcov[i][j]=x[i];  
     }  /**************** Product of 2 matrices ******************/
   }  
   double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
   printf("\n#Hessian matrix#\n");  {
   for (i=1;i<=npar;i++) {    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
     for (j=1;j<=npar;j++) {       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
       printf("%.3e ",hess[i][j]);    /* in, b, out are matrice of pointers which should have been initialized 
     }       before: only the contents of out is modified. The function returns
     printf("\n");       a pointer to pointers identical to out */
   }    long i, j, k;
     for(i=nrl; i<= nrh; i++)
   /* Recompute Inverse */      for(k=ncolol; k<=ncoloh; k++)
   for (i=1;i<=npar;i++)        for(j=ncl,out[i][k]=0.; j<=nch; j++)
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];          out[i][k] +=in[i][j]*b[j][k];
   ludcmp(a,npar,indx,&pd);  
     return out;
   /*  printf("\n#Hessian matrix recomputed#\n");  }
   
   for (j=1;j<=npar;j++) {  
     for (i=1;i<=npar;i++) x[i]=0;  /************* Higher Matrix Product ***************/
     x[j]=1;  
     lubksb(a,npar,indx,x);  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
     for (i=1;i<=npar;i++){  {
       y[i][j]=x[i];    /* Computes the transition matrix starting at age 'age' over 
       printf("%.3e ",y[i][j]);       'nhstepm*hstepm*stepm' months (i.e. until
     }       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
     printf("\n");       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 
        for the memory).
   free_matrix(a,1,npar,1,npar);       Model is determined by parameters x and covariates have to be 
   free_matrix(y,1,npar,1,npar);       included manually here. 
   free_vector(x,1,npar);  
   free_ivector(indx,1,npar);       */
   free_matrix(hess,1,npar,1,npar);  
     int i, j, d, h, k;
     double **out, cov[NCOVMAX];
 }    double **newm;
   
 /*************** hessian matrix ****************/    /* Hstepm could be zero and should return the unit matrix */
 double hessii( double x[], double delta, int theta, double delti[])    for (i=1;i<=nlstate+ndeath;i++)
 {      for (j=1;j<=nlstate+ndeath;j++){
   int i;        oldm[i][j]=(i==j ? 1.0 : 0.0);
   int l=1, lmax=20;        po[i][j][0]=(i==j ? 1.0 : 0.0);
   double k1,k2;      }
   double p2[NPARMAX+1];    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
   double res;    for(h=1; h <=nhstepm; h++){
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;      for(d=1; d <=hstepm; d++){
   double fx;        newm=savm;
   int k=0,kmax=10;        /* Covariates have to be included here again */
   double l1;        cov[1]=1.;
         cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
   fx=func(x);        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
   for (i=1;i<=npar;i++) p2[i]=x[i];        for (k=1; k<=cptcovage;k++)
   for(l=0 ; l <=lmax; l++){          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
     l1=pow(10,l);        for (k=1; k<=cptcovprod;k++)
     delts=delt;          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
     for(k=1 ; k <kmax; k=k+1){  
       delt = delta*(l1*k);  
       p2[theta]=x[theta] +delt;        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
       k1=func(p2)-fx;        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
       p2[theta]=x[theta]-delt;        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
       k2=func(p2)-fx;                     pmij(pmmij,cov,ncovmodel,x,nlstate));
       /*res= (k1-2.0*fx+k2)/delt/delt; */        savm=oldm;
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */        oldm=newm;
            }
 #ifdef DEBUG      for(i=1; i<=nlstate+ndeath; i++)
       printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);        for(j=1;j<=nlstate+ndeath;j++) {
 #endif          po[i][j][h]=newm[i][j];
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){           */
         k=kmax;        }
       }    } /* end h */
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */    return po;
         k=kmax; l=lmax*10.;  }
       }  
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){  
         delts=delt;  /*************** log-likelihood *************/
       }  double func( double *x)
     }  {
   }    int i, ii, j, k, mi, d, kk;
   delti[theta]=delts;    double l, ll[NLSTATEMAX], cov[NCOVMAX];
   return res;    double **out;
      double sw; /* Sum of weights */
 }    double lli; /* Individual log likelihood */
     int s1, s2;
 double hessij( double x[], double delti[], int thetai,int thetaj)    double bbh, survp;
 {    long ipmx;
   int i;    /*extern weight */
   int l=1, l1, lmax=20;    /* We are differentiating ll according to initial status */
   double k1,k2,k3,k4,res,fx;    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
   double p2[NPARMAX+1];    /*for(i=1;i<imx;i++) 
   int k;      printf(" %d\n",s[4][i]);
     */
   fx=func(x);    cov[1]=1.;
   for (k=1; k<=2; k++) {  
     for (i=1;i<=npar;i++) p2[i]=x[i];    for(k=1; k<=nlstate; k++) ll[k]=0.;
     p2[thetai]=x[thetai]+delti[thetai]/k;  
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;    if(mle==1){
     k1=func(p2)-fx;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
          for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     p2[thetai]=x[thetai]+delti[thetai]/k;        for(mi=1; mi<= wav[i]-1; mi++){
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;          for (ii=1;ii<=nlstate+ndeath;ii++)
     k2=func(p2)-fx;            for (j=1;j<=nlstate+ndeath;j++){
                oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     p2[thetai]=x[thetai]-delti[thetai]/k;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;            }
     k3=func(p2)-fx;          for(d=0; d<dh[mi][i]; d++){
              newm=savm;
     p2[thetai]=x[thetai]-delti[thetai]/k;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;            for (kk=1; kk<=cptcovage;kk++) {
     k4=func(p2)-fx;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */            }
 #ifdef DEBUG            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     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);                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 #endif            savm=oldm;
   }            oldm=newm;
   return res;          } /* end mult */
 }        
           /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
 /************** Inverse of matrix **************/          /* But now since version 0.9 we anticipate for bias and large stepm.
 void ludcmp(double **a, int n, int *indx, double *d)           * 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 
   int i,imax,j,k;           * the nearest (and in case of equal distance, to the lowest) interval but now
   double big,dum,sum,temp;           * we keep into memory the bias bh[mi][i] and also the previous matrix product
   double *vv;           * (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
   vv=vector(1,n);           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
   *d=1.0;           * -stepm/2 to stepm/2 .
   for (i=1;i<=n;i++) {           * For stepm=1 the results are the same as for previous versions of Imach.
     big=0.0;           * For stepm > 1 the results are less biased than in previous versions. 
     for (j=1;j<=n;j++)           */
       if ((temp=fabs(a[i][j])) > big) big=temp;          s1=s[mw[mi][i]][i];
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");          s2=s[mw[mi+1][i]][i];
     vv[i]=1.0/big;          bbh=(double)bh[mi][i]/(double)stepm; 
   }          /* bias is positive if real duration
   for (j=1;j<=n;j++) {           * is higher than the multiple of stepm and negative otherwise.
     for (i=1;i<j;i++) {           */
       sum=a[i][j];          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];          if( s2 > nlstate){ 
       a[i][j]=sum;            /* i.e. if s2 is a death state and if the date of death is known then the contribution
     }               to the likelihood is the probability to die between last step unit time and current 
     big=0.0;               step unit time, which is also the differences between probability to die before dh 
     for (i=j;i<=n;i++) {               and probability to die before dh-stepm . 
       sum=a[i][j];               In version up to 0.92 likelihood was computed
       for (k=1;k<j;k++)          as if date of death was unknown. Death was treated as any other
         sum -= a[i][k]*a[k][j];          health state: the date of the interview describes the actual state
       a[i][j]=sum;          and not the date of a change in health state. The former idea was
       if ( (dum=vv[i]*fabs(sum)) >= big) {          to consider that at each interview the state was recorded
         big=dum;          (healthy, disable or death) and IMaCh was corrected; but when we
         imax=i;          introduced the exact date of death then we should have modified
       }          the contribution of an exact death to the likelihood. This new
     }          contribution is smaller and very dependent of the step unit
     if (j != imax) {          stepm. It is no more the probability to die between last interview
       for (k=1;k<=n;k++) {          and month of death but the probability to survive from last
         dum=a[imax][k];          interview up to one month before death multiplied by the
         a[imax][k]=a[j][k];          probability to die within a month. Thanks to Chris
         a[j][k]=dum;          Jackson for correcting this bug.  Former versions increased
       }          mortality artificially. The bad side is that we add another loop
       *d = -(*d);          which slows down the processing. The difference can be up to 10%
       vv[imax]=vv[j];          lower mortality.
     }            */
     indx[j]=imax;            lli=log(out[s1][s2] - savm[s1][s2]);
     if (a[j][j] == 0.0) a[j][j]=TINY;          }else{
     if (j != n) {            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
       dum=1.0/(a[j][j]);            /*  lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2]));*/ /* linear interpolation */
       for (i=j+1;i<=n;i++) a[i][j] *= dum;          } 
     }          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
   }          /*if(lli ==000.0)*/
   free_vector(vv,1,n);  /* Doesn't work */          /*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;
 }          sw += weight[i];
           ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 void lubksb(double **a, int n, int *indx, double b[])        } /* end of wave */
 {      } /* end of individual */
   int i,ii=0,ip,j;    }  else if(mle==2){
   double sum;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
          for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   for (i=1;i<=n;i++) {        for(mi=1; mi<= wav[i]-1; mi++){
     ip=indx[i];          for (ii=1;ii<=nlstate+ndeath;ii++)
     sum=b[ip];            for (j=1;j<=nlstate+ndeath;j++){
     b[ip]=b[i];              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     if (ii)              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];            }
     else if (sum) ii=i;          for(d=0; d<=dh[mi][i]; d++){
     b[i]=sum;            newm=savm;
   }            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   for (i=n;i>=1;i--) {            for (kk=1; kk<=cptcovage;kk++) {
     sum=b[i];              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];            }
     b[i]=sum/a[i][i];            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   }                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 }            savm=oldm;
             oldm=newm;
 /************ Frequencies ********************/          } /* end mult */
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)        
 {  /* Some frequencies */          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
            /* But now since version 0.9 we anticipate for bias and large stepm.
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;           * If stepm is larger than one month (smallest stepm) and if the exact delay 
   double ***freq; /* Frequencies */           * (in months) between two waves is not a multiple of stepm, we rounded to 
   double *pp;           * the nearest (and in case of equal distance, to the lowest) interval but now
   double pos;           * we keep into memory the bias bh[mi][i] and also the previous matrix product
   FILE *ficresp;           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
   char fileresp[FILENAMELENGTH];           * 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
   pp=vector(1,nlstate);           * -stepm/2 to stepm/2 .
            * For stepm=1 the results are the same as for previous versions of Imach.
   strcpy(fileresp,"p");           * For stepm > 1 the results are less biased than in previous versions. 
   strcat(fileresp,fileres);           */
   if((ficresp=fopen(fileresp,"w"))==NULL) {          s1=s[mw[mi][i]][i];
     printf("Problem with prevalence resultfile: %s\n", fileresp);          s2=s[mw[mi+1][i]][i];
     exit(0);          bbh=(double)bh[mi][i]/(double)stepm; 
   }          /* bias is positive if real duration
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);           * is higher than the multiple of stepm and negative otherwise.
   j1=0;           */
           lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
   j=cptcoveff;          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
   if (cptcovn<1) {j=1;ncodemax[1]=1;}          /*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]);*/
   for(k1=1; k1<=j;k1++){          /*if(lli ==000.0)*/
    for(i1=1; i1<=ncodemax[k1];i1++){          /*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); */
        j1++;          ipmx +=1;
        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);          sw += weight[i];
          scanf("%d", i);*/          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         for (i=-1; i<=nlstate+ndeath; i++)          } /* end of wave */
          for (jk=-1; jk<=nlstate+ndeath; jk++)        } /* end of individual */
            for(m=agemin; m <= agemax+3; m++)    }  else if(mle==3){  /* exponential inter-extrapolation */
              freq[i][jk][m]=0;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
                for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
        for (i=1; i<=imx; i++) {        for(mi=1; mi<= wav[i]-1; mi++){
          bool=1;          for (ii=1;ii<=nlstate+ndeath;ii++)
          if  (cptcovn>0) {            for (j=1;j<=nlstate+ndeath;j++){
            for (z1=1; z1<=cptcoveff; z1++)              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])              savm[ii][j]=(ii==j ? 1.0 : 0.0);
                bool=0;            }
          }          for(d=0; d<dh[mi][i]; d++){
           if (bool==1) {            newm=savm;
            for(m=firstpass; m<=lastpass-1; m++){            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
              if(agev[m][i]==0) agev[m][i]=agemax+1;            for (kk=1; kk<=cptcovage;kk++) {
              if(agev[m][i]==1) agev[m][i]=agemax+2;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[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,
            }                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
          }            savm=oldm;
        }            oldm=newm;
         if  (cptcovn>0) {          } /* end mult */
          fprintf(ficresp, "\n#********** Variable ");        
          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
        fprintf(ficresp, "**********\n#");          /* But now since version 0.9 we anticipate for bias and large stepm.
         }           * If stepm is larger than one month (smallest stepm) and if the exact delay 
        for(i=1; i<=nlstate;i++)           * (in months) between two waves is not a multiple of stepm, we rounded to 
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);           * the nearest (and in case of equal distance, to the lowest) interval but now
        fprintf(ficresp, "\n");           * 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
   for(i=(int)agemin; i <= (int)agemax+3; i++){           * probability in order to take into account the bias as a fraction of the way
     if(i==(int)agemax+3)           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
       printf("Total");           * -stepm/2 to stepm/2 .
     else           * For stepm=1 the results are the same as for previous versions of Imach.
       printf("Age %d", i);           * For stepm > 1 the results are less biased than in previous versions. 
     for(jk=1; jk <=nlstate ; jk++){           */
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)          s1=s[mw[mi][i]][i];
         pp[jk] += freq[jk][m][i];          s2=s[mw[mi+1][i]][i];
     }          bbh=(double)bh[mi][i]/(double)stepm; 
     for(jk=1; jk <=nlstate ; jk++){          /* bias is positive if real duration
       for(m=-1, pos=0; m <=0 ; m++)           * is higher than the multiple of stepm and negative otherwise.
         pos += freq[jk][m][i];           */
       if(pp[jk]>=1.e-10)          /* 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 */
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);          lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
       else          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);          /*if(lli ==000.0)*/
     }          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
     for(jk=1; jk <=nlstate ; jk++){          ipmx +=1;
       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)          sw += weight[i];
         pp[jk] += freq[jk][m][i];          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     }        } /* end of wave */
     for(jk=1,pos=0; jk <=nlstate ; jk++)      } /* end of individual */
       pos += pp[jk];    }else if (mle==4){  /* ml=4 no inter-extrapolation */
     for(jk=1; jk <=nlstate ; jk++){      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
       if(pos>=1.e-5)        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);        for(mi=1; mi<= wav[i]-1; mi++){
       else          for (ii=1;ii<=nlstate+ndeath;ii++)
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);            for (j=1;j<=nlstate+ndeath;j++){
       if( i <= (int) agemax){              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
         if(pos>=1.e-5)              savm[ii][j]=(ii==j ? 1.0 : 0.0);
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);            }
       else          for(d=0; d<dh[mi][i]; d++){
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);            newm=savm;
       }            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     }            for (kk=1; kk<=cptcovage;kk++) {
     for(jk=-1; jk <=nlstate+ndeath; jk++)              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       for(m=-1; m <=nlstate+ndeath; m++)            }
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);          
     if(i <= (int) agemax)            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       fprintf(ficresp,"\n");                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     printf("\n");            savm=oldm;
     }            oldm=newm;
     }          } /* end mult */
  }        
            s1=s[mw[mi][i]][i];
   fclose(ficresp);          s2=s[mw[mi+1][i]][i];
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);          if( s2 > nlstate){ 
   free_vector(pp,1,nlstate);            lli=log(out[s1][s2] - savm[s1][s2]);
           }else{
 }  /* End of Freq */            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
           }
 /************* Waves Concatenation ***************/          ipmx +=1;
           sw += weight[i];
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 {  /*      printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.        } /* end of wave */
      Death is a valid wave (if date is known).      } /* end of individual */
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
      and mw[mi+1][i]. dh depends on stepm.        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
      */        for(mi=1; mi<= wav[i]-1; mi++){
           for (ii=1;ii<=nlstate+ndeath;ii++)
   int i, mi, m;            for (j=1;j<=nlstate+ndeath;j++){
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
      double sum=0., jmean=0.;*/              savm[ii][j]=(ii==j ? 1.0 : 0.0);
             }
 int j, k=0,jk, ju, jl;          for(d=0; d<dh[mi][i]; d++){
      double sum=0.;            newm=savm;
 jmin=1e+5;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
  jmax=-1;            for (kk=1; kk<=cptcovage;kk++) {
 jmean=0.;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   for(i=1; i<=imx; i++){            }
     mi=0;          
     m=firstpass;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     while(s[m][i] <= nlstate){                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       if(s[m][i]>=1)            savm=oldm;
         mw[++mi][i]=m;            oldm=newm;
       if(m >=lastpass)          } /* end mult */
         break;        
       else          s1=s[mw[mi][i]][i];
         m++;          s2=s[mw[mi+1][i]][i];
     }/* end while */          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
     if (s[m][i] > nlstate){          ipmx +=1;
       mi++;     /* Death is another wave */          sw += weight[i];
       /* if(mi==0)  never been interviewed correctly before death */          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
          /* Only death is a correct wave */          /*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]);*/
       mw[mi][i]=m;        } /* end of wave */
     }      } /* end of individual */
     } /* End of if */
     wav[i]=mi;    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
     if(mi==0)    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
   }    return -l;
   }
   for(i=1; i<=imx; i++){  
     for(mi=1; mi<wav[i];mi++){  /*************** log-likelihood *************/
       if (stepm <=0)  double funcone( double *x)
         dh[mi][i]=1;  {
       else{    /* Same as likeli but slower because of a lot of printf and if */
         if (s[mw[mi+1][i]][i] > nlstate) {    int i, ii, j, k, mi, d, kk;
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);    double l, ll[NLSTATEMAX], cov[NCOVMAX];
           /*if ((j<0) || (j>28)) printf("j=%d num=%d ",j,i);*/    double **out;
           if(j==0) j=1;  /* Survives at least one month after exam */    double lli; /* Individual log likelihood */
           k=k+1;    double llt;
           if (j >= jmax) jmax=j;    int s1, s2;
           else if (j <= jmin)jmin=j;    double bbh, survp;
           sum=sum+j;    /*extern weight */
         }    /* We are differentiating ll according to initial status */
         else{    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));    /*for(i=1;i<imx;i++) 
           /*if ((j<0) || (j>28)) printf("j=%d num=%d ",j,i);*/      printf(" %d\n",s[4][i]);
           k=k+1;    */
           if (j >= jmax) jmax=j;    cov[1]=1.;
           else if (j <= jmin)jmin=j;  
           sum=sum+j;    for(k=1; k<=nlstate; k++) ll[k]=0.;
         }  
         jk= j/stepm;    for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         jl= j -jk*stepm;      for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         ju= j -(jk+1)*stepm;      for(mi=1; mi<= wav[i]-1; mi++){
         if(jl <= -ju)        for (ii=1;ii<=nlstate+ndeath;ii++)
           dh[mi][i]=jk;          for (j=1;j<=nlstate+ndeath;j++){
         else            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
           dh[mi][i]=jk+1;            savm[ii][j]=(ii==j ? 1.0 : 0.0);
         if(dh[mi][i]==0)          }
           dh[mi][i]=1; /* At least one step */        for(d=0; d<dh[mi][i]; d++){
       }          newm=savm;
     }          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   }          for (kk=1; kk<=cptcovage;kk++) {
   jmean=sum/k;            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);          }
 }          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 /*********** Tricode ****************************/                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 void tricode(int *Tvar, int **nbcode, int imx)          savm=oldm;
 {          oldm=newm;
   int Ndum[20],ij=1, k, j, i;        } /* end mult */
   int cptcode=0;        
   cptcoveff=0;        s1=s[mw[mi][i]][i];
          s2=s[mw[mi+1][i]][i];
   for (k=0; k<19; k++) Ndum[k]=0;        bbh=(double)bh[mi][i]/(double)stepm; 
   for (k=1; k<=7; k++) ncodemax[k]=0;        /* bias is positive if real duration
          * is higher than the multiple of stepm and negative otherwise.
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {         */
     for (i=1; i<=imx; i++) {        if( s2 > nlstate && (mle <5) ){  /* Jackson */
       ij=(int)(covar[Tvar[j]][i]);          lli=log(out[s1][s2] - savm[s1][s2]);
       Ndum[ij]++;        } else if (mle==1){
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
       if (ij > cptcode) cptcode=ij;        } else if(mle==2){
     }          lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
         } else if(mle==3){  /* exponential inter-extrapolation */
     for (i=0; i<=cptcode; i++) {          lli= (savm[s1][s2]>(double)1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
       if(Ndum[i]!=0) ncodemax[j]++;        } else if (mle==4){  /* mle=4 no inter-extrapolation */
     }          lli=log(out[s1][s2]); /* Original formula */
     ij=1;        } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
           lli=log(out[s1][s2]); /* Original formula */
         } /* End of if */
     for (i=1; i<=ncodemax[j]; i++) {        ipmx +=1;
       for (k=0; k<=19; k++) {        sw += weight[i];
         if (Ndum[k] != 0) {        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
           nbcode[Tvar[j]][ij]=k;  /*       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]); */
           ij++;        if(globpr){
         }          fprintf(ficresilk,"%9d %6d %1d %1d %1d %1d %3d %10.6f %6.4f\
         if (ij > ncodemax[j]) break;   %10.6f %10.6f %10.6f ", \
       }                    num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
     }                  2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
   }            for(k=1,llt=0.,l=0.; k<=nlstate; k++){
             llt +=ll[k]*gipmx/gsw;
  for (k=0; k<19; k++) Ndum[k]=0;            fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
           }
  for (i=1; i<=ncovmodel; i++) {          fprintf(ficresilk," %10.6f\n", -llt);
       ij=Tvar[i];        }
       Ndum[ij]++;      } /* end of wave */
     }    } /* end of individual */
     for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
  ij=1;    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
  for (i=1; i<=10; i++) {    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
    if((Ndum[i]!=0) && (i<=ncov)){    if(globpr==0){ /* First time we count the contributions and weights */
      Tvaraff[ij]=i;      gipmx=ipmx;
      ij++;      gsw=sw;
    }    }
  }    return -l;
    }
     cptcoveff=ij-1;  
 }  char *subdirf(char fileres[])
   {
 /*********** Health Expectancies ****************/    
     strcpy(tmpout,optionfilefiname);
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)    strcat(tmpout,"/"); /* Add to the right */
 {    strcat(tmpout,fileres);
   /* Health expectancies */    return tmpout;
   int i, j, nhstepm, hstepm, h;  }
   double age, agelim,hf;  
   double ***p3mat;  char *subdirf2(char fileres[], char *preop)
    {
   fprintf(ficreseij,"# Health expectancies\n");    
   fprintf(ficreseij,"# Age");    strcpy(tmpout,optionfilefiname);
   for(i=1; i<=nlstate;i++)    strcat(tmpout,"/");
     for(j=1; j<=nlstate;j++)    strcat(tmpout,preop);
       fprintf(ficreseij," %1d-%1d",i,j);    strcat(tmpout,fileres);
   fprintf(ficreseij,"\n");    return tmpout;
   }
   hstepm=1*YEARM; /*  Every j years of age (in month) */  char *subdirf3(char fileres[], char *preop, char *preop2)
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */  {
     
   agelim=AGESUP;    strcpy(tmpout,optionfilefiname);
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    strcat(tmpout,"/");
     /* nhstepm age range expressed in number of stepm */    strcat(tmpout,preop);
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);    strcat(tmpout,preop2);
     /* Typically if 20 years = 20*12/6=40 stepm */    strcat(tmpout,fileres);
     if (stepm >= YEARM) hstepm=1;    return tmpout;
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */  }
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  
     /* Computed by stepm unit matrices, product of hstepm matrices, stored  void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */  {
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);      /* This routine should help understanding what is done with 
        the selection of individuals/waves and
        to check the exact contribution to the likelihood.
     for(i=1; i<=nlstate;i++)       Plotting could be done.
       for(j=1; j<=nlstate;j++)     */
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){    int k;
           eij[i][j][(int)age] +=p3mat[i][j][h];  
         }    if(*globpri !=0){ /* Just counts and sums, no printings */
          strcpy(fileresilk,"ilk"); 
     hf=1;      strcat(fileresilk,fileres);
     if (stepm >= YEARM) hf=stepm/YEARM;      if((ficresilk=fopen(fileresilk,"w"))==NULL) {
     fprintf(ficreseij,"%.0f",age );        printf("Problem with resultfile: %s\n", fileresilk);
     for(i=1; i<=nlstate;i++)        fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
       for(j=1; j<=nlstate;j++){      }
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);      fprintf(ficresilk, "#individual(line's_record) s1 s2 wave# effective_wave# number_of_matrices_product pij weight -2ln(pij)*weight 0pij_x 0pij_(x-stepm) cumulating_loglikeli_by_health_state(reweighted=-2ll*weightXnumber_of_contribs/sum_of_weights) and_total\n");
       }      fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
     fprintf(ficreseij,"\n");      /*  i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      for(k=1; k<=nlstate; k++) 
   }        fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
 }      fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
     }
 /************ Variance ******************/  
 void varevsij(char fileres[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)    *fretone=(*funcone)(p);
 {    if(*globpri !=0){
   /* Variance of health expectancies */      fclose(ficresilk);
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/      fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
   double **newm;      fflush(fichtm); 
   double **dnewm,**doldm;    } 
   int i, j, nhstepm, hstepm, h;    return;
   int k, cptcode;  }
    double *xp;  
   double **gp, **gm;  
   double ***gradg, ***trgradg;  /*********** Maximum Likelihood Estimation ***************/
   double ***p3mat;  
   double age,agelim;  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
   int theta;  {
     int i,j, iter;
    fprintf(ficresvij,"# Covariances of life expectancies\n");    double **xi;
   fprintf(ficresvij,"# Age");    double fret;
   for(i=1; i<=nlstate;i++)    double fretone; /* Only one call to likelihood */
     for(j=1; j<=nlstate;j++)    char filerespow[FILENAMELENGTH];
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);    xi=matrix(1,npar,1,npar);
   fprintf(ficresvij,"\n");    for (i=1;i<=npar;i++)
       for (j=1;j<=npar;j++)
   xp=vector(1,npar);        xi[i][j]=(i==j ? 1.0 : 0.0);
   dnewm=matrix(1,nlstate,1,npar);    printf("Powell\n");  fprintf(ficlog,"Powell\n");
   doldm=matrix(1,nlstate,1,nlstate);    strcpy(filerespow,"pow"); 
      strcat(filerespow,fileres);
   hstepm=1*YEARM; /* Every year of age */    if((ficrespow=fopen(filerespow,"w"))==NULL) {
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */      printf("Problem with resultfile: %s\n", filerespow);
   agelim = AGESUP;      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    }
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    fprintf(ficrespow,"# Powell\n# iter -2*LL");
     if (stepm >= YEARM) hstepm=1;    for (i=1;i<=nlstate;i++)
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */      for(j=1;j<=nlstate+ndeath;j++)
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);    fprintf(ficrespow,"\n");
     gp=matrix(0,nhstepm,1,nlstate);  
     gm=matrix(0,nhstepm,1,nlstate);    powell(p,xi,npar,ftol,&iter,&fret,func);
   
     for(theta=1; theta <=npar; theta++){    fclose(ficrespow);
       for(i=1; i<=npar; i++){ /* Computes gradient */    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    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));
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);    
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);  }
       for(j=1; j<= nlstate; j++){  
         for(h=0; h<=nhstepm; h++){  /**** Computes Hessian and covariance matrix ***/
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];  {
         }    double  **a,**y,*x,pd;
       }    double **hess;
        int i, j,jk;
       for(i=1; i<=npar; i++) /* Computes gradient */    int *indx;
         xp[i] = x[i] - (i==theta ?delti[theta]:0);  
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);      double hessii(double p[], double delta, int theta, double delti[]);
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    double hessij(double p[], double delti[], int i, int j);
       for(j=1; j<= nlstate; j++){    void lubksb(double **a, int npar, int *indx, double b[]) ;
         for(h=0; h<=nhstepm; h++){    void ludcmp(double **a, int npar, int *indx, double *d) ;
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)  
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];    hess=matrix(1,npar,1,npar);
         }  
       }    printf("\nCalculation of the hessian matrix. Wait...\n");
       for(j=1; j<= nlstate; j++)    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
         for(h=0; h<=nhstepm; h++){    for (i=1;i<=npar;i++){
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];      printf("%d",i);fflush(stdout);
         }      fprintf(ficlog,"%d",i);fflush(ficlog);
     } /* End theta */      hess[i][i]=hessii(p,ftolhess,i,delti);
       /*printf(" %f ",p[i]);*/
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);      /*printf(" %lf ",hess[i][i]);*/
     }
     for(h=0; h<=nhstepm; h++)    
       for(j=1; j<=nlstate;j++)    for (i=1;i<=npar;i++) {
         for(theta=1; theta <=npar; theta++)      for (j=1;j<=npar;j++)  {
           trgradg[h][j][theta]=gradg[h][theta][j];        if (j>i) { 
           printf(".%d%d",i,j);fflush(stdout);
     for(i=1;i<=nlstate;i++)          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
       for(j=1;j<=nlstate;j++)          hess[i][j]=hessij(p,delti,i,j);
         vareij[i][j][(int)age] =0.;          hess[j][i]=hess[i][j];    
     for(h=0;h<=nhstepm;h++){          /*printf(" %lf ",hess[i][j]);*/
       for(k=0;k<=nhstepm;k++){        }
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);      }
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);    }
         for(i=1;i<=nlstate;i++)    printf("\n");
           for(j=1;j<=nlstate;j++)    fprintf(ficlog,"\n");
             vareij[i][j][(int)age] += doldm[i][j];  
       }    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
     }    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
     h=1;    
     if (stepm >= YEARM) h=stepm/YEARM;    a=matrix(1,npar,1,npar);
     fprintf(ficresvij,"%.0f ",age );    y=matrix(1,npar,1,npar);
     for(i=1; i<=nlstate;i++)    x=vector(1,npar);
       for(j=1; j<=nlstate;j++){    indx=ivector(1,npar);
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);    for (i=1;i<=npar;i++)
       }      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
     fprintf(ficresvij,"\n");    ludcmp(a,npar,indx,&pd);
     free_matrix(gp,0,nhstepm,1,nlstate);  
     free_matrix(gm,0,nhstepm,1,nlstate);    for (j=1;j<=npar;j++) {
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);      for (i=1;i<=npar;i++) x[i]=0;
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);      x[j]=1;
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      lubksb(a,npar,indx,x);
   } /* End age */      for (i=1;i<=npar;i++){ 
          matcov[i][j]=x[i];
   free_vector(xp,1,npar);      }
   free_matrix(doldm,1,nlstate,1,npar);    }
   free_matrix(dnewm,1,nlstate,1,nlstate);  
     printf("\n#Hessian matrix#\n");
 }    fprintf(ficlog,"\n#Hessian matrix#\n");
     for (i=1;i<=npar;i++) { 
 /************ Variance of prevlim ******************/      for (j=1;j<=npar;j++) { 
 void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)        printf("%.3e ",hess[i][j]);
 {        fprintf(ficlog,"%.3e ",hess[i][j]);
   /* Variance of prevalence limit */      }
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/      printf("\n");
   double **newm;      fprintf(ficlog,"\n");
   double **dnewm,**doldm;    }
   int i, j, nhstepm, hstepm;  
   int k, cptcode;    /* Recompute Inverse */
   double *xp;    for (i=1;i<=npar;i++)
   double *gp, *gm;      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
   double **gradg, **trgradg;    ludcmp(a,npar,indx,&pd);
   double age,agelim;  
   int theta;    /*  printf("\n#Hessian matrix recomputed#\n");
      
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");    for (j=1;j<=npar;j++) {
   fprintf(ficresvpl,"# Age");      for (i=1;i<=npar;i++) x[i]=0;
   for(i=1; i<=nlstate;i++)      x[j]=1;
       fprintf(ficresvpl," %1d-%1d",i,i);      lubksb(a,npar,indx,x);
   fprintf(ficresvpl,"\n");      for (i=1;i<=npar;i++){ 
         y[i][j]=x[i];
   xp=vector(1,npar);        printf("%.3e ",y[i][j]);
   dnewm=matrix(1,nlstate,1,npar);        fprintf(ficlog,"%.3e ",y[i][j]);
   doldm=matrix(1,nlstate,1,nlstate);      }
        printf("\n");
   hstepm=1*YEARM; /* Every year of age */      fprintf(ficlog,"\n");
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    }
   agelim = AGESUP;    */
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */  
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    free_matrix(a,1,npar,1,npar);
     if (stepm >= YEARM) hstepm=1;    free_matrix(y,1,npar,1,npar);
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    free_vector(x,1,npar);
     gradg=matrix(1,npar,1,nlstate);    free_ivector(indx,1,npar);
     gp=vector(1,nlstate);    free_matrix(hess,1,npar,1,npar);
     gm=vector(1,nlstate);  
   
     for(theta=1; theta <=npar; theta++){  }
       for(i=1; i<=npar; i++){ /* Computes gradient */  
         xp[i] = x[i] + (i==theta ?delti[theta]:0);  /*************** hessian matrix ****************/
       }  double hessii( double x[], double delta, int theta, double delti[])
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);  {
       for(i=1;i<=nlstate;i++)    int i;
         gp[i] = prlim[i][i];    int l=1, lmax=20;
        double k1,k2;
       for(i=1; i<=npar; i++) /* Computes gradient */    double p2[NPARMAX+1];
         xp[i] = x[i] - (i==theta ?delti[theta]:0);    double res;
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
       for(i=1;i<=nlstate;i++)    double fx;
         gm[i] = prlim[i][i];    int k=0,kmax=10;
     double l1;
       for(i=1;i<=nlstate;i++)  
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];    fx=func(x);
     } /* End theta */    for (i=1;i<=npar;i++) p2[i]=x[i];
     for(l=0 ; l <=lmax; l++){
     trgradg =matrix(1,nlstate,1,npar);      l1=pow(10,l);
       delts=delt;
     for(j=1; j<=nlstate;j++)      for(k=1 ; k <kmax; k=k+1){
       for(theta=1; theta <=npar; theta++)        delt = delta*(l1*k);
         trgradg[j][theta]=gradg[theta][j];        p2[theta]=x[theta] +delt;
         k1=func(p2)-fx;
     for(i=1;i<=nlstate;i++)        p2[theta]=x[theta]-delt;
       varpl[i][(int)age] =0.;        k2=func(p2)-fx;
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);        /*res= (k1-2.0*fx+k2)/delt/delt; */
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
     for(i=1;i<=nlstate;i++)        
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */  #ifdef DEBUG
         printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
     fprintf(ficresvpl,"%.0f ",age );        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);
     for(i=1; i<=nlstate;i++)  #endif
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
     fprintf(ficresvpl,"\n");        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
     free_vector(gp,1,nlstate);          k=kmax;
     free_vector(gm,1,nlstate);        }
     free_matrix(gradg,1,npar,1,nlstate);        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
     free_matrix(trgradg,1,nlstate,1,npar);          k=kmax; l=lmax*10.;
   } /* End age */        }
         else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
   free_vector(xp,1,npar);          delts=delt;
   free_matrix(doldm,1,nlstate,1,npar);        }
   free_matrix(dnewm,1,nlstate,1,nlstate);      }
     }
 }    delti[theta]=delts;
     return res; 
     
   }
 /***********************************************/  
 /**************** Main Program *****************/  double hessij( double x[], double delti[], int thetai,int thetaj)
 /***********************************************/  {
     int i;
 /*int main(int argc, char *argv[])*/    int l=1, l1, lmax=20;
 int main()    double k1,k2,k3,k4,res,fx;
 {    double p2[NPARMAX+1];
     int k;
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;  
   double agedeb, agefin,hf;    fx=func(x);
   double agemin=1.e20, agemax=-1.e20;    for (k=1; k<=2; k++) {
       for (i=1;i<=npar;i++) p2[i]=x[i];
   double fret;      p2[thetai]=x[thetai]+delti[thetai]/k;
   double **xi,tmp,delta;      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
       k1=func(p2)-fx;
   double dum; /* Dummy variable */    
   double ***p3mat;      p2[thetai]=x[thetai]+delti[thetai]/k;
   int *indx;      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
   char line[MAXLINE], linepar[MAXLINE];      k2=func(p2)-fx;
   char title[MAXLINE];    
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];      p2[thetai]=x[thetai]-delti[thetai]/k;
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
   char filerest[FILENAMELENGTH];      k3=func(p2)-fx;
   char fileregp[FILENAMELENGTH];    
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];      p2[thetai]=x[thetai]-delti[thetai]/k;
   int firstobs=1, lastobs=10;      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
   int sdeb, sfin; /* Status at beginning and end */      k4=func(p2)-fx;
   int c,  h , cpt,l;      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
   int ju,jl, mi;  #ifdef DEBUG
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;      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);
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;      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
   int hstepm, nhstepm;    }
   double bage, fage, age, agelim, agebase;    return res;
   double ftolpl=FTOL;  }
   double **prlim;  
   double *severity;  /************** Inverse of matrix **************/
   double ***param; /* Matrix of parameters */  void ludcmp(double **a, int n, int *indx, double *d) 
   double  *p;  { 
   double **matcov; /* Matrix of covariance */    int i,imax,j,k; 
   double ***delti3; /* Scale */    double big,dum,sum,temp; 
   double *delti; /* Scale */    double *vv; 
   double ***eij, ***vareij;   
   double **varpl; /* Variances of prevalence limits by age */    vv=vector(1,n); 
   double *epj, vepp;    *d=1.0; 
   char version[80]="Imach version 62c, May 1999, INED-EUROREVES ";    for (i=1;i<=n;i++) { 
   char *alph[]={"a","a","b","c","d","e"}, str[4];      big=0.0; 
       for (j=1;j<=n;j++) 
   char z[1]="c", occ;        if ((temp=fabs(a[i][j])) > big) big=temp; 
 #include <sys/time.h>      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
 #include <time.h>      vv[i]=1.0/big; 
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];    } 
   /* long total_usecs;    for (j=1;j<=n;j++) { 
   struct timeval start_time, end_time;      for (i=1;i<j;i++) { 
          sum=a[i][j]; 
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
         a[i][j]=sum; 
       } 
   printf("\nIMACH, Version 0.64a");      big=0.0; 
   printf("\nEnter the parameter file name: ");      for (i=j;i<=n;i++) { 
         sum=a[i][j]; 
 #ifdef windows        for (k=1;k<j;k++) 
   scanf("%s",pathtot);          sum -= a[i][k]*a[k][j]; 
   getcwd(pathcd, size);        a[i][j]=sum; 
   /*cygwin_split_path(pathtot,path,optionfile);        if ( (dum=vv[i]*fabs(sum)) >= big) { 
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/          big=dum; 
   /* cutv(path,optionfile,pathtot,'\\');*/          imax=i; 
         } 
 split(pathtot, path,optionfile);      } 
   chdir(path);      if (j != imax) { 
   replace(pathc,path);        for (k=1;k<=n;k++) { 
 #endif          dum=a[imax][k]; 
 #ifdef unix          a[imax][k]=a[j][k]; 
   scanf("%s",optionfile);          a[j][k]=dum; 
 #endif        } 
         *d = -(*d); 
 /*-------- arguments in the command line --------*/        vv[imax]=vv[j]; 
       } 
   strcpy(fileres,"r");      indx[j]=imax; 
   strcat(fileres, optionfile);      if (a[j][j] == 0.0) a[j][j]=TINY; 
       if (j != n) { 
   /*---------arguments file --------*/        dum=1.0/(a[j][j]); 
         for (i=j+1;i<=n;i++) a[i][j] *= dum; 
   if((ficpar=fopen(optionfile,"r"))==NULL)    {      } 
     printf("Problem with optionfile %s\n",optionfile);    } 
     goto end;    free_vector(vv,1,n);  /* Doesn't work */
   }  ;
   } 
   strcpy(filereso,"o");  
   strcat(filereso,fileres);  void lubksb(double **a, int n, int *indx, double b[]) 
   if((ficparo=fopen(filereso,"w"))==NULL) {  { 
     printf("Problem with Output resultfile: %s\n", filereso);goto end;    int i,ii=0,ip,j; 
   }    double sum; 
    
   /* Reads comments: lines beginning with '#' */    for (i=1;i<=n;i++) { 
   while((c=getc(ficpar))=='#' && c!= EOF){      ip=indx[i]; 
     ungetc(c,ficpar);      sum=b[ip]; 
     fgets(line, MAXLINE, ficpar);      b[ip]=b[i]; 
     puts(line);      if (ii) 
     fputs(line,ficparo);        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
   }      else if (sum) ii=i; 
   ungetc(c,ficpar);      b[i]=sum; 
     } 
   fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncov, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);    for (i=n;i>=1;i--) { 
   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);      sum=b[i]; 
   fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncov,nlstate,ndeath,maxwav, mle, weightopt,model);      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
       b[i]=sum/a[i][i]; 
   covar=matrix(0,NCOVMAX,1,n);    } 
   cptcovn=0;  } 
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;  
   /************ Frequencies ********************/
   ncovmodel=2+cptcovn;  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)
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */  {  /* Some frequencies */
      
   /* Read guess parameters */    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
   /* Reads comments: lines beginning with '#' */    int first;
   while((c=getc(ficpar))=='#' && c!= EOF){    double ***freq; /* Frequencies */
     ungetc(c,ficpar);    double *pp, **prop;
     fgets(line, MAXLINE, ficpar);    double pos,posprop, k2, dateintsum=0,k2cpt=0;
     puts(line);    FILE *ficresp;
     fputs(line,ficparo);    char fileresp[FILENAMELENGTH];
   }    
   ungetc(c,ficpar);    pp=vector(1,nlstate);
      prop=matrix(1,nlstate,iagemin,iagemax+3);
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    strcpy(fileresp,"p");
     for(i=1; i <=nlstate; i++)    strcat(fileresp,fileres);
     for(j=1; j <=nlstate+ndeath-1; j++){    if((ficresp=fopen(fileresp,"w"))==NULL) {
       fscanf(ficpar,"%1d%1d",&i1,&j1);      printf("Problem with prevalence resultfile: %s\n", fileresp);
       fprintf(ficparo,"%1d%1d",i1,j1);      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
       printf("%1d%1d",i,j);      exit(0);
       for(k=1; k<=ncovmodel;k++){    }
         fscanf(ficpar," %lf",&param[i][j][k]);    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
         printf(" %lf",param[i][j][k]);    j1=0;
         fprintf(ficparo," %lf",param[i][j][k]);    
       }    j=cptcoveff;
       fscanf(ficpar,"\n");    if (cptcovn<1) {j=1;ncodemax[1]=1;}
       printf("\n");  
       fprintf(ficparo,"\n");    first=1;
     }  
      for(k1=1; k1<=j;k1++){
   npar= (nlstate+ndeath-1)*nlstate*ncovmodel;      for(i1=1; i1<=ncodemax[k1];i1++){
   p=param[1][1];        j1++;
          /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
   /* Reads comments: lines beginning with '#' */          scanf("%d", i);*/
   while((c=getc(ficpar))=='#' && c!= EOF){        for (i=-1; i<=nlstate+ndeath; i++)  
     ungetc(c,ficpar);          for (jk=-1; jk<=nlstate+ndeath; jk++)  
     fgets(line, MAXLINE, ficpar);            for(m=iagemin; m <= iagemax+3; m++)
     puts(line);              freq[i][jk][m]=0;
     fputs(line,ficparo);  
   }      for (i=1; i<=nlstate; i++)  
   ungetc(c,ficpar);        for(m=iagemin; m <= iagemax+3; m++)
           prop[i][m]=0;
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);        
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */        dateintsum=0;
   for(i=1; i <=nlstate; i++){        k2cpt=0;
     for(j=1; j <=nlstate+ndeath-1; j++){        for (i=1; i<=imx; i++) {
       fscanf(ficpar,"%1d%1d",&i1,&j1);          bool=1;
       printf("%1d%1d",i,j);          if  (cptcovn>0) {
       fprintf(ficparo,"%1d%1d",i1,j1);            for (z1=1; z1<=cptcoveff; z1++) 
       for(k=1; k<=ncovmodel;k++){              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
         fscanf(ficpar,"%le",&delti3[i][j][k]);                bool=0;
         printf(" %le",delti3[i][j][k]);          }
         fprintf(ficparo," %le",delti3[i][j][k]);          if (bool==1){
       }            for(m=firstpass; m<=lastpass; m++){
       fscanf(ficpar,"\n");              k2=anint[m][i]+(mint[m][i]/12.);
       printf("\n");              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
       fprintf(ficparo,"\n");                if(agev[m][i]==0) agev[m][i]=iagemax+1;
     }                if(agev[m][i]==1) agev[m][i]=iagemax+2;
   }                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
   delti=delti3[1][1];                if (m<lastpass) {
                    freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
   /* Reads comments: lines beginning with '#' */                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
   while((c=getc(ficpar))=='#' && c!= EOF){                }
     ungetc(c,ficpar);                
     fgets(line, MAXLINE, ficpar);                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
     puts(line);                  dateintsum=dateintsum+k2;
     fputs(line,ficparo);                  k2cpt++;
   }                }
   ungetc(c,ficpar);                /*}*/
              }
   matcov=matrix(1,npar,1,npar);          }
   for(i=1; i <=npar; i++){        }
     fscanf(ficpar,"%s",&str);         
     printf("%s",str);        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
     fprintf(ficparo,"%s",str);  
     for(j=1; j <=i; j++){        if  (cptcovn>0) {
       fscanf(ficpar," %le",&matcov[i][j]);          fprintf(ficresp, "\n#********** Variable "); 
       printf(" %.5le",matcov[i][j]);          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
       fprintf(ficparo," %.5le",matcov[i][j]);          fprintf(ficresp, "**********\n#");
     }        }
     fscanf(ficpar,"\n");        for(i=1; i<=nlstate;i++) 
     printf("\n");          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
     fprintf(ficparo,"\n");        fprintf(ficresp, "\n");
   }        
   for(i=1; i <=npar; i++)        for(i=iagemin; i <= iagemax+3; i++){
     for(j=i+1;j<=npar;j++)          if(i==iagemax+3){
       matcov[i][j]=matcov[j][i];            fprintf(ficlog,"Total");
              }else{
   printf("\n");            if(first==1){
               first=0;
               printf("See log file for details...\n");
     /*-------- data file ----------*/            }
     if((ficres =fopen(fileres,"w"))==NULL) {            fprintf(ficlog,"Age %d", i);
       printf("Problem with resultfile: %s\n", fileres);goto end;          }
     }          for(jk=1; jk <=nlstate ; jk++){
     fprintf(ficres,"#%s\n",version);            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
                  pp[jk] += freq[jk][m][i]; 
     if((fic=fopen(datafile,"r"))==NULL)    {          }
       printf("Problem with datafile: %s\n", datafile);goto end;          for(jk=1; jk <=nlstate ; jk++){
     }            for(m=-1, pos=0; m <=0 ; m++)
               pos += freq[jk][m][i];
     n= lastobs;            if(pp[jk]>=1.e-10){
     severity = vector(1,maxwav);              if(first==1){
     outcome=imatrix(1,maxwav+1,1,n);              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
     num=ivector(1,n);              }
     moisnais=vector(1,n);              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
     annais=vector(1,n);            }else{
     moisdc=vector(1,n);              if(first==1)
     andc=vector(1,n);                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
     agedc=vector(1,n);              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
     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);          for(jk=1; jk <=nlstate ; jk++){
     anint=matrix(1,maxwav,1,n);            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
     s=imatrix(1,maxwav+1,1,n);              pp[jk] += freq[jk][m][i];
     adl=imatrix(1,maxwav+1,1,n);              }       
     tab=ivector(1,NCOVMAX);          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
     ncodemax=ivector(1,8);            pos += pp[jk];
             posprop += prop[jk][i];
     i=1;          }
     while (fgets(line, MAXLINE, fic) != NULL)    {          for(jk=1; jk <=nlstate ; jk++){
       if ((i >= firstobs) && (i <=lastobs)) {            if(pos>=1.e-5){
                      if(first==1)
         for (j=maxwav;j>=1;j--){                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
           strcpy(line,stra);            }else{
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);              if(first==1)
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
         }              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
                    }
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);            if( i <= iagemax){
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);              if(pos>=1.e-5){
                 fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);                /*probs[i][jk][j1]= pp[jk]/pos;*/
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
               }
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);              else
         for (j=ncov;j>=1;j--){                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);            }
         }          }
         num[i]=atol(stra);          
           for(jk=-1; jk <=nlstate+ndeath; jk++)
         /*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(m=-1; m <=nlstate+ndeath; m++)
               if(freq[jk][m][i] !=0 ) {
         i=i+1;              if(first==1)
       }                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
     }                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
               }
     /*scanf("%d",i);*/          if(i <= iagemax)
   imx=i-1; /* Number of individuals */            fprintf(ficresp,"\n");
           if(first==1)
   /* Calculation of the number of parameter from char model*/            printf("Others in log...\n");
   Tvar=ivector(1,15);          fprintf(ficlog,"\n");
   Tprod=ivector(1,15);        }
   Tvaraff=ivector(1,15);      }
   Tvard=imatrix(1,15,1,2);    }
   Tage=ivector(1,15);          dateintmean=dateintsum/k2cpt; 
       
   if (strlen(model) >1){    fclose(ficresp);
     j=0, j1=0, k1=1, k2=1;    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
     j=nbocc(model,'+');    free_vector(pp,1,nlstate);
     j1=nbocc(model,'*');    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
     cptcovn=j+1;    /* End of Freq */
     cptcovprod=j1;  }
      
      /************ Prevalence ********************/
     strcpy(modelsav,model);  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)
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){  {  
       printf("Error. Non available option model=%s ",model);    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
       goto end;       in each health status at the date of interview (if between dateprev1 and dateprev2).
     }       We still use firstpass and lastpass as another selection.
        */
     for(i=(j+1); i>=1;i--){   
       cutv(stra,strb,modelsav,'+');    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);    double ***freq; /* Frequencies */
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/    double *pp, **prop;
       /*scanf("%d",i);*/    double pos,posprop; 
       if (strchr(strb,'*')) {    double  y2; /* in fractional years */
         cutv(strd,strc,strb,'*');    int iagemin, iagemax;
         if (strcmp(strc,"age")==0) {  
           cptcovprod--;    iagemin= (int) agemin;
           cutv(strb,stre,strd,'V');    iagemax= (int) agemax;
           Tvar[i]=atoi(stre);    /*pp=vector(1,nlstate);*/
           cptcovage++;    prop=matrix(1,nlstate,iagemin,iagemax+3); 
             Tage[cptcovage]=i;    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
             /*printf("stre=%s ", stre);*/    j1=0;
         }    
         else if (strcmp(strd,"age")==0) {    j=cptcoveff;
           cptcovprod--;    if (cptcovn<1) {j=1;ncodemax[1]=1;}
           cutv(strb,stre,strc,'V');    
           Tvar[i]=atoi(stre);    for(k1=1; k1<=j;k1++){
           cptcovage++;      for(i1=1; i1<=ncodemax[k1];i1++){
           Tage[cptcovage]=i;        j1++;
         }        
         else {        for (i=1; i<=nlstate; i++)  
           cutv(strb,stre,strc,'V');          for(m=iagemin; m <= iagemax+3; m++)
           Tvar[i]=ncov+k1;            prop[i][m]=0.0;
           cutv(strb,strc,strd,'V');       
           Tprod[k1]=i;        for (i=1; i<=imx; i++) { /* Each individual */
           Tvard[k1][1]=atoi(strc);          bool=1;
           Tvard[k1][2]=atoi(stre);          if  (cptcovn>0) {
           Tvar[cptcovn+k2]=Tvard[k1][1];            for (z1=1; z1<=cptcoveff; z1++) 
           Tvar[cptcovn+k2+1]=Tvard[k1][2];              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
           for (k=1; k<=lastobs;k++)                bool=0;
             covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];          } 
           k1++;          if (bool==1) { 
           k2=k2+2;            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
         }              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
       }              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
       else {                if(agev[m][i]==0) agev[m][i]=iagemax+1;
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/                if(agev[m][i]==1) agev[m][i]=iagemax+2;
        /*  scanf("%d",i);*/                if((int)agev[m][i] <iagemin || (int)agev[m][i] >iagemax+3) printf("Error on individual =%d agev[m][i]=%f m=%d\n",i, agev[m][i],m); 
       cutv(strd,strc,strb,'V');                if (s[m][i]>0 && s[m][i]<=nlstate) { 
       Tvar[i]=atoi(strc);                  /*if(i>4620) printf(" i=%d m=%d s[m][i]=%d (int)agev[m][i]=%d weight[i]=%f prop=%f\n",i,m,s[m][i],(int)agev[m][m],weight[i],prop[s[m][i]][(int)agev[m][i]]);*/
       }                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
       strcpy(modelsav,stra);                    prop[s[m][i]][iagemax+3] += weight[i]; 
       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);                } 
         scanf("%d",i);*/              }
     }            } /* end selection of waves */
 }          }
          }
   /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);        for(i=iagemin; i <= iagemax+3; i++){  
   printf("cptcovprod=%d ", cptcovprod);          
   scanf("%d ",i);*/          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
     fclose(fic);            posprop += prop[jk][i]; 
           } 
     /*  if(mle==1){*/  
     if (weightopt != 1) { /* Maximisation without weights*/          for(jk=1; jk <=nlstate ; jk++){     
       for(i=1;i<=n;i++) weight[i]=1.0;            if( i <=  iagemax){ 
     }              if(posprop>=1.e-5){ 
     /*-calculation of age at interview from date of interview and age at death -*/                probs[i][jk][j1]= prop[jk][i]/posprop;
     agev=matrix(1,maxwav,1,imx);              } 
                } 
     for (i=1; i<=imx; i++)  {          }/* end jk */ 
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);        }/* end i */ 
       for(m=1; (m<= maxwav); m++){      } /* end i1 */
         if(s[m][i] >0){    } /* end k1 */
           if (s[m][i] == nlstate+1) {    
             if(agedc[i]>0)    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
               if(moisdc[i]!=99 && andc[i]!=9999)    /*free_vector(pp,1,nlstate);*/
               agev[m][i]=agedc[i];    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
             else {  }  /* End of prevalence */
               if (andc[i]!=9999){  
               printf("Warning negative age at death: %d line:%d\n",num[i],i);  /************* Waves Concatenation ***************/
               agev[m][i]=-1;  
               }  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)
             }  {
           }    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
           else if(s[m][i] !=9){ /* Should no more exist */       Death is a valid wave (if date is known).
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
             if(mint[m][i]==99 || anint[m][i]==9999)       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
               agev[m][i]=1;       and mw[mi+1][i]. dh depends on stepm.
             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);*/    int i, mi, m;
             }    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
             else if(agev[m][i] >agemax){       double sum=0., jmean=0.;*/
               agemax=agev[m][i];    int first;
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/    int j, k=0,jk, ju, jl;
             }    double sum=0.;
             /*agev[m][i]=anint[m][i]-annais[i];*/    first=0;
             /*   agev[m][i] = age[i]+2*m;*/    jmin=1e+5;
           }    jmax=-1;
           else { /* =9 */    jmean=0.;
             agev[m][i]=1;    for(i=1; i<=imx; i++){
             s[m][i]=-1;      mi=0;
           }      m=firstpass;
         }      while(s[m][i] <= nlstate){
         else /*= 0 Unknown */        if(s[m][i]>=1)
           agev[m][i]=1;          mw[++mi][i]=m;
       }        if(m >=lastpass)
              break;
     }        else
     for (i=1; i<=imx; i++)  {          m++;
       for(m=1; (m<= maxwav); m++){      }/* end while */
         if (s[m][i] > (nlstate+ndeath)) {      if (s[m][i] > nlstate){
           printf("Error: Wrong value in nlstate or ndeath\n");          mi++;     /* Death is another wave */
           goto end;        /* if(mi==0)  never been interviewed correctly before death */
         }           /* Only death is a correct wave */
       }        mw[mi][i]=m;
     }      }
   
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);      wav[i]=mi;
       if(mi==0){
     free_vector(severity,1,maxwav);        if(first==0){
     free_imatrix(outcome,1,maxwav+1,1,n);          printf("Warning! None valid information for:%ld line=%d (skipped) and may be others, see log file\n",num[i],i);
     free_vector(moisnais,1,n);          first=1;
     free_vector(annais,1,n);        }
     free_matrix(mint,1,maxwav,1,n);        if(first==1){
     free_matrix(anint,1,maxwav,1,n);          fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
     free_vector(moisdc,1,n);        }
     free_vector(andc,1,n);      } /* end mi==0 */
     } /* End individuals */
      
     wav=ivector(1,imx);    for(i=1; i<=imx; i++){
     dh=imatrix(1,lastpass-firstpass+1,1,imx);      for(mi=1; mi<wav[i];mi++){
     mw=imatrix(1,lastpass-firstpass+1,1,imx);        if (stepm <=0)
              dh[mi][i]=1;
     /* Concatenates waves */        else{
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
             if (agedc[i] < 2*AGESUP) {
               j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
       Tcode=ivector(1,100);              if(j==0) j=1;  /* Survives at least one month after exam */
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);              else if(j<0){
       ncodemax[1]=1;                printf("Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);                j=1; /* Careful Patch */
                      printf("   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview.\n  You MUST fix the contradiction between dates.\n",stepm);
    codtab=imatrix(1,100,1,10);                printf("Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
    h=0;                fprintf(ficlog,"   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview.\n  You MUST fix the contradiction between dates.\n",stepm);
    m=pow(2,cptcoveff);              }
                k=k+1;
    for(k=1;k<=cptcoveff; k++){              if (j >= jmax) jmax=j;
      for(i=1; i <=(m/pow(2,k));i++){              if (j <= jmin) jmin=j;
        for(j=1; j <= ncodemax[k]; j++){              sum=sum+j;
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){              /*if (j<0) printf("j=%d num=%d \n",j,i);*/
            h++;              /*    printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
            if (h>m) h=1;codtab[h][k]=j;            }
          }          }
        }          else{
      }            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
    }            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
             k=k+1;
             if (j >= jmax) jmax=j;
    /*for(i=1; i <=m ;i++){            else if (j <= jmin)jmin=j;
      for(k=1; k <=cptcovn; k++){            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
        printf("i=%d k=%d %d %d",i,k,codtab[i][k], cptcoveff);            /*printf("%d %lf %d %d %d\n", i,agev[mw[mi][i]][i],j,s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);*/
      }            if(j<0){
      printf("\n");              printf("Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
    }              fprintf(ficlog,"Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
    scanf("%d",i);*/            }
                sum=sum+j;
    /* Calculates basic frequencies. Computes observed prevalence at single age          }
        and prints on file fileres'p'. */          jk= j/stepm;
   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);          jl= j -jk*stepm;
           ju= j -(jk+1)*stepm;
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */            if(jl==0){
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */              dh[mi][i]=jk;
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */              bh[mi][i]=0;
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */            }else{ /* We want a negative bias in order to only have interpolation ie
                        * at the price of an extra matrix product in likelihood */
     /* For Powell, parameters are in a vector p[] starting at p[1]              dh[mi][i]=jk+1;
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */              bh[mi][i]=ju;
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */            }
           }else{
     if(mle==1){            if(jl <= -ju){
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);              dh[mi][i]=jk;
     }              bh[mi][i]=jl;       /* bias is positive if real duration
                                       * is higher than the multiple of stepm and negative otherwise.
     /*--------- results files --------------*/                                   */
     fprintf(ficres,"\ntitle=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate, ndeath, maxwav, mle,weightopt,model);            }
                else{
    jk=1;              dh[mi][i]=jk+1;
    fprintf(ficres,"# Parameters\n");              bh[mi][i]=ju;
    printf("# Parameters\n");            }
    for(i=1,jk=1; i <=nlstate; i++){            if(dh[mi][i]==0){
      for(k=1; k <=(nlstate+ndeath); k++){              dh[mi][i]=1; /* At least one step */
        if (k != i)              bh[mi][i]=ju; /* At least one step */
          {              /*  printf(" bh=%d ju=%d jl=%d dh=%d jk=%d stepm=%d %d\n",bh[mi][i],ju,jl,dh[mi][i],jk,stepm,i);*/
            printf("%d%d ",i,k);            }
            fprintf(ficres,"%1d%1d ",i,k);          } /* end if mle */
            for(j=1; j <=ncovmodel; j++){        }
              printf("%f ",p[jk]);      } /* end wave */
              fprintf(ficres,"%f ",p[jk]);    }
              jk++;    jmean=sum/k;
            }    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
            printf("\n");    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
            fprintf(ficres,"\n");   }
          }  
      }  /*********** Tricode ****************************/
    }  void tricode(int *Tvar, int **nbcode, int imx)
  if(mle==1){  {
     /* Computing hessian and covariance matrix */    
     ftolhess=ftol; /* Usually correct */    int Ndum[20],ij=1, k, j, i, maxncov=19;
     hesscov(matcov, p, npar, delti, ftolhess, func);    int cptcode=0;
  }    cptcoveff=0; 
     fprintf(ficres,"# Scales\n");   
     printf("# Scales\n");    for (k=0; k<maxncov; k++) Ndum[k]=0;
      for(i=1,jk=1; i <=nlstate; i++){    for (k=1; k<=7; k++) ncodemax[k]=0;
       for(j=1; j <=nlstate+ndeath; j++){  
         if (j!=i) {    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
           fprintf(ficres,"%1d%1d",i,j);      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
           printf("%1d%1d",i,j);                                 modality*/ 
           for(k=1; k<=ncovmodel;k++){        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
             printf(" %.5e",delti[jk]);        Ndum[ij]++; /*store the modality */
             fprintf(ficres," %.5e",delti[jk]);        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
             jk++;        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
           }                                         Tvar[j]. If V=sex and male is 0 and 
           printf("\n");                                         female is 1, then  cptcode=1.*/
           fprintf(ficres,"\n");      }
         }  
       }      for (i=0; i<=cptcode; i++) {
       }        if(Ndum[i]!=0) ncodemax[j]++; /* Nomber of modalities of the j th covariates. In fact ncodemax[j]=2 (dichotom. variables) but it can be more */
          }
     k=1;  
     fprintf(ficres,"# Covariance\n");      ij=1; 
     printf("# Covariance\n");      for (i=1; i<=ncodemax[j]; i++) {
     for(i=1;i<=npar;i++){        for (k=0; k<= maxncov; k++) {
       /*  if (k>nlstate) k=1;          if (Ndum[k] != 0) {
       i1=(i-1)/(ncovmodel*nlstate)+1;            nbcode[Tvar[j]][ij]=k; 
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);            /* 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; */
       printf("%s%d%d",alph[k],i1,tab[i]);*/            
       fprintf(ficres,"%3d",i);            ij++;
       printf("%3d",i);          }
       for(j=1; j<=i;j++){          if (ij > ncodemax[j]) break; 
         fprintf(ficres," %.5e",matcov[i][j]);        }  
         printf(" %.5e",matcov[i][j]);      } 
       }    }  
       fprintf(ficres,"\n");  
       printf("\n");   for (k=0; k< maxncov; k++) Ndum[k]=0;
       k++;  
     }   for (i=1; i<=ncovmodel-2; i++) { 
         /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
     while((c=getc(ficpar))=='#' && c!= EOF){     ij=Tvar[i];
       ungetc(c,ficpar);     Ndum[ij]++;
       fgets(line, MAXLINE, ficpar);   }
       puts(line);  
       fputs(line,ficparo);   ij=1;
     }   for (i=1; i<= maxncov; i++) {
     ungetc(c,ficpar);     if((Ndum[i]!=0) && (i<=ncovcol)){
         Tvaraff[ij]=i; /*For printing */
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);       ij++;
         }
     if (fage <= 2) {   }
       bage = agemin;   
       fage = agemax;   cptcoveff=ij-1; /*Number of simple covariates*/
     }  }
   
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");  /*********** Health Expectancies ****************/
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);  
   void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij, int estepm,double delti[],double **matcov )
      
 /*------------ gnuplot -------------*/  {
 chdir(pathcd);    /* Health expectancies */
   if((ficgp=fopen("graph.plt","w"))==NULL) {    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
     printf("Problem with file graph.gp");goto end;    double age, agelim, hf;
   }    double ***p3mat,***varhe;
 #ifdef windows    double **dnewm,**doldm;
   fprintf(ficgp,"cd \"%s\" \n",pathc);    double *xp;
 #endif    double **gp, **gm;
 m=pow(2,cptcoveff);    double ***gradg, ***trgradg;
      int theta;
  /* 1eme*/  
   for (cpt=1; cpt<= nlstate ; cpt ++) {    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
    for (k1=1; k1<= m ; k1 ++) {    xp=vector(1,npar);
     dnewm=matrix(1,nlstate*nlstate,1,npar);
 #ifdef windows    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
     fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",agemin,fage,fileres,k1-1,k1-1);    
 #endif    fprintf(ficreseij,"# Health expectancies\n");
 #ifdef unix    fprintf(ficreseij,"# Age");
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);    for(i=1; i<=nlstate;i++)
 #endif      for(j=1; j<=nlstate;j++)
         fprintf(ficreseij," %1d-%1d (SE)",i,j);
 for (i=1; i<= nlstate ; i ++) {    fprintf(ficreseij,"\n");
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");  
   else fprintf(ficgp," \%%*lf (\%%*lf)");    if(estepm < stepm){
 }      printf ("Problem %d lower than %d\n",estepm, stepm);
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);    }
     for (i=1; i<= nlstate ; i ++) {    else  hstepm=estepm;   
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    /* We compute the life expectancy from trapezoids spaced every estepm months
   else fprintf(ficgp," \%%*lf (\%%*lf)");     * This is mainly to measure the difference between two models: for example
 }     * if stepm=24 months pijx are given only every 2 years and by summing them
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);     * we are calculating an estimate of the Life Expectancy assuming a linear 
      for (i=1; i<= nlstate ; i ++) {     * progression in between and thus overestimating or underestimating according
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");     * to the curvature of the survival function. If, for the same date, we 
   else fprintf(ficgp," \%%*lf (\%%*lf)");     * estimate the model with stepm=1 month, we can keep estepm to 24 months
 }       * to compare the new estimate of Life expectancy with the same linear 
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));     * hypothesis. A more precise result, taking into account a more precise
 #ifdef unix     * curvature will be obtained if estepm is as small as stepm. */
 fprintf(ficgp,"\nset ter gif small size 400,300");  
 #endif    /* For example we decided to compute the life expectancy with the smallest unit */
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    /* 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. 
   /*2 eme*/       Look at hpijx to understand the reason of that which relies in memory size
        and note for a fixed period like estepm months */
   for (k1=1; k1<= m ; k1 ++) {    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);       survival function given by stepm (the optimization length). Unfortunately it
           means that if the survival funtion is printed only each two years of age and if
     for (i=1; i<= nlstate+1 ; i ++) {       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
       k=2*i;       results. So we changed our mind and took the option of the best precision.
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);    */
       for (j=1; j<= nlstate+1 ; j ++) {    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");  
   else fprintf(ficgp," \%%*lf (\%%*lf)");    agelim=AGESUP;
 }      for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");      /* nhstepm age range expressed in number of stepm */
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
       for (j=1; j<= nlstate+1 ; j ++) {      /* if (stepm >= YEARM) hstepm=1;*/
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
         else fprintf(ficgp," \%%*lf (\%%*lf)");      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 }        gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
       fprintf(ficgp,"\" t\"\" w l 0,");      gp=matrix(0,nhstepm,1,nlstate*nlstate);
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);      gm=matrix(0,nhstepm,1,nlstate*nlstate);
       for (j=1; j<= nlstate+1 ; j ++) {  
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");      /* Computed by stepm unit matrices, product of hstepm matrices, stored
   else fprintf(ficgp," \%%*lf (\%%*lf)");         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
 }        hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");   
       else fprintf(ficgp,"\" t\"\" w l 0,");  
     }      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);  
   }      /* Computing Variances of health expectancies */
    
   /*3eme*/       for(theta=1; theta <=npar; theta++){
         for(i=1; i<=npar; i++){ 
   for (k1=1; k1<= m ; k1 ++) {          xp[i] = x[i] + (i==theta ?delti[theta]:0);
     for (cpt=1; cpt<= nlstate ; cpt ++) {        }
       k=2+nlstate*(cpt-1);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
       fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",agemin,fage,fileres,k1-1,k1-1,k,cpt);    
       for (i=1; i< nlstate ; i ++) {        cptj=0;
         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);        for(j=1; j<= nlstate; j++){
       }          for(i=1; i<=nlstate; i++){
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);            cptj=cptj+1;
     }            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
   }              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
              }
   /* CV preval stat */          }
   for (k1=1; k1<= m ; k1 ++) {        }
     for (cpt=1; cpt<nlstate ; cpt ++) {       
       k=3;       
       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);        for(i=1; i<=npar; i++) 
       for (i=1; i< nlstate ; i ++)          xp[i] = x[i] - (i==theta ?delti[theta]:0);
         fprintf(ficgp,"+$%d",k+i+1);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);        
              cptj=0;
       l=3+(nlstate+ndeath)*cpt;        for(j=1; j<= nlstate; j++){
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);          for(i=1;i<=nlstate;i++){
       for (i=1; i< nlstate ; i ++) {            cptj=cptj+1;
         l=3+(nlstate+ndeath)*cpt;            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
         fprintf(ficgp,"+$%d",l+i+1);  
       }              gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);              }
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);          }
     }        }
   }        for(j=1; j<= nlstate*nlstate; j++)
           for(h=0; h<=nhstepm-1; h++){
   /* proba elementaires */            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
    for(i=1,jk=1; i <=nlstate; i++){          }
     for(k=1; k <=(nlstate+ndeath); k++){       } 
       if (k != i) {     
         for(j=1; j <=ncovmodel; j++){  /* End theta */
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/  
           /*fprintf(ficgp,"%s",alph[1]);*/       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);  
           jk++;       for(h=0; h<=nhstepm-1; h++)
           fprintf(ficgp,"\n");        for(j=1; j<=nlstate*nlstate;j++)
         }          for(theta=1; theta <=npar; theta++)
       }            trgradg[h][j][theta]=gradg[h][theta][j];
     }       
     }  
        for(i=1;i<=nlstate*nlstate;i++)
   for(jk=1; jk <=m; jk++) {        for(j=1;j<=nlstate*nlstate;j++)
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);          varhe[i][j][(int)age] =0.;
    i=1;  
    for(k2=1; k2<=nlstate; k2++) {       printf("%d|",(int)age);fflush(stdout);
      k3=i;       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
      for(k=1; k<=(nlstate+ndeath); k++) {       for(h=0;h<=nhstepm-1;h++){
        if (k != k2){        for(k=0;k<=nhstepm-1;k++){
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
 ij=1;          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
         for(j=3; j <=ncovmodel; j++) {          for(i=1;i<=nlstate*nlstate;i++)
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {            for(j=1;j<=nlstate*nlstate;j++)
             fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
             ij++;        }
           }      }
           else      /* Computing expectancies */
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);      for(i=1; i<=nlstate;i++)
         }        for(j=1; j<=nlstate;j++)
           fprintf(ficgp,")/(1");          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;
         for(k1=1; k1 <=nlstate; k1++){              
           fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);  /* 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]);*/
 ij=1;  
           for(j=3; j <=ncovmodel; j++){          }
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {  
             fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);      fprintf(ficreseij,"%3.0f",age );
             ij++;      cptj=0;
           }      for(i=1; i<=nlstate;i++)
           else        for(j=1; j<=nlstate;j++){
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);          cptj++;
           }          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
           fprintf(ficgp,")");        }
         }      fprintf(ficreseij,"\n");
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);     
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
         i=i+ncovmodel;      free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
        }      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);
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);    }
   }    printf("\n");
        fprintf(ficlog,"\n");
   fclose(ficgp);  
        free_vector(xp,1,npar);
 chdir(path);    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
     free_matrix(agev,1,maxwav,1,imx);    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
     free_ivector(wav,1,imx);    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);  }
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);  
      /************ Variance ******************/
     free_imatrix(s,1,maxwav+1,1,n);  void varevsij(char optionfilefiname[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij, int estepm, int cptcov, int cptcod, int popbased, int mobilav)
      {
        /* Variance of health expectancies */
     free_ivector(num,1,n);    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
     free_vector(agedc,1,n);    /* double **newm;*/
     free_vector(weight,1,n);    double **dnewm,**doldm;
     /*free_matrix(covar,1,NCOVMAX,1,n);*/    double **dnewmp,**doldmp;
     fclose(ficparo);    int i, j, nhstepm, hstepm, h, nstepm ;
     fclose(ficres);    int k, cptcode;
     /*  }*/    double *xp;
        double **gp, **gm;  /* for var eij */
    /*________fin mle=1_________*/    double ***gradg, ***trgradg; /*for var eij */
        double **gradgp, **trgradgp; /* for var p point j */
     double *gpp, *gmp; /* for var p point j */
      double **varppt; /* for var p point j nlstate to nlstate+ndeath */
     /* No more information from the sample is required now */    double ***p3mat;
   /* Reads comments: lines beginning with '#' */    double age,agelim, hf;
   while((c=getc(ficpar))=='#' && c!= EOF){    double ***mobaverage;
     ungetc(c,ficpar);    int theta;
     fgets(line, MAXLINE, ficpar);    char digit[4];
     puts(line);    char digitp[25];
     fputs(line,ficparo);  
   }    char fileresprobmorprev[FILENAMELENGTH];
   ungetc(c,ficpar);  
      if(popbased==1){
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);      if(mobilav!=0)
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);        strcpy(digitp,"-populbased-mobilav-");
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);      else strcpy(digitp,"-populbased-nomobil-");
 /*--------- index.htm --------*/    }
     else 
   if((fichtm=fopen("index.htm","w"))==NULL)    {      strcpy(digitp,"-stablbased-");
     printf("Problem with index.htm \n");goto end;  
   }    if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
  fprintf(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.64a </font> <hr size=\"2\" color=\"#EC5E5E\">      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
 Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 Total number of observations=%d <br>        printf(" Error in movingaverage mobilav=%d\n",mobilav);
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>      }
 <hr  size=\"2\" color=\"#EC5E5E\">    }
 <li>Outputs files<br><br>\n  
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n    strcpy(fileresprobmorprev,"prmorprev"); 
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>    sprintf(digit,"%-d",ij);
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>    strcat(fileresprobmorprev,digit); /* Tvar to be done */
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>    strcat(fileresprobmorprev,fileres);
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>      printf("Problem with resultfile: %s\n", fileresprobmorprev);
         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%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);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
     }
  fprintf(fichtm," <li>Graphs</li><p>");    printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
     fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
  m=cptcoveff;    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);
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
     for(j=nlstate+1; j<=(nlstate+ndeath);j++){
  j1=0;      fprintf(ficresprobmorprev," p.%-d SE",j);
  for(k1=1; k1<=m;k1++){      for(i=1; i<=nlstate;i++)
    for(i1=1; i1<=ncodemax[k1];i1++){        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
        j1++;    }  
        if (cptcovn > 0) {    fprintf(ficresprobmorprev,"\n");
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");    fprintf(ficgp,"\n# Routine varevsij");
          for (cpt=1; cpt<=cptcoveff;cpt++)    fprintf(fichtm,"\n<li><h4> Computing probabilities of dying over estepm months as a weighted average (i.e global mortality independent of initial healh state)</h4></li>\n");
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);    fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");  /*   } */
        }    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>  
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);        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");
        for(cpt=1; cpt<nlstate;cpt++){    fprintf(ficresvij,"# Age");
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>    for(i=1; i<=nlstate;i++)
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);      for(j=1; j<=nlstate;j++)
        }        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
     for(cpt=1; cpt<=nlstate;cpt++) {    fprintf(ficresvij,"\n");
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident  
 interval) in state (%d): v%s%d%d.gif <br>    xp=vector(1,npar);
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);      dnewm=matrix(1,nlstate,1,npar);
      }    doldm=matrix(1,nlstate,1,nlstate);
      for(cpt=1; cpt<=nlstate;cpt++) {    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);  
      }    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
      fprintf(fichtm,"\n<br>- Total life expectancy by age and    gpp=vector(nlstate+1,nlstate+ndeath);
 health expectancies in states (1) and (2): e%s%d.gif<br>    gmp=vector(nlstate+1,nlstate+ndeath);
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
 fprintf(fichtm,"\n</body>");    
    }    if(estepm < stepm){
  }      printf ("Problem %d lower than %d\n",estepm, stepm);
 fclose(fichtm);    }
     else  hstepm=estepm;   
   /*--------------- Prevalence limit --------------*/    /* For example we decided to compute the life expectancy with the smallest unit */
      /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
   strcpy(filerespl,"pl");       nhstepm is the number of hstepm from age to agelim 
   strcat(filerespl,fileres);       nstepm is the number of stepm from age to agelin. 
   if((ficrespl=fopen(filerespl,"w"))==NULL) {       Look at hpijx to understand the reason of that which relies in memory size
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;       and note for a fixed period like k years */
   }    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);       survival function given by stepm (the optimization length). Unfortunately it
   fprintf(ficrespl,"#Prevalence limit\n");       means that if the survival funtion is printed every two years of age and if
   fprintf(ficrespl,"#Age ");       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);       results. So we changed our mind and took the option of the best precision.
   fprintf(ficrespl,"\n");    */
      hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
   prlim=matrix(1,nlstate,1,nlstate);    agelim = AGESUP;
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
   k=0;      gp=matrix(0,nhstepm,1,nlstate);
   agebase=agemin;      gm=matrix(0,nhstepm,1,nlstate);
   agelim=agemax;  
   ftolpl=1.e-10;  
   i1=cptcoveff;      for(theta=1; theta <=npar; theta++){
   if (cptcovn < 1){i1=1;}        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
           xp[i] = x[i] + (i==theta ?delti[theta]:0);
   for(cptcov=1;cptcov<=i1;cptcov++){        }
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         k=k+1;        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/  
         fprintf(ficrespl,"\n#******");        if (popbased==1) {
         for(j=1;j<=cptcoveff;j++)          if(mobilav ==0){
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);            for(i=1; i<=nlstate;i++)
         fprintf(ficrespl,"******\n");              prlim[i][i]=probs[(int)age][i][ij];
                  }else{ /* mobilav */ 
         for (age=agebase; age<=agelim; age++){            for(i=1; i<=nlstate;i++)
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);              prlim[i][i]=mobaverage[(int)age][i][ij];
           fprintf(ficrespl,"%.0f",age );          }
           for(i=1; i<=nlstate;i++)        }
           fprintf(ficrespl," %.5f", prlim[i][i]);    
           fprintf(ficrespl,"\n");        for(j=1; j<= nlstate; j++){
         }          for(h=0; h<=nhstepm; h++){
       }            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
     }              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
   fclose(ficrespl);          }
   /*------------- h Pij x at various ages ------------*/        }
          /* This for computing probability of death (h=1 means
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);           computed over hstepm matrices product = hstepm*stepm months) 
   if((ficrespij=fopen(filerespij,"w"))==NULL) {           as a weighted average of prlim.
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;        */
   }        for(j=nlstate+1;j<=nlstate+ndeath;j++){
   printf("Computing pij: result on file '%s' \n", filerespij);          for(i=1,gpp[j]=0.; i<= nlstate; i++)
              gpp[j] += prlim[i][i]*p3mat[i][j][1];
   stepsize=(int) (stepm+YEARM-1)/YEARM;        }    
   if (stepm<=24) stepsize=2;        /* end probability of death */
   
   agelim=AGESUP;        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
   hstepm=stepsize*YEARM; /* Every year of age */          xp[i] = x[i] - (i==theta ?delti[theta]:0);
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
          prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   k=0;   
   for(cptcov=1;cptcov<=i1;cptcov++){        if (popbased==1) {
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){          if(mobilav ==0){
       k=k+1;            for(i=1; i<=nlstate;i++)
         fprintf(ficrespij,"\n#****** ");              prlim[i][i]=probs[(int)age][i][ij];
         for(j=1;j<=cptcoveff;j++)          }else{ /* mobilav */ 
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);            for(i=1; i<=nlstate;i++)
         fprintf(ficrespij,"******\n");              prlim[i][i]=mobaverage[(int)age][i][ij];
                  }
         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 */        for(j=1; j<= nlstate; j++){
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          for(h=0; h<=nhstepm; h++){
           oldm=oldms;savm=savms;            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);                gm[h][j] += prlim[i][i]*p3mat[i][j][h];
           fprintf(ficrespij,"# Age");          }
           for(i=1; i<=nlstate;i++)        }
             for(j=1; j<=nlstate+ndeath;j++)        /* This for computing probability of death (h=1 means
               fprintf(ficrespij," %1d-%1d",i,j);           computed over hstepm matrices product = hstepm*stepm months) 
           fprintf(ficrespij,"\n");           as a weighted average of prlim.
           for (h=0; h<=nhstepm; h++){        */
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );        for(j=nlstate+1;j<=nlstate+ndeath;j++){
             for(i=1; i<=nlstate;i++)          for(i=1,gmp[j]=0.; i<= nlstate; i++)
               for(j=1; j<=nlstate+ndeath;j++)           gmp[j] += prlim[i][i]*p3mat[i][j][1];
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);        }    
             fprintf(ficrespij,"\n");        /* end probability of death */
           }  
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        for(j=1; j<= nlstate; j++) /* vareij */
           fprintf(ficrespij,"\n");          for(h=0; h<=nhstepm; h++){
         }            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
     }          }
   }  
         for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
   fclose(ficrespij);          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
         }
   /*---------- Health expectancies and variances ------------*/  
       } /* End theta */
   strcpy(filerest,"t");  
   strcat(filerest,fileres);      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
   if((ficrest=fopen(filerest,"w"))==NULL) {  
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;      for(h=0; h<=nhstepm; h++) /* veij */
   }        for(j=1; j<=nlstate;j++)
   printf("Computing Total LEs with variances: file '%s' \n", filerest);          for(theta=1; theta <=npar; theta++)
             trgradg[h][j][theta]=gradg[h][theta][j];
   
   strcpy(filerese,"e");      for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
   strcat(filerese,fileres);        for(theta=1; theta <=npar; theta++)
   if((ficreseij=fopen(filerese,"w"))==NULL) {          trgradgp[j][theta]=gradgp[theta][j];
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);    
   }  
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
       for(i=1;i<=nlstate;i++)
  strcpy(fileresv,"v");        for(j=1;j<=nlstate;j++)
   strcat(fileresv,fileres);          vareij[i][j][(int)age] =0.;
   if((ficresvij=fopen(fileresv,"w"))==NULL) {  
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);      for(h=0;h<=nhstepm;h++){
   }        for(k=0;k<=nhstepm;k++){
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
           matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
   k=0;          for(i=1;i<=nlstate;i++)
   for(cptcov=1;cptcov<=i1;cptcov++){            for(j=1;j<=nlstate;j++)
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){              vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
       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]]);      /* pptj */
       fprintf(ficrest,"******\n");      matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
       matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
       fprintf(ficreseij,"\n#****** ");      for(j=nlstate+1;j<=nlstate+ndeath;j++)
       for(j=1;j<=cptcoveff;j++)        for(i=nlstate+1;i<=nlstate+ndeath;i++)
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);          varppt[j][i]=doldmp[j][i];
       fprintf(ficreseij,"******\n");      /* end ppptj */
       /*  x centered again */
       fprintf(ficresvij,"\n#****** ");      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
       for(j=1;j<=cptcoveff;j++)      prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);   
       fprintf(ficresvij,"******\n");      if (popbased==1) {
         if(mobilav ==0){
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);          for(i=1; i<=nlstate;i++)
       oldm=oldms;savm=savms;            prlim[i][i]=probs[(int)age][i][ij];
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);          }else{ /* mobilav */ 
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);          for(i=1; i<=nlstate;i++)
       oldm=oldms;savm=savms;            prlim[i][i]=mobaverage[(int)age][i][ij];
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);        }
            }
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");               
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);      /* This for computing probability of death (h=1 means
       fprintf(ficrest,"\n");         computed over hstepm (estepm) matrices product = hstepm*stepm months) 
                 as a weighted average of prlim.
       hf=1;      */
       if (stepm >= YEARM) hf=stepm/YEARM;      for(j=nlstate+1;j<=nlstate+ndeath;j++){
       epj=vector(1,nlstate+1);        for(i=1,gmp[j]=0.;i<= nlstate; i++) 
       for(age=bage; age <=fage ;age++){          gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);      }    
         fprintf(ficrest," %.0f",age);      /* end probability of death */
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){  
           for(i=1, epj[j]=0.;i <=nlstate;i++) {      fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];      for(j=nlstate+1; j<=(nlstate+ndeath);j++){
           }        fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
           epj[nlstate+1] +=epj[j];        for(i=1; i<=nlstate;i++){
         }          fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
         for(i=1, vepp=0.;i <=nlstate;i++)        }
           for(j=1;j <=nlstate;j++)      } 
             vepp += vareij[i][j][(int)age];      fprintf(ficresprobmorprev,"\n");
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));  
         for(j=1;j <=nlstate;j++){      fprintf(ficresvij,"%.0f ",age );
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));      for(i=1; i<=nlstate;i++)
         }        for(j=1; j<=nlstate;j++){
         fprintf(ficrest,"\n");          fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
       }        }
     }      fprintf(ficresvij,"\n");
   }      free_matrix(gp,0,nhstepm,1,nlstate);
              free_matrix(gm,0,nhstepm,1,nlstate);
  fclose(ficreseij);      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
  fclose(ficresvij);      free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
   fclose(ficrest);      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   fclose(ficpar);    } /* End age */
   free_vector(epj,1,nlstate+1);    free_vector(gpp,nlstate+1,nlstate+ndeath);
   /*  scanf("%d ",i); */    free_vector(gmp,nlstate+1,nlstate+ndeath);
     free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
   /*------- Variance limit prevalence------*/      free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
     fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
 strcpy(fileresvpl,"vpl");    /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
   strcat(fileresvpl,fileres);    fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {  /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
     exit(0);  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
   }    fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
     fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",subdirf(fileresprobmorprev));
  k=0;    fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev));
  for(cptcov=1;cptcov<=i1;cptcov++){    fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"%s%s.png\"> <br>\n", estepm,subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    /*  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);
      k=k+1;  */
      fprintf(ficresvpl,"\n#****** ");  /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
      for(j=1;j<=cptcoveff;j++)    fprintf(ficgp,"\nset out \"%s%s.png\";replot;",digitp,subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
        fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);  
      fprintf(ficresvpl,"******\n");    free_vector(xp,1,npar);
          free_matrix(doldm,1,nlstate,1,nlstate);
      varpl=matrix(1,nlstate,(int) bage, (int) fage);    free_matrix(dnewm,1,nlstate,1,npar);
      oldm=oldms;savm=savms;    free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);    free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
    }    free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
  }    if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficresprobmorprev);
   fclose(ficresvpl);    fflush(ficgp);
     fflush(fichtm); 
   /*---------- End : free ----------------*/  }  /* end varevsij */
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);  
    /************ Variance of prevlim ******************/
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);  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)
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);  {
      /* Variance of prevalence limit */
      /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);    double **newm;
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);    double **dnewm,**doldm;
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);    int i, j, nhstepm, hstepm;
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);    int k, cptcode;
      double *xp;
   free_matrix(matcov,1,npar,1,npar);    double *gp, *gm;
   free_vector(delti,1,npar);    double **gradg, **trgradg;
      double age,agelim;
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);    int theta;
      
   printf("End of Imach\n");    fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */    fprintf(ficresvpl,"# Age");
      for(i=1; i<=nlstate;i++)
   /* 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(ficresvpl," %1d-%1d",i,i);
   /*printf("Total time was %d uSec.\n", total_usecs);*/    fprintf(ficresvpl,"\n");
   /*------ End -----------*/  
     xp=vector(1,npar);
  end:    dnewm=matrix(1,nlstate,1,npar);
 #ifdef windows    doldm=matrix(1,nlstate,1,nlstate);
  chdir(pathcd);    
 #endif    hstepm=1*YEARM; /* Every year of age */
  /*system("wgnuplot graph.plt");*/    hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
  system("../gp37mgw/wgnuplot graph.plt");    agelim = AGESUP;
     for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 #ifdef windows      nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
   while (z[0] != 'q') {      if (stepm >= YEARM) hstepm=1;
     chdir(pathcd);      nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
     printf("\nType e to edit output files, c to start again, and q for exiting: ");      gradg=matrix(1,npar,1,nlstate);
     scanf("%s",z);      gp=vector(1,nlstate);
     if (z[0] == 'c') system("./imach");      gm=vector(1,nlstate);
     else if (z[0] == 'e') {  
       chdir(path);      for(theta=1; theta <=npar; theta++){
       system("index.htm");        for(i=1; i<=npar; i++){ /* Computes gradient */
     }          xp[i] = x[i] + (i==theta ?delti[theta]:0);
     else if (z[0] == 'q') exit(0);        }
   }        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 #endif        for(i=1;i<=nlstate;i++)
 }          gp[i] = prlim[i][i];
       
         for(i=1; i<=npar; i++) /* Computes gradient */
           xp[i] = x[i] - (i==theta ?delti[theta]:0);
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(i=1;i<=nlstate;i++)
           gm[i] = prlim[i][i];
   
         for(i=1;i<=nlstate;i++)
           gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
       } /* End theta */
   
       trgradg =matrix(1,nlstate,1,npar);
   
       for(j=1; j<=nlstate;j++)
         for(theta=1; theta <=npar; theta++)
           trgradg[j][theta]=gradg[theta][j];
   
       for(i=1;i<=nlstate;i++)
         varpl[i][(int)age] =0.;
       matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
       matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
       for(i=1;i<=nlstate;i++)
         varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
   
       fprintf(ficresvpl,"%.0f ",age );
       for(i=1; i<=nlstate;i++)
         fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
       fprintf(ficresvpl,"\n");
       free_vector(gp,1,nlstate);
       free_vector(gm,1,nlstate);
       free_matrix(gradg,1,npar,1,nlstate);
       free_matrix(trgradg,1,nlstate,1,npar);
     } /* End age */
   
     free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,npar);
     free_matrix(dnewm,1,nlstate,1,nlstate);
   
   }
   
   /************ Variance of one-step probabilities  ******************/
   void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
   {
     int i, j=0,  i1, k1, l1, t, tj;
     int k2, l2, j1,  z1;
     int k=0,l, cptcode;
     int first=1, first1;
     double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
     double **dnewm,**doldm;
     double *xp;
     double *gp, *gm;
     double **gradg, **trgradg;
     double **mu;
     double age,agelim, cov[NCOVMAX];
     double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
     int theta;
     char fileresprob[FILENAMELENGTH];
     char fileresprobcov[FILENAMELENGTH];
     char fileresprobcor[FILENAMELENGTH];
   
     double ***varpij;
   
     strcpy(fileresprob,"prob"); 
     strcat(fileresprob,fileres);
     if((ficresprob=fopen(fileresprob,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprob);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
     }
     strcpy(fileresprobcov,"probcov"); 
     strcat(fileresprobcov,fileres);
     if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcov);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
     }
     strcpy(fileresprobcor,"probcor"); 
     strcat(fileresprobcor,fileres);
     if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcor);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
     }
     printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     
     fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
     fprintf(ficresprob,"# Age");
     fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
     fprintf(ficresprobcov,"# Age");
     fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
     fprintf(ficresprobcov,"# Age");
   
   
     for(i=1; i<=nlstate;i++)
       for(j=1; j<=(nlstate+ndeath);j++){
         fprintf(ficresprob," p%1d-%1d (SE)",i,j);
         fprintf(ficresprobcov," p%1d-%1d ",i,j);
         fprintf(ficresprobcor," p%1d-%1d ",i,j);
       }  
    /* fprintf(ficresprob,"\n");
     fprintf(ficresprobcov,"\n");
     fprintf(ficresprobcor,"\n");
    */
    xp=vector(1,npar);
     dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
     doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
     mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
     varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
     first=1;
     fprintf(ficgp,"\n# Routine varprob");
     fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
     fprintf(fichtm,"\n");
   
     fprintf(fichtm,"\n<li><h4> Computing matrix of variance-covariance of step probabilities</h4></li>\n");
     fprintf(fichtm,"\nWe have drawn ellipsoids of confidence around the p<inf>ij</inf>, p<inf>kl</inf> to understand the covariance between two incidences. They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
     fprintf(fichtm,"\n<br> We have drawn x'cov<sup>-1</sup>x = 4 where x is the column vector (pij,pkl). It means that if pij and pkl where uncorrelated the (2X2) matrix would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 standard deviations wide on each axis. <br> When both incidences are correlated we diagonalised the inverse of the covariance matrix and made the appropriate rotation.<br> \n");
   
     cov[1]=1;
     tj=cptcoveff;
     if (cptcovn<1) {tj=1;ncodemax[1]=1;}
     j1=0;
     for(t=1; t<=tj;t++){
       for(i1=1; i1<=ncodemax[t];i1++){ 
         j1++;
         if  (cptcovn>0) {
           fprintf(ficresprob, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprob, "**********\n#\n");
           fprintf(ficresprobcov, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcov, "**********\n#\n");
           
           fprintf(ficgp, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficgp, "**********\n#\n");
           
           
           fprintf(fichtm, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(fichtm, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
           
           fprintf(ficresprobcor, "\n#********** Variable ");    
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcor, "**********\n#");    
         }
         
         for (age=bage; age<=fage; age ++){ 
           cov[2]=age;
           for (k=1; k<=cptcovn;k++) {
             cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
           }
           for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
           for (k=1; k<=cptcovprod;k++)
             cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
           
           gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
           trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
           gp=vector(1,(nlstate)*(nlstate+ndeath));
           gm=vector(1,(nlstate)*(nlstate+ndeath));
       
           for(theta=1; theta <=npar; theta++){
             for(i=1; i<=npar; i++)
               xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
             
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             
             k=0;
             for(i=1; i<= (nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gp[k]=pmmij[i][j];
               }
             }
             
             for(i=1; i<=npar; i++)
               xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
       
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             k=0;
             for(i=1; i<=(nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gm[k]=pmmij[i][j];
               }
             }
        
             for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
               gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
           }
   
           for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
             for(theta=1; theta <=npar; theta++)
               trgradg[j][theta]=gradg[theta][j];
           
           matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
           matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
           free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
           free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
   
           pmij(pmmij,cov,ncovmodel,x,nlstate);
           
           k=0;
           for(i=1; i<=(nlstate); i++){
             for(j=1; j<=(nlstate+ndeath);j++){
               k=k+1;
               mu[k][(int) age]=pmmij[i][j];
             }
           }
           for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
             for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
               varpij[i][j][(int)age] = doldm[i][j];
   
           /*printf("\n%d ",(int)age);
             for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             }*/
   
           fprintf(ficresprob,"\n%d ",(int)age);
           fprintf(ficresprobcov,"\n%d ",(int)age);
           fprintf(ficresprobcor,"\n%d ",(int)age);
   
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
             fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
             fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
           }
           i=0;
           for (k=1; k<=(nlstate);k++){
             for (l=1; l<=(nlstate+ndeath);l++){ 
               i=i++;
               fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
               fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
               for (j=1; j<=i;j++){
                 fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
                 fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
               }
             }
           }/* end of loop for state */
         } /* end of loop for age */
   
         /* Confidence intervalle of pij  */
         /*
           fprintf(ficgp,"\nset noparametric;unset label");
           fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
           fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
           fprintf(fichtm,"\n<br>Probability with  confidence intervals expressed in year<sup>-1</sup> :<a href=\"pijgr%s.png\">pijgr%s.png</A>, ",optionfilefiname,optionfilefiname);
           fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
           fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
           fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
         */
   
         /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
         first1=1;
         for (k2=1; k2<=(nlstate);k2++){
           for (l2=1; l2<=(nlstate+ndeath);l2++){ 
             if(l2==k2) continue;
             j=(k2-1)*(nlstate+ndeath)+l2;
             for (k1=1; k1<=(nlstate);k1++){
               for (l1=1; l1<=(nlstate+ndeath);l1++){ 
                 if(l1==k1) continue;
                 i=(k1-1)*(nlstate+ndeath)+l1;
                 if(i<=j) continue;
                 for (age=bage; age<=fage; age ++){ 
                   if ((int)age %5==0){
                     v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
                     v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     mu1=mu[i][(int) age]/stepm*YEARM ;
                     mu2=mu[j][(int) age]/stepm*YEARM;
                     c12=cv12/sqrt(v1*v2);
                     /* Computing eigen value of matrix of covariance */
                     lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     /* Eigen vectors */
                     v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
                     /*v21=sqrt(1.-v11*v11); *//* error */
                     v21=(lc1-v1)/cv12*v11;
                     v12=-v21;
                     v22=v11;
                     tnalp=v21/v11;
                     if(first1==1){
                       first1=0;
                       printf("%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tang %.3f\nOthers in log...\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     }
                     fprintf(ficlog,"%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tan %.3f\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     /*printf(fignu*/
                     /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
                     /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
                     if(first==1){
                       first=0;
                       fprintf(ficgp,"\nset parametric;unset label");
                       fprintf(ficgp,"\nset log y;set log x; set xlabel \"p%1d%1d (year-1)\";set ylabel \"p%1d%1d (year-1)\"",k1,l1,k2,l2);
                       fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
                       fprintf(fichtm,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
    :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
   %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtm,"\n<br><img src=\"%s%d%1d%1d-%1d%1d.png\"> ",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtm,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nplot [-pi:pi] %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }else{
                       first=0;
                       fprintf(fichtm," %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\nreplot %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }/* if first */
                   } /* age mod 5 */
                 } /* end loop age */
                 fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                 first=1;
               } /*l12 */
             } /* k12 */
           } /*l1 */
         }/* k1 */
       } /* loop covariates */
     }
     free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
     free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
     free_vector(xp,1,npar);
     fclose(ficresprob);
     fclose(ficresprobcov);
     fclose(ficresprobcor);
     /*  fclose(ficgp);*/
   }
   
   
   /******************* Printing html file ***********/
   void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
                     int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
                     int popforecast, int estepm ,\
                     double jprev1, double mprev1,double anprev1, \
                     double jprev2, double mprev2,double anprev2){
     int jj1, k1, i1, cpt;
     /*char optionfilehtm[FILENAMELENGTH];*/
   /*   if((fichtm=fopen(optionfilehtm,"a"))==NULL)    { */
   /*     printf("Problem with %s \n",optionfilehtm), exit(0); */
   /*     fprintf(ficlog,"Problem with %s \n",optionfilehtm), exit(0); */
   /*   } */
   
      fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n \
    - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"%s\">%s</a> <br>\n \
    - Estimated transition probabilities over %d (stepm) months: <a href=\"%s\">%s</a><br>\n \
    - Stable prevalence in each health state: <a href=\"%s\">%s</a> <br>\n \
    - Life expectancies by age and initial health status (estepm=%2d months): \
      <a href=\"%s\">%s</a> <br>\n</li>", \
              jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,subdirf2(fileres,"p"),subdirf2(fileres,"p"),\
              stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"),\
              subdirf2(fileres,"pl"),subdirf2(fileres,"pl"),\
              estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
   
   fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        /* Pij */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i, %d (stepm) months before: %s%d1.png<br> \
   <img src=\"%s%d1.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1);     
        /* Quasi-incidences */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months\
    before but expressed in per year i.e. quasi incidences if stepm is small and probabilities too: %s%d2.png<br> \
   <img src=\"%s%d2.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1); 
          /* Stable prevalence in each health state */
          for(cpt=1; cpt<nlstate;cpt++){
            fprintf(fichtm,"<br>- Stable prevalence in each health state : p%s%d%d.png<br> \
   <img src=\"%s%d%d.png\">",subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1);
          }
        for(cpt=1; cpt<=nlstate;cpt++) {
           fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): %s%d%d.png <br> \
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"exo"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,jj1);
        }
        fprintf(fichtm,"\n<br>- Total life expectancy by age and \
   health expectancies in states (1) and (2): %s%d.png<br>\
   <img src=\"%s%d.png\">",subdirf2(optionfilefiname,"e"),jj1,subdirf2(optionfilefiname,"e"),jj1);
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
   
   
    fprintf(fichtm,"\n<br><li><h4> Result files (second order: variances)</h4>\n\
    - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n\
    - Variance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n\
    - Variance-covariance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n\
    - Correlation matrix of one-step probabilities: <a href=\"%s\">%s</a> <br>\n\
    - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"%s\">%s</a><br>\n\
    - Health expectancies with their variances (no covariance): <a href=\"%s\">%s</a> <br>\n\
    - Standard deviation of stable prevalences: <a href=\"%s\">%s</a> <br>\n",\
            rfileres,rfileres,\
            subdirf2(fileres,"prob"),subdirf2(fileres,"prob"),\
            subdirf2(fileres,"probcov"),subdirf2(fileres,"probcov"),\
            subdirf2(fileres,"probcor"),subdirf2(fileres,"probcor"),\
            estepm, subdirf2(fileres,"v"),subdirf2(fileres,"v"),\
            subdirf2(fileres,"t"),subdirf2(fileres,"t"),\
            subdirf2(fileres,"vpl"),subdirf2(fileres,"vpl"));
   
   /*  if(popforecast==1) fprintf(fichtm,"\n */
   /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
   /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
   /*      <br>",fileres,fileres,fileres,fileres); */
   /*  else  */
   /*    fprintf(fichtm,"\n No population forecast: popforecast = %d (instead of 1) or stepm = %d (instead of 1) or model=%s (instead of .)<br><br></li>\n",popforecast, stepm, model); */
   fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        for(cpt=1; cpt<=nlstate;cpt++) {
          fprintf(fichtm,"<br>- Observed and period prevalence (with confident\
   interval) in state (%d): %s%d%d.png <br>\
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"pe"),cpt,jj1,subdirf2(optionfilefiname,"pe"),cpt,jj1);  
        }
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
    fflush(fichtm);
   }
   
   /******************* Gnuplot file **************/
   void printinggnuplot(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char path[], double p[]){
   
     char dirfileres[132],optfileres[132];
     int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
     int ng;
   /*   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) { */
   /*     printf("Problem with file %s",optionfilegnuplot); */
   /*     fprintf(ficlog,"Problem with file %s",optionfilegnuplot); */
   /*   } */
   
     /*#ifdef windows */
     fprintf(ficgp,"cd \"%s\" \n",path);
       /*#endif */
     m=pow(2,cptcoveff);
   
     strcpy(dirfileres,optionfilefiname);
     strcpy(optfileres,"vpl");
    /* 1eme*/
     for (cpt=1; cpt<= nlstate ; cpt ++) {
      for (k1=1; k1<= m ; k1 ++) {
        fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"v"),cpt,k1);
        fprintf(ficgp,"\n#set out \"v%s%d%d.png\" \n",optionfilefiname,cpt,k1);
        fprintf(ficgp,"set xlabel \"Age\" \n\
   set ylabel \"Probability\" \n\
   set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,subdirf2(fileres,"vpl"),k1-1,k1-1);
   
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }
        fprintf(ficgp,"\" t\"Stable prevalence\" w l 0,\"%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1);
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        } 
        fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1); 
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }  
        fprintf(ficgp,"\" t\"\" w l 1,\"%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",subdirf2(fileres,"p"),k1-1,k1-1,2+4*(cpt-1));
      }
     }
     /*2 eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       fprintf(ficgp,"\nset out \"%s%d.png\" \n",subdirf2(optionfilefiname,"e"),k1);
       fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
       
       for (i=1; i<= nlstate+1 ; i ++) {
         k=2*i;
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:2 \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
         else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         fprintf(ficgp,"\" t\"\" w l 0,");
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
         else fprintf(ficgp,"\" t\"\" w l 0,");
       }
     }
     
     /*3eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<= nlstate ; cpt ++) {
         k=2+nlstate*(2*cpt-2);
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"exp"),cpt,k1);
         fprintf(ficgp,"set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,subdirf2(fileres,"e"),k1-1,k1-1,k,cpt);
         /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           
         */
         for (i=1; i< nlstate ; i ++) {
           fprintf(ficgp," ,\"%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",subdirf2(fileres,"e"),k1-1,k1-1,k+2*i,cpt,i+1);
           
         } 
       }
     }
     
     /* CV preval stable (period) */
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<=nlstate ; cpt ++) {
         k=3;
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"p"),cpt,k1);
         fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \n\
   set ter png small\nset size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,subdirf2(fileres,"pij"),k1,k+cpt+1,k+1);
         
         for (i=1; i< nlstate ; i ++)
           fprintf(ficgp,"+$%d",k+i+1);
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
         
         l=3+(nlstate+ndeath)*cpt;
         fprintf(ficgp,",\"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",subdirf2(fileres,"pij"),k1,l+cpt+1,l+1);
         for (i=1; i< nlstate ; i ++) {
           l=3+(nlstate+ndeath)*cpt;
           fprintf(ficgp,"+$%d",l+i+1);
         }
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
       } 
     }  
     
     /* proba elementaires */
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) {
           for(j=1; j <=ncovmodel; j++){
             fprintf(ficgp,"p%d=%f ",jk,p[jk]);
             jk++; 
             fprintf(ficgp,"\n");
           }
         }
       }
      }
   
      for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
        for(jk=1; jk <=m; jk++) {
          fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"pe"),jk,ng); 
          if (ng==2)
            fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
          else
            fprintf(ficgp,"\nset title \"Probability\"\n");
          fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
          i=1;
          for(k2=1; k2<=nlstate; k2++) {
            k3=i;
            for(k=1; k<=(nlstate+ndeath); k++) {
              if (k != k2){
                if(ng==2)
                  fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
                else
                  fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
                ij=1;
                for(j=3; j <=ncovmodel; j++) {
                  if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                    fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                    ij++;
                  }
                  else
                    fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                }
                fprintf(ficgp,")/(1");
                
                for(k1=1; k1 <=nlstate; k1++){   
                  fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
                  ij=1;
                  for(j=3; j <=ncovmodel; j++){
                    if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                      fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                      ij++;
                    }
                    else
                      fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                  }
                  fprintf(ficgp,")");
                }
                fprintf(ficgp,") t \"p%d%d\" ", k2,k);
                if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
                i=i+ncovmodel;
              }
            } /* end k */
          } /* end k2 */
        } /* end jk */
      } /* end ng */
      fflush(ficgp); 
   }  /* end gnuplot */
   
   
   /*************** Moving average **************/
   int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
   
     int i, cpt, cptcod;
     int modcovmax =1;
     int mobilavrange, mob;
     double age;
   
     modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
                              a covariate has 2 modalities */
     if (cptcovn<1) modcovmax=1; /* At least 1 pass */
   
     if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
       if(mobilav==1) mobilavrange=5; /* default */
       else mobilavrange=mobilav;
       for (age=bage; age<=fage; age++)
         for (i=1; i<=nlstate;i++)
           for (cptcod=1;cptcod<=modcovmax;cptcod++)
             mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
       /* We keep the original values on the extreme ages bage, fage and for 
          fage+1 and bage-1 we use a 3 terms moving average; for fage+2 bage+2
          we use a 5 terms etc. until the borders are no more concerned. 
       */ 
       for (mob=3;mob <=mobilavrange;mob=mob+2){
         for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
           for (i=1; i<=nlstate;i++){
             for (cptcod=1;cptcod<=modcovmax;cptcod++){
               mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
                 for (cpt=1;cpt<=(mob-1)/2;cpt++){
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
                 }
               mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
             }
           }
         }/* end age */
       }/* end mob */
     }else return -1;
     return 0;
   }/* End movingaverage */
   
   
   /************** Forecasting ******************/
   prevforecast(char fileres[], double anproj1, double mproj1, double jproj1, double ageminpar, double agemax, double dateprev1, double dateprev2, int mobilav, double bage, double fage, int firstpass, int lastpass, double anproj2, double p[], int cptcoveff){
     /* proj1, year, month, day of starting projection 
        agemin, agemax range of age
        dateprev1 dateprev2 range of dates during which prevalence is computed
        anproj2 year of en of projection (same day and month as proj1).
     */
     int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
     int *popage;
     double agec; /* generic age */
     double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
     double *popeffectif,*popcount;
     double ***p3mat;
     double ***mobaverage;
     char fileresf[FILENAMELENGTH];
   
     agelim=AGESUP;
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
    
     strcpy(fileresf,"f"); 
     strcat(fileresf,fileres);
     if((ficresf=fopen(fileresf,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", fileresf);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
     }
     printf("Computing forecasting: result on file '%s' \n", fileresf);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     if(estepm < stepm){
       printf ("Problem %d lower than %d\n",estepm, stepm);
     }
     else  hstepm=estepm;   
   
     hstepm=hstepm/stepm; 
     yp1=modf(dateintmean,&yp);/* extracts integral of datemean in yp  and
                                  fractional in yp1 */
     anprojmean=yp;
     yp2=modf((yp1*12),&yp);
     mprojmean=yp;
     yp1=modf((yp2*30.5),&yp);
     jprojmean=yp;
     if(jprojmean==0) jprojmean=1;
     if(mprojmean==0) jprojmean=1;
   
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
     
     fprintf(ficresf,"# Mean day of interviews %.lf/%.lf/%.lf (%.2f) between %.2f and %.2f \n",jprojmean,mprojmean,anprojmean,dateintmean,dateprev1,dateprev2); 
     
     fprintf(ficresf,"#****** Routine prevforecast **\n");
   
   /*            if (h==(int)(YEARM*yearp)){ */
     for(cptcov=1, k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficresf,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficresf," V%d=%d, hpijx=probability over h years, hp.jx is weighted by observed prev ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficresf,"******\n");
         fprintf(ficresf,"# Covariate valuofcovar yearproj age");
         for(j=1; j<=nlstate+ndeath;j++){ 
           for(i=1; i<=nlstate;i++)              
             fprintf(ficresf," p%d%d",i,j);
           fprintf(ficresf," p.%d",j);
         }
         for (yearp=0; yearp<=(anproj2-anproj1);yearp +=stepsize) { 
           fprintf(ficresf,"\n");
           fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+yearp);   
   
           for (agec=fage; agec>=(ageminpar-1); agec--){ 
             nhstepm=(int) rint((agelim-agec)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agec,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h*hstepm/YEARM*stepm ==yearp) {
                 fprintf(ficresf,"\n");
                 for(j=1;j<=cptcoveff;j++) 
                   fprintf(ficresf,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
                 fprintf(ficresf,"%.f %.f ",anproj1+yearp,agec+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 ppij=0.;
                 for(i=1; i<=nlstate;i++) {
                   if (mobilav==1) 
                     ppij=ppij+p3mat[i][j][h]*mobaverage[(int)agec][i][cptcod];
                   else {
                     ppij=ppij+p3mat[i][j][h]*probs[(int)(agec)][i][cptcod];
                   }
                   if (h*hstepm/YEARM*stepm== yearp) {
                     fprintf(ficresf," %.3f", p3mat[i][j][h]);
                   }
                 } /* end i */
                 if (h*hstepm/YEARM*stepm==yearp) {
                   fprintf(ficresf," %.3f", ppij);
                 }
               }/* end j */
             } /* end h */
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           } /* end agec */
         } /* end yearp */
       } /* end cptcod */
     } /* end  cptcov */
          
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     fclose(ficresf);
   }
   
   /************** Forecasting *****not tested NB*************/
   populforecast(char fileres[], double anpyram,double mpyram,double jpyram,double ageminpar, double agemax,double dateprev1, double dateprev2, int mobilav, double agedeb, double fage, int popforecast, char popfile[], double anpyram1,double p[], int i2){
     
     int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
     int *popage;
     double calagedatem, agelim, kk1, kk2;
     double *popeffectif,*popcount;
     double ***p3mat,***tabpop,***tabpopprev;
     double ***mobaverage;
     char filerespop[FILENAMELENGTH];
   
     tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     agelim=AGESUP;
     calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
     
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     
     
     strcpy(filerespop,"pop"); 
     strcat(filerespop,fileres);
     if((ficrespop=fopen(filerespop,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", filerespop);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
     }
     printf("Computing forecasting: result on file '%s' \n", filerespop);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     
     agelim=AGESUP;
     
     hstepm=1;
     hstepm=hstepm/stepm; 
     
     if (popforecast==1) {
       if((ficpop=fopen(popfile,"r"))==NULL) {
         printf("Problem with population file : %s\n",popfile);exit(0);
         fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
       } 
       popage=ivector(0,AGESUP);
       popeffectif=vector(0,AGESUP);
       popcount=vector(0,AGESUP);
       
       i=1;   
       while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
      
       imx=i;
       for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
     }
   
     for(cptcov=1,k=0;cptcov<=i2;cptcov++){
      for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficrespop,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespop,"******\n");
         fprintf(ficrespop,"# Age");
         for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
         if (popforecast==1)  fprintf(ficrespop," [Population]");
         
         for (cpt=0; cpt<=0;cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   if (mobilav==1) 
                     kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
                   else {
                     kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
                   }
                 }
                 if (h==(int)(calagedatem+12*cpt)){
                   tabpop[(int)(agedeb)][j][cptcod]=kk1;
                     /*fprintf(ficrespop," %.3f", kk1);
                       if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
                 }
               }
               for(i=1; i<=nlstate;i++){
                 kk1=0.;
                   for(j=1; j<=nlstate;j++){
                     kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
                   }
                     tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
               }
   
               if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
                 fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
    
     /******/
   
         for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];    
                 }
                 if (h==(int)(calagedatem+12*cpt)) fprintf(ficresf," %15.2f", kk1);        
               }
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
      } 
     }
    
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     if (popforecast==1) {
       free_ivector(popage,0,AGESUP);
       free_vector(popeffectif,0,AGESUP);
       free_vector(popcount,0,AGESUP);
     }
     free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficrespop);
   } /* End of popforecast */
   
   int fileappend(FILE *fichier, char *optionfich)
   {
     if((fichier=fopen(optionfich,"a"))==NULL) {
       printf("Problem with file: %s\n", optionfich);
       fprintf(ficlog,"Problem with file: %s\n", optionfich);
       return (0);
     }
     fflush(fichier);
     return (1);
   }
   void prwizard(int ncovmodel, int nlstate, int ndeath,  char model[], FILE *ficparo)
   {
   
     char ca[32], cb[32], cc[32];
     int i,j, k, l, li, lj, lk, ll, jj, npar, itimes;
     int numlinepar;
   
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficparo,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         /*ca[0]= k+'a'-1;ca[1]='\0';*/
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           /*        printf(" %lf",param[i][j][k]); */
           /*        fprintf(ficparo," %lf",param[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficparo,"# Scales (for hessian or gradient estimation)\n");
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/ 
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         fprintf(ficparo,"%1d%1d",i,j);
         printf("%1d%1d",i,j);
         fflush(stdout);
         for(k=1; k<=ncovmodel;k++){
           /*      printf(" %le",delti3[i][j][k]); */
           /*      fprintf(ficparo," %le",delti3[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         numlinepar++;
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Covariance matrix\n");
   /* # 121 Var(a12)\n\ */
   /* # 122 Cov(b12,a12) Var(b12)\n\ */
   /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
   /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
   /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
   /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
   /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
   /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
     fflush(stdout);
     fprintf(ficparo,"# Covariance matrix\n");
     /* # 121 Var(a12)\n\ */
     /* # 122 Cov(b12,a12) Var(b12)\n\ */
     /* #   ...\n\ */
     /* # 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n" */
     
     for(itimes=1;itimes<=2;itimes++){
       jj=0;
       for(i=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath; j++){
           if(j==i) continue;
           for(k=1; k<=ncovmodel;k++){
             jj++;
             ca[0]= k+'a'-1;ca[1]='\0';
             if(itimes==1){
               printf("#%1d%1d%d",i,j,k);
               fprintf(ficparo,"#%1d%1d%d",i,j,k);
             }else{
               printf("%1d%1d%d",i,j,k);
               fprintf(ficparo,"%1d%1d%d",i,j,k);
               /*  printf(" %.5le",matcov[i][j]); */
             }
             ll=0;
             for(li=1;li <=nlstate; li++){
               for(lj=1;lj <=nlstate+ndeath; lj++){
                 if(lj==li) continue;
                 for(lk=1;lk<=ncovmodel;lk++){
                   ll++;
                   if(ll<=jj){
                     cb[0]= lk +'a'-1;cb[1]='\0';
                     if(ll<jj){
                       if(itimes==1){
                         printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         fprintf(ficparo," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }else{
                       if(itimes==1){
                         printf(" Var(%s%1d%1d)",ca,i,j);
                         fprintf(ficparo," Var(%s%1d%1d)",ca,i,j);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }
                   }
                 } /* end lk */
               } /* end lj */
             } /* end li */
             printf("\n");
             fprintf(ficparo,"\n");
             numlinepar++;
           } /* end k*/
         } /*end j */
       } /* end i */
     }
   
   } /* end of prwizard */
   
   /***********************************************/
   /**************** Main Program *****************/
   /***********************************************/
   
   int main(int argc, char *argv[])
   {
     int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
     int i,j, k, n=MAXN,iter,m,size=100,cptcode, cptcod;
     int jj, imk;
     int numlinepar=0; /* Current linenumber of parameter file */
     /*  FILE *fichtm; *//* Html File */
     /* FILE *ficgp;*/ /*Gnuplot File */
     double agedeb, agefin,hf;
     double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
   
     double fret;
     double **xi,tmp,delta;
   
     double dum; /* Dummy variable */
     double ***p3mat;
     double ***mobaverage;
     int *indx;
     char line[MAXLINE], linepar[MAXLINE];
     char path[MAXLINE],pathc[MAXLINE],pathcd[MAXLINE],pathtot[MAXLINE],model[MAXLINE];
     char pathr[MAXLINE]; 
     int firstobs=1, lastobs=10;
     int sdeb, sfin; /* Status at beginning and end */
     int c,  h , cpt,l;
     int ju,jl, mi;
     int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
     int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,*tab; 
     int mobilavproj=0 , prevfcast=0 ; /* moving average of prev, If prevfcast=1 prevalence projection */
     int mobilav=0,popforecast=0;
     int hstepm, nhstepm;
     double jprev1=1, mprev1=1,anprev1=2000,jprev2=1, mprev2=1,anprev2=2000;
     double jpyram=1, mpyram=1,anpyram=2000,jpyram1=1, mpyram1=1,anpyram1=2000;
   
     double bage, fage, age, agelim, agebase;
     double ftolpl=FTOL;
     double **prlim;
     double *severity;
     double ***param; /* Matrix of parameters */
     double  *p;
     double **matcov; /* Matrix of covariance */
     double ***delti3; /* Scale */
     double *delti; /* Scale */
     double ***eij, ***vareij;
     double **varpl; /* Variances of prevalence limits by age */
     double *epj, vepp;
     double kk1, kk2;
     double dateprev1, dateprev2,jproj1=1,mproj1=1,anproj1=2000,jproj2=1,mproj2=1,anproj2=2000;
   
     char *alph[]={"a","a","b","c","d","e"}, str[4];
   
   
     char z[1]="c", occ;
   
     char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
     char strstart[80], *strt, strtend[80];
     char *stratrunc;
     int lstra;
   
     long total_usecs;
     struct timeval start_time, end_time, curr_time;
     struct timezone tzp;
     extern int gettimeofday();
     struct tm tmg, tm, *gmtime(), *localtime();
     long time_value;
     extern long time();
    
     /*   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
     (void) gettimeofday(&start_time,&tzp);
     tm = *localtime(&start_time.tv_sec);
     tmg = *gmtime(&start_time.tv_sec);
     strcpy(strstart,asctime(&tm));
   
   /*  printf("Localtime (at start)=%s",strstart); */
   /*  tp.tv_sec = tp.tv_sec +86400; */
   /*  tm = *localtime(&start_time.tv_sec); */
   /*   tmg.tm_year=tmg.tm_year +dsign*dyear; */
   /*   tmg.tm_mon=tmg.tm_mon +dsign*dmonth; */
   /*   tmg.tm_hour=tmg.tm_hour + 1; */
   /*   tp.tv_sec = mktime(&tmg); */
   /*   strt=asctime(&tmg); */
   /*   printf("Time(after) =%s",strstart);  */
   /*  (void) time (&time_value);
   *  printf("time=%d,t-=%d\n",time_value,time_value-86400);
   *  tm = *localtime(&time_value);
   *  strstart=asctime(&tm);
   *  printf("tim_value=%d,asctime=%s\n",time_value,strstart); 
   */
   
     getcwd(pathcd, size);
   
     printf("\n%s\n%s",version,fullversion);
     if(argc <=1){
       printf("\nEnter the parameter file name: ");
       scanf("%s",pathtot);
     }
     else{
       strcpy(pathtot,argv[1]);
     }
     /*if(getcwd(pathcd, MAXLINE)!= NULL)printf ("Error pathcd\n");*/
     /*cygwin_split_path(pathtot,path,optionfile);
       printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
     /* cutv(path,optionfile,pathtot,'\\');*/
   
     split(pathtot,path,optionfile,optionfilext,optionfilefiname);
     printf("pathtot=%s,\npath=%s,\noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     chdir(path);
     strcpy(command,"mkdir ");
     strcat(command,optionfilefiname);
     if((outcmd=system(command)) != 0){
       printf("Problem creating directory or it already exists %s%s, err=%d\n",path,optionfilefiname,outcmd);
       /* fprintf(ficlog,"Problem creating directory %s%s\n",path,optionfilefiname); */
       /* fclose(ficlog); */
   /*     exit(1); */
     }
   /*   if((imk=mkdir(optionfilefiname))<0){ */
   /*     perror("mkdir"); */
   /*   } */
   
     /*-------- arguments in the command line --------*/
   
     /* Log file */
     strcat(filelog, optionfilefiname);
     strcat(filelog,".log");    /* */
     if((ficlog=fopen(filelog,"w"))==NULL)    {
       printf("Problem with logfile %s\n",filelog);
       goto end;
     }
     fprintf(ficlog,"Log filename:%s\n",filelog);
     fprintf(ficlog,"\n%s\n%s",version,fullversion);
     fprintf(ficlog,"\nEnter the parameter file name: ");
     fprintf(ficlog,"pathtot=%s\n\
    path=%s \n\
    optionfile=%s\n\
    optionfilext=%s\n\
    optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
   
     printf("Localtime (at start):%s",strstart);
     fprintf(ficlog,"Localtime (at start): %s",strstart);
     fflush(ficlog);
   
     /* */
     strcpy(fileres,"r");
     strcat(fileres, optionfilefiname);
     strcat(fileres,".txt");    /* Other files have txt extension */
   
     /*---------arguments file --------*/
   
     if((ficpar=fopen(optionfile,"r"))==NULL)    {
       printf("Problem with optionfile %s\n",optionfile);
       fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
       fflush(ficlog);
       goto end;
     }
   
   
   
     strcpy(filereso,"o");
     strcat(filereso,fileres);
     if((ficparo=fopen(filereso,"w"))==NULL) { /* opened on subdirectory */
       printf("Problem with Output resultfile: %s\n", filereso);
       fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
       fflush(ficlog);
       goto end;
     }
   
     /* Reads comments: lines beginning with '#' */
     numlinepar=0;
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
     numlinepar++;
     printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model);
     fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fprintf(ficlog,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fflush(ficlog);
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
      
     covar=matrix(0,NCOVMAX,1,n); 
     cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
     if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
   
     ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
     nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
    
     if(mle==-1){ /* Print a wizard for help writing covariance matrix */
       prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
       printf(" You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       fprintf(ficlog," You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       fclose (ficparo);
       fclose (ficlog);
       exit(0);
     }
     /* Read guess parameters */
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     for(i=1; i <=nlstate; i++){
       j=0;
       for(jj=1; jj <=nlstate+ndeath; jj++){
         if(jj==i) continue;
         j++;
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         if ((i1 != i) && (j1 != j)){
           printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
           exit(1);
         }
         fprintf(ficparo,"%1d%1d",i1,j1);
         if(mle==1)
           printf("%1d%1d",i,j);
         fprintf(ficlog,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar," %lf",&param[i][j][k]);
           if(mle==1){
             printf(" %lf",param[i][j][k]);
             fprintf(ficlog," %lf",param[i][j][k]);
           }
           else
             fprintf(ficlog," %lf",param[i][j][k]);
           fprintf(ficparo," %lf",param[i][j][k]);
         }
         fscanf(ficpar,"\n");
         numlinepar++;
         if(mle==1)
           printf("\n");
         fprintf(ficlog,"\n");
         fprintf(ficparo,"\n");
       }
     }  
     fflush(ficlog);
   
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
   
     p=param[1][1];
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     /* delti=vector(1,npar); *//* Scale of each paramater (output from hesscov) */
     for(i=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath-1; j++){
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         if ((i1-i)*(j1-j)!=0){
           printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
           exit(1);
         }
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i1,j1);
         fprintf(ficlog,"%1d%1d",i1,j1);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar,"%le",&delti3[i][j][k]);
           printf(" %le",delti3[i][j][k]);
           fprintf(ficparo," %le",delti3[i][j][k]);
           fprintf(ficlog," %le",delti3[i][j][k]);
         }
         fscanf(ficpar,"\n");
         numlinepar++;
         printf("\n");
         fprintf(ficparo,"\n");
         fprintf(ficlog,"\n");
       }
     }
     fflush(ficlog);
   
     delti=delti3[1][1];
   
   
     /* free_ma3x(delti3,1,nlstate,1,nlstate+ndeath-1,1,ncovmodel); */ /* Hasn't to to freed here otherwise delti is no more allocated */
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
     
     matcov=matrix(1,npar,1,npar);
     for(i=1; i <=npar; i++){
       fscanf(ficpar,"%s",&str);
       if(mle==1)
         printf("%s",str);
       fprintf(ficlog,"%s",str);
       fprintf(ficparo,"%s",str);
       for(j=1; j <=i; j++){
         fscanf(ficpar," %le",&matcov[i][j]);
         if(mle==1){
           printf(" %.5le",matcov[i][j]);
         }
         fprintf(ficlog," %.5le",matcov[i][j]);
         fprintf(ficparo," %.5le",matcov[i][j]);
       }
       fscanf(ficpar,"\n");
       numlinepar++;
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       fprintf(ficparo,"\n");
     }
     for(i=1; i <=npar; i++)
       for(j=i+1;j<=npar;j++)
         matcov[i][j]=matcov[j][i];
      
     if(mle==1)
       printf("\n");
     fprintf(ficlog,"\n");
   
     fflush(ficlog);
   
     /*-------- Rewriting paramater file ----------*/
     strcpy(rfileres,"r");    /* "Rparameterfile */
     strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
     strcat(rfileres,".");    /* */
     strcat(rfileres,optionfilext);    /* Other files have txt extension */
     if((ficres =fopen(rfileres,"w"))==NULL) {
       printf("Problem writing new parameter file: %s\n", fileres);goto end;
       fprintf(ficlog,"Problem writing new parameter file: %s\n", fileres);goto end;
     }
     fprintf(ficres,"#%s\n",version);
       
     /*-------- data file ----------*/
     if((fic=fopen(datafile,"r"))==NULL)    {
       printf("Problem with datafile: %s\n", datafile);goto end;
       fprintf(ficlog,"Problem with datafile: %s\n", datafile);goto end;
     }
   
     n= lastobs;
     severity = vector(1,maxwav);
     outcome=imatrix(1,maxwav+1,1,n);
     num=lvector(1,n);
     moisnais=vector(1,n);
     annais=vector(1,n);
     moisdc=vector(1,n);
     andc=vector(1,n);
     agedc=vector(1,n);
     cod=ivector(1,n);
     weight=vector(1,n);
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
     mint=matrix(1,maxwav,1,n);
     anint=matrix(1,maxwav,1,n);
     s=imatrix(1,maxwav+1,1,n);
     tab=ivector(1,NCOVMAX);
     ncodemax=ivector(1,8);
   
     i=1;
     while (fgets(line, MAXLINE, fic) != NULL)    {
       if ((i >= firstobs) && (i <=lastobs)) {
           
         for (j=maxwav;j>=1;j--){
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb); 
           strcpy(line,stra);
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         }
           
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
         for (j=ncovcol;j>=1;j--){
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         } 
         lstra=strlen(stra);
         if(lstra > 9){ /* More than 2**32 or max of what printf can write with %ld */
           stratrunc = &(stra[lstra-9]);
           num[i]=atol(stratrunc);
         }
         else
           num[i]=atol(stra);
           
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
           printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/
   
         i=i+1;
       }
     }
     /* printf("ii=%d", ij);
        scanf("%d",i);*/
     imx=i-1; /* Number of individuals */
   
     /* for (i=1; i<=imx; i++){
       if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
       if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
       if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
       }*/
      /*  for (i=1; i<=imx; i++){
        if (s[4][i]==9)  s[4][i]=-1; 
        printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));}*/
     
    for (i=1; i<=imx; i++)
    
      /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
        else weight[i]=1;*/
   
     /* Calculation of the number of parameter from char model*/
     Tvar=ivector(1,15); /* stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
     Tprod=ivector(1,15); 
     Tvaraff=ivector(1,15); 
     Tvard=imatrix(1,15,1,2);
     Tage=ivector(1,15);      
      
     if (strlen(model) >1){ /* If there is at least 1 covariate */
       j=0, j1=0, k1=1, k2=1;
       j=nbocc(model,'+'); /* j=Number of '+' */
       j1=nbocc(model,'*'); /* j1=Number of '*' */
       cptcovn=j+1; 
       cptcovprod=j1; /*Number of products */
       
       strcpy(modelsav,model); 
       if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
         printf("Error. Non available option model=%s ",model);
         fprintf(ficlog,"Error. Non available option model=%s ",model);
         goto end;
       }
       
       /* This loop fills the array Tvar from the string 'model'.*/
   
       for(i=(j+1); i>=1;i--){
         cutv(stra,strb,modelsav,'+'); /* keeps in strb after the last + */ 
         if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
         /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
         /*scanf("%d",i);*/
         if (strchr(strb,'*')) {  /* Model includes a product */
           cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn (if not *age)*/
           if (strcmp(strc,"age")==0) { /* Vn*age */
             cptcovprod--;
             cutv(strb,stre,strd,'V');
             Tvar[i]=atoi(stre); /* computes n in Vn and stores in Tvar*/
             cptcovage++;
               Tage[cptcovage]=i;
               /*printf("stre=%s ", stre);*/
           }
           else if (strcmp(strd,"age")==0) { /* or age*Vn */
             cptcovprod--;
             cutv(strb,stre,strc,'V');
             Tvar[i]=atoi(stre);
             cptcovage++;
             Tage[cptcovage]=i;
           }
           else {  /* Age is not in the model */
             cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n*/
             Tvar[i]=ncovcol+k1;
             cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
             Tprod[k1]=i;
             Tvard[k1][1]=atoi(strc); /* m*/
             Tvard[k1][2]=atoi(stre); /* n */
             Tvar[cptcovn+k2]=Tvard[k1][1];
             Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
             for (k=1; k<=lastobs;k++) 
               covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
             k1++;
             k2=k2+2;
           }
         }
         else { /* no more sum */
           /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
          /*  scanf("%d",i);*/
         cutv(strd,strc,strb,'V');
         Tvar[i]=atoi(strc);
         }
         strcpy(modelsav,stra);  
         /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
           scanf("%d",i);*/
       } /* end of loop + */
     } /* end model */
     
     /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
       If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
   
     /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
     printf("cptcovprod=%d ", cptcovprod);
     fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
   
     scanf("%d ",i);
     fclose(fic);*/
   
       /*  if(mle==1){*/
     if (weightopt != 1) { /* Maximisation without weights*/
       for(i=1;i<=n;i++) weight[i]=1.0;
     }
       /*-calculation of age at interview from date of interview and age at death -*/
     agev=matrix(1,maxwav,1,imx);
   
     for (i=1; i<=imx; i++) {
       for(m=2; (m<= maxwav); m++) {
         if (((int)mint[m][i]== 99) && (s[m][i] <= nlstate)){
           anint[m][i]=9999;
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]==9999 && s[m][i]>nlstate){
           printf("Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           fprintf(ficlog,"Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
           printf("Error! Month of death of individual %ld on line %d was unknown %2d, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,(int)moisdc[i]); 
           fprintf(ficlog,"Error! Month of death of individual %ld on line %d was unknown %f, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,moisdc[i]); 
           s[m][i]=-1; /* We prefer to skip it (and to skip it in version 0.8a1 too */
         }
       }
     }
   
     for (i=1; i<=imx; i++)  {
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
       for(m=firstpass; (m<= lastpass); m++){
         if(s[m][i] >0){
           if (s[m][i] >= nlstate+1) {
             if(agedc[i]>0)
               if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
                 agev[m][i]=agedc[i];
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
               else {
                 if ((int)andc[i]!=9999){
                   printf("Warning negative age at death: %ld line:%d\n",num[i],i);
                   fprintf(ficlog,"Warning negative age at death: %ld line:%d\n",num[i],i);
                   agev[m][i]=-1;
                 }
               }
           }
           else if(s[m][i] !=9){ /* Standard case, age in fractional
                                    years but with the precision of a
                                    month */
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
             if((int)mint[m][i]==99 || (int)anint[m][i]==9999)
               agev[m][i]=1;
             else if(agev[m][i] <agemin){ 
               agemin=agev[m][i];
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
             }
             else if(agev[m][i] >agemax){
               agemax=agev[m][i];
               /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
             }
             /*agev[m][i]=anint[m][i]-annais[i];*/
             /*     agev[m][i] = age[i]+2*m;*/
           }
           else { /* =9 */
             agev[m][i]=1;
             s[m][i]=-1;
           }
         }
         else /*= 0 Unknown */
           agev[m][i]=1;
       }
       
     }
     for (i=1; i<=imx; i++)  {
       for(m=firstpass; (m<=lastpass); m++){
         if (s[m][i] > (nlstate+ndeath)) {
           printf("Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           fprintf(ficlog,"Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           goto end;
         }
       }
     }
   
     /*for (i=1; i<=imx; i++){
     for (m=firstpass; (m<lastpass); m++){
        printf("%ld %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
   }
   
   }*/
   
     printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
     fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
   
     free_vector(severity,1,maxwav);
     free_imatrix(outcome,1,maxwav+1,1,n);
     free_vector(moisnais,1,n);
     free_vector(annais,1,n);
     /* free_matrix(mint,1,maxwav,1,n);
        free_matrix(anint,1,maxwav,1,n);*/
     free_vector(moisdc,1,n);
     free_vector(andc,1,n);
   
      
     wav=ivector(1,imx);
     dh=imatrix(1,lastpass-firstpass+1,1,imx);
     bh=imatrix(1,lastpass-firstpass+1,1,imx);
     mw=imatrix(1,lastpass-firstpass+1,1,imx);
      
     /* Concatenates waves */
     concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
   
     /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
   
     Tcode=ivector(1,100);
     nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
     ncodemax[1]=1;
     if (cptcovn > 0) tricode(Tvar,nbcode,imx);
         
     codtab=imatrix(1,100,1,10); /* Cross tabulation to get the order of 
                                    the estimations*/
     h=0;
     m=pow(2,cptcoveff);
    
     for(k=1;k<=cptcoveff; k++){
       for(i=1; i <=(m/pow(2,k));i++){
         for(j=1; j <= ncodemax[k]; j++){
           for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
             h++;
             if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;
             /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/
           } 
         }
       }
     } 
     /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
        codtab[1][2]=1;codtab[2][2]=2; */
     /* for(i=1; i <=m ;i++){ 
        for(k=1; k <=cptcovn; k++){
        printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
        }
        printf("\n");
        }
        scanf("%d",i);*/
       
     /*------------ gnuplot -------------*/
     strcpy(optionfilegnuplot,optionfilefiname);
     strcat(optionfilegnuplot,".gp");
     if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
       printf("Problem with file %s",optionfilegnuplot);
     }
     else{
       fprintf(ficgp,"\n# %s\n", version); 
       fprintf(ficgp,"# %s\n", optionfilegnuplot); 
       fprintf(ficgp,"set missing 'NaNq'\n");
     }
     /*  fclose(ficgp);*/
     /*--------- index.htm --------*/
   
     strcpy(optionfilehtm,optionfilefiname);
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
     }
   
     fprintf(fichtm,"<body>\n<title>IMaCh %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n\
   \n\
   <hr  size=\"2\" color=\"#EC5E5E\">\
    <ul><li><h4>Parameter files</h4>\n\
    - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n\
    - Log file of the run: <a href=\"%s\">%s</a><br>\n\
    - Gnuplot file name: <a href=\"%s\">%s</a><br>\n\
    - Date and time at start: %s</ul>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt,\
             model,fileres,fileres,\
             filelog,filelog,optionfilegnuplot,optionfilegnuplot,strstart);
     /*fclose(fichtm);*/
     fflush(fichtm);
   
     strcpy(pathr,path);
     strcat(pathr,optionfilefiname);
     chdir(optionfilefiname); /* Move to directory named optionfile */
     strcpy(lfileres,fileres);
     strcat(lfileres,"/");
     strcat(lfileres,optionfilefiname);
     
     /*  replace(pathc,path);*/
   
     /* Calculates basic frequencies. Computes observed prevalence at single age
        and prints on file fileres'p'. */
     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);
   
     fprintf(fichtm,"\n");
     fprintf(fichtm,"<br>Total number of observations=%d <br>\n\
   Youngest age at first (selected) pass %.2f, oldest age %.2f<br>\n\
   Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n",\
             imx,agemin,agemax,jmin,jmax,jmean);
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
       
      
     /* For Powell, parameters are in a vector p[] starting at p[1]
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */
   
     globpr=0; /* To get the number ipmx of contributions and the sum of weights*/
     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
     printf("First Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
     for (k=1; k<=npar;k++)
       printf(" %d %8.5f",k,p[k]);
     printf("\n");
     globpr=1; /* to print the contributions */
     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
     printf("Second Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
     for (k=1; k<=npar;k++)
       printf(" %d %8.5f",k,p[k]);
     printf("\n");
     if(mle>=1){ /* Could be 1 or 2 */
       mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
     }
       
     /*--------- results files --------------*/
     fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle= 0 weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate, ndeath, maxwav, weightopt,model);
     
   
     jk=1;
     fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) 
           {
             printf("%d%d ",i,k);
             fprintf(ficlog,"%d%d ",i,k);
             fprintf(ficres,"%1d%1d ",i,k);
             for(j=1; j <=ncovmodel; j++){
               printf("%f ",p[jk]);
               fprintf(ficlog,"%f ",p[jk]);
               fprintf(ficres,"%f ",p[jk]);
               jk++; 
             }
             printf("\n");
             fprintf(ficlog,"\n");
             fprintf(ficres,"\n");
           }
       }
     }
     if(mle!=0){
       /* Computing hessian and covariance matrix */
       ftolhess=ftol; /* Usually correct */
       hesscov(matcov, p, npar, delti, ftolhess, func);
     }
     fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath; j++){
         if (j!=i) {
           fprintf(ficres,"%1d%1d",i,j);
           printf("%1d%1d",i,j);
           fprintf(ficlog,"%1d%1d",i,j);
           for(k=1; k<=ncovmodel;k++){
             printf(" %.5e",delti[jk]);
             fprintf(ficlog," %.5e",delti[jk]);
             fprintf(ficres," %.5e",delti[jk]);
             jk++;
           }
           printf("\n");
           fprintf(ficlog,"\n");
           fprintf(ficres,"\n");
         }
       }
     }
      
     fprintf(ficres,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     if(mle==1)
       printf("# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     fprintf(ficlog,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     for(i=1,k=1;i<=npar;i++){
       /*  if (k>nlstate) k=1;
           i1=(i-1)/(ncovmodel*nlstate)+1; 
           fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);
           printf("%s%d%d",alph[k],i1,tab[i]);
       */
       fprintf(ficres,"%3d",i);
       if(mle==1)
         printf("%3d",i);
       fprintf(ficlog,"%3d",i);
       for(j=1; j<=i;j++){
         fprintf(ficres," %.5e",matcov[i][j]);
         if(mle==1)
           printf(" %.5e",matcov[i][j]);
         fprintf(ficlog," %.5e",matcov[i][j]);
       }
       fprintf(ficres,"\n");
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       k++;
     }
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     estepm=0;
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
     if (estepm==0 || estepm < stepm) estepm=stepm;
     if (fage <= 2) {
       bage = ageminpar;
       fage = agemaxpar;
     }
      
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mov_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);
     fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficlog,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
    
   
     dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
     dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
   
     fscanf(ficpar,"pop_based=%d\n",&popbased);
     fprintf(ficparo,"pop_based=%d\n",popbased);   
     fprintf(ficres,"pop_based=%d\n",popbased);   
     
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"prevforecast=%d starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf mobil_average=%d\n",&prevfcast,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2,&mobilavproj);
     fprintf(ficparo,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     printf("prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficlog,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficres,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     /* day and month of proj2 are not used but only year anproj2.*/
   
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"popforecast=%d popfile=%s popfiledate=%lf/%lf/%lf last-popfiledate=%lf/%lf/%lf\n",&popforecast,popfile,&jpyram,&mpyram,&anpyram,&jpyram1,&mpyram1,&anpyram1);
     fprintf(ficparo,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
     fprintf(ficres,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
   
     /*  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);*/
     /*,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
   
     printinggnuplot(fileres, optionfilefiname,ageminpar,agemaxpar,fage, path,p);
   
     printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,\
                  model,imx,jmin,jmax,jmean,rfileres,popforecast,estepm,\
                  jprev1,mprev1,anprev1,jprev2,mprev2,anprev2);
    
     /*------------ free_vector  -------------*/
     /*  chdir(path); */
    
     free_ivector(wav,1,imx);
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(bh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
     free_lvector(num,1,n);
     free_vector(agedc,1,n);
     /*free_matrix(covar,0,NCOVMAX,1,n);*/
     /*free_matrix(covar,1,NCOVMAX,1,n);*/
     fclose(ficparo);
     fclose(ficres);
   
   
     /*--------------- Prevalence limit  (stable prevalence) --------------*/
     
     strcpy(filerespl,"pl");
     strcat(filerespl,fileres);
     if((ficrespl=fopen(filerespl,"w"))==NULL) {
       printf("Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
       fprintf(ficlog,"Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
     }
     printf("Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficlog,"Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficrespl,"#Stable prevalence \n");
     fprintf(ficrespl,"#Age ");
     for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
     fprintf(ficrespl,"\n");
     
     prlim=matrix(1,nlstate,1,nlstate);
   
     agebase=ageminpar;
     agelim=agemaxpar;
     ftolpl=1.e-10;
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
         fprintf(ficrespl,"\n#******");
         printf("\n#******");
         fprintf(ficlog,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespl,"******\n");
         printf("******\n");
         fprintf(ficlog,"******\n");
           
         for (age=agebase; age<=agelim; age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           fprintf(ficrespl,"%.0f ",age );
           for(j=1;j<=cptcoveff;j++)
             fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           for(i=1; i<=nlstate;i++)
             fprintf(ficrespl," %.5f", prlim[i][i]);
           fprintf(ficrespl,"\n");
         }
       }
     }
     fclose(ficrespl);
   
     /*------------- h Pij x at various ages ------------*/
     
     strcpy(filerespij,"pij");  strcat(filerespij,fileres);
     if((ficrespij=fopen(filerespij,"w"))==NULL) {
       printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
       fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij);goto end;
     }
     printf("Computing pij: result on file '%s' \n", filerespij);
     fprintf(ficlog,"Computing pij: result on file '%s' \n", filerespij);
     
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     /*if (stepm<=24) stepsize=2;*/
   
     agelim=AGESUP;
     hstepm=stepsize*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
   
     /* hstepm=1;   aff par mois*/
   
     fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x ");
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficrespij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrespij,"******\n");
           
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   
           /*        nhstepm=nhstepm*YEARM; aff par mois*/
   
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           oldm=oldms;savm=savms;
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j=");
           for(i=1; i<=nlstate;i++)
             for(j=1; j<=nlstate+ndeath;j++)
               fprintf(ficrespij," %1d-%1d",i,j);
           fprintf(ficrespij,"\n");
           for (h=0; h<=nhstepm; h++){
             fprintf(ficrespij,"%d %3.f %3.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
             for(i=1; i<=nlstate;i++)
               for(j=1; j<=nlstate+ndeath;j++)
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);
             fprintf(ficrespij,"\n");
           }
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           fprintf(ficrespij,"\n");
         }
       }
     }
   
     varprob(optionfilefiname, matcov, p, delti, nlstate, bage, fage,k,Tvar,nbcode, ncodemax);
   
     fclose(ficrespij);
   
     probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     /*---------- Forecasting ------------------*/
     /*if((stepm == 1) && (strcmp(model,".")==0)){*/
     if(prevfcast==1){
       /*    if(stepm ==1){*/
         prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
         /* (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);*/
   /*      }  */
   /*      else{ */
   /*        erreur=108; */
   /*        printf("Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*        fprintf(ficlog,"Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*      } */
     }
     
   
     /*---------- Health expectancies and variances ------------*/
   
     strcpy(filerest,"t");
     strcat(filerest,fileres);
     if((ficrest=fopen(filerest,"w"))==NULL) {
       printf("Problem with total LE resultfile: %s\n", filerest);goto end;
       fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
     }
     printf("Computing Total LEs with variances: file '%s' \n", filerest); 
     fprintf(ficlog,"Computing Total LEs with variances: file '%s' \n", filerest); 
   
   
     strcpy(filerese,"e");
     strcat(filerese,fileres);
     if((ficreseij=fopen(filerese,"w"))==NULL) {
       printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
       fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
     }
     printf("Computing Health Expectancies: result on file '%s' \n", filerese);
     fprintf(ficlog,"Computing Health Expectancies: result on file '%s' \n", filerese);
   
     strcpy(fileresv,"v");
     strcat(fileresv,fileres);
     if((ficresvij=fopen(fileresv,"w"))==NULL) {
       printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
       fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
     }
     printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
     fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
   
     /* Computes prevalence between agemin (i.e minimal age computed) and no more ageminpar */
     prevalence(probs, agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     /*  printf("ageminpar=%f, agemax=%f, s[lastpass][imx]=%d, agev[lastpass][imx]=%f, nlstate=%d, imx=%d,  mint[lastpass][imx]=%f, anint[lastpass][imx]=%f,dateprev1=%f, dateprev2=%f, firstpass=%d, lastpass=%d\n",\
   ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
     */
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1; 
         fprintf(ficrest,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrest,"******\n");
   
         fprintf(ficreseij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficreseij,"******\n");
   
         fprintf(ficresvij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvij,"******\n");
   
         eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov);  
    
         vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,0, mobilav);
         if(popbased==1){
           varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,popbased,mobilav);
         }
   
    
         fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
         for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
         fprintf(ficrest,"\n");
   
         epj=vector(1,nlstate+1);
         for(age=bage; age <=fage ;age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           if (popbased==1) {
             if(mobilav ==0){
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=probs[(int)age][i][k];
             }else{ /* mobilav */ 
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=mobaverage[(int)age][i][k];
             }
           }
           
           fprintf(ficrest," %4.0f",age);
           for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
             for(i=1, epj[j]=0.;i <=nlstate;i++) {
               epj[j] += prlim[i][i]*eij[i][j][(int)age];
               /*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
             }
             epj[nlstate+1] +=epj[j];
           }
   
           for(i=1, vepp=0.;i <=nlstate;i++)
             for(j=1;j <=nlstate;j++)
               vepp += vareij[i][j][(int)age];
           fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
           for(j=1;j <=nlstate;j++){
             fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
           }
           fprintf(ficrest,"\n");
         }
         free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_vector(epj,1,nlstate+1);
       }
     }
     free_vector(weight,1,n);
     free_imatrix(Tvard,1,15,1,2);
     free_imatrix(s,1,maxwav+1,1,n);
     free_matrix(anint,1,maxwav,1,n); 
     free_matrix(mint,1,maxwav,1,n);
     free_ivector(cod,1,n);
     free_ivector(tab,1,NCOVMAX);
     fclose(ficreseij);
     fclose(ficresvij);
     fclose(ficrest);
     fclose(ficpar);
     
     /*------- Variance of stable prevalence------*/   
   
     strcpy(fileresvpl,"vpl");
     strcat(fileresvpl,fileres);
     if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
       printf("Problem with variance of stable prevalence  resultfile: %s\n", fileresvpl);
       exit(0);
     }
     printf("Computing Variance-covariance of stable prevalence: file '%s' \n", fileresvpl);
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficresvpl,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvpl,"******\n");
         
         varpl=matrix(1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
         free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
       }
     }
   
     fclose(ficresvpl);
   
     /*---------- End : free ----------------*/
     free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
     
     free_matrix(covar,0,NCOVMAX,1,n);
     free_matrix(matcov,1,npar,1,npar);
     /*free_vector(delti,1,npar);*/
     free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
     free_matrix(agev,1,maxwav,1,imx);
     free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     free_ivector(ncodemax,1,8);
     free_ivector(Tvar,1,15);
     free_ivector(Tprod,1,15);
     free_ivector(Tvaraff,1,15);
     free_ivector(Tage,1,15);
     free_ivector(Tcode,1,100);
   
     fflush(fichtm);
     fflush(ficgp);
     
   
     if(erreur >0){
       printf("End of Imach with error or warning %d\n",erreur);
       fprintf(ficlog,"End of Imach with error or warning %d\n",erreur);
     }else{
      printf("End of Imach\n");
      fprintf(ficlog,"End of Imach\n");
     }
     printf("See log file on %s\n",filelog);
     fclose(ficlog);
     /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
     (void) gettimeofday(&end_time,&tzp);
     tm = *localtime(&end_time.tv_sec);
     tmg = *gmtime(&end_time.tv_sec);
     strcpy(strtend,asctime(&tm));
     printf("Localtime at start %s\nLocaltime at end   %s",strstart, strtend); 
     fprintf(ficlog,"Localtime at start %s\nLocal time at end   %s",strstart, strtend); 
     /*  printf("Total time used %d Sec\n", asc_time(end_time.tv_sec -start_time.tv_sec);*/
   
     printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);
     fprintf(ficlog,"Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);
     /*  printf("Total time was %d uSec.\n", total_usecs);*/
   /*   if(fileappend(fichtm,optionfilehtm)){ */
     fprintf(fichtm,"<br>Local time at start %s<br>Local time at end   %s<br>",strstart, strtend);
     fclose(fichtm);
     fclose(ficgp);
     /*------ End -----------*/
   
     end:
   #ifdef windows
     /* chdir(pathcd);*/
   #endif 
     chdir(path);
    /*system("wgnuplot graph.plt");*/
    /*system("../gp37mgw/wgnuplot graph.plt");*/
    /*system("cd ../gp37mgw");*/
    /* system("..\\gp37mgw\\wgnuplot graph.plt");*/
     strcpy(plotcmd,GNUPLOTPROGRAM);
     strcat(plotcmd," ");
     strcat(plotcmd,optionfilegnuplot);
     printf("Starting graphs with: %s",plotcmd);fflush(stdout);
     system(plotcmd);
     printf(" Wait...");
   
    /*#ifdef windows*/
     while (z[0] != 'q') {
       /* chdir(path); */
       printf("\nType e to edit output files, g to graph again, c to start again, and q for exiting: ");
       scanf("%s",z);
       if (z[0] == 'c') system("./imach");
       else if (z[0] == 'e') system(optionfilehtm);
       else if (z[0] == 'g') system(plotcmd);
       else if (z[0] == 'q') exit(0);
     }
     /*#endif */
   }
   
   
   

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  Added in v.1.88


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