Diff for /imach/src/imach.c between versions 1.8 and 1.91

version 1.8, 2001/05/02 17:54:31 version 1.91, 2003/06/25 15:30:29
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 1.91  2003/06/25 15:30:29  brouard
   individuals from different ages are interviewed on their health status    * imach.c (Repository): Duplicated warning errors corrected.
   or degree of  disability. At least a second wave of interviews    (Repository): Elapsed time after each iteration is now output. It
   ("longitudinal") should  measure each new individual health status.    helps to forecast when convergence will be reached. Elapsed time
   Health expectancies are computed from the transistions observed between    is stamped in powell.  We created a new html file for the graphs
   waves and are computed for each degree of severity of disability (number    concerning matrix of covariance. It has extension -cov.htm.
   of life states). More degrees you consider, more time is necessary to  
   reach the Maximum Likelihood of the parameters involved in the model.    Revision 1.90  2003/06/24 12:34:15  brouard
   The simplest model is the multinomial logistic model where pij is    (Module): Some bugs corrected for windows. Also, when
   the probabibility to be observed in state j at the second wave conditional    mle=-1 a template is output in file "or"mypar.txt with the design
   to be observed in state i at the first wave. Therefore the model is:    of the covariance matrix to be input.
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'  
   is a covariate. If you want to have a more complex model than "constant and    Revision 1.89  2003/06/24 12:30:52  brouard
   age", you should modify the program where the markup    (Module): Some bugs corrected for windows. Also, when
     *Covariates have to be included here again* invites you to do it.    mle=-1 a template is output in file "or"mypar.txt with the design
   More covariates you add, less is the speed of the convergence.    of the covariance matrix to be input.
   
   The advantage that this computer programme claims, comes from that if the    Revision 1.88  2003/06/23 17:54:56  brouard
   delay between waves is not identical for each individual, or if some    * 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.
   individual missed an interview, the information is not rounded or lost, but  
   taken into account using an interpolation or extrapolation.    Revision 1.87  2003/06/18 12:26:01  brouard
   hPijx is the probability to be    Version 0.96
   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 1.86  2003/06/17 20:04:08  brouard
   unobserved intermediate  states. This elementary transition (by month or    (Module): Change position of html and gnuplot routines and added
   quarter trimester, semester or year) is model as a multinomial logistic.    routine fileappend.
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices  
   and the contribution of each individual to the likelihood is simply hPijx.    Revision 1.85  2003/06/17 13:12:43  brouard
     * imach.c (Repository): Check when date of death was earlier that
   Also this programme outputs the covariance matrix of the parameters but also    current date of interview. It may happen when the death was just
   of the life expectancies. It also computes the prevalence limits.    prior to the death. In this case, dh was negative and likelihood
      was wrong (infinity). We still send an "Error" but patch by
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    assuming that the date of death was just one stepm after the
            Institut national d'études démographiques, Paris.    interview.
   This software have been partly granted by Euro-REVES, a concerted action    (Repository): Because some people have very long ID (first column)
   from the European Union.    we changed int to long in num[] and we added a new lvector for
   It is copyrighted identically to a GNU software product, ie programme and    memory allocation. But we also truncated to 8 characters (left
   software can be distributed freely for non commercial use. Latest version    truncation)
   can be accessed at http://euroreves.ined.fr/imach .    (Repository): No more line truncation errors.
   **********************************************************************/  
      Revision 1.84  2003/06/13 21:44:43  brouard
 #include <math.h>    * imach.c (Repository): Replace "freqsummary" at a correct
 #include <stdio.h>    place. It differs from routine "prevalence" which may be called
 #include <stdlib.h>    many times. Probs is memory consuming and must be used with
 #include <unistd.h>    parcimony.
     Version 0.95a3 (should output exactly the same maximization than 0.8a2)
 #define MAXLINE 256  
 #define FILENAMELENGTH 80    Revision 1.83  2003/06/10 13:39:11  lievre
 /*#define DEBUG*/    *** empty log message ***
 #define windows  
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    Revision 1.82  2003/06/05 15:57:20  brouard
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */    Add log in  imach.c and  fullversion number is now printed.
   
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */  */
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */  /*
      Interpolated Markov Chain
 #define NINTERVMAX 8  
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    Short summary of the programme:
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */    
 #define NCOVMAX 8 /* Maximum number of covariates */    This program computes Healthy Life Expectancies from
 #define MAXN 20000    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
 #define YEARM 12. /* Number of months per year */    first survey ("cross") where individuals from different ages are
 #define AGESUP 130    interviewed on their health status or degree of disability (in the
 #define AGEBASE 40    case of a health survey which is our main interest) -2- at least a
     second wave of interviews ("longitudinal") which measure each change
     (if any) in individual health status.  Health expectancies are
 int nvar;    computed from the time spent in each health state according to a
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;    model. More health states you consider, more time is necessary to reach the
 int npar=NPARMAX;    Maximum Likelihood of the parameters involved in the model.  The
 int nlstate=2; /* Number of live states */    simplest model is the multinomial logistic model where pij is the
 int ndeath=1; /* Number of dead states */    probability to be observed in state j at the second wave
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    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
 int *wav; /* Number of waves for this individuual 0 is possible */    'age' is age and 'sex' is a covariate. If you want to have a more
 int maxwav; /* Maxim number of waves */    complex model than "constant and age", you should modify the program
 int jmin, jmax; /* min, max spacing between 2 waves */    where the markup *Covariates have to be included here again* invites
 int mle, weightopt;    you to do it.  More covariates you add, slower the
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */    convergence.
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */  
 double jmean; /* Mean space between 2 waves */    The advantage of this computer programme, compared to a simple
 double **oldm, **newm, **savm; /* Working pointers to matrices */    multinomial logistic model, is clear when the delay between waves is not
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    identical for each individual. Also, if a individual missed an
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;    intermediate interview, the information is lost, but taken into
 FILE *ficgp, *fichtm;    account using an interpolation or extrapolation.  
 FILE *ficreseij;  
   char filerese[FILENAMELENGTH];    hPijx is the probability to be observed in state i at age x+h
  FILE  *ficresvij;    conditional to the observed state i at age x. The delay 'h' can be
   char fileresv[FILENAMELENGTH];    split into an exact number (nh*stepm) of unobserved intermediate
  FILE  *ficresvpl;    states. This elementary transition (by month, quarter,
   char fileresvpl[FILENAMELENGTH];    semester or year) is modelled as a multinomial logistic.  The hPx
     matrix is simply the matrix product of nh*stepm elementary matrices
 #define NR_END 1    and the contribution of each individual to the likelihood is simply
 #define FREE_ARG char*    hPijx.
 #define FTOL 1.0e-10  
     Also this programme outputs the covariance matrix of the parameters but also
 #define NRANSI    of the life expectancies. It also computes the stable prevalence. 
 #define ITMAX 200    
     Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
 #define TOL 2.0e-4             Institut national d'études démographiques, Paris.
     This software have been partly granted by Euro-REVES, a concerted action
 #define CGOLD 0.3819660    from the European Union.
 #define ZEPS 1.0e-10    It is copyrighted identically to a GNU software product, ie programme and
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);    software can be distributed freely for non commercial use. Latest version
     can be accessed at http://euroreves.ined.fr/imach .
 #define GOLD 1.618034  
 #define GLIMIT 100.0    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
 #define TINY 1.0e-20    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
     
 static double maxarg1,maxarg2;    **********************************************************************/
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))  /*
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))    main
      read parameterfile
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))    read datafile
 #define rint(a) floor(a+0.5)    concatwav
     freqsummary
 static double sqrarg;    if (mle >= 1)
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)      mlikeli
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}    print results files
     if mle==1 
 int imx;       computes hessian
 int stepm;    read end of parameter file: agemin, agemax, bage, fage, estepm
 /* Stepm, step in month: minimum step interpolation*/        begin-prev-date,...
     open gnuplot file
 int m,nb;    open html file
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;    stable prevalence
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;     for age prevalim()
 double **pmmij;    h Pij x
     variance of p varprob
 double *weight;    forecasting if prevfcast==1 prevforecast call prevalence()
 int **s; /* Status */    health expectancies
 double *agedc, **covar, idx;    Variance-covariance of DFLE
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;    prevalence()
      movingaverage()
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */    varevsij() 
 double ftolhess; /* Tolerance for computing hessian */    if popbased==1 varevsij(,popbased)
     total life expectancies
 /**************** split *************************/    Variance of stable prevalence
 static  int split( char *path, char *dirc, char *name )   end
 {  */
    char *s;                             /* pointer */  
    int  l1, l2;                         /* length counters */  
   
    l1 = strlen( path );                 /* length of path */   
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );  #include <math.h>
    s = strrchr( path, '\\' );           /* find last / */  #include <stdio.h>
    if ( s == NULL ) {                   /* no directory, so use current */  #include <stdlib.h>
 #if     defined(__bsd__)                /* get current working directory */  #include <unistd.h>
       extern char       *getwd( );  
   #include <sys/time.h>
       if ( getwd( dirc ) == NULL ) {  #include <time.h>
 #else  #include "timeval.h"
       extern char       *getcwd( );  
   #define MAXLINE 256
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {  #define GNUPLOTPROGRAM "gnuplot"
 #endif  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
          return( GLOCK_ERROR_GETCWD );  #define FILENAMELENGTH 132
       }  /*#define DEBUG*/
       strcpy( name, path );             /* we've got it */  /*#define windows*/
    } else {                             /* strip direcotry from path */  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
       s++;                              /* after this, the filename */  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
       l2 = strlen( s );                 /* length of filename */  
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );  #define MAXPARM 30 /* Maximum number of parameters for the optimization */
       strcpy( name, s );                /* save file name */  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
       strncpy( dirc, path, l1 - l2 );   /* now the directory */  
       dirc[l1-l2] = 0;                  /* add zero */  #define NINTERVMAX 8
    }  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
    l1 = strlen( dirc );                 /* length of directory */  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  #define NCOVMAX 8 /* Maximum number of covariates */
    return( 0 );                         /* we're done */  #define MAXN 20000
 }  #define YEARM 12. /* Number of months per year */
   #define AGESUP 130
   #define AGEBASE 40
 /******************************************/  #ifdef unix
   #define DIRSEPARATOR '/'
 void replace(char *s, char*t)  #define ODIRSEPARATOR '\\'
 {  #else
   int i;  #define DIRSEPARATOR '\\'
   int lg=20;  #define ODIRSEPARATOR '/'
   i=0;  #endif
   lg=strlen(t);  
   for(i=0; i<= lg; i++) {  /* $Id$ */
     (s[i] = t[i]);  /* $State$ */
     if (t[i]== '\\') s[i]='/';  
   }  char version[]="Imach version 0.96a, June 2003, INED-EUROREVES ";
 }  char fullversion[]="$Revision$ $Date$"; 
   int erreur, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
 int nbocc(char *s, char occ)  int nvar;
 {  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
   int i,j=0;  int npar=NPARMAX;
   int lg=20;  int nlstate=2; /* Number of live states */
   i=0;  int ndeath=1; /* Number of dead states */
   lg=strlen(s);  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
   for(i=0; i<= lg; i++) {  int popbased=0;
   if  (s[i] == occ ) j++;  
   }  int *wav; /* Number of waves for this individuual 0 is possible */
   return j;  int maxwav; /* Maxim number of waves */
 }  int jmin, jmax; /* min, max spacing between 2 waves */
   int gipmx, gsw; /* Global variables on the number of contributions 
 void cutv(char *u,char *v, char*t, char occ)                     to the likelihood and the sum of weights (done by funcone)*/
 {  int mle, weightopt;
   int i,lg,j,p=0;  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
   i=0;  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
   for(j=0; j<=strlen(t)-1; j++) {  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;             * wave mi and wave mi+1 is not an exact multiple of stepm. */
   }  double jmean; /* Mean space between 2 waves */
   double **oldm, **newm, **savm; /* Working pointers to matrices */
   lg=strlen(t);  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
   for(j=0; j<p; j++) {  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
     (u[j] = t[j]);  FILE *ficlog, *ficrespow;
   }  int globpr; /* Global variable for printing or not */
      u[p]='\0';  double fretone; /* Only one call to likelihood */
   long ipmx; /* Number of contributions */
    for(j=0; j<= lg; j++) {  double sw; /* Sum of weights */
     if (j>=(p+1))(v[j-p-1] = t[j]);  char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
   }  FILE *ficresilk;
 }  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
   FILE *ficresprobmorprev;
 /********************** nrerror ********************/  FILE *fichtm, *fichtmcov; /* Html File */
   FILE *ficreseij;
 void nrerror(char error_text[])  char filerese[FILENAMELENGTH];
 {  FILE  *ficresvij;
   fprintf(stderr,"ERREUR ...\n");  char fileresv[FILENAMELENGTH];
   fprintf(stderr,"%s\n",error_text);  FILE  *ficresvpl;
   exit(1);  char fileresvpl[FILENAMELENGTH];
 }  char title[MAXLINE];
 /*********************** vector *******************/  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
 double *vector(int nl, int nh)  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
 {  char tmpout[FILENAMELENGTH]; 
   double *v;  char command[FILENAMELENGTH];
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  int  outcmd=0;
   if (!v) nrerror("allocation failure in vector");  
   return v-nl+NR_END;  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
 }  char lfileres[FILENAMELENGTH];
   char filelog[FILENAMELENGTH]; /* Log file */
 /************************ free vector ******************/  char filerest[FILENAMELENGTH];
 void free_vector(double*v, int nl, int nh)  char fileregp[FILENAMELENGTH];
 {  char popfile[FILENAMELENGTH];
   free((FREE_ARG)(v+nl-NR_END));  
 }  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
   
 /************************ivector *******************************/  struct timeval start_time, end_time, curr_time, last_time, forecast_time;
 int *ivector(long nl,long nh)  struct timezone tzp;
 {  extern int gettimeofday();
   int *v;  struct tm tmg, tm, tmf, *gmtime(), *localtime();
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  long time_value;
   if (!v) nrerror("allocation failure in ivector");  extern long time();
   return v-nl+NR_END;  char strcurr[80], strfor[80];
 }  
   #define NR_END 1
 /******************free ivector **************************/  #define FREE_ARG char*
 void free_ivector(int *v, long nl, long nh)  #define FTOL 1.0e-10
 {  
   free((FREE_ARG)(v+nl-NR_END));  #define NRANSI 
 }  #define ITMAX 200 
   
 /******************* imatrix *******************************/  #define TOL 2.0e-4 
 int **imatrix(long nrl, long nrh, long ncl, long nch)  
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */  #define CGOLD 0.3819660 
 {  #define ZEPS 1.0e-10 
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
   int **m;  
    #define GOLD 1.618034 
   /* allocate pointers to rows */  #define GLIMIT 100.0 
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  #define TINY 1.0e-20 
   if (!m) nrerror("allocation failure 1 in matrix()");  
   m += NR_END;  static double maxarg1,maxarg2;
   m -= nrl;  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
    #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
      
   /* allocate rows and set pointers to them */  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  #define rint(a) floor(a+0.5)
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  
   m[nrl] += NR_END;  static double sqrarg;
   m[nrl] -= ncl;  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
    #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  
    int imx; 
   /* return pointer to array of pointers to rows */  int stepm;
   return m;  /* Stepm, step in month: minimum step interpolation*/
 }  
   int estepm;
 /****************** free_imatrix *************************/  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
 void free_imatrix(m,nrl,nrh,ncl,nch)  
       int **m;  int m,nb;
       long nch,ncl,nrh,nrl;  long *num;
      /* free an int matrix allocated by imatrix() */  int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
 {  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  double **pmmij, ***probs;
   free((FREE_ARG) (m+nrl-NR_END));  double dateintmean=0;
 }  
   double *weight;
 /******************* matrix *******************************/  int **s; /* Status */
 double **matrix(long nrl, long nrh, long ncl, long nch)  double *agedc, **covar, idx;
 {  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;  
   double **m;  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
   double ftolhess; /* Tolerance for computing hessian */
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  
   if (!m) nrerror("allocation failure 1 in matrix()");  /**************** split *************************/
   m += NR_END;  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
   m -= nrl;  {
     char  *ss;                            /* pointer */
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    int   l1, l2;                         /* length counters */
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  
   m[nrl] += NR_END;    l1 = strlen(path );                   /* length of path */
   m[nrl] -= ncl;    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
     ss= strrchr( path, DIRSEPARATOR );            /* find last / */
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    if ( ss == NULL ) {                   /* no directory, so use current */
   return m;      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
 }        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
       /* get current working directory */
 /*************************free matrix ************************/      /*    extern  char* getcwd ( char *buf , int len);*/
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
 {        return( GLOCK_ERROR_GETCWD );
   free((FREE_ARG)(m[nrl]+ncl-NR_END));      }
   free((FREE_ARG)(m+nrl-NR_END));      strcpy( name, path );               /* we've got it */
 }    } else {                              /* strip direcotry from path */
       ss++;                               /* after this, the filename */
 /******************* ma3x *******************************/      l2 = strlen( ss );                  /* length of filename */
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
 {      strcpy( name, ss );         /* save file name */
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;      strncpy( dirc, path, l1 - l2 );     /* now the directory */
   double ***m;      dirc[l1-l2] = 0;                    /* add zero */
     }
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));    l1 = strlen( dirc );                  /* length of directory */
   if (!m) nrerror("allocation failure 1 in matrix()");    /*#ifdef windows
   m += NR_END;    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
   m -= nrl;  #else
     if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  #endif
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    */
   m[nrl] += NR_END;    ss = strrchr( name, '.' );            /* find last / */
   m[nrl] -= ncl;    ss++;
     strcpy(ext,ss);                       /* save extension */
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    l1= strlen( name);
     l2= strlen(ss)+1;
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));    strncpy( finame, name, l1-l2);
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");    finame[l1-l2]= 0;
   m[nrl][ncl] += NR_END;    return( 0 );                          /* we're done */
   m[nrl][ncl] -= nll;  }
   for (j=ncl+1; j<=nch; j++)  
     m[nrl][j]=m[nrl][j-1]+nlay;  
    /******************************************/
   for (i=nrl+1; i<=nrh; i++) {  
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;  void replace_back_to_slash(char *s, char*t)
     for (j=ncl+1; j<=nch; j++)  {
       m[i][j]=m[i][j-1]+nlay;    int i;
   }    int lg=0;
   return m;    i=0;
 }    lg=strlen(t);
     for(i=0; i<= lg; i++) {
 /*************************free ma3x ************************/      (s[i] = t[i]);
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)      if (t[i]== '\\') s[i]='/';
 {    }
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));  }
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  
   free((FREE_ARG)(m+nrl-NR_END));  int nbocc(char *s, char occ)
 }  {
     int i,j=0;
 /***************** f1dim *************************/    int lg=20;
 extern int ncom;    i=0;
 extern double *pcom,*xicom;    lg=strlen(s);
 extern double (*nrfunc)(double []);    for(i=0; i<= lg; i++) {
      if  (s[i] == occ ) j++;
 double f1dim(double x)    }
 {    return j;
   int j;  }
   double f;  
   double *xt;  void cutv(char *u,char *v, char*t, char occ)
    {
   xt=vector(1,ncom);    /* cuts string t into u and v where u is ended by char occ excluding it
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];       and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
   f=(*nrfunc)(xt);       gives u="abcedf" and v="ghi2j" */
   free_vector(xt,1,ncom);    int i,lg,j,p=0;
   return f;    i=0;
 }    for(j=0; j<=strlen(t)-1; j++) {
       if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
 /*****************brent *************************/    }
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)  
 {    lg=strlen(t);
   int iter;    for(j=0; j<p; j++) {
   double a,b,d,etemp;      (u[j] = t[j]);
   double fu,fv,fw,fx;    }
   double ftemp;       u[p]='\0';
   double p,q,r,tol1,tol2,u,v,w,x,xm;  
   double e=0.0;     for(j=0; j<= lg; j++) {
        if (j>=(p+1))(v[j-p-1] = t[j]);
   a=(ax < cx ? ax : cx);    }
   b=(ax > cx ? ax : cx);  }
   x=w=v=bx;  
   fw=fv=fx=(*f)(x);  /********************** nrerror ********************/
   for (iter=1;iter<=ITMAX;iter++) {  
     xm=0.5*(a+b);  void nrerror(char error_text[])
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);  {
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/    fprintf(stderr,"ERREUR ...\n");
     printf(".");fflush(stdout);    fprintf(stderr,"%s\n",error_text);
 #ifdef DEBUG    exit(EXIT_FAILURE);
     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);  }
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */  /*********************** vector *******************/
 #endif  double *vector(int nl, int nh)
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){  {
       *xmin=x;    double *v;
       return fx;    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
     }    if (!v) nrerror("allocation failure in vector");
     ftemp=fu;    return v-nl+NR_END;
     if (fabs(e) > tol1) {  }
       r=(x-w)*(fx-fv);  
       q=(x-v)*(fx-fw);  /************************ free vector ******************/
       p=(x-v)*q-(x-w)*r;  void free_vector(double*v, int nl, int nh)
       q=2.0*(q-r);  {
       if (q > 0.0) p = -p;    free((FREE_ARG)(v+nl-NR_END));
       q=fabs(q);  }
       etemp=e;  
       e=d;  /************************ivector *******************************/
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))  int *ivector(long nl,long nh)
         d=CGOLD*(e=(x >= xm ? a-x : b-x));  {
       else {    int *v;
         d=p/q;    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
         u=x+d;    if (!v) nrerror("allocation failure in ivector");
         if (u-a < tol2 || b-u < tol2)    return v-nl+NR_END;
           d=SIGN(tol1,xm-x);  }
       }  
     } else {  /******************free ivector **************************/
       d=CGOLD*(e=(x >= xm ? a-x : b-x));  void free_ivector(int *v, long nl, long nh)
     }  {
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));    free((FREE_ARG)(v+nl-NR_END));
     fu=(*f)(u);  }
     if (fu <= fx) {  
       if (u >= x) a=x; else b=x;  /************************lvector *******************************/
       SHFT(v,w,x,u)  long *lvector(long nl,long nh)
         SHFT(fv,fw,fx,fu)  {
         } else {    long *v;
           if (u < x) a=u; else b=u;    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
           if (fu <= fw || w == x) {    if (!v) nrerror("allocation failure in ivector");
             v=w;    return v-nl+NR_END;
             w=u;  }
             fv=fw;  
             fw=fu;  /******************free lvector **************************/
           } else if (fu <= fv || v == x || v == w) {  void free_lvector(long *v, long nl, long nh)
             v=u;  {
             fv=fu;    free((FREE_ARG)(v+nl-NR_END));
           }  }
         }  
   }  /******************* imatrix *******************************/
   nrerror("Too many iterations in brent");  int **imatrix(long nrl, long nrh, long ncl, long nch) 
   *xmin=x;       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
   return fx;  { 
 }    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
     int **m; 
 /****************** mnbrak ***********************/    
     /* allocate pointers to rows */ 
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
             double (*func)(double))    if (!m) nrerror("allocation failure 1 in matrix()"); 
 {    m += NR_END; 
   double ulim,u,r,q, dum;    m -= nrl; 
   double fu;    
      
   *fa=(*func)(*ax);    /* allocate rows and set pointers to them */ 
   *fb=(*func)(*bx);    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
   if (*fb > *fa) {    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
     SHFT(dum,*ax,*bx,dum)    m[nrl] += NR_END; 
       SHFT(dum,*fb,*fa,dum)    m[nrl] -= ncl; 
       }    
   *cx=(*bx)+GOLD*(*bx-*ax);    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
   *fc=(*func)(*cx);    
   while (*fb > *fc) {    /* return pointer to array of pointers to rows */ 
     r=(*bx-*ax)*(*fb-*fc);    return m; 
     q=(*bx-*cx)*(*fb-*fa);  } 
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/  
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));  /****************** free_imatrix *************************/
     ulim=(*bx)+GLIMIT*(*cx-*bx);  void free_imatrix(m,nrl,nrh,ncl,nch)
     if ((*bx-u)*(u-*cx) > 0.0) {        int **m;
       fu=(*func)(u);        long nch,ncl,nrh,nrl; 
     } else if ((*cx-u)*(u-ulim) > 0.0) {       /* free an int matrix allocated by imatrix() */ 
       fu=(*func)(u);  { 
       if (fu < *fc) {    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))    free((FREE_ARG) (m+nrl-NR_END)); 
           SHFT(*fb,*fc,fu,(*func)(u))  } 
           }  
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {  /******************* matrix *******************************/
       u=ulim;  double **matrix(long nrl, long nrh, long ncl, long nch)
       fu=(*func)(u);  {
     } else {    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
       u=(*cx)+GOLD*(*cx-*bx);    double **m;
       fu=(*func)(u);  
     }    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
     SHFT(*ax,*bx,*cx,u)    if (!m) nrerror("allocation failure 1 in matrix()");
       SHFT(*fa,*fb,*fc,fu)    m += NR_END;
       }    m -= nrl;
 }  
     m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
 /*************** linmin ************************/    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
     m[nrl] += NR_END;
 int ncom;    m[nrl] -= ncl;
 double *pcom,*xicom;  
 double (*nrfunc)(double []);    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
      return m;
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))    /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
 {     */
   double brent(double ax, double bx, double cx,  }
                double (*f)(double), double tol, double *xmin);  
   double f1dim(double x);  /*************************free matrix ************************/
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
               double *fc, double (*func)(double));  {
   int j;    free((FREE_ARG)(m[nrl]+ncl-NR_END));
   double xx,xmin,bx,ax;    free((FREE_ARG)(m+nrl-NR_END));
   double fx,fb,fa;  }
    
   ncom=n;  /******************* ma3x *******************************/
   pcom=vector(1,n);  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
   xicom=vector(1,n);  {
   nrfunc=func;    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
   for (j=1;j<=n;j++) {    double ***m;
     pcom[j]=p[j];  
     xicom[j]=xi[j];    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
   }    if (!m) nrerror("allocation failure 1 in matrix()");
   ax=0.0;    m += NR_END;
   xx=1.0;    m -= nrl;
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);  
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
 #ifdef DEBUG    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);    m[nrl] += NR_END;
 #endif    m[nrl] -= ncl;
   for (j=1;j<=n;j++) {  
     xi[j] *= xmin;    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
     p[j] += xi[j];  
   }    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
   free_vector(xicom,1,n);    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
   free_vector(pcom,1,n);    m[nrl][ncl] += NR_END;
 }    m[nrl][ncl] -= nll;
     for (j=ncl+1; j<=nch; j++) 
 /*************** powell ************************/      m[nrl][j]=m[nrl][j-1]+nlay;
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,    
             double (*func)(double []))    for (i=nrl+1; i<=nrh; i++) {
 {      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
   void linmin(double p[], double xi[], int n, double *fret,      for (j=ncl+1; j<=nch; j++) 
               double (*func)(double []));        m[i][j]=m[i][j-1]+nlay;
   int i,ibig,j;    }
   double del,t,*pt,*ptt,*xit;    return m; 
   double fp,fptt;    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
   double *xits;             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
   pt=vector(1,n);    */
   ptt=vector(1,n);  }
   xit=vector(1,n);  
   xits=vector(1,n);  /*************************free ma3x ************************/
   *fret=(*func)(p);  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
   for (j=1;j<=n;j++) pt[j]=p[j];  {
   for (*iter=1;;++(*iter)) {    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
     fp=(*fret);    free((FREE_ARG)(m[nrl]+ncl-NR_END));
     ibig=0;    free((FREE_ARG)(m+nrl-NR_END));
     del=0.0;  }
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);  
     for (i=1;i<=n;i++)  /***************** f1dim *************************/
       printf(" %d %.12f",i, p[i]);  extern int ncom; 
     printf("\n");  extern double *pcom,*xicom;
     for (i=1;i<=n;i++) {  extern double (*nrfunc)(double []); 
       for (j=1;j<=n;j++) xit[j]=xi[j][i];   
       fptt=(*fret);  double f1dim(double x) 
 #ifdef DEBUG  { 
       printf("fret=%lf \n",*fret);    int j; 
 #endif    double f;
       printf("%d",i);fflush(stdout);    double *xt; 
       linmin(p,xit,n,fret,func);   
       if (fabs(fptt-(*fret)) > del) {    xt=vector(1,ncom); 
         del=fabs(fptt-(*fret));    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
         ibig=i;    f=(*nrfunc)(xt); 
       }    free_vector(xt,1,ncom); 
 #ifdef DEBUG    return f; 
       printf("%d %.12e",i,(*fret));  } 
       for (j=1;j<=n;j++) {  
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);  /*****************brent *************************/
         printf(" x(%d)=%.12e",j,xit[j]);  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
       }  { 
       for(j=1;j<=n;j++)    int iter; 
         printf(" p=%.12e",p[j]);    double a,b,d,etemp;
       printf("\n");    double fu,fv,fw,fx;
 #endif    double ftemp;
     }    double p,q,r,tol1,tol2,u,v,w,x,xm; 
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {    double e=0.0; 
 #ifdef DEBUG   
       int k[2],l;    a=(ax < cx ? ax : cx); 
       k[0]=1;    b=(ax > cx ? ax : cx); 
       k[1]=-1;    x=w=v=bx; 
       printf("Max: %.12e",(*func)(p));    fw=fv=fx=(*f)(x); 
       for (j=1;j<=n;j++)    for (iter=1;iter<=ITMAX;iter++) { 
         printf(" %.12e",p[j]);      xm=0.5*(a+b); 
       printf("\n");      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
       for(l=0;l<=1;l++) {      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
         for (j=1;j<=n;j++) {      printf(".");fflush(stdout);
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];      fprintf(ficlog,".");fflush(ficlog);
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);  #ifdef DEBUG
         }      printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));      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);
       }      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
 #endif  #endif
       if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
         *xmin=x; 
       free_vector(xit,1,n);        return fx; 
       free_vector(xits,1,n);      } 
       free_vector(ptt,1,n);      ftemp=fu;
       free_vector(pt,1,n);      if (fabs(e) > tol1) { 
       return;        r=(x-w)*(fx-fv); 
     }        q=(x-v)*(fx-fw); 
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");        p=(x-v)*q-(x-w)*r; 
     for (j=1;j<=n;j++) {        q=2.0*(q-r); 
       ptt[j]=2.0*p[j]-pt[j];        if (q > 0.0) p = -p; 
       xit[j]=p[j]-pt[j];        q=fabs(q); 
       pt[j]=p[j];        etemp=e; 
     }        e=d; 
     fptt=(*func)(ptt);        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
     if (fptt < fp) {          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);        else { 
       if (t < 0.0) {          d=p/q; 
         linmin(p,xit,n,fret,func);          u=x+d; 
         for (j=1;j<=n;j++) {          if (u-a < tol2 || b-u < tol2) 
           xi[j][ibig]=xi[j][n];            d=SIGN(tol1,xm-x); 
           xi[j][n]=xit[j];        } 
         }      } else { 
 #ifdef DEBUG        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);      } 
         for(j=1;j<=n;j++)      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
           printf(" %.12e",xit[j]);      fu=(*f)(u); 
         printf("\n");      if (fu <= fx) { 
 #endif        if (u >= x) a=x; else b=x; 
       }        SHFT(v,w,x,u) 
     }          SHFT(fv,fw,fx,fu) 
   }          } else { 
 }            if (u < x) a=u; else b=u; 
             if (fu <= fw || w == x) { 
 /**** Prevalence limit ****************/              v=w; 
               w=u; 
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)              fv=fw; 
 {              fw=fu; 
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit            } else if (fu <= fv || v == x || v == w) { 
      matrix by transitions matrix until convergence is reached */              v=u; 
               fv=fu; 
   int i, ii,j,k;            } 
   double min, max, maxmin, maxmax,sumnew=0.;          } 
   double **matprod2();    } 
   double **out, cov[NCOVMAX], **pmij();    nrerror("Too many iterations in brent"); 
   double **newm;    *xmin=x; 
   double agefin, delaymax=50 ; /* Max number of years to converge */    return fx; 
   } 
   for (ii=1;ii<=nlstate+ndeath;ii++)  
     for (j=1;j<=nlstate+ndeath;j++){  /****************** mnbrak ***********************/
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);  
     }  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
               double (*func)(double)) 
    cov[1]=1.;  { 
      double ulim,u,r,q, dum;
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */    double fu; 
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){   
     newm=savm;    *fa=(*func)(*ax); 
     /* Covariates have to be included here again */    *fb=(*func)(*bx); 
      cov[2]=agefin;    if (*fb > *fa) { 
        SHFT(dum,*ax,*bx,dum) 
       for (k=1; k<=cptcovn;k++) {        SHFT(dum,*fb,*fa,dum) 
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];        } 
         /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/    *cx=(*bx)+GOLD*(*bx-*ax); 
       }    *fc=(*func)(*cx); 
       for (k=1; k<=cptcovage;k++)    while (*fb > *fc) { 
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];      r=(*bx-*ax)*(*fb-*fc); 
       for (k=1; k<=cptcovprod;k++)      q=(*bx-*cx)*(*fb-*fa); 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
         (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/      ulim=(*bx)+GLIMIT*(*cx-*bx); 
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/      if ((*bx-u)*(u-*cx) > 0.0) { 
         fu=(*func)(u); 
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);      } else if ((*cx-u)*(u-ulim) > 0.0) { 
         fu=(*func)(u); 
     savm=oldm;        if (fu < *fc) { 
     oldm=newm;          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
     maxmax=0.;            SHFT(*fb,*fc,fu,(*func)(u)) 
     for(j=1;j<=nlstate;j++){            } 
       min=1.;      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
       max=0.;        u=ulim; 
       for(i=1; i<=nlstate; i++) {        fu=(*func)(u); 
         sumnew=0;      } else { 
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];        u=(*cx)+GOLD*(*cx-*bx); 
         prlim[i][j]= newm[i][j]/(1-sumnew);        fu=(*func)(u); 
         max=FMAX(max,prlim[i][j]);      } 
         min=FMIN(min,prlim[i][j]);      SHFT(*ax,*bx,*cx,u) 
       }        SHFT(*fa,*fb,*fc,fu) 
       maxmin=max-min;        } 
       maxmax=FMAX(maxmax,maxmin);  } 
     }  
     if(maxmax < ftolpl){  /*************** linmin ************************/
       return prlim;  
     }  int ncom; 
   }  double *pcom,*xicom;
 }  double (*nrfunc)(double []); 
    
 /*************** transition probabilities **********/  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
   { 
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )    double brent(double ax, double bx, double cx, 
 {                 double (*f)(double), double tol, double *xmin); 
   double s1, s2;    double f1dim(double x); 
   /*double t34;*/    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
   int i,j,j1, nc, ii, jj;                double *fc, double (*func)(double)); 
     int j; 
     for(i=1; i<= nlstate; i++){    double xx,xmin,bx,ax; 
     for(j=1; j<i;j++){    double fx,fb,fa;
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){   
         /*s2 += param[i][j][nc]*cov[nc];*/    ncom=n; 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    pcom=vector(1,n); 
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/    xicom=vector(1,n); 
       }    nrfunc=func; 
       ps[i][j]=s2;    for (j=1;j<=n;j++) { 
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/      pcom[j]=p[j]; 
     }      xicom[j]=xi[j]; 
     for(j=i+1; j<=nlstate+ndeath;j++){    } 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){    ax=0.0; 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    xx=1.0; 
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
       }    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
       ps[i][j]=s2;  #ifdef DEBUG
     }    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
   }    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
   for(i=1; i<= nlstate; i++){  #endif
      s1=0;    for (j=1;j<=n;j++) { 
     for(j=1; j<i; j++)      xi[j] *= xmin; 
       s1+=exp(ps[i][j]);      p[j] += xi[j]; 
     for(j=i+1; j<=nlstate+ndeath; j++)    } 
       s1+=exp(ps[i][j]);    free_vector(xicom,1,n); 
     ps[i][i]=1./(s1+1.);    free_vector(pcom,1,n); 
     for(j=1; j<i; j++)  } 
       ps[i][j]= exp(ps[i][j])*ps[i][i];  
     for(j=i+1; j<=nlstate+ndeath; j++)  char *asc_diff_time(long time_sec, char ascdiff[])
       ps[i][j]= exp(ps[i][j])*ps[i][i];  {
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */    long sec_left, days, hours, minutes;
   } /* end i */    days = (time_sec) / (60*60*24);
     sec_left = (time_sec) % (60*60*24);
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){    hours = (sec_left) / (60*60) ;
     for(jj=1; jj<= nlstate+ndeath; jj++){    sec_left = (sec_left) %(60*60);
       ps[ii][jj]=0;    minutes = (sec_left) /60;
       ps[ii][ii]=1;    sec_left = (sec_left) % (60);
     }    sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
   }    return ascdiff;
   }
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){  
     for(jj=1; jj<= nlstate+ndeath; jj++){  /*************** powell ************************/
      printf("%lf ",ps[ii][jj]);  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
    }              double (*func)(double [])) 
     printf("\n ");  { 
     }    void linmin(double p[], double xi[], int n, double *fret, 
     printf("\n ");printf("%lf ",cov[2]);*/                double (*func)(double [])); 
 /*    int i,ibig,j; 
   for(i=1; i<= npar; i++) printf("%f ",x[i]);    double del,t,*pt,*ptt,*xit;
   goto end;*/    double fp,fptt;
     return ps;    double *xits;
 }    int niterf, itmp;
   
 /**************** Product of 2 matrices ******************/    pt=vector(1,n); 
     ptt=vector(1,n); 
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)    xit=vector(1,n); 
 {    xits=vector(1,n); 
   /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times    *fret=(*func)(p); 
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */    for (j=1;j<=n;j++) pt[j]=p[j]; 
   /* in, b, out are matrice of pointers which should have been initialized    for (*iter=1;;++(*iter)) { 
      before: only the contents of out is modified. The function returns      fp=(*fret); 
      a pointer to pointers identical to out */      ibig=0; 
   long i, j, k;      del=0.0; 
   for(i=nrl; i<= nrh; i++)      last_time=curr_time;
     for(k=ncolol; k<=ncoloh; k++)      (void) gettimeofday(&curr_time,&tzp);
       for(j=ncl,out[i][k]=0.; j<=nch; j++)      printf("\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec);fflush(stdout);
         out[i][k] +=in[i][j]*b[j][k];      fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec);
       fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec);
   return out;      for (i=1;i<=n;i++) {
 }        printf(" %d %.12f",i, p[i]);
         fprintf(ficlog," %d %.12lf",i, p[i]);
         fprintf(ficrespow," %.12lf", p[i]);
 /************* Higher Matrix Product ***************/      }
       printf("\n");
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )      fprintf(ficlog,"\n");
 {      fprintf(ficrespow,"\n");fflush(ficrespow);
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month      if(*iter <=3){
      duration (i.e. until        tm = *localtime(&curr_time.tv_sec);
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.        asctime_r(&tm,strcurr);
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step        forecast_time=curr_time;
      (typically every 2 years instead of every month which is too big).        itmp = strlen(strcurr);
      Model is determined by parameters x and covariates have to be        if(strcurr[itmp-1]=='\n')
      included manually here.          strcurr[itmp-1]='\0';
         printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
      */        fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
         for(niterf=10;niterf<=30;niterf+=10){
   int i, j, d, h, k;          forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
   double **out, cov[NCOVMAX];          tmf = *localtime(&forecast_time.tv_sec);
   double **newm;          asctime_r(&tmf,strfor);
   /*      strcpy(strfor,asctime(&tmf)); */
   /* Hstepm could be zero and should return the unit matrix */          itmp = strlen(strfor);
   for (i=1;i<=nlstate+ndeath;i++)          if(strfor[itmp-1]=='\n')
     for (j=1;j<=nlstate+ndeath;j++){          strfor[itmp-1]='\0';
       oldm[i][j]=(i==j ? 1.0 : 0.0);          printf("   - if your program needs %d iterations to converge, convergence will be \n   reached in %s or\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
       po[i][j][0]=(i==j ? 1.0 : 0.0);          fprintf(ficlog,"   - if your program needs %d iterations to converge, convergence will be \n   reached in %s or\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
     }        }
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */      }
   for(h=1; h <=nhstepm; h++){      for (i=1;i<=n;i++) { 
     for(d=1; d <=hstepm; d++){        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
       newm=savm;        fptt=(*fret); 
       /* Covariates have to be included here again */  #ifdef DEBUG
       cov[1]=1.;        printf("fret=%lf \n",*fret);
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;        fprintf(ficlog,"fret=%lf \n",*fret);
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];  #endif
 for (k=1; k<=cptcovage;k++)        printf("%d",i);fflush(stdout);
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];        fprintf(ficlog,"%d",i);fflush(ficlog);
    for (k=1; k<=cptcovprod;k++)        linmin(p,xit,n,fret,func); 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];        if (fabs(fptt-(*fret)) > del) { 
           del=fabs(fptt-(*fret)); 
           ibig=i; 
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/        } 
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/  #ifdef DEBUG
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,        printf("%d %.12e",i,(*fret));
                    pmij(pmmij,cov,ncovmodel,x,nlstate));        fprintf(ficlog,"%d %.12e",i,(*fret));
       savm=oldm;        for (j=1;j<=n;j++) {
       oldm=newm;          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
     }          printf(" x(%d)=%.12e",j,xit[j]);
     for(i=1; i<=nlstate+ndeath; i++)          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
       for(j=1;j<=nlstate+ndeath;j++) {        }
         po[i][j][h]=newm[i][j];        for(j=1;j<=n;j++) {
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);          printf(" p=%.12e",p[j]);
          */          fprintf(ficlog," p=%.12e",p[j]);
       }        }
   } /* end h */        printf("\n");
   return po;        fprintf(ficlog,"\n");
 }  #endif
       } 
       if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
 /*************** log-likelihood *************/  #ifdef DEBUG
 double func( double *x)        int k[2],l;
 {        k[0]=1;
   int i, ii, j, k, mi, d, kk;        k[1]=-1;
   double l, ll[NLSTATEMAX], cov[NCOVMAX];        printf("Max: %.12e",(*func)(p));
   double **out;        fprintf(ficlog,"Max: %.12e",(*func)(p));
   double sw; /* Sum of weights */        for (j=1;j<=n;j++) {
   double lli; /* Individual log likelihood */          printf(" %.12e",p[j]);
   long ipmx;          fprintf(ficlog," %.12e",p[j]);
   /*extern weight */        }
   /* We are differentiating ll according to initial status */        printf("\n");
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/        fprintf(ficlog,"\n");
   /*for(i=1;i<imx;i++)        for(l=0;l<=1;l++) {
     printf(" %d\n",s[4][i]);          for (j=1;j<=n;j++) {
   */            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
   cov[1]=1.;            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
             fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
   for(k=1; k<=nlstate; k++) ll[k]=0.;          }
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
     for(mi=1; mi<= wav[i]-1; mi++){        }
       for (ii=1;ii<=nlstate+ndeath;ii++)  #endif
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);  
       for(d=0; d<dh[mi][i]; d++){  
         newm=savm;        free_vector(xit,1,n); 
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;        free_vector(xits,1,n); 
         for (kk=1; kk<=cptcovage;kk++) {        free_vector(ptt,1,n); 
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];        free_vector(pt,1,n); 
         }        return; 
              } 
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
                      1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));      for (j=1;j<=n;j++) { 
         savm=oldm;        ptt[j]=2.0*p[j]-pt[j]; 
         oldm=newm;        xit[j]=p[j]-pt[j]; 
                pt[j]=p[j]; 
              } 
       } /* end mult */      fptt=(*func)(ptt); 
            if (fptt < fp) { 
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/        if (t < 0.0) { 
       ipmx +=1;          linmin(p,xit,n,fret,func); 
       sw += weight[i];          for (j=1;j<=n;j++) { 
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;            xi[j][ibig]=xi[j][n]; 
     } /* end of wave */            xi[j][n]=xit[j]; 
   } /* end of individual */          }
   #ifdef DEBUG
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */          for(j=1;j<=n;j++){
   return -l;            printf(" %.12e",xit[j]);
 }            fprintf(ficlog," %.12e",xit[j]);
           }
           printf("\n");
 /*********** Maximum Likelihood Estimation ***************/          fprintf(ficlog,"\n");
   #endif
 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;  
   xi=matrix(1,npar,1,npar);  /**** Prevalence limit (stable prevalence)  ****************/
   for (i=1;i<=npar;i++)  
     for (j=1;j<=npar;j++)  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
       xi[i][j]=(i==j ? 1.0 : 0.0);  {
   printf("Powell\n");    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
   powell(p,xi,npar,ftol,&iter,&fret,func);       matrix by transitions matrix until convergence is reached */
   
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));    int i, ii,j,k;
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));    double min, max, maxmin, maxmax,sumnew=0.;
     double **matprod2();
 }    double **out, cov[NCOVMAX], **pmij();
     double **newm;
 /**** Computes Hessian and covariance matrix ***/    double agefin, delaymax=50 ; /* Max number of years to converge */
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))  
 {    for (ii=1;ii<=nlstate+ndeath;ii++)
   double  **a,**y,*x,pd;      for (j=1;j<=nlstate+ndeath;j++){
   double **hess;        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   int i, j,jk;      }
   int *indx;  
      cov[1]=1.;
   double hessii(double p[], double delta, int theta, double delti[]);   
   double hessij(double p[], double delti[], int i, int j);   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
   void lubksb(double **a, int npar, int *indx, double b[]) ;    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
   void ludcmp(double **a, int npar, int *indx, double *d) ;      newm=savm;
       /* Covariates have to be included here again */
        cov[2]=agefin;
   hess=matrix(1,npar,1,npar);    
         for (k=1; k<=cptcovn;k++) {
   printf("\nCalculation of the hessian matrix. Wait...\n");          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
   for (i=1;i<=npar;i++){          /*      printf("ij=%d k=%d Tvar[k]=%d nbcode=%d cov=%lf codtab[ij][Tvar[k]]=%d \n",ij,k, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k], codtab[ij][Tvar[k]]);*/
     printf("%d",i);fflush(stdout);        }
     hess[i][i]=hessii(p,ftolhess,i,delti);        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
     /*printf(" %f ",p[i]);*/        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]]];
   
   for (i=1;i<=npar;i++) {        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
     for (j=1;j<=npar;j++)  {        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
       if (j>i) {        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
         printf(".%d%d",i,j);fflush(stdout);      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
         hess[i][j]=hessij(p,delti,i,j);  
         hess[j][i]=hess[i][j];      savm=oldm;
       }      oldm=newm;
     }      maxmax=0.;
   }      for(j=1;j<=nlstate;j++){
   printf("\n");        min=1.;
         max=0.;
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");        for(i=1; i<=nlstate; i++) {
            sumnew=0;
   a=matrix(1,npar,1,npar);          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
   y=matrix(1,npar,1,npar);          prlim[i][j]= newm[i][j]/(1-sumnew);
   x=vector(1,npar);          max=FMAX(max,prlim[i][j]);
   indx=ivector(1,npar);          min=FMIN(min,prlim[i][j]);
   for (i=1;i<=npar;i++)        }
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];        maxmin=max-min;
   ludcmp(a,npar,indx,&pd);        maxmax=FMAX(maxmax,maxmin);
       }
   for (j=1;j<=npar;j++) {      if(maxmax < ftolpl){
     for (i=1;i<=npar;i++) x[i]=0;        return prlim;
     x[j]=1;      }
     lubksb(a,npar,indx,x);    }
     for (i=1;i<=npar;i++){  }
       matcov[i][j]=x[i];  
     }  /*************** transition probabilities ***************/ 
   }  
   double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
   printf("\n#Hessian matrix#\n");  {
   for (i=1;i<=npar;i++) {    double s1, s2;
     for (j=1;j<=npar;j++) {    /*double t34;*/
       printf("%.3e ",hess[i][j]);    int i,j,j1, nc, ii, jj;
     }  
     printf("\n");      for(i=1; i<= nlstate; i++){
   }      for(j=1; j<i;j++){
         for (nc=1, s2=0.;nc <=ncovmodel; nc++){
   /* Recompute Inverse */          /*s2 += param[i][j][nc]*cov[nc];*/
   for (i=1;i<=npar;i++)          s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];          /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
   ludcmp(a,npar,indx,&pd);        }
         ps[i][j]=s2;
   /*  printf("\n#Hessian matrix recomputed#\n");        /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
       }
   for (j=1;j<=npar;j++) {      for(j=i+1; j<=nlstate+ndeath;j++){
     for (i=1;i<=npar;i++) x[i]=0;        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
     x[j]=1;          s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
     lubksb(a,npar,indx,x);          /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
     for (i=1;i<=npar;i++){        }
       y[i][j]=x[i];        ps[i][j]=s2;
       printf("%.3e ",y[i][j]);      }
     }    }
     printf("\n");      /*ps[3][2]=1;*/
   }  
   */    for(i=1; i<= nlstate; i++){
        s1=0;
   free_matrix(a,1,npar,1,npar);      for(j=1; j<i; j++)
   free_matrix(y,1,npar,1,npar);        s1+=exp(ps[i][j]);
   free_vector(x,1,npar);      for(j=i+1; j<=nlstate+ndeath; j++)
   free_ivector(indx,1,npar);        s1+=exp(ps[i][j]);
   free_matrix(hess,1,npar,1,npar);      ps[i][i]=1./(s1+1.);
       for(j=1; j<i; j++)
         ps[i][j]= exp(ps[i][j])*ps[i][i];
 }      for(j=i+1; j<=nlstate+ndeath; j++)
         ps[i][j]= exp(ps[i][j])*ps[i][i];
 /*************** hessian matrix ****************/      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
 double hessii( double x[], double delta, int theta, double delti[])    } /* end i */
 {  
   int i;    for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
   int l=1, lmax=20;      for(jj=1; jj<= nlstate+ndeath; jj++){
   double k1,k2;        ps[ii][jj]=0;
   double p2[NPARMAX+1];        ps[ii][ii]=1;
   double res;      }
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;    }
   double fx;  
   int k=0,kmax=10;  
   double l1;    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
       for(jj=1; jj<= nlstate+ndeath; jj++){
   fx=func(x);       printf("%lf ",ps[ii][jj]);
   for (i=1;i<=npar;i++) p2[i]=x[i];     }
   for(l=0 ; l <=lmax; l++){      printf("\n ");
     l1=pow(10,l);      }
     delts=delt;      printf("\n ");printf("%lf ",cov[2]);*/
     for(k=1 ; k <kmax; k=k+1){  /*
       delt = delta*(l1*k);    for(i=1; i<= npar; i++) printf("%f ",x[i]);
       p2[theta]=x[theta] +delt;    goto end;*/
       k1=func(p2)-fx;      return ps;
       p2[theta]=x[theta]-delt;  }
       k2=func(p2)-fx;  
       /*res= (k1-2.0*fx+k2)/delt/delt; */  /**************** Product of 2 matrices ******************/
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */  
        double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
 #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);    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
 #endif       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */    /* in, b, out are matrice of pointers which should have been initialized 
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){       before: only the contents of out is modified. The function returns
         k=kmax;       a pointer to pointers identical to out */
       }    long i, j, k;
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */    for(i=nrl; i<= nrh; i++)
         k=kmax; l=lmax*10.;      for(k=ncolol; k<=ncoloh; k++)
       }        for(j=ncl,out[i][k]=0.; j<=nch; j++)
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){          out[i][k] +=in[i][j]*b[j][k];
         delts=delt;  
       }    return out;
     }  }
   }  
   delti[theta]=delts;  
   return res;  /************* Higher Matrix Product ***************/
    
 }  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
   {
 double hessij( double x[], double delti[], int thetai,int thetaj)    /* Computes the transition matrix starting at age 'age' over 
 {       'nhstepm*hstepm*stepm' months (i.e. until
   int i;       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
   int l=1, l1, lmax=20;       nhstepm*hstepm matrices. 
   double k1,k2,k3,k4,res,fx;       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
   double p2[NPARMAX+1];       (typically every 2 years instead of every month which is too big 
   int k;       for the memory).
        Model is determined by parameters x and covariates have to be 
   fx=func(x);       included manually here. 
   for (k=1; k<=2; k++) {  
     for (i=1;i<=npar;i++) p2[i]=x[i];       */
     p2[thetai]=x[thetai]+delti[thetai]/k;  
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;    int i, j, d, h, k;
     k1=func(p2)-fx;    double **out, cov[NCOVMAX];
      double **newm;
     p2[thetai]=x[thetai]+delti[thetai]/k;  
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;    /* Hstepm could be zero and should return the unit matrix */
     k2=func(p2)-fx;    for (i=1;i<=nlstate+ndeath;i++)
        for (j=1;j<=nlstate+ndeath;j++){
     p2[thetai]=x[thetai]-delti[thetai]/k;        oldm[i][j]=(i==j ? 1.0 : 0.0);
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;        po[i][j][0]=(i==j ? 1.0 : 0.0);
     k3=func(p2)-fx;      }
      /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     p2[thetai]=x[thetai]-delti[thetai]/k;    for(h=1; h <=nhstepm; h++){
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;      for(d=1; d <=hstepm; d++){
     k4=func(p2)-fx;        newm=savm;
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */        /* Covariates have to be included here again */
 #ifdef DEBUG        cov[1]=1.;
     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);        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
 #endif        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
   }        for (k=1; k<=cptcovage;k++)
   return res;          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]]];
 /************** Inverse of matrix **************/  
 void ludcmp(double **a, int n, int *indx, double *d)  
 {        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
   int i,imax,j,k;        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
   double big,dum,sum,temp;        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
   double *vv;                     pmij(pmmij,cov,ncovmodel,x,nlstate));
          savm=oldm;
   vv=vector(1,n);        oldm=newm;
   *d=1.0;      }
   for (i=1;i<=n;i++) {      for(i=1; i<=nlstate+ndeath; i++)
     big=0.0;        for(j=1;j<=nlstate+ndeath;j++) {
     for (j=1;j<=n;j++)          po[i][j][h]=newm[i][j];
       if ((temp=fabs(a[i][j])) > big) big=temp;          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");           */
     vv[i]=1.0/big;        }
   }    } /* end h */
   for (j=1;j<=n;j++) {    return po;
     for (i=1;i<j;i++) {  }
       sum=a[i][j];  
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];  
       a[i][j]=sum;  /*************** log-likelihood *************/
     }  double func( double *x)
     big=0.0;  {
     for (i=j;i<=n;i++) {    int i, ii, j, k, mi, d, kk;
       sum=a[i][j];    double l, ll[NLSTATEMAX], cov[NCOVMAX];
       for (k=1;k<j;k++)    double **out;
         sum -= a[i][k]*a[k][j];    double sw; /* Sum of weights */
       a[i][j]=sum;    double lli; /* Individual log likelihood */
       if ( (dum=vv[i]*fabs(sum)) >= big) {    int s1, s2;
         big=dum;    double bbh, survp;
         imax=i;    long ipmx;
       }    /*extern weight */
     }    /* We are differentiating ll according to initial status */
     if (j != imax) {    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
       for (k=1;k<=n;k++) {    /*for(i=1;i<imx;i++) 
         dum=a[imax][k];      printf(" %d\n",s[4][i]);
         a[imax][k]=a[j][k];    */
         a[j][k]=dum;    cov[1]=1.;
       }  
       *d = -(*d);    for(k=1; k<=nlstate; k++) ll[k]=0.;
       vv[imax]=vv[j];  
     }    if(mle==1){
     indx[j]=imax;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     if (a[j][j] == 0.0) a[j][j]=TINY;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     if (j != n) {        for(mi=1; mi<= wav[i]-1; mi++){
       dum=1.0/(a[j][j]);          for (ii=1;ii<=nlstate+ndeath;ii++)
       for (i=j+1;i<=n;i++) a[i][j] *= dum;            for (j=1;j<=nlstate+ndeath;j++){
     }              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   }              savm[ii][j]=(ii==j ? 1.0 : 0.0);
   free_vector(vv,1,n);  /* Doesn't work */            }
 ;          for(d=0; d<dh[mi][i]; d++){
 }            newm=savm;
             cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 void lubksb(double **a, int n, int *indx, double b[])            for (kk=1; kk<=cptcovage;kk++) {
 {              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   int i,ii=0,ip,j;            }
   double sum;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
                           1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   for (i=1;i<=n;i++) {            savm=oldm;
     ip=indx[i];            oldm=newm;
     sum=b[ip];          } /* end mult */
     b[ip]=b[i];        
     if (ii)          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];          /* But now since version 0.9 we anticipate for bias and large stepm.
     else if (sum) ii=i;           * If stepm is larger than one month (smallest stepm) and if the exact delay 
     b[i]=sum;           * (in months) between two waves is not a multiple of stepm, we rounded to 
   }           * the nearest (and in case of equal distance, to the lowest) interval but now
   for (i=n;i>=1;i--) {           * we keep into memory the bias bh[mi][i] and also the previous matrix product
     sum=b[i];           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];           * probability in order to take into account the bias as a fraction of the way
     b[i]=sum/a[i][i];           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
   }           * -stepm/2 to stepm/2 .
 }           * For stepm=1 the results are the same as for previous versions of Imach.
            * For stepm > 1 the results are less biased than in previous versions. 
 /************ Frequencies ********************/           */
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)          s1=s[mw[mi][i]][i];
 {  /* Some frequencies */          s2=s[mw[mi+1][i]][i];
            bbh=(double)bh[mi][i]/(double)stepm; 
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;          /* bias is positive if real duration
   double ***freq; /* Frequencies */           * is higher than the multiple of stepm and negative otherwise.
   double *pp;           */
   double pos;          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
   FILE *ficresp;          if( s2 > nlstate){ 
   char fileresp[FILENAMELENGTH];            /* 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 
   pp=vector(1,nlstate);               step unit time, which is also the differences between probability to die before dh 
                and probability to die before dh-stepm . 
   strcpy(fileresp,"p");               In version up to 0.92 likelihood was computed
   strcat(fileresp,fileres);          as if date of death was unknown. Death was treated as any other
   if((ficresp=fopen(fileresp,"w"))==NULL) {          health state: the date of the interview describes the actual state
     printf("Problem with prevalence resultfile: %s\n", fileresp);          and not the date of a change in health state. The former idea was
     exit(0);          to consider that at each interview the state was recorded
   }          (healthy, disable or death) and IMaCh was corrected; but when we
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);          introduced the exact date of death then we should have modified
   j1=0;          the contribution of an exact death to the likelihood. This new
           contribution is smaller and very dependent of the step unit
   j=cptcoveff;          stepm. It is no more the probability to die between last interview
   if (cptcovn<1) {j=1;ncodemax[1]=1;}          and month of death but the probability to survive from last
           interview up to one month before death multiplied by the
   for(k1=1; k1<=j;k1++){          probability to die within a month. Thanks to Chris
    for(i1=1; i1<=ncodemax[k1];i1++){          Jackson for correcting this bug.  Former versions increased
        j1++;          mortality artificially. The bad side is that we add another loop
        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);          which slows down the processing. The difference can be up to 10%
          scanf("%d", i);*/          lower mortality.
         for (i=-1; i<=nlstate+ndeath; i++)              */
          for (jk=-1; jk<=nlstate+ndeath; jk++)              lli=log(out[s1][s2] - savm[s1][s2]);
            for(m=agemin; m <= agemax+3; m++)          }else{
              freq[i][jk][m]=0;            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
                    /*  lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2]));*/ /* linear interpolation */
        for (i=1; i<=imx; i++) {          } 
          bool=1;          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
          if  (cptcovn>0) {          /*if(lli ==000.0)*/
            for (z1=1; z1<=cptcoveff; z1++)          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])          ipmx +=1;
                bool=0;          sw += weight[i];
          }          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
           if (bool==1) {        } /* end of wave */
            for(m=firstpass; m<=lastpass-1; m++){      } /* end of individual */
              if(agev[m][i]==0) agev[m][i]=agemax+1;    }  else if(mle==2){
              if(agev[m][i]==1) agev[m][i]=agemax+2;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];        for(mi=1; mi<= wav[i]-1; mi++){
            }          for (ii=1;ii<=nlstate+ndeath;ii++)
          }            for (j=1;j<=nlstate+ndeath;j++){
        }              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
         if  (cptcovn>0) {              savm[ii][j]=(ii==j ? 1.0 : 0.0);
          fprintf(ficresp, "\n#********** Variable ");            }
          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);          for(d=0; d<=dh[mi][i]; d++){
        fprintf(ficresp, "**********\n#");            newm=savm;
         }            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
        for(i=1; i<=nlstate;i++)            for (kk=1; kk<=cptcovage;kk++) {
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
        fprintf(ficresp, "\n");            }
                    out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   for(i=(int)agemin; i <= (int)agemax+3; i++){                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     if(i==(int)agemax+3)            savm=oldm;
       printf("Total");            oldm=newm;
     else          } /* end mult */
       printf("Age %d", i);        
     for(jk=1; jk <=nlstate ; jk++){          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)          /* But now since version 0.9 we anticipate for bias and large stepm.
         pp[jk] += freq[jk][m][i];           * 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 
     for(jk=1; jk <=nlstate ; jk++){           * the nearest (and in case of equal distance, to the lowest) interval but now
       for(m=-1, pos=0; m <=0 ; m++)           * we keep into memory the bias bh[mi][i] and also the previous matrix product
         pos += freq[jk][m][i];           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
       if(pp[jk]>=1.e-10)           * probability in order to take into account the bias as a fraction of the way
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
       else           * -stepm/2 to stepm/2 .
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);           * For stepm=1 the results are the same as for previous versions of Imach.
     }           * For stepm > 1 the results are less biased than in previous versions. 
     for(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,pos=0; jk <=nlstate ; jk++)          /* bias is positive if real duration
       pos += pp[jk];           * is higher than the multiple of stepm and negative otherwise.
     for(jk=1; jk <=nlstate ; jk++){           */
       if(pos>=1.e-5)          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 prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
       else          /*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 */
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
       if( i <= (int) agemax){          /*if(lli ==000.0)*/
         if(pos>=1.e-5)          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);          ipmx +=1;
       else          sw += weight[i];
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
       }        } /* end of wave */
     }      } /* end of individual */
     for(jk=-1; jk <=nlstate+ndeath; jk++)    }  else if(mle==3){  /* exponential inter-extrapolation */
       for(m=-1; m <=nlstate+ndeath; m++)      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     if(i <= (int) agemax)        for(mi=1; mi<= wav[i]-1; mi++){
       fprintf(ficresp,"\n");          for (ii=1;ii<=nlstate+ndeath;ii++)
     printf("\n");            for (j=1;j<=nlstate+ndeath;j++){
     }              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     }              savm[ii][j]=(ii==j ? 1.0 : 0.0);
  }            }
            for(d=0; d<dh[mi][i]; d++){
   fclose(ficresp);            newm=savm;
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   free_vector(pp,1,nlstate);            for (kk=1; kk<=cptcovage;kk++) {
               cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 }  /* End of Freq */            }
             out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 /************* Waves Concatenation ***************/                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
             savm=oldm;
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)            oldm=newm;
 {          } /* end mult */
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.        
      Death is a valid wave (if date is known).          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i          /* But now since version 0.9 we anticipate for bias and large stepm.
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]           * If stepm is larger than one month (smallest stepm) and if the exact delay 
      and mw[mi+1][i]. dh depends on stepm.           * (in months) between two waves is not a multiple of stepm, we rounded to 
      */           * the nearest (and in case of equal distance, to the lowest) interval but now
            * we keep into memory the bias bh[mi][i] and also the previous matrix product
   int i, mi, m;           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;           * probability in order to take into account the bias as a fraction of the way
      double sum=0., jmean=0.;*/           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
            * -stepm/2 to stepm/2 .
 int j, k=0,jk, ju, jl;           * For stepm=1 the results are the same as for previous versions of Imach.
      double sum=0.;           * For stepm > 1 the results are less biased than in previous versions. 
 jmin=1e+5;           */
  jmax=-1;          s1=s[mw[mi][i]][i];
 jmean=0.;          s2=s[mw[mi+1][i]][i];
   for(i=1; i<=imx; i++){          bbh=(double)bh[mi][i]/(double)stepm; 
     mi=0;          /* bias is positive if real duration
     m=firstpass;           * is higher than the multiple of stepm and negative otherwise.
     while(s[m][i] <= nlstate){           */
       if(s[m][i]>=1)          /* 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 */
         mw[++mi][i]=m;          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 */
       if(m >=lastpass)          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
         break;          /*if(lli ==000.0)*/
       else          /*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); */
         m++;          ipmx +=1;
     }/* end while */          sw += weight[i];
     if (s[m][i] > nlstate){          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
       mi++;     /* Death is another wave */        } /* end of wave */
       /* if(mi==0)  never been interviewed correctly before death */      } /* end of individual */
          /* Only death is a correct wave */    }else if (mle==4){  /* ml=4 no inter-extrapolation */
       mw[mi][i]=m;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     }        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         for(mi=1; mi<= wav[i]-1; mi++){
     wav[i]=mi;          for (ii=1;ii<=nlstate+ndeath;ii++)
     if(mi==0)            for (j=1;j<=nlstate+ndeath;j++){
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   }              savm[ii][j]=(ii==j ? 1.0 : 0.0);
             }
   for(i=1; i<=imx; i++){          for(d=0; d<dh[mi][i]; d++){
     for(mi=1; mi<wav[i];mi++){            newm=savm;
       if (stepm <=0)            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
         dh[mi][i]=1;            for (kk=1; kk<=cptcovage;kk++) {
       else{              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
         if (s[mw[mi+1][i]][i] > nlstate) {            }
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);          
           /*if ((j<0) || (j>28)) printf("j=%d num=%d ",j,i);*/            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
           if(j==0) j=1;  /* Survives at least one month after exam */                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
           k=k+1;            savm=oldm;
           if (j >= jmax) jmax=j;            oldm=newm;
           else if (j <= jmin)jmin=j;          } /* end mult */
           sum=sum+j;        
         }          s1=s[mw[mi][i]][i];
         else{          s2=s[mw[mi+1][i]][i];
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));          if( s2 > nlstate){ 
           /*if ((j<0) || (j>28)) printf("j=%d num=%d ",j,i);*/            lli=log(out[s1][s2] - savm[s1][s2]);
           k=k+1;          }else{
           if (j >= jmax) jmax=j;            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
           else if (j <= jmin)jmin=j;          }
           sum=sum+j;          ipmx +=1;
         }          sw += weight[i];
         jk= j/stepm;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         jl= j -jk*stepm;  /*      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]); */
         ju= j -(jk+1)*stepm;        } /* end of wave */
         if(jl <= -ju)      } /* end of individual */
           dh[mi][i]=jk;    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
         else      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
           dh[mi][i]=jk+1;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         if(dh[mi][i]==0)        for(mi=1; mi<= wav[i]-1; mi++){
           dh[mi][i]=1; /* At least one step */          for (ii=1;ii<=nlstate+ndeath;ii++)
       }            for (j=1;j<=nlstate+ndeath;j++){
     }              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   }              savm[ii][j]=(ii==j ? 1.0 : 0.0);
   jmean=sum/k;            }
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);          for(d=0; d<dh[mi][i]; d++){
 }            newm=savm;
 /*********** Tricode ****************************/            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 void tricode(int *Tvar, int **nbcode, int imx)            for (kk=1; kk<=cptcovage;kk++) {
 {              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   int Ndum[20],ij=1, k, j, i;            }
   int cptcode=0;          
   cptcoveff=0;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
                           1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   for (k=0; k<19; k++) Ndum[k]=0;            savm=oldm;
   for (k=1; k<=7; k++) ncodemax[k]=0;            oldm=newm;
           } /* end mult */
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {        
     for (i=1; i<=imx; i++) {          s1=s[mw[mi][i]][i];
       ij=(int)(covar[Tvar[j]][i]);          s2=s[mw[mi+1][i]][i];
       Ndum[ij]++;          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/          ipmx +=1;
       if (ij > cptcode) cptcode=ij;          sw += weight[i];
     }          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
           /*printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]);*/
     for (i=0; i<=cptcode; i++) {        } /* end of wave */
       if(Ndum[i]!=0) ncodemax[j]++;      } /* end of individual */
     }    } /* End of if */
     ij=1;    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
     /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
     l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
     for (i=1; i<=ncodemax[j]; i++) {    return -l;
       for (k=0; k<=19; k++) {  }
         if (Ndum[k] != 0) {  
           nbcode[Tvar[j]][ij]=k;  /*************** log-likelihood *************/
           ij++;  double funcone( double *x)
         }  {
         if (ij > ncodemax[j]) break;    /* Same as likeli but slower because of a lot of printf and if */
       }      int i, ii, j, k, mi, d, kk;
     }    double l, ll[NLSTATEMAX], cov[NCOVMAX];
   }      double **out;
     double lli; /* Individual log likelihood */
  for (k=0; k<19; k++) Ndum[k]=0;    double llt;
     int s1, s2;
  for (i=1; i<=ncovmodel; i++) {    double bbh, survp;
       ij=Tvar[i];    /*extern weight */
       Ndum[ij]++;    /* We are differentiating ll according to initial status */
     }    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
     /*for(i=1;i<imx;i++) 
  ij=1;      printf(" %d\n",s[4][i]);
  for (i=1; i<=10; i++) {    */
    if((Ndum[i]!=0) && (i<=ncov)){    cov[1]=1.;
      Tvaraff[ij]=i;  
      ij++;    for(k=1; k<=nlstate; k++) ll[k]=0.;
    }  
  }    for (i=1,ipmx=0, sw=0.; i<=imx; i++){
        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     cptcoveff=ij-1;      for(mi=1; mi<= wav[i]-1; mi++){
 }        for (ii=1;ii<=nlstate+ndeath;ii++)
           for (j=1;j<=nlstate+ndeath;j++){
 /*********** Health Expectancies ****************/            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
             savm[ii][j]=(ii==j ? 1.0 : 0.0);
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)          }
 {        for(d=0; d<dh[mi][i]; d++){
   /* Health expectancies */          newm=savm;
   int i, j, nhstepm, hstepm, h;          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   double age, agelim,hf;          for (kk=1; kk<=cptcovage;kk++) {
   double ***p3mat;            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
            }
   fprintf(ficreseij,"# Health expectancies\n");          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   fprintf(ficreseij,"# Age");                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   for(i=1; i<=nlstate;i++)          savm=oldm;
     for(j=1; j<=nlstate;j++)          oldm=newm;
       fprintf(ficreseij," %1d-%1d",i,j);        } /* end mult */
   fprintf(ficreseij,"\n");        
         s1=s[mw[mi][i]][i];
   hstepm=1*YEARM; /*  Every j years of age (in month) */        s2=s[mw[mi+1][i]][i];
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */        bbh=(double)bh[mi][i]/(double)stepm; 
         /* bias is positive if real duration
   agelim=AGESUP;         * is higher than the multiple of stepm and negative otherwise.
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */         */
     /* nhstepm age range expressed in number of stepm */        if( s2 > nlstate && (mle <5) ){  /* Jackson */
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);          lli=log(out[s1][s2] - savm[s1][s2]);
     /* Typically if 20 years = 20*12/6=40 stepm */        } else if (mle==1){
     if (stepm >= YEARM) hstepm=1;          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */        } else if(mle==2){
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          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 */
     /* Computed by stepm unit matrices, product of hstepm matrices, stored        } else if(mle==3){  /* exponential inter-extrapolation */
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */          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 */
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);          } else if (mle==4){  /* mle=4 no inter-extrapolation */
           lli=log(out[s1][s2]); /* Original formula */
         } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
     for(i=1; i<=nlstate;i++)          lli=log(out[s1][s2]); /* Original formula */
       for(j=1; j<=nlstate;j++)        } /* End of if */
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){        ipmx +=1;
           eij[i][j][(int)age] +=p3mat[i][j][h];        sw += weight[i];
         }        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
      /*       printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
     hf=1;        if(globpr){
     if (stepm >= YEARM) hf=stepm/YEARM;          fprintf(ficresilk,"%9d %6d %1d %1d %1d %1d %3d %10.6f %6.4f\
     fprintf(ficreseij,"%.0f",age );   %10.6f %10.6f %10.6f ", \
     for(i=1; i<=nlstate;i++)                  num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
       for(j=1; j<=nlstate;j++){                  2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);          for(k=1,llt=0.,l=0.; k<=nlstate; k++){
       }            llt +=ll[k]*gipmx/gsw;
     fprintf(ficreseij,"\n");            fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          }
   }          fprintf(ficresilk," %10.6f\n", -llt);
 }        }
       } /* end of wave */
 /************ Variance ******************/    } /* end of individual */
 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)    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
 {    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
   /* Variance of health expectancies */    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    if(globpr==0){ /* First time we count the contributions and weights */
   double **newm;      gipmx=ipmx;
   double **dnewm,**doldm;      gsw=sw;
   int i, j, nhstepm, hstepm, h;    }
   int k, cptcode;    return -l;
    double *xp;  }
   double **gp, **gm;  
   double ***gradg, ***trgradg;  char *subdirf(char fileres[])
   double ***p3mat;  {
   double age,agelim;    /* Caution optionfilefiname is hidden */
   int theta;    strcpy(tmpout,optionfilefiname);
     strcat(tmpout,"/"); /* Add to the right */
    fprintf(ficresvij,"# Covariances of life expectancies\n");    strcat(tmpout,fileres);
   fprintf(ficresvij,"# Age");    return tmpout;
   for(i=1; i<=nlstate;i++)  }
     for(j=1; j<=nlstate;j++)  
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);  char *subdirf2(char fileres[], char *preop)
   fprintf(ficresvij,"\n");  {
     
   xp=vector(1,npar);    strcpy(tmpout,optionfilefiname);
   dnewm=matrix(1,nlstate,1,npar);    strcat(tmpout,"/");
   doldm=matrix(1,nlstate,1,nlstate);    strcat(tmpout,preop);
      strcat(tmpout,fileres);
   hstepm=1*YEARM; /* Every year of age */    return tmpout;
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */  }
   agelim = AGESUP;  char *subdirf3(char fileres[], char *preop, char *preop2)
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */  {
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    
     if (stepm >= YEARM) hstepm=1;    strcpy(tmpout,optionfilefiname);
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    strcat(tmpout,"/");
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    strcat(tmpout,preop);
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);    strcat(tmpout,preop2);
     gp=matrix(0,nhstepm,1,nlstate);    strcat(tmpout,fileres);
     gm=matrix(0,nhstepm,1,nlstate);    return tmpout;
   }
     for(theta=1; theta <=npar; theta++){  
       for(i=1; i<=npar; i++){ /* Computes gradient */  void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
         xp[i] = x[i] + (i==theta ?delti[theta]:0);  {
       }    /* This routine should help understanding what is done with 
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);         the selection of individuals/waves and
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);       to check the exact contribution to the likelihood.
       for(j=1; j<= nlstate; j++){       Plotting could be done.
         for(h=0; h<=nhstepm; h++){     */
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)    int k;
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];  
         }    if(*globpri !=0){ /* Just counts and sums, no printings */
       }      strcpy(fileresilk,"ilk"); 
          strcat(fileresilk,fileres);
       for(i=1; i<=npar; i++) /* Computes gradient */      if((ficresilk=fopen(fileresilk,"w"))==NULL) {
         xp[i] = x[i] - (i==theta ?delti[theta]:0);        printf("Problem with resultfile: %s\n", fileresilk);
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);          fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);      }
       for(j=1; j<= nlstate; j++){      fprintf(ficresilk, "#individual(line's_record) s1 s2 wave# effective_wave# number_of_matrices_product pij weight -2ln(pij)*weight 0pij_x 0pij_(x-stepm) cumulating_loglikeli_by_health_state(reweighted=-2ll*weightXnumber_of_contribs/sum_of_weights) and_total\n");
         for(h=0; h<=nhstepm; h++){      fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
           for(i=1, gm[h][j]=0.;i<=nlstate;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]); */
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];      for(k=1; k<=nlstate; k++) 
         }        fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
       }      fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
       for(j=1; j<= nlstate; j++)    }
         for(h=0; h<=nhstepm; h++){  
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];    *fretone=(*funcone)(p);
         }    if(*globpri !=0){
     } /* End theta */      fclose(ficresilk);
       fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);      fflush(fichtm); 
     } 
     for(h=0; h<=nhstepm; h++)    return;
       for(j=1; j<=nlstate;j++)  }
         for(theta=1; theta <=npar; theta++)  
           trgradg[h][j][theta]=gradg[h][theta][j];  
   /*********** Maximum Likelihood Estimation ***************/
     for(i=1;i<=nlstate;i++)  
       for(j=1;j<=nlstate;j++)  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
         vareij[i][j][(int)age] =0.;  {
     for(h=0;h<=nhstepm;h++){    int i,j, iter;
       for(k=0;k<=nhstepm;k++){    double **xi;
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);    double fret;
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);    double fretone; /* Only one call to likelihood */
         for(i=1;i<=nlstate;i++)    char filerespow[FILENAMELENGTH];
           for(j=1;j<=nlstate;j++)    xi=matrix(1,npar,1,npar);
             vareij[i][j][(int)age] += doldm[i][j];    for (i=1;i<=npar;i++)
       }      for (j=1;j<=npar;j++)
     }        xi[i][j]=(i==j ? 1.0 : 0.0);
     h=1;    printf("Powell\n");  fprintf(ficlog,"Powell\n");
     if (stepm >= YEARM) h=stepm/YEARM;    strcpy(filerespow,"pow"); 
     fprintf(ficresvij,"%.0f ",age );    strcat(filerespow,fileres);
     for(i=1; i<=nlstate;i++)    if((ficrespow=fopen(filerespow,"w"))==NULL) {
       for(j=1; j<=nlstate;j++){      printf("Problem with resultfile: %s\n", filerespow);
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
       }    }
     fprintf(ficresvij,"\n");    fprintf(ficrespow,"# Powell\n# iter -2*LL");
     free_matrix(gp,0,nhstepm,1,nlstate);    for (i=1;i<=nlstate;i++)
     free_matrix(gm,0,nhstepm,1,nlstate);      for(j=1;j<=nlstate+ndeath;j++)
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);    fprintf(ficrespow,"\n");
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  
   } /* End age */    powell(p,xi,npar,ftol,&iter,&fret,func);
    
   free_vector(xp,1,npar);    fclose(ficrespow);
   free_matrix(doldm,1,nlstate,1,npar);    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
   free_matrix(dnewm,1,nlstate,1,nlstate);    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));
 }  
   }
 /************ Variance of prevlim ******************/  
 void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)  /**** Computes Hessian and covariance matrix ***/
 {  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
   /* Variance of prevalence limit */  {
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    double  **a,**y,*x,pd;
   double **newm;    double **hess;
   double **dnewm,**doldm;    int i, j,jk;
   int i, j, nhstepm, hstepm;    int *indx;
   int k, cptcode;  
   double *xp;    double hessii(double p[], double delta, int theta, double delti[]);
   double *gp, *gm;    double hessij(double p[], double delti[], int i, int j);
   double **gradg, **trgradg;    void lubksb(double **a, int npar, int *indx, double b[]) ;
   double age,agelim;    void ludcmp(double **a, int npar, int *indx, double *d) ;
   int theta;  
        hess=matrix(1,npar,1,npar);
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");  
   fprintf(ficresvpl,"# Age");    printf("\nCalculation of the hessian matrix. Wait...\n");
   for(i=1; i<=nlstate;i++)    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
       fprintf(ficresvpl," %1d-%1d",i,i);    for (i=1;i<=npar;i++){
   fprintf(ficresvpl,"\n");      printf("%d",i);fflush(stdout);
       fprintf(ficlog,"%d",i);fflush(ficlog);
   xp=vector(1,npar);      hess[i][i]=hessii(p,ftolhess,i,delti);
   dnewm=matrix(1,nlstate,1,npar);      /*printf(" %f ",p[i]);*/
   doldm=matrix(1,nlstate,1,nlstate);      /*printf(" %lf ",hess[i][i]);*/
      }
   hstepm=1*YEARM; /* Every year of age */    
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    for (i=1;i<=npar;i++) {
   agelim = AGESUP;      for (j=1;j<=npar;j++)  {
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */        if (j>i) { 
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */          printf(".%d%d",i,j);fflush(stdout);
     if (stepm >= YEARM) hstepm=1;          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */          hess[i][j]=hessij(p,delti,i,j);
     gradg=matrix(1,npar,1,nlstate);          hess[j][i]=hess[i][j];    
     gp=vector(1,nlstate);          /*printf(" %lf ",hess[i][j]);*/
     gm=vector(1,nlstate);        }
       }
     for(theta=1; theta <=npar; theta++){    }
       for(i=1; i<=npar; i++){ /* Computes gradient */    printf("\n");
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    fprintf(ficlog,"\n");
       }  
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
       for(i=1;i<=nlstate;i++)    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
         gp[i] = prlim[i][i];    
        a=matrix(1,npar,1,npar);
       for(i=1; i<=npar; i++) /* Computes gradient */    y=matrix(1,npar,1,npar);
         xp[i] = x[i] - (i==theta ?delti[theta]:0);    x=vector(1,npar);
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    indx=ivector(1,npar);
       for(i=1;i<=nlstate;i++)    for (i=1;i<=npar;i++)
         gm[i] = prlim[i][i];      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
     ludcmp(a,npar,indx,&pd);
       for(i=1;i<=nlstate;i++)  
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];    for (j=1;j<=npar;j++) {
     } /* End theta */      for (i=1;i<=npar;i++) x[i]=0;
       x[j]=1;
     trgradg =matrix(1,nlstate,1,npar);      lubksb(a,npar,indx,x);
       for (i=1;i<=npar;i++){ 
     for(j=1; j<=nlstate;j++)        matcov[i][j]=x[i];
       for(theta=1; theta <=npar; theta++)      }
         trgradg[j][theta]=gradg[theta][j];    }
   
     for(i=1;i<=nlstate;i++)    printf("\n#Hessian matrix#\n");
       varpl[i][(int)age] =0.;    fprintf(ficlog,"\n#Hessian matrix#\n");
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);    for (i=1;i<=npar;i++) { 
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);      for (j=1;j<=npar;j++) { 
     for(i=1;i<=nlstate;i++)        printf("%.3e ",hess[i][j]);
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */        fprintf(ficlog,"%.3e ",hess[i][j]);
       }
     fprintf(ficresvpl,"%.0f ",age );      printf("\n");
     for(i=1; i<=nlstate;i++)      fprintf(ficlog,"\n");
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));    }
     fprintf(ficresvpl,"\n");  
     free_vector(gp,1,nlstate);    /* Recompute Inverse */
     free_vector(gm,1,nlstate);    for (i=1;i<=npar;i++)
     free_matrix(gradg,1,npar,1,nlstate);      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
     free_matrix(trgradg,1,nlstate,1,npar);    ludcmp(a,npar,indx,&pd);
   } /* End age */  
     /*  printf("\n#Hessian matrix recomputed#\n");
   free_vector(xp,1,npar);  
   free_matrix(doldm,1,nlstate,1,npar);    for (j=1;j<=npar;j++) {
   free_matrix(dnewm,1,nlstate,1,nlstate);      for (i=1;i<=npar;i++) x[i]=0;
       x[j]=1;
 }      lubksb(a,npar,indx,x);
       for (i=1;i<=npar;i++){ 
         y[i][j]=x[i];
         printf("%.3e ",y[i][j]);
 /***********************************************/        fprintf(ficlog,"%.3e ",y[i][j]);
 /**************** Main Program *****************/      }
 /***********************************************/      printf("\n");
       fprintf(ficlog,"\n");
 /*int main(int argc, char *argv[])*/    }
 int main()    */
 {  
     free_matrix(a,1,npar,1,npar);
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;    free_matrix(y,1,npar,1,npar);
   double agedeb, agefin,hf;    free_vector(x,1,npar);
   double agemin=1.e20, agemax=-1.e20;    free_ivector(indx,1,npar);
     free_matrix(hess,1,npar,1,npar);
   double fret;  
   double **xi,tmp,delta;  
   }
   double dum; /* Dummy variable */  
   double ***p3mat;  /*************** hessian matrix ****************/
   int *indx;  double hessii( double x[], double delta, int theta, double delti[])
   char line[MAXLINE], linepar[MAXLINE];  {
   char title[MAXLINE];    int i;
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];    int l=1, lmax=20;
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];    double k1,k2;
   char filerest[FILENAMELENGTH];    double p2[NPARMAX+1];
   char fileregp[FILENAMELENGTH];    double res;
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];    double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
   int firstobs=1, lastobs=10;    double fx;
   int sdeb, sfin; /* Status at beginning and end */    int k=0,kmax=10;
   int c,  h , cpt,l;    double l1;
   int ju,jl, mi;  
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;    fx=func(x);
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;    for (i=1;i<=npar;i++) p2[i]=x[i];
      for(l=0 ; l <=lmax; l++){
   int hstepm, nhstepm;      l1=pow(10,l);
   double bage, fage, age, agelim, agebase;      delts=delt;
   double ftolpl=FTOL;      for(k=1 ; k <kmax; k=k+1){
   double **prlim;        delt = delta*(l1*k);
   double *severity;        p2[theta]=x[theta] +delt;
   double ***param; /* Matrix of parameters */        k1=func(p2)-fx;
   double  *p;        p2[theta]=x[theta]-delt;
   double **matcov; /* Matrix of covariance */        k2=func(p2)-fx;
   double ***delti3; /* Scale */        /*res= (k1-2.0*fx+k2)/delt/delt; */
   double *delti; /* Scale */        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
   double ***eij, ***vareij;        
   double **varpl; /* Variances of prevalence limits by age */  #ifdef DEBUG
   double *epj, vepp;        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);
   char version[80]="Imach version 62c, May 1999, INED-EUROREVES ";        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);
   char *alph[]={"a","a","b","c","d","e"}, str[4];  #endif
         /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
   char z[1]="c", occ;        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
 #include <sys/time.h>          k=kmax;
 #include <time.h>        }
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
   /* long total_usecs;          k=kmax; l=lmax*10.;
   struct timeval start_time, end_time;        }
          else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */          delts=delt;
         }
       }
   printf("\nIMACH, Version 0.64a");    }
   printf("\nEnter the parameter file name: ");    delti[theta]=delts;
     return res; 
 #ifdef windows    
   scanf("%s",pathtot);  }
   getcwd(pathcd, size);  
   /*cygwin_split_path(pathtot,path,optionfile);  double hessij( double x[], double delti[], int thetai,int thetaj)
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/  {
   /* cutv(path,optionfile,pathtot,'\\');*/    int i;
     int l=1, l1, lmax=20;
 split(pathtot, path,optionfile);    double k1,k2,k3,k4,res,fx;
   chdir(path);    double p2[NPARMAX+1];
   replace(pathc,path);    int k;
 #endif  
 #ifdef unix    fx=func(x);
   scanf("%s",optionfile);    for (k=1; k<=2; k++) {
 #endif      for (i=1;i<=npar;i++) p2[i]=x[i];
       p2[thetai]=x[thetai]+delti[thetai]/k;
 /*-------- arguments in the command line --------*/      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
       k1=func(p2)-fx;
   strcpy(fileres,"r");    
   strcat(fileres, optionfile);      p2[thetai]=x[thetai]+delti[thetai]/k;
       p2[thetaj]=x[thetaj]-delti[thetaj]/k;
   /*---------arguments file --------*/      k2=func(p2)-fx;
     
   if((ficpar=fopen(optionfile,"r"))==NULL)    {      p2[thetai]=x[thetai]-delti[thetai]/k;
     printf("Problem with optionfile %s\n",optionfile);      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
     goto end;      k3=func(p2)-fx;
   }    
       p2[thetai]=x[thetai]-delti[thetai]/k;
   strcpy(filereso,"o");      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
   strcat(filereso,fileres);      k4=func(p2)-fx;
   if((ficparo=fopen(filereso,"w"))==NULL) {      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
     printf("Problem with Output resultfile: %s\n", filereso);goto end;  #ifdef DEBUG
   }      printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
       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);
   /* Reads comments: lines beginning with '#' */  #endif
   while((c=getc(ficpar))=='#' && c!= EOF){    }
     ungetc(c,ficpar);    return res;
     fgets(line, MAXLINE, ficpar);  }
     puts(line);  
     fputs(line,ficparo);  /************** Inverse of matrix **************/
   }  void ludcmp(double **a, int n, int *indx, double *d) 
   ungetc(c,ficpar);  { 
     int i,imax,j,k; 
   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);    double big,dum,sum,temp; 
   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);    double *vv; 
   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);   
     vv=vector(1,n); 
   covar=matrix(0,NCOVMAX,1,n);    *d=1.0; 
   cptcovn=0;    for (i=1;i<=n;i++) { 
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;      big=0.0; 
       for (j=1;j<=n;j++) 
   ncovmodel=2+cptcovn;        if ((temp=fabs(a[i][j])) > big) big=temp; 
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
        vv[i]=1.0/big; 
   /* Read guess parameters */    } 
   /* Reads comments: lines beginning with '#' */    for (j=1;j<=n;j++) { 
   while((c=getc(ficpar))=='#' && c!= EOF){      for (i=1;i<j;i++) { 
     ungetc(c,ficpar);        sum=a[i][j]; 
     fgets(line, MAXLINE, ficpar);        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
     puts(line);        a[i][j]=sum; 
     fputs(line,ficparo);      } 
   }      big=0.0; 
   ungetc(c,ficpar);      for (i=j;i<=n;i++) { 
          sum=a[i][j]; 
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);        for (k=1;k<j;k++) 
     for(i=1; i <=nlstate; i++)          sum -= a[i][k]*a[k][j]; 
     for(j=1; j <=nlstate+ndeath-1; j++){        a[i][j]=sum; 
       fscanf(ficpar,"%1d%1d",&i1,&j1);        if ( (dum=vv[i]*fabs(sum)) >= big) { 
       fprintf(ficparo,"%1d%1d",i1,j1);          big=dum; 
       printf("%1d%1d",i,j);          imax=i; 
       for(k=1; k<=ncovmodel;k++){        } 
         fscanf(ficpar," %lf",&param[i][j][k]);      } 
         printf(" %lf",param[i][j][k]);      if (j != imax) { 
         fprintf(ficparo," %lf",param[i][j][k]);        for (k=1;k<=n;k++) { 
       }          dum=a[imax][k]; 
       fscanf(ficpar,"\n");          a[imax][k]=a[j][k]; 
       printf("\n");          a[j][k]=dum; 
       fprintf(ficparo,"\n");        } 
     }        *d = -(*d); 
          vv[imax]=vv[j]; 
   npar= (nlstate+ndeath-1)*nlstate*ncovmodel;      } 
   p=param[1][1];      indx[j]=imax; 
        if (a[j][j] == 0.0) a[j][j]=TINY; 
   /* Reads comments: lines beginning with '#' */      if (j != n) { 
   while((c=getc(ficpar))=='#' && c!= EOF){        dum=1.0/(a[j][j]); 
     ungetc(c,ficpar);        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
     fgets(line, MAXLINE, ficpar);      } 
     puts(line);    } 
     fputs(line,ficparo);    free_vector(vv,1,n);  /* Doesn't work */
   }  ;
   ungetc(c,ficpar);  } 
   
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);  void lubksb(double **a, int n, int *indx, double b[]) 
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */  { 
   for(i=1; i <=nlstate; i++){    int i,ii=0,ip,j; 
     for(j=1; j <=nlstate+ndeath-1; j++){    double sum; 
       fscanf(ficpar,"%1d%1d",&i1,&j1);   
       printf("%1d%1d",i,j);    for (i=1;i<=n;i++) { 
       fprintf(ficparo,"%1d%1d",i1,j1);      ip=indx[i]; 
       for(k=1; k<=ncovmodel;k++){      sum=b[ip]; 
         fscanf(ficpar,"%le",&delti3[i][j][k]);      b[ip]=b[i]; 
         printf(" %le",delti3[i][j][k]);      if (ii) 
         fprintf(ficparo," %le",delti3[i][j][k]);        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
       }      else if (sum) ii=i; 
       fscanf(ficpar,"\n");      b[i]=sum; 
       printf("\n");    } 
       fprintf(ficparo,"\n");    for (i=n;i>=1;i--) { 
     }      sum=b[i]; 
   }      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
   delti=delti3[1][1];      b[i]=sum/a[i][i]; 
      } 
   /* Reads comments: lines beginning with '#' */  } 
   while((c=getc(ficpar))=='#' && c!= EOF){  
     ungetc(c,ficpar);  /************ Frequencies ********************/
     fgets(line, MAXLINE, ficpar);  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)
     puts(line);  {  /* Some frequencies */
     fputs(line,ficparo);    
   }    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
   ungetc(c,ficpar);    int first;
      double ***freq; /* Frequencies */
   matcov=matrix(1,npar,1,npar);    double *pp, **prop;
   for(i=1; i <=npar; i++){    double pos,posprop, k2, dateintsum=0,k2cpt=0;
     fscanf(ficpar,"%s",&str);    FILE *ficresp;
     printf("%s",str);    char fileresp[FILENAMELENGTH];
     fprintf(ficparo,"%s",str);    
     for(j=1; j <=i; j++){    pp=vector(1,nlstate);
       fscanf(ficpar," %le",&matcov[i][j]);    prop=matrix(1,nlstate,iagemin,iagemax+3);
       printf(" %.5le",matcov[i][j]);    strcpy(fileresp,"p");
       fprintf(ficparo," %.5le",matcov[i][j]);    strcat(fileresp,fileres);
     }    if((ficresp=fopen(fileresp,"w"))==NULL) {
     fscanf(ficpar,"\n");      printf("Problem with prevalence resultfile: %s\n", fileresp);
     printf("\n");      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
     fprintf(ficparo,"\n");      exit(0);
   }    }
   for(i=1; i <=npar; i++)    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
     for(j=i+1;j<=npar;j++)    j1=0;
       matcov[i][j]=matcov[j][i];    
        j=cptcoveff;
   printf("\n");    if (cptcovn<1) {j=1;ncodemax[1]=1;}
   
     first=1;
     /*-------- data file ----------*/  
     if((ficres =fopen(fileres,"w"))==NULL) {    for(k1=1; k1<=j;k1++){
       printf("Problem with resultfile: %s\n", fileres);goto end;      for(i1=1; i1<=ncodemax[k1];i1++){
     }        j1++;
     fprintf(ficres,"#%s\n",version);        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
              scanf("%d", i);*/
     if((fic=fopen(datafile,"r"))==NULL)    {        for (i=-1; i<=nlstate+ndeath; i++)  
       printf("Problem with datafile: %s\n", datafile);goto end;          for (jk=-1; jk<=nlstate+ndeath; jk++)  
     }            for(m=iagemin; m <= iagemax+3; m++)
               freq[i][jk][m]=0;
     n= lastobs;  
     severity = vector(1,maxwav);      for (i=1; i<=nlstate; i++)  
     outcome=imatrix(1,maxwav+1,1,n);        for(m=iagemin; m <= iagemax+3; m++)
     num=ivector(1,n);          prop[i][m]=0;
     moisnais=vector(1,n);        
     annais=vector(1,n);        dateintsum=0;
     moisdc=vector(1,n);        k2cpt=0;
     andc=vector(1,n);        for (i=1; i<=imx; i++) {
     agedc=vector(1,n);          bool=1;
     cod=ivector(1,n);          if  (cptcovn>0) {
     weight=vector(1,n);            for (z1=1; z1<=cptcoveff; z1++) 
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
     mint=matrix(1,maxwav,1,n);                bool=0;
     anint=matrix(1,maxwav,1,n);          }
     s=imatrix(1,maxwav+1,1,n);          if (bool==1){
     adl=imatrix(1,maxwav+1,1,n);                for(m=firstpass; m<=lastpass; m++){
     tab=ivector(1,NCOVMAX);              k2=anint[m][i]+(mint[m][i]/12.);
     ncodemax=ivector(1,8);              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
                 if(agev[m][i]==0) agev[m][i]=iagemax+1;
     i=1;                if(agev[m][i]==1) agev[m][i]=iagemax+2;
     while (fgets(line, MAXLINE, fic) != NULL)    {                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
       if ((i >= firstobs) && (i <=lastobs)) {                if (m<lastpass) {
                          freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
         for (j=maxwav;j>=1;j--){                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
           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);                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);                  dateintsum=dateintsum+k2;
         }                  k2cpt++;
                        }
         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);         
         /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);  
         for (j=ncov;j>=1;j--){        if  (cptcovn>0) {
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);          fprintf(ficresp, "\n#********** Variable "); 
         }          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
         num[i]=atol(stra);          fprintf(ficresp, "**********\n#");
         }
         /*printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));*/        for(i=1; i<=nlstate;i++) 
           fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
         i=i+1;        fprintf(ficresp, "\n");
       }        
     }        for(i=iagemin; i <= iagemax+3; i++){
           if(i==iagemax+3){
     /*scanf("%d",i);*/            fprintf(ficlog,"Total");
   imx=i-1; /* Number of individuals */          }else{
             if(first==1){
   /* Calculation of the number of parameter from char model*/              first=0;
   Tvar=ivector(1,15);              printf("See log file for details...\n");
   Tprod=ivector(1,15);            }
   Tvaraff=ivector(1,15);            fprintf(ficlog,"Age %d", i);
   Tvard=imatrix(1,15,1,2);          }
   Tage=ivector(1,15);                for(jk=1; jk <=nlstate ; jk++){
                for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
   if (strlen(model) >1){              pp[jk] += freq[jk][m][i]; 
     j=0, j1=0, k1=1, k2=1;          }
     j=nbocc(model,'+');          for(jk=1; jk <=nlstate ; jk++){
     j1=nbocc(model,'*');            for(m=-1, pos=0; m <=0 ; m++)
     cptcovn=j+1;              pos += freq[jk][m][i];
     cptcovprod=j1;            if(pp[jk]>=1.e-10){
                  if(first==1){
                  printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
     strcpy(modelsav,model);              }
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
       printf("Error. Non available option model=%s ",model);            }else{
       goto end;              if(first==1)
     }                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
                  fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
     for(i=(j+1); i>=1;i--){            }
       cutv(stra,strb,modelsav,'+');          }
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);  
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/          for(jk=1; jk <=nlstate ; jk++){
       /*scanf("%d",i);*/            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
       if (strchr(strb,'*')) {              pp[jk] += freq[jk][m][i];
         cutv(strd,strc,strb,'*');          }       
         if (strcmp(strc,"age")==0) {          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
           cptcovprod--;            pos += pp[jk];
           cutv(strb,stre,strd,'V');            posprop += prop[jk][i];
           Tvar[i]=atoi(stre);          }
           cptcovage++;          for(jk=1; jk <=nlstate ; jk++){
             Tage[cptcovage]=i;            if(pos>=1.e-5){
             /*printf("stre=%s ", stre);*/              if(first==1)
         }                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
         else if (strcmp(strd,"age")==0) {              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
           cptcovprod--;            }else{
           cutv(strb,stre,strc,'V');              if(first==1)
           Tvar[i]=atoi(stre);                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
           cptcovage++;              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
           Tage[cptcovage]=i;            }
         }            if( i <= iagemax){
         else {              if(pos>=1.e-5){
           cutv(strb,stre,strc,'V');                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
           Tvar[i]=ncov+k1;                /*probs[i][jk][j1]= pp[jk]/pos;*/
           cutv(strb,strc,strd,'V');                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
           Tprod[k1]=i;              }
           Tvard[k1][1]=atoi(strc);              else
           Tvard[k1][2]=atoi(stre);                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
           Tvar[cptcovn+k2]=Tvard[k1][1];            }
           Tvar[cptcovn+k2+1]=Tvard[k1][2];          }
           for (k=1; k<=lastobs;k++)          
             covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];          for(jk=-1; jk <=nlstate+ndeath; jk++)
           k1++;            for(m=-1; m <=nlstate+ndeath; m++)
           k2=k2+2;              if(freq[jk][m][i] !=0 ) {
         }              if(first==1)
       }                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
       else {                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/              }
        /*  scanf("%d",i);*/          if(i <= iagemax)
       cutv(strd,strc,strb,'V');            fprintf(ficresp,"\n");
       Tvar[i]=atoi(strc);          if(first==1)
       }            printf("Others in log...\n");
       strcpy(modelsav,stra);            fprintf(ficlog,"\n");
       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);        }
         scanf("%d",i);*/      }
     }    }
 }    dateintmean=dateintsum/k2cpt; 
     
   /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);    fclose(ficresp);
   printf("cptcovprod=%d ", cptcovprod);    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
   scanf("%d ",i);*/    free_vector(pp,1,nlstate);
     fclose(fic);    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
     /* End of Freq */
     /*  if(mle==1){*/  }
     if (weightopt != 1) { /* Maximisation without weights*/  
       for(i=1;i<=n;i++) weight[i]=1.0;  /************ Prevalence ********************/
     }  void prevalence(double ***probs, double agemin, double agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, int firstpass, int lastpass)
     /*-calculation of age at interview from date of interview and age at death -*/  {  
     agev=matrix(1,maxwav,1,imx);    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
           in each health status at the date of interview (if between dateprev1 and dateprev2).
     for (i=1; i<=imx; i++)  {       We still use firstpass and lastpass as another selection.
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);    */
       for(m=1; (m<= maxwav); m++){   
         if(s[m][i] >0){    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
           if (s[m][i] == nlstate+1) {    double ***freq; /* Frequencies */
             if(agedc[i]>0)    double *pp, **prop;
               if(moisdc[i]!=99 && andc[i]!=9999)    double pos,posprop; 
               agev[m][i]=agedc[i];    double  y2; /* in fractional years */
             else {    int iagemin, iagemax;
               if (andc[i]!=9999){  
               printf("Warning negative age at death: %d line:%d\n",num[i],i);    iagemin= (int) agemin;
               agev[m][i]=-1;    iagemax= (int) agemax;
               }    /*pp=vector(1,nlstate);*/
             }    prop=matrix(1,nlstate,iagemin,iagemax+3); 
           }    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
           else if(s[m][i] !=9){ /* Should no more exist */    j1=0;
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);    
             if(mint[m][i]==99 || anint[m][i]==9999)    j=cptcoveff;
               agev[m][i]=1;    if (cptcovn<1) {j=1;ncodemax[1]=1;}
             else if(agev[m][i] <agemin){    
               agemin=agev[m][i];    for(k1=1; k1<=j;k1++){
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/      for(i1=1; i1<=ncodemax[k1];i1++){
             }        j1++;
             else if(agev[m][i] >agemax){        
               agemax=agev[m][i];        for (i=1; i<=nlstate; i++)  
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/          for(m=iagemin; m <= iagemax+3; m++)
             }            prop[i][m]=0.0;
             /*agev[m][i]=anint[m][i]-annais[i];*/       
             /*   agev[m][i] = age[i]+2*m;*/        for (i=1; i<=imx; i++) { /* Each individual */
           }          bool=1;
           else { /* =9 */          if  (cptcovn>0) {
             agev[m][i]=1;            for (z1=1; z1<=cptcoveff; z1++) 
             s[m][i]=-1;              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
           }                bool=0;
         }          } 
         else /*= 0 Unknown */          if (bool==1) { 
           agev[m][i]=1;            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
       }              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
                  if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
     }                if(agev[m][i]==0) agev[m][i]=iagemax+1;
     for (i=1; i<=imx; i++)  {                if(agev[m][i]==1) agev[m][i]=iagemax+2;
       for(m=1; (m<= maxwav); m++){                if((int)agev[m][i] <iagemin || (int)agev[m][i] >iagemax+3) printf("Error on individual =%d agev[m][i]=%f m=%d\n",i, agev[m][i],m); 
         if (s[m][i] > (nlstate+ndeath)) {                if (s[m][i]>0 && s[m][i]<=nlstate) { 
           printf("Error: Wrong value in nlstate or ndeath\n");                    /*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]]);*/
           goto end;                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
         }                  prop[s[m][i]][iagemax+3] += weight[i]; 
       }                } 
     }              }
             } /* end selection of waves */
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);          }
         }
     free_vector(severity,1,maxwav);        for(i=iagemin; i <= iagemax+3; i++){  
     free_imatrix(outcome,1,maxwav+1,1,n);          
     free_vector(moisnais,1,n);          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
     free_vector(annais,1,n);            posprop += prop[jk][i]; 
     free_matrix(mint,1,maxwav,1,n);          } 
     free_matrix(anint,1,maxwav,1,n);  
     free_vector(moisdc,1,n);          for(jk=1; jk <=nlstate ; jk++){     
     free_vector(andc,1,n);            if( i <=  iagemax){ 
               if(posprop>=1.e-5){ 
                    probs[i][jk][j1]= prop[jk][i]/posprop;
     wav=ivector(1,imx);              } 
     dh=imatrix(1,lastpass-firstpass+1,1,imx);            } 
     mw=imatrix(1,lastpass-firstpass+1,1,imx);          }/* end jk */ 
            }/* end i */ 
     /* Concatenates waves */      } /* end i1 */
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);    } /* end k1 */
     
     /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
       Tcode=ivector(1,100);    /*free_vector(pp,1,nlstate);*/
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
       ncodemax[1]=1;  }  /* End of prevalence */
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);  
        /************* Waves Concatenation ***************/
    codtab=imatrix(1,100,1,10);  
    h=0;  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)
    m=pow(2,cptcoveff);  {
      /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
    for(k=1;k<=cptcoveff; k++){       Death is a valid wave (if date is known).
      for(i=1; i <=(m/pow(2,k));i++){       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
        for(j=1; j <= ncodemax[k]; j++){       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){       and mw[mi+1][i]. dh depends on stepm.
            h++;       */
            if (h>m) h=1;codtab[h][k]=j;  
          }    int i, mi, m;
        }    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
      }       double sum=0., jmean=0.;*/
    }    int first;
     int j, k=0,jk, ju, jl;
     double sum=0.;
    /*for(i=1; i <=m ;i++){    first=0;
      for(k=1; k <=cptcovn; k++){    jmin=1e+5;
        printf("i=%d k=%d %d %d",i,k,codtab[i][k], cptcoveff);    jmax=-1;
      }    jmean=0.;
      printf("\n");    for(i=1; i<=imx; i++){
    }      mi=0;
    scanf("%d",i);*/      m=firstpass;
          while(s[m][i] <= nlstate){
    /* Calculates basic frequencies. Computes observed prevalence at single age        if(s[m][i]>=1)
        and prints on file fileres'p'. */          mw[++mi][i]=m;
   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);        if(m >=lastpass)
           break;
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        else
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          m++;
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      }/* end while */
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      if (s[m][i] > nlstate){
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */        mi++;     /* Death is another wave */
            /* if(mi==0)  never been interviewed correctly before death */
     /* For Powell, parameters are in a vector p[] starting at p[1]           /* Only death is a correct wave */
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */        mw[mi][i]=m;
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */      }
   
     if(mle==1){      wav[i]=mi;
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);      if(mi==0){
     }        nbwarn++;
            if(first==0){
     /*--------- results files --------------*/          printf("Warning! None valid information for:%ld line=%d (skipped) and may be others, see log file\n",num[i],i);
     fprintf(ficres,"\ntitle=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate, ndeath, maxwav, mle,weightopt,model);          first=1;
            }
    jk=1;        if(first==1){
    fprintf(ficres,"# Parameters\n");          fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
    printf("# Parameters\n");        }
    for(i=1,jk=1; i <=nlstate; i++){      } /* end mi==0 */
      for(k=1; k <=(nlstate+ndeath); k++){    } /* End individuals */
        if (k != i)  
          {    for(i=1; i<=imx; i++){
            printf("%d%d ",i,k);      for(mi=1; mi<wav[i];mi++){
            fprintf(ficres,"%1d%1d ",i,k);        if (stepm <=0)
            for(j=1; j <=ncovmodel; j++){          dh[mi][i]=1;
              printf("%f ",p[jk]);        else{
              fprintf(ficres,"%f ",p[jk]);          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
              jk++;            if (agedc[i] < 2*AGESUP) {
            }              j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
            printf("\n");              if(j==0) j=1;  /* Survives at least one month after exam */
            fprintf(ficres,"\n");              else if(j<0){
          }                nberr++;
      }                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]);
    }                j=1; /* Temporary Dangerous patch */
  if(mle==1){                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);
     /* Computing hessian and covariance matrix */                fprintf(ficlog,"Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
     ftolhess=ftol; /* Usually correct */                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);
     hesscov(matcov, p, npar, delti, ftolhess, func);              }
  }              k=k+1;
     fprintf(ficres,"# Scales\n");              if (j >= jmax) jmax=j;
     printf("# Scales\n");              if (j <= jmin) jmin=j;
      for(i=1,jk=1; i <=nlstate; i++){              sum=sum+j;
       for(j=1; j <=nlstate+ndeath; j++){              /*if (j<0) printf("j=%d num=%d \n",j,i);*/
         if (j!=i) {              /*    printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
           fprintf(ficres,"%1d%1d",i,j);            }
           printf("%1d%1d",i,j);          }
           for(k=1; k<=ncovmodel;k++){          else{
             printf(" %.5e",delti[jk]);            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
             fprintf(ficres," %.5e",delti[jk]);            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
             jk++;            k=k+1;
           }            if (j >= jmax) jmax=j;
           printf("\n");            else if (j <= jmin)jmin=j;
           fprintf(ficres,"\n");            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
         }            /*printf("%d %lf %d %d %d\n", i,agev[mw[mi][i]][i],j,s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);*/
       }            if(j<0){
       }              nberr++;
                  printf("Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
     k=1;              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]);
     fprintf(ficres,"# Covariance\n");            }
     printf("# Covariance\n");            sum=sum+j;
     for(i=1;i<=npar;i++){          }
       /*  if (k>nlstate) k=1;          jk= j/stepm;
       i1=(i-1)/(ncovmodel*nlstate)+1;          jl= j -jk*stepm;
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);          ju= j -(jk+1)*stepm;
       printf("%s%d%d",alph[k],i1,tab[i]);*/          if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
       fprintf(ficres,"%3d",i);            if(jl==0){
       printf("%3d",i);              dh[mi][i]=jk;
       for(j=1; j<=i;j++){              bh[mi][i]=0;
         fprintf(ficres," %.5e",matcov[i][j]);            }else{ /* We want a negative bias in order to only have interpolation ie
         printf(" %.5e",matcov[i][j]);                    * at the price of an extra matrix product in likelihood */
       }              dh[mi][i]=jk+1;
       fprintf(ficres,"\n");              bh[mi][i]=ju;
       printf("\n");            }
       k++;          }else{
     }            if(jl <= -ju){
                  dh[mi][i]=jk;
     while((c=getc(ficpar))=='#' && c!= EOF){              bh[mi][i]=jl;       /* bias is positive if real duration
       ungetc(c,ficpar);                                   * is higher than the multiple of stepm and negative otherwise.
       fgets(line, MAXLINE, ficpar);                                   */
       puts(line);            }
       fputs(line,ficparo);            else{
     }              dh[mi][i]=jk+1;
     ungetc(c,ficpar);              bh[mi][i]=ju;
              }
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);            if(dh[mi][i]==0){
                  dh[mi][i]=1; /* At least one step */
     if (fage <= 2) {              bh[mi][i]=ju; /* At least one step */
       bage = agemin;              /*  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);*/
       fage = agemax;            }
     }          } /* end if mle */
         }
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");      } /* end wave */
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);    }
     jmean=sum/k;
        printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
 /*------------ gnuplot -------------*/    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
 chdir(pathcd);   }
   if((ficgp=fopen("graph.plt","w"))==NULL) {  
     printf("Problem with file graph.gp");goto end;  /*********** Tricode ****************************/
   }  void tricode(int *Tvar, int **nbcode, int imx)
 #ifdef windows  {
   fprintf(ficgp,"cd \"%s\" \n",pathc);    
 #endif    int Ndum[20],ij=1, k, j, i, maxncov=19;
 m=pow(2,cptcoveff);    int cptcode=0;
      cptcoveff=0; 
  /* 1eme*/   
   for (cpt=1; cpt<= nlstate ; cpt ++) {    for (k=0; k<maxncov; k++) Ndum[k]=0;
    for (k1=1; k1<= m ; k1 ++) {    for (k=1; k<=7; k++) ncodemax[k]=0;
   
 #ifdef windows    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
     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);      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
 #endif                                 modality*/ 
 #ifdef unix        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);        Ndum[ij]++; /*store the modality */
 #endif        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
         if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
 for (i=1; i<= nlstate ; i ++) {                                         Tvar[j]. If V=sex and male is 0 and 
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");                                         female is 1, then  cptcode=1.*/
   else fprintf(ficgp," \%%*lf (\%%*lf)");      }
 }  
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);      for (i=0; i<=cptcode; i++) {
     for (i=1; i<= nlstate ; 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 */
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");      }
   else fprintf(ficgp," \%%*lf (\%%*lf)");  
 }      ij=1; 
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);      for (i=1; i<=ncodemax[j]; i++) {
      for (i=1; i<= nlstate ; i ++) {        for (k=0; k<= maxncov; k++) {
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");          if (Ndum[k] != 0) {
   else fprintf(ficgp," \%%*lf (\%%*lf)");            nbcode[Tvar[j]][ij]=k; 
 }              /* store the modality in an array. k is a modality. If we have model=V1+V1*sex then: nbcode[1][1]=0 ; nbcode[1][2]=1; nbcode[2][1]=0 ; nbcode[2][2]=1; */
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));            
 #ifdef unix            ij++;
 fprintf(ficgp,"\nset ter gif small size 400,300");          }
 #endif          if (ij > ncodemax[j]) break; 
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);        }  
    }      } 
   }    }  
   /*2 eme*/  
    for (k=0; k< maxncov; k++) Ndum[k]=0;
   for (k1=1; k1<= m ; k1 ++) {  
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);   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.*/
     for (i=1; i<= nlstate+1 ; i ++) {     ij=Tvar[i];
       k=2*i;     Ndum[ij]++;
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);   }
       for (j=1; j<= nlstate+1 ; j ++) {  
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");   ij=1;
   else fprintf(ficgp," \%%*lf (\%%*lf)");   for (i=1; i<= maxncov; i++) {
 }       if((Ndum[i]!=0) && (i<=ncovcol)){
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");       Tvaraff[ij]=i; /*For printing */
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);       ij++;
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);     }
       for (j=1; j<= nlstate+1 ; j ++) {   }
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");   
         else fprintf(ficgp," \%%*lf (\%%*lf)");   cptcoveff=ij-1; /*Number of simple covariates*/
 }    }
       fprintf(ficgp,"\" t\"\" w l 0,");  
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);  /*********** Health Expectancies ****************/
       for (j=1; j<= nlstate+1 ; j ++) {  
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");  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 )
   else fprintf(ficgp," \%%*lf (\%%*lf)");  
 }    {
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");    /* Health expectancies */
       else fprintf(ficgp,"\" t\"\" w l 0,");    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
     }    double age, agelim, hf;
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);    double ***p3mat,***varhe;
   }    double **dnewm,**doldm;
      double *xp;
   /*3eme*/    double **gp, **gm;
     double ***gradg, ***trgradg;
   for (k1=1; k1<= m ; k1 ++) {    int theta;
     for (cpt=1; cpt<= nlstate ; cpt ++) {  
       k=2+nlstate*(cpt-1);    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
       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);    xp=vector(1,npar);
       for (i=1; i< nlstate ; i ++) {    dnewm=matrix(1,nlstate*nlstate,1,npar);
         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);    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
       }    
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    fprintf(ficreseij,"# Health expectancies\n");
     }    fprintf(ficreseij,"# Age");
   }    for(i=1; i<=nlstate;i++)
        for(j=1; j<=nlstate;j++)
   /* CV preval stat */        fprintf(ficreseij," %1d-%1d (SE)",i,j);
   for (k1=1; k1<= m ; k1 ++) {    fprintf(ficreseij,"\n");
     for (cpt=1; cpt<nlstate ; cpt ++) {  
       k=3;    if(estepm < stepm){
       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/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);      printf ("Problem %d lower than %d\n",estepm, stepm);
       for (i=1; i< nlstate ; i ++)    }
         fprintf(ficgp,"+$%d",k+i+1);    else  hstepm=estepm;   
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);    /* We compute the life expectancy from trapezoids spaced every estepm months
           * This is mainly to measure the difference between two models: for example
       l=3+(nlstate+ndeath)*cpt;     * if stepm=24 months pijx are given only every 2 years and by summing them
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);     * we are calculating an estimate of the Life Expectancy assuming a linear 
       for (i=1; i< nlstate ; i ++) {     * progression in between and thus overestimating or underestimating according
         l=3+(nlstate+ndeath)*cpt;     * to the curvature of the survival function. If, for the same date, we 
         fprintf(ficgp,"+$%d",l+i+1);     * 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\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);       * hypothesis. A more precise result, taking into account a more precise
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);     * curvature will be obtained if estepm is as small as stepm. */
     }  
   }    /* 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. 
   /* proba elementaires */       nhstepm is the number of hstepm from age to agelim 
    for(i=1,jk=1; i <=nlstate; i++){       nstepm is the number of stepm from age to agelin. 
     for(k=1; k <=(nlstate+ndeath); k++){       Look at hpijx to understand the reason of that which relies in memory size
       if (k != i) {       and note for a fixed period like estepm months */
         for(j=1; j <=ncovmodel; j++){    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/       survival function given by stepm (the optimization length). Unfortunately it
           /*fprintf(ficgp,"%s",alph[1]);*/       means that if the survival funtion is printed only each two years of age and if
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
           jk++;       results. So we changed our mind and took the option of the best precision.
           fprintf(ficgp,"\n");    */
         }    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
       }  
     }    agelim=AGESUP;
     }    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       /* nhstepm age range expressed in number of stepm */
   for(jk=1; jk <=m; jk++) {      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
    i=1;      /* if (stepm >= YEARM) hstepm=1;*/
    for(k2=1; k2<=nlstate; k2++) {      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
      k3=i;      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
      for(k=1; k<=(nlstate+ndeath); k++) {      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
        if (k != k2){      gp=matrix(0,nhstepm,1,nlstate*nlstate);
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);      gm=matrix(0,nhstepm,1,nlstate*nlstate);
 ij=1;  
         for(j=3; j <=ncovmodel; j++) {      /* Computed by stepm unit matrices, product of hstepm matrices, stored
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
             fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
             ij++;   
           }  
           else      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);  
         }      /* Computing Variances of health expectancies */
           fprintf(ficgp,")/(1");  
               for(theta=1; theta <=npar; theta++){
         for(k1=1; k1 <=nlstate; k1++){          for(i=1; i<=npar; i++){ 
           fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);          xp[i] = x[i] + (i==theta ?delti[theta]:0);
 ij=1;        }
           for(j=3; j <=ncovmodel; j++){        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
           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]]]);        cptj=0;
             ij++;        for(j=1; j<= nlstate; j++){
           }          for(i=1; i<=nlstate; i++){
           else            cptj=cptj+1;
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
           }              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
           fprintf(ficgp,")");            }
         }          }
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);        }
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");       
         i=i+ncovmodel;       
        }        for(i=1; i<=npar; i++) 
      }          xp[i] = x[i] - (i==theta ?delti[theta]:0);
    }        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);        
   }        cptj=0;
            for(j=1; j<= nlstate; j++){
   fclose(ficgp);          for(i=1;i<=nlstate;i++){
                cptj=cptj+1;
 chdir(path);            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
     free_matrix(agev,1,maxwav,1,imx);  
     free_ivector(wav,1,imx);              gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);            }
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);          }
            }
     free_imatrix(s,1,maxwav+1,1,n);        for(j=1; j<= nlstate*nlstate; j++)
              for(h=0; h<=nhstepm-1; h++){
                gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
     free_ivector(num,1,n);          }
     free_vector(agedc,1,n);       } 
     free_vector(weight,1,n);     
     /*free_matrix(covar,1,NCOVMAX,1,n);*/  /* End theta */
     fclose(ficparo);  
     fclose(ficres);       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
     /*  }*/  
           for(h=0; h<=nhstepm-1; h++)
    /*________fin mle=1_________*/        for(j=1; j<=nlstate*nlstate;j++)
              for(theta=1; theta <=npar; theta++)
             trgradg[h][j][theta]=gradg[h][theta][j];
         
     /* No more information from the sample is required now */  
   /* Reads comments: lines beginning with '#' */       for(i=1;i<=nlstate*nlstate;i++)
   while((c=getc(ficpar))=='#' && c!= EOF){        for(j=1;j<=nlstate*nlstate;j++)
     ungetc(c,ficpar);          varhe[i][j][(int)age] =0.;
     fgets(line, MAXLINE, ficpar);  
     puts(line);       printf("%d|",(int)age);fflush(stdout);
     fputs(line,ficparo);       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
   }       for(h=0;h<=nhstepm-1;h++){
   ungetc(c,ficpar);        for(k=0;k<=nhstepm-1;k++){
            matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);          for(i=1;i<=nlstate*nlstate;i++)
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);            for(j=1;j<=nlstate*nlstate;j++)
 /*--------- index.htm --------*/              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
         }
   if((fichtm=fopen("index.htm","w"))==NULL)    {      }
     printf("Problem with index.htm \n");goto end;      /* Computing expectancies */
   }      for(i=1; i<=nlstate;i++)
         for(j=1; j<=nlstate;j++)
  fprintf(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.64a </font> <hr size=\"2\" color=\"#EC5E5E\">          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
 Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
 Total number of observations=%d <br>            
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>  /* 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]);*/
 <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  
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>      fprintf(ficreseij,"%3.0f",age );
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>      cptj=0;
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>      for(i=1; i<=nlstate;i++)
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>        for(j=1; j<=nlstate;j++){
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>          cptj++;
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>        }
         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br><br>",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(ficreseij,"\n");
      
  fprintf(fichtm," <li>Graphs</li><p>");      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
       free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
  m=cptcoveff;      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
       free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
  j1=0;    }
  for(k1=1; k1<=m;k1++){    printf("\n");
    for(i1=1; i1<=ncodemax[k1];i1++){    fprintf(ficlog,"\n");
        j1++;  
        if (cptcovn > 0) {    free_vector(xp,1,npar);
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
          for (cpt=1; cpt<=cptcoveff;cpt++)    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");  }
        }  
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>  /************ Variance ******************/
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);      void varevsij(char optionfilefiname[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij, int estepm, int cptcov, int cptcod, int popbased, int mobilav)
        for(cpt=1; cpt<nlstate;cpt++){  {
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>    /* Variance of health expectancies */
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
        }    /* double **newm;*/
     for(cpt=1; cpt<=nlstate;cpt++) {    double **dnewm,**doldm;
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident    double **dnewmp,**doldmp;
 interval) in state (%d): v%s%d%d.gif <br>    int i, j, nhstepm, hstepm, h, nstepm ;
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);      int k, cptcode;
      }    double *xp;
      for(cpt=1; cpt<=nlstate;cpt++) {    double **gp, **gm;  /* for var eij */
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>    double ***gradg, ***trgradg; /*for var eij */
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);    double **gradgp, **trgradgp; /* for var p point j */
      }    double *gpp, *gmp; /* for var p point j */
      fprintf(fichtm,"\n<br>- Total life expectancy by age and    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
 health expectancies in states (1) and (2): e%s%d.gif<br>    double ***p3mat;
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);    double age,agelim, hf;
 fprintf(fichtm,"\n</body>");    double ***mobaverage;
    }    int theta;
  }    char digit[4];
 fclose(fichtm);    char digitp[25];
   
   /*--------------- Prevalence limit --------------*/    char fileresprobmorprev[FILENAMELENGTH];
    
   strcpy(filerespl,"pl");    if(popbased==1){
   strcat(filerespl,fileres);      if(mobilav!=0)
   if((ficrespl=fopen(filerespl,"w"))==NULL) {        strcpy(digitp,"-populbased-mobilav-");
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;      else strcpy(digitp,"-populbased-nomobil-");
   }    }
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);    else 
   fprintf(ficrespl,"#Prevalence limit\n");      strcpy(digitp,"-stablbased-");
   fprintf(ficrespl,"#Age ");  
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);    if (mobilav!=0) {
   fprintf(ficrespl,"\n");      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
        if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
   prlim=matrix(1,nlstate,1,nlstate);        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        printf(" Error in movingaverage mobilav=%d\n",mobilav);
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      }
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    }
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */    strcpy(fileresprobmorprev,"prmorprev"); 
   k=0;    sprintf(digit,"%-d",ij);
   agebase=agemin;    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
   agelim=agemax;    strcat(fileresprobmorprev,digit); /* Tvar to be done */
   ftolpl=1.e-10;    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
   i1=cptcoveff;    strcat(fileresprobmorprev,fileres);
   if (cptcovn < 1){i1=1;}    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobmorprev);
   for(cptcov=1;cptcov<=i1;cptcov++){      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    }
         k=k+1;    printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
         fprintf(ficrespl,"\n#******");    fprintf(ficresprobmorprev,"# probabilities of dying before estepm=%d months for people of exact age and weighted probabilities w1*p1j+w2*p2j+... stand dev in()\n",estepm);
         for(j=1;j<=cptcoveff;j++)    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
         fprintf(ficrespl,"******\n");      fprintf(ficresprobmorprev," p.%-d SE",j);
              for(i=1; i<=nlstate;i++)
         for (age=agebase; age<=agelim; age++){        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);    }  
           fprintf(ficrespl,"%.0f",age );    fprintf(ficresprobmorprev,"\n");
           for(i=1; i<=nlstate;i++)    fprintf(ficgp,"\n# Routine varevsij");
           fprintf(ficrespl," %.5f", prlim[i][i]);    fprintf(fichtm,"\n<li><h4> Computing probabilities of dying over estepm months as a weighted average (i.e global mortality independent of initial healh state)</h4></li>\n");
           fprintf(ficrespl,"\n");    fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
         }  /*   } */
       }    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     }  
   fclose(ficrespl);    fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n#  (weighted average of eij where weights are the stable prevalence in health states i\n");
   /*------------- h Pij x at various ages ------------*/    fprintf(ficresvij,"# Age");
      for(i=1; i<=nlstate;i++)
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);      for(j=1; j<=nlstate;j++)
   if((ficrespij=fopen(filerespij,"w"))==NULL) {        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;    fprintf(ficresvij,"\n");
   }  
   printf("Computing pij: result on file '%s' \n", filerespij);    xp=vector(1,npar);
      dnewm=matrix(1,nlstate,1,npar);
   stepsize=(int) (stepm+YEARM-1)/YEARM;    doldm=matrix(1,nlstate,1,nlstate);
   if (stepm<=24) stepsize=2;    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
     doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   agelim=AGESUP;  
   hstepm=stepsize*YEARM; /* Every year of age */    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */    gpp=vector(nlstate+1,nlstate+ndeath);
      gmp=vector(nlstate+1,nlstate+ndeath);
   k=0;    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
   for(cptcov=1;cptcov<=i1;cptcov++){    
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    if(estepm < stepm){
       k=k+1;      printf ("Problem %d lower than %d\n",estepm, stepm);
         fprintf(ficrespij,"\n#****** ");    }
         for(j=1;j<=cptcoveff;j++)    else  hstepm=estepm;   
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    /* For example we decided to compute the life expectancy with the smallest unit */
         fprintf(ficrespij,"******\n");    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
               nhstepm is the number of hstepm from age to agelim 
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */       nstepm is the number of stepm from age to agelin. 
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */       Look at hpijx to understand the reason of that which relies in memory size
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */       and note for a fixed period like k years */
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
           oldm=oldms;savm=savms;       survival function given by stepm (the optimization length). Unfortunately it
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);         means that if the survival funtion is printed every two years of age and if
           fprintf(ficrespij,"# Age");       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
           for(i=1; i<=nlstate;i++)       results. So we changed our mind and took the option of the best precision.
             for(j=1; j<=nlstate+ndeath;j++)    */
               fprintf(ficrespij," %1d-%1d",i,j);    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
           fprintf(ficrespij,"\n");    agelim = AGESUP;
           for (h=0; h<=nhstepm; h++){    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
             for(i=1; i<=nlstate;i++)      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
               for(j=1; j<=nlstate+ndeath;j++)      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
             fprintf(ficrespij,"\n");      gp=matrix(0,nhstepm,1,nlstate);
           }      gm=matrix(0,nhstepm,1,nlstate);
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  
           fprintf(ficrespij,"\n");  
         }      for(theta=1; theta <=npar; theta++){
     }        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
   }          xp[i] = x[i] + (i==theta ?delti[theta]:0);
         }
   fclose(ficrespij);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   /*---------- Health expectancies and variances ------------*/  
         if (popbased==1) {
   strcpy(filerest,"t");          if(mobilav ==0){
   strcat(filerest,fileres);            for(i=1; i<=nlstate;i++)
   if((ficrest=fopen(filerest,"w"))==NULL) {              prlim[i][i]=probs[(int)age][i][ij];
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;          }else{ /* mobilav */ 
   }            for(i=1; i<=nlstate;i++)
   printf("Computing Total LEs with variances: file '%s' \n", filerest);              prlim[i][i]=mobaverage[(int)age][i][ij];
           }
         }
   strcpy(filerese,"e");    
   strcat(filerese,fileres);        for(j=1; j<= nlstate; j++){
   if((ficreseij=fopen(filerese,"w"))==NULL) {          for(h=0; h<=nhstepm; h++){
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
   }              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);          }
         }
  strcpy(fileresv,"v");        /* This for computing probability of death (h=1 means
   strcat(fileresv,fileres);           computed over hstepm matrices product = hstepm*stepm months) 
   if((ficresvij=fopen(fileresv,"w"))==NULL) {           as a weighted average of prlim.
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);        */
   }        for(j=nlstate+1;j<=nlstate+ndeath;j++){
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);          for(i=1,gpp[j]=0.; i<= nlstate; i++)
             gpp[j] += prlim[i][i]*p3mat[i][j][1];
   k=0;        }    
   for(cptcov=1;cptcov<=i1;cptcov++){        /* end probability of death */
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){  
       k=k+1;        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
       fprintf(ficrest,"\n#****** ");          xp[i] = x[i] - (i==theta ?delti[theta]:0);
       for(j=1;j<=cptcoveff;j++)        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
       fprintf(ficrest,"******\n");   
         if (popbased==1) {
       fprintf(ficreseij,"\n#****** ");          if(mobilav ==0){
       for(j=1;j<=cptcoveff;j++)            for(i=1; i<=nlstate;i++)
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);              prlim[i][i]=probs[(int)age][i][ij];
       fprintf(ficreseij,"******\n");          }else{ /* mobilav */ 
             for(i=1; i<=nlstate;i++)
       fprintf(ficresvij,"\n#****** ");              prlim[i][i]=mobaverage[(int)age][i][ij];
       for(j=1;j<=cptcoveff;j++)          }
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);        }
       fprintf(ficresvij,"******\n");  
         for(j=1; j<= nlstate; j++){
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);          for(h=0; h<=nhstepm; h++){
       oldm=oldms;savm=savms;            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);                gm[h][j] += prlim[i][i]*p3mat[i][j][h];
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);          }
       oldm=oldms;savm=savms;        }
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);        /* This for computing probability of death (h=1 means
                 computed over hstepm matrices product = hstepm*stepm months) 
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");           as a weighted average of prlim.
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);        */
       fprintf(ficrest,"\n");        for(j=nlstate+1;j<=nlstate+ndeath;j++){
                  for(i=1,gmp[j]=0.; i<= nlstate; i++)
       hf=1;           gmp[j] += prlim[i][i]*p3mat[i][j][1];
       if (stepm >= YEARM) hf=stepm/YEARM;        }    
       epj=vector(1,nlstate+1);        /* end probability of death */
       for(age=bage; age <=fage ;age++){  
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);        for(j=1; j<= nlstate; j++) /* vareij */
         fprintf(ficrest," %.0f",age);          for(h=0; h<=nhstepm; h++){
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
           for(i=1, epj[j]=0.;i <=nlstate;i++) {          }
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];  
           }        for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
           epj[nlstate+1] +=epj[j];          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
         }        }
         for(i=1, vepp=0.;i <=nlstate;i++)  
           for(j=1;j <=nlstate;j++)      } /* End theta */
             vepp += vareij[i][j][(int)age];  
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
         for(j=1;j <=nlstate;j++){  
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));      for(h=0; h<=nhstepm; h++) /* veij */
         }        for(j=1; j<=nlstate;j++)
         fprintf(ficrest,"\n");          for(theta=1; theta <=npar; theta++)
       }            trgradg[h][j][theta]=gradg[h][theta][j];
     }  
   }      for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
                for(theta=1; theta <=npar; theta++)
  fclose(ficreseij);          trgradgp[j][theta]=gradgp[theta][j];
  fclose(ficresvij);    
   fclose(ficrest);  
   fclose(ficpar);      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
   free_vector(epj,1,nlstate+1);      for(i=1;i<=nlstate;i++)
   /*  scanf("%d ",i); */        for(j=1;j<=nlstate;j++)
           vareij[i][j][(int)age] =0.;
   /*------- Variance limit prevalence------*/    
       for(h=0;h<=nhstepm;h++){
 strcpy(fileresvpl,"vpl");        for(k=0;k<=nhstepm;k++){
   strcat(fileresvpl,fileres);          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {          matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);          for(i=1;i<=nlstate;i++)
     exit(0);            for(j=1;j<=nlstate;j++)
   }              vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);        }
       }
  k=0;    
  for(cptcov=1;cptcov<=i1;cptcov++){      /* pptj */
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){      matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
      k=k+1;      matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
      fprintf(ficresvpl,"\n#****** ");      for(j=nlstate+1;j<=nlstate+ndeath;j++)
      for(j=1;j<=cptcoveff;j++)        for(i=nlstate+1;i<=nlstate+ndeath;i++)
        fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);          varppt[j][i]=doldmp[j][i];
      fprintf(ficresvpl,"******\n");      /* end ppptj */
            /*  x centered again */
      varpl=matrix(1,nlstate,(int) bage, (int) fage);      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
      oldm=oldms;savm=savms;      prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);   
    }      if (popbased==1) {
  }        if(mobilav ==0){
           for(i=1; i<=nlstate;i++)
   fclose(ficresvpl);            prlim[i][i]=probs[(int)age][i][ij];
         }else{ /* mobilav */ 
   /*---------- End : free ----------------*/          for(i=1; i<=nlstate;i++)
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);            prlim[i][i]=mobaverage[(int)age][i][ij];
          }
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);      }
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);               
        /* This for computing probability of death (h=1 means
           computed over hstepm (estepm) matrices product = hstepm*stepm months) 
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);         as a weighted average of prlim.
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);      */
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);      for(j=nlstate+1;j<=nlstate+ndeath;j++){
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);        for(i=1,gmp[j]=0.;i<= nlstate; i++) 
            gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
   free_matrix(matcov,1,npar,1,npar);      }    
   free_vector(delti,1,npar);      /* end probability of death */
    
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);      fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
       for(j=nlstate+1; j<=(nlstate+ndeath);j++){
   printf("End of Imach\n");        fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */        for(i=1; i<=nlstate;i++){
            fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
   /* printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);*/        }
   /*printf("Total time was %d uSec.\n", total_usecs);*/      } 
   /*------ End -----------*/      fprintf(ficresprobmorprev,"\n");
   
  end:      fprintf(ficresvij,"%.0f ",age );
 #ifdef windows      for(i=1; i<=nlstate;i++)
  chdir(pathcd);        for(j=1; j<=nlstate;j++){
 #endif          fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
  /*system("wgnuplot graph.plt");*/        }
  system("../gp37mgw/wgnuplot graph.plt");      fprintf(ficresvij,"\n");
       free_matrix(gp,0,nhstepm,1,nlstate);
 #ifdef windows      free_matrix(gm,0,nhstepm,1,nlstate);
   while (z[0] != 'q') {      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
     chdir(pathcd);      free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
     printf("\nType e to edit output files, c to start again, and q for exiting: ");      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     scanf("%s",z);    } /* End age */
     if (z[0] == 'c') system("./imach");    free_vector(gpp,nlstate+1,nlstate+ndeath);
     else if (z[0] == 'e') {    free_vector(gmp,nlstate+1,nlstate+ndeath);
       chdir(path);    free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
       system("index.htm");    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");
     else if (z[0] == 'q') exit(0);    /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
   }    fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
 #endif  /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
 }  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
   /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
     fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
     fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
     fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",subdirf(fileresprobmorprev));
     fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev));
     fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"%s%s.png\"> <br>\n", estepm,subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
     /*  fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months and then divided by estepm and multiplied by %.0f in order to have the probability to die over a year <br> <img src=\"varmuptjgr%s%s.png\"> <br>\n", stepm,YEARM,digitp,digit);
   */
   /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
     fprintf(ficgp,"\nset out \"%s%s.png\";replot;\n",subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
   
     free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,nlstate);
     free_matrix(dnewm,1,nlstate,1,npar);
     free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
     free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficresprobmorprev);
     fflush(ficgp);
     fflush(fichtm); 
   }  /* end varevsij */
   
   /************ Variance of prevlim ******************/
   void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)
   {
     /* Variance of prevalence limit */
     /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
     double **newm;
     double **dnewm,**doldm;
     int i, j, nhstepm, hstepm;
     int k, cptcode;
     double *xp;
     double *gp, *gm;
     double **gradg, **trgradg;
     double age,agelim;
     int theta;
      
     fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
     fprintf(ficresvpl,"# Age");
     for(i=1; i<=nlstate;i++)
         fprintf(ficresvpl," %1d-%1d",i,i);
     fprintf(ficresvpl,"\n");
   
     xp=vector(1,npar);
     dnewm=matrix(1,nlstate,1,npar);
     doldm=matrix(1,nlstate,1,nlstate);
     
     hstepm=1*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
     agelim = AGESUP;
     for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
       if (stepm >= YEARM) hstepm=1;
       nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
       gradg=matrix(1,npar,1,nlstate);
       gp=vector(1,nlstate);
       gm=vector(1,nlstate);
   
       for(theta=1; theta <=npar; theta++){
         for(i=1; i<=npar; i++){ /* Computes gradient */
           xp[i] = x[i] + (i==theta ?delti[theta]:0);
         }
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(i=1;i<=nlstate;i++)
           gp[i] = prlim[i][i];
       
         for(i=1; i<=npar; i++) /* Computes gradient */
           xp[i] = x[i] - (i==theta ?delti[theta]:0);
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(i=1;i<=nlstate;i++)
           gm[i] = prlim[i][i];
   
         for(i=1;i<=nlstate;i++)
           gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
       } /* End theta */
   
       trgradg =matrix(1,nlstate,1,npar);
   
       for(j=1; j<=nlstate;j++)
         for(theta=1; theta <=npar; theta++)
           trgradg[j][theta]=gradg[theta][j];
   
       for(i=1;i<=nlstate;i++)
         varpl[i][(int)age] =0.;
       matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
       matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
       for(i=1;i<=nlstate;i++)
         varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
   
       fprintf(ficresvpl,"%.0f ",age );
       for(i=1; i<=nlstate;i++)
         fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
       fprintf(ficresvpl,"\n");
       free_vector(gp,1,nlstate);
       free_vector(gm,1,nlstate);
       free_matrix(gradg,1,npar,1,nlstate);
       free_matrix(trgradg,1,nlstate,1,npar);
     } /* End age */
   
     free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,npar);
     free_matrix(dnewm,1,nlstate,1,nlstate);
   
   }
   
   /************ Variance of one-step probabilities  ******************/
   void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
   {
     int i, j=0,  i1, k1, l1, t, tj;
     int k2, l2, j1,  z1;
     int k=0,l, cptcode;
     int first=1, first1;
     double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
     double **dnewm,**doldm;
     double *xp;
     double *gp, *gm;
     double **gradg, **trgradg;
     double **mu;
     double age,agelim, cov[NCOVMAX];
     double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
     int theta;
     char fileresprob[FILENAMELENGTH];
     char fileresprobcov[FILENAMELENGTH];
     char fileresprobcor[FILENAMELENGTH];
   
     double ***varpij;
   
     strcpy(fileresprob,"prob"); 
     strcat(fileresprob,fileres);
     if((ficresprob=fopen(fileresprob,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprob);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
     }
     strcpy(fileresprobcov,"probcov"); 
     strcat(fileresprobcov,fileres);
     if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcov);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
     }
     strcpy(fileresprobcor,"probcor"); 
     strcat(fileresprobcor,fileres);
     if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcor);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
     }
     printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     
     fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
     fprintf(ficresprob,"# Age");
     fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
     fprintf(ficresprobcov,"# Age");
     fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
     fprintf(ficresprobcov,"# Age");
   
   
     for(i=1; i<=nlstate;i++)
       for(j=1; j<=(nlstate+ndeath);j++){
         fprintf(ficresprob," p%1d-%1d (SE)",i,j);
         fprintf(ficresprobcov," p%1d-%1d ",i,j);
         fprintf(ficresprobcor," p%1d-%1d ",i,j);
       }  
    /* fprintf(ficresprob,"\n");
     fprintf(ficresprobcov,"\n");
     fprintf(ficresprobcor,"\n");
    */
    xp=vector(1,npar);
     dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
     doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
     mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
     varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
     first=1;
     fprintf(ficgp,"\n# Routine varprob");
     fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
     fprintf(fichtm,"\n");
   
     fprintf(fichtm,"\n<li><h4> <a href=\"%s\">Computing matrix of variance-covariance of step probabilities</a></h4></li>\n",optionfilehtmcov);
     fprintf(fichtmcov,"\n<h4>Computing matrix of variance-covariance of step probabilities</h4>\n\
     file %s<br>\n",optionfilehtmcov);
     fprintf(fichtmcov,"\nEllipsoids of confidence centered on point (p<inf>ij</inf>, p<inf>kl</inf>) are estimated\
   and drawn. It helps understanding how is the covariance between two incidences.\
    They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
     fprintf(fichtmcov,"\n<br> Contour plot corresponding to x'cov<sup>-1</sup>x = 4 (where x is the column vector (pij,pkl)) are drawn. \
   It can be understood this way: if pij and pkl where uncorrelated the (2x2) matrix of covariance \
   would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 \
   standard deviations wide on each axis. <br>\
    Now, if both incidences are correlated (usual case) we diagonalised the inverse of the covariance matrix\
    and made the appropriate rotation to look at the uncorrelated principal directions.<br>\
   To be simple, these graphs help to understand the significativity of each parameter in relation to a second other one.<br> \n");
   
     cov[1]=1;
     tj=cptcoveff;
     if (cptcovn<1) {tj=1;ncodemax[1]=1;}
     j1=0;
     for(t=1; t<=tj;t++){
       for(i1=1; i1<=ncodemax[t];i1++){ 
         j1++;
         if  (cptcovn>0) {
           fprintf(ficresprob, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprob, "**********\n#\n");
           fprintf(ficresprobcov, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcov, "**********\n#\n");
           
           fprintf(ficgp, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficgp, "**********\n#\n");
           
           
           fprintf(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(fichtmcov,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
    :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
   %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br><img src=\"%s%d%1d%1d-%1d%1d.png\"> ",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nplot [-pi:pi] %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }else{
                       first=0;
                       fprintf(fichtmcov," %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\nreplot %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }/* if first */
                   } /* age mod 5 */
                 } /* end loop age */
                 fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                 first=1;
               } /*l12 */
             } /* k12 */
           } /*l1 */
         }/* k1 */
       } /* loop covariates */
     }
     free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
     free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
     free_vector(xp,1,npar);
     fclose(ficresprob);
     fclose(ficresprobcov);
     fclose(ficresprobcor);
     fflush(ficgp);
     fflush(fichtmcov);
   }
   
   
   /******************* Printing html file ***********/
   void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
                     int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
                     int popforecast, int estepm ,\
                     double jprev1, double mprev1,double anprev1, \
                     double jprev2, double mprev2,double anprev2){
     int jj1, k1, i1, cpt;
     /*char optionfilehtm[FILENAMELENGTH];*/
   /*   if((fichtm=fopen(optionfilehtm,"a"))==NULL)    { */
   /*     printf("Problem with %s \n",optionfilehtm), exit(0); */
   /*     fprintf(ficlog,"Problem with %s \n",optionfilehtm), exit(0); */
   /*   } */
   
      fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n \
    - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"%s\">%s</a> <br>\n \
    - Estimated transition probabilities over %d (stepm) months: <a href=\"%s\">%s</a><br>\n \
    - Stable prevalence in each health state: <a href=\"%s\">%s</a> <br>\n \
    - Life expectancies by age and initial health status (estepm=%2d months): \
      <a href=\"%s\">%s</a> <br>\n</li>", \
              jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,subdirf2(fileres,"p"),subdirf2(fileres,"p"),\
              stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"),\
              subdirf2(fileres,"pl"),subdirf2(fileres,"pl"),\
              estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
   
   fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        /* Pij */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i, %d (stepm) months before: %s%d1.png<br> \
   <img src=\"%s%d1.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1);     
        /* Quasi-incidences */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months\
    before but expressed in per year i.e. quasi incidences if stepm is small and probabilities too: %s%d2.png<br> \
   <img src=\"%s%d2.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1); 
          /* Stable prevalence in each health state */
          for(cpt=1; cpt<nlstate;cpt++){
            fprintf(fichtm,"<br>- Stable prevalence in each health state : p%s%d%d.png<br> \
   <img src=\"%s%d%d.png\">",subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1);
          }
        for(cpt=1; cpt<=nlstate;cpt++) {
           fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): %s%d%d.png <br> \
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"exp"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,jj1);
        }
        fprintf(fichtm,"\n<br>- Total life expectancy by age and \
   health expectancies in states (1) and (2): %s%d.png<br>\
   <img src=\"%s%d.png\">",subdirf2(optionfilefiname,"e"),jj1,subdirf2(optionfilefiname,"e"),jj1);
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
   
   
    fprintf(fichtm,"\n<br><li><h4> Result files (second order: variances)</h4>\n\
    - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n\
    - Variance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n\
    - Variance-covariance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n\
    - Correlation matrix of one-step probabilities: <a href=\"%s\">%s</a> <br>\n\
    - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"%s\">%s</a><br>\n\
    - Health expectancies with their variances (no covariance): <a href=\"%s\">%s</a> <br>\n\
    - Standard deviation of stable prevalences: <a href=\"%s\">%s</a> <br>\n",\
            rfileres,rfileres,\
            subdirf2(fileres,"prob"),subdirf2(fileres,"prob"),\
            subdirf2(fileres,"probcov"),subdirf2(fileres,"probcov"),\
            subdirf2(fileres,"probcor"),subdirf2(fileres,"probcor"),\
            estepm, subdirf2(fileres,"v"),subdirf2(fileres,"v"),\
            subdirf2(fileres,"t"),subdirf2(fileres,"t"),\
            subdirf2(fileres,"vpl"),subdirf2(fileres,"vpl"));
   
   /*  if(popforecast==1) fprintf(fichtm,"\n */
   /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
   /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
   /*      <br>",fileres,fileres,fileres,fileres); */
   /*  else  */
   /*    fprintf(fichtm,"\n No population forecast: popforecast = %d (instead of 1) or stepm = %d (instead of 1) or model=%s (instead of .)<br><br></li>\n",popforecast, stepm, model); */
   fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        for(cpt=1; cpt<=nlstate;cpt++) {
          fprintf(fichtm,"<br>- Observed and period prevalence (with confident\
   interval) in state (%d): %s%d%d.png <br>\
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"v"),cpt,jj1,subdirf2(optionfilefiname,"v"),cpt,jj1);  
        }
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
    fflush(fichtm);
   }
   
   /******************* Gnuplot file **************/
   void printinggnuplot(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
   
     char dirfileres[132],optfileres[132];
     int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
     int ng;
   /*   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) { */
   /*     printf("Problem with file %s",optionfilegnuplot); */
   /*     fprintf(ficlog,"Problem with file %s",optionfilegnuplot); */
   /*   } */
   
     /*#ifdef windows */
     fprintf(ficgp,"cd \"%s\" \n",pathc);
       /*#endif */
     m=pow(2,cptcoveff);
   
     strcpy(dirfileres,optionfilefiname);
     strcpy(optfileres,"vpl");
    /* 1eme*/
     for (cpt=1; cpt<= nlstate ; cpt ++) {
      for (k1=1; k1<= m ; k1 ++) {
        fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"v"),cpt,k1);
        fprintf(ficgp,"\n#set out \"v%s%d%d.png\" \n",optionfilefiname,cpt,k1);
        fprintf(ficgp,"set xlabel \"Age\" \n\
   set ylabel \"Probability\" \n\
   set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,subdirf2(fileres,"vpl"),k1-1,k1-1);
   
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }
        fprintf(ficgp,"\" t\"Stable prevalence\" w l 0,\"%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1);
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        } 
        fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1); 
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }  
        fprintf(ficgp,"\" t\"\" w l 1,\"%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",subdirf2(fileres,"p"),k1-1,k1-1,2+4*(cpt-1));
      }
     }
     /*2 eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       fprintf(ficgp,"\nset out \"%s%d.png\" \n",subdirf2(optionfilefiname,"e"),k1);
       fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
       
       for (i=1; i<= nlstate+1 ; i ++) {
         k=2*i;
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:2 \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
         else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         fprintf(ficgp,"\" t\"\" w l 0,");
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
         else fprintf(ficgp,"\" t\"\" w l 0,");
       }
     }
     
     /*3eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<= nlstate ; cpt ++) {
         k=2+nlstate*(2*cpt-2);
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"exp"),cpt,k1);
         fprintf(ficgp,"set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,subdirf2(fileres,"e"),k1-1,k1-1,k,cpt);
         /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           
         */
         for (i=1; i< nlstate ; i ++) {
           fprintf(ficgp," ,\"%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",subdirf2(fileres,"e"),k1-1,k1-1,k+2*i,cpt,i+1);
           
         } 
       }
     }
     
     /* CV preval stable (period) */
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<=nlstate ; cpt ++) {
         k=3;
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"p"),cpt,k1);
         fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \n\
   set ter png small\nset size 0.65,0.65\n\
   unset log y\n\
   plot [%.f:%.f] \"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,subdirf2(fileres,"pij"),k1,k+cpt+1,k+1);
         
         for (i=1; i< nlstate ; i ++)
           fprintf(ficgp,"+$%d",k+i+1);
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
         
         l=3+(nlstate+ndeath)*cpt;
         fprintf(ficgp,",\"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",subdirf2(fileres,"pij"),k1,l+cpt+1,l+1);
         for (i=1; i< nlstate ; i ++) {
           l=3+(nlstate+ndeath)*cpt;
           fprintf(ficgp,"+$%d",l+i+1);
         }
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
       } 
     }  
     
     /* proba elementaires */
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) {
           for(j=1; j <=ncovmodel; j++){
             fprintf(ficgp,"p%d=%f ",jk,p[jk]);
             jk++; 
             fprintf(ficgp,"\n");
           }
         }
       }
      }
   
      for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
        for(jk=1; jk <=m; jk++) {
          fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"pe"),jk,ng); 
          if (ng==2)
            fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
          else
            fprintf(ficgp,"\nset title \"Probability\"\n");
          fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
          i=1;
          for(k2=1; k2<=nlstate; k2++) {
            k3=i;
            for(k=1; k<=(nlstate+ndeath); k++) {
              if (k != k2){
                if(ng==2)
                  fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
                else
                  fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
                ij=1;
                for(j=3; j <=ncovmodel; j++) {
                  if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                    fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                    ij++;
                  }
                  else
                    fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                }
                fprintf(ficgp,")/(1");
                
                for(k1=1; k1 <=nlstate; k1++){   
                  fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
                  ij=1;
                  for(j=3; j <=ncovmodel; j++){
                    if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                      fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                      ij++;
                    }
                    else
                      fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                  }
                  fprintf(ficgp,")");
                }
                fprintf(ficgp,") t \"p%d%d\" ", k2,k);
                if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
                i=i+ncovmodel;
              }
            } /* end k */
          } /* end k2 */
        } /* end jk */
      } /* end ng */
      fflush(ficgp); 
   }  /* end gnuplot */
   
   
   /*************** Moving average **************/
   int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
   
     int i, cpt, cptcod;
     int modcovmax =1;
     int mobilavrange, mob;
     double age;
   
     modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
                              a covariate has 2 modalities */
     if (cptcovn<1) modcovmax=1; /* At least 1 pass */
   
     if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
       if(mobilav==1) mobilavrange=5; /* default */
       else mobilavrange=mobilav;
       for (age=bage; age<=fage; age++)
         for (i=1; i<=nlstate;i++)
           for (cptcod=1;cptcod<=modcovmax;cptcod++)
             mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
       /* We keep the original values on the extreme ages bage, fage and for 
          fage+1 and bage-1 we use a 3 terms moving average; for fage+2 bage+2
          we use a 5 terms etc. until the borders are no more concerned. 
       */ 
       for (mob=3;mob <=mobilavrange;mob=mob+2){
         for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
           for (i=1; i<=nlstate;i++){
             for (cptcod=1;cptcod<=modcovmax;cptcod++){
               mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
                 for (cpt=1;cpt<=(mob-1)/2;cpt++){
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
                 }
               mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
             }
           }
         }/* end age */
       }/* end mob */
     }else return -1;
     return 0;
   }/* End movingaverage */
   
   
   /************** Forecasting ******************/
   prevforecast(char fileres[], double anproj1, double mproj1, double jproj1, double ageminpar, double agemax, double dateprev1, double dateprev2, int mobilav, double bage, double fage, int firstpass, int lastpass, double anproj2, double p[], int cptcoveff){
     /* proj1, year, month, day of starting projection 
        agemin, agemax range of age
        dateprev1 dateprev2 range of dates during which prevalence is computed
        anproj2 year of en of projection (same day and month as proj1).
     */
     int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
     int *popage;
     double agec; /* generic age */
     double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
     double *popeffectif,*popcount;
     double ***p3mat;
     double ***mobaverage;
     char fileresf[FILENAMELENGTH];
   
     agelim=AGESUP;
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
    
     strcpy(fileresf,"f"); 
     strcat(fileresf,fileres);
     if((ficresf=fopen(fileresf,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", fileresf);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
     }
     printf("Computing forecasting: result on file '%s' \n", fileresf);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     if(estepm < stepm){
       printf ("Problem %d lower than %d\n",estepm, stepm);
     }
     else  hstepm=estepm;   
   
     hstepm=hstepm/stepm; 
     yp1=modf(dateintmean,&yp);/* extracts integral of datemean in yp  and
                                  fractional in yp1 */
     anprojmean=yp;
     yp2=modf((yp1*12),&yp);
     mprojmean=yp;
     yp1=modf((yp2*30.5),&yp);
     jprojmean=yp;
     if(jprojmean==0) jprojmean=1;
     if(mprojmean==0) jprojmean=1;
   
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
     
     fprintf(ficresf,"# Mean day of interviews %.lf/%.lf/%.lf (%.2f) between %.2f and %.2f \n",jprojmean,mprojmean,anprojmean,dateintmean,dateprev1,dateprev2); 
     
     fprintf(ficresf,"#****** Routine prevforecast **\n");
   
   /*            if (h==(int)(YEARM*yearp)){ */
     for(cptcov=1, k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficresf,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficresf," V%d=%d, hpijx=probability over h years, hp.jx is weighted by observed prev ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficresf,"******\n");
         fprintf(ficresf,"# Covariate valuofcovar yearproj age");
         for(j=1; j<=nlstate+ndeath;j++){ 
           for(i=1; i<=nlstate;i++)              
             fprintf(ficresf," p%d%d",i,j);
           fprintf(ficresf," p.%d",j);
         }
         for (yearp=0; yearp<=(anproj2-anproj1);yearp +=stepsize) { 
           fprintf(ficresf,"\n");
           fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+yearp);   
   
           for (agec=fage; agec>=(ageminpar-1); agec--){ 
             nhstepm=(int) rint((agelim-agec)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agec,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h*hstepm/YEARM*stepm ==yearp) {
                 fprintf(ficresf,"\n");
                 for(j=1;j<=cptcoveff;j++) 
                   fprintf(ficresf,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
                 fprintf(ficresf,"%.f %.f ",anproj1+yearp,agec+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 ppij=0.;
                 for(i=1; i<=nlstate;i++) {
                   if (mobilav==1) 
                     ppij=ppij+p3mat[i][j][h]*mobaverage[(int)agec][i][cptcod];
                   else {
                     ppij=ppij+p3mat[i][j][h]*probs[(int)(agec)][i][cptcod];
                   }
                   if (h*hstepm/YEARM*stepm== yearp) {
                     fprintf(ficresf," %.3f", p3mat[i][j][h]);
                   }
                 } /* end i */
                 if (h*hstepm/YEARM*stepm==yearp) {
                   fprintf(ficresf," %.3f", ppij);
                 }
               }/* end j */
             } /* end h */
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           } /* end agec */
         } /* end yearp */
       } /* end cptcod */
     } /* end  cptcov */
          
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     fclose(ficresf);
   }
   
   /************** Forecasting *****not tested NB*************/
   populforecast(char fileres[], double anpyram,double mpyram,double jpyram,double ageminpar, double agemax,double dateprev1, double dateprev2, int mobilav, double agedeb, double fage, int popforecast, char popfile[], double anpyram1,double p[], int i2){
     
     int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
     int *popage;
     double calagedatem, agelim, kk1, kk2;
     double *popeffectif,*popcount;
     double ***p3mat,***tabpop,***tabpopprev;
     double ***mobaverage;
     char filerespop[FILENAMELENGTH];
   
     tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     agelim=AGESUP;
     calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
     
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     
     
     strcpy(filerespop,"pop"); 
     strcat(filerespop,fileres);
     if((ficrespop=fopen(filerespop,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", filerespop);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
     }
     printf("Computing forecasting: result on file '%s' \n", filerespop);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     
     agelim=AGESUP;
     
     hstepm=1;
     hstepm=hstepm/stepm; 
     
     if (popforecast==1) {
       if((ficpop=fopen(popfile,"r"))==NULL) {
         printf("Problem with population file : %s\n",popfile);exit(0);
         fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
       } 
       popage=ivector(0,AGESUP);
       popeffectif=vector(0,AGESUP);
       popcount=vector(0,AGESUP);
       
       i=1;   
       while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
      
       imx=i;
       for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
     }
   
     for(cptcov=1,k=0;cptcov<=i2;cptcov++){
      for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficrespop,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespop,"******\n");
         fprintf(ficrespop,"# Age");
         for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
         if (popforecast==1)  fprintf(ficrespop," [Population]");
         
         for (cpt=0; cpt<=0;cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   if (mobilav==1) 
                     kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
                   else {
                     kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
                   }
                 }
                 if (h==(int)(calagedatem+12*cpt)){
                   tabpop[(int)(agedeb)][j][cptcod]=kk1;
                     /*fprintf(ficrespop," %.3f", kk1);
                       if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
                 }
               }
               for(i=1; i<=nlstate;i++){
                 kk1=0.;
                   for(j=1; j<=nlstate;j++){
                     kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
                   }
                     tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
               }
   
               if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
                 fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
    
     /******/
   
         for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];    
                 }
                 if (h==(int)(calagedatem+12*cpt)) fprintf(ficresf," %15.2f", kk1);        
               }
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
      } 
     }
    
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     if (popforecast==1) {
       free_ivector(popage,0,AGESUP);
       free_vector(popeffectif,0,AGESUP);
       free_vector(popcount,0,AGESUP);
     }
     free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficrespop);
   } /* End of popforecast */
   
   int fileappend(FILE *fichier, char *optionfich)
   {
     if((fichier=fopen(optionfich,"a"))==NULL) {
       printf("Problem with file: %s\n", optionfich);
       fprintf(ficlog,"Problem with file: %s\n", optionfich);
       return (0);
     }
     fflush(fichier);
     return (1);
   }
   void prwizard(int ncovmodel, int nlstate, int ndeath,  char model[], FILE *ficparo)
   {
   
     char ca[32], cb[32], cc[32];
     int i,j, k, l, li, lj, lk, ll, jj, npar, itimes;
     int numlinepar;
   
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficparo,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         /*ca[0]= k+'a'-1;ca[1]='\0';*/
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           /*        printf(" %lf",param[i][j][k]); */
           /*        fprintf(ficparo," %lf",param[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficparo,"# Scales (for hessian or gradient estimation)\n");
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/ 
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         fprintf(ficparo,"%1d%1d",i,j);
         printf("%1d%1d",i,j);
         fflush(stdout);
         for(k=1; k<=ncovmodel;k++){
           /*      printf(" %le",delti3[i][j][k]); */
           /*      fprintf(ficparo," %le",delti3[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         numlinepar++;
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Covariance matrix\n");
   /* # 121 Var(a12)\n\ */
   /* # 122 Cov(b12,a12) Var(b12)\n\ */
   /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
   /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
   /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
   /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
   /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
   /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
     fflush(stdout);
     fprintf(ficparo,"# Covariance matrix\n");
     /* # 121 Var(a12)\n\ */
     /* # 122 Cov(b12,a12) Var(b12)\n\ */
     /* #   ...\n\ */
     /* # 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n" */
     
     for(itimes=1;itimes<=2;itimes++){
       jj=0;
       for(i=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath; j++){
           if(j==i) continue;
           for(k=1; k<=ncovmodel;k++){
             jj++;
             ca[0]= k+'a'-1;ca[1]='\0';
             if(itimes==1){
               printf("#%1d%1d%d",i,j,k);
               fprintf(ficparo,"#%1d%1d%d",i,j,k);
             }else{
               printf("%1d%1d%d",i,j,k);
               fprintf(ficparo,"%1d%1d%d",i,j,k);
               /*  printf(" %.5le",matcov[i][j]); */
             }
             ll=0;
             for(li=1;li <=nlstate; li++){
               for(lj=1;lj <=nlstate+ndeath; lj++){
                 if(lj==li) continue;
                 for(lk=1;lk<=ncovmodel;lk++){
                   ll++;
                   if(ll<=jj){
                     cb[0]= lk +'a'-1;cb[1]='\0';
                     if(ll<jj){
                       if(itimes==1){
                         printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         fprintf(ficparo," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }else{
                       if(itimes==1){
                         printf(" Var(%s%1d%1d)",ca,i,j);
                         fprintf(ficparo," Var(%s%1d%1d)",ca,i,j);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }
                   }
                 } /* end lk */
               } /* end lj */
             } /* end li */
             printf("\n");
             fprintf(ficparo,"\n");
             numlinepar++;
           } /* end k*/
         } /*end j */
       } /* end i */
     }
   
   } /* end of prwizard */
   
   
   /***********************************************/
   /**************** Main Program *****************/
   /***********************************************/
   
   int main(int argc, char *argv[])
   {
     int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
     int i,j, k, n=MAXN,iter,m,size=100,cptcode, cptcod;
     int jj, imk;
     int numlinepar=0; /* Current linenumber of parameter file */
     /*  FILE *fichtm; *//* Html File */
     /* FILE *ficgp;*/ /*Gnuplot File */
     double agedeb, agefin,hf;
     double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
   
     double fret;
     double **xi,tmp,delta;
   
     double dum; /* Dummy variable */
     double ***p3mat;
     double ***mobaverage;
     int *indx;
     char line[MAXLINE], linepar[MAXLINE];
     char path[MAXLINE],pathc[MAXLINE],pathcd[MAXLINE],pathtot[MAXLINE],model[MAXLINE];
     char pathr[MAXLINE]; 
     int firstobs=1, lastobs=10;
     int sdeb, sfin; /* Status at beginning and end */
     int c,  h , cpt,l;
     int ju,jl, mi;
     int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
     int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,*tab; 
     int mobilavproj=0 , prevfcast=0 ; /* moving average of prev, If prevfcast=1 prevalence projection */
     int mobilav=0,popforecast=0;
     int hstepm, nhstepm;
     double jprev1=1, mprev1=1,anprev1=2000,jprev2=1, mprev2=1,anprev2=2000;
     double jpyram=1, mpyram=1,anpyram=2000,jpyram1=1, mpyram1=1,anpyram1=2000;
   
     double bage, fage, age, agelim, agebase;
     double ftolpl=FTOL;
     double **prlim;
     double *severity;
     double ***param; /* Matrix of parameters */
     double  *p;
     double **matcov; /* Matrix of covariance */
     double ***delti3; /* Scale */
     double *delti; /* Scale */
     double ***eij, ***vareij;
     double **varpl; /* Variances of prevalence limits by age */
     double *epj, vepp;
     double kk1, kk2;
     double dateprev1, dateprev2,jproj1=1,mproj1=1,anproj1=2000,jproj2=1,mproj2=1,anproj2=2000;
   
     char *alph[]={"a","a","b","c","d","e"}, str[4];
   
   
     char z[1]="c", occ;
   
     char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
     char strstart[80], *strt, strtend[80];
     char *stratrunc;
     int lstra;
   
     long total_usecs;
    
     /*   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
     (void) gettimeofday(&start_time,&tzp);
     curr_time=start_time;
     tm = *localtime(&start_time.tv_sec);
     tmg = *gmtime(&start_time.tv_sec);
     strcpy(strstart,asctime(&tm));
   
   /*  printf("Localtime (at start)=%s",strstart); */
   /*  tp.tv_sec = tp.tv_sec +86400; */
   /*  tm = *localtime(&start_time.tv_sec); */
   /*   tmg.tm_year=tmg.tm_year +dsign*dyear; */
   /*   tmg.tm_mon=tmg.tm_mon +dsign*dmonth; */
   /*   tmg.tm_hour=tmg.tm_hour + 1; */
   /*   tp.tv_sec = mktime(&tmg); */
   /*   strt=asctime(&tmg); */
   /*   printf("Time(after) =%s",strstart);  */
   /*  (void) time (&time_value);
   *  printf("time=%d,t-=%d\n",time_value,time_value-86400);
   *  tm = *localtime(&time_value);
   *  strstart=asctime(&tm);
   *  printf("tim_value=%d,asctime=%s\n",time_value,strstart); 
   */
   
     nberr=0; /* Number of errors and warnings */
     nbwarn=0;
     getcwd(pathcd, size);
   
     printf("\n%s\n%s",version,fullversion);
     if(argc <=1){
       printf("\nEnter the parameter file name: ");
       scanf("%s",pathtot);
     }
     else{
       strcpy(pathtot,argv[1]);
     }
     /*if(getcwd(pathcd, MAXLINE)!= NULL)printf ("Error pathcd\n");*/
     /*cygwin_split_path(pathtot,path,optionfile);
       printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
     /* cutv(path,optionfile,pathtot,'\\');*/
   
     split(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);
   /*   (void) gettimeofday(&curr_time,&tzp); */
   /*   printf("Elapsed time %d\n", asc_diff_time(curr_time.tv_sec-start_time.tv_sec,tmpout)); */
   
     /* */
     strcpy(fileres,"r");
     strcat(fileres, optionfilefiname);
     strcat(fileres,".txt");    /* Other files have txt extension */
   
     /*---------arguments file --------*/
   
     if((ficpar=fopen(optionfile,"r"))==NULL)    {
       printf("Problem with optionfile %s\n",optionfile);
       fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
       fflush(ficlog);
       goto end;
     }
   
   
   
     strcpy(filereso,"o");
     strcat(filereso,fileres);
     if((ficparo=fopen(filereso,"w"))==NULL) { /* opened on subdirectory */
       printf("Problem with Output resultfile: %s\n", filereso);
       fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
       fflush(ficlog);
       goto end;
     }
   
     /* Reads comments: lines beginning with '#' */
     numlinepar=0;
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
     numlinepar++;
     printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model);
     fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fprintf(ficlog,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fflush(ficlog);
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
      
     covar=matrix(0,NCOVMAX,1,n); 
     cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
     if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
   
     ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
     nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
    
     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){
           nberr++;
           printf("Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           fprintf(ficlog,"Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
           nberr++;
           printf("Error! Month of death of individual %ld on line %d was unknown %2d, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,(int)moisdc[i]); 
           fprintf(ficlog,"Error! Month of death of individual %ld on line %d was unknown %f, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,moisdc[i]); 
           s[m][i]=-1; /* We prefer to skip it (and to skip it in version 0.8a1 too */
         }
       }
     }
   
     for (i=1; i<=imx; i++)  {
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
       for(m=firstpass; (m<= lastpass); m++){
         if(s[m][i] >0){
           if (s[m][i] >= nlstate+1) {
             if(agedc[i]>0)
               if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
                 agev[m][i]=agedc[i];
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
               else {
                 if ((int)andc[i]!=9999){
                   nbwarn++;
                   printf("Warning negative age at death: %ld line:%d\n",num[i],i);
                   fprintf(ficlog,"Warning negative age at death: %ld line:%d\n",num[i],i);
                   agev[m][i]=-1;
                 }
               }
           }
           else if(s[m][i] !=9){ /* Standard case, age in fractional
                                    years but with the precision of a
                                    month */
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
             if((int)mint[m][i]==99 || (int)anint[m][i]==9999)
               agev[m][i]=1;
             else if(agev[m][i] <agemin){ 
               agemin=agev[m][i];
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
             }
             else if(agev[m][i] >agemax){
               agemax=agev[m][i];
               /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
             }
             /*agev[m][i]=anint[m][i]-annais[i];*/
             /*     agev[m][i] = age[i]+2*m;*/
           }
           else { /* =9 */
             agev[m][i]=1;
             s[m][i]=-1;
           }
         }
         else /*= 0 Unknown */
           agev[m][i]=1;
       }
       
     }
     for (i=1; i<=imx; i++)  {
       for(m=firstpass; (m<=lastpass); m++){
         if (s[m][i] > (nlstate+ndeath)) {
           nberr++;
           printf("Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           fprintf(ficlog,"Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           goto end;
         }
       }
     }
   
     /*for (i=1; i<=imx; i++){
     for (m=firstpass; (m<lastpass); m++){
        printf("%ld %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
   }
   
   }*/
   
     printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
     fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
   
     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); /* Main html file */
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
     }
   
     strcpy(optionfilehtmcov,optionfilefiname); /* Only for matrix of covariance */
     strcat(optionfilehtmcov,"-cov.htm");
     if((fichtmcov=fopen(optionfilehtmcov,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtmcov), exit(0);
     }
     else{
     fprintf(fichtmcov,"<body>\n<title>IMaCh Cov %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model);
     }
   
     fprintf(fichtm,"<body>\n<title>IMaCh %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n\
   \n\
   <hr  size=\"2\" color=\"#EC5E5E\">\
    <ul><li><h4>Parameter files</h4>\n\
    - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n\
    - Log file of the run: <a href=\"%s\">%s</a><br>\n\
    - Gnuplot file name: <a href=\"%s\">%s</a><br>\n\
    - Date and time at start: %s</ul>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model,\
             fileres,fileres,\
             filelog,filelog,optionfilegnuplot,optionfilegnuplot,strstart);
     fflush(fichtm);
   
     strcpy(pathr,path);
     strcat(pathr,optionfilefiname);
     chdir(optionfilefiname); /* Move to directory named optionfile */
     strcpy(lfileres,fileres);
     strcat(lfileres,"/");
     strcat(lfileres,optionfilefiname);
     
     /* Calculates basic frequencies. Computes observed prevalence at single age
        and prints on file fileres'p'. */
     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);
   
     fprintf(fichtm,"\n");
     fprintf(fichtm,"<br>Total number of observations=%d <br>\n\
   Youngest age at first (selected) pass %.2f, oldest age %.2f<br>\n\
   Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n",\
             imx,agemin,agemax,jmin,jmax,jmean);
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
       
      
     /* For Powell, parameters are in a vector p[] starting at p[1]
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */
   
     globpr=0; /* To get the number ipmx of contributions and the sum of weights*/
     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
     printf("First Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
     for (k=1; k<=npar;k++)
       printf(" %d %8.5f",k,p[k]);
     printf("\n");
     globpr=1; /* to print the contributions */
     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
     printf("Second Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
     for (k=1; k<=npar;k++)
       printf(" %d %8.5f",k,p[k]);
     printf("\n");
     if(mle>=1){ /* Could be 1 or 2 */
       mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
     }
       
     /*--------- results files --------------*/
     fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle= 0 weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate, ndeath, maxwav, weightopt,model);
     
   
     jk=1;
     fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) 
           {
             printf("%d%d ",i,k);
             fprintf(ficlog,"%d%d ",i,k);
             fprintf(ficres,"%1d%1d ",i,k);
             for(j=1; j <=ncovmodel; j++){
               printf("%f ",p[jk]);
               fprintf(ficlog,"%f ",p[jk]);
               fprintf(ficres,"%f ",p[jk]);
               jk++; 
             }
             printf("\n");
             fprintf(ficlog,"\n");
             fprintf(ficres,"\n");
           }
       }
     }
     if(mle!=0){
       /* Computing hessian and covariance matrix */
       ftolhess=ftol; /* Usually correct */
       hesscov(matcov, p, npar, delti, ftolhess, func);
     }
     fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath; j++){
         if (j!=i) {
           fprintf(ficres,"%1d%1d",i,j);
           printf("%1d%1d",i,j);
           fprintf(ficlog,"%1d%1d",i,j);
           for(k=1; k<=ncovmodel;k++){
             printf(" %.5e",delti[jk]);
             fprintf(ficlog," %.5e",delti[jk]);
             fprintf(ficres," %.5e",delti[jk]);
             jk++;
           }
           printf("\n");
           fprintf(ficlog,"\n");
           fprintf(ficres,"\n");
         }
       }
     }
      
     fprintf(ficres,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     if(mle==1)
       printf("# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     fprintf(ficlog,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     for(i=1,k=1;i<=npar;i++){
       /*  if (k>nlstate) k=1;
           i1=(i-1)/(ncovmodel*nlstate)+1; 
           fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);
           printf("%s%d%d",alph[k],i1,tab[i]);
       */
       fprintf(ficres,"%3d",i);
       if(mle==1)
         printf("%3d",i);
       fprintf(ficlog,"%3d",i);
       for(j=1; j<=i;j++){
         fprintf(ficres," %.5e",matcov[i][j]);
         if(mle==1)
           printf(" %.5e",matcov[i][j]);
         fprintf(ficlog," %.5e",matcov[i][j]);
       }
       fprintf(ficres,"\n");
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       k++;
     }
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     estepm=0;
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
     if (estepm==0 || estepm < stepm) estepm=stepm;
     if (fage <= 2) {
       bage = ageminpar;
       fage = agemaxpar;
     }
      
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mov_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);
     fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficlog,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
    
   
     dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
     dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
   
     fscanf(ficpar,"pop_based=%d\n",&popbased);
     fprintf(ficparo,"pop_based=%d\n",popbased);   
     fprintf(ficres,"pop_based=%d\n",popbased);   
     
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"prevforecast=%d starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf mobil_average=%d\n",&prevfcast,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2,&mobilavproj);
     fprintf(ficparo,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     printf("prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficlog,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficres,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     /* day and month of proj2 are not used but only year anproj2.*/
   
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"popforecast=%d popfile=%s popfiledate=%lf/%lf/%lf last-popfiledate=%lf/%lf/%lf\n",&popforecast,popfile,&jpyram,&mpyram,&anpyram,&jpyram1,&mpyram1,&anpyram1);
     fprintf(ficparo,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
     fprintf(ficres,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
   
     /*  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);*/
     /*,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
   
     replace_back_to_slash(pathc,path); /* Even gnuplot wants a / */
     printinggnuplot(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
   
     printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,\
                  model,imx,jmin,jmax,jmean,rfileres,popforecast,estepm,\
                  jprev1,mprev1,anprev1,jprev2,mprev2,anprev2);
    
     /*------------ free_vector  -------------*/
     /*  chdir(path); */
    
     free_ivector(wav,1,imx);
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(bh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
     free_lvector(num,1,n);
     free_vector(agedc,1,n);
     /*free_matrix(covar,0,NCOVMAX,1,n);*/
     /*free_matrix(covar,1,NCOVMAX,1,n);*/
     fclose(ficparo);
     fclose(ficres);
   
   
     /*--------------- Prevalence limit  (stable prevalence) --------------*/
     
     strcpy(filerespl,"pl");
     strcat(filerespl,fileres);
     if((ficrespl=fopen(filerespl,"w"))==NULL) {
       printf("Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
       fprintf(ficlog,"Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
     }
     printf("Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficlog,"Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficrespl,"#Stable prevalence \n");
     fprintf(ficrespl,"#Age ");
     for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
     fprintf(ficrespl,"\n");
     
     prlim=matrix(1,nlstate,1,nlstate);
   
     agebase=ageminpar;
     agelim=agemaxpar;
     ftolpl=1.e-10;
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
         fprintf(ficrespl,"\n#******");
         printf("\n#******");
         fprintf(ficlog,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespl,"******\n");
         printf("******\n");
         fprintf(ficlog,"******\n");
           
         for (age=agebase; age<=agelim; age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           fprintf(ficrespl,"%.0f ",age );
           for(j=1;j<=cptcoveff;j++)
             fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           for(i=1; i<=nlstate;i++)
             fprintf(ficrespl," %.5f", prlim[i][i]);
           fprintf(ficrespl,"\n");
         }
       }
     }
     fclose(ficrespl);
   
     /*------------- h Pij x at various ages ------------*/
     
     strcpy(filerespij,"pij");  strcat(filerespij,fileres);
     if((ficrespij=fopen(filerespij,"w"))==NULL) {
       printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
       fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij);goto end;
     }
     printf("Computing pij: result on file '%s' \n", filerespij);
     fprintf(ficlog,"Computing pij: result on file '%s' \n", filerespij);
     
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     /*if (stepm<=24) stepsize=2;*/
   
     agelim=AGESUP;
     hstepm=stepsize*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
   
     /* hstepm=1;   aff par mois*/
   
     fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x ");
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficrespij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrespij,"******\n");
           
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   
           /*        nhstepm=nhstepm*YEARM; aff par mois*/
   
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           oldm=oldms;savm=savms;
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j=");
           for(i=1; i<=nlstate;i++)
             for(j=1; j<=nlstate+ndeath;j++)
               fprintf(ficrespij," %1d-%1d",i,j);
           fprintf(ficrespij,"\n");
           for (h=0; h<=nhstepm; h++){
             fprintf(ficrespij,"%d %3.f %3.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
             for(i=1; i<=nlstate;i++)
               for(j=1; j<=nlstate+ndeath;j++)
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);
             fprintf(ficrespij,"\n");
           }
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           fprintf(ficrespij,"\n");
         }
       }
     }
   
     varprob(optionfilefiname, matcov, p, delti, nlstate, bage, fage,k,Tvar,nbcode, ncodemax);
   
     fclose(ficrespij);
   
     probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     /*---------- Forecasting ------------------*/
     /*if((stepm == 1) && (strcmp(model,".")==0)){*/
     if(prevfcast==1){
       /*    if(stepm ==1){*/
         prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
         /* (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);*/
   /*      }  */
   /*      else{ */
   /*        erreur=108; */
   /*        printf("Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*        fprintf(ficlog,"Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*      } */
     }
     
   
     /*---------- Health expectancies and variances ------------*/
   
     strcpy(filerest,"t");
     strcat(filerest,fileres);
     if((ficrest=fopen(filerest,"w"))==NULL) {
       printf("Problem with total LE resultfile: %s\n", filerest);goto end;
       fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
     }
     printf("Computing Total LEs with variances: file '%s' \n", filerest); 
     fprintf(ficlog,"Computing Total LEs with variances: file '%s' \n", filerest); 
   
   
     strcpy(filerese,"e");
     strcat(filerese,fileres);
     if((ficreseij=fopen(filerese,"w"))==NULL) {
       printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
       fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
     }
     printf("Computing Health Expectancies: result on file '%s' \n", filerese);
     fprintf(ficlog,"Computing Health Expectancies: result on file '%s' \n", filerese);
   
     strcpy(fileresv,"v");
     strcat(fileresv,fileres);
     if((ficresvij=fopen(fileresv,"w"))==NULL) {
       printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
       fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
     }
     printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
     fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
   
     /* Computes prevalence between agemin (i.e minimal age computed) and no more ageminpar */
     prevalence(probs, agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     /*  printf("ageminpar=%f, agemax=%f, s[lastpass][imx]=%d, agev[lastpass][imx]=%f, nlstate=%d, imx=%d,  mint[lastpass][imx]=%f, anint[lastpass][imx]=%f,dateprev1=%f, dateprev2=%f, firstpass=%d, lastpass=%d\n",\
   ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
     */
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1; 
         fprintf(ficrest,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrest,"******\n");
   
         fprintf(ficreseij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficreseij,"******\n");
   
         fprintf(ficresvij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvij,"******\n");
   
         eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov);  
    
         vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,0, mobilav);
         if(popbased==1){
           varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,popbased,mobilav);
         }
   
    
         fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
         for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
         fprintf(ficrest,"\n");
   
         epj=vector(1,nlstate+1);
         for(age=bage; age <=fage ;age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           if (popbased==1) {
             if(mobilav ==0){
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=probs[(int)age][i][k];
             }else{ /* mobilav */ 
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=mobaverage[(int)age][i][k];
             }
           }
           
           fprintf(ficrest," %4.0f",age);
           for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
             for(i=1, epj[j]=0.;i <=nlstate;i++) {
               epj[j] += prlim[i][i]*eij[i][j][(int)age];
               /*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
             }
             epj[nlstate+1] +=epj[j];
           }
   
           for(i=1, vepp=0.;i <=nlstate;i++)
             for(j=1;j <=nlstate;j++)
               vepp += vareij[i][j][(int)age];
           fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
           for(j=1;j <=nlstate;j++){
             fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
           }
           fprintf(ficrest,"\n");
         }
         free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_vector(epj,1,nlstate+1);
       }
     }
     free_vector(weight,1,n);
     free_imatrix(Tvard,1,15,1,2);
     free_imatrix(s,1,maxwav+1,1,n);
     free_matrix(anint,1,maxwav,1,n); 
     free_matrix(mint,1,maxwav,1,n);
     free_ivector(cod,1,n);
     free_ivector(tab,1,NCOVMAX);
     fclose(ficreseij);
     fclose(ficresvij);
     fclose(ficrest);
     fclose(ficpar);
     
     /*------- Variance of stable prevalence------*/   
   
     strcpy(fileresvpl,"vpl");
     strcat(fileresvpl,fileres);
     if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
       printf("Problem with variance of stable prevalence  resultfile: %s\n", fileresvpl);
       exit(0);
     }
     printf("Computing Variance-covariance of stable prevalence: file '%s' \n", fileresvpl);
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficresvpl,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvpl,"******\n");
         
         varpl=matrix(1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
         free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
       }
     }
   
     fclose(ficresvpl);
   
     /*---------- End : free ----------------*/
     free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
     
     free_matrix(covar,0,NCOVMAX,1,n);
     free_matrix(matcov,1,npar,1,npar);
     /*free_vector(delti,1,npar);*/
     free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
     free_matrix(agev,1,maxwav,1,imx);
     free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     free_ivector(ncodemax,1,8);
     free_ivector(Tvar,1,15);
     free_ivector(Tprod,1,15);
     free_ivector(Tvaraff,1,15);
     free_ivector(Tage,1,15);
     free_ivector(Tcode,1,100);
   
     fflush(fichtm);
     fflush(ficgp);
     
   
     if((nberr >0) || (nbwarn>0)){
       printf("End of Imach with %d errors and/or warnings %d\n",nberr,nbwarn);
       fprintf(ficlog,"End of Imach with %d errors and/or warnings %d\n",nberr,nbwarn);
     }else{
       printf("End of Imach\n");
       fprintf(ficlog,"End of Imach\n");
     }
     printf("See log file on %s\n",filelog);
     /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
     (void) gettimeofday(&end_time,&tzp);
     tm = *localtime(&end_time.tv_sec);
     tmg = *gmtime(&end_time.tv_sec);
     strcpy(strtend,asctime(&tm));
     printf("Localtime at start %s\nLocaltime at end   %s",strstart, strtend); 
     fprintf(ficlog,"Localtime at start %s\nLocal time at end   %s\n",strstart, strtend); 
     printf("Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
   
     printf("Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     fprintf(ficlog,"Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
     fprintf(ficlog,"Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     /*  printf("Total time was %d uSec.\n", total_usecs);*/
   /*   if(fileappend(fichtm,optionfilehtm)){ */
     fprintf(fichtm,"<br>Local time at start %s<br>Local time at end   %s<br>",strstart, strtend);
     fclose(fichtm);
     fclose(fichtmcov);
     fclose(ficgp);
     fclose(ficlog);
     /*------ End -----------*/
   
     chdir(path);
     strcpy(plotcmd,GNUPLOTPROGRAM);
     strcat(plotcmd," ");
     strcat(plotcmd,optionfilegnuplot);
     printf("Starting graphs with: %s",plotcmd);fflush(stdout);
     if((outcmd=system(plotcmd)) != 0){
       printf(" Problem with gnuplot\n");
     }
     printf(" Wait...");
     while (z[0] != 'q') {
       /* chdir(path); */
       printf("\nType e to edit output files, g to graph again and q for exiting: ");
       scanf("%s",z);
   /*     if (z[0] == 'c') system("./imach"); */
       if (z[0] == 'e') system(optionfilehtm);
       else if (z[0] == 'g') system(plotcmd);
       else if (z[0] == 'q') exit(0);
     }
     end:
     while (z[0] != 'q') {
       printf("\nType  q for exiting: ");
       scanf("%s",z);
     }
   }
   
   
   

Removed from v.1.8  
changed lines
  Added in v.1.91


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