Diff for /imach/src/imach.c between versions 1.16 and 1.93

version 1.16, 2002/02/20 17:12:32 version 1.93, 2003/06/25 16:33:55
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 1.93  2003/06/25 16:33:55  brouard
   individuals from different ages are interviewed on their health status    (Module): On windows (cygwin) function asctime_r doesn't
   or degree of  disability. At least a second wave of interviews    exist so I changed back to asctime which exists.
   ("longitudinal") should  measure each new individual health status.    (Module): Version 0.96b
   Health expectancies are computed from the transistions observed between  
   waves and are computed for each degree of severity of disability (number    Revision 1.92  2003/06/25 16:30:45  brouard
   of life states). More degrees you consider, more time is necessary to    (Module): On windows (cygwin) function asctime_r doesn't
   reach the Maximum Likelihood of the parameters involved in the model.    exist so I changed back to asctime which exists.
   The simplest model is the multinomial logistic model where pij is  
   the probabibility to be observed in state j at the second wave conditional    Revision 1.91  2003/06/25 15:30:29  brouard
   to be observed in state i at the first wave. Therefore the model is:    * imach.c (Repository): Duplicated warning errors corrected.
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'    (Repository): Elapsed time after each iteration is now output. It
   is a covariate. If you want to have a more complex model than "constant and    helps to forecast when convergence will be reached. Elapsed time
   age", you should modify the program where the markup    is stamped in powell.  We created a new html file for the graphs
     *Covariates have to be included here again* invites you to do it.    concerning matrix of covariance. It has extension -cov.htm.
   More covariates you add, less is the speed of the convergence.  
     Revision 1.90  2003/06/24 12:34:15  brouard
   The advantage that this computer programme claims, comes from that if the    (Module): Some bugs corrected for windows. Also, when
   delay between waves is not identical for each individual, or if some    mle=-1 a template is output in file "or"mypar.txt with the design
   individual missed an interview, the information is not rounded or lost, but    of the covariance matrix to be input.
   taken into account using an interpolation or extrapolation.  
   hPijx is the probability to be    Revision 1.89  2003/06/24 12:30:52  brouard
   observed in state i at age x+h conditional to the observed state i at age    (Module): Some bugs corrected for windows. Also, when
   x. The delay 'h' can be split into an exact number (nh*stepm) of    mle=-1 a template is output in file "or"mypar.txt with the design
   unobserved intermediate  states. This elementary transition (by month or    of the covariance matrix to be input.
   quarter trimester, semester or year) is model as a multinomial logistic.  
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices    Revision 1.88  2003/06/23 17:54:56  brouard
   and the contribution of each individual to the likelihood is simply hPijx.    * 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.
   
   Also this programme outputs the covariance matrix of the parameters but also    Revision 1.87  2003/06/18 12:26:01  brouard
   of the life expectancies. It also computes the prevalence limits.    Version 0.96
    
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    Revision 1.86  2003/06/17 20:04:08  brouard
            Institut national d'études démographiques, Paris.    (Module): Change position of html and gnuplot routines and added
   This software have been partly granted by Euro-REVES, a concerted action    routine fileappend.
   from the European Union.  
   It is copyrighted identically to a GNU software product, ie programme and    Revision 1.85  2003/06/17 13:12:43  brouard
   software can be distributed freely for non commercial use. Latest version    * imach.c (Repository): Check when date of death was earlier that
   can be accessed at http://euroreves.ined.fr/imach .    current date of interview. It may happen when the death was just
   **********************************************************************/    prior to the death. In this case, dh was negative and likelihood
      was wrong (infinity). We still send an "Error" but patch by
 #include <math.h>    assuming that the date of death was just one stepm after the
 #include <stdio.h>    interview.
 #include <stdlib.h>    (Repository): Because some people have very long ID (first column)
 #include <unistd.h>    we changed int to long in num[] and we added a new lvector for
     memory allocation. But we also truncated to 8 characters (left
 #define MAXLINE 256    truncation)
 #define FILENAMELENGTH 80    (Repository): No more line truncation errors.
 /*#define DEBUG*/  
 #define windows    Revision 1.84  2003/06/13 21:44:43  brouard
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    * imach.c (Repository): Replace "freqsummary" at a correct
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */    place. It differs from routine "prevalence" which may be called
     many times. Probs is memory consuming and must be used with
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    parcimony.
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    Version 0.95a3 (should output exactly the same maximization than 0.8a2)
   
 #define NINTERVMAX 8    Revision 1.83  2003/06/10 13:39:11  lievre
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    *** empty log message ***
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */  
 #define NCOVMAX 8 /* Maximum number of covariates */    Revision 1.82  2003/06/05 15:57:20  brouard
 #define MAXN 20000    Add log in  imach.c and  fullversion number is now printed.
 #define YEARM 12. /* Number of months per year */  
 #define AGESUP 130  */
 #define AGEBASE 40  /*
      Interpolated Markov Chain
   
 int nvar;    Short summary of the programme:
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;    
 int npar=NPARMAX;    This program computes Healthy Life Expectancies from
 int nlstate=2; /* Number of live states */    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
 int ndeath=1; /* Number of dead states */    first survey ("cross") where individuals from different ages are
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    interviewed on their health status or degree of disability (in the
 int popbased=0;    case of a health survey which is our main interest) -2- at least a
     second wave of interviews ("longitudinal") which measure each change
 int *wav; /* Number of waves for this individuual 0 is possible */    (if any) in individual health status.  Health expectancies are
 int maxwav; /* Maxim number of waves */    computed from the time spent in each health state according to a
 int jmin, jmax; /* min, max spacing between 2 waves */    model. More health states you consider, more time is necessary to reach the
 int mle, weightopt;    Maximum Likelihood of the parameters involved in the model.  The
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */    simplest model is the multinomial logistic model where pij is the
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */    probability to be observed in state j at the second wave
 double jmean; /* Mean space between 2 waves */    conditional to be observed in state i at the first wave. Therefore
 double **oldm, **newm, **savm; /* Working pointers to matrices */    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    'age' is age and 'sex' is a covariate. If you want to have a more
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf;    complex model than "constant and age", you should modify the program
 FILE *ficgp, *fichtm,*ficresprob,*ficpop;    where the markup *Covariates have to be included here again* invites
 FILE *ficreseij;    you to do it.  More covariates you add, slower the
   char filerese[FILENAMELENGTH];    convergence.
  FILE  *ficresvij;  
   char fileresv[FILENAMELENGTH];    The advantage of this computer programme, compared to a simple
  FILE  *ficresvpl;    multinomial logistic model, is clear when the delay between waves is not
   char fileresvpl[FILENAMELENGTH];    identical for each individual. Also, if a individual missed an
     intermediate interview, the information is lost, but taken into
 #define NR_END 1    account using an interpolation or extrapolation.  
 #define FREE_ARG char*  
 #define FTOL 1.0e-10    hPijx is the probability to be observed in state i at age x+h
     conditional to the observed state i at age x. The delay 'h' can be
 #define NRANSI    split into an exact number (nh*stepm) of unobserved intermediate
 #define ITMAX 200    states. This elementary transition (by month, quarter,
     semester or year) is modelled as a multinomial logistic.  The hPx
 #define TOL 2.0e-4    matrix is simply the matrix product of nh*stepm elementary matrices
     and the contribution of each individual to the likelihood is simply
 #define CGOLD 0.3819660    hPijx.
 #define ZEPS 1.0e-10  
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);    Also this programme outputs the covariance matrix of the parameters but also
     of the life expectancies. It also computes the stable prevalence. 
 #define GOLD 1.618034    
 #define GLIMIT 100.0    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
 #define TINY 1.0e-20             Institut national d'études démographiques, Paris.
     This software have been partly granted by Euro-REVES, a concerted action
 static double maxarg1,maxarg2;    from the European Union.
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))    It is copyrighted identically to a GNU software product, ie programme and
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))    software can be distributed freely for non commercial use. Latest version
      can be accessed at http://euroreves.ined.fr/imach .
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))  
 #define rint(a) floor(a+0.5)    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
     or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
 static double sqrarg;    
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)    **********************************************************************/
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}  /*
     main
 int imx;    read parameterfile
 int stepm;    read datafile
 /* Stepm, step in month: minimum step interpolation*/    concatwav
     freqsummary
 int m,nb;    if (mle >= 1)
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;      mlikeli
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;    print results files
 double **pmmij, ***probs, ***mobaverage;    if mle==1 
        computes hessian
 double *weight;    read end of parameter file: agemin, agemax, bage, fage, estepm
 int **s; /* Status */        begin-prev-date,...
 double *agedc, **covar, idx;    open gnuplot file
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;    open html file
     stable prevalence
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */     for age prevalim()
 double ftolhess; /* Tolerance for computing hessian */    h Pij x
     variance of p varprob
 /**************** split *************************/    forecasting if prevfcast==1 prevforecast call prevalence()
 static  int split( char *path, char *dirc, char *name )    health expectancies
 {    Variance-covariance of DFLE
    char *s;                             /* pointer */    prevalence()
    int  l1, l2;                         /* length counters */     movingaverage()
     varevsij() 
    l1 = strlen( path );                 /* length of path */    if popbased==1 varevsij(,popbased)
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );    total life expectancies
    s = strrchr( path, '\\' );           /* find last / */    Variance of stable prevalence
    if ( s == NULL ) {                   /* no directory, so use current */   end
 #if     defined(__bsd__)                /* get current working directory */  */
       extern char       *getwd( );  
   
       if ( getwd( dirc ) == NULL ) {  
 #else   
       extern char       *getcwd( );  #include <math.h>
   #include <stdio.h>
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {  #include <stdlib.h>
 #endif  #include <unistd.h>
          return( GLOCK_ERROR_GETCWD );  
       }  #include <sys/time.h>
       strcpy( name, path );             /* we've got it */  #include <time.h>
    } else {                             /* strip direcotry from path */  #include "timeval.h"
       s++;                              /* after this, the filename */  
       l2 = strlen( s );                 /* length of filename */  #define MAXLINE 256
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );  #define GNUPLOTPROGRAM "gnuplot"
       strcpy( name, s );                /* save file name */  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
       strncpy( dirc, path, l1 - l2 );   /* now the directory */  #define FILENAMELENGTH 132
       dirc[l1-l2] = 0;                  /* add zero */  /*#define DEBUG*/
    }  /*#define windows*/
    l1 = strlen( dirc );                 /* length of directory */  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
    return( 0 );                         /* we're done */  
 }  #define MAXPARM 30 /* Maximum number of parameters for the optimization */
   #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
   
 /******************************************/  #define NINTERVMAX 8
   #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
 void replace(char *s, char*t)  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
 {  #define NCOVMAX 8 /* Maximum number of covariates */
   int i;  #define MAXN 20000
   int lg=20;  #define YEARM 12. /* Number of months per year */
   i=0;  #define AGESUP 130
   lg=strlen(t);  #define AGEBASE 40
   for(i=0; i<= lg; i++) {  #ifdef unix
     (s[i] = t[i]);  #define DIRSEPARATOR '/'
     if (t[i]== '\\') s[i]='/';  #define ODIRSEPARATOR '\\'
   }  #else
 }  #define DIRSEPARATOR '\\'
   #define ODIRSEPARATOR '/'
 int nbocc(char *s, char occ)  #endif
 {  
   int i,j=0;  /* $Id$ */
   int lg=20;  /* $State$ */
   i=0;  
   lg=strlen(s);  char version[]="Imach version 0.96b, June 2003, INED-EUROREVES ";
   for(i=0; i<= lg; i++) {  char fullversion[]="$Revision$ $Date$"; 
   if  (s[i] == occ ) j++;  int erreur, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
   }  int nvar;
   return j;  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
 }  int npar=NPARMAX;
   int nlstate=2; /* Number of live states */
 void cutv(char *u,char *v, char*t, char occ)  int ndeath=1; /* Number of dead states */
 {  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
   int i,lg,j,p=0;  int popbased=0;
   i=0;  
   for(j=0; j<=strlen(t)-1; j++) {  int *wav; /* Number of waves for this individuual 0 is possible */
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;  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 
   lg=strlen(t);                     to the likelihood and the sum of weights (done by funcone)*/
   for(j=0; j<p; j++) {  int mle, weightopt;
     (u[j] = t[j]);  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
   }  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
      u[p]='\0';  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
              * wave mi and wave mi+1 is not an exact multiple of stepm. */
    for(j=0; j<= lg; j++) {  double jmean; /* Mean space between 2 waves */
     if (j>=(p+1))(v[j-p-1] = t[j]);  double **oldm, **newm, **savm; /* Working pointers to matrices */
   }  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
 }  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
   FILE *ficlog, *ficrespow;
 /********************** nrerror ********************/  int globpr; /* Global variable for printing or not */
   double fretone; /* Only one call to likelihood */
 void nrerror(char error_text[])  long ipmx; /* Number of contributions */
 {  double sw; /* Sum of weights */
   fprintf(stderr,"ERREUR ...\n");  char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
   fprintf(stderr,"%s\n",error_text);  FILE *ficresilk;
   exit(1);  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
 }  FILE *ficresprobmorprev;
 /*********************** vector *******************/  FILE *fichtm, *fichtmcov; /* Html File */
 double *vector(int nl, int nh)  FILE *ficreseij;
 {  char filerese[FILENAMELENGTH];
   double *v;  FILE  *ficresvij;
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  char fileresv[FILENAMELENGTH];
   if (!v) nrerror("allocation failure in vector");  FILE  *ficresvpl;
   return v-nl+NR_END;  char fileresvpl[FILENAMELENGTH];
 }  char title[MAXLINE];
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
 /************************ free vector ******************/  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
 void free_vector(double*v, int nl, int nh)  char tmpout[FILENAMELENGTH]; 
 {  char command[FILENAMELENGTH];
   free((FREE_ARG)(v+nl-NR_END));  int  outcmd=0;
 }  
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
 /************************ivector *******************************/  char lfileres[FILENAMELENGTH];
 int *ivector(long nl,long nh)  char filelog[FILENAMELENGTH]; /* Log file */
 {  char filerest[FILENAMELENGTH];
   int *v;  char fileregp[FILENAMELENGTH];
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  char popfile[FILENAMELENGTH];
   if (!v) nrerror("allocation failure in ivector");  
   return v-nl+NR_END;  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
 }  
   struct timeval start_time, end_time, curr_time, last_time, forecast_time;
 /******************free ivector **************************/  struct timezone tzp;
 void free_ivector(int *v, long nl, long nh)  extern int gettimeofday();
 {  struct tm tmg, tm, tmf, *gmtime(), *localtime();
   free((FREE_ARG)(v+nl-NR_END));  long time_value;
 }  extern long time();
   char strcurr[80], strfor[80];
 /******************* imatrix *******************************/  
 int **imatrix(long nrl, long nrh, long ncl, long nch)  #define NR_END 1
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */  #define FREE_ARG char*
 {  #define FTOL 1.0e-10
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  
   int **m;  #define NRANSI 
    #define ITMAX 200 
   /* allocate pointers to rows */  
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  #define TOL 2.0e-4 
   if (!m) nrerror("allocation failure 1 in matrix()");  
   m += NR_END;  #define CGOLD 0.3819660 
   m -= nrl;  #define ZEPS 1.0e-10 
    #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
    
   /* allocate rows and set pointers to them */  #define GOLD 1.618034 
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  #define GLIMIT 100.0 
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  #define TINY 1.0e-20 
   m[nrl] += NR_END;  
   m[nrl] -= ncl;  static double maxarg1,maxarg2;
    #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
      
   /* return pointer to array of pointers to rows */  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
   return m;  #define rint(a) floor(a+0.5)
 }  
   static double sqrarg;
 /****************** free_imatrix *************************/  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
 void free_imatrix(m,nrl,nrh,ncl,nch)  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
       int **m;  
       long nch,ncl,nrh,nrl;  int imx; 
      /* free an int matrix allocated by imatrix() */  int stepm;
 {  /* Stepm, step in month: minimum step interpolation*/
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  
   free((FREE_ARG) (m+nrl-NR_END));  int estepm;
 }  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
   
 /******************* matrix *******************************/  int m,nb;
 double **matrix(long nrl, long nrh, long ncl, long nch)  long *num;
 {  int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
   double **m;  double **pmmij, ***probs;
   double dateintmean=0;
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  
   if (!m) nrerror("allocation failure 1 in matrix()");  double *weight;
   m += NR_END;  int **s; /* Status */
   m -= nrl;  double *agedc, **covar, idx;
   int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
   m[nrl] += NR_END;  double ftolhess; /* Tolerance for computing hessian */
   m[nrl] -= ncl;  
   /**************** split *************************/
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
   return m;  {
 }    char  *ss;                            /* pointer */
     int   l1, l2;                         /* length counters */
 /*************************free matrix ************************/  
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)    l1 = strlen(path );                   /* length of path */
 {    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
   free((FREE_ARG)(m+nrl-NR_END));    if ( ss == NULL ) {                   /* no directory, so use current */
 }      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
         printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
 /******************* ma3x *******************************/      /* get current working directory */
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)      /*    extern  char* getcwd ( char *buf , int len);*/
 {      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;        return( GLOCK_ERROR_GETCWD );
   double ***m;      }
       strcpy( name, path );               /* we've got it */
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));    } else {                              /* strip direcotry from path */
   if (!m) nrerror("allocation failure 1 in matrix()");      ss++;                               /* after this, the filename */
   m += NR_END;      l2 = strlen( ss );                  /* length of filename */
   m -= nrl;      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
       strcpy( name, ss );         /* save file name */
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));      strncpy( dirc, path, l1 - l2 );     /* now the directory */
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");      dirc[l1-l2] = 0;                    /* add zero */
   m[nrl] += NR_END;    }
   m[nrl] -= ncl;    l1 = strlen( dirc );                  /* length of directory */
     /*#ifdef windows
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
   #else
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");  #endif
   m[nrl][ncl] += NR_END;    */
   m[nrl][ncl] -= nll;    ss = strrchr( name, '.' );            /* find last / */
   for (j=ncl+1; j<=nch; j++)    ss++;
     m[nrl][j]=m[nrl][j-1]+nlay;    strcpy(ext,ss);                       /* save extension */
      l1= strlen( name);
   for (i=nrl+1; i<=nrh; i++) {    l2= strlen(ss)+1;
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;    strncpy( finame, name, l1-l2);
     for (j=ncl+1; j<=nch; j++)    finame[l1-l2]= 0;
       m[i][j]=m[i][j-1]+nlay;    return( 0 );                          /* we're done */
   }  }
   return m;  
 }  
   /******************************************/
 /*************************free ma3x ************************/  
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)  void replace_back_to_slash(char *s, char*t)
 {  {
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));    int i;
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    int lg=0;
   free((FREE_ARG)(m+nrl-NR_END));    i=0;
 }    lg=strlen(t);
     for(i=0; i<= lg; i++) {
 /***************** f1dim *************************/      (s[i] = t[i]);
 extern int ncom;      if (t[i]== '\\') s[i]='/';
 extern double *pcom,*xicom;    }
 extern double (*nrfunc)(double []);  }
    
 double f1dim(double x)  int nbocc(char *s, char occ)
 {  {
   int j;    int i,j=0;
   double f;    int lg=20;
   double *xt;    i=0;
      lg=strlen(s);
   xt=vector(1,ncom);    for(i=0; i<= lg; i++) {
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];    if  (s[i] == occ ) j++;
   f=(*nrfunc)(xt);    }
   free_vector(xt,1,ncom);    return j;
   return f;  }
 }  
   void cutv(char *u,char *v, char*t, char occ)
 /*****************brent *************************/  {
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)    /* cuts string t into u and v where u is ended by char occ excluding it
 {       and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
   int iter;       gives u="abcedf" and v="ghi2j" */
   double a,b,d,etemp;    int i,lg,j,p=0;
   double fu,fv,fw,fx;    i=0;
   double ftemp;    for(j=0; j<=strlen(t)-1; j++) {
   double p,q,r,tol1,tol2,u,v,w,x,xm;      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
   double e=0.0;    }
    
   a=(ax < cx ? ax : cx);    lg=strlen(t);
   b=(ax > cx ? ax : cx);    for(j=0; j<p; j++) {
   x=w=v=bx;      (u[j] = t[j]);
   fw=fv=fx=(*f)(x);    }
   for (iter=1;iter<=ITMAX;iter++) {       u[p]='\0';
     xm=0.5*(a+b);  
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);     for(j=0; j<= lg; j++) {
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/      if (j>=(p+1))(v[j-p-1] = t[j]);
     printf(".");fflush(stdout);    }
 #ifdef DEBUG  }
     printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);  
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */  /********************** nrerror ********************/
 #endif  
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){  void nrerror(char error_text[])
       *xmin=x;  {
       return fx;    fprintf(stderr,"ERREUR ...\n");
     }    fprintf(stderr,"%s\n",error_text);
     ftemp=fu;    exit(EXIT_FAILURE);
     if (fabs(e) > tol1) {  }
       r=(x-w)*(fx-fv);  /*********************** vector *******************/
       q=(x-v)*(fx-fw);  double *vector(int nl, int nh)
       p=(x-v)*q-(x-w)*r;  {
       q=2.0*(q-r);    double *v;
       if (q > 0.0) p = -p;    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
       q=fabs(q);    if (!v) nrerror("allocation failure in vector");
       etemp=e;    return v-nl+NR_END;
       e=d;  }
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))  
         d=CGOLD*(e=(x >= xm ? a-x : b-x));  /************************ free vector ******************/
       else {  void free_vector(double*v, int nl, int nh)
         d=p/q;  {
         u=x+d;    free((FREE_ARG)(v+nl-NR_END));
         if (u-a < tol2 || b-u < tol2)  }
           d=SIGN(tol1,xm-x);  
       }  /************************ivector *******************************/
     } else {  int *ivector(long nl,long nh)
       d=CGOLD*(e=(x >= xm ? a-x : b-x));  {
     }    int *v;
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
     fu=(*f)(u);    if (!v) nrerror("allocation failure in ivector");
     if (fu <= fx) {    return v-nl+NR_END;
       if (u >= x) a=x; else b=x;  }
       SHFT(v,w,x,u)  
         SHFT(fv,fw,fx,fu)  /******************free ivector **************************/
         } else {  void free_ivector(int *v, long nl, long nh)
           if (u < x) a=u; else b=u;  {
           if (fu <= fw || w == x) {    free((FREE_ARG)(v+nl-NR_END));
             v=w;  }
             w=u;  
             fv=fw;  /************************lvector *******************************/
             fw=fu;  long *lvector(long nl,long nh)
           } else if (fu <= fv || v == x || v == w) {  {
             v=u;    long *v;
             fv=fu;    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
           }    if (!v) nrerror("allocation failure in ivector");
         }    return v-nl+NR_END;
   }  }
   nrerror("Too many iterations in brent");  
   *xmin=x;  /******************free lvector **************************/
   return fx;  void free_lvector(long *v, long nl, long nh)
 }  {
     free((FREE_ARG)(v+nl-NR_END));
 /****************** mnbrak ***********************/  }
   
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,  /******************* imatrix *******************************/
             double (*func)(double))  int **imatrix(long nrl, long nrh, long ncl, long nch) 
 {       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
   double ulim,u,r,q, dum;  { 
   double fu;    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
      int **m; 
   *fa=(*func)(*ax);    
   *fb=(*func)(*bx);    /* allocate pointers to rows */ 
   if (*fb > *fa) {    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
     SHFT(dum,*ax,*bx,dum)    if (!m) nrerror("allocation failure 1 in matrix()"); 
       SHFT(dum,*fb,*fa,dum)    m += NR_END; 
       }    m -= nrl; 
   *cx=(*bx)+GOLD*(*bx-*ax);    
   *fc=(*func)(*cx);    
   while (*fb > *fc) {    /* allocate rows and set pointers to them */ 
     r=(*bx-*ax)*(*fb-*fc);    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
     q=(*bx-*cx)*(*fb-*fa);    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/    m[nrl] += NR_END; 
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));    m[nrl] -= ncl; 
     ulim=(*bx)+GLIMIT*(*cx-*bx);    
     if ((*bx-u)*(u-*cx) > 0.0) {    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
       fu=(*func)(u);    
     } else if ((*cx-u)*(u-ulim) > 0.0) {    /* return pointer to array of pointers to rows */ 
       fu=(*func)(u);    return m; 
       if (fu < *fc) {  } 
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))  
           SHFT(*fb,*fc,fu,(*func)(u))  /****************** free_imatrix *************************/
           }  void free_imatrix(m,nrl,nrh,ncl,nch)
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {        int **m;
       u=ulim;        long nch,ncl,nrh,nrl; 
       fu=(*func)(u);       /* free an int matrix allocated by imatrix() */ 
     } else {  { 
       u=(*cx)+GOLD*(*cx-*bx);    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
       fu=(*func)(u);    free((FREE_ARG) (m+nrl-NR_END)); 
     }  } 
     SHFT(*ax,*bx,*cx,u)  
       SHFT(*fa,*fb,*fc,fu)  /******************* matrix *******************************/
       }  double **matrix(long nrl, long nrh, long ncl, long nch)
 }  {
     long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
 /*************** linmin ************************/    double **m;
   
 int ncom;    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
 double *pcom,*xicom;    if (!m) nrerror("allocation failure 1 in matrix()");
 double (*nrfunc)(double []);    m += NR_END;
      m -= nrl;
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))  
 {    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   double brent(double ax, double bx, double cx,    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
                double (*f)(double), double tol, double *xmin);    m[nrl] += NR_END;
   double f1dim(double x);    m[nrl] -= ncl;
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,  
               double *fc, double (*func)(double));    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
   int j;    return m;
   double xx,xmin,bx,ax;    /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
   double fx,fb,fa;     */
    }
   ncom=n;  
   pcom=vector(1,n);  /*************************free matrix ************************/
   xicom=vector(1,n);  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
   nrfunc=func;  {
   for (j=1;j<=n;j++) {    free((FREE_ARG)(m[nrl]+ncl-NR_END));
     pcom[j]=p[j];    free((FREE_ARG)(m+nrl-NR_END));
     xicom[j]=xi[j];  }
   }  
   ax=0.0;  /******************* ma3x *******************************/
   xx=1.0;  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);  {
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
 #ifdef DEBUG    double ***m;
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);  
 #endif    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
   for (j=1;j<=n;j++) {    if (!m) nrerror("allocation failure 1 in matrix()");
     xi[j] *= xmin;    m += NR_END;
     p[j] += xi[j];    m -= nrl;
   }  
   free_vector(xicom,1,n);    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   free_vector(pcom,1,n);    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
 }    m[nrl] += NR_END;
     m[nrl] -= ncl;
 /*************** powell ************************/  
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
             double (*func)(double []))  
 {    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
   void linmin(double p[], double xi[], int n, double *fret,    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
               double (*func)(double []));    m[nrl][ncl] += NR_END;
   int i,ibig,j;    m[nrl][ncl] -= nll;
   double del,t,*pt,*ptt,*xit;    for (j=ncl+1; j<=nch; j++) 
   double fp,fptt;      m[nrl][j]=m[nrl][j-1]+nlay;
   double *xits;    
   pt=vector(1,n);    for (i=nrl+1; i<=nrh; i++) {
   ptt=vector(1,n);      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
   xit=vector(1,n);      for (j=ncl+1; j<=nch; j++) 
   xits=vector(1,n);        m[i][j]=m[i][j-1]+nlay;
   *fret=(*func)(p);    }
   for (j=1;j<=n;j++) pt[j]=p[j];    return m; 
   for (*iter=1;;++(*iter)) {    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
     fp=(*fret);             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
     ibig=0;    */
     del=0.0;  }
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);  
     for (i=1;i<=n;i++)  /*************************free ma3x ************************/
       printf(" %d %.12f",i, p[i]);  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
     printf("\n");  {
     for (i=1;i<=n;i++) {    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
       for (j=1;j<=n;j++) xit[j]=xi[j][i];    free((FREE_ARG)(m[nrl]+ncl-NR_END));
       fptt=(*fret);    free((FREE_ARG)(m+nrl-NR_END));
 #ifdef DEBUG  }
       printf("fret=%lf \n",*fret);  
 #endif  /***************** f1dim *************************/
       printf("%d",i);fflush(stdout);  extern int ncom; 
       linmin(p,xit,n,fret,func);  extern double *pcom,*xicom;
       if (fabs(fptt-(*fret)) > del) {  extern double (*nrfunc)(double []); 
         del=fabs(fptt-(*fret));   
         ibig=i;  double f1dim(double x) 
       }  { 
 #ifdef DEBUG    int j; 
       printf("%d %.12e",i,(*fret));    double f;
       for (j=1;j<=n;j++) {    double *xt; 
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);   
         printf(" x(%d)=%.12e",j,xit[j]);    xt=vector(1,ncom); 
       }    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
       for(j=1;j<=n;j++)    f=(*nrfunc)(xt); 
         printf(" p=%.12e",p[j]);    free_vector(xt,1,ncom); 
       printf("\n");    return f; 
 #endif  } 
     }  
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {  /*****************brent *************************/
 #ifdef DEBUG  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
       int k[2],l;  { 
       k[0]=1;    int iter; 
       k[1]=-1;    double a,b,d,etemp;
       printf("Max: %.12e",(*func)(p));    double fu,fv,fw,fx;
       for (j=1;j<=n;j++)    double ftemp;
         printf(" %.12e",p[j]);    double p,q,r,tol1,tol2,u,v,w,x,xm; 
       printf("\n");    double e=0.0; 
       for(l=0;l<=1;l++) {   
         for (j=1;j<=n;j++) {    a=(ax < cx ? ax : cx); 
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];    b=(ax > cx ? ax : cx); 
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);    x=w=v=bx; 
         }    fw=fv=fx=(*f)(x); 
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));    for (iter=1;iter<=ITMAX;iter++) { 
       }      xm=0.5*(a+b); 
 #endif      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
       /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
       printf(".");fflush(stdout);
       free_vector(xit,1,n);      fprintf(ficlog,".");fflush(ficlog);
       free_vector(xits,1,n);  #ifdef DEBUG
       free_vector(ptt,1,n);      printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
       free_vector(pt,1,n);      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);
       return;      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
     }  #endif
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
     for (j=1;j<=n;j++) {        *xmin=x; 
       ptt[j]=2.0*p[j]-pt[j];        return fx; 
       xit[j]=p[j]-pt[j];      } 
       pt[j]=p[j];      ftemp=fu;
     }      if (fabs(e) > tol1) { 
     fptt=(*func)(ptt);        r=(x-w)*(fx-fv); 
     if (fptt < fp) {        q=(x-v)*(fx-fw); 
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);        p=(x-v)*q-(x-w)*r; 
       if (t < 0.0) {        q=2.0*(q-r); 
         linmin(p,xit,n,fret,func);        if (q > 0.0) p = -p; 
         for (j=1;j<=n;j++) {        q=fabs(q); 
           xi[j][ibig]=xi[j][n];        etemp=e; 
           xi[j][n]=xit[j];        e=d; 
         }        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
 #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);        else { 
         for(j=1;j<=n;j++)          d=p/q; 
           printf(" %.12e",xit[j]);          u=x+d; 
         printf("\n");          if (u-a < tol2 || b-u < tol2) 
 #endif            d=SIGN(tol1,xm-x); 
       }        } 
     }      } else { 
   }        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
 }      } 
       u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
 /**** Prevalence limit ****************/      fu=(*f)(u); 
       if (fu <= fx) { 
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)        if (u >= x) a=x; else b=x; 
 {        SHFT(v,w,x,u) 
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit          SHFT(fv,fw,fx,fu) 
      matrix by transitions matrix until convergence is reached */          } else { 
             if (u < x) a=u; else b=u; 
   int i, ii,j,k;            if (fu <= fw || w == x) { 
   double min, max, maxmin, maxmax,sumnew=0.;              v=w; 
   double **matprod2();              w=u; 
   double **out, cov[NCOVMAX], **pmij();              fv=fw; 
   double **newm;              fw=fu; 
   double agefin, delaymax=50 ; /* Max number of years to converge */            } else if (fu <= fv || v == x || v == w) { 
               v=u; 
   for (ii=1;ii<=nlstate+ndeath;ii++)              fv=fu; 
     for (j=1;j<=nlstate+ndeath;j++){            } 
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);          } 
     }    } 
     nrerror("Too many iterations in brent"); 
    cov[1]=1.;    *xmin=x; 
      return fx; 
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */  } 
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){  
     newm=savm;  /****************** mnbrak ***********************/
     /* Covariates have to be included here again */  
      cov[2]=agefin;  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
                double (*func)(double)) 
       for (k=1; k<=cptcovn;k++) {  { 
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];    double ulim,u,r,q, dum;
         /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/    double fu; 
       }   
       for (k=1; k<=cptcovage;k++)    *fa=(*func)(*ax); 
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];    *fb=(*func)(*bx); 
       for (k=1; k<=cptcovprod;k++)    if (*fb > *fa) { 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];      SHFT(dum,*ax,*bx,dum) 
         SHFT(dum,*fb,*fa,dum) 
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/        } 
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/    *cx=(*bx)+GOLD*(*bx-*ax); 
     *fc=(*func)(*cx); 
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);    while (*fb > *fc) { 
       r=(*bx-*ax)*(*fb-*fc); 
     savm=oldm;      q=(*bx-*cx)*(*fb-*fa); 
     oldm=newm;      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
     maxmax=0.;        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
     for(j=1;j<=nlstate;j++){      ulim=(*bx)+GLIMIT*(*cx-*bx); 
       min=1.;      if ((*bx-u)*(u-*cx) > 0.0) { 
       max=0.;        fu=(*func)(u); 
       for(i=1; i<=nlstate; i++) {      } else if ((*cx-u)*(u-ulim) > 0.0) { 
         sumnew=0;        fu=(*func)(u); 
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];        if (fu < *fc) { 
         prlim[i][j]= newm[i][j]/(1-sumnew);          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
         max=FMAX(max,prlim[i][j]);            SHFT(*fb,*fc,fu,(*func)(u)) 
         min=FMIN(min,prlim[i][j]);            } 
       }      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
       maxmin=max-min;        u=ulim; 
       maxmax=FMAX(maxmax,maxmin);        fu=(*func)(u); 
     }      } else { 
     if(maxmax < ftolpl){        u=(*cx)+GOLD*(*cx-*bx); 
       return prlim;        fu=(*func)(u); 
     }      } 
   }      SHFT(*ax,*bx,*cx,u) 
 }        SHFT(*fa,*fb,*fc,fu) 
         } 
 /*************** transition probabilities ***************/  } 
   
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )  /*************** linmin ************************/
 {  
   double s1, s2;  int ncom; 
   /*double t34;*/  double *pcom,*xicom;
   int i,j,j1, nc, ii, jj;  double (*nrfunc)(double []); 
    
     for(i=1; i<= nlstate; i++){  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
     for(j=1; j<i;j++){  { 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){    double brent(double ax, double bx, double cx, 
         /*s2 += param[i][j][nc]*cov[nc];*/                 double (*f)(double), double tol, double *xmin); 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    double f1dim(double x); 
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
       }                double *fc, double (*func)(double)); 
       ps[i][j]=s2;    int j; 
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/    double xx,xmin,bx,ax; 
     }    double fx,fb,fa;
     for(j=i+1; j<=nlstate+ndeath;j++){   
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){    ncom=n; 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    pcom=vector(1,n); 
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/    xicom=vector(1,n); 
       }    nrfunc=func; 
       ps[i][j]=(s2);    for (j=1;j<=n;j++) { 
     }      pcom[j]=p[j]; 
   }      xicom[j]=xi[j]; 
     /*ps[3][2]=1;*/    } 
     ax=0.0; 
   for(i=1; i<= nlstate; i++){    xx=1.0; 
      s1=0;    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
     for(j=1; j<i; j++)    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
       s1+=exp(ps[i][j]);  #ifdef DEBUG
     for(j=i+1; j<=nlstate+ndeath; j++)    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
       s1+=exp(ps[i][j]);    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
     ps[i][i]=1./(s1+1.);  #endif
     for(j=1; j<i; j++)    for (j=1;j<=n;j++) { 
       ps[i][j]= exp(ps[i][j])*ps[i][i];      xi[j] *= xmin; 
     for(j=i+1; j<=nlstate+ndeath; j++)      p[j] += xi[j]; 
       ps[i][j]= exp(ps[i][j])*ps[i][i];    } 
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */    free_vector(xicom,1,n); 
   } /* end i */    free_vector(pcom,1,n); 
   } 
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){  
     for(jj=1; jj<= nlstate+ndeath; jj++){  char *asc_diff_time(long time_sec, char ascdiff[])
       ps[ii][jj]=0;  {
       ps[ii][ii]=1;    long sec_left, days, hours, minutes;
     }    days = (time_sec) / (60*60*24);
   }    sec_left = (time_sec) % (60*60*24);
     hours = (sec_left) / (60*60) ;
     sec_left = (sec_left) %(60*60);
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){    minutes = (sec_left) /60;
     for(jj=1; jj<= nlstate+ndeath; jj++){    sec_left = (sec_left) % (60);
      printf("%lf ",ps[ii][jj]);    sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
    }    return ascdiff;
     printf("\n ");  }
     }  
     printf("\n ");printf("%lf ",cov[2]);*/  /*************** powell ************************/
 /*  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
   for(i=1; i<= npar; i++) printf("%f ",x[i]);              double (*func)(double [])) 
   goto end;*/  { 
     return ps;    void linmin(double p[], double xi[], int n, double *fret, 
 }                double (*func)(double [])); 
     int i,ibig,j; 
 /**************** Product of 2 matrices ******************/    double del,t,*pt,*ptt,*xit;
     double fp,fptt;
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)    double *xits;
 {    int niterf, itmp;
   /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times  
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */    pt=vector(1,n); 
   /* in, b, out are matrice of pointers which should have been initialized    ptt=vector(1,n); 
      before: only the contents of out is modified. The function returns    xit=vector(1,n); 
      a pointer to pointers identical to out */    xits=vector(1,n); 
   long i, j, k;    *fret=(*func)(p); 
   for(i=nrl; i<= nrh; i++)    for (j=1;j<=n;j++) pt[j]=p[j]; 
     for(k=ncolol; k<=ncoloh; k++)    for (*iter=1;;++(*iter)) { 
       for(j=ncl,out[i][k]=0.; j<=nch; j++)      fp=(*fret); 
         out[i][k] +=in[i][j]*b[j][k];      ibig=0; 
       del=0.0; 
   return out;      last_time=curr_time;
 }      (void) gettimeofday(&curr_time,&tzp);
       printf("\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec);fflush(stdout);
       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);
 /************* Higher Matrix Product ***************/      fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec);
       for (i=1;i<=n;i++) {
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )        printf(" %d %.12f",i, p[i]);
 {        fprintf(ficlog," %d %.12lf",i, p[i]);
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month        fprintf(ficrespow," %.12lf", p[i]);
      duration (i.e. until      }
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.      printf("\n");
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step      fprintf(ficlog,"\n");
      (typically every 2 years instead of every month which is too big).      fprintf(ficrespow,"\n");fflush(ficrespow);
      Model is determined by parameters x and covariates have to be      if(*iter <=3){
      included manually here.        tm = *localtime(&curr_time.tv_sec);
         strcpy(strcurr,asctime(&tmf));
      */  /*       asctime_r(&tm,strcurr); */
         forecast_time=curr_time;
   int i, j, d, h, k;        itmp = strlen(strcurr);
   double **out, cov[NCOVMAX];        if(strcurr[itmp-1]=='\n')
   double **newm;          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);
   /* Hstepm could be zero and should return the unit matrix */        fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
   for (i=1;i<=nlstate+ndeath;i++)        for(niterf=10;niterf<=30;niterf+=10){
     for (j=1;j<=nlstate+ndeath;j++){          forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
       oldm[i][j]=(i==j ? 1.0 : 0.0);          tmf = *localtime(&forecast_time.tv_sec);
       po[i][j][0]=(i==j ? 1.0 : 0.0);  /*      asctime_r(&tmf,strfor); */
     }          strcpy(strfor,asctime(&tmf));
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */          itmp = strlen(strfor);
   for(h=1; h <=nhstepm; h++){          if(strfor[itmp-1]=='\n')
     for(d=1; d <=hstepm; d++){          strfor[itmp-1]='\0';
       newm=savm;          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);
       /* Covariates have to be included here again */          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);
       cov[1]=1.;        }
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;      }
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];      for (i=1;i<=n;i++) { 
       for (k=1; k<=cptcovage;k++)        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];        fptt=(*fret); 
       for (k=1; k<=cptcovprod;k++)  #ifdef DEBUG
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];        printf("fret=%lf \n",*fret);
         fprintf(ficlog,"fret=%lf \n",*fret);
   #endif
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/        printf("%d",i);fflush(stdout);
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/        fprintf(ficlog,"%d",i);fflush(ficlog);
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,        linmin(p,xit,n,fret,func); 
                    pmij(pmmij,cov,ncovmodel,x,nlstate));        if (fabs(fptt-(*fret)) > del) { 
       savm=oldm;          del=fabs(fptt-(*fret)); 
       oldm=newm;          ibig=i; 
     }        } 
     for(i=1; i<=nlstate+ndeath; i++)  #ifdef DEBUG
       for(j=1;j<=nlstate+ndeath;j++) {        printf("%d %.12e",i,(*fret));
         po[i][j][h]=newm[i][j];        fprintf(ficlog,"%d %.12e",i,(*fret));
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);        for (j=1;j<=n;j++) {
          */          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
       }          printf(" x(%d)=%.12e",j,xit[j]);
   } /* end h */          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
   return po;        }
 }        for(j=1;j<=n;j++) {
           printf(" p=%.12e",p[j]);
           fprintf(ficlog," p=%.12e",p[j]);
 /*************** log-likelihood *************/        }
 double func( double *x)        printf("\n");
 {        fprintf(ficlog,"\n");
   int i, ii, j, k, mi, d, kk;  #endif
   double l, ll[NLSTATEMAX], cov[NCOVMAX];      } 
   double **out;      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
   double sw; /* Sum of weights */  #ifdef DEBUG
   double lli; /* Individual log likelihood */        int k[2],l;
   long ipmx;        k[0]=1;
   /*extern weight */        k[1]=-1;
   /* We are differentiating ll according to initial status */        printf("Max: %.12e",(*func)(p));
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/        fprintf(ficlog,"Max: %.12e",(*func)(p));
   /*for(i=1;i<imx;i++)        for (j=1;j<=n;j++) {
     printf(" %d\n",s[4][i]);          printf(" %.12e",p[j]);
   */          fprintf(ficlog," %.12e",p[j]);
   cov[1]=1.;        }
         printf("\n");
   for(k=1; k<=nlstate; k++) ll[k]=0.;        fprintf(ficlog,"\n");
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){        for(l=0;l<=1;l++) {
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];          for (j=1;j<=n;j++) {
     for(mi=1; mi<= wav[i]-1; mi++){            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
       for (ii=1;ii<=nlstate+ndeath;ii++)            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);            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(d=0; d<dh[mi][i]; d++){          }
         newm=savm;          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
         for (kk=1; kk<=cptcovage;kk++) {        }
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];  #endif
         }  
          
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,        free_vector(xit,1,n); 
                      1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));        free_vector(xits,1,n); 
         savm=oldm;        free_vector(ptt,1,n); 
         oldm=newm;        free_vector(pt,1,n); 
                return; 
              } 
       } /* end mult */      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
            for (j=1;j<=n;j++) { 
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);        ptt[j]=2.0*p[j]-pt[j]; 
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/        xit[j]=p[j]-pt[j]; 
       ipmx +=1;        pt[j]=p[j]; 
       sw += weight[i];      } 
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;      fptt=(*func)(ptt); 
     } /* end of wave */      if (fptt < fp) { 
   } /* end of individual */        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
         if (t < 0.0) { 
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];          linmin(p,xit,n,fret,func); 
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */          for (j=1;j<=n;j++) { 
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */            xi[j][ibig]=xi[j][n]; 
   return -l;            xi[j][n]=xit[j]; 
 }          }
   #ifdef DEBUG
           printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
 /*********** Maximum Likelihood Estimation ***************/          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
           for(j=1;j<=n;j++){
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))            printf(" %.12e",xit[j]);
 {            fprintf(ficlog," %.12e",xit[j]);
   int i,j, iter;          }
   double **xi,*delti;          printf("\n");
   double fret;          fprintf(ficlog,"\n");
   xi=matrix(1,npar,1,npar);  #endif
   for (i=1;i<=npar;i++)        }
     for (j=1;j<=npar;j++)      } 
       xi[i][j]=(i==j ? 1.0 : 0.0);    } 
   printf("Powell\n");  } 
   powell(p,xi,npar,ftol,&iter,&fret,func);  
   /**** Prevalence limit (stable prevalence)  ****************/
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));  
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
   {
 }    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
        matrix by transitions matrix until convergence is reached */
 /**** Computes Hessian and covariance matrix ***/  
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))    int i, ii,j,k;
 {    double min, max, maxmin, maxmax,sumnew=0.;
   double  **a,**y,*x,pd;    double **matprod2();
   double **hess;    double **out, cov[NCOVMAX], **pmij();
   int i, j,jk;    double **newm;
   int *indx;    double agefin, delaymax=50 ; /* Max number of years to converge */
   
   double hessii(double p[], double delta, int theta, double delti[]);    for (ii=1;ii<=nlstate+ndeath;ii++)
   double hessij(double p[], double delti[], int i, int j);      for (j=1;j<=nlstate+ndeath;j++){
   void lubksb(double **a, int npar, int *indx, double b[]) ;        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   void ludcmp(double **a, int npar, int *indx, double *d) ;      }
   
   hess=matrix(1,npar,1,npar);     cov[1]=1.;
    
   printf("\nCalculation of the hessian matrix. Wait...\n");   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
   for (i=1;i<=npar;i++){    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
     printf("%d",i);fflush(stdout);      newm=savm;
     hess[i][i]=hessii(p,ftolhess,i,delti);      /* Covariates have to be included here again */
     /*printf(" %f ",p[i]);*/       cov[2]=agefin;
     /*printf(" %lf ",hess[i][i]);*/    
   }        for (k=1; k<=cptcovn;k++) {
            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]]);*/
     for (j=1;j<=npar;j++)  {        }
       if (j>i) {        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
         printf(".%d%d",i,j);fflush(stdout);        for (k=1; k<=cptcovprod;k++)
         hess[i][j]=hessij(p,delti,i,j);          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
         hess[j][i]=hess[i][j];      
         /*printf(" %lf ",hess[i][j]);*/        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
       }        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
     }        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
   }      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
   printf("\n");  
       savm=oldm;
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");      oldm=newm;
        maxmax=0.;
   a=matrix(1,npar,1,npar);      for(j=1;j<=nlstate;j++){
   y=matrix(1,npar,1,npar);        min=1.;
   x=vector(1,npar);        max=0.;
   indx=ivector(1,npar);        for(i=1; i<=nlstate; i++) {
   for (i=1;i<=npar;i++)          sumnew=0;
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
   ludcmp(a,npar,indx,&pd);          prlim[i][j]= newm[i][j]/(1-sumnew);
           max=FMAX(max,prlim[i][j]);
   for (j=1;j<=npar;j++) {          min=FMIN(min,prlim[i][j]);
     for (i=1;i<=npar;i++) x[i]=0;        }
     x[j]=1;        maxmin=max-min;
     lubksb(a,npar,indx,x);        maxmax=FMAX(maxmax,maxmin);
     for (i=1;i<=npar;i++){      }
       matcov[i][j]=x[i];      if(maxmax < ftolpl){
     }        return prlim;
   }      }
     }
   printf("\n#Hessian matrix#\n");  }
   for (i=1;i<=npar;i++) {  
     for (j=1;j<=npar;j++) {  /*************** transition probabilities ***************/ 
       printf("%.3e ",hess[i][j]);  
     }  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
     printf("\n");  {
   }    double s1, s2;
     /*double t34;*/
   /* Recompute Inverse */    int i,j,j1, nc, ii, jj;
   for (i=1;i<=npar;i++)  
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];      for(i=1; i<= nlstate; i++){
   ludcmp(a,npar,indx,&pd);      for(j=1; j<i;j++){
         for (nc=1, s2=0.;nc <=ncovmodel; nc++){
   /*  printf("\n#Hessian matrix recomputed#\n");          /*s2 += param[i][j][nc]*cov[nc];*/
           s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
   for (j=1;j<=npar;j++) {          /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
     for (i=1;i<=npar;i++) x[i]=0;        }
     x[j]=1;        ps[i][j]=s2;
     lubksb(a,npar,indx,x);        /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
     for (i=1;i<=npar;i++){      }
       y[i][j]=x[i];      for(j=i+1; j<=nlstate+ndeath;j++){
       printf("%.3e ",y[i][j]);        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
     }          s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
     printf("\n");          /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
   }        }
   */        ps[i][j]=s2;
       }
   free_matrix(a,1,npar,1,npar);    }
   free_matrix(y,1,npar,1,npar);      /*ps[3][2]=1;*/
   free_vector(x,1,npar);  
   free_ivector(indx,1,npar);    for(i=1; i<= nlstate; i++){
   free_matrix(hess,1,npar,1,npar);       s1=0;
       for(j=1; j<i; j++)
         s1+=exp(ps[i][j]);
 }      for(j=i+1; j<=nlstate+ndeath; j++)
         s1+=exp(ps[i][j]);
 /*************** hessian matrix ****************/      ps[i][i]=1./(s1+1.);
 double hessii( double x[], double delta, int theta, double delti[])      for(j=1; j<i; j++)
 {        ps[i][j]= exp(ps[i][j])*ps[i][i];
   int i;      for(j=i+1; j<=nlstate+ndeath; j++)
   int l=1, lmax=20;        ps[i][j]= exp(ps[i][j])*ps[i][i];
   double k1,k2;      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
   double p2[NPARMAX+1];    } /* end i */
   double res;  
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;    for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
   double fx;      for(jj=1; jj<= nlstate+ndeath; jj++){
   int k=0,kmax=10;        ps[ii][jj]=0;
   double l1;        ps[ii][ii]=1;
       }
   fx=func(x);    }
   for (i=1;i<=npar;i++) p2[i]=x[i];  
   for(l=0 ; l <=lmax; l++){  
     l1=pow(10,l);    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
     delts=delt;      for(jj=1; jj<= nlstate+ndeath; jj++){
     for(k=1 ; k <kmax; k=k+1){       printf("%lf ",ps[ii][jj]);
       delt = delta*(l1*k);     }
       p2[theta]=x[theta] +delt;      printf("\n ");
       k1=func(p2)-fx;      }
       p2[theta]=x[theta]-delt;      printf("\n ");printf("%lf ",cov[2]);*/
       k2=func(p2)-fx;  /*
       /*res= (k1-2.0*fx+k2)/delt/delt; */    for(i=1; i<= npar; i++) printf("%f ",x[i]);
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */    goto end;*/
            return ps;
 #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);  
 #endif  /**************** Product of 2 matrices ******************/
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */  
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
         k=kmax;  {
       }    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
         k=kmax; l=lmax*10.;    /* in, b, out are matrice of pointers which should have been initialized 
       }       before: only the contents of out is modified. The function returns
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){       a pointer to pointers identical to out */
         delts=delt;    long i, j, k;
       }    for(i=nrl; i<= nrh; i++)
     }      for(k=ncolol; k<=ncoloh; k++)
   }        for(j=ncl,out[i][k]=0.; j<=nch; j++)
   delti[theta]=delts;          out[i][k] +=in[i][j]*b[j][k];
   return res;  
      return out;
 }  }
   
 double hessij( double x[], double delti[], int thetai,int thetaj)  
 {  /************* Higher Matrix Product ***************/
   int i;  
   int l=1, l1, lmax=20;  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
   double k1,k2,k3,k4,res,fx;  {
   double p2[NPARMAX+1];    /* Computes the transition matrix starting at age 'age' over 
   int k;       'nhstepm*hstepm*stepm' months (i.e. until
        age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
   fx=func(x);       nhstepm*hstepm matrices. 
   for (k=1; k<=2; k++) {       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
     for (i=1;i<=npar;i++) p2[i]=x[i];       (typically every 2 years instead of every month which is too big 
     p2[thetai]=x[thetai]+delti[thetai]/k;       for the memory).
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;       Model is determined by parameters x and covariates have to be 
     k1=func(p2)-fx;       included manually here. 
    
     p2[thetai]=x[thetai]+delti[thetai]/k;       */
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;  
     k2=func(p2)-fx;    int i, j, d, h, k;
      double **out, cov[NCOVMAX];
     p2[thetai]=x[thetai]-delti[thetai]/k;    double **newm;
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;  
     k3=func(p2)-fx;    /* Hstepm could be zero and should return the unit matrix */
      for (i=1;i<=nlstate+ndeath;i++)
     p2[thetai]=x[thetai]-delti[thetai]/k;      for (j=1;j<=nlstate+ndeath;j++){
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;        oldm[i][j]=(i==j ? 1.0 : 0.0);
     k4=func(p2)-fx;        po[i][j][0]=(i==j ? 1.0 : 0.0);
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */      }
 #ifdef DEBUG    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     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);    for(h=1; h <=nhstepm; h++){
 #endif      for(d=1; d <=hstepm; d++){
   }        newm=savm;
   return res;        /* Covariates have to be included here again */
 }        cov[1]=1.;
         cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
 /************** Inverse of matrix **************/        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
 void ludcmp(double **a, int n, int *indx, double *d)        for (k=1; k<=cptcovage;k++)
 {          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
   int i,imax,j,k;        for (k=1; k<=cptcovprod;k++)
   double big,dum,sum,temp;          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
   double *vv;  
    
   vv=vector(1,n);        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
   *d=1.0;        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
   for (i=1;i<=n;i++) {        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
     big=0.0;                     pmij(pmmij,cov,ncovmodel,x,nlstate));
     for (j=1;j<=n;j++)        savm=oldm;
       if ((temp=fabs(a[i][j])) > big) big=temp;        oldm=newm;
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");      }
     vv[i]=1.0/big;      for(i=1; i<=nlstate+ndeath; i++)
   }        for(j=1;j<=nlstate+ndeath;j++) {
   for (j=1;j<=n;j++) {          po[i][j][h]=newm[i][j];
     for (i=1;i<j;i++) {          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
       sum=a[i][j];           */
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];        }
       a[i][j]=sum;    } /* end h */
     }    return po;
     big=0.0;  }
     for (i=j;i<=n;i++) {  
       sum=a[i][j];  
       for (k=1;k<j;k++)  /*************** log-likelihood *************/
         sum -= a[i][k]*a[k][j];  double func( double *x)
       a[i][j]=sum;  {
       if ( (dum=vv[i]*fabs(sum)) >= big) {    int i, ii, j, k, mi, d, kk;
         big=dum;    double l, ll[NLSTATEMAX], cov[NCOVMAX];
         imax=i;    double **out;
       }    double sw; /* Sum of weights */
     }    double lli; /* Individual log likelihood */
     if (j != imax) {    int s1, s2;
       for (k=1;k<=n;k++) {    double bbh, survp;
         dum=a[imax][k];    long ipmx;
         a[imax][k]=a[j][k];    /*extern weight */
         a[j][k]=dum;    /* We are differentiating ll according to initial status */
       }    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
       *d = -(*d);    /*for(i=1;i<imx;i++) 
       vv[imax]=vv[j];      printf(" %d\n",s[4][i]);
     }    */
     indx[j]=imax;    cov[1]=1.;
     if (a[j][j] == 0.0) a[j][j]=TINY;  
     if (j != n) {    for(k=1; k<=nlstate; k++) ll[k]=0.;
       dum=1.0/(a[j][j]);  
       for (i=j+1;i<=n;i++) a[i][j] *= dum;    if(mle==1){
     }      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   }        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   free_vector(vv,1,n);  /* Doesn't work */        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);
 void lubksb(double **a, int n, int *indx, double b[])              savm[ii][j]=(ii==j ? 1.0 : 0.0);
 {            }
   int i,ii=0,ip,j;          for(d=0; d<dh[mi][i]; d++){
   double sum;            newm=savm;
              cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   for (i=1;i<=n;i++) {            for (kk=1; kk<=cptcovage;kk++) {
     ip=indx[i];              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     sum=b[ip];            }
     b[ip]=b[i];            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     if (ii)                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];            savm=oldm;
     else if (sum) ii=i;            oldm=newm;
     b[i]=sum;          } /* end mult */
   }        
   for (i=n;i>=1;i--) {          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
     sum=b[i];          /* But now since version 0.9 we anticipate for bias and large stepm.
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];           * If stepm is larger than one month (smallest stepm) and if the exact delay 
     b[i]=sum/a[i][i];           * (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
            * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
 /************ Frequencies ********************/           * probability in order to take into account the bias as a fraction of the way
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax, int fprev1,int lprev1)           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
 {  /* Some frequencies */           * -stepm/2 to stepm/2 .
             * For stepm=1 the results are the same as for previous versions of Imach.
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;           * For stepm > 1 the results are less biased than in previous versions. 
   double ***freq; /* Frequencies */           */
   double *pp;          s1=s[mw[mi][i]][i];
   double pos;          s2=s[mw[mi+1][i]][i];
   FILE *ficresp;          bbh=(double)bh[mi][i]/(double)stepm; 
   char fileresp[FILENAMELENGTH];          /* bias is positive if real duration
            * is higher than the multiple of stepm and negative otherwise.
   pp=vector(1,nlstate);           */
  probs= ma3x(1,130 ,1,8, 1,8);          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
   strcpy(fileresp,"p");          if( s2 > nlstate){ 
   strcat(fileresp,fileres);            /* i.e. if s2 is a death state and if the date of death is known then the contribution
   if((ficresp=fopen(fileresp,"w"))==NULL) {               to the likelihood is the probability to die between last step unit time and current 
     printf("Problem with prevalence resultfile: %s\n", fileresp);               step unit time, which is also the differences between probability to die before dh 
     exit(0);               and probability to die before dh-stepm . 
   }               In version up to 0.92 likelihood was computed
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);          as if date of death was unknown. Death was treated as any other
   j1=0;          health state: the date of the interview describes the actual state
           and not the date of a change in health state. The former idea was
   j=cptcoveff;          to consider that at each interview the state was recorded
   if (cptcovn<1) {j=1;ncodemax[1]=1;}          (healthy, disable or death) and IMaCh was corrected; but when we
           introduced the exact date of death then we should have modified
   for(k1=1; k1<=j;k1++){          the contribution of an exact death to the likelihood. This new
    for(i1=1; i1<=ncodemax[k1];i1++){          contribution is smaller and very dependent of the step unit
        j1++;          stepm. It is no more the probability to die between last interview
        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);          and month of death but the probability to survive from last
          scanf("%d", i);*/          interview up to one month before death multiplied by the
         for (i=-1; i<=nlstate+ndeath; i++)            probability to die within a month. Thanks to Chris
          for (jk=-1; jk<=nlstate+ndeath; jk++)            Jackson for correcting this bug.  Former versions increased
            for(m=agemin; m <= agemax+3; m++)          mortality artificially. The bad side is that we add another loop
              freq[i][jk][m]=0;          which slows down the processing. The difference can be up to 10%
                  lower mortality.
        for (i=1; i<=imx; i++) {            */
          bool=1;            lli=log(out[s1][s2] - savm[s1][s2]);
          if  (cptcovn>0) {          }else{
            for (z1=1; z1<=cptcoveff; z1++)            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])            /*  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 */
                bool=0;          } 
          }          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
           if (bool==1) {          /*if(lli ==000.0)*/
            for(m=fprev1; m<=lprev1; m++){          /*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(agev[m][i]==0) agev[m][i]=agemax+1;          ipmx +=1;
              if(agev[m][i]==1) agev[m][i]=agemax+2;          sw += weight[i];
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];        } /* end of wave */
            }      } /* end of individual */
          }    }  else if(mle==2){
        }      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         if  (cptcovn>0) {        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
          fprintf(ficresp, "\n#********** Variable ");        for(mi=1; mi<= wav[i]-1; mi++){
          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);          for (ii=1;ii<=nlstate+ndeath;ii++)
        fprintf(ficresp, "**********\n#");            for (j=1;j<=nlstate+ndeath;j++){
         }              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
        for(i=1; i<=nlstate;i++)              savm[ii][j]=(ii==j ? 1.0 : 0.0);
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);            }
        fprintf(ficresp, "\n");          for(d=0; d<=dh[mi][i]; d++){
                    newm=savm;
   for(i=(int)agemin; i <= (int)agemax+3; i++){            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     if(i==(int)agemax+3)            for (kk=1; kk<=cptcovage;kk++) {
       printf("Total");              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     else            }
       printf("Age %d", i);            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     for(jk=1; jk <=nlstate ; jk++){                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)            savm=oldm;
         pp[jk] += freq[jk][m][i];            oldm=newm;
     }          } /* end mult */
     for(jk=1; jk <=nlstate ; jk++){        
       for(m=-1, pos=0; m <=0 ; m++)          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
         pos += freq[jk][m][i];          /* But now since version 0.9 we anticipate for bias and large stepm.
       if(pp[jk]>=1.e-10)           * If stepm is larger than one month (smallest stepm) and if the exact delay 
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);           * (in months) between two waves is not a multiple of stepm, we rounded to 
       else           * the nearest (and in case of equal distance, to the lowest) interval but now
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);           * we keep into memory the bias bh[mi][i] and also the previous matrix product
     }           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
            * probability in order to take into account the bias as a fraction of the way
      for(jk=1; jk <=nlstate ; jk++){           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
       for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)           * -stepm/2 to stepm/2 .
         pp[jk] += freq[jk][m][i];           * 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,pos=0; jk <=nlstate ; jk++)          s1=s[mw[mi][i]][i];
       pos += pp[jk];          s2=s[mw[mi+1][i]][i];
     for(jk=1; jk <=nlstate ; jk++){          bbh=(double)bh[mi][i]/(double)stepm; 
       if(pos>=1.e-5)          /* bias is positive if real duration
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);           * is higher than the multiple of stepm and negative otherwise.
       else           */
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);          lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
       if( i <= (int) agemax){          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
         if(pos>=1.e-5){          /*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 */
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
           probs[i][jk][j1]= pp[jk]/pos;          /*if(lli ==000.0)*/
           /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
         }          ipmx +=1;
       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,
 /************ Prevalence ********************/                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 void prevalence(int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax, int fprev1,int lprev1)            savm=oldm;
 {  /* Some frequencies */            oldm=newm;
            } /* end mult */
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;        
   double ***freq; /* Frequencies */          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
   double *pp;          /* But now since version 0.9 we anticipate for bias and large stepm.
   double pos;           * 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 
   pp=vector(1,nlstate);           * the nearest (and in case of equal distance, to the lowest) interval but now
   probs= ma3x(1,130 ,1,8, 1,8);           * we keep into memory the bias bh[mi][i] and also the previous matrix product
             * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
   freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);           * probability in order to take into account the bias as a fraction of the way
   j1=0;           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
             * -stepm/2 to stepm/2 .
   j=cptcoveff;           * For stepm=1 the results are the same as for previous versions of Imach.
   if (cptcovn<1) {j=1;ncodemax[1]=1;}           * For stepm > 1 the results are less biased than in previous versions. 
             */
  for(k1=1; k1<=j;k1++){          s1=s[mw[mi][i]][i];
     for(i1=1; i1<=ncodemax[k1];i1++){          s2=s[mw[mi+1][i]][i];
       j1++;          bbh=(double)bh[mi][i]/(double)stepm; 
            /* bias is positive if real duration
       for (i=-1; i<=nlstate+ndeath; i++)             * is higher than the multiple of stepm and negative otherwise.
         for (jk=-1; jk<=nlstate+ndeath; jk++)             */
           for(m=agemin; m <= agemax+3; m++)          /* 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 */
           freq[i][jk][m]=0;          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 */
                /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
       for (i=1; i<=imx; i++) {          /*if(lli ==000.0)*/
         bool=1;          /*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  (cptcovn>0) {          ipmx +=1;
           for (z1=1; z1<=cptcoveff; z1++)          sw += weight[i];
             if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
               bool=0;        } /* end of wave */
               }      } /* end of individual */
         if (bool==1) {    }else if (mle==4){  /* ml=4 no inter-extrapolation */
           for(m=fprev1; m<=lprev1; m++){      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
             if(agev[m][i]==0) agev[m][i]=agemax+1;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
             if(agev[m][i]==1) agev[m][i]=agemax+2;        for(mi=1; mi<= wav[i]-1; mi++){
             freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];          for (ii=1;ii<=nlstate+ndeath;ii++)
             freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];            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(i=(int)agemin; i <= (int)agemax+3; i++){          for(d=0; d<dh[mi][i]; d++){
         for(jk=1; jk <=nlstate ; jk++){            newm=savm;
           for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
             pp[jk] += freq[jk][m][i];            for (kk=1; kk<=cptcovage;kk++) {
         }              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
         for(jk=1; jk <=nlstate ; jk++){            }
           for(m=-1, pos=0; m <=0 ; m++)          
             pos += freq[jk][m][i];            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
         }                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
                    savm=oldm;
          for(jk=1; jk <=nlstate ; jk++){            oldm=newm;
            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)          } /* end mult */
              pp[jk] += freq[jk][m][i];        
          }          s1=s[mw[mi][i]][i];
                    s2=s[mw[mi+1][i]][i];
          for(jk=1,pos=0; jk <=nlstate ; jk++) pos += pp[jk];          if( s2 > nlstate){ 
             lli=log(out[s1][s2] - savm[s1][s2]);
          for(jk=1; jk <=nlstate ; jk++){                    }else{
            if( i <= (int) agemax){            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
              if(pos>=1.e-5){          }
                probs[i][jk][j1]= pp[jk]/pos;          ipmx +=1;
              }          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]); */
                  } /* end of wave */
          }      } /* end of individual */
     }    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
   }      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++){
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);          for (ii=1;ii<=nlstate+ndeath;ii++)
   free_vector(pp,1,nlstate);            for (j=1;j<=nlstate+ndeath;j++){
                oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 }  /* End of Freq */              savm[ii][j]=(ii==j ? 1.0 : 0.0);
 /************* Waves Concatenation ***************/            }
           for(d=0; d<dh[mi][i]; d++){
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)            newm=savm;
 {            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.            for (kk=1; kk<=cptcovage;kk++) {
      Death is a valid wave (if date is known).              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i            }
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]          
      and mw[mi+1][i]. dh depends on stepm.            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
      */                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
             savm=oldm;
   int i, mi, m;            oldm=newm;
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;          } /* end mult */
      double sum=0., jmean=0.;*/        
           s1=s[mw[mi][i]][i];
   int j, k=0,jk, ju, jl;          s2=s[mw[mi+1][i]][i];
   double sum=0.;          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
   jmin=1e+5;          ipmx +=1;
   jmax=-1;          sw += weight[i];
   jmean=0.;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   for(i=1; i<=imx; i++){          /*printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]);*/
     mi=0;        } /* end of wave */
     m=firstpass;      } /* end of individual */
     while(s[m][i] <= nlstate){    } /* End of if */
       if(s[m][i]>=1)    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
         mw[++mi][i]=m;    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
       if(m >=lastpass)    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
         break;    return -l;
       else  }
         m++;  
     }/* end while */  /*************** log-likelihood *************/
     if (s[m][i] > nlstate){  double funcone( double *x)
       mi++;     /* Death is another wave */  {
       /* if(mi==0)  never been interviewed correctly before death */    /* Same as likeli but slower because of a lot of printf and if */
          /* Only death is a correct wave */    int i, ii, j, k, mi, d, kk;
       mw[mi][i]=m;    double l, ll[NLSTATEMAX], cov[NCOVMAX];
     }    double **out;
     double lli; /* Individual log likelihood */
     wav[i]=mi;    double llt;
     if(mi==0)    int s1, s2;
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);    double bbh, survp;
   }    /*extern weight */
     /* We are differentiating ll according to initial status */
   for(i=1; i<=imx; i++){    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
     for(mi=1; mi<wav[i];mi++){    /*for(i=1;i<imx;i++) 
       if (stepm <=0)      printf(" %d\n",s[4][i]);
         dh[mi][i]=1;    */
       else{    cov[1]=1.;
         if (s[mw[mi+1][i]][i] > nlstate) {  
           if (agedc[i] < 2*AGESUP) {    for(k=1; k<=nlstate; k++) ll[k]=0.;
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);  
           if(j==0) j=1;  /* Survives at least one month after exam */    for (i=1,ipmx=0, sw=0.; i<=imx; i++){
           k=k+1;      for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
           if (j >= jmax) jmax=j;      for(mi=1; mi<= wav[i]-1; mi++){
           if (j <= jmin) jmin=j;        for (ii=1;ii<=nlstate+ndeath;ii++)
           sum=sum+j;          for (j=1;j<=nlstate+ndeath;j++){
           /* if (j<10) printf("j=%d num=%d ",j,i); */            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
           }            savm[ii][j]=(ii==j ? 1.0 : 0.0);
         }          }
         else{        for(d=0; d<dh[mi][i]; d++){
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));          newm=savm;
           k=k+1;          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
           if (j >= jmax) jmax=j;          for (kk=1; kk<=cptcovage;kk++) {
           else if (j <= jmin)jmin=j;            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
           /*   if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */          }
           sum=sum+j;          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
         }                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
         jk= j/stepm;          savm=oldm;
         jl= j -jk*stepm;          oldm=newm;
         ju= j -(jk+1)*stepm;        } /* end mult */
         if(jl <= -ju)        
           dh[mi][i]=jk;        s1=s[mw[mi][i]][i];
         else        s2=s[mw[mi+1][i]][i];
           dh[mi][i]=jk+1;        bbh=(double)bh[mi][i]/(double)stepm; 
         if(dh[mi][i]==0)        /* bias is positive if real duration
           dh[mi][i]=1; /* At least one step */         * is higher than the multiple of stepm and negative otherwise.
       }         */
     }        if( s2 > nlstate && (mle <5) ){  /* Jackson */
   }          lli=log(out[s1][s2] - savm[s1][s2]);
   jmean=sum/k;        } else if (mle==1){
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
  }        } else if(mle==2){
 /*********** Tricode ****************************/          lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
 void tricode(int *Tvar, int **nbcode, int imx)        } else if(mle==3){  /* exponential inter-extrapolation */
 {          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 */
   int Ndum[20],ij=1, k, j, i;        } else if (mle==4){  /* mle=4 no inter-extrapolation */
   int cptcode=0;          lli=log(out[s1][s2]); /* Original formula */
   cptcoveff=0;        } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
            lli=log(out[s1][s2]); /* Original formula */
   for (k=0; k<19; k++) Ndum[k]=0;        } /* End of if */
   for (k=1; k<=7; k++) ncodemax[k]=0;        ipmx +=1;
         sw += weight[i];
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     for (i=1; i<=imx; i++) {  /*       printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
       ij=(int)(covar[Tvar[j]][i]);        if(globpr){
       Ndum[ij]++;          fprintf(ficresilk,"%9d %6d %1d %1d %1d %1d %3d %10.6f %6.4f\
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/   %10.6f %10.6f %10.6f ", \
       if (ij > cptcode) cptcode=ij;                  num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
     }                  2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
           for(k=1,llt=0.,l=0.; k<=nlstate; k++){
     for (i=0; i<=cptcode; i++) {            llt +=ll[k]*gipmx/gsw;
       if(Ndum[i]!=0) ncodemax[j]++;            fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
     }          }
     ij=1;          fprintf(ficresilk," %10.6f\n", -llt);
         }
       } /* end of wave */
     for (i=1; i<=ncodemax[j]; i++) {    } /* end of individual */
       for (k=0; k<=19; k++) {    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
         if (Ndum[k] != 0) {    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
           nbcode[Tvar[j]][ij]=k;    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
           ij++;    if(globpr==0){ /* First time we count the contributions and weights */
         }      gipmx=ipmx;
         if (ij > ncodemax[j]) break;      gsw=sw;
       }      }
     }    return -l;
   }    }
   
  for (k=0; k<19; k++) Ndum[k]=0;  char *subdirf(char fileres[])
   {
  for (i=1; i<=ncovmodel-2; i++) {    /* Caution optionfilefiname is hidden */
       ij=Tvar[i];    strcpy(tmpout,optionfilefiname);
       Ndum[ij]++;    strcat(tmpout,"/"); /* Add to the right */
     }    strcat(tmpout,fileres);
     return tmpout;
  ij=1;  }
  for (i=1; i<=10; i++) {  
    if((Ndum[i]!=0) && (i<=ncov)){  char *subdirf2(char fileres[], char *preop)
      Tvaraff[ij]=i;  {
      ij++;    
    }    strcpy(tmpout,optionfilefiname);
  }    strcat(tmpout,"/");
      strcat(tmpout,preop);
     cptcoveff=ij-1;    strcat(tmpout,fileres);
 }    return tmpout;
   }
 /*********** Health Expectancies ****************/  char *subdirf3(char fileres[], char *preop, char *preop2)
   {
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)    
 {    strcpy(tmpout,optionfilefiname);
   /* Health expectancies */    strcat(tmpout,"/");
   int i, j, nhstepm, hstepm, h;    strcat(tmpout,preop);
   double age, agelim,hf;    strcat(tmpout,preop2);
   double ***p3mat;    strcat(tmpout,fileres);
      return tmpout;
   fprintf(ficreseij,"# Health expectancies\n");  }
   fprintf(ficreseij,"# Age");  
   for(i=1; i<=nlstate;i++)  void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
     for(j=1; j<=nlstate;j++)  {
       fprintf(ficreseij," %1d-%1d",i,j);    /* This routine should help understanding what is done with 
   fprintf(ficreseij,"\n");       the selection of individuals/waves and
        to check the exact contribution to the likelihood.
   hstepm=1*YEARM; /*  Every j years of age (in month) */       Plotting could be done.
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */     */
     int k;
   agelim=AGESUP;  
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    if(*globpri !=0){ /* Just counts and sums, no printings */
     /* nhstepm age range expressed in number of stepm */      strcpy(fileresilk,"ilk"); 
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);      strcat(fileresilk,fileres);
     /* Typically if 20 years = 20*12/6=40 stepm */      if((ficresilk=fopen(fileresilk,"w"))==NULL) {
     if (stepm >= YEARM) hstepm=1;        printf("Problem with resultfile: %s\n", fileresilk);
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */        fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      }
     /* Computed by stepm unit matrices, product of hstepm matrices, stored      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");
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */      fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);        /*  i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
       for(k=1; k<=nlstate; k++) 
         fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
     for(i=1; i<=nlstate;i++)      fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
       for(j=1; j<=nlstate;j++)    }
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){  
           eij[i][j][(int)age] +=p3mat[i][j][h];    *fretone=(*funcone)(p);
         }    if(*globpri !=0){
          fclose(ficresilk);
     hf=1;      fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
     if (stepm >= YEARM) hf=stepm/YEARM;      fflush(fichtm); 
     fprintf(ficreseij,"%.0f",age );    } 
     for(i=1; i<=nlstate;i++)    return;
       for(j=1; j<=nlstate;j++){  }
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);  
       }  
     fprintf(ficreseij,"\n");  /*********** Maximum Likelihood Estimation ***************/
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  
   }  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
 }  {
     int i,j, iter;
 /************ Variance ******************/    double **xi;
 void varevsij(char fileres[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)    double fret;
 {    double fretone; /* Only one call to likelihood */
   /* Variance of health expectancies */    char filerespow[FILENAMELENGTH];
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    xi=matrix(1,npar,1,npar);
   double **newm;    for (i=1;i<=npar;i++)
   double **dnewm,**doldm;      for (j=1;j<=npar;j++)
   int i, j, nhstepm, hstepm, h;        xi[i][j]=(i==j ? 1.0 : 0.0);
   int k, cptcode;    printf("Powell\n");  fprintf(ficlog,"Powell\n");
   double *xp;    strcpy(filerespow,"pow"); 
   double **gp, **gm;    strcat(filerespow,fileres);
   double ***gradg, ***trgradg;    if((ficrespow=fopen(filerespow,"w"))==NULL) {
   double ***p3mat;      printf("Problem with resultfile: %s\n", filerespow);
   double age,agelim;      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
   int theta;    }
     fprintf(ficrespow,"# Powell\n# iter -2*LL");
    fprintf(ficresvij,"# Covariances of life expectancies\n");    for (i=1;i<=nlstate;i++)
   fprintf(ficresvij,"# Age");      for(j=1;j<=nlstate+ndeath;j++)
   for(i=1; i<=nlstate;i++)        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
     for(j=1; j<=nlstate;j++)    fprintf(ficrespow,"\n");
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);  
   fprintf(ficresvij,"\n");    powell(p,xi,npar,ftol,&iter,&fret,func);
   
   xp=vector(1,npar);    fclose(ficrespow);
   dnewm=matrix(1,nlstate,1,npar);    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
   doldm=matrix(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));
   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 */  /**** Computes Hessian and covariance matrix ***/
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
     if (stepm >= YEARM) hstepm=1;  {
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    double  **a,**y,*x,pd;
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    double **hess;
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);    int i, j,jk;
     gp=matrix(0,nhstepm,1,nlstate);    int *indx;
     gm=matrix(0,nhstepm,1,nlstate);  
     double hessii(double p[], double delta, int theta, double delti[]);
     for(theta=1; theta <=npar; theta++){    double hessij(double p[], double delti[], int i, int j);
       for(i=1; i<=npar; i++){ /* Computes gradient */    void lubksb(double **a, int npar, int *indx, double b[]) ;
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    void ludcmp(double **a, int npar, int *indx, double *d) ;
       }  
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);      hess=matrix(1,npar,1,npar);
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);  
     printf("\nCalculation of the hessian matrix. Wait...\n");
       if (popbased==1) {    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
         for(i=1; i<=nlstate;i++)    for (i=1;i<=npar;i++){
           prlim[i][i]=probs[(int)age][i][ij];      printf("%d",i);fflush(stdout);
       }      fprintf(ficlog,"%d",i);fflush(ficlog);
            hess[i][i]=hessii(p,ftolhess,i,delti);
       for(j=1; j<= nlstate; j++){      /*printf(" %f ",p[i]);*/
         for(h=0; h<=nhstepm; h++){      /*printf(" %lf ",hess[i][i]);*/
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)    }
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];    
         }    for (i=1;i<=npar;i++) {
       }      for (j=1;j<=npar;j++)  {
            if (j>i) { 
       for(i=1; i<=npar; i++) /* Computes gradient */          printf(".%d%d",i,j);fflush(stdout);
         xp[i] = x[i] - (i==theta ?delti[theta]:0);          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);            hess[i][j]=hessij(p,delti,i,j);
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);          hess[j][i]=hess[i][j];    
           /*printf(" %lf ",hess[i][j]);*/
       if (popbased==1) {        }
         for(i=1; i<=nlstate;i++)      }
           prlim[i][i]=probs[(int)age][i][ij];    }
       }    printf("\n");
     fprintf(ficlog,"\n");
       for(j=1; j<= nlstate; j++){  
         for(h=0; h<=nhstepm; h++){    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];    
         }    a=matrix(1,npar,1,npar);
       }    y=matrix(1,npar,1,npar);
     x=vector(1,npar);
       for(j=1; j<= nlstate; j++)    indx=ivector(1,npar);
         for(h=0; h<=nhstepm; h++){    for (i=1;i<=npar;i++)
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
         }    ludcmp(a,npar,indx,&pd);
     } /* End theta */  
     for (j=1;j<=npar;j++) {
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);      for (i=1;i<=npar;i++) x[i]=0;
       x[j]=1;
     for(h=0; h<=nhstepm; h++)      lubksb(a,npar,indx,x);
       for(j=1; j<=nlstate;j++)      for (i=1;i<=npar;i++){ 
         for(theta=1; theta <=npar; theta++)        matcov[i][j]=x[i];
           trgradg[h][j][theta]=gradg[h][theta][j];      }
     }
     for(i=1;i<=nlstate;i++)  
       for(j=1;j<=nlstate;j++)    printf("\n#Hessian matrix#\n");
         vareij[i][j][(int)age] =0.;    fprintf(ficlog,"\n#Hessian matrix#\n");
     for(h=0;h<=nhstepm;h++){    for (i=1;i<=npar;i++) { 
       for(k=0;k<=nhstepm;k++){      for (j=1;j<=npar;j++) { 
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);        printf("%.3e ",hess[i][j]);
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);        fprintf(ficlog,"%.3e ",hess[i][j]);
         for(i=1;i<=nlstate;i++)      }
           for(j=1;j<=nlstate;j++)      printf("\n");
             vareij[i][j][(int)age] += doldm[i][j];      fprintf(ficlog,"\n");
       }    }
     }  
     h=1;    /* Recompute Inverse */
     if (stepm >= YEARM) h=stepm/YEARM;    for (i=1;i<=npar;i++)
     fprintf(ficresvij,"%.0f ",age );      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
     for(i=1; i<=nlstate;i++)    ludcmp(a,npar,indx,&pd);
       for(j=1; j<=nlstate;j++){  
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);    /*  printf("\n#Hessian matrix recomputed#\n");
       }  
     fprintf(ficresvij,"\n");    for (j=1;j<=npar;j++) {
     free_matrix(gp,0,nhstepm,1,nlstate);      for (i=1;i<=npar;i++) x[i]=0;
     free_matrix(gm,0,nhstepm,1,nlstate);      x[j]=1;
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);      lubksb(a,npar,indx,x);
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);      for (i=1;i<=npar;i++){ 
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        y[i][j]=x[i];
   } /* End age */        printf("%.3e ",y[i][j]);
          fprintf(ficlog,"%.3e ",y[i][j]);
   free_vector(xp,1,npar);      }
   free_matrix(doldm,1,nlstate,1,npar);      printf("\n");
   free_matrix(dnewm,1,nlstate,1,nlstate);      fprintf(ficlog,"\n");
     }
 }    */
   
 /************ Variance of prevlim ******************/    free_matrix(a,1,npar,1,npar);
 void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)    free_matrix(y,1,npar,1,npar);
 {    free_vector(x,1,npar);
   /* Variance of prevalence limit */    free_ivector(indx,1,npar);
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    free_matrix(hess,1,npar,1,npar);
   double **newm;  
   double **dnewm,**doldm;  
   int i, j, nhstepm, hstepm;  }
   int k, cptcode;  
   double *xp;  /*************** hessian matrix ****************/
   double *gp, *gm;  double hessii( double x[], double delta, int theta, double delti[])
   double **gradg, **trgradg;  {
   double age,agelim;    int i;
   int theta;    int l=1, lmax=20;
        double k1,k2;
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");    double p2[NPARMAX+1];
   fprintf(ficresvpl,"# Age");    double res;
   for(i=1; i<=nlstate;i++)    double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
       fprintf(ficresvpl," %1d-%1d",i,i);    double fx;
   fprintf(ficresvpl,"\n");    int k=0,kmax=10;
     double l1;
   xp=vector(1,npar);  
   dnewm=matrix(1,nlstate,1,npar);    fx=func(x);
   doldm=matrix(1,nlstate,1,nlstate);    for (i=1;i<=npar;i++) p2[i]=x[i];
      for(l=0 ; l <=lmax; l++){
   hstepm=1*YEARM; /* Every year of age */      l1=pow(10,l);
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */      delts=delt;
   agelim = AGESUP;      for(k=1 ; k <kmax; k=k+1){
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */        delt = delta*(l1*k);
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */        p2[theta]=x[theta] +delt;
     if (stepm >= YEARM) hstepm=1;        k1=func(p2)-fx;
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */        p2[theta]=x[theta]-delt;
     gradg=matrix(1,npar,1,nlstate);        k2=func(p2)-fx;
     gp=vector(1,nlstate);        /*res= (k1-2.0*fx+k2)/delt/delt; */
     gm=vector(1,nlstate);        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
         
     for(theta=1; theta <=npar; theta++){  #ifdef DEBUG
       for(i=1; i<=npar; i++){ /* Computes gradient */        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);
         xp[i] = x[i] + (i==theta ?delti[theta]:0);        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);
       }  #endif
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
       for(i=1;i<=nlstate;i++)        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
         gp[i] = prlim[i][i];          k=kmax;
            }
       for(i=1; i<=npar; i++) /* Computes gradient */        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
         xp[i] = x[i] - (i==theta ?delti[theta]:0);          k=kmax; l=lmax*10.;
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);        }
       for(i=1;i<=nlstate;i++)        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
         gm[i] = prlim[i][i];          delts=delt;
         }
       for(i=1;i<=nlstate;i++)      }
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];    }
     } /* End theta */    delti[theta]=delts;
     return res; 
     trgradg =matrix(1,nlstate,1,npar);    
   }
     for(j=1; j<=nlstate;j++)  
       for(theta=1; theta <=npar; theta++)  double hessij( double x[], double delti[], int thetai,int thetaj)
         trgradg[j][theta]=gradg[theta][j];  {
     int i;
     for(i=1;i<=nlstate;i++)    int l=1, l1, lmax=20;
       varpl[i][(int)age] =0.;    double k1,k2,k3,k4,res,fx;
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);    double p2[NPARMAX+1];
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);    int k;
     for(i=1;i<=nlstate;i++)  
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */    fx=func(x);
     for (k=1; k<=2; k++) {
     fprintf(ficresvpl,"%.0f ",age );      for (i=1;i<=npar;i++) p2[i]=x[i];
     for(i=1; i<=nlstate;i++)      p2[thetai]=x[thetai]+delti[thetai]/k;
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
     fprintf(ficresvpl,"\n");      k1=func(p2)-fx;
     free_vector(gp,1,nlstate);    
     free_vector(gm,1,nlstate);      p2[thetai]=x[thetai]+delti[thetai]/k;
     free_matrix(gradg,1,npar,1,nlstate);      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
     free_matrix(trgradg,1,nlstate,1,npar);      k2=func(p2)-fx;
   } /* End age */    
       p2[thetai]=x[thetai]-delti[thetai]/k;
   free_vector(xp,1,npar);      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
   free_matrix(doldm,1,nlstate,1,npar);      k3=func(p2)-fx;
   free_matrix(dnewm,1,nlstate,1,nlstate);    
       p2[thetai]=x[thetai]-delti[thetai]/k;
 }      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
       k4=func(p2)-fx;
 /************ Variance of one-step probabilities  ******************/      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
 void varprob(char fileres[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij)  #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);
   int i, j;      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);
   int k=0, cptcode;  #endif
   double **dnewm,**doldm;    }
   double *xp;    return res;
   double *gp, *gm;  }
   double **gradg, **trgradg;  
   double age,agelim, cov[NCOVMAX];  /************** Inverse of matrix **************/
   int theta;  void ludcmp(double **a, int n, int *indx, double *d) 
   char fileresprob[FILENAMELENGTH];  { 
     int i,imax,j,k; 
   strcpy(fileresprob,"prob");    double big,dum,sum,temp; 
   strcat(fileresprob,fileres);    double *vv; 
   if((ficresprob=fopen(fileresprob,"w"))==NULL) {   
     printf("Problem with resultfile: %s\n", fileresprob);    vv=vector(1,n); 
   }    *d=1.0; 
   printf("Computing variance of one-step probabilities: result on file '%s' \n",fileresprob);    for (i=1;i<=n;i++) { 
        big=0.0; 
       for (j=1;j<=n;j++) 
   xp=vector(1,npar);        if ((temp=fabs(a[i][j])) > big) big=temp; 
   dnewm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
   doldm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,(nlstate+ndeath)*(nlstate+ndeath));      vv[i]=1.0/big; 
      } 
   cov[1]=1;    for (j=1;j<=n;j++) { 
   for (age=bage; age<=fage; age ++){      for (i=1;i<j;i++) { 
     cov[2]=age;        sum=a[i][j]; 
     gradg=matrix(1,npar,1,9);        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
     trgradg=matrix(1,9,1,npar);        a[i][j]=sum; 
     gp=vector(1,(nlstate+ndeath)*(nlstate+ndeath));      } 
     gm=vector(1,(nlstate+ndeath)*(nlstate+ndeath));      big=0.0; 
          for (i=j;i<=n;i++) { 
     for(theta=1; theta <=npar; theta++){        sum=a[i][j]; 
       for(i=1; i<=npar; i++)        for (k=1;k<j;k++) 
         xp[i] = x[i] + (i==theta ?delti[theta]:0);          sum -= a[i][k]*a[k][j]; 
              a[i][j]=sum; 
       pmij(pmmij,cov,ncovmodel,xp,nlstate);        if ( (dum=vv[i]*fabs(sum)) >= big) { 
              big=dum; 
       k=0;          imax=i; 
       for(i=1; i<= (nlstate+ndeath); i++){        } 
         for(j=1; j<=(nlstate+ndeath);j++){      } 
            k=k+1;      if (j != imax) { 
           gp[k]=pmmij[i][j];        for (k=1;k<=n;k++) { 
         }          dum=a[imax][k]; 
       }          a[imax][k]=a[j][k]; 
           a[j][k]=dum; 
       for(i=1; i<=npar; i++)        } 
         xp[i] = x[i] - (i==theta ?delti[theta]:0);        *d = -(*d); 
            vv[imax]=vv[j]; 
       } 
       pmij(pmmij,cov,ncovmodel,xp,nlstate);      indx[j]=imax; 
       k=0;      if (a[j][j] == 0.0) a[j][j]=TINY; 
       for(i=1; i<=(nlstate+ndeath); i++){      if (j != n) { 
         for(j=1; j<=(nlstate+ndeath);j++){        dum=1.0/(a[j][j]); 
           k=k+1;        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
           gm[k]=pmmij[i][j];      } 
         }    } 
       }    free_vector(vv,1,n);  /* Doesn't work */
        ;
        for(i=1; i<= (nlstate+ndeath)*(nlstate+ndeath); i++)  } 
            gradg[theta][i]=(gp[i]-gm[i])/2./delti[theta];    
     }  void lubksb(double **a, int n, int *indx, double b[]) 
   { 
      for(j=1; j<=(nlstate+ndeath)*(nlstate+ndeath);j++)    int i,ii=0,ip,j; 
       for(theta=1; theta <=npar; theta++)    double sum; 
       trgradg[j][theta]=gradg[theta][j];   
      for (i=1;i<=n;i++) { 
      matprod2(dnewm,trgradg,1,9,1,npar,1,npar,matcov);      ip=indx[i]; 
      matprod2(doldm,dnewm,1,9,1,npar,1,9,gradg);      sum=b[ip]; 
       b[ip]=b[i]; 
      pmij(pmmij,cov,ncovmodel,x,nlstate);      if (ii) 
         for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
      k=0;      else if (sum) ii=i; 
      for(i=1; i<=(nlstate+ndeath); i++){      b[i]=sum; 
        for(j=1; j<=(nlstate+ndeath);j++){    } 
          k=k+1;    for (i=n;i>=1;i--) { 
          gm[k]=pmmij[i][j];      sum=b[i]; 
         }      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
      }      b[i]=sum/a[i][i]; 
          } 
      /*printf("\n%d ",(int)age);  } 
      for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){  
          /************ Frequencies ********************/
   void  freqsummary(char fileres[], int iagemin, int iagemax, int **s, double **agev, int nlstate, int imx, int *Tvaraff, int **nbcode, int *ncodemax,double **mint,double **anint)
        printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));  {  /* Some frequencies */
      }*/    
     int i, m, jk, k1,i1, j1, bool, z1,z2,j;
   fprintf(ficresprob,"\n%d ",(int)age);    int first;
     double ***freq; /* Frequencies */
   for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){    double *pp, **prop;
     if (i== 2) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);    double pos,posprop, k2, dateintsum=0,k2cpt=0;
 if (i== 4) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);    FILE *ficresp;
   }    char fileresp[FILENAMELENGTH];
     
     free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));    pp=vector(1,nlstate);
     free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));    prop=matrix(1,nlstate,iagemin,iagemax+3);
     free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);    strcpy(fileresp,"p");
     free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);    strcat(fileresp,fileres);
 }    if((ficresp=fopen(fileresp,"w"))==NULL) {
  free_vector(xp,1,npar);      printf("Problem with prevalence resultfile: %s\n", fileresp);
 fclose(ficresprob);      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
  exit(0);      exit(0);
 }    }
     freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
 /***********************************************/    j1=0;
 /**************** Main Program *****************/    
 /***********************************************/    j=cptcoveff;
     if (cptcovn<1) {j=1;ncodemax[1]=1;}
 /*int main(int argc, char *argv[])*/  
 int main()    first=1;
 {  
     for(k1=1; k1<=j;k1++){
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;      for(i1=1; i1<=ncodemax[k1];i1++){
   double agedeb, agefin,hf;        j1++;
   double agemin=1.e20, agemax=-1.e20;        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
           scanf("%d", i);*/
   double fret;        for (i=-1; i<=nlstate+ndeath; i++)  
   double **xi,tmp,delta;          for (jk=-1; jk<=nlstate+ndeath; jk++)  
             for(m=iagemin; m <= iagemax+3; m++)
   double dum; /* Dummy variable */              freq[i][jk][m]=0;
   double ***p3mat;  
   int *indx;      for (i=1; i<=nlstate; i++)  
   char line[MAXLINE], linepar[MAXLINE];        for(m=iagemin; m <= iagemax+3; m++)
   char title[MAXLINE];          prop[i][m]=0;
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];        
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], fileresf[FILENAMELENGTH];        dateintsum=0;
   char filerest[FILENAMELENGTH];        k2cpt=0;
   char fileregp[FILENAMELENGTH];        for (i=1; i<=imx; i++) {
   char popfile[FILENAMELENGTH];          bool=1;
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];          if  (cptcovn>0) {
   int firstobs=1, lastobs=10;            for (z1=1; z1<=cptcoveff; z1++) 
   int sdeb, sfin; /* Status at beginning and end */              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
   int c,  h , cpt,l;                bool=0;
   int ju,jl, mi;          }
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;          if (bool==1){
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;            for(m=firstpass; m<=lastpass; m++){
   int mobilav=0, fprev, lprev ,fprevfore=1, lprevfore=1,nforecast,popforecast=0;              k2=anint[m][i]+(mint[m][i]/12.);
   int hstepm, nhstepm;              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
   int *popage;                if(agev[m][i]==0) agev[m][i]=iagemax+1;
                 if(agev[m][i]==1) agev[m][i]=iagemax+2;
   double bage, fage, age, agelim, agebase;                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
   double ftolpl=FTOL;                if (m<lastpass) {
   double **prlim;                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
   double *severity;                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
   double ***param; /* Matrix of parameters */                }
   double  *p;                
   double **matcov; /* Matrix of covariance */                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
   double ***delti3; /* Scale */                  dateintsum=dateintsum+k2;
   double *delti; /* Scale */                  k2cpt++;
   double ***eij, ***vareij;                }
   double **varpl; /* Variances of prevalence limits by age */                /*}*/
   double *epj, vepp;            }
   double kk1, kk2;          }
   double *popeffectif,*popcount;        }
          
   char version[80]="Imach version 64b, May 2001, INED-EUROREVES ";        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
   char *alph[]={"a","a","b","c","d","e"}, str[4];  
         if  (cptcovn>0) {
           fprintf(ficresp, "\n#********** Variable "); 
   char z[1]="c", occ;          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 #include <sys/time.h>          fprintf(ficresp, "**********\n#");
 #include <time.h>        }
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];        for(i=1; i<=nlstate;i++) 
   /* long total_usecs;          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
   struct timeval start_time, end_time;        fprintf(ficresp, "\n");
          
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */        for(i=iagemin; i <= iagemax+3; i++){
           if(i==iagemax+3){
             fprintf(ficlog,"Total");
   printf("\nIMACH, Version 0.7");          }else{
   printf("\nEnter the parameter file name: ");            if(first==1){
               first=0;
 #ifdef windows              printf("See log file for details...\n");
   scanf("%s",pathtot);            }
   getcwd(pathcd, size);            fprintf(ficlog,"Age %d", i);
   /*cygwin_split_path(pathtot,path,optionfile);          }
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/          for(jk=1; jk <=nlstate ; jk++){
   /* cutv(path,optionfile,pathtot,'\\');*/            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
               pp[jk] += freq[jk][m][i]; 
 split(pathtot, path,optionfile);          }
   chdir(path);          for(jk=1; jk <=nlstate ; jk++){
   replace(pathc,path);            for(m=-1, pos=0; m <=0 ; m++)
 #endif              pos += freq[jk][m][i];
 #ifdef unix            if(pp[jk]>=1.e-10){
   scanf("%s",optionfile);              if(first==1){
 #endif              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
               }
 /*-------- arguments in the command line --------*/              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
             }else{
   strcpy(fileres,"r");              if(first==1)
   strcat(fileres, optionfile);                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
               fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
   /*---------arguments file --------*/            }
           }
   if((ficpar=fopen(optionfile,"r"))==NULL)    {  
     printf("Problem with optionfile %s\n",optionfile);          for(jk=1; jk <=nlstate ; jk++){
     goto end;            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
   }              pp[jk] += freq[jk][m][i];
           }       
   strcpy(filereso,"o");          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
   strcat(filereso,fileres);            pos += pp[jk];
   if((ficparo=fopen(filereso,"w"))==NULL) {            posprop += prop[jk][i];
     printf("Problem with Output resultfile: %s\n", filereso);goto end;          }
   }          for(jk=1; jk <=nlstate ; jk++){
             if(pos>=1.e-5){
   /* Reads comments: lines beginning with '#' */              if(first==1)
   while((c=getc(ficpar))=='#' && c!= EOF){                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
     ungetc(c,ficpar);              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
     fgets(line, MAXLINE, ficpar);            }else{
     puts(line);              if(first==1)
     fputs(line,ficparo);                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
   }              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
   ungetc(c,ficpar);            }
             if( i <= iagemax){
   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);              if(pos>=1.e-5){
   printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate,ndeath, maxwav, mle, weightopt,model);                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
   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);                /*probs[i][jk][j1]= pp[jk]/pos;*/
 while((c=getc(ficpar))=='#' && c!= EOF){                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
     ungetc(c,ficpar);              }
     fgets(line, MAXLINE, ficpar);              else
     puts(line);                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
     fputs(line,ficparo);            }
   }          }
   ungetc(c,ficpar);          
            for(jk=-1; jk <=nlstate+ndeath; jk++)
   fscanf(ficpar,"fprevalence=%d lprevalence=%d pop_based=%d\n",&fprev,&lprev,&popbased);            for(m=-1; m <=nlstate+ndeath; m++)
   fprintf(ficparo,"fprevalence=%d lprevalence=%d pop_based=%d\n",fprev,lprev,popbased);              if(freq[jk][m][i] !=0 ) {
                if(first==1)
  while((c=getc(ficpar))=='#' && c!= EOF){                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
     ungetc(c,ficpar);                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
     fgets(line, MAXLINE, ficpar);              }
     puts(line);          if(i <= iagemax)
     fputs(line,ficparo);            fprintf(ficresp,"\n");
   }          if(first==1)
   ungetc(c,ficpar);            printf("Others in log...\n");
            fprintf(ficlog,"\n");
   fscanf(ficpar,"fprevalence=%d lprevalence=%d nforecast=%d mob_average=%d\n",&fprevfore,&lprevfore,&nforecast,&mobilav);        }
   fprintf(ficparo,"fprevalence=%d lprevalence=%d nforecast=%d mob_average=%d\n",fprevfore,lprevfore,nforecast,mobilav);      }
          }
      dateintmean=dateintsum/k2cpt; 
 while((c=getc(ficpar))=='#' && c!= EOF){   
     ungetc(c,ficpar);    fclose(ficresp);
     fgets(line, MAXLINE, ficpar);    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
     puts(line);    free_vector(pp,1,nlstate);
     fputs(line,ficparo);    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
   }    /* End of Freq */
   ungetc(c,ficpar);  }
    
   fscanf(ficpar,"popforecast=%d popfile=%s\n",&popforecast,popfile);  /************ 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)
   covar=matrix(0,NCOVMAX,1,n);  {  
   cptcovn=0;    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;       in each health status at the date of interview (if between dateprev1 and dateprev2).
        We still use firstpass and lastpass as another selection.
   ncovmodel=2+cptcovn;    */
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */   
      int i, m, jk, k1, i1, j1, bool, z1,z2,j;
   /* Read guess parameters */    double ***freq; /* Frequencies */
   /* Reads comments: lines beginning with '#' */    double *pp, **prop;
   while((c=getc(ficpar))=='#' && c!= EOF){    double pos,posprop; 
     ungetc(c,ficpar);    double  y2; /* in fractional years */
     fgets(line, MAXLINE, ficpar);    int iagemin, iagemax;
     puts(line);  
     fputs(line,ficparo);    iagemin= (int) agemin;
   }    iagemax= (int) agemax;
   ungetc(c,ficpar);    /*pp=vector(1,nlstate);*/
      prop=matrix(1,nlstate,iagemin,iagemax+3); 
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
     for(i=1; i <=nlstate; i++)    j1=0;
     for(j=1; j <=nlstate+ndeath-1; j++){    
       fscanf(ficpar,"%1d%1d",&i1,&j1);    j=cptcoveff;
       fprintf(ficparo,"%1d%1d",i1,j1);    if (cptcovn<1) {j=1;ncodemax[1]=1;}
       printf("%1d%1d",i,j);    
       for(k=1; k<=ncovmodel;k++){    for(k1=1; k1<=j;k1++){
         fscanf(ficpar," %lf",&param[i][j][k]);      for(i1=1; i1<=ncodemax[k1];i1++){
         printf(" %lf",param[i][j][k]);        j1++;
         fprintf(ficparo," %lf",param[i][j][k]);        
       }        for (i=1; i<=nlstate; i++)  
       fscanf(ficpar,"\n");          for(m=iagemin; m <= iagemax+3; m++)
       printf("\n");            prop[i][m]=0.0;
       fprintf(ficparo,"\n");       
     }        for (i=1; i<=imx; i++) { /* Each individual */
            bool=1;
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel;          if  (cptcovn>0) {
             for (z1=1; z1<=cptcoveff; z1++) 
   p=param[1][1];              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
                  bool=0;
   /* Reads comments: lines beginning with '#' */          } 
   while((c=getc(ficpar))=='#' && c!= EOF){          if (bool==1) { 
     ungetc(c,ficpar);            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
     fgets(line, MAXLINE, ficpar);              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
     puts(line);              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
     fputs(line,ficparo);                if(agev[m][i]==0) agev[m][i]=iagemax+1;
   }                if(agev[m][i]==1) agev[m][i]=iagemax+2;
   ungetc(c,ficpar);                if((int)agev[m][i] <iagemin || (int)agev[m][i] >iagemax+3) printf("Error on individual =%d agev[m][i]=%f m=%d\n",i, agev[m][i],m); 
                 if (s[m][i]>0 && s[m][i]<=nlstate) { 
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);                  /*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]]);*/
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
   for(i=1; i <=nlstate; i++){                  prop[s[m][i]][iagemax+3] += weight[i]; 
     for(j=1; j <=nlstate+ndeath-1; j++){                } 
       fscanf(ficpar,"%1d%1d",&i1,&j1);              }
       printf("%1d%1d",i,j);            } /* end selection of waves */
       fprintf(ficparo,"%1d%1d",i1,j1);          }
       for(k=1; k<=ncovmodel;k++){        }
         fscanf(ficpar,"%le",&delti3[i][j][k]);        for(i=iagemin; i <= iagemax+3; i++){  
         printf(" %le",delti3[i][j][k]);          
         fprintf(ficparo," %le",delti3[i][j][k]);          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
       }            posprop += prop[jk][i]; 
       fscanf(ficpar,"\n");          } 
       printf("\n");  
       fprintf(ficparo,"\n");          for(jk=1; jk <=nlstate ; jk++){     
     }            if( i <=  iagemax){ 
   }              if(posprop>=1.e-5){ 
   delti=delti3[1][1];                probs[i][jk][j1]= prop[jk][i]/posprop;
                } 
   /* Reads comments: lines beginning with '#' */            } 
   while((c=getc(ficpar))=='#' && c!= EOF){          }/* end jk */ 
     ungetc(c,ficpar);        }/* end i */ 
     fgets(line, MAXLINE, ficpar);      } /* end i1 */
     puts(line);    } /* end k1 */
     fputs(line,ficparo);    
   }    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
   ungetc(c,ficpar);    /*free_vector(pp,1,nlstate);*/
      free_matrix(prop,1,nlstate, iagemin,iagemax+3);
   matcov=matrix(1,npar,1,npar);  }  /* End of prevalence */
   for(i=1; i <=npar; i++){  
     fscanf(ficpar,"%s",&str);  /************* Waves Concatenation ***************/
     printf("%s",str);  
     fprintf(ficparo,"%s",str);  void  concatwav(int wav[], int **dh, int **bh,  int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)
     for(j=1; j <=i; j++){  {
       fscanf(ficpar," %le",&matcov[i][j]);    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
       printf(" %.5le",matcov[i][j]);       Death is a valid wave (if date is known).
       fprintf(ficparo," %.5le",matcov[i][j]);       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
     }       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
     fscanf(ficpar,"\n");       and mw[mi+1][i]. dh depends on stepm.
     printf("\n");       */
     fprintf(ficparo,"\n");  
   }    int i, mi, m;
   for(i=1; i <=npar; i++)    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
     for(j=i+1;j<=npar;j++)       double sum=0., jmean=0.;*/
       matcov[i][j]=matcov[j][i];    int first;
        int j, k=0,jk, ju, jl;
   printf("\n");    double sum=0.;
     first=0;
     jmin=1e+5;
     /*-------- data file ----------*/    jmax=-1;
     if((ficres =fopen(fileres,"w"))==NULL) {    jmean=0.;
       printf("Problem with resultfile: %s\n", fileres);goto end;    for(i=1; i<=imx; i++){
     }      mi=0;
     fprintf(ficres,"#%s\n",version);      m=firstpass;
          while(s[m][i] <= nlstate){
     if((fic=fopen(datafile,"r"))==NULL)    {        if(s[m][i]>=1)
       printf("Problem with datafile: %s\n", datafile);goto end;          mw[++mi][i]=m;
     }        if(m >=lastpass)
           break;
     n= lastobs;        else
     severity = vector(1,maxwav);          m++;
     outcome=imatrix(1,maxwav+1,1,n);      }/* end while */
     num=ivector(1,n);      if (s[m][i] > nlstate){
     moisnais=vector(1,n);        mi++;     /* Death is another wave */
     annais=vector(1,n);        /* if(mi==0)  never been interviewed correctly before death */
     moisdc=vector(1,n);           /* Only death is a correct wave */
     andc=vector(1,n);        mw[mi][i]=m;
     agedc=vector(1,n);      }
     cod=ivector(1,n);  
     weight=vector(1,n);      wav[i]=mi;
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */      if(mi==0){
     mint=matrix(1,maxwav,1,n);        nbwarn++;
     anint=matrix(1,maxwav,1,n);        if(first==0){
     s=imatrix(1,maxwav+1,1,n);          printf("Warning! None valid information for:%ld line=%d (skipped) and may be others, see log file\n",num[i],i);
     adl=imatrix(1,maxwav+1,1,n);              first=1;
     tab=ivector(1,NCOVMAX);        }
     ncodemax=ivector(1,8);        if(first==1){
           fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
     i=1;        }
     while (fgets(line, MAXLINE, fic) != NULL)    {      } /* end mi==0 */
       if ((i >= firstobs) && (i <=lastobs)) {    } /* End individuals */
          
         for (j=maxwav;j>=1;j--){    for(i=1; i<=imx; i++){
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);      for(mi=1; mi<wav[i];mi++){
           strcpy(line,stra);        if (stepm <=0)
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);          dh[mi][i]=1;
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);        else{
         }          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
                    if (agedc[i] < 2*AGESUP) {
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);              j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);              if(j==0) j=1;  /* Survives at least one month after exam */
               else if(j<0){
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);                nberr++;
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);                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 */
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);                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);
         for (j=ncov;j>=1;j--){                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]);
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);                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);
         }              }
         num[i]=atol(stra);              k=k+1;
                      if (j >= jmax) jmax=j;
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){              if (j <= jmin) jmin=j;
           printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/              sum=sum+j;
               /*if (j<0) printf("j=%d num=%d \n",j,i);*/
         i=i+1;              /*    printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
       }            }
     }          }
     /* printf("ii=%d", ij);          else{
        scanf("%d",i);*/            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
   imx=i-1; /* Number of individuals */            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
             k=k+1;
   /* for (i=1; i<=imx; i++){            if (j >= jmax) jmax=j;
     if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;            else if (j <= jmin)jmin=j;
     if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
     if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;            /*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){
     for (i=1; i<=imx; i++) 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]));*/              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]);
   /* Calculation of the number of parameter from char model*/              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]);
   Tvar=ivector(1,15);            }
   Tprod=ivector(1,15);            sum=sum+j;
   Tvaraff=ivector(1,15);          }
   Tvard=imatrix(1,15,1,2);          jk= j/stepm;
   Tage=ivector(1,15);                jl= j -jk*stepm;
              ju= j -(jk+1)*stepm;
   if (strlen(model) >1){          if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
     j=0, j1=0, k1=1, k2=1;            if(jl==0){
     j=nbocc(model,'+');              dh[mi][i]=jk;
     j1=nbocc(model,'*');              bh[mi][i]=0;
     cptcovn=j+1;            }else{ /* We want a negative bias in order to only have interpolation ie
     cptcovprod=j1;                    * at the price of an extra matrix product in likelihood */
                  dh[mi][i]=jk+1;
                  bh[mi][i]=ju;
     strcpy(modelsav,model);            }
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){          }else{
       printf("Error. Non available option model=%s ",model);            if(jl <= -ju){
       goto end;              dh[mi][i]=jk;
     }              bh[mi][i]=jl;       /* bias is positive if real duration
                                       * is higher than the multiple of stepm and negative otherwise.
     for(i=(j+1); i>=1;i--){                                   */
       cutv(stra,strb,modelsav,'+');            }
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);            else{
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/              dh[mi][i]=jk+1;
       /*scanf("%d",i);*/              bh[mi][i]=ju;
       if (strchr(strb,'*')) {            }
         cutv(strd,strc,strb,'*');            if(dh[mi][i]==0){
         if (strcmp(strc,"age")==0) {              dh[mi][i]=1; /* At least one step */
           cptcovprod--;              bh[mi][i]=ju; /* At least one step */
           cutv(strb,stre,strd,'V');              /*  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);*/
           Tvar[i]=atoi(stre);            }
           cptcovage++;          } /* end if mle */
             Tage[cptcovage]=i;        }
             /*printf("stre=%s ", stre);*/      } /* end wave */
         }    }
         else if (strcmp(strd,"age")==0) {    jmean=sum/k;
           cptcovprod--;    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
           cutv(strb,stre,strc,'V');    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
           Tvar[i]=atoi(stre);   }
           cptcovage++;  
           Tage[cptcovage]=i;  /*********** Tricode ****************************/
         }  void tricode(int *Tvar, int **nbcode, int imx)
         else {  {
           cutv(strb,stre,strc,'V');    
           Tvar[i]=ncov+k1;    int Ndum[20],ij=1, k, j, i, maxncov=19;
           cutv(strb,strc,strd,'V');    int cptcode=0;
           Tprod[k1]=i;    cptcoveff=0; 
           Tvard[k1][1]=atoi(strc);   
           Tvard[k1][2]=atoi(stre);    for (k=0; k<maxncov; k++) Ndum[k]=0;
           Tvar[cptcovn+k2]=Tvard[k1][1];    for (k=1; k<=7; k++) ncodemax[k]=0;
           Tvar[cptcovn+k2+1]=Tvard[k1][2];  
           for (k=1; k<=lastobs;k++)    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
             covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
           k1++;                                 modality*/ 
           k2=k2+2;        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
         }        Ndum[ij]++; /*store the modality */
       }        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
       else {        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/                                         Tvar[j]. If V=sex and male is 0 and 
        /*  scanf("%d",i);*/                                         female is 1, then  cptcode=1.*/
       cutv(strd,strc,strb,'V');      }
       Tvar[i]=atoi(strc);  
       }      for (i=0; i<=cptcode; i++) {
       strcpy(modelsav,stra);          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 */
       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);      }
         scanf("%d",i);*/  
     }      ij=1; 
 }      for (i=1; i<=ncodemax[j]; i++) {
          for (k=0; k<= maxncov; k++) {
   /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);          if (Ndum[k] != 0) {
   printf("cptcovprod=%d ", cptcovprod);            nbcode[Tvar[j]][ij]=k; 
   scanf("%d ",i);*/            /* store the modality in an array. k is a modality. If we have model=V1+V1*sex then: nbcode[1][1]=0 ; nbcode[1][2]=1; nbcode[2][1]=0 ; nbcode[2][2]=1; */
     fclose(fic);            
             ij++;
     /*  if(mle==1){*/          }
     if (weightopt != 1) { /* Maximisation without weights*/          if (ij > ncodemax[j]) break; 
       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 (k=0; k< maxncov; k++) Ndum[k]=0;
    for (i=1; i<=imx; i++)  
      for(m=2; (m<= maxwav); m++)   for (i=1; i<=ncovmodel-2; i++) { 
        if ((mint[m][i]== 99) && (s[m][i] <= nlstate)){     /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
          anint[m][i]=9999;     ij=Tvar[i];
          s[m][i]=-1;     Ndum[ij]++;
        }   }
      
     for (i=1; i<=imx; i++)  {   ij=1;
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);   for (i=1; i<= maxncov; i++) {
       for(m=1; (m<= maxwav); m++){     if((Ndum[i]!=0) && (i<=ncovcol)){
         if(s[m][i] >0){       Tvaraff[ij]=i; /*For printing */
           if (s[m][i] == nlstate+1) {       ij++;
             if(agedc[i]>0)     }
               if(moisdc[i]!=99 && andc[i]!=9999)   }
               agev[m][i]=agedc[i];   
             else {   cptcoveff=ij-1; /*Number of simple covariates*/
               if (andc[i]!=9999){  }
               printf("Warning negative age at death: %d line:%d\n",num[i],i);  
               agev[m][i]=-1;  /*********** Health Expectancies ****************/
               }  
             }  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 if(s[m][i] !=9){ /* Should no more exist */  {
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);    /* Health expectancies */
             if(mint[m][i]==99 || anint[m][i]==9999)    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
               agev[m][i]=1;    double age, agelim, hf;
             else if(agev[m][i] <agemin){    double ***p3mat,***varhe;
               agemin=agev[m][i];    double **dnewm,**doldm;
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/    double *xp;
             }    double **gp, **gm;
             else if(agev[m][i] >agemax){    double ***gradg, ***trgradg;
               agemax=agev[m][i];    int theta;
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/  
             }    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
             /*agev[m][i]=anint[m][i]-annais[i];*/    xp=vector(1,npar);
             /*   agev[m][i] = age[i]+2*m;*/    dnewm=matrix(1,nlstate*nlstate,1,npar);
           }    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
           else { /* =9 */    
             agev[m][i]=1;    fprintf(ficreseij,"# Health expectancies\n");
             s[m][i]=-1;    fprintf(ficreseij,"# Age");
           }    for(i=1; i<=nlstate;i++)
         }      for(j=1; j<=nlstate;j++)
         else /*= 0 Unknown */        fprintf(ficreseij," %1d-%1d (SE)",i,j);
           agev[m][i]=1;    fprintf(ficreseij,"\n");
       }  
        if(estepm < stepm){
     }      printf ("Problem %d lower than %d\n",estepm, stepm);
     for (i=1; i<=imx; i++)  {    }
       for(m=1; (m<= maxwav); m++){    else  hstepm=estepm;   
         if (s[m][i] > (nlstate+ndeath)) {    /* We compute the life expectancy from trapezoids spaced every estepm months
           printf("Error: Wrong value in nlstate or ndeath\n");       * This is mainly to measure the difference between two models: for example
           goto end;     * if stepm=24 months pijx are given only every 2 years and by summing them
         }     * we are calculating an estimate of the Life Expectancy assuming a linear 
       }     * progression in between and thus overestimating or underestimating according
     }     * to the curvature of the survival function. If, for the same date, we 
      * estimate the model with stepm=1 month, we can keep estepm to 24 months
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);     * to compare the new estimate of Life expectancy with the same linear 
      * hypothesis. A more precise result, taking into account a more precise
     free_vector(severity,1,maxwav);     * curvature will be obtained if estepm is as small as stepm. */
     free_imatrix(outcome,1,maxwav+1,1,n);  
     free_vector(moisnais,1,n);    /* For example we decided to compute the life expectancy with the smallest unit */
     free_vector(annais,1,n);    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
     free_matrix(mint,1,maxwav,1,n);       nhstepm is the number of hstepm from age to agelim 
     free_matrix(anint,1,maxwav,1,n);       nstepm is the number of stepm from age to agelin. 
     free_vector(moisdc,1,n);       Look at hpijx to understand the reason of that which relies in memory size
     free_vector(andc,1,n);       and note for a fixed period like estepm months */
     /* We decided (b) to get a life expectancy respecting the most precise curvature of the
           survival function given by stepm (the optimization length). Unfortunately it
     wav=ivector(1,imx);       means that if the survival funtion is printed only each two years of age and if
     dh=imatrix(1,lastpass-firstpass+1,1,imx);       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
     mw=imatrix(1,lastpass-firstpass+1,1,imx);       results. So we changed our mind and took the option of the best precision.
        */
     /* Concatenates waves */    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);  
     agelim=AGESUP;
     for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       Tcode=ivector(1,100);      /* nhstepm age range expressed in number of stepm */
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
       ncodemax[1]=1;      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);      /* if (stepm >= YEARM) hstepm=1;*/
            nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
    codtab=imatrix(1,100,1,10);      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
    h=0;      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
    m=pow(2,cptcoveff);      gp=matrix(0,nhstepm,1,nlstate*nlstate);
        gm=matrix(0,nhstepm,1,nlstate*nlstate);
    for(k=1;k<=cptcoveff; k++){  
      for(i=1; i <=(m/pow(2,k));i++){      /* Computed by stepm unit matrices, product of hstepm matrices, stored
        for(j=1; j <= ncodemax[k]; j++){         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
            h++;   
            if (h>m) h=1;codtab[h][k]=j;  
          }      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
        }  
      }      /* Computing Variances of health expectancies */
    }  
        for(theta=1; theta <=npar; theta++){
         for(i=1; i<=npar; i++){ 
    /*for(i=1; i <=m ;i++){          xp[i] = x[i] + (i==theta ?delti[theta]:0);
      for(k=1; k <=cptcovn; k++){        }
        printf("i=%d k=%d %d %d",i,k,codtab[i][k], cptcoveff);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
      }    
      printf("\n");        cptj=0;
    }        for(j=1; j<= nlstate; j++){
    scanf("%d",i);*/          for(i=1; i<=nlstate; i++){
                cptj=cptj+1;
    /* Calculates basic frequencies. Computes observed prevalence at single age            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
        and prints on file fileres'p'. */              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax, fprev, lprev);            }
           }
     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 */        for(i=1; i<=npar; i++) 
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */          xp[i] = x[i] - (i==theta ?delti[theta]:0);
              hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
     /* 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] */        cptj=0;
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */        for(j=1; j<= nlstate; j++){
           for(i=1;i<=nlstate;i++){
     if(mle==1){            cptj=cptj+1;
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
     }  
                  gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
     /*--------- results files --------------*/            }
     fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate, ndeath, maxwav, mle,weightopt,model);          }
    fprintf(ficres,"fprevalence=%d lprevalence=%d pop_based=%d\n",fprev,lprev,popbased);        }
    fprintf(ficres,"fprevalence=%d lprevalence=%d nforecast=%d mob_average=%d\n",fprevfore,lprevfore,nforecast,mobilav);        for(j=1; j<= nlstate*nlstate; j++)
           for(h=0; h<=nhstepm-1; h++){
    jk=1;            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
    fprintf(ficres,"# Parameters\n");          }
    printf("# Parameters\n");       } 
    for(i=1,jk=1; i <=nlstate; i++){     
      for(k=1; k <=(nlstate+ndeath); k++){  /* End theta */
        if (k != i)  
          {       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
            printf("%d%d ",i,k);  
            fprintf(ficres,"%1d%1d ",i,k);       for(h=0; h<=nhstepm-1; h++)
            for(j=1; j <=ncovmodel; j++){        for(j=1; j<=nlstate*nlstate;j++)
              printf("%f ",p[jk]);          for(theta=1; theta <=npar; theta++)
              fprintf(ficres,"%f ",p[jk]);            trgradg[h][j][theta]=gradg[h][theta][j];
              jk++;       
            }  
            printf("\n");       for(i=1;i<=nlstate*nlstate;i++)
            fprintf(ficres,"\n");        for(j=1;j<=nlstate*nlstate;j++)
          }          varhe[i][j][(int)age] =0.;
      }  
    }       printf("%d|",(int)age);fflush(stdout);
  if(mle==1){       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
     /* Computing hessian and covariance matrix */       for(h=0;h<=nhstepm-1;h++){
     ftolhess=ftol; /* Usually correct */        for(k=0;k<=nhstepm-1;k++){
     hesscov(matcov, p, npar, delti, ftolhess, func);          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
  }          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
     fprintf(ficres,"# Scales\n");          for(i=1;i<=nlstate*nlstate;i++)
     printf("# Scales\n");            for(j=1;j<=nlstate*nlstate;j++)
      for(i=1,jk=1; i <=nlstate; i++){              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
       for(j=1; j <=nlstate+ndeath; j++){        }
         if (j!=i) {      }
           fprintf(ficres,"%1d%1d",i,j);      /* Computing expectancies */
           printf("%1d%1d",i,j);      for(i=1; i<=nlstate;i++)
           for(k=1; k<=ncovmodel;k++){        for(j=1; j<=nlstate;j++)
             printf(" %.5e",delti[jk]);          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
             fprintf(ficres," %.5e",delti[jk]);            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
             jk++;            
           }  /* 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]);*/
           printf("\n");  
           fprintf(ficres,"\n");          }
         }  
       }      fprintf(ficreseij,"%3.0f",age );
       }      cptj=0;
          for(i=1; i<=nlstate;i++)
     k=1;        for(j=1; j<=nlstate;j++){
     fprintf(ficres,"# Covariance\n");          cptj++;
     printf("# Covariance\n");          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
     for(i=1;i<=npar;i++){        }
       /*  if (k>nlstate) k=1;      fprintf(ficreseij,"\n");
       i1=(i-1)/(ncovmodel*nlstate)+1;     
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
       printf("%s%d%d",alph[k],i1,tab[i]);*/      free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
       fprintf(ficres,"%3d",i);      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
       printf("%3d",i);      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
       for(j=1; j<=i;j++){      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
         fprintf(ficres," %.5e",matcov[i][j]);    }
         printf(" %.5e",matcov[i][j]);    printf("\n");
       }    fprintf(ficlog,"\n");
       fprintf(ficres,"\n");  
       printf("\n");    free_vector(xp,1,npar);
       k++;    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
     }    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
        free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
     while((c=getc(ficpar))=='#' && c!= EOF){  }
       ungetc(c,ficpar);  
       fgets(line, MAXLINE, ficpar);  /************ Variance ******************/
       puts(line);  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)
       fputs(line,ficparo);  {
     }    /* Variance of health expectancies */
     ungetc(c,ficpar);    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
      /* double **newm;*/
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);    double **dnewm,**doldm;
        double **dnewmp,**doldmp;
     if (fage <= 2) {    int i, j, nhstepm, hstepm, h, nstepm ;
       bage = agemin;    int k, cptcode;
       fage = agemax;    double *xp;
     }    double **gp, **gm;  /* for var eij */
     double ***gradg, ***trgradg; /*for var eij */
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");    double **gradgp, **trgradgp; /* for var p point j */
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);    double *gpp, *gmp; /* for var p point j */
     double **varppt; /* for var p point j nlstate to nlstate+ndeath */
        double ***p3mat;
 /*------------ gnuplot -------------*/    double age,agelim, hf;
 chdir(pathcd);    double ***mobaverage;
   if((ficgp=fopen("graph.plt","w"))==NULL) {    int theta;
     printf("Problem with file graph.gp");goto end;    char digit[4];
   }    char digitp[25];
 #ifdef windows  
   fprintf(ficgp,"cd \"%s\" \n",pathc);    char fileresprobmorprev[FILENAMELENGTH];
 #endif  
 m=pow(2,cptcoveff);    if(popbased==1){
        if(mobilav!=0)
  /* 1eme*/        strcpy(digitp,"-populbased-mobilav-");
   for (cpt=1; cpt<= nlstate ; cpt ++) {      else strcpy(digitp,"-populbased-nomobil-");
    for (k1=1; k1<= m ; k1 ++) {    }
     else 
 #ifdef windows      strcpy(digitp,"-stablbased-");
     fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",agemin,fage,fileres,k1-1,k1-1);  
 #endif    if (mobilav!=0) {
 #ifdef unix      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
 #endif        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
 for (i=1; i<= nlstate ; i ++) {      }
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    }
   else fprintf(ficgp," \%%*lf (\%%*lf)");  
 }    strcpy(fileresprobmorprev,"prmorprev"); 
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);    sprintf(digit,"%-d",ij);
     for (i=1; i<= nlstate ; i ++) {    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    strcat(fileresprobmorprev,digit); /* Tvar to be done */
   else fprintf(ficgp," \%%*lf (\%%*lf)");    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
 }    strcat(fileresprobmorprev,fileres);
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
      for (i=1; i<= nlstate ; i ++) {      printf("Problem with resultfile: %s\n", fileresprobmorprev);
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
   else fprintf(ficgp," \%%*lf (\%%*lf)");    }
 }      printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
 #ifdef unix    fprintf(ficresprobmorprev,"# probabilities of dying before estepm=%d months for people of exact age and weighted probabilities w1*p1j+w2*p2j+... stand dev in()\n",estepm);
 fprintf(ficgp,"\nset ter gif small size 400,300");    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
 #endif    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);      fprintf(ficresprobmorprev," p.%-d SE",j);
    }      for(i=1; i<=nlstate;i++)
   }        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
   /*2 eme*/    }  
     fprintf(ficresprobmorprev,"\n");
   for (k1=1; k1<= m ; k1 ++) {    fprintf(ficgp,"\n# Routine varevsij");
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);    fprintf(fichtm,"\n<li><h4> Computing probabilities of dying over estepm months as a weighted average (i.e global mortality independent of initial healh state)</h4></li>\n");
        fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
     for (i=1; i<= nlstate+1 ; i ++) {  /*   } */
       k=2*i;    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);  
       for (j=1; j<= nlstate+1 ; j ++) {    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");
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    fprintf(ficresvij,"# Age");
   else fprintf(ficgp," \%%*lf (\%%*lf)");    for(i=1; i<=nlstate;i++)
 }        for(j=1; j<=nlstate;j++)
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);    fprintf(ficresvij,"\n");
     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 ++) {    xp=vector(1,npar);
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    dnewm=matrix(1,nlstate,1,npar);
         else fprintf(ficgp," \%%*lf (\%%*lf)");    doldm=matrix(1,nlstate,1,nlstate);
 }      dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
       fprintf(ficgp,"\" t\"\" w l 0,");    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
      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 ++) {    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    gpp=vector(nlstate+1,nlstate+ndeath);
   else fprintf(ficgp," \%%*lf (\%%*lf)");    gmp=vector(nlstate+1,nlstate+ndeath);
 }      trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");    
       else fprintf(ficgp,"\" t\"\" w l 0,");    if(estepm < stepm){
     }      printf ("Problem %d lower than %d\n",estepm, stepm);
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);    }
   }    else  hstepm=estepm;   
      /* For example we decided to compute the life expectancy with the smallest unit */
   /*3eme*/    /* 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 (k1=1; k1<= m ; k1 ++) {       nstepm is the number of stepm from age to agelin. 
     for (cpt=1; cpt<= nlstate ; cpt ++) {       Look at hpijx to understand the reason of that which relies in memory size
       k=2+nlstate*(cpt-1);       and note for a fixed period like k years */
       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);    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
       for (i=1; i< nlstate ; i ++) {       survival function given by stepm (the optimization length). Unfortunately it
         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);       means that if the survival funtion is printed every two years of age and if
       }       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);       results. So we changed our mind and took the option of the best precision.
     }    */
   }    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
      agelim = AGESUP;
   /* CV preval stat */    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
   for (k1=1; k1<= m ; k1 ++) {      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
     for (cpt=1; cpt<nlstate ; cpt ++) {      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
       k=3;      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
       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/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
       for (i=1; i< nlstate ; i ++)      gp=matrix(0,nhstepm,1,nlstate);
         fprintf(ficgp,"+$%d",k+i+1);      gm=matrix(0,nhstepm,1,nlstate);
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);  
        
       l=3+(nlstate+ndeath)*cpt;      for(theta=1; theta <=npar; theta++){
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
       for (i=1; i< nlstate ; i ++) {          xp[i] = x[i] + (i==theta ?delti[theta]:0);
         l=3+(nlstate+ndeath)*cpt;        }
         fprintf(ficgp,"+$%d",l+i+1);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
       }        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);    
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);        if (popbased==1) {
     }          if(mobilav ==0){
   }              for(i=1; i<=nlstate;i++)
               prlim[i][i]=probs[(int)age][i][ij];
   /* proba elementaires */          }else{ /* mobilav */ 
    for(i=1,jk=1; i <=nlstate; i++){            for(i=1; i<=nlstate;i++)
     for(k=1; k <=(nlstate+ndeath); k++){              prlim[i][i]=mobaverage[(int)age][i][ij];
       if (k != i) {          }
         for(j=1; j <=ncovmodel; j++){        }
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/    
           /*fprintf(ficgp,"%s",alph[1]);*/        for(j=1; j<= nlstate; j++){
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);          for(h=0; h<=nhstepm; h++){
           jk++;            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
           fprintf(ficgp,"\n");              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
         }          }
       }        }
     }        /* This for computing probability of death (h=1 means
     }           computed over hstepm matrices product = hstepm*stepm months) 
            as a weighted average of prlim.
   for(jk=1; jk <=m; jk++) {        */
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);        for(j=nlstate+1;j<=nlstate+ndeath;j++){
    i=1;          for(i=1,gpp[j]=0.; i<= nlstate; i++)
    for(k2=1; k2<=nlstate; k2++) {            gpp[j] += prlim[i][i]*p3mat[i][j][1];
      k3=i;        }    
      for(k=1; k<=(nlstate+ndeath); k++) {        /* end probability of death */
        if (k != k2){  
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
 ij=1;          xp[i] = x[i] - (i==theta ?delti[theta]:0);
         for(j=3; j <=ncovmodel; j++) {        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
             fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);   
             ij++;        if (popbased==1) {
           }          if(mobilav ==0){
           else            for(i=1; i<=nlstate;i++)
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);              prlim[i][i]=probs[(int)age][i][ij];
         }          }else{ /* mobilav */ 
           fprintf(ficgp,")/(1");            for(i=1; i<=nlstate;i++)
                      prlim[i][i]=mobaverage[(int)age][i][ij];
         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++){        for(j=1; j<= nlstate; j++){
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {          for(h=0; h<=nhstepm; h++){
             fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
             ij++;              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
           }          }
           else        }
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);        /* This for computing probability of death (h=1 means
           }           computed over hstepm matrices product = hstepm*stepm months) 
           fprintf(ficgp,")");           as a weighted average of prlim.
         }        */
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);        for(j=nlstate+1;j<=nlstate+ndeath;j++){
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");          for(i=1,gmp[j]=0.; i<= nlstate; i++)
         i=i+ncovmodel;           gmp[j] += prlim[i][i]*p3mat[i][j][1];
        }        }    
      }        /* end probability of death */
    }  
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);        for(j=1; j<= nlstate; j++) /* vareij */
   }          for(h=0; h<=nhstepm; h++){
                gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
   fclose(ficgp);          }
      
 chdir(path);        for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
              gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
     free_ivector(wav,1,imx);        }
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);  
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);        } /* End theta */
     free_ivector(num,1,n);  
     free_vector(agedc,1,n);      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
     /*free_matrix(covar,1,NCOVMAX,1,n);*/  
     fclose(ficparo);      for(h=0; h<=nhstepm; h++) /* veij */
     fclose(ficres);        for(j=1; j<=nlstate;j++)
     /*  }*/          for(theta=1; theta <=npar; theta++)
                trgradg[h][j][theta]=gradg[h][theta][j];
    /*________fin mle=1_________*/  
          for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
         for(theta=1; theta <=npar; theta++)
            trgradgp[j][theta]=gradgp[theta][j];
     /* No more information from the sample is required now */    
   /* Reads comments: lines beginning with '#' */  
   while((c=getc(ficpar))=='#' && c!= EOF){      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
     ungetc(c,ficpar);      for(i=1;i<=nlstate;i++)
     fgets(line, MAXLINE, ficpar);        for(j=1;j<=nlstate;j++)
     puts(line);          vareij[i][j][(int)age] =0.;
     fputs(line,ficparo);  
   }      for(h=0;h<=nhstepm;h++){
   ungetc(c,ficpar);        for(k=0;k<=nhstepm;k++){
            matprod2(dnewm,trgradg[h],1,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,1,npar,1,nlstate,gradg[k]);
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);          for(i=1;i<=nlstate;i++)
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);            for(j=1;j<=nlstate;j++)
 /*--------- index.htm --------*/              vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
         }
   strcpy(optionfilehtm,optionfile);      }
   strcat(optionfilehtm,".htm");    
   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {      /* pptj */
     printf("Problem with %s \n",optionfilehtm);goto end;      matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
   }      matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
       for(j=nlstate+1;j<=nlstate+ndeath;j++)
  fprintf(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.7 </font> <hr size=\"2\" color=\"#EC5E5E\">        for(i=nlstate+1;i<=nlstate+ndeath;i++)
 Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>          varppt[j][i]=doldmp[j][i];
 Total number of observations=%d <br>      /* end ppptj */
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>      /*  x centered again */
 <hr  size=\"2\" color=\"#EC5E5E\">      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
 <li>Outputs files<br><br>\n      prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
         - 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>      if (popbased==1) {
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>        if(mobilav ==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>            prlim[i][i]=probs[(int)age][i][ij];
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>        }else{ /* mobilav */ 
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>          for(i=1; i<=nlstate;i++)
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>            prlim[i][i]=mobaverage[(int)age][i][ij];
         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br>        }
         - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>      }
 <br>",title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,jmin,jmax,jmean,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);               
       /* This for computing probability of death (h=1 means
  fprintf(fichtm," <li>Graphs</li><p>");         computed over hstepm (estepm) matrices product = hstepm*stepm months) 
          as a weighted average of prlim.
  m=cptcoveff;      */
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}      for(j=nlstate+1;j<=nlstate+ndeath;j++){
         for(i=1,gmp[j]=0.;i<= nlstate; i++) 
  j1=0;          gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
  for(k1=1; k1<=m;k1++){      }    
    for(i1=1; i1<=ncodemax[k1];i1++){      /* end probability of death */
        j1++;  
        if (cptcovn > 0) {      fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");      for(j=nlstate+1; j<=(nlstate+ndeath);j++){
          for (cpt=1; cpt<=cptcoveff;cpt++)        fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);        for(i=1; i<=nlstate;i++){
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");          fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
        }        }
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>      } 
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);          fprintf(ficresprobmorprev,"\n");
        for(cpt=1; cpt<nlstate;cpt++){  
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>      fprintf(ficresvij,"%.0f ",age );
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);      for(i=1; i<=nlstate;i++)
        }        for(j=1; j<=nlstate;j++){
     for(cpt=1; cpt<=nlstate;cpt++) {          fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident        }
 interval) in state (%d): v%s%d%d.gif <br>      fprintf(ficresvij,"\n");
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);        free_matrix(gp,0,nhstepm,1,nlstate);
      }      free_matrix(gm,0,nhstepm,1,nlstate);
      for(cpt=1; cpt<=nlstate;cpt++) {      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>      free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
      }    } /* End age */
      fprintf(fichtm,"\n<br>- Total life expectancy by age and    free_vector(gpp,nlstate+1,nlstate+ndeath);
 health expectancies in states (1) and (2): e%s%d.gif<br>    free_vector(gmp,nlstate+1,nlstate+ndeath);
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);    free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
 fprintf(fichtm,"\n</body>");    free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
    }    fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
  }    /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
 fclose(fichtm);    fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
   /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
   /*--------------- Prevalence limit --------------*/  /*   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); */
   strcpy(filerespl,"pl");    fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
   strcat(filerespl,fileres);    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
   if((ficrespl=fopen(filerespl,"w"))==NULL) {    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",subdirf(fileresprobmorprev));
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;    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);
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);    /*  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(ficrespl,"#Prevalence limit\n");  */
   fprintf(ficrespl,"#Age ");  /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);    fprintf(ficgp,"\nset out \"%s%s.png\";replot;\n",subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
   fprintf(ficrespl,"\n");  
      free_vector(xp,1,npar);
   prlim=matrix(1,nlstate,1,nlstate);    free_matrix(doldm,1,nlstate,1,nlstate);
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    free_matrix(dnewm,1,nlstate,1,npar);
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */    if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   k=0;    fclose(ficresprobmorprev);
   agebase=agemin;    fflush(ficgp);
   agelim=agemax;    fflush(fichtm); 
   ftolpl=1.e-10;  }  /* end varevsij */
   i1=cptcoveff;  
   if (cptcovn < 1){i1=1;}  /************ Variance of prevlim ******************/
   void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)
   for(cptcov=1;cptcov<=i1;cptcov++){  {
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    /* Variance of prevalence limit */
         k=k+1;    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/    double **newm;
         fprintf(ficrespl,"\n#******");    double **dnewm,**doldm;
         for(j=1;j<=cptcoveff;j++)    int i, j, nhstepm, hstepm;
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    int k, cptcode;
         fprintf(ficrespl,"******\n");    double *xp;
            double *gp, *gm;
         for (age=agebase; age<=agelim; age++){    double **gradg, **trgradg;
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);    double age,agelim;
           fprintf(ficrespl,"%.0f",age );    int theta;
           for(i=1; i<=nlstate;i++)     
           fprintf(ficrespl," %.5f", prlim[i][i]);    fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
           fprintf(ficrespl,"\n");    fprintf(ficresvpl,"# Age");
         }    for(i=1; i<=nlstate;i++)
       }        fprintf(ficresvpl," %1d-%1d",i,i);
     }    fprintf(ficresvpl,"\n");
   fclose(ficrespl);  
     xp=vector(1,npar);
   /*------------- h Pij x at various ages ------------*/    dnewm=matrix(1,nlstate,1,npar);
      doldm=matrix(1,nlstate,1,nlstate);
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);    
   if((ficrespij=fopen(filerespij,"w"))==NULL) {    hstepm=1*YEARM; /* Every year of age */
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;    hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
   }    agelim = AGESUP;
   printf("Computing pij: result on file '%s' \n", filerespij);    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
        nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
   stepsize=(int) (stepm+YEARM-1)/YEARM;      if (stepm >= YEARM) hstepm=1;
   /*if (stepm<=24) stepsize=2;*/      nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
       gradg=matrix(1,npar,1,nlstate);
   agelim=AGESUP;      gp=vector(1,nlstate);
   hstepm=stepsize*YEARM; /* Every year of age */      gm=vector(1,nlstate);
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */  
        for(theta=1; theta <=npar; theta++){
   k=0;        for(i=1; i<=npar; i++){ /* Computes gradient */
   for(cptcov=1;cptcov<=i1;cptcov++){          xp[i] = x[i] + (i==theta ?delti[theta]:0);
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){        }
       k=k+1;        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         fprintf(ficrespij,"\n#****** ");        for(i=1;i<=nlstate;i++)
         for(j=1;j<=cptcoveff;j++)          gp[i] = prlim[i][i];
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);      
         fprintf(ficrespij,"******\n");        for(i=1; i<=npar; i++) /* Computes gradient */
                  xp[i] = x[i] - (i==theta ?delti[theta]:0);
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */        for(i=1;i<=nlstate;i++)
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */          gm[i] = prlim[i][i];
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  
           oldm=oldms;savm=savms;        for(i=1;i<=nlstate;i++)
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);            gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
           fprintf(ficrespij,"# Age");      } /* End theta */
           for(i=1; i<=nlstate;i++)  
             for(j=1; j<=nlstate+ndeath;j++)      trgradg =matrix(1,nlstate,1,npar);
               fprintf(ficrespij," %1d-%1d",i,j);  
           fprintf(ficrespij,"\n");      for(j=1; j<=nlstate;j++)
           for (h=0; h<=nhstepm; h++){        for(theta=1; theta <=npar; theta++)
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );          trgradg[j][theta]=gradg[theta][j];
             for(i=1; i<=nlstate;i++)  
               for(j=1; j<=nlstate+ndeath;j++)      for(i=1;i<=nlstate;i++)
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);        varpl[i][(int)age] =0.;
             fprintf(ficrespij,"\n");      matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
           }      matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      for(i=1;i<=nlstate;i++)
           fprintf(ficrespij,"\n");        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]));
   /* varprob(fileres, matcov, p, delti, nlstate, (int) bage, (int) fage,k);*/      fprintf(ficresvpl,"\n");
       free_vector(gp,1,nlstate);
   fclose(ficrespij);      free_vector(gm,1,nlstate);
       free_matrix(gradg,1,npar,1,nlstate);
   /*---------- Forecasting ------------------*/      free_matrix(trgradg,1,nlstate,1,npar);
     } /* End age */
   strcpy(fileresf,"f");  
   strcat(fileresf,fileres);    free_vector(xp,1,npar);
   if((ficresf=fopen(fileresf,"w"))==NULL) {    free_matrix(doldm,1,nlstate,1,npar);
     printf("Problem with forecast resultfile: %s\n", fileresf);goto end;    free_matrix(dnewm,1,nlstate,1,nlstate);
   }  
   printf("Computing forecasting: result on file '%s' \n", fileresf);  }
   
   prevalence(agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax, fprevfore, lprevfore);  /************ 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)
  free_matrix(agev,1,maxwav,1,imx);  {
   /* Mobile average */    int i, j=0,  i1, k1, l1, t, tj;
     int k2, l2, j1,  z1;
   if (cptcoveff==0) ncodemax[cptcoveff]=1;    int k=0,l, cptcode;
     int first=1, first1;
   if (mobilav==1) {    double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);    double **dnewm,**doldm;
     for (agedeb=bage+3; agedeb<=fage-2; agedeb++)    double *xp;
       for (i=1; i<=nlstate;i++)    double *gp, *gm;
         for (cptcod=1;cptcod<=ncodemax[cptcov];cptcod++)    double **gradg, **trgradg;
           mobaverage[(int)agedeb][i][cptcod]=0.;    double **mu;
        double age,agelim, cov[NCOVMAX];
     for (agedeb=bage+4; agedeb<=fage; agedeb++){    double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
       for (i=1; i<=nlstate;i++){    int theta;
         for (cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){    char fileresprob[FILENAMELENGTH];
           for (cpt=0;cpt<=4;cpt++){    char fileresprobcov[FILENAMELENGTH];
             mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]+probs[(int)agedeb-cpt][i][cptcod];    char fileresprobcor[FILENAMELENGTH];
           }  
           mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]/5;    double ***varpij;
         }  
       }    strcpy(fileresprob,"prob"); 
     }      strcat(fileresprob,fileres);
   }    if((ficresprob=fopen(fileresprob,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprob);
   stepsize=(int) (stepm+YEARM-1)/YEARM;      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
   if (stepm<=12) stepsize=1;    }
     strcpy(fileresprobcov,"probcov"); 
   agelim=AGESUP;    strcat(fileresprobcov,fileres);
   hstepm=stepsize*YEARM; /* Every year of age */    if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
   hstepm=hstepm/stepm; /* Typically 2 years, = 2 years/6 months = 4 */      printf("Problem with resultfile: %s\n", fileresprobcov);
        fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
   if (popforecast==1) {    }
     if((ficpop=fopen(popfile,"r"))==NULL)    {    strcpy(fileresprobcor,"probcor"); 
       printf("Problem with population file : %s\n",popfile);goto end;    strcat(fileresprobcor,fileres);
     }    if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
     popage=ivector(0,AGESUP);      printf("Problem with resultfile: %s\n", fileresprobcor);
     popeffectif=vector(0,AGESUP);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
     popcount=vector(0,AGESUP);    }
     printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     i=1;      fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF)    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);
         i=i+1;    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);
     imx=i;    
      fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
   for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];    fprintf(ficresprob,"# Age");
   }    fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
     fprintf(ficresprobcov,"# Age");
   for(cptcov=1;cptcov<=i1;cptcov++){    fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
     for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){    fprintf(ficresprobcov,"# Age");
       k=k+1;  
       fprintf(ficresf,"\n#****** ");  
       for(j=1;j<=cptcoveff;j++) {    for(i=1; i<=nlstate;i++)
         fprintf(ficresf,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);      for(j=1; j<=(nlstate+ndeath);j++){
       }        fprintf(ficresprob," p%1d-%1d (SE)",i,j);
       fprintf(ficresf,"******\n");        fprintf(ficresprobcov," p%1d-%1d ",i,j);
       fprintf(ficresf,"# StartingAge FinalAge Horizon(in years)");        fprintf(ficresprobcor," p%1d-%1d ",i,j);
       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficresf," P.%d",j);      }  
       if (popforecast==1)  fprintf(ficresf," [Population]");   /* fprintf(ficresprob,"\n");
     fprintf(ficresprobcov,"\n");
       for (agedeb=fage; agedeb>=bage; agedeb--){    fprintf(ficresprobcor,"\n");
         fprintf(ficresf,"\n%.f %.f 0",agedeb, agedeb);   */
        if (mobilav==1) {   xp=vector(1,npar);
         for(j=1; j<=nlstate;j++)    dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
           fprintf(ficresf," %.3f",mobaverage[(int)agedeb][j][cptcod]);    doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
         }    mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
         else {    varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
           for(j=1; j<=nlstate;j++)    first=1;
           fprintf(ficresf," %.3f",probs[(int)agedeb][j][cptcod]);    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");
        for(j=1; j<=ndeath;j++) fprintf(ficresf," 0.00000");  
        if (popforecast==1) fprintf(ficresf," [%.f] ",popeffectif[(int)agedeb]);    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);
       for (cpt=1; cpt<=nforecast;cpt++) {    fprintf(fichtmcov,"\nEllipsoids of confidence centered on point (p<inf>ij</inf>, p<inf>kl</inf>) are estimated\
         fprintf(ficresf,"\n");  and drawn. It helps understanding how is the covariance between two incidences.\
       for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */   They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
         nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm);    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. \
         nhstepm = nhstepm/hstepm;  It can be understood this way: if pij and pkl where uncorrelated the (2x2) matrix of covariance \
         /*printf("agedeb=%.lf stepm=%d hstepm=%d nhstepm=%d \n",agedeb,stepm,hstepm,nhstepm);*/  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>\
         p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);   Now, if both incidences are correlated (usual case) we diagonalised the inverse of the covariance matrix\
         oldm=oldms;savm=savms;   and made the appropriate rotation to look at the uncorrelated principal directions.<br>\
         hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);    To be simple, these graphs help to understand the significativity of each parameter in relation to a second other one.<br> \n");
                  
         for (h=0; h<=nhstepm; h++){    cov[1]=1;
            tj=cptcoveff;
          if (h*hstepm/YEARM*stepm==cpt)    if (cptcovn<1) {tj=1;ncodemax[1]=1;}
             fprintf(ficresf,"\n%.f %.f %.f",agedeb, agedeb+ h*hstepm/YEARM*stepm, h*hstepm/YEARM*stepm);    j1=0;
              for(t=1; t<=tj;t++){
                for(i1=1; i1<=ncodemax[t];i1++){ 
          for(j=1; j<=nlstate+ndeath;j++) {        j1++;
            kk1=0.;kk2=0;        if  (cptcovn>0) {
            for(i=1; i<=nlstate;i++) {                  fprintf(ficresprob, "\n#********** Variable "); 
              if (mobilav==1)          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
                 kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb][i][cptcod];          fprintf(ficresprob, "**********\n#\n");
              else kk1=kk1+p3mat[i][j][h]*probs[(int)agedeb][i][cptcod];          fprintf(ficresprobcov, "\n#********** Variable "); 
              if (popforecast==1) kk2=kk1*popeffectif[(int)agedeb];          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
             }          fprintf(ficresprobcov, "**********\n#\n");
            if (h*hstepm/YEARM*stepm==cpt) {          
              fprintf(ficresf," %.3f", kk1);          fprintf(ficgp, "\n#********** Variable "); 
                if (popforecast==1) fprintf(ficresf," [%.f]", kk2);          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
            }          fprintf(ficgp, "**********\n#\n");
           }          
         }          
         free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          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]]);
   if (mobilav==1) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);          fprintf(ficresprobcor, "**********\n#");    
   if (popforecast==1) {        }
     free_ivector(popage,0,AGESUP);        
     free_vector(popeffectif,0,AGESUP);        for (age=bage; age<=fage; age ++){ 
     free_vector(popcount,0,AGESUP);          cov[2]=age;
   }          for (k=1; k<=cptcovn;k++) {
   free_imatrix(s,1,maxwav+1,1,n);            cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
   free_vector(weight,1,n);          }
   fclose(ficresf);          for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
   /*---------- Health expectancies and variances ------------*/          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]]];
   strcpy(filerest,"t");          
   strcat(filerest,fileres);          gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
   if((ficrest=fopen(filerest,"w"))==NULL) {          trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;          gp=vector(1,(nlstate)*(nlstate+ndeath));
   }          gm=vector(1,(nlstate)*(nlstate+ndeath));
   printf("Computing Total LEs with variances: file '%s' \n", filerest);      
           for(theta=1; theta <=npar; theta++){
             for(i=1; i<=npar; i++)
   strcpy(filerese,"e");              xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
   strcat(filerese,fileres);            
   if((ficreseij=fopen(filerese,"w"))==NULL) {            pmij(pmmij,cov,ncovmodel,xp,nlstate);
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);            
   }            k=0;
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);            for(i=1; i<= (nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
  strcpy(fileresv,"v");                k=k+1;
   strcat(fileresv,fileres);                gp[k]=pmmij[i][j];
   if((ficresvij=fopen(fileresv,"w"))==NULL) {              }
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);            }
   }            
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);            for(i=1; i<=npar; i++)
               xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
   k=0;      
   for(cptcov=1;cptcov<=i1;cptcov++){            pmij(pmmij,cov,ncovmodel,xp,nlstate);
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){            k=0;
       k=k+1;            for(i=1; i<=(nlstate); i++){
       fprintf(ficrest,"\n#****** ");              for(j=1; j<=(nlstate+ndeath);j++){
       for(j=1;j<=cptcoveff;j++)                k=k+1;
         fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);                gm[k]=pmmij[i][j];
       fprintf(ficrest,"******\n");              }
             }
       fprintf(ficreseij,"\n#****** ");       
       for(j=1;j<=cptcoveff;j++)            for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);              gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
       fprintf(ficreseij,"******\n");          }
   
       fprintf(ficresvij,"\n#****** ");          for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
       for(j=1;j<=cptcoveff;j++)            for(theta=1; theta <=npar; theta++)
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);              trgradg[j][theta]=gradg[theta][j];
       fprintf(ficresvij,"******\n");          
           matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);          matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
       oldm=oldms;savm=savms;          free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);            free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);          free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
       oldm=oldms;savm=savms;          free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);  
                pmij(pmmij,cov,ncovmodel,x,nlstate);
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");          
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);          k=0;
       fprintf(ficrest,"\n");          for(i=1; i<=(nlstate); i++){
                    for(j=1; j<=(nlstate+ndeath);j++){
       hf=1;              k=k+1;
       if (stepm >= YEARM) hf=stepm/YEARM;              mu[k][(int) age]=pmmij[i][j];
       epj=vector(1,nlstate+1);            }
       for(age=bage; age <=fage ;age++){          }
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);          for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
         if (popbased==1) {            for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
           for(i=1; i<=nlstate;i++)              varpij[i][j][(int)age] = doldm[i][j];
             prlim[i][i]=probs[(int)age][i][k];  
         }          /*printf("\n%d ",(int)age);
                    for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
         fprintf(ficrest," %.0f",age);            printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){            fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
           for(i=1, epj[j]=0.;i <=nlstate;i++) {            }*/
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];  
           }          fprintf(ficresprob,"\n%d ",(int)age);
           epj[nlstate+1] +=epj[j];          fprintf(ficresprobcov,"\n%d ",(int)age);
         }          fprintf(ficresprobcor,"\n%d ",(int)age);
         for(i=1, vepp=0.;i <=nlstate;i++)  
           for(j=1;j <=nlstate;j++)          for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
             vepp += vareij[i][j][(int)age];            fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));          for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
         for(j=1;j <=nlstate;j++){            fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));            fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
         }          }
         fprintf(ficrest,"\n");          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]);
  fclose(ficreseij);                fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
  fclose(ficresvij);              }
   fclose(ficrest);            }
   fclose(ficpar);          }/* end of loop for state */
   free_vector(epj,1,nlstate+1);        } /* end of loop for age */
   /*  scanf("%d ",i); */  
         /* Confidence intervalle of pij  */
   /*------- Variance limit prevalence------*/          /*
           fprintf(ficgp,"\nset noparametric;unset label");
 strcpy(fileresvpl,"vpl");          fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
   strcat(fileresvpl,fileres);          fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {          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);
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);          fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
     exit(0);          fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
   }          fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);        */
   
  k=0;        /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
  for(cptcov=1;cptcov<=i1;cptcov++){        first1=1;
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){        for (k2=1; k2<=(nlstate);k2++){
      k=k+1;          for (l2=1; l2<=(nlstate+ndeath);l2++){ 
      fprintf(ficresvpl,"\n#****** ");            if(l2==k2) continue;
      for(j=1;j<=cptcoveff;j++)            j=(k2-1)*(nlstate+ndeath)+l2;
        fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);            for (k1=1; k1<=(nlstate);k1++){
      fprintf(ficresvpl,"******\n");              for (l1=1; l1<=(nlstate+ndeath);l1++){ 
                      if(l1==k1) continue;
      varpl=matrix(1,nlstate,(int) bage, (int) fage);                i=(k1-1)*(nlstate+ndeath)+l1;
      oldm=oldms;savm=savms;                if(i<=j) continue;
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);                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;
   fclose(ficresvpl);                    cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     mu1=mu[i][(int) age]/stepm*YEARM ;
   /*---------- End : free ----------------*/                    mu2=mu[j][(int) age]/stepm*YEARM;
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);                    c12=cv12/sqrt(v1*v2);
                      /* Computing eigen value of matrix of covariance */
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);                    lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);                    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));
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);                    /*v21=sqrt(1.-v11*v11); *//* error */
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);                    v21=(lc1-v1)/cv12*v11;
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);                    v12=-v21;
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);                    v22=v11;
                      tnalp=v21/v11;
   free_matrix(matcov,1,npar,1,npar);                    if(first1==1){
   free_vector(delti,1,npar);                      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);
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);                    }
                     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("End of Imach\n");                    /*printf(fignu*/
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */                    /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
                      /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
   /* 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);*/                    if(first==1){
   /*printf("Total time was %d uSec.\n", total_usecs);*/                      first=0;
   /*------ End -----------*/                      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");
  end:                      fprintf(fichtmcov,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
 #ifdef windows   :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
  chdir(pathcd);  %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
 #endif                              subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
                                subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
  system("..\\gp37mgw\\wgnuplot graph.plt");                      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);
 #ifdef windows                      fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
   while (z[0] != 'q') {                      fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
     chdir(pathcd);                      fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
     printf("\nType e to edit output files, c to start again, and q for exiting: ");                      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",\
     scanf("%s",z);                              mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
     if (z[0] == 'c') system("./imach");                              mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
     else if (z[0] == 'e') {                    }else{
       chdir(path);                      first=0;
       system(optionfilehtm);                      fprintf(fichtmcov," %d (%.3f),",(int) age, c12);
     }                      fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
     else if (z[0] == 'q') exit(0);                      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",\
 #endif                              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.1.16  
changed lines
  Added in v.1.93


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