Diff for /imach/src/imach.c between versions 1.21 and 1.93

version 1.21, 2002/02/21 18:42:24 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 erreur; /* Error number */    Short summary of the programme:
 int nvar;    
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;    This program computes Healthy Life Expectancies from
 int npar=NPARMAX;    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
 int nlstate=2; /* Number of live states */    first survey ("cross") where individuals from different ages are
 int ndeath=1; /* Number of dead states */    interviewed on their health status or degree of disability (in the
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    case of a health survey which is our main interest) -2- at least a
 int popbased=0;    second wave of interviews ("longitudinal") which measure each change
     (if any) in individual health status.  Health expectancies are
 int *wav; /* Number of waves for this individuual 0 is possible */    computed from the time spent in each health state according to a
 int maxwav; /* Maxim number of waves */    model. More health states you consider, more time is necessary to reach the
 int jmin, jmax; /* min, max spacing between 2 waves */    Maximum Likelihood of the parameters involved in the model.  The
 int mle, weightopt;    simplest model is the multinomial logistic model where pij is the
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */    probability to be observed in state j at the second wave
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */    conditional to be observed in state i at the first wave. Therefore
 double jmean; /* Mean space between 2 waves */    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
 double **oldm, **newm, **savm; /* Working pointers to matrices */    'age' is age and 'sex' is a covariate. If you want to have a more
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    complex model than "constant and age", you should modify the program
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf;    where the markup *Covariates have to be included here again* invites
 FILE *ficgp, *fichtm,*ficresprob,*ficpop;    you to do it.  More covariates you add, slower the
 FILE *ficreseij;    convergence.
   char filerese[FILENAMELENGTH];  
  FILE  *ficresvij;    The advantage of this computer programme, compared to a simple
   char fileresv[FILENAMELENGTH];    multinomial logistic model, is clear when the delay between waves is not
  FILE  *ficresvpl;    identical for each individual. Also, if a individual missed an
   char fileresvpl[FILENAMELENGTH];    intermediate interview, the information is lost, but taken into
     account using an interpolation or extrapolation.  
 #define NR_END 1  
 #define FREE_ARG char*    hPijx is the probability to be observed in state i at age x+h
 #define FTOL 1.0e-10    conditional to the observed state i at age x. The delay 'h' can be
     split into an exact number (nh*stepm) of unobserved intermediate
 #define NRANSI    states. This elementary transition (by month, quarter,
 #define ITMAX 200    semester or year) is modelled as a multinomial logistic.  The hPx
     matrix is simply the matrix product of nh*stepm elementary matrices
 #define TOL 2.0e-4    and the contribution of each individual to the likelihood is simply
     hPijx.
 #define CGOLD 0.3819660  
 #define ZEPS 1.0e-10    Also this programme outputs the covariance matrix of the parameters but also
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);    of the life expectancies. It also computes the stable prevalence. 
     
 #define GOLD 1.618034    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
 #define GLIMIT 100.0             Institut national d'études démographiques, Paris.
 #define TINY 1.0e-20    This software have been partly granted by Euro-REVES, a concerted action
     from the European Union.
 static double maxarg1,maxarg2;    It is copyrighted identically to a GNU software product, ie programme and
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))    software can be distributed freely for non commercial use. Latest version
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))    can be accessed at http://euroreves.ined.fr/imach .
    
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
 #define rint(a) floor(a+0.5)    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
     read parameterfile
 int imx;    read datafile
 int stepm;    concatwav
 /* Stepm, step in month: minimum step interpolation*/    freqsummary
     if (mle >= 1)
 int m,nb;      mlikeli
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;    print results files
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;    if mle==1 
 double **pmmij, ***probs, ***mobaverage;       computes hessian
 double dateintmean=0;    read end of parameter file: agemin, agemax, bage, fage, estepm
         begin-prev-date,...
 double *weight;    open gnuplot file
 int **s; /* Status */    open html file
 double *agedc, **covar, idx;    stable prevalence
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;     for age prevalim()
     h Pij x
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */    variance of p varprob
 double ftolhess; /* Tolerance for computing hessian */    forecasting if prevfcast==1 prevforecast call prevalence()
     health expectancies
 /**************** split *************************/    Variance-covariance of DFLE
 static  int split( char *path, char *dirc, char *name )    prevalence()
 {     movingaverage()
    char *s;                             /* pointer */    varevsij() 
    int  l1, l2;                         /* length counters */    if popbased==1 varevsij(,popbased)
     total life expectancies
    l1 = strlen( path );                 /* length of path */    Variance of stable prevalence
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );   end
    s = strrchr( path, '\\' );           /* find last / */  */
    if ( s == NULL ) {                   /* no directory, so use current */  
 #if     defined(__bsd__)                /* get current working directory */  
       extern char       *getwd( );  
    
       if ( getwd( dirc ) == NULL ) {  #include <math.h>
 #else  #include <stdio.h>
       extern char       *getcwd( );  #include <stdlib.h>
   #include <unistd.h>
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {  
 #endif  #include <sys/time.h>
          return( GLOCK_ERROR_GETCWD );  #include <time.h>
       }  #include "timeval.h"
       strcpy( name, path );             /* we've got it */  
    } else {                             /* strip direcotry from path */  #define MAXLINE 256
       s++;                              /* after this, the filename */  #define GNUPLOTPROGRAM "gnuplot"
       l2 = strlen( s );                 /* length of filename */  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );  #define FILENAMELENGTH 132
       strcpy( name, s );                /* save file name */  /*#define DEBUG*/
       strncpy( dirc, path, l1 - l2 );   /* now the directory */  /*#define windows*/
       dirc[l1-l2] = 0;                  /* add zero */  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
    }  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
    l1 = strlen( dirc );                 /* length of directory */  
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  #define MAXPARM 30 /* Maximum number of parameters for the optimization */
    return( 0 );                         /* we're done */  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
 }  
   #define NINTERVMAX 8
   #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
 /******************************************/  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
   #define NCOVMAX 8 /* Maximum number of covariates */
 void replace(char *s, char*t)  #define MAXN 20000
 {  #define YEARM 12. /* Number of months per year */
   int i;  #define AGESUP 130
   int lg=20;  #define AGEBASE 40
   i=0;  #ifdef unix
   lg=strlen(t);  #define DIRSEPARATOR '/'
   for(i=0; i<= lg; i++) {  #define ODIRSEPARATOR '\\'
     (s[i] = t[i]);  #else
     if (t[i]== '\\') s[i]='/';  #define DIRSEPARATOR '\\'
   }  #define ODIRSEPARATOR '/'
 }  #endif
   
 int nbocc(char *s, char occ)  /* $Id$ */
 {  /* $State$ */
   int i,j=0;  
   int lg=20;  char version[]="Imach version 0.96b, June 2003, INED-EUROREVES ";
   i=0;  char fullversion[]="$Revision$ $Date$"; 
   lg=strlen(s);  int erreur, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
   for(i=0; i<= lg; i++) {  int nvar;
   if  (s[i] == occ ) j++;  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
   }  int npar=NPARMAX;
   return j;  int nlstate=2; /* Number of live states */
 }  int ndeath=1; /* Number of dead states */
   int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
 void cutv(char *u,char *v, char*t, char occ)  int popbased=0;
 {  
   int i,lg,j,p=0;  int *wav; /* Number of waves for this individuual 0 is possible */
   i=0;  int maxwav; /* Maxim number of waves */
   for(j=0; j<=strlen(t)-1; j++) {  int jmin, jmax; /* min, max spacing between 2 waves */
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;  int gipmx, gsw; /* Global variables on the number of contributions 
   }                     to the likelihood and the sum of weights (done by funcone)*/
   int mle, weightopt;
   lg=strlen(t);  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
   for(j=0; j<p; j++) {  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
     (u[j] = t[j]);  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. */
      u[p]='\0';  double jmean; /* Mean space between 2 waves */
   double **oldm, **newm, **savm; /* Working pointers to matrices */
    for(j=0; j<= lg; j++) {  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
     if (j>=(p+1))(v[j-p-1] = t[j]);  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
   }  FILE *ficlog, *ficrespow;
 }  int globpr; /* Global variable for printing or not */
   double fretone; /* Only one call to likelihood */
 /********************** nrerror ********************/  long ipmx; /* Number of contributions */
   double sw; /* Sum of weights */
 void nrerror(char error_text[])  char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
 {  FILE *ficresilk;
   fprintf(stderr,"ERREUR ...\n");  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
   fprintf(stderr,"%s\n",error_text);  FILE *ficresprobmorprev;
   exit(1);  FILE *fichtm, *fichtmcov; /* Html File */
 }  FILE *ficreseij;
 /*********************** vector *******************/  char filerese[FILENAMELENGTH];
 double *vector(int nl, int nh)  FILE  *ficresvij;
 {  char fileresv[FILENAMELENGTH];
   double *v;  FILE  *ficresvpl;
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  char fileresvpl[FILENAMELENGTH];
   if (!v) nrerror("allocation failure in vector");  char title[MAXLINE];
   return v-nl+NR_END;  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
 }  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
   char tmpout[FILENAMELENGTH]; 
 /************************ free vector ******************/  char command[FILENAMELENGTH];
 void free_vector(double*v, int nl, int nh)  int  outcmd=0;
 {  
   free((FREE_ARG)(v+nl-NR_END));  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
 }  char lfileres[FILENAMELENGTH];
   char filelog[FILENAMELENGTH]; /* Log file */
 /************************ivector *******************************/  char filerest[FILENAMELENGTH];
 int *ivector(long nl,long nh)  char fileregp[FILENAMELENGTH];
 {  char popfile[FILENAMELENGTH];
   int *v;  
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
   if (!v) nrerror("allocation failure in ivector");  
   return v-nl+NR_END;  struct timeval start_time, end_time, curr_time, last_time, forecast_time;
 }  struct timezone tzp;
   extern int gettimeofday();
 /******************free ivector **************************/  struct tm tmg, tm, tmf, *gmtime(), *localtime();
 void free_ivector(int *v, long nl, long nh)  long time_value;
 {  extern long time();
   free((FREE_ARG)(v+nl-NR_END));  char strcurr[80], strfor[80];
 }  
   #define NR_END 1
 /******************* imatrix *******************************/  #define FREE_ARG char*
 int **imatrix(long nrl, long nrh, long ncl, long nch)  #define FTOL 1.0e-10
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */  
 {  #define NRANSI 
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  #define ITMAX 200 
   int **m;  
    #define TOL 2.0e-4 
   /* allocate pointers to rows */  
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  #define CGOLD 0.3819660 
   if (!m) nrerror("allocation failure 1 in matrix()");  #define ZEPS 1.0e-10 
   m += NR_END;  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
   m -= nrl;  
    #define GOLD 1.618034 
    #define GLIMIT 100.0 
   /* allocate rows and set pointers to them */  #define TINY 1.0e-20 
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  static double maxarg1,maxarg2;
   m[nrl] += NR_END;  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
   m[nrl] -= ncl;  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
      
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
    #define rint(a) floor(a+0.5)
   /* return pointer to array of pointers to rows */  
   return m;  static double sqrarg;
 }  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
   #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
 /****************** free_imatrix *************************/  
 void free_imatrix(m,nrl,nrh,ncl,nch)  int imx; 
       int **m;  int stepm;
       long nch,ncl,nrh,nrl;  /* Stepm, step in month: minimum step interpolation*/
      /* free an int matrix allocated by imatrix() */  
 {  int estepm;
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
   free((FREE_ARG) (m+nrl-NR_END));  
 }  int m,nb;
   long *num;
 /******************* matrix *******************************/  int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
 double **matrix(long nrl, long nrh, long ncl, long nch)  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
 {  double **pmmij, ***probs;
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;  double dateintmean=0;
   double **m;  
   double *weight;
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  int **s; /* Status */
   if (!m) nrerror("allocation failure 1 in matrix()");  double *agedc, **covar, idx;
   m += NR_END;  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
   m -= nrl;  
   double ftol=FTOL; /* Tolerance for computing Max Likelihood */
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  double ftolhess; /* Tolerance for computing hessian */
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  
   m[nrl] += NR_END;  /**************** split *************************/
   m[nrl] -= ncl;  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
   {
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    char  *ss;                            /* pointer */
   return m;    int   l1, l2;                         /* length counters */
 }  
     l1 = strlen(path );                   /* length of path */
 /*************************free matrix ************************/    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
 {    if ( ss == NULL ) {                   /* no directory, so use current */
   free((FREE_ARG)(m[nrl]+ncl-NR_END));      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
   free((FREE_ARG)(m+nrl-NR_END));        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
 }      /* get current working directory */
       /*    extern  char* getcwd ( char *buf , int len);*/
 /******************* ma3x *******************************/      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)        return( GLOCK_ERROR_GETCWD );
 {      }
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;      strcpy( name, path );               /* we've got it */
   double ***m;    } else {                              /* strip direcotry from path */
       ss++;                               /* after this, the filename */
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));      l2 = strlen( ss );                  /* length of filename */
   if (!m) nrerror("allocation failure 1 in matrix()");      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
   m += NR_END;      strcpy( name, ss );         /* save file name */
   m -= nrl;      strncpy( dirc, path, l1 - l2 );     /* now the directory */
       dirc[l1-l2] = 0;                    /* add zero */
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    }
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    l1 = strlen( dirc );                  /* length of directory */
   m[nrl] += NR_END;    /*#ifdef windows
   m[nrl] -= ncl;    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
   #else
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
   #endif
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));    */
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");    ss = strrchr( name, '.' );            /* find last / */
   m[nrl][ncl] += NR_END;    ss++;
   m[nrl][ncl] -= nll;    strcpy(ext,ss);                       /* save extension */
   for (j=ncl+1; j<=nch; j++)    l1= strlen( name);
     m[nrl][j]=m[nrl][j-1]+nlay;    l2= strlen(ss)+1;
      strncpy( finame, name, l1-l2);
   for (i=nrl+1; i<=nrh; i++) {    finame[l1-l2]= 0;
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;    return( 0 );                          /* we're done */
     for (j=ncl+1; j<=nch; j++)  }
       m[i][j]=m[i][j-1]+nlay;  
   }  
   return m;  /******************************************/
 }  
   void replace_back_to_slash(char *s, char*t)
 /*************************free ma3x ************************/  {
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)    int i;
 {    int lg=0;
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));    i=0;
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    lg=strlen(t);
   free((FREE_ARG)(m+nrl-NR_END));    for(i=0; i<= lg; i++) {
 }      (s[i] = t[i]);
       if (t[i]== '\\') s[i]='/';
 /***************** f1dim *************************/    }
 extern int ncom;  }
 extern double *pcom,*xicom;  
 extern double (*nrfunc)(double []);  int nbocc(char *s, char occ)
    {
 double f1dim(double x)    int i,j=0;
 {    int lg=20;
   int j;    i=0;
   double f;    lg=strlen(s);
   double *xt;    for(i=0; i<= lg; i++) {
      if  (s[i] == occ ) j++;
   xt=vector(1,ncom);    }
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];    return j;
   f=(*nrfunc)(xt);  }
   free_vector(xt,1,ncom);  
   return f;  void cutv(char *u,char *v, char*t, char occ)
 }  {
     /* cuts string t into u and v where u is ended by char occ excluding it
 /*****************brent *************************/       and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)       gives u="abcedf" and v="ghi2j" */
 {    int i,lg,j,p=0;
   int iter;    i=0;
   double a,b,d,etemp;    for(j=0; j<=strlen(t)-1; j++) {
   double fu,fv,fw,fx;      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
   double ftemp;    }
   double p,q,r,tol1,tol2,u,v,w,x,xm;  
   double e=0.0;    lg=strlen(t);
      for(j=0; j<p; j++) {
   a=(ax < cx ? ax : cx);      (u[j] = t[j]);
   b=(ax > cx ? ax : cx);    }
   x=w=v=bx;       u[p]='\0';
   fw=fv=fx=(*f)(x);  
   for (iter=1;iter<=ITMAX;iter++) {     for(j=0; j<= lg; j++) {
     xm=0.5*(a+b);      if (j>=(p+1))(v[j-p-1] = t[j]);
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);    }
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/  }
     printf(".");fflush(stdout);  
 #ifdef DEBUG  /********************** nrerror ********************/
     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)))) { */  void nrerror(char error_text[])
 #endif  {
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){    fprintf(stderr,"ERREUR ...\n");
       *xmin=x;    fprintf(stderr,"%s\n",error_text);
       return fx;    exit(EXIT_FAILURE);
     }  }
     ftemp=fu;  /*********************** vector *******************/
     if (fabs(e) > tol1) {  double *vector(int nl, int nh)
       r=(x-w)*(fx-fv);  {
       q=(x-v)*(fx-fw);    double *v;
       p=(x-v)*q-(x-w)*r;    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
       q=2.0*(q-r);    if (!v) nrerror("allocation failure in vector");
       if (q > 0.0) p = -p;    return v-nl+NR_END;
       q=fabs(q);  }
       etemp=e;  
       e=d;  /************************ free vector ******************/
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))  void free_vector(double*v, int nl, int nh)
         d=CGOLD*(e=(x >= xm ? a-x : b-x));  {
       else {    free((FREE_ARG)(v+nl-NR_END));
         d=p/q;  }
         u=x+d;  
         if (u-a < tol2 || b-u < tol2)  /************************ivector *******************************/
           d=SIGN(tol1,xm-x);  int *ivector(long nl,long nh)
       }  {
     } else {    int *v;
       d=CGOLD*(e=(x >= xm ? a-x : b-x));    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
     }    if (!v) nrerror("allocation failure in ivector");
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));    return v-nl+NR_END;
     fu=(*f)(u);  }
     if (fu <= fx) {  
       if (u >= x) a=x; else b=x;  /******************free ivector **************************/
       SHFT(v,w,x,u)  void free_ivector(int *v, long nl, long nh)
         SHFT(fv,fw,fx,fu)  {
         } else {    free((FREE_ARG)(v+nl-NR_END));
           if (u < x) a=u; else b=u;  }
           if (fu <= fw || w == x) {  
             v=w;  /************************lvector *******************************/
             w=u;  long *lvector(long nl,long nh)
             fv=fw;  {
             fw=fu;    long *v;
           } else if (fu <= fv || v == x || v == w) {    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
             v=u;    if (!v) nrerror("allocation failure in ivector");
             fv=fu;    return v-nl+NR_END;
           }  }
         }  
   }  /******************free lvector **************************/
   nrerror("Too many iterations in brent");  void free_lvector(long *v, long nl, long nh)
   *xmin=x;  {
   return fx;    free((FREE_ARG)(v+nl-NR_END));
 }  }
   
 /****************** mnbrak ***********************/  /******************* imatrix *******************************/
   int **imatrix(long nrl, long nrh, long ncl, long nch) 
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
             double (*func)(double))  { 
 {    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
   double ulim,u,r,q, dum;    int **m; 
   double fu;    
      /* allocate pointers to rows */ 
   *fa=(*func)(*ax);    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
   *fb=(*func)(*bx);    if (!m) nrerror("allocation failure 1 in matrix()"); 
   if (*fb > *fa) {    m += NR_END; 
     SHFT(dum,*ax,*bx,dum)    m -= nrl; 
       SHFT(dum,*fb,*fa,dum)    
       }    
   *cx=(*bx)+GOLD*(*bx-*ax);    /* allocate rows and set pointers to them */ 
   *fc=(*func)(*cx);    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
   while (*fb > *fc) {    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
     r=(*bx-*ax)*(*fb-*fc);    m[nrl] += NR_END; 
     q=(*bx-*cx)*(*fb-*fa);    m[nrl] -= ncl; 
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/    
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
     ulim=(*bx)+GLIMIT*(*cx-*bx);    
     if ((*bx-u)*(u-*cx) > 0.0) {    /* return pointer to array of pointers to rows */ 
       fu=(*func)(u);    return m; 
     } else if ((*cx-u)*(u-ulim) > 0.0) {  } 
       fu=(*func)(u);  
       if (fu < *fc) {  /****************** free_imatrix *************************/
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))  void free_imatrix(m,nrl,nrh,ncl,nch)
           SHFT(*fb,*fc,fu,(*func)(u))        int **m;
           }        long nch,ncl,nrh,nrl; 
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {       /* free an int matrix allocated by imatrix() */ 
       u=ulim;  { 
       fu=(*func)(u);    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
     } else {    free((FREE_ARG) (m+nrl-NR_END)); 
       u=(*cx)+GOLD*(*cx-*bx);  } 
       fu=(*func)(u);  
     }  /******************* matrix *******************************/
     SHFT(*ax,*bx,*cx,u)  double **matrix(long nrl, long nrh, long ncl, long nch)
       SHFT(*fa,*fb,*fc,fu)  {
       }    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
 }    double **m;
   
 /*************** linmin ************************/    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
     if (!m) nrerror("allocation failure 1 in matrix()");
 int ncom;    m += NR_END;
 double *pcom,*xicom;    m -= nrl;
 double (*nrfunc)(double []);  
      m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
 {    m[nrl] += NR_END;
   double brent(double ax, double bx, double cx,    m[nrl] -= ncl;
                double (*f)(double), double tol, double *xmin);  
   double f1dim(double x);    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,    return m;
               double *fc, double (*func)(double));    /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
   int j;     */
   double xx,xmin,bx,ax;  }
   double fx,fb,fa;  
    /*************************free matrix ************************/
   ncom=n;  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
   pcom=vector(1,n);  {
   xicom=vector(1,n);    free((FREE_ARG)(m[nrl]+ncl-NR_END));
   nrfunc=func;    free((FREE_ARG)(m+nrl-NR_END));
   for (j=1;j<=n;j++) {  }
     pcom[j]=p[j];  
     xicom[j]=xi[j];  /******************* ma3x *******************************/
   }  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
   ax=0.0;  {
   xx=1.0;    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);    double ***m;
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);  
 #ifdef DEBUG    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);    if (!m) nrerror("allocation failure 1 in matrix()");
 #endif    m += NR_END;
   for (j=1;j<=n;j++) {    m -= nrl;
     xi[j] *= xmin;  
     p[j] += xi[j];    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   }    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   free_vector(xicom,1,n);    m[nrl] += NR_END;
   free_vector(pcom,1,n);    m[nrl] -= ncl;
 }  
     for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
 /*************** powell ************************/  
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
             double (*func)(double []))    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
 {    m[nrl][ncl] += NR_END;
   void linmin(double p[], double xi[], int n, double *fret,    m[nrl][ncl] -= nll;
               double (*func)(double []));    for (j=ncl+1; j<=nch; j++) 
   int i,ibig,j;      m[nrl][j]=m[nrl][j-1]+nlay;
   double del,t,*pt,*ptt,*xit;    
   double fp,fptt;    for (i=nrl+1; i<=nrh; i++) {
   double *xits;      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
   pt=vector(1,n);      for (j=ncl+1; j<=nch; j++) 
   ptt=vector(1,n);        m[i][j]=m[i][j-1]+nlay;
   xit=vector(1,n);    }
   xits=vector(1,n);    return m; 
   *fret=(*func)(p);    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
   for (j=1;j<=n;j++) pt[j]=p[j];             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
   for (*iter=1;;++(*iter)) {    */
     fp=(*fret);  }
     ibig=0;  
     del=0.0;  /*************************free ma3x ************************/
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
     for (i=1;i<=n;i++)  {
       printf(" %d %.12f",i, p[i]);    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
     printf("\n");    free((FREE_ARG)(m[nrl]+ncl-NR_END));
     for (i=1;i<=n;i++) {    free((FREE_ARG)(m+nrl-NR_END));
       for (j=1;j<=n;j++) xit[j]=xi[j][i];  }
       fptt=(*fret);  
 #ifdef DEBUG  /***************** f1dim *************************/
       printf("fret=%lf \n",*fret);  extern int ncom; 
 #endif  extern double *pcom,*xicom;
       printf("%d",i);fflush(stdout);  extern double (*nrfunc)(double []); 
       linmin(p,xit,n,fret,func);   
       if (fabs(fptt-(*fret)) > del) {  double f1dim(double x) 
         del=fabs(fptt-(*fret));  { 
         ibig=i;    int j; 
       }    double f;
 #ifdef DEBUG    double *xt; 
       printf("%d %.12e",i,(*fret));   
       for (j=1;j<=n;j++) {    xt=vector(1,ncom); 
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
         printf(" x(%d)=%.12e",j,xit[j]);    f=(*nrfunc)(xt); 
       }    free_vector(xt,1,ncom); 
       for(j=1;j<=n;j++)    return f; 
         printf(" p=%.12e",p[j]);  } 
       printf("\n");  
 #endif  /*****************brent *************************/
     }  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {  { 
 #ifdef DEBUG    int iter; 
       int k[2],l;    double a,b,d,etemp;
       k[0]=1;    double fu,fv,fw,fx;
       k[1]=-1;    double ftemp;
       printf("Max: %.12e",(*func)(p));    double p,q,r,tol1,tol2,u,v,w,x,xm; 
       for (j=1;j<=n;j++)    double e=0.0; 
         printf(" %.12e",p[j]);   
       printf("\n");    a=(ax < cx ? ax : cx); 
       for(l=0;l<=1;l++) {    b=(ax > cx ? ax : cx); 
         for (j=1;j<=n;j++) {    x=w=v=bx; 
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];    fw=fv=fx=(*f)(x); 
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);    for (iter=1;iter<=ITMAX;iter++) { 
         }      xm=0.5*(a+b); 
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
       }      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
 #endif      printf(".");fflush(stdout);
       fprintf(ficlog,".");fflush(ficlog);
   #ifdef DEBUG
       free_vector(xit,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(xits,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);
       free_vector(ptt,1,n);      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
       free_vector(pt,1,n);  #endif
       return;      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
     }        *xmin=x; 
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");        return fx; 
     for (j=1;j<=n;j++) {      } 
       ptt[j]=2.0*p[j]-pt[j];      ftemp=fu;
       xit[j]=p[j]-pt[j];      if (fabs(e) > tol1) { 
       pt[j]=p[j];        r=(x-w)*(fx-fv); 
     }        q=(x-v)*(fx-fw); 
     fptt=(*func)(ptt);        p=(x-v)*q-(x-w)*r; 
     if (fptt < fp) {        q=2.0*(q-r); 
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);        if (q > 0.0) p = -p; 
       if (t < 0.0) {        q=fabs(q); 
         linmin(p,xit,n,fret,func);        etemp=e; 
         for (j=1;j<=n;j++) {        e=d; 
           xi[j][ibig]=xi[j][n];        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
           xi[j][n]=xit[j];          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
         }        else { 
 #ifdef DEBUG          d=p/q; 
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);          u=x+d; 
         for(j=1;j<=n;j++)          if (u-a < tol2 || b-u < tol2) 
           printf(" %.12e",xit[j]);            d=SIGN(tol1,xm-x); 
         printf("\n");        } 
 #endif      } else { 
       }        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
     }      } 
   }      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
 }      fu=(*f)(u); 
       if (fu <= fx) { 
 /**** Prevalence limit ****************/        if (u >= x) a=x; else b=x; 
         SHFT(v,w,x,u) 
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)          SHFT(fv,fw,fx,fu) 
 {          } else { 
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit            if (u < x) a=u; else b=u; 
      matrix by transitions matrix until convergence is reached */            if (fu <= fw || w == x) { 
               v=w; 
   int i, ii,j,k;              w=u; 
   double min, max, maxmin, maxmax,sumnew=0.;              fv=fw; 
   double **matprod2();              fw=fu; 
   double **out, cov[NCOVMAX], **pmij();            } else if (fu <= fv || v == x || v == w) { 
   double **newm;              v=u; 
   double agefin, delaymax=50 ; /* Max number of years to converge */              fv=fu; 
             } 
   for (ii=1;ii<=nlstate+ndeath;ii++)          } 
     for (j=1;j<=nlstate+ndeath;j++){    } 
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);    nrerror("Too many iterations in brent"); 
     }    *xmin=x; 
     return fx; 
    cov[1]=1.;  } 
    
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */  /****************** mnbrak ***********************/
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){  
     newm=savm;  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
     /* Covariates have to be included here again */              double (*func)(double)) 
      cov[2]=agefin;  { 
      double ulim,u,r,q, dum;
       for (k=1; k<=cptcovn;k++) {    double fu; 
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];   
         /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/    *fa=(*func)(*ax); 
       }    *fb=(*func)(*bx); 
       for (k=1; k<=cptcovage;k++)    if (*fb > *fa) { 
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];      SHFT(dum,*ax,*bx,dum) 
       for (k=1; k<=cptcovprod;k++)        SHFT(dum,*fb,*fa,dum) 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];        } 
     *cx=(*bx)+GOLD*(*bx-*ax); 
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/    *fc=(*func)(*cx); 
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/    while (*fb > *fc) { 
       r=(*bx-*ax)*(*fb-*fc); 
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);      q=(*bx-*cx)*(*fb-*fa); 
       u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
     savm=oldm;        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
     oldm=newm;      ulim=(*bx)+GLIMIT*(*cx-*bx); 
     maxmax=0.;      if ((*bx-u)*(u-*cx) > 0.0) { 
     for(j=1;j<=nlstate;j++){        fu=(*func)(u); 
       min=1.;      } else if ((*cx-u)*(u-ulim) > 0.0) { 
       max=0.;        fu=(*func)(u); 
       for(i=1; i<=nlstate; i++) {        if (fu < *fc) { 
         sumnew=0;          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];            SHFT(*fb,*fc,fu,(*func)(u)) 
         prlim[i][j]= newm[i][j]/(1-sumnew);            } 
         max=FMAX(max,prlim[i][j]);      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
         min=FMIN(min,prlim[i][j]);        u=ulim; 
       }        fu=(*func)(u); 
       maxmin=max-min;      } else { 
       maxmax=FMAX(maxmax,maxmin);        u=(*cx)+GOLD*(*cx-*bx); 
     }        fu=(*func)(u); 
     if(maxmax < ftolpl){      } 
       return prlim;      SHFT(*ax,*bx,*cx,u) 
     }        SHFT(*fa,*fb,*fc,fu) 
   }        } 
 }  } 
   
 /*************** transition probabilities ***************/  /*************** linmin ************************/
   
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )  int ncom; 
 {  double *pcom,*xicom;
   double s1, s2;  double (*nrfunc)(double []); 
   /*double t34;*/   
   int i,j,j1, nc, ii, jj;  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
   { 
     for(i=1; i<= nlstate; i++){    double brent(double ax, double bx, double cx, 
     for(j=1; j<i;j++){                 double (*f)(double), double tol, double *xmin); 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){    double f1dim(double x); 
         /*s2 += param[i][j][nc]*cov[nc];*/    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];                double *fc, double (*func)(double)); 
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/    int j; 
       }    double xx,xmin,bx,ax; 
       ps[i][j]=s2;    double fx,fb,fa;
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/   
     }    ncom=n; 
     for(j=i+1; j<=nlstate+ndeath;j++){    pcom=vector(1,n); 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){    xicom=vector(1,n); 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    nrfunc=func; 
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/    for (j=1;j<=n;j++) { 
       }      pcom[j]=p[j]; 
       ps[i][j]=(s2);      xicom[j]=xi[j]; 
     }    } 
   }    ax=0.0; 
     /*ps[3][2]=1;*/    xx=1.0; 
     mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
   for(i=1; i<= nlstate; i++){    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
      s1=0;  #ifdef DEBUG
     for(j=1; j<i; 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);
     for(j=i+1; j<=nlstate+ndeath; j++)  #endif
       s1+=exp(ps[i][j]);    for (j=1;j<=n;j++) { 
     ps[i][i]=1./(s1+1.);      xi[j] *= xmin; 
     for(j=1; j<i; j++)      p[j] += xi[j]; 
       ps[i][j]= exp(ps[i][j])*ps[i][i];    } 
     for(j=i+1; j<=nlstate+ndeath; j++)    free_vector(xicom,1,n); 
       ps[i][j]= exp(ps[i][j])*ps[i][i];    free_vector(pcom,1,n); 
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */  } 
   } /* end i */  
   char *asc_diff_time(long time_sec, char ascdiff[])
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){  {
     for(jj=1; jj<= nlstate+ndeath; jj++){    long sec_left, days, hours, minutes;
       ps[ii][jj]=0;    days = (time_sec) / (60*60*24);
       ps[ii][ii]=1;    sec_left = (time_sec) % (60*60*24);
     }    hours = (sec_left) / (60*60) ;
   }    sec_left = (sec_left) %(60*60);
     minutes = (sec_left) /60;
     sec_left = (sec_left) % (60);
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){    sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
     for(jj=1; jj<= nlstate+ndeath; jj++){    return ascdiff;
      printf("%lf ",ps[ii][jj]);  }
    }  
     printf("\n ");  /*************** powell ************************/
     }  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
     printf("\n ");printf("%lf ",cov[2]);*/              double (*func)(double [])) 
 /*  { 
   for(i=1; i<= npar; i++) printf("%f ",x[i]);    void linmin(double p[], double xi[], int n, double *fret, 
   goto end;*/                double (*func)(double [])); 
     return ps;    int i,ibig,j; 
 }    double del,t,*pt,*ptt,*xit;
     double fp,fptt;
 /**************** Product of 2 matrices ******************/    double *xits;
     int niterf, itmp;
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)  
 {    pt=vector(1,n); 
   /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times    ptt=vector(1,n); 
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */    xit=vector(1,n); 
   /* in, b, out are matrice of pointers which should have been initialized    xits=vector(1,n); 
      before: only the contents of out is modified. The function returns    *fret=(*func)(p); 
      a pointer to pointers identical to out */    for (j=1;j<=n;j++) pt[j]=p[j]; 
   long i, j, k;    for (*iter=1;;++(*iter)) { 
   for(i=nrl; i<= nrh; i++)      fp=(*fret); 
     for(k=ncolol; k<=ncoloh; k++)      ibig=0; 
       for(j=ncl,out[i][k]=0.; j<=nch; j++)      del=0.0; 
         out[i][k] +=in[i][j]*b[j][k];      last_time=curr_time;
       (void) gettimeofday(&curr_time,&tzp);
   return out;      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);
       fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec);
       for (i=1;i<=n;i++) {
 /************* Higher Matrix Product ***************/        printf(" %d %.12f",i, p[i]);
         fprintf(ficlog," %d %.12lf",i, p[i]);
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )        fprintf(ficrespow," %.12lf", p[i]);
 {      }
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month      printf("\n");
      duration (i.e. until      fprintf(ficlog,"\n");
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.      fprintf(ficrespow,"\n");fflush(ficrespow);
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step      if(*iter <=3){
      (typically every 2 years instead of every month which is too big).        tm = *localtime(&curr_time.tv_sec);
      Model is determined by parameters x and covariates have to be        strcpy(strcurr,asctime(&tmf));
      included manually here.  /*       asctime_r(&tm,strcurr); */
         forecast_time=curr_time;
      */        itmp = strlen(strcurr);
         if(strcurr[itmp-1]=='\n')
   int i, j, d, h, k;          strcurr[itmp-1]='\0';
   double **out, cov[NCOVMAX];        printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
   double **newm;        fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
         for(niterf=10;niterf<=30;niterf+=10){
   /* Hstepm could be zero and should return the unit matrix */          forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
   for (i=1;i<=nlstate+ndeath;i++)          tmf = *localtime(&forecast_time.tv_sec);
     for (j=1;j<=nlstate+ndeath;j++){  /*      asctime_r(&tmf,strfor); */
       oldm[i][j]=(i==j ? 1.0 : 0.0);          strcpy(strfor,asctime(&tmf));
       po[i][j][0]=(i==j ? 1.0 : 0.0);          itmp = strlen(strfor);
     }          if(strfor[itmp-1]=='\n')
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */          strfor[itmp-1]='\0';
   for(h=1; h <=nhstepm; h++){          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);
     for(d=1; d <=hstepm; d++){          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);
       newm=savm;        }
       /* Covariates have to be included here again */      }
       cov[1]=1.;      for (i=1;i<=n;i++) { 
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];        fptt=(*fret); 
       for (k=1; k<=cptcovage;k++)  #ifdef DEBUG
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];        printf("fret=%lf \n",*fret);
       for (k=1; k<=cptcovprod;k++)        fprintf(ficlog,"fret=%lf \n",*fret);
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];  #endif
         printf("%d",i);fflush(stdout);
         fprintf(ficlog,"%d",i);fflush(ficlog);
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/        linmin(p,xit,n,fret,func); 
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/        if (fabs(fptt-(*fret)) > del) { 
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,          del=fabs(fptt-(*fret)); 
                    pmij(pmmij,cov,ncovmodel,x,nlstate));          ibig=i; 
       savm=oldm;        } 
       oldm=newm;  #ifdef DEBUG
     }        printf("%d %.12e",i,(*fret));
     for(i=1; i<=nlstate+ndeath; i++)        fprintf(ficlog,"%d %.12e",i,(*fret));
       for(j=1;j<=nlstate+ndeath;j++) {        for (j=1;j<=n;j++) {
         po[i][j][h]=newm[i][j];          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);          printf(" x(%d)=%.12e",j,xit[j]);
          */          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
       }        }
   } /* end h */        for(j=1;j<=n;j++) {
   return po;          printf(" p=%.12e",p[j]);
 }          fprintf(ficlog," p=%.12e",p[j]);
         }
         printf("\n");
 /*************** log-likelihood *************/        fprintf(ficlog,"\n");
 double func( double *x)  #endif
 {      } 
   int i, ii, j, k, mi, d, kk;      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
   double l, ll[NLSTATEMAX], cov[NCOVMAX];  #ifdef DEBUG
   double **out;        int k[2],l;
   double sw; /* Sum of weights */        k[0]=1;
   double lli; /* Individual log likelihood */        k[1]=-1;
   long ipmx;        printf("Max: %.12e",(*func)(p));
   /*extern weight */        fprintf(ficlog,"Max: %.12e",(*func)(p));
   /* We are differentiating ll according to initial status */        for (j=1;j<=n;j++) {
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/          printf(" %.12e",p[j]);
   /*for(i=1;i<imx;i++)          fprintf(ficlog," %.12e",p[j]);
     printf(" %d\n",s[4][i]);        }
   */        printf("\n");
   cov[1]=1.;        fprintf(ficlog,"\n");
         for(l=0;l<=1;l++) {
   for(k=1; k<=nlstate; k++) ll[k]=0.;          for (j=1;j<=n;j++) {
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
     for(mi=1; mi<= wav[i]-1; mi++){            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 (ii=1;ii<=nlstate+ndeath;ii++)          }
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
       for(d=0; d<dh[mi][i]; d++){          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
         newm=savm;        }
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;  #endif
         for (kk=1; kk<=cptcovage;kk++) {  
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];  
         }        free_vector(xit,1,n); 
                free_vector(xits,1,n); 
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,        free_vector(ptt,1,n); 
                      1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));        free_vector(pt,1,n); 
         savm=oldm;        return; 
         oldm=newm;      } 
              if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
              for (j=1;j<=n;j++) { 
       } /* end mult */        ptt[j]=2.0*p[j]-pt[j]; 
              xit[j]=p[j]-pt[j]; 
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);        pt[j]=p[j]; 
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/      } 
       ipmx +=1;      fptt=(*func)(ptt); 
       sw += weight[i];      if (fptt < fp) { 
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
     } /* end of wave */        if (t < 0.0) { 
   } /* end of individual */          linmin(p,xit,n,fret,func); 
           for (j=1;j<=n;j++) { 
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];            xi[j][ibig]=xi[j][n]; 
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */            xi[j][n]=xit[j]; 
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */          }
   return -l;  #ifdef DEBUG
 }          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
           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++){
 /*********** Maximum Likelihood Estimation ***************/            printf(" %.12e",xit[j]);
             fprintf(ficlog," %.12e",xit[j]);
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))          }
 {          printf("\n");
   int i,j, iter;          fprintf(ficlog,"\n");
   double **xi,*delti;  #endif
   double fret;        }
   xi=matrix(1,npar,1,npar);      } 
   for (i=1;i<=npar;i++)    } 
     for (j=1;j<=npar;j++)  } 
       xi[i][j]=(i==j ? 1.0 : 0.0);  
   printf("Powell\n");  /**** Prevalence limit (stable prevalence)  ****************/
   powell(p,xi,npar,ftol,&iter,&fret,func);  
   double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
    printf("\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));    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
        matrix by transitions matrix until convergence is reached */
 }  
     int i, ii,j,k;
 /**** Computes Hessian and covariance matrix ***/    double min, max, maxmin, maxmax,sumnew=0.;
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))    double **matprod2();
 {    double **out, cov[NCOVMAX], **pmij();
   double  **a,**y,*x,pd;    double **newm;
   double **hess;    double agefin, delaymax=50 ; /* Max number of years to converge */
   int i, j,jk;  
   int *indx;    for (ii=1;ii<=nlstate+ndeath;ii++)
       for (j=1;j<=nlstate+ndeath;j++){
   double hessii(double p[], double delta, int theta, double delti[]);        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   double hessij(double p[], double delti[], int i, int j);      }
   void lubksb(double **a, int npar, int *indx, double b[]) ;  
   void ludcmp(double **a, int npar, int *indx, double *d) ;     cov[1]=1.;
    
   hess=matrix(1,npar,1,npar);   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
   printf("\nCalculation of the hessian matrix. Wait...\n");      newm=savm;
   for (i=1;i<=npar;i++){      /* Covariates have to be included here again */
     printf("%d",i);fflush(stdout);       cov[2]=agefin;
     hess[i][i]=hessii(p,ftolhess,i,delti);    
     /*printf(" %f ",p[i]);*/        for (k=1; k<=cptcovn;k++) {
     /*printf(" %lf ",hess[i][i]);*/          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
   }          /*      printf("ij=%d k=%d Tvar[k]=%d nbcode=%d cov=%lf codtab[ij][Tvar[k]]=%d \n",ij,k, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k], codtab[ij][Tvar[k]]);*/
          }
   for (i=1;i<=npar;i++) {        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
     for (j=1;j<=npar;j++)  {        for (k=1; k<=cptcovprod;k++)
       if (j>i) {          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
         printf(".%d%d",i,j);fflush(stdout);  
         hess[i][j]=hessij(p,delti,i,j);        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
         hess[j][i]=hess[i][j];            /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
         /*printf(" %lf ",hess[i][j]);*/        /*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);
     }  
   }      savm=oldm;
   printf("\n");      oldm=newm;
       maxmax=0.;
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");      for(j=1;j<=nlstate;j++){
          min=1.;
   a=matrix(1,npar,1,npar);        max=0.;
   y=matrix(1,npar,1,npar);        for(i=1; i<=nlstate; i++) {
   x=vector(1,npar);          sumnew=0;
   indx=ivector(1,npar);          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
   for (i=1;i<=npar;i++)          prlim[i][j]= newm[i][j]/(1-sumnew);
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];          max=FMAX(max,prlim[i][j]);
   ludcmp(a,npar,indx,&pd);          min=FMIN(min,prlim[i][j]);
         }
   for (j=1;j<=npar;j++) {        maxmin=max-min;
     for (i=1;i<=npar;i++) x[i]=0;        maxmax=FMAX(maxmax,maxmin);
     x[j]=1;      }
     lubksb(a,npar,indx,x);      if(maxmax < ftolpl){
     for (i=1;i<=npar;i++){        return prlim;
       matcov[i][j]=x[i];      }
     }    }
   }  }
   
   printf("\n#Hessian matrix#\n");  /*************** transition probabilities ***************/ 
   for (i=1;i<=npar;i++) {  
     for (j=1;j<=npar;j++) {  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
       printf("%.3e ",hess[i][j]);  {
     }    double s1, s2;
     printf("\n");    /*double t34;*/
   }    int i,j,j1, nc, ii, jj;
   
   /* Recompute Inverse */      for(i=1; i<= nlstate; i++){
   for (i=1;i<=npar;i++)      for(j=1; j<i;j++){
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
   ludcmp(a,npar,indx,&pd);          /*s2 += param[i][j][nc]*cov[nc];*/
           s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
   /*  printf("\n#Hessian matrix recomputed#\n");          /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
         }
   for (j=1;j<=npar;j++) {        ps[i][j]=s2;
     for (i=1;i<=npar;i++) x[i]=0;        /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
     x[j]=1;      }
     lubksb(a,npar,indx,x);      for(j=i+1; j<=nlstate+ndeath;j++){
     for (i=1;i<=npar;i++){        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
       y[i][j]=x[i];          s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
       printf("%.3e ",y[i][j]);          /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
     }        }
     printf("\n");        ps[i][j]=s2;
   }      }
   */    }
       /*ps[3][2]=1;*/
   free_matrix(a,1,npar,1,npar);  
   free_matrix(y,1,npar,1,npar);    for(i=1; i<= nlstate; i++){
   free_vector(x,1,npar);       s1=0;
   free_ivector(indx,1,npar);      for(j=1; j<i; j++)
   free_matrix(hess,1,npar,1,npar);        s1+=exp(ps[i][j]);
       for(j=i+1; j<=nlstate+ndeath; j++)
         s1+=exp(ps[i][j]);
 }      ps[i][i]=1./(s1+1.);
       for(j=1; j<i; j++)
 /*************** hessian matrix ****************/        ps[i][j]= exp(ps[i][j])*ps[i][i];
 double hessii( double x[], double delta, int theta, double delti[])      for(j=i+1; j<=nlstate+ndeath; j++)
 {        ps[i][j]= exp(ps[i][j])*ps[i][i];
   int i;      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
   int l=1, lmax=20;    } /* end i */
   double k1,k2;  
   double p2[NPARMAX+1];    for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
   double res;      for(jj=1; jj<= nlstate+ndeath; jj++){
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;        ps[ii][jj]=0;
   double fx;        ps[ii][ii]=1;
   int k=0,kmax=10;      }
   double l1;    }
   
   fx=func(x);  
   for (i=1;i<=npar;i++) p2[i]=x[i];    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
   for(l=0 ; l <=lmax; l++){      for(jj=1; jj<= nlstate+ndeath; jj++){
     l1=pow(10,l);       printf("%lf ",ps[ii][jj]);
     delts=delt;     }
     for(k=1 ; k <kmax; k=k+1){      printf("\n ");
       delt = delta*(l1*k);      }
       p2[theta]=x[theta] +delt;      printf("\n ");printf("%lf ",cov[2]);*/
       k1=func(p2)-fx;  /*
       p2[theta]=x[theta]-delt;    for(i=1; i<= npar; i++) printf("%f ",x[i]);
       k2=func(p2)-fx;    goto end;*/
       /*res= (k1-2.0*fx+k2)/delt/delt; */      return ps;
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */  }
        
 #ifdef DEBUG  /**************** Product of 2 matrices ******************/
       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  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */  {
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
         k=kmax;       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
       }    /* in, b, out are matrice of pointers which should have been initialized 
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */       before: only the contents of out is modified. The function returns
         k=kmax; l=lmax*10.;       a pointer to pointers identical to out */
       }    long i, j, k;
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){    for(i=nrl; i<= nrh; i++)
         delts=delt;      for(k=ncolol; k<=ncoloh; k++)
       }        for(j=ncl,out[i][k]=0.; j<=nch; j++)
     }          out[i][k] +=in[i][j]*b[j][k];
   }  
   delti[theta]=delts;    return out;
   return res;  }
    
 }  
   /************* Higher Matrix Product ***************/
 double hessij( double x[], double delti[], int thetai,int thetaj)  
 {  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
   int i;  {
   int l=1, l1, lmax=20;    /* Computes the transition matrix starting at age 'age' over 
   double k1,k2,k3,k4,res,fx;       'nhstepm*hstepm*stepm' months (i.e. until
   double p2[NPARMAX+1];       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
   int k;       nhstepm*hstepm matrices. 
        Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
   fx=func(x);       (typically every 2 years instead of every month which is too big 
   for (k=1; k<=2; k++) {       for the memory).
     for (i=1;i<=npar;i++) p2[i]=x[i];       Model is determined by parameters x and covariates have to be 
     p2[thetai]=x[thetai]+delti[thetai]/k;       included manually here. 
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;  
     k1=func(p2)-fx;       */
    
     p2[thetai]=x[thetai]+delti[thetai]/k;    int i, j, d, h, k;
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;    double **out, cov[NCOVMAX];
     k2=func(p2)-fx;    double **newm;
    
     p2[thetai]=x[thetai]-delti[thetai]/k;    /* Hstepm could be zero and should return the unit matrix */
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;    for (i=1;i<=nlstate+ndeath;i++)
     k3=func(p2)-fx;      for (j=1;j<=nlstate+ndeath;j++){
          oldm[i][j]=(i==j ? 1.0 : 0.0);
     p2[thetai]=x[thetai]-delti[thetai]/k;        po[i][j][0]=(i==j ? 1.0 : 0.0);
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;      }
     k4=func(p2)-fx;    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */    for(h=1; h <=nhstepm; h++){
 #ifdef DEBUG      for(d=1; d <=hstepm; d++){
     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);        newm=savm;
 #endif        /* Covariates have to be included here again */
   }        cov[1]=1.;
   return res;        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
 }        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
         for (k=1; k<=cptcovage;k++)
 /************** Inverse of matrix **************/          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
 void ludcmp(double **a, int n, int *indx, double *d)        for (k=1; k<=cptcovprod;k++)
 {          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
   int i,imax,j,k;  
   double big,dum,sum,temp;  
   double *vv;        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
          /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
   vv=vector(1,n);        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
   *d=1.0;                     pmij(pmmij,cov,ncovmodel,x,nlstate));
   for (i=1;i<=n;i++) {        savm=oldm;
     big=0.0;        oldm=newm;
     for (j=1;j<=n;j++)      }
       if ((temp=fabs(a[i][j])) > big) big=temp;      for(i=1; i<=nlstate+ndeath; i++)
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");        for(j=1;j<=nlstate+ndeath;j++) {
     vv[i]=1.0/big;          po[i][j][h]=newm[i][j];
   }          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
   for (j=1;j<=n;j++) {           */
     for (i=1;i<j;i++) {        }
       sum=a[i][j];    } /* end h */
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];    return po;
       a[i][j]=sum;  }
     }  
     big=0.0;  
     for (i=j;i<=n;i++) {  /*************** log-likelihood *************/
       sum=a[i][j];  double func( double *x)
       for (k=1;k<j;k++)  {
         sum -= a[i][k]*a[k][j];    int i, ii, j, k, mi, d, kk;
       a[i][j]=sum;    double l, ll[NLSTATEMAX], cov[NCOVMAX];
       if ( (dum=vv[i]*fabs(sum)) >= big) {    double **out;
         big=dum;    double sw; /* Sum of weights */
         imax=i;    double lli; /* Individual log likelihood */
       }    int s1, s2;
     }    double bbh, survp;
     if (j != imax) {    long ipmx;
       for (k=1;k<=n;k++) {    /*extern weight */
         dum=a[imax][k];    /* We are differentiating ll according to initial status */
         a[imax][k]=a[j][k];    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
         a[j][k]=dum;    /*for(i=1;i<imx;i++) 
       }      printf(" %d\n",s[4][i]);
       *d = -(*d);    */
       vv[imax]=vv[j];    cov[1]=1.;
     }  
     indx[j]=imax;    for(k=1; k<=nlstate; k++) ll[k]=0.;
     if (a[j][j] == 0.0) a[j][j]=TINY;  
     if (j != n) {    if(mle==1){
       dum=1.0/(a[j][j]);      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
       for (i=j+1;i<=n;i++) a[i][j] *= dum;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     }        for(mi=1; mi<= wav[i]-1; mi++){
   }          for (ii=1;ii<=nlstate+ndeath;ii++)
   free_vector(vv,1,n);  /* Doesn't work */            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);
             }
 void lubksb(double **a, int n, int *indx, double b[])          for(d=0; d<dh[mi][i]; d++){
 {            newm=savm;
   int i,ii=0,ip,j;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   double sum;            for (kk=1; kk<=cptcovage;kk++) {
                cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   for (i=1;i<=n;i++) {            }
     ip=indx[i];            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     sum=b[ip];                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     b[ip]=b[i];            savm=oldm;
     if (ii)            oldm=newm;
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];          } /* end mult */
     else if (sum) ii=i;        
     b[i]=sum;          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
   }          /* But now since version 0.9 we anticipate for bias and large stepm.
   for (i=n;i>=1;i--) {           * If stepm is larger than one month (smallest stepm) and if the exact delay 
     sum=b[i];           * (in months) between two waves is not a multiple of stepm, we rounded to 
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];           * the nearest (and in case of equal distance, to the lowest) interval but now
     b[i]=sum/a[i][i];           * we keep into memory the bias bh[mi][i] and also the previous matrix product
   }           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
 }           * probability in order to take into account the bias as a fraction of the way
            * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
 /************ Frequencies ********************/           * -stepm/2 to stepm/2 .
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2)           * For stepm=1 the results are the same as for previous versions of Imach.
 {  /* Some frequencies */           * For stepm > 1 the results are less biased than in previous versions. 
             */
   int i, m, jk, k1,i1, j1, bool, z1,z2,j;          s1=s[mw[mi][i]][i];
   double ***freq; /* Frequencies */          s2=s[mw[mi+1][i]][i];
   double *pp;          bbh=(double)bh[mi][i]/(double)stepm; 
   double pos, k2, dateintsum=0,k2cpt=0;          /* bias is positive if real duration
   FILE *ficresp;           * is higher than the multiple of stepm and negative otherwise.
   char fileresp[FILENAMELENGTH];           */
           /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
   pp=vector(1,nlstate);          if( s2 > nlstate){ 
   probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);            /* i.e. if s2 is a death state and if the date of death is known then the contribution
   strcpy(fileresp,"p");               to the likelihood is the probability to die between last step unit time and current 
   strcat(fileresp,fileres);               step unit time, which is also the differences between probability to die before dh 
   if((ficresp=fopen(fileresp,"w"))==NULL) {               and probability to die before dh-stepm . 
     printf("Problem with prevalence resultfile: %s\n", fileresp);               In version up to 0.92 likelihood was computed
     exit(0);          as if date of death was unknown. Death was treated as any other
   }          health state: the date of the interview describes the actual state
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);          and not the date of a change in health state. The former idea was
   j1=0;          to consider that at each interview the state was recorded
           (healthy, disable or death) and IMaCh was corrected; but when we
   j=cptcoveff;          introduced the exact date of death then we should have modified
   if (cptcovn<1) {j=1;ncodemax[1]=1;}          the contribution of an exact death to the likelihood. This new
           contribution is smaller and very dependent of the step unit
   for(k1=1; k1<=j;k1++){          stepm. It is no more the probability to die between last interview
    for(i1=1; i1<=ncodemax[k1];i1++){          and month of death but the probability to survive from last
        j1++;          interview up to one month before death multiplied by the
        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);          probability to die within a month. Thanks to Chris
          scanf("%d", i);*/          Jackson for correcting this bug.  Former versions increased
         for (i=-1; i<=nlstate+ndeath; i++)            mortality artificially. The bad side is that we add another loop
          for (jk=-1; jk<=nlstate+ndeath; jk++)            which slows down the processing. The difference can be up to 10%
            for(m=agemin; m <= agemax+3; m++)          lower mortality.
              freq[i][jk][m]=0;            */
             lli=log(out[s1][s2] - savm[s1][s2]);
         dateintsum=0;          }else{
         k2cpt=0;            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
        for (i=1; i<=imx; i++) {            /*  lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2]));*/ /* linear interpolation */
          bool=1;          } 
          if  (cptcovn>0) {          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
            for (z1=1; z1<=cptcoveff; z1++)          /*if(lli ==000.0)*/
              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
                bool=0;          ipmx +=1;
          }          sw += weight[i];
          if (bool==1) {          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
            for(m=firstpass; m<=lastpass; m++){        } /* end of wave */
              k2=anint[m][i]+(mint[m][i]/12.);      } /* end of individual */
              if ((k2>=dateprev1) && (k2<=dateprev2)) {    }  else if(mle==2){
                if(agev[m][i]==0) agev[m][i]=agemax+1;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
                if(agev[m][i]==1) agev[m][i]=agemax+2;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
                freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];        for(mi=1; mi<= wav[i]-1; mi++){
                freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];          for (ii=1;ii<=nlstate+ndeath;ii++)
                if ((agev[m][i]>1) && (agev[m][i]< (agemax+3))) {            for (j=1;j<=nlstate+ndeath;j++){
                  dateintsum=dateintsum+k2;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
                  k2cpt++;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
                }            }
           for(d=0; d<=dh[mi][i]; d++){
              }            newm=savm;
            }            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
          }            for (kk=1; kk<=cptcovage;kk++) {
        }              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
         if  (cptcovn>0) {            }
          fprintf(ficresp, "\n#********** Variable ");            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
        fprintf(ficresp, "**********\n#");            savm=oldm;
         }            oldm=newm;
        for(i=1; i<=nlstate;i++)          } /* end mult */
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);        
        fprintf(ficresp, "\n");          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
                  /* But now since version 0.9 we anticipate for bias and large stepm.
   for(i=(int)agemin; i <= (int)agemax+3; i++){           * If stepm is larger than one month (smallest stepm) and if the exact delay 
     if(i==(int)agemax+3)           * (in months) between two waves is not a multiple of stepm, we rounded to 
       printf("Total");           * the nearest (and in case of equal distance, to the lowest) interval but now
     else           * we keep into memory the bias bh[mi][i] and also the previous matrix product
       printf("Age %d", i);           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
     for(jk=1; jk <=nlstate ; jk++){           * probability in order to take into account the bias as a fraction of the way
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
         pp[jk] += freq[jk][m][i];           * -stepm/2 to stepm/2 .
     }           * For stepm=1 the results are the same as for previous versions of Imach.
     for(jk=1; jk <=nlstate ; jk++){           * For stepm > 1 the results are less biased than in previous versions. 
       for(m=-1, pos=0; m <=0 ; m++)           */
         pos += freq[jk][m][i];          s1=s[mw[mi][i]][i];
       if(pp[jk]>=1.e-10)          s2=s[mw[mi+1][i]][i];
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);          bbh=(double)bh[mi][i]/(double)stepm; 
       else          /* bias is positive if real duration
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);           * is higher than the multiple of stepm and negative otherwise.
     }           */
           lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
      for(jk=1; jk <=nlstate ; jk++){          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
       for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)          /*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 */
         pp[jk] += freq[jk][m][i];          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
      }          /*if(lli ==000.0)*/
           /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
     for(jk=1,pos=0; jk <=nlstate ; jk++)          ipmx +=1;
       pos += pp[jk];          sw += weight[i];
     for(jk=1; jk <=nlstate ; jk++){          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
       if(pos>=1.e-5)        } /* end of wave */
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);      } /* end of individual */
       else    }  else if(mle==3){  /* exponential inter-extrapolation */
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
       if( i <= (int) agemax){        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         if(pos>=1.e-5){        for(mi=1; mi<= wav[i]-1; mi++){
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);          for (ii=1;ii<=nlstate+ndeath;ii++)
           probs[i][jk][j1]= pp[jk]/pos;            for (j=1;j<=nlstate+ndeath;j++){
           /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
         }              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       else            }
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);          for(d=0; d<dh[mi][i]; d++){
       }            newm=savm;
     }            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     for(jk=-1; jk <=nlstate+ndeath; jk++)            for (kk=1; kk<=cptcovage;kk++) {
       for(m=-1; m <=nlstate+ndeath; m++)              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);            }
     if(i <= (int) agemax)            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       fprintf(ficresp,"\n");                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     printf("\n");            savm=oldm;
     }            oldm=newm;
     }          } /* end mult */
  }        
   dateintmean=dateintsum/k2cpt;          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
            /* But now since version 0.9 we anticipate for bias and large stepm.
   fclose(ficresp);           * If stepm is larger than one month (smallest stepm) and if the exact delay 
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);           * (in months) between two waves is not a multiple of stepm, we rounded to 
   free_vector(pp,1,nlstate);           * 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
   /* End of Freq */           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
 }           * probability in order to take into account the bias as a fraction of the way
            * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
 /************ Prevalence ********************/           * -stepm/2 to stepm/2 .
 void prevalence(int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, double calagedate)           * For stepm=1 the results are the same as for previous versions of Imach.
 {  /* Some frequencies */           * For stepm > 1 the results are less biased than in previous versions. 
             */
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;          s1=s[mw[mi][i]][i];
   double ***freq; /* Frequencies */          s2=s[mw[mi+1][i]][i];
   double *pp;          bbh=(double)bh[mi][i]/(double)stepm; 
   double pos, k2;          /* bias is positive if real duration
            * is higher than the multiple of stepm and negative otherwise.
   pp=vector(1,nlstate);           */
   probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);          /* 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 */
            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 */
   freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
   j1=0;          /*if(lli ==000.0)*/
            /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
   j=cptcoveff;          ipmx +=1;
   if (cptcovn<1) {j=1;ncodemax[1]=1;}          sw += weight[i];
            ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
  for(k1=1; k1<=j;k1++){        } /* end of wave */
     for(i1=1; i1<=ncodemax[k1];i1++){      } /* end of individual */
       j1++;    }else if (mle==4){  /* ml=4 no inter-extrapolation */
        for (i=1,ipmx=0, sw=0.; i<=imx; i++){
       for (i=-1; i<=nlstate+ndeath; i++)          for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         for (jk=-1; jk<=nlstate+ndeath; jk++)          for(mi=1; mi<= wav[i]-1; mi++){
           for(m=agemin; m <= agemax+3; m++)          for (ii=1;ii<=nlstate+ndeath;ii++)
             freq[i][jk][m]=0;            for (j=1;j<=nlstate+ndeath;j++){
                    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       for (i=1; i<=imx; i++) {              savm[ii][j]=(ii==j ? 1.0 : 0.0);
         bool=1;            }
         if  (cptcovn>0) {          for(d=0; d<dh[mi][i]; d++){
           for (z1=1; z1<=cptcoveff; z1++)            newm=savm;
             if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
               bool=0;            for (kk=1; kk<=cptcovage;kk++) {
         }              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
         if (bool==1) {            }
           for(m=firstpass; m<=lastpass; m++){          
             k2=anint[m][i]+(mint[m][i]/12.);            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
             if ((k2>=dateprev1) && (k2<=dateprev2)) {                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
               if(agev[m][i]==0) agev[m][i]=agemax+1;            savm=oldm;
               if(agev[m][i]==1) agev[m][i]=agemax+2;            oldm=newm;
               freq[s[m][i]][s[m+1][i]][(int)(agev[m][i]+1-((int)calagedate %12)/12.)] += weight[i];          } /* end mult */
               freq[s[m][i]][s[m+1][i]][(int)(agemax+3+1)] += weight[i];          
             }          s1=s[mw[mi][i]][i];
           }          s2=s[mw[mi+1][i]][i];
         }          if( s2 > nlstate){ 
       }            lli=log(out[s1][s2] - savm[s1][s2]);
                }else{
         for(i=(int)agemin; i <= (int)agemax+3; i++){            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
           for(jk=1; jk <=nlstate ; jk++){          }
             for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)          ipmx +=1;
               pp[jk] += freq[jk][m][i];          sw += weight[i];
           }          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
           for(jk=1; jk <=nlstate ; jk++){  /*      printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
             for(m=-1, pos=0; m <=0 ; m++)        } /* end of wave */
             pos += freq[jk][m][i];      } /* end of individual */
         }    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
              for (i=1,ipmx=0, sw=0.; i<=imx; i++){
          for(jk=1; jk <=nlstate ; jk++){        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)        for(mi=1; mi<= wav[i]-1; mi++){
              pp[jk] += freq[jk][m][i];          for (ii=1;ii<=nlstate+ndeath;ii++)
          }            for (j=1;j<=nlstate+ndeath;j++){
                        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
          for(jk=1,pos=0; jk <=nlstate ; jk++) pos += pp[jk];              savm[ii][j]=(ii==j ? 1.0 : 0.0);
             }
          for(jk=1; jk <=nlstate ; jk++){                    for(d=0; d<dh[mi][i]; d++){
            if( i <= (int) agemax){            newm=savm;
              if(pos>=1.e-5){            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
                probs[i][jk][j1]= pp[jk]/pos;            for (kk=1; kk<=cptcovage;kk++) {
              }              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
            }            }
          }          
                      out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
         }                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     }            savm=oldm;
   }            oldm=newm;
            } /* end mult */
          
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);          s1=s[mw[mi][i]][i];
   free_vector(pp,1,nlstate);          s2=s[mw[mi+1][i]][i];
            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
 }  /* End of Freq */          ipmx +=1;
           sw += weight[i];
 /************* Waves Concatenation ***************/          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]);*/
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)        } /* end of wave */
 {      } /* end of individual */
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.    } /* End of if */
      Death is a valid wave (if date is known).    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
      and mw[mi+1][i]. dh depends on stepm.    return -l;
      */  }
   
   int i, mi, m;  /*************** log-likelihood *************/
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;  double funcone( double *x)
      double sum=0., jmean=0.;*/  {
     /* Same as likeli but slower because of a lot of printf and if */
   int j, k=0,jk, ju, jl;    int i, ii, j, k, mi, d, kk;
   double sum=0.;    double l, ll[NLSTATEMAX], cov[NCOVMAX];
   jmin=1e+5;    double **out;
   jmax=-1;    double lli; /* Individual log likelihood */
   jmean=0.;    double llt;
   for(i=1; i<=imx; i++){    int s1, s2;
     mi=0;    double bbh, survp;
     m=firstpass;    /*extern weight */
     while(s[m][i] <= nlstate){    /* We are differentiating ll according to initial status */
       if(s[m][i]>=1)    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
         mw[++mi][i]=m;    /*for(i=1;i<imx;i++) 
       if(m >=lastpass)      printf(" %d\n",s[4][i]);
         break;    */
       else    cov[1]=1.;
         m++;  
     }/* end while */    for(k=1; k<=nlstate; k++) ll[k]=0.;
     if (s[m][i] > nlstate){  
       mi++;     /* Death is another wave */    for (i=1,ipmx=0, sw=0.; i<=imx; i++){
       /* if(mi==0)  never been interviewed correctly before death */      for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
          /* Only death is a correct wave */      for(mi=1; mi<= wav[i]-1; mi++){
       mw[mi][i]=m;        for (ii=1;ii<=nlstate+ndeath;ii++)
     }          for (j=1;j<=nlstate+ndeath;j++){
             oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     wav[i]=mi;            savm[ii][j]=(ii==j ? 1.0 : 0.0);
     if(mi==0)          }
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);        for(d=0; d<dh[mi][i]; d++){
   }          newm=savm;
           cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   for(i=1; i<=imx; i++){          for (kk=1; kk<=cptcovage;kk++) {
     for(mi=1; mi<wav[i];mi++){            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       if (stepm <=0)          }
         dh[mi][i]=1;          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       else{                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
         if (s[mw[mi+1][i]][i] > nlstate) {          savm=oldm;
           if (agedc[i] < 2*AGESUP) {          oldm=newm;
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);        } /* end mult */
           if(j==0) j=1;  /* Survives at least one month after exam */        
           k=k+1;        s1=s[mw[mi][i]][i];
           if (j >= jmax) jmax=j;        s2=s[mw[mi+1][i]][i];
           if (j <= jmin) jmin=j;        bbh=(double)bh[mi][i]/(double)stepm; 
           sum=sum+j;        /* bias is positive if real duration
           /* if (j<10) printf("j=%d num=%d ",j,i); */         * is higher than the multiple of stepm and negative otherwise.
           }         */
         }        if( s2 > nlstate && (mle <5) ){  /* Jackson */
         else{          lli=log(out[s1][s2] - savm[s1][s2]);
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));        } else if (mle==1){
           k=k+1;          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
           if (j >= jmax) jmax=j;        } else if(mle==2){
           else if (j <= jmin)jmin=j;          lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
           /*   if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */        } else if(mle==3){  /* exponential inter-extrapolation */
           sum=sum+j;          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 */
         }        } else if (mle==4){  /* mle=4 no inter-extrapolation */
         jk= j/stepm;          lli=log(out[s1][s2]); /* Original formula */
         jl= j -jk*stepm;        } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
         ju= j -(jk+1)*stepm;          lli=log(out[s1][s2]); /* Original formula */
         if(jl <= -ju)        } /* End of if */
           dh[mi][i]=jk;        ipmx +=1;
         else        sw += weight[i];
           dh[mi][i]=jk+1;        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         if(dh[mi][i]==0)  /*       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]); */
           dh[mi][i]=1; /* At least one step */        if(globpr){
       }          fprintf(ficresilk,"%9d %6d %1d %1d %1d %1d %3d %10.6f %6.4f\
     }   %10.6f %10.6f %10.6f ", \
   }                  num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
   jmean=sum/k;                  2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);          for(k=1,llt=0.,l=0.; k<=nlstate; k++){
  }            llt +=ll[k]*gipmx/gsw;
 /*********** Tricode ****************************/            fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
 void tricode(int *Tvar, int **nbcode, int imx)          }
 {          fprintf(ficresilk," %10.6f\n", -llt);
   int Ndum[20],ij=1, k, j, i;        }
   int cptcode=0;      } /* end of wave */
   cptcoveff=0;    } /* end of individual */
      for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
   for (k=0; k<19; k++) Ndum[k]=0;    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
   for (k=1; k<=7; k++) ncodemax[k]=0;    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
     if(globpr==0){ /* First time we count the contributions and weights */
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {      gipmx=ipmx;
     for (i=1; i<=imx; i++) {      gsw=sw;
       ij=(int)(covar[Tvar[j]][i]);    }
       Ndum[ij]++;    return -l;
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/  }
       if (ij > cptcode) cptcode=ij;  
     }  char *subdirf(char fileres[])
   {
     for (i=0; i<=cptcode; i++) {    /* Caution optionfilefiname is hidden */
       if(Ndum[i]!=0) ncodemax[j]++;    strcpy(tmpout,optionfilefiname);
     }    strcat(tmpout,"/"); /* Add to the right */
     ij=1;    strcat(tmpout,fileres);
     return tmpout;
   }
     for (i=1; i<=ncodemax[j]; i++) {  
       for (k=0; k<=19; k++) {  char *subdirf2(char fileres[], char *preop)
         if (Ndum[k] != 0) {  {
           nbcode[Tvar[j]][ij]=k;    
           ij++;    strcpy(tmpout,optionfilefiname);
         }    strcat(tmpout,"/");
         if (ij > ncodemax[j]) break;    strcat(tmpout,preop);
       }      strcat(tmpout,fileres);
     }    return tmpout;
   }    }
   char *subdirf3(char fileres[], char *preop, char *preop2)
  for (k=0; k<19; k++) Ndum[k]=0;  {
     
  for (i=1; i<=ncovmodel-2; i++) {    strcpy(tmpout,optionfilefiname);
       ij=Tvar[i];    strcat(tmpout,"/");
       Ndum[ij]++;    strcat(tmpout,preop);
     }    strcat(tmpout,preop2);
     strcat(tmpout,fileres);
  ij=1;    return tmpout;
  for (i=1; i<=10; i++) {  }
    if((Ndum[i]!=0) && (i<=ncov)){  
      Tvaraff[ij]=i;  void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
      ij++;  {
    }    /* This routine should help understanding what is done with 
  }       the selection of individuals/waves and
         to check the exact contribution to the likelihood.
     cptcoveff=ij-1;       Plotting could be done.
 }     */
     int k;
 /*********** Health Expectancies ****************/  
     if(*globpri !=0){ /* Just counts and sums, no printings */
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)      strcpy(fileresilk,"ilk"); 
 {      strcat(fileresilk,fileres);
   /* Health expectancies */      if((ficresilk=fopen(fileresilk,"w"))==NULL) {
   int i, j, nhstepm, hstepm, h;        printf("Problem with resultfile: %s\n", fileresilk);
   double age, agelim,hf;        fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
   double ***p3mat;      }
        fprintf(ficresilk, "#individual(line's_record) s1 s2 wave# effective_wave# number_of_matrices_product pij weight -2ln(pij)*weight 0pij_x 0pij_(x-stepm) cumulating_loglikeli_by_health_state(reweighted=-2ll*weightXnumber_of_contribs/sum_of_weights) and_total\n");
   fprintf(ficreseij,"# Health expectancies\n");      fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
   fprintf(ficreseij,"# Age");      /*  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(i=1; i<=nlstate;i++)      for(k=1; k<=nlstate; k++) 
     for(j=1; j<=nlstate;j++)        fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
       fprintf(ficreseij," %1d-%1d",i,j);      fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
   fprintf(ficreseij,"\n");    }
   
   hstepm=1*YEARM; /*  Every j years of age (in month) */    *fretone=(*funcone)(p);
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    if(*globpri !=0){
       fclose(ficresilk);
   agelim=AGESUP;      fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */      fflush(fichtm); 
     /* nhstepm age range expressed in number of stepm */    } 
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);    return;
     /* Typically if 20 years = 20*12/6=40 stepm */  }
     if (stepm >= YEARM) hstepm=1;  
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */  
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  /*********** Maximum Likelihood Estimation ***************/
     /* Computed by stepm unit matrices, product of hstepm matrices, stored  
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);    {
     int i,j, iter;
     double **xi;
     for(i=1; i<=nlstate;i++)    double fret;
       for(j=1; j<=nlstate;j++)    double fretone; /* Only one call to likelihood */
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){    char filerespow[FILENAMELENGTH];
           eij[i][j][(int)age] +=p3mat[i][j][h];    xi=matrix(1,npar,1,npar);
         }    for (i=1;i<=npar;i++)
          for (j=1;j<=npar;j++)
     hf=1;        xi[i][j]=(i==j ? 1.0 : 0.0);
     if (stepm >= YEARM) hf=stepm/YEARM;    printf("Powell\n");  fprintf(ficlog,"Powell\n");
     fprintf(ficreseij,"%.0f",age );    strcpy(filerespow,"pow"); 
     for(i=1; i<=nlstate;i++)    strcat(filerespow,fileres);
       for(j=1; j<=nlstate;j++){    if((ficrespow=fopen(filerespow,"w"))==NULL) {
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);      printf("Problem with resultfile: %s\n", filerespow);
       }      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
     fprintf(ficreseij,"\n");    }
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    fprintf(ficrespow,"# Powell\n# iter -2*LL");
   }    for (i=1;i<=nlstate;i++)
 }      for(j=1;j<=nlstate+ndeath;j++)
         if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
 /************ Variance ******************/    fprintf(ficrespow,"\n");
 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)  
 {    powell(p,xi,npar,ftol,&iter,&fret,func);
   /* Variance of health expectancies */  
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    fclose(ficrespow);
   double **newm;    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
   double **dnewm,**doldm;    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
   int i, j, nhstepm, hstepm, h;    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
   int k, cptcode;  
   double *xp;  }
   double **gp, **gm;  
   double ***gradg, ***trgradg;  /**** Computes Hessian and covariance matrix ***/
   double ***p3mat;  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
   double age,agelim;  {
   int theta;    double  **a,**y,*x,pd;
     double **hess;
    fprintf(ficresvij,"# Covariances of life expectancies\n");    int i, j,jk;
   fprintf(ficresvij,"# Age");    int *indx;
   for(i=1; i<=nlstate;i++)  
     for(j=1; j<=nlstate;j++)    double hessii(double p[], double delta, int theta, double delti[]);
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);    double hessij(double p[], double delti[], int i, int j);
   fprintf(ficresvij,"\n");    void lubksb(double **a, int npar, int *indx, double b[]) ;
     void ludcmp(double **a, int npar, int *indx, double *d) ;
   xp=vector(1,npar);  
   dnewm=matrix(1,nlstate,1,npar);    hess=matrix(1,npar,1,npar);
   doldm=matrix(1,nlstate,1,nlstate);  
      printf("\nCalculation of the hessian matrix. Wait...\n");
   hstepm=1*YEARM; /* Every year of age */    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    for (i=1;i<=npar;i++){
   agelim = AGESUP;      printf("%d",i);fflush(stdout);
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */      fprintf(ficlog,"%d",i);fflush(ficlog);
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */      hess[i][i]=hessii(p,ftolhess,i,delti);
     if (stepm >= YEARM) hstepm=1;      /*printf(" %f ",p[i]);*/
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */      /*printf(" %lf ",hess[i][i]);*/
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    }
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);    
     gp=matrix(0,nhstepm,1,nlstate);    for (i=1;i<=npar;i++) {
     gm=matrix(0,nhstepm,1,nlstate);      for (j=1;j<=npar;j++)  {
         if (j>i) { 
     for(theta=1; theta <=npar; theta++){          printf(".%d%d",i,j);fflush(stdout);
       for(i=1; i<=npar; i++){ /* Computes gradient */          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
         xp[i] = x[i] + (i==theta ?delti[theta]:0);          hess[i][j]=hessij(p,delti,i,j);
       }          hess[j][i]=hess[i][j];    
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);            /*printf(" %lf ",hess[i][j]);*/
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);        }
       }
       if (popbased==1) {    }
         for(i=1; i<=nlstate;i++)    printf("\n");
           prlim[i][i]=probs[(int)age][i][ij];    fprintf(ficlog,"\n");
       }  
          printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
       for(j=1; j<= nlstate; j++){    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
         for(h=0; h<=nhstepm; h++){    
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)    a=matrix(1,npar,1,npar);
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];    y=matrix(1,npar,1,npar);
         }    x=vector(1,npar);
       }    indx=ivector(1,npar);
        for (i=1;i<=npar;i++)
       for(i=1; i<=npar; i++) /* Computes gradient */      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
         xp[i] = x[i] - (i==theta ?delti[theta]:0);    ludcmp(a,npar,indx,&pd);
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);    
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    for (j=1;j<=npar;j++) {
       for (i=1;i<=npar;i++) x[i]=0;
       if (popbased==1) {      x[j]=1;
         for(i=1; i<=nlstate;i++)      lubksb(a,npar,indx,x);
           prlim[i][i]=probs[(int)age][i][ij];      for (i=1;i<=npar;i++){ 
       }        matcov[i][j]=x[i];
       }
       for(j=1; j<= nlstate; j++){    }
         for(h=0; h<=nhstepm; h++){  
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)    printf("\n#Hessian matrix#\n");
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];    fprintf(ficlog,"\n#Hessian matrix#\n");
         }    for (i=1;i<=npar;i++) { 
       }      for (j=1;j<=npar;j++) { 
         printf("%.3e ",hess[i][j]);
       for(j=1; j<= nlstate; j++)        fprintf(ficlog,"%.3e ",hess[i][j]);
         for(h=0; h<=nhstepm; h++){      }
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];      printf("\n");
         }      fprintf(ficlog,"\n");
     } /* End theta */    }
   
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);    /* Recompute Inverse */
     for (i=1;i<=npar;i++)
     for(h=0; h<=nhstepm; h++)      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
       for(j=1; j<=nlstate;j++)    ludcmp(a,npar,indx,&pd);
         for(theta=1; theta <=npar; theta++)  
           trgradg[h][j][theta]=gradg[h][theta][j];    /*  printf("\n#Hessian matrix recomputed#\n");
   
     for(i=1;i<=nlstate;i++)    for (j=1;j<=npar;j++) {
       for(j=1;j<=nlstate;j++)      for (i=1;i<=npar;i++) x[i]=0;
         vareij[i][j][(int)age] =0.;      x[j]=1;
     for(h=0;h<=nhstepm;h++){      lubksb(a,npar,indx,x);
       for(k=0;k<=nhstepm;k++){      for (i=1;i<=npar;i++){ 
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);        y[i][j]=x[i];
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);        printf("%.3e ",y[i][j]);
         for(i=1;i<=nlstate;i++)        fprintf(ficlog,"%.3e ",y[i][j]);
           for(j=1;j<=nlstate;j++)      }
             vareij[i][j][(int)age] += doldm[i][j];      printf("\n");
       }      fprintf(ficlog,"\n");
     }    }
     h=1;    */
     if (stepm >= YEARM) h=stepm/YEARM;  
     fprintf(ficresvij,"%.0f ",age );    free_matrix(a,1,npar,1,npar);
     for(i=1; i<=nlstate;i++)    free_matrix(y,1,npar,1,npar);
       for(j=1; j<=nlstate;j++){    free_vector(x,1,npar);
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);    free_ivector(indx,1,npar);
       }    free_matrix(hess,1,npar,1,npar);
     fprintf(ficresvij,"\n");  
     free_matrix(gp,0,nhstepm,1,nlstate);  
     free_matrix(gm,0,nhstepm,1,nlstate);  }
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);  
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);  /*************** hessian matrix ****************/
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  double hessii( double x[], double delta, int theta, double delti[])
   } /* End age */  {
      int i;
   free_vector(xp,1,npar);    int l=1, lmax=20;
   free_matrix(doldm,1,nlstate,1,npar);    double k1,k2;
   free_matrix(dnewm,1,nlstate,1,nlstate);    double p2[NPARMAX+1];
     double res;
 }    double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
     double fx;
 /************ Variance of prevlim ******************/    int k=0,kmax=10;
 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)    double l1;
 {  
   /* Variance of prevalence limit */    fx=func(x);
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    for (i=1;i<=npar;i++) p2[i]=x[i];
   double **newm;    for(l=0 ; l <=lmax; l++){
   double **dnewm,**doldm;      l1=pow(10,l);
   int i, j, nhstepm, hstepm;      delts=delt;
   int k, cptcode;      for(k=1 ; k <kmax; k=k+1){
   double *xp;        delt = delta*(l1*k);
   double *gp, *gm;        p2[theta]=x[theta] +delt;
   double **gradg, **trgradg;        k1=func(p2)-fx;
   double age,agelim;        p2[theta]=x[theta]-delt;
   int theta;        k2=func(p2)-fx;
            /*res= (k1-2.0*fx+k2)/delt/delt; */
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
   fprintf(ficresvpl,"# Age");        
   for(i=1; i<=nlstate;i++)  #ifdef DEBUG
       fprintf(ficresvpl," %1d-%1d",i,i);        printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
   fprintf(ficresvpl,"\n");        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
   xp=vector(1,npar);        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
   dnewm=matrix(1,nlstate,1,npar);        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
   doldm=matrix(1,nlstate,1,nlstate);          k=kmax;
          }
   hstepm=1*YEARM; /* Every year of age */        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */          k=kmax; l=lmax*10.;
   agelim = AGESUP;        }
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */          delts=delt;
     if (stepm >= YEARM) hstepm=1;        }
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */      }
     gradg=matrix(1,npar,1,nlstate);    }
     gp=vector(1,nlstate);    delti[theta]=delts;
     gm=vector(1,nlstate);    return res; 
     
     for(theta=1; theta <=npar; theta++){  }
       for(i=1; i<=npar; i++){ /* Computes gradient */  
         xp[i] = x[i] + (i==theta ?delti[theta]:0);  double hessij( double x[], double delti[], int thetai,int thetaj)
       }  {
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    int i;
       for(i=1;i<=nlstate;i++)    int l=1, l1, lmax=20;
         gp[i] = prlim[i][i];    double k1,k2,k3,k4,res,fx;
        double p2[NPARMAX+1];
       for(i=1; i<=npar; i++) /* Computes gradient */    int k;
         xp[i] = x[i] - (i==theta ?delti[theta]:0);  
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    fx=func(x);
       for(i=1;i<=nlstate;i++)    for (k=1; k<=2; k++) {
         gm[i] = prlim[i][i];      for (i=1;i<=npar;i++) p2[i]=x[i];
       p2[thetai]=x[thetai]+delti[thetai]/k;
       for(i=1;i<=nlstate;i++)      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];      k1=func(p2)-fx;
     } /* End theta */    
       p2[thetai]=x[thetai]+delti[thetai]/k;
     trgradg =matrix(1,nlstate,1,npar);      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
       k2=func(p2)-fx;
     for(j=1; j<=nlstate;j++)    
       for(theta=1; theta <=npar; theta++)      p2[thetai]=x[thetai]-delti[thetai]/k;
         trgradg[j][theta]=gradg[theta][j];      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
       k3=func(p2)-fx;
     for(i=1;i<=nlstate;i++)    
       varpl[i][(int)age] =0.;      p2[thetai]=x[thetai]-delti[thetai]/k;
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);      k4=func(p2)-fx;
     for(i=1;i<=nlstate;i++)      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */  #ifdef DEBUG
       printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
     fprintf(ficresvpl,"%.0f ",age );      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);
     for(i=1; i<=nlstate;i++)  #endif
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));    }
     fprintf(ficresvpl,"\n");    return res;
     free_vector(gp,1,nlstate);  }
     free_vector(gm,1,nlstate);  
     free_matrix(gradg,1,npar,1,nlstate);  /************** Inverse of matrix **************/
     free_matrix(trgradg,1,nlstate,1,npar);  void ludcmp(double **a, int n, int *indx, double *d) 
   } /* End age */  { 
     int i,imax,j,k; 
   free_vector(xp,1,npar);    double big,dum,sum,temp; 
   free_matrix(doldm,1,nlstate,1,npar);    double *vv; 
   free_matrix(dnewm,1,nlstate,1,nlstate);   
     vv=vector(1,n); 
 }    *d=1.0; 
     for (i=1;i<=n;i++) { 
 /************ Variance of one-step probabilities  ******************/      big=0.0; 
 void varprob(char fileres[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij)      for (j=1;j<=n;j++) 
 {        if ((temp=fabs(a[i][j])) > big) big=temp; 
   int i, j;      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
   int k=0, cptcode;      vv[i]=1.0/big; 
   double **dnewm,**doldm;    } 
   double *xp;    for (j=1;j<=n;j++) { 
   double *gp, *gm;      for (i=1;i<j;i++) { 
   double **gradg, **trgradg;        sum=a[i][j]; 
   double age,agelim, cov[NCOVMAX];        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
   int theta;        a[i][j]=sum; 
   char fileresprob[FILENAMELENGTH];      } 
       big=0.0; 
   strcpy(fileresprob,"prob");      for (i=j;i<=n;i++) { 
   strcat(fileresprob,fileres);        sum=a[i][j]; 
   if((ficresprob=fopen(fileresprob,"w"))==NULL) {        for (k=1;k<j;k++) 
     printf("Problem with resultfile: %s\n", fileresprob);          sum -= a[i][k]*a[k][j]; 
   }        a[i][j]=sum; 
   printf("Computing variance of one-step probabilities: result on file '%s' \n",fileresprob);        if ( (dum=vv[i]*fabs(sum)) >= big) { 
            big=dum; 
           imax=i; 
   xp=vector(1,npar);        } 
   dnewm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);      } 
   doldm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,(nlstate+ndeath)*(nlstate+ndeath));      if (j != imax) { 
          for (k=1;k<=n;k++) { 
   cov[1]=1;          dum=a[imax][k]; 
   for (age=bage; age<=fage; age ++){          a[imax][k]=a[j][k]; 
     cov[2]=age;          a[j][k]=dum; 
     gradg=matrix(1,npar,1,9);        } 
     trgradg=matrix(1,9,1,npar);        *d = -(*d); 
     gp=vector(1,(nlstate+ndeath)*(nlstate+ndeath));        vv[imax]=vv[j]; 
     gm=vector(1,(nlstate+ndeath)*(nlstate+ndeath));      } 
          indx[j]=imax; 
     for(theta=1; theta <=npar; theta++){      if (a[j][j] == 0.0) a[j][j]=TINY; 
       for(i=1; i<=npar; i++)      if (j != n) { 
         xp[i] = x[i] + (i==theta ?delti[theta]:0);        dum=1.0/(a[j][j]); 
              for (i=j+1;i<=n;i++) a[i][j] *= dum; 
       pmij(pmmij,cov,ncovmodel,xp,nlstate);      } 
        } 
       k=0;    free_vector(vv,1,n);  /* Doesn't work */
       for(i=1; i<= (nlstate+ndeath); i++){  ;
         for(j=1; j<=(nlstate+ndeath);j++){  } 
            k=k+1;  
           gp[k]=pmmij[i][j];  void lubksb(double **a, int n, int *indx, double b[]) 
         }  { 
       }    int i,ii=0,ip,j; 
     double sum; 
       for(i=1; i<=npar; i++)   
         xp[i] = x[i] - (i==theta ?delti[theta]:0);    for (i=1;i<=n;i++) { 
          ip=indx[i]; 
       sum=b[ip]; 
       pmij(pmmij,cov,ncovmodel,xp,nlstate);      b[ip]=b[i]; 
       k=0;      if (ii) 
       for(i=1; i<=(nlstate+ndeath); i++){        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
         for(j=1; j<=(nlstate+ndeath);j++){      else if (sum) ii=i; 
           k=k+1;      b[i]=sum; 
           gm[k]=pmmij[i][j];    } 
         }    for (i=n;i>=1;i--) { 
       }      sum=b[i]; 
            for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
        for(i=1; i<= (nlstate+ndeath)*(nlstate+ndeath); i++)      b[i]=sum/a[i][i]; 
            gradg[theta][i]=(gp[i]-gm[i])/2./delti[theta];      } 
     }  } 
   
      for(j=1; j<=(nlstate+ndeath)*(nlstate+ndeath);j++)  /************ Frequencies ********************/
       for(theta=1; theta <=npar; theta++)  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)
       trgradg[j][theta]=gradg[theta][j];  {  /* Some frequencies */
      
      matprod2(dnewm,trgradg,1,9,1,npar,1,npar,matcov);    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
      matprod2(doldm,dnewm,1,9,1,npar,1,9,gradg);    int first;
     double ***freq; /* Frequencies */
      pmij(pmmij,cov,ncovmodel,x,nlstate);    double *pp, **prop;
     double pos,posprop, k2, dateintsum=0,k2cpt=0;
      k=0;    FILE *ficresp;
      for(i=1; i<=(nlstate+ndeath); i++){    char fileresp[FILENAMELENGTH];
        for(j=1; j<=(nlstate+ndeath);j++){    
          k=k+1;    pp=vector(1,nlstate);
          gm[k]=pmmij[i][j];    prop=matrix(1,nlstate,iagemin,iagemax+3);
         }    strcpy(fileresp,"p");
      }    strcat(fileresp,fileres);
          if((ficresp=fopen(fileresp,"w"))==NULL) {
      /*printf("\n%d ",(int)age);      printf("Problem with prevalence resultfile: %s\n", fileresp);
      for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
              exit(0);
     }
        printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
      }*/    j1=0;
     
   fprintf(ficresprob,"\n%d ",(int)age);    j=cptcoveff;
     if (cptcovn<1) {j=1;ncodemax[1]=1;}
   for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){  
     if (i== 2) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);    first=1;
 if (i== 4) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);  
   }    for(k1=1; k1<=j;k1++){
       for(i1=1; i1<=ncodemax[k1];i1++){
     free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));        j1++;
     free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
     free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);          scanf("%d", i);*/
     free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);        for (i=-1; i<=nlstate+ndeath; i++)  
 }          for (jk=-1; jk<=nlstate+ndeath; jk++)  
  free_vector(xp,1,npar);            for(m=iagemin; m <= iagemax+3; m++)
 fclose(ficresprob);              freq[i][jk][m]=0;
  exit(0);  
 }      for (i=1; i<=nlstate; i++)  
         for(m=iagemin; m <= iagemax+3; m++)
 /***********************************************/          prop[i][m]=0;
 /**************** Main Program *****************/        
 /***********************************************/        dateintsum=0;
         k2cpt=0;
 /*int main(int argc, char *argv[])*/        for (i=1; i<=imx; i++) {
 int main()          bool=1;
 {          if  (cptcovn>0) {
             for (z1=1; z1<=cptcoveff; z1++) 
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
   double agedeb, agefin,hf;                bool=0;
   double agemin=1.e20, agemax=-1.e20;          }
           if (bool==1){
   double fret;            for(m=firstpass; m<=lastpass; m++){
   double **xi,tmp,delta;              k2=anint[m][i]+(mint[m][i]/12.);
               /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
   double dum; /* Dummy variable */                if(agev[m][i]==0) agev[m][i]=iagemax+1;
   double ***p3mat;                if(agev[m][i]==1) agev[m][i]=iagemax+2;
   int *indx;                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
   char line[MAXLINE], linepar[MAXLINE];                if (m<lastpass) {
   char title[MAXLINE];                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], fileresf[FILENAMELENGTH];                }
   char filerest[FILENAMELENGTH];                
   char fileregp[FILENAMELENGTH];                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
   char popfile[FILENAMELENGTH];                  dateintsum=dateintsum+k2;
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];                  k2cpt++;
   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,**adl,*tab;         
   int mobilav=0,popforecast=0;        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
   int hstepm, nhstepm;  
   int *popage;/*boolprev=0 if date and zero if wave*/        if  (cptcovn>0) {
   double jprev1, mprev1,anprev1,jprev2, mprev2,anprev2;          fprintf(ficresp, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   double bage, fage, age, agelim, agebase;          fprintf(ficresp, "**********\n#");
   double ftolpl=FTOL;        }
   double **prlim;        for(i=1; i<=nlstate;i++) 
   double *severity;          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
   double ***param; /* Matrix of parameters */        fprintf(ficresp, "\n");
   double  *p;        
   double **matcov; /* Matrix of covariance */        for(i=iagemin; i <= iagemax+3; i++){
   double ***delti3; /* Scale */          if(i==iagemax+3){
   double *delti; /* Scale */            fprintf(ficlog,"Total");
   double ***eij, ***vareij;          }else{
   double **varpl; /* Variances of prevalence limits by age */            if(first==1){
   double *epj, vepp;              first=0;
   double kk1, kk2;              printf("See log file for details...\n");
   double *popeffectif,*popcount;            }
   double dateprev1, dateprev2,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,jprojmean,mprojmean,anprojmean, calagedate;            fprintf(ficlog,"Age %d", i);
   double yp,yp1,yp2;          }
           for(jk=1; jk <=nlstate ; jk++){
   char version[80]="Imach version 64b, May 2001, INED-EUROREVES ";            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
   char *alph[]={"a","a","b","c","d","e"}, str[4];              pp[jk] += freq[jk][m][i]; 
           }
           for(jk=1; jk <=nlstate ; jk++){
   char z[1]="c", occ;            for(m=-1, pos=0; m <=0 ; m++)
 #include <sys/time.h>              pos += freq[jk][m][i];
 #include <time.h>            if(pp[jk]>=1.e-10){
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];              if(first==1){
                printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
   /* long total_usecs;              }
   struct timeval start_time, end_time;              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
              }else{
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */              if(first==1)
                 printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
               fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
   printf("\nIMACH, Version 0.7");            }
   printf("\nEnter the parameter file name: ");          }
   
 #ifdef windows          for(jk=1; jk <=nlstate ; jk++){
   scanf("%s",pathtot);            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
   getcwd(pathcd, size);              pp[jk] += freq[jk][m][i];
   /*cygwin_split_path(pathtot,path,optionfile);          }       
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
   /* cutv(path,optionfile,pathtot,'\\');*/            pos += pp[jk];
             posprop += prop[jk][i];
 split(pathtot, path,optionfile);          }
   chdir(path);          for(jk=1; jk <=nlstate ; jk++){
   replace(pathc,path);            if(pos>=1.e-5){
 #endif              if(first==1)
 #ifdef unix                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
   scanf("%s",optionfile);              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
 #endif            }else{
               if(first==1)
 /*-------- arguments in the command line --------*/                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
               fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
   strcpy(fileres,"r");            }
   strcat(fileres, optionfile);            if( i <= iagemax){
               if(pos>=1.e-5){
   /*---------arguments file --------*/                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
                 /*probs[i][jk][j1]= pp[jk]/pos;*/
   if((ficpar=fopen(optionfile,"r"))==NULL)    {                /*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("Problem with optionfile %s\n",optionfile);              }
     goto end;              else
   }                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
             }
   strcpy(filereso,"o");          }
   strcat(filereso,fileres);          
   if((ficparo=fopen(filereso,"w"))==NULL) {          for(jk=-1; jk <=nlstate+ndeath; jk++)
     printf("Problem with Output resultfile: %s\n", filereso);goto end;            for(m=-1; m <=nlstate+ndeath; m++)
   }              if(freq[jk][m][i] !=0 ) {
               if(first==1)
   /* Reads comments: lines beginning with '#' */                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
   while((c=getc(ficpar))=='#' && c!= EOF){                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
     ungetc(c,ficpar);              }
     fgets(line, MAXLINE, ficpar);          if(i <= iagemax)
     puts(line);            fprintf(ficresp,"\n");
     fputs(line,ficparo);          if(first==1)
   }            printf("Others in log...\n");
   ungetc(c,ficpar);          fprintf(ficlog,"\n");
         }
   fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncov, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);      }
   printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate,ndeath, maxwav, mle, weightopt,model);    }
   fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncov,nlstate,ndeath,maxwav, mle, weightopt,model);    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);  }
    
      /************ Prevalence ********************/
   covar=matrix(0,NCOVMAX,1,n);  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)
   cptcovn=0;  {  
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
        in each health status at the date of interview (if between dateprev1 and dateprev2).
   ncovmodel=2+cptcovn;       We still use firstpass and lastpass as another selection.
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */    */
     
   /* Read guess parameters */    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
   /* Reads comments: lines beginning with '#' */    double ***freq; /* Frequencies */
   while((c=getc(ficpar))=='#' && c!= EOF){    double *pp, **prop;
     ungetc(c,ficpar);    double pos,posprop; 
     fgets(line, MAXLINE, ficpar);    double  y2; /* in fractional years */
     puts(line);    int iagemin, iagemax;
     fputs(line,ficparo);  
   }    iagemin= (int) agemin;
   ungetc(c,ficpar);    iagemax= (int) agemax;
      /*pp=vector(1,nlstate);*/
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    prop=matrix(1,nlstate,iagemin,iagemax+3); 
     for(i=1; i <=nlstate; i++)    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
     for(j=1; j <=nlstate+ndeath-1; j++){    j1=0;
       fscanf(ficpar,"%1d%1d",&i1,&j1);    
       fprintf(ficparo,"%1d%1d",i1,j1);    j=cptcoveff;
       printf("%1d%1d",i,j);    if (cptcovn<1) {j=1;ncodemax[1]=1;}
       for(k=1; k<=ncovmodel;k++){    
         fscanf(ficpar," %lf",&param[i][j][k]);    for(k1=1; k1<=j;k1++){
         printf(" %lf",param[i][j][k]);      for(i1=1; i1<=ncodemax[k1];i1++){
         fprintf(ficparo," %lf",param[i][j][k]);        j1++;
       }        
       fscanf(ficpar,"\n");        for (i=1; i<=nlstate; i++)  
       printf("\n");          for(m=iagemin; m <= iagemax+3; m++)
       fprintf(ficparo,"\n");            prop[i][m]=0.0;
     }       
          for (i=1; i<=imx; i++) { /* Each individual */
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel;          bool=1;
           if  (cptcovn>0) {
   p=param[1][1];            for (z1=1; z1<=cptcoveff; z1++) 
                if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
   /* Reads comments: lines beginning with '#' */                bool=0;
   while((c=getc(ficpar))=='#' && c!= EOF){          } 
     ungetc(c,ficpar);          if (bool==1) { 
     fgets(line, MAXLINE, ficpar);            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
     puts(line);              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
     fputs(line,ficparo);              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
   }                if(agev[m][i]==0) agev[m][i]=iagemax+1;
   ungetc(c,ficpar);                if(agev[m][i]==1) agev[m][i]=iagemax+2;
                 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); 
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);                if (s[m][i]>0 && s[m][i]<=nlstate) { 
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */                  /*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]]);*/
   for(i=1; i <=nlstate; i++){                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
     for(j=1; j <=nlstate+ndeath-1; j++){                  prop[s[m][i]][iagemax+3] += weight[i]; 
       fscanf(ficpar,"%1d%1d",&i1,&j1);                } 
       printf("%1d%1d",i,j);              }
       fprintf(ficparo,"%1d%1d",i1,j1);            } /* end selection of waves */
       for(k=1; k<=ncovmodel;k++){          }
         fscanf(ficpar,"%le",&delti3[i][j][k]);        }
         printf(" %le",delti3[i][j][k]);        for(i=iagemin; i <= iagemax+3; i++){  
         fprintf(ficparo," %le",delti3[i][j][k]);          
       }          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
       fscanf(ficpar,"\n");            posprop += prop[jk][i]; 
       printf("\n");          } 
       fprintf(ficparo,"\n");  
     }          for(jk=1; jk <=nlstate ; jk++){     
   }            if( i <=  iagemax){ 
   delti=delti3[1][1];              if(posprop>=1.e-5){ 
                  probs[i][jk][j1]= prop[jk][i]/posprop;
   /* Reads comments: lines beginning with '#' */              } 
   while((c=getc(ficpar))=='#' && c!= EOF){            } 
     ungetc(c,ficpar);          }/* end jk */ 
     fgets(line, MAXLINE, ficpar);        }/* end i */ 
     puts(line);      } /* end i1 */
     fputs(line,ficparo);    } /* end k1 */
   }    
   ungetc(c,ficpar);    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
      /*free_vector(pp,1,nlstate);*/
   matcov=matrix(1,npar,1,npar);    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
   for(i=1; i <=npar; i++){  }  /* End of prevalence */
     fscanf(ficpar,"%s",&str);  
     printf("%s",str);  /************* Waves Concatenation ***************/
     fprintf(ficparo,"%s",str);  
     for(j=1; j <=i; j++){  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)
       fscanf(ficpar," %le",&matcov[i][j]);  {
       printf(" %.5le",matcov[i][j]);    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
       fprintf(ficparo," %.5le",matcov[i][j]);       Death is a valid wave (if date is known).
     }       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
     fscanf(ficpar,"\n");       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
     printf("\n");       and mw[mi+1][i]. dh depends on stepm.
     fprintf(ficparo,"\n");       */
   }  
   for(i=1; i <=npar; i++)    int i, mi, m;
     for(j=i+1;j<=npar;j++)    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
       matcov[i][j]=matcov[j][i];       double sum=0., jmean=0.;*/
        int first;
   printf("\n");    int j, k=0,jk, ju, jl;
     double sum=0.;
     first=0;
     /*-------- data file ----------*/    jmin=1e+5;
     if((ficres =fopen(fileres,"w"))==NULL) {    jmax=-1;
       printf("Problem with resultfile: %s\n", fileres);goto end;    jmean=0.;
     }    for(i=1; i<=imx; i++){
     fprintf(ficres,"#%s\n",version);      mi=0;
          m=firstpass;
     if((fic=fopen(datafile,"r"))==NULL)    {      while(s[m][i] <= nlstate){
       printf("Problem with datafile: %s\n", datafile);goto end;        if(s[m][i]>=1)
     }          mw[++mi][i]=m;
         if(m >=lastpass)
     n= lastobs;          break;
     severity = vector(1,maxwav);        else
     outcome=imatrix(1,maxwav+1,1,n);          m++;
     num=ivector(1,n);      }/* end while */
     moisnais=vector(1,n);      if (s[m][i] > nlstate){
     annais=vector(1,n);        mi++;     /* Death is another wave */
     moisdc=vector(1,n);        /* if(mi==0)  never been interviewed correctly before death */
     andc=vector(1,n);           /* Only death is a correct wave */
     agedc=vector(1,n);        mw[mi][i]=m;
     cod=ivector(1,n);      }
     weight=vector(1,n);  
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */      wav[i]=mi;
     mint=matrix(1,maxwav,1,n);      if(mi==0){
     anint=matrix(1,maxwav,1,n);        nbwarn++;
     s=imatrix(1,maxwav+1,1,n);        if(first==0){
     adl=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);
     tab=ivector(1,NCOVMAX);          first=1;
     ncodemax=ivector(1,8);        }
         if(first==1){
     i=1;          fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
     while (fgets(line, MAXLINE, fic) != NULL)    {        }
       if ((i >= firstobs) && (i <=lastobs)) {      } /* end mi==0 */
            } /* End individuals */
         for (j=maxwav;j>=1;j--){  
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);    for(i=1; i<=imx; i++){
           strcpy(line,stra);      for(mi=1; mi<wav[i];mi++){
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);        if (stepm <=0)
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);          dh[mi][i]=1;
         }        else{
                  if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);            if (agedc[i] < 2*AGESUP) {
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);              j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
               if(j==0) j=1;  /* Survives at least one month after exam */
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);              else if(j<0){
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);                nberr++;
                 printf("Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);                j=1; /* Temporary Dangerous patch */
         for (j=ncov;j>=1;j--){                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);
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);                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]);
         }                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((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){              if (j >= jmax) jmax=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;}*/              if (j <= jmin) jmin=j;
               sum=sum+j;
         i=i+1;              /*if (j<0) printf("j=%d num=%d \n",j,i);*/
       }              /*    printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
     }            }
     /* printf("ii=%d", ij);          }
        scanf("%d",i);*/          else{
   imx=i-1; /* Number of individuals */            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
             /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
   /* for (i=1; i<=imx; i++){            k=k+1;
     if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;            if (j >= jmax) jmax=j;
     if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;            else if (j <= jmin)jmin=j;
     if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
     }            /*printf("%d %lf %d %d %d\n", i,agev[mw[mi][i]][i],j,s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);*/
             if(j<0){
     for (i=1; i<=imx; i++)              nberr++;
     if (covar[1][i]==0) printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));*/              printf("Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
               fprintf(ficlog,"Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
   /* Calculation of the number of parameter from char model*/            }
   Tvar=ivector(1,15);            sum=sum+j;
   Tprod=ivector(1,15);          }
   Tvaraff=ivector(1,15);          jk= j/stepm;
   Tvard=imatrix(1,15,1,2);          jl= j -jk*stepm;
   Tage=ivector(1,15);                ju= j -(jk+1)*stepm;
              if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
   if (strlen(model) >1){            if(jl==0){
     j=0, j1=0, k1=1, k2=1;              dh[mi][i]=jk;
     j=nbocc(model,'+');              bh[mi][i]=0;
     j1=nbocc(model,'*');            }else{ /* We want a negative bias in order to only have interpolation ie
     cptcovn=j+1;                    * at the price of an extra matrix product in likelihood */
     cptcovprod=j1;              dh[mi][i]=jk+1;
                  bh[mi][i]=ju;
                }
     strcpy(modelsav,model);          }else{
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){            if(jl <= -ju){
       printf("Error. Non available option model=%s ",model);              dh[mi][i]=jk;
       goto end;              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,'+');            else{
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);              dh[mi][i]=jk+1;
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/              bh[mi][i]=ju;
       /*scanf("%d",i);*/            }
       if (strchr(strb,'*')) {            if(dh[mi][i]==0){
         cutv(strd,strc,strb,'*');              dh[mi][i]=1; /* At least one step */
         if (strcmp(strc,"age")==0) {              bh[mi][i]=ju; /* At least one step */
           cptcovprod--;              /*  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);*/
           cutv(strb,stre,strd,'V');            }
           Tvar[i]=atoi(stre);          } /* end if mle */
           cptcovage++;        }
             Tage[cptcovage]=i;      } /* end wave */
             /*printf("stre=%s ", stre);*/    }
         }    jmean=sum/k;
         else if (strcmp(strd,"age")==0) {    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
           cptcovprod--;    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
           cutv(strb,stre,strc,'V');   }
           Tvar[i]=atoi(stre);  
           cptcovage++;  /*********** Tricode ****************************/
           Tage[cptcovage]=i;  void tricode(int *Tvar, int **nbcode, int imx)
         }  {
         else {    
           cutv(strb,stre,strc,'V');    int Ndum[20],ij=1, k, j, i, maxncov=19;
           Tvar[i]=ncov+k1;    int cptcode=0;
           cutv(strb,strc,strd,'V');    cptcoveff=0; 
           Tprod[k1]=i;   
           Tvard[k1][1]=atoi(strc);    for (k=0; k<maxncov; k++) Ndum[k]=0;
           Tvard[k1][2]=atoi(stre);    for (k=1; k<=7; k++) ncodemax[k]=0;
           Tvar[cptcovn+k2]=Tvard[k1][1];  
           Tvar[cptcovn+k2+1]=Tvard[k1][2];    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
           for (k=1; k<=lastobs;k++)      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
             covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];                                 modality*/ 
           k1++;        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
           k2=k2+2;        Ndum[ij]++; /*store the modality */
         }        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
       }        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
       else {                                         Tvar[j]. If V=sex and male is 0 and 
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/                                         female is 1, then  cptcode=1.*/
        /*  scanf("%d",i);*/      }
       cutv(strd,strc,strb,'V');  
       Tvar[i]=atoi(strc);      for (i=0; i<=cptcode; i++) {
       }        if(Ndum[i]!=0) ncodemax[j]++; /* Nomber of modalities of the j th covariates. In fact ncodemax[j]=2 (dichotom. variables) but it can be more */
       strcpy(modelsav,stra);        }
       /*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++) {
            if (Ndum[k] != 0) {
   /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);            nbcode[Tvar[j]][ij]=k; 
   printf("cptcovprod=%d ", cptcovprod);            /* 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; */
   scanf("%d ",i);*/            
     fclose(fic);            ij++;
           }
     /*  if(mle==1){*/          if (ij > ncodemax[j]) break; 
     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 (k=0; k< maxncov; k++) Ndum[k]=0;
   
    for (i=1; i<=imx; i++)   for (i=1; i<=ncovmodel-2; i++) { 
      for(m=2; (m<= maxwav); m++)     /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
        if ((mint[m][i]== 99) && (s[m][i] <= nlstate)){     ij=Tvar[i];
          anint[m][i]=9999;     Ndum[ij]++;
          s[m][i]=-1;   }
        }  
       ij=1;
     for (i=1; i<=imx; i++)  {   for (i=1; i<= maxncov; i++) {
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);     if((Ndum[i]!=0) && (i<=ncovcol)){
       for(m=1; (m<= maxwav); m++){       Tvaraff[ij]=i; /*For printing */
         if(s[m][i] >0){       ij++;
           if (s[m][i] == nlstate+1) {     }
             if(agedc[i]>0)   }
               if(moisdc[i]!=99 && andc[i]!=9999)   
               agev[m][i]=agedc[i];   cptcoveff=ij-1; /*Number of simple covariates*/
             else {  }
               if (andc[i]!=9999){  
               printf("Warning negative age at death: %d line:%d\n",num[i],i);  /*********** Health Expectancies ****************/
               agev[m][i]=-1;  
               }  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 */    /* Health expectancies */
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
             if(mint[m][i]==99 || anint[m][i]==9999)    double age, agelim, hf;
               agev[m][i]=1;    double ***p3mat,***varhe;
             else if(agev[m][i] <agemin){    double **dnewm,**doldm;
               agemin=agev[m][i];    double *xp;
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/    double **gp, **gm;
             }    double ***gradg, ***trgradg;
             else if(agev[m][i] >agemax){    int theta;
               agemax=agev[m][i];  
              /* 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);
             }    xp=vector(1,npar);
             /*agev[m][i]=anint[m][i]-annais[i];*/    dnewm=matrix(1,nlstate*nlstate,1,npar);
             /*   agev[m][i] = age[i]+2*m;*/    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
           }    
           else { /* =9 */    fprintf(ficreseij,"# Health expectancies\n");
             agev[m][i]=1;    fprintf(ficreseij,"# Age");
             s[m][i]=-1;    for(i=1; i<=nlstate;i++)
           }      for(j=1; j<=nlstate;j++)
         }        fprintf(ficreseij," %1d-%1d (SE)",i,j);
         else /*= 0 Unknown */    fprintf(ficreseij,"\n");
           agev[m][i]=1;  
       }    if(estepm < stepm){
          printf ("Problem %d lower than %d\n",estepm, stepm);
     }    }
     for (i=1; i<=imx; i++)  {    else  hstepm=estepm;   
       for(m=1; (m<= maxwav); m++){    /* We compute the life expectancy from trapezoids spaced every estepm months
         if (s[m][i] > (nlstate+ndeath)) {     * This is mainly to measure the difference between two models: for example
           printf("Error: Wrong value in nlstate or ndeath\n");       * if stepm=24 months pijx are given only every 2 years and by summing them
           goto end;     * 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
      * to compare the new estimate of Life expectancy with the same linear 
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);     * hypothesis. A more precise result, taking into account a more precise
      * curvature will be obtained if estepm is as small as stepm. */
     free_vector(severity,1,maxwav);  
     free_imatrix(outcome,1,maxwav+1,1,n);    /* For example we decided to compute the life expectancy with the smallest unit */
     free_vector(moisnais,1,n);    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
     free_vector(annais,1,n);       nhstepm is the number of hstepm from age to agelim 
     /* free_matrix(mint,1,maxwav,1,n);       nstepm is the number of stepm from age to agelin. 
        free_matrix(anint,1,maxwav,1,n);*/       Look at hpijx to understand the reason of that which relies in memory size
     free_vector(moisdc,1,n);       and note for a fixed period like estepm months */
     free_vector(andc,1,n);    /* 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
           means that if the survival funtion is printed only each two years of age and if
     wav=ivector(1,imx);       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
     dh=imatrix(1,lastpass-firstpass+1,1,imx);       results. So we changed our mind and took the option of the best precision.
     mw=imatrix(1,lastpass-firstpass+1,1,imx);    */
        hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
     /* Concatenates waves */  
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);    agelim=AGESUP;
     for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       /* nhstepm age range expressed in number of stepm */
       Tcode=ivector(1,100);      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
       ncodemax[1]=1;      /* if (stepm >= YEARM) hstepm=1;*/
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
            p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
    codtab=imatrix(1,100,1,10);      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
    h=0;      gp=matrix(0,nhstepm,1,nlstate*nlstate);
    m=pow(2,cptcoveff);      gm=matrix(0,nhstepm,1,nlstate*nlstate);
    
    for(k=1;k<=cptcoveff; k++){      /* Computed by stepm unit matrices, product of hstepm matrices, stored
      for(i=1; i <=(m/pow(2,k));i++){         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
        for(j=1; j <= ncodemax[k]; j++){      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){   
            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++){ 
    /* Calculates basic frequencies. Computes observed prevalence at single age          xp[i] = x[i] + (i==theta ?delti[theta]:0);
        and prints on file fileres'p'. */        }
         hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
        
            cptj=0;
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        for(j=1; j<= nlstate; j++){
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          for(i=1; i<=nlstate; i++){
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */            cptj=cptj+1;
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
                  }
     /* For Powell, parameters are in a vector p[] starting at p[1]          }
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */        }
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */       
        
     if(mle==1){        for(i=1; i<=npar; i++) 
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);          xp[i] = x[i] - (i==theta ?delti[theta]:0);
     }        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
            
     /*--------- results files --------------*/        cptj=0;
     fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate, ndeath, maxwav, mle,weightopt,model);        for(j=1; j<= nlstate; j++){
            for(i=1;i<=nlstate;i++){
             cptj=cptj+1;
    jk=1;            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
    fprintf(ficres,"# Parameters\n");  
    printf("# Parameters\n");              gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
    for(i=1,jk=1; i <=nlstate; i++){            }
      for(k=1; k <=(nlstate+ndeath); k++){          }
        if (k != i)        }
          {        for(j=1; j<= nlstate*nlstate; j++)
            printf("%d%d ",i,k);          for(h=0; h<=nhstepm-1; h++){
            fprintf(ficres,"%1d%1d ",i,k);            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
            for(j=1; j <=ncovmodel; j++){          }
              printf("%f ",p[jk]);       } 
              fprintf(ficres,"%f ",p[jk]);     
              jk++;  /* End theta */
            }  
            printf("\n");       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
            fprintf(ficres,"\n");  
          }       for(h=0; h<=nhstepm-1; h++)
      }        for(j=1; j<=nlstate*nlstate;j++)
    }          for(theta=1; theta <=npar; theta++)
  if(mle==1){            trgradg[h][j][theta]=gradg[h][theta][j];
     /* Computing hessian and covariance matrix */       
     ftolhess=ftol; /* Usually correct */  
     hesscov(matcov, p, npar, delti, ftolhess, func);       for(i=1;i<=nlstate*nlstate;i++)
  }        for(j=1;j<=nlstate*nlstate;j++)
     fprintf(ficres,"# Scales\n");          varhe[i][j][(int)age] =0.;
     printf("# Scales\n");  
      for(i=1,jk=1; i <=nlstate; i++){       printf("%d|",(int)age);fflush(stdout);
       for(j=1; j <=nlstate+ndeath; j++){       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
         if (j!=i) {       for(h=0;h<=nhstepm-1;h++){
           fprintf(ficres,"%1d%1d",i,j);        for(k=0;k<=nhstepm-1;k++){
           printf("%1d%1d",i,j);          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
           for(k=1; k<=ncovmodel;k++){          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
             printf(" %.5e",delti[jk]);          for(i=1;i<=nlstate*nlstate;i++)
             fprintf(ficres," %.5e",delti[jk]);            for(j=1;j<=nlstate*nlstate;j++)
             jk++;              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
           }        }
           printf("\n");      }
           fprintf(ficres,"\n");      /* Computing expectancies */
         }      for(i=1; i<=nlstate;i++)
       }        for(j=1; j<=nlstate;j++)
      }          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
                eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
     k=1;            
     fprintf(ficres,"# Covariance\n");  /* if((int)age==70)printf("i=%2d,j=%2d,h=%2d,age=%3d,%9.4f,%9.4f,%9.4f\n",i,j,h,(int)age,p3mat[i][j][h],hf,eij[i][j][(int)age]);*/
     printf("# Covariance\n");  
     for(i=1;i<=npar;i++){          }
       /*  if (k>nlstate) k=1;  
       i1=(i-1)/(ncovmodel*nlstate)+1;      fprintf(ficreseij,"%3.0f",age );
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);      cptj=0;
       printf("%s%d%d",alph[k],i1,tab[i]);*/      for(i=1; i<=nlstate;i++)
       fprintf(ficres,"%3d",i);        for(j=1; j<=nlstate;j++){
       printf("%3d",i);          cptj++;
       for(j=1; j<=i;j++){          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
         fprintf(ficres," %.5e",matcov[i][j]);        }
         printf(" %.5e",matcov[i][j]);      fprintf(ficreseij,"\n");
       }     
       fprintf(ficres,"\n");      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
       printf("\n");      free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
       k++;      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
     }      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
          free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     while((c=getc(ficpar))=='#' && c!= EOF){    }
       ungetc(c,ficpar);    printf("\n");
       fgets(line, MAXLINE, ficpar);    fprintf(ficlog,"\n");
       puts(line);  
       fputs(line,ficparo);    free_vector(xp,1,npar);
     }    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
     ungetc(c,ficpar);    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
      free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);  }
      
     if (fage <= 2) {  /************ Variance ******************/
       bage = agemin;  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)
       fage = agemax;  {
     }    /* Variance of health expectancies */
     /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
     fprintf(ficres,"# agemin agemax for life expectancy.\n");    /* double **newm;*/
     double **dnewm,**doldm;
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);    double **dnewmp,**doldmp;
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);    int i, j, nhstepm, hstepm, h, nstepm ;
      int k, cptcode;
     while((c=getc(ficpar))=='#' && c!= EOF){    double *xp;
     ungetc(c,ficpar);    double **gp, **gm;  /* for var eij */
     fgets(line, MAXLINE, ficpar);    double ***gradg, ***trgradg; /*for var eij */
     puts(line);    double **gradgp, **trgradgp; /* for var p point j */
     fputs(line,ficparo);    double *gpp, *gmp; /* for var p point j */
   }    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
   ungetc(c,ficpar);    double ***p3mat;
      double age,agelim, hf;
   fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mob_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);    double ***mobaverage;
   fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mob_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);    int theta;
  fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mob_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);    char digit[4];
          char digitp[25];
   while((c=getc(ficpar))=='#' && c!= EOF){  
     ungetc(c,ficpar);    char fileresprobmorprev[FILENAMELENGTH];
     fgets(line, MAXLINE, ficpar);  
     puts(line);    if(popbased==1){
     fputs(line,ficparo);      if(mobilav!=0)
   }        strcpy(digitp,"-populbased-mobilav-");
   ungetc(c,ficpar);      else strcpy(digitp,"-populbased-nomobil-");
      }
     else 
    dateprev1=anprev1+mprev1/12.+jprev1/365.;      strcpy(digitp,"-stablbased-");
    dateprev2=anprev2+mprev2/12.+jprev2/365.;  
     if (mobilav!=0) {
   fscanf(ficpar,"pop_based=%d\n",&popbased);      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
    fprintf(ficparo,"pop_based=%d\n",popbased);        if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
    fprintf(ficres,"pop_based=%d\n",popbased);          fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
   while((c=getc(ficpar))=='#' && c!= EOF){      }
     ungetc(c,ficpar);    }
     fgets(line, MAXLINE, ficpar);  
     puts(line);    strcpy(fileresprobmorprev,"prmorprev"); 
     fputs(line,ficparo);    sprintf(digit,"%-d",ij);
   }    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
   ungetc(c,ficpar);    strcat(fileresprobmorprev,digit); /* Tvar to be done */
   fscanf(ficpar,"popforecast=%d popfile=%s starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf\n",&popforecast,popfile,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2);    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
 fprintf(ficparo,"popforecast=%d popfile=%s starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf\n",popforecast,popfile,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2);    strcat(fileresprobmorprev,fileres);
 fprintf(ficres,"popforecast=%d popfile=%s starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf\n",popforecast,popfile,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2);    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobmorprev);
  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
     }
  /*------------ gnuplot -------------*/    printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
 chdir(pathcd);    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
   if((ficgp=fopen("graph.plt","w"))==NULL) {    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);
     printf("Problem with file graph.gp");goto end;    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
   }    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
 #ifdef windows      fprintf(ficresprobmorprev," p.%-d SE",j);
   fprintf(ficgp,"cd \"%s\" \n",pathc);      for(i=1; i<=nlstate;i++)
 #endif        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
 m=pow(2,cptcoveff);    }  
      fprintf(ficresprobmorprev,"\n");
  /* 1eme*/    fprintf(ficgp,"\n# Routine varevsij");
   for (cpt=1; cpt<= nlstate ; cpt ++) {    fprintf(fichtm,"\n<li><h4> Computing probabilities of dying over estepm months as a weighted average (i.e global mortality independent of initial healh state)</h4></li>\n");
    for (k1=1; k1<= m ; k1 ++) {    fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
   /*   } */
 #ifdef windows    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",agemin,fage,fileres,k1-1,k1-1);  
 #endif    fprintf(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");
 #ifdef unix    fprintf(ficresvij,"# Age");
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);    for(i=1; i<=nlstate;i++)
 #endif      for(j=1; j<=nlstate;j++)
         fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
 for (i=1; i<= nlstate ; i ++) {    fprintf(ficresvij,"\n");
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");  
   else fprintf(ficgp," \%%*lf (\%%*lf)");    xp=vector(1,npar);
 }    dnewm=matrix(1,nlstate,1,npar);
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);    doldm=matrix(1,nlstate,1,nlstate);
     for (i=1; i<= nlstate ; i ++) {    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   else fprintf(ficgp," \%%*lf (\%%*lf)");  
 }    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);    gpp=vector(nlstate+1,nlstate+ndeath);
      for (i=1; i<= nlstate ; i ++) {    gmp=vector(nlstate+1,nlstate+ndeath);
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
   else fprintf(ficgp," \%%*lf (\%%*lf)");    
 }      if(estepm < stepm){
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));      printf ("Problem %d lower than %d\n",estepm, stepm);
 #ifdef unix    }
 fprintf(ficgp,"\nset ter gif small size 400,300");    else  hstepm=estepm;   
 #endif    /* For example we decided to compute the life expectancy with the smallest unit */
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
    }       nhstepm is the number of hstepm from age to agelim 
   }       nstepm is the number of stepm from age to agelin. 
   /*2 eme*/       Look at hpijx to understand the reason of that which relies in memory size
        and note for a fixed period like k years */
   for (k1=1; k1<= m ; k1 ++) {    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);       survival function given by stepm (the optimization length). Unfortunately it
           means that if the survival funtion is printed every two years of age and if
     for (i=1; i<= nlstate+1 ; i ++) {       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
       k=2*i;       results. So we changed our mind and took the option of the best precision.
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);    */
       for (j=1; j<= nlstate+1 ; j ++) {    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    agelim = AGESUP;
   else fprintf(ficgp," \%%*lf (\%%*lf)");    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 }        nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
       for (j=1; j<= nlstate+1 ; j ++) {      gp=matrix(0,nhstepm,1,nlstate);
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");      gm=matrix(0,nhstepm,1,nlstate);
         else fprintf(ficgp," \%%*lf (\%%*lf)");  
 }    
       fprintf(ficgp,"\" t\"\" w l 0,");      for(theta=1; theta <=npar; theta++){
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
       for (j=1; j<= nlstate+1 ; j ++) {          xp[i] = x[i] + (i==theta ?delti[theta]:0);
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");        }
   else fprintf(ficgp," \%%*lf (\%%*lf)");        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 }          prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");  
       else fprintf(ficgp,"\" t\"\" w l 0,");        if (popbased==1) {
     }          if(mobilav ==0){
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);            for(i=1; i<=nlstate;i++)
   }              prlim[i][i]=probs[(int)age][i][ij];
            }else{ /* mobilav */ 
   /*3eme*/            for(i=1; i<=nlstate;i++)
               prlim[i][i]=mobaverage[(int)age][i][ij];
   for (k1=1; k1<= m ; k1 ++) {          }
     for (cpt=1; cpt<= nlstate ; cpt ++) {        }
       k=2+nlstate*(cpt-1);    
       fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",agemin,fage,fileres,k1-1,k1-1,k,cpt);        for(j=1; j<= nlstate; j++){
       for (i=1; i< nlstate ; i ++) {          for(h=0; h<=nhstepm; h++){
         fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",fileres,k1-1,k1-1,k+i,cpt,i+1);            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
       }              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);          }
     }        }
   }        /* This for computing probability of death (h=1 means
             computed over hstepm matrices product = hstepm*stepm months) 
   /* CV preval stat */           as a weighted average of prlim.
   for (k1=1; k1<= m ; k1 ++) {        */
     for (cpt=1; cpt<nlstate ; cpt ++) {        for(j=nlstate+1;j<=nlstate+ndeath;j++){
       k=3;          for(i=1,gpp[j]=0.; i<= nlstate; i++)
       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/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);            gpp[j] += prlim[i][i]*p3mat[i][j][1];
       for (i=1; i< nlstate ; i ++)        }    
         fprintf(ficgp,"+$%d",k+i+1);        /* end probability of death */
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);  
              for(i=1; i<=npar; i++) /* Computes gradient x - delta */
       l=3+(nlstate+ndeath)*cpt;          xp[i] = x[i] - (i==theta ?delti[theta]:0);
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
       for (i=1; i< nlstate ; i ++) {        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         l=3+(nlstate+ndeath)*cpt;   
         fprintf(ficgp,"+$%d",l+i+1);        if (popbased==1) {
       }          if(mobilav ==0){
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);              for(i=1; i<=nlstate;i++)
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);              prlim[i][i]=probs[(int)age][i][ij];
     }          }else{ /* mobilav */ 
   }              for(i=1; i<=nlstate;i++)
               prlim[i][i]=mobaverage[(int)age][i][ij];
   /* proba elementaires */          }
    for(i=1,jk=1; i <=nlstate; i++){        }
     for(k=1; k <=(nlstate+ndeath); k++){  
       if (k != i) {        for(j=1; j<= nlstate; j++){
         for(j=1; j <=ncovmodel; j++){          for(h=0; h<=nhstepm; h++){
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
           /*fprintf(ficgp,"%s",alph[1]);*/              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);          }
           jk++;        }
           fprintf(ficgp,"\n");        /* This for computing probability of death (h=1 means
         }           computed over hstepm matrices product = hstepm*stepm months) 
       }           as a weighted average of prlim.
     }        */
     }        for(j=nlstate+1;j<=nlstate+ndeath;j++){
           for(i=1,gmp[j]=0.; i<= nlstate; i++)
   for(jk=1; jk <=m; jk++) {           gmp[j] += prlim[i][i]*p3mat[i][j][1];
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);        }    
    i=1;        /* end probability of death */
    for(k2=1; k2<=nlstate; k2++) {  
      k3=i;        for(j=1; j<= nlstate; j++) /* vareij */
      for(k=1; k<=(nlstate+ndeath); k++) {          for(h=0; h<=nhstepm; h++){
        if (k != k2){            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);          }
 ij=1;  
         for(j=3; j <=ncovmodel; j++) {        for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
             fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);        }
             ij++;  
           }      } /* End theta */
           else  
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
         }  
           fprintf(ficgp,")/(1");      for(h=0; h<=nhstepm; h++) /* veij */
                for(j=1; j<=nlstate;j++)
         for(k1=1; k1 <=nlstate; k1++){            for(theta=1; theta <=npar; theta++)
           fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);            trgradg[h][j][theta]=gradg[h][theta][j];
 ij=1;  
           for(j=3; j <=ncovmodel; j++){      for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {        for(theta=1; theta <=npar; theta++)
             fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);          trgradgp[j][theta]=gradgp[theta][j];
             ij++;    
           }  
           else      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);      for(i=1;i<=nlstate;i++)
           }        for(j=1;j<=nlstate;j++)
           fprintf(ficgp,")");          vareij[i][j][(int)age] =0.;
         }  
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);      for(h=0;h<=nhstepm;h++){
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");        for(k=0;k<=nhstepm;k++){
         i=i+ncovmodel;          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
        }          matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
      }          for(i=1;i<=nlstate;i++)
    }            for(j=1;j<=nlstate;j++)
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);              vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
   }        }
          }
   fclose(ficgp);    
   /* end gnuplot */      /* pptj */
          matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
 chdir(path);      matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
          for(j=nlstate+1;j<=nlstate+ndeath;j++)
     free_ivector(wav,1,imx);        for(i=nlstate+1;i<=nlstate+ndeath;i++)
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);          varppt[j][i]=doldmp[j][i];
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);        /* end ppptj */
     free_ivector(num,1,n);      /*  x centered again */
     free_vector(agedc,1,n);      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
     /*free_matrix(covar,1,NCOVMAX,1,n);*/      prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
     fclose(ficparo);   
     fclose(ficres);      if (popbased==1) {
     /*  }*/        if(mobilav ==0){
              for(i=1; i<=nlstate;i++)
    /*________fin mle=1_________*/            prlim[i][i]=probs[(int)age][i][ij];
            }else{ /* mobilav */ 
           for(i=1; i<=nlstate;i++)
              prlim[i][i]=mobaverage[(int)age][i][ij];
     /* No more information from the sample is required now */        }
   /* Reads comments: lines beginning with '#' */      }
   while((c=getc(ficpar))=='#' && c!= EOF){               
     ungetc(c,ficpar);      /* This for computing probability of death (h=1 means
     fgets(line, MAXLINE, ficpar);         computed over hstepm (estepm) matrices product = hstepm*stepm months) 
     puts(line);         as a weighted average of prlim.
     fputs(line,ficparo);      */
   }      for(j=nlstate+1;j<=nlstate+ndeath;j++){
   ungetc(c,ficpar);        for(i=1,gmp[j]=0.;i<= nlstate; i++) 
            gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);      }    
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);      /* end probability of death */
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);  
 /*--------- index.htm --------*/      fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
       for(j=nlstate+1; j<=(nlstate+ndeath);j++){
   strcpy(optionfilehtm,optionfile);        fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
   strcat(optionfilehtm,".htm");        for(i=1; i<=nlstate;i++){
   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {          fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
     printf("Problem with %s \n",optionfilehtm);goto end;        }
   }      } 
       fprintf(ficresprobmorprev,"\n");
  fprintf(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.7 </font> <hr size=\"2\" color=\"#EC5E5E\">  
 Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>      fprintf(ficresvij,"%.0f ",age );
 Total number of observations=%d <br>      for(i=1; i<=nlstate;i++)
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>        for(j=1; j<=nlstate;j++){
 <hr  size=\"2\" color=\"#EC5E5E\">          fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
 <li>Outputs files<br><br>\n        }
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n      fprintf(ficresvij,"\n");
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>      free_matrix(gp,0,nhstepm,1,nlstate);
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>      free_matrix(gm,0,nhstepm,1,nlstate);
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>      free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>    } /* End age */
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>    free_vector(gpp,nlstate+1,nlstate+ndeath);
         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br>    free_vector(gmp,nlstate+1,nlstate+ndeath);
         - Prevalences and population forecasting: <a href=\"f%s\">f%s</a> <br>    free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
 <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);    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");
  fprintf(fichtm," <li>Graphs</li><p>");    /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
     fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
  m=cptcoveff;  /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}  /*   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); */
  j1=0;    fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
  for(k1=1; k1<=m;k1++){    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
    for(i1=1; i1<=ncodemax[k1];i1++){    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",subdirf(fileresprobmorprev));
        j1++;    fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev));
        if (cptcovn > 0) {    fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"%s%s.png\"> <br>\n", estepm,subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");    /*  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);
          for (cpt=1; cpt<=cptcoveff;cpt++)  */
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);  /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");    fprintf(ficgp,"\nset out \"%s%s.png\";replot;\n",subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
        }  
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>    free_vector(xp,1,npar);
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);        free_matrix(doldm,1,nlstate,1,nlstate);
        for(cpt=1; cpt<nlstate;cpt++){    free_matrix(dnewm,1,nlstate,1,npar);
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>    free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);    free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
        }    free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     for(cpt=1; cpt<=nlstate;cpt++) {    if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident    fclose(ficresprobmorprev);
 interval) in state (%d): v%s%d%d.gif <br>    fflush(ficgp);
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);      fflush(fichtm); 
      }  }  /* end varevsij */
      for(cpt=1; cpt<=nlstate;cpt++) {  
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>  /************ Variance of prevlim ******************/
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);  void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)
      }  {
      fprintf(fichtm,"\n<br>- Total life expectancy by age and    /* Variance of prevalence limit */
 health expectancies in states (1) and (2): e%s%d.gif<br>    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);    double **newm;
 fprintf(fichtm,"\n</body>");    double **dnewm,**doldm;
    }    int i, j, nhstepm, hstepm;
  }    int k, cptcode;
 fclose(fichtm);    double *xp;
     double *gp, *gm;
   /*--------------- Prevalence limit --------------*/    double **gradg, **trgradg;
      double age,agelim;
   strcpy(filerespl,"pl");    int theta;
   strcat(filerespl,fileres);     
   if((ficrespl=fopen(filerespl,"w"))==NULL) {    fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;    fprintf(ficresvpl,"# Age");
   }    for(i=1; i<=nlstate;i++)
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);        fprintf(ficresvpl," %1d-%1d",i,i);
   fprintf(ficrespl,"#Prevalence limit\n");    fprintf(ficresvpl,"\n");
   fprintf(ficrespl,"#Age ");  
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);    xp=vector(1,npar);
   fprintf(ficrespl,"\n");    dnewm=matrix(1,nlstate,1,npar);
      doldm=matrix(1,nlstate,1,nlstate);
   prlim=matrix(1,nlstate,1,nlstate);    
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    hstepm=1*YEARM; /* Every year of age */
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    agelim = AGESUP;
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */      nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
   k=0;      if (stepm >= YEARM) hstepm=1;
   agebase=agemin;      nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   agelim=agemax;      gradg=matrix(1,npar,1,nlstate);
   ftolpl=1.e-10;      gp=vector(1,nlstate);
   i1=cptcoveff;      gm=vector(1,nlstate);
   if (cptcovn < 1){i1=1;}  
       for(theta=1; theta <=npar; theta++){
   for(cptcov=1;cptcov<=i1;cptcov++){        for(i=1; i<=npar; i++){ /* Computes gradient */
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){          xp[i] = x[i] + (i==theta ?delti[theta]:0);
         k=k+1;        }
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         fprintf(ficrespl,"\n#******");        for(i=1;i<=nlstate;i++)
         for(j=1;j<=cptcoveff;j++)          gp[i] = prlim[i][i];
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);      
         fprintf(ficrespl,"******\n");        for(i=1; i<=npar; i++) /* Computes gradient */
                  xp[i] = x[i] - (i==theta ?delti[theta]:0);
         for (age=agebase; age<=agelim; age++){        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);        for(i=1;i<=nlstate;i++)
           fprintf(ficrespl,"%.0f",age );          gm[i] = prlim[i][i];
           for(i=1; i<=nlstate;i++)  
           fprintf(ficrespl," %.5f", prlim[i][i]);        for(i=1;i<=nlstate;i++)
           fprintf(ficrespl,"\n");          gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
         }      } /* End theta */
       }  
     }      trgradg =matrix(1,nlstate,1,npar);
   fclose(ficrespl);  
       for(j=1; j<=nlstate;j++)
   /*------------- h Pij x at various ages ------------*/        for(theta=1; theta <=npar; theta++)
            trgradg[j][theta]=gradg[theta][j];
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);  
   if((ficrespij=fopen(filerespij,"w"))==NULL) {      for(i=1;i<=nlstate;i++)
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;        varpl[i][(int)age] =0.;
   }      matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
   printf("Computing pij: result on file '%s' \n", filerespij);      matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
        for(i=1;i<=nlstate;i++)
   stepsize=(int) (stepm+YEARM-1)/YEARM;        varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
   /*if (stepm<=24) stepsize=2;*/  
       fprintf(ficresvpl,"%.0f ",age );
   agelim=AGESUP;      for(i=1; i<=nlstate;i++)
   hstepm=stepsize*YEARM; /* Every year of age */        fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */      fprintf(ficresvpl,"\n");
        free_vector(gp,1,nlstate);
   k=0;      free_vector(gm,1,nlstate);
   for(cptcov=1;cptcov<=i1;cptcov++){      free_matrix(gradg,1,npar,1,nlstate);
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){      free_matrix(trgradg,1,nlstate,1,npar);
       k=k+1;    } /* End age */
         fprintf(ficrespij,"\n#****** ");  
         for(j=1;j<=cptcoveff;j++)    free_vector(xp,1,npar);
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    free_matrix(doldm,1,nlstate,1,npar);
         fprintf(ficrespij,"******\n");    free_matrix(dnewm,1,nlstate,1,nlstate);
          
         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 */  /************ Variance of one-step probabilities  ******************/
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
           oldm=oldms;savm=savms;  {
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);      int i, j=0,  i1, k1, l1, t, tj;
           fprintf(ficrespij,"# Age");    int k2, l2, j1,  z1;
           for(i=1; i<=nlstate;i++)    int k=0,l, cptcode;
             for(j=1; j<=nlstate+ndeath;j++)    int first=1, first1;
               fprintf(ficrespij," %1d-%1d",i,j);    double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
           fprintf(ficrespij,"\n");    double **dnewm,**doldm;
           for (h=0; h<=nhstepm; h++){    double *xp;
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );    double *gp, *gm;
             for(i=1; i<=nlstate;i++)    double **gradg, **trgradg;
               for(j=1; j<=nlstate+ndeath;j++)    double **mu;
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);    double age,agelim, cov[NCOVMAX];
             fprintf(ficrespij,"\n");    double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
           }    int theta;
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    char fileresprob[FILENAMELENGTH];
           fprintf(ficrespij,"\n");    char fileresprobcov[FILENAMELENGTH];
         }    char fileresprobcor[FILENAMELENGTH];
     }  
   }    double ***varpij;
   
   /* varprob(fileres, matcov, p, delti, nlstate, (int) bage, (int) fage,k);*/    strcpy(fileresprob,"prob"); 
     strcat(fileresprob,fileres);
   fclose(ficrespij);    if((ficresprob=fopen(fileresprob,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprob);
   if(stepm == 1) {      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
   /*---------- Forecasting ------------------*/    }
   calagedate=(anproj1+mproj1/12.+jproj1/365.-dateintmean)*YEARM;    strcpy(fileresprobcov,"probcov"); 
     strcat(fileresprobcov,fileres);
   /*printf("calage= %f", calagedate);*/    if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
        printf("Problem with resultfile: %s\n", fileresprobcov);
   prevalence(agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2, calagedate);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
     }
     strcpy(fileresprobcor,"probcor"); 
   strcpy(fileresf,"f");    strcat(fileresprobcor,fileres);
   strcat(fileresf,fileres);    if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
   if((ficresf=fopen(fileresf,"w"))==NULL) {      printf("Problem with resultfile: %s\n", fileresprobcor);
     printf("Problem with forecast resultfile: %s\n", fileresf);goto end;      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
   }    }
   printf("Computing forecasting: result on file '%s' \n", fileresf);    printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
   free_matrix(mint,1,maxwav,1,n);    printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
   free_matrix(anint,1,maxwav,1,n);    fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
   free_matrix(agev,1,maxwav,1,imx);    printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
   /* Mobile average */    fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     
   if (cptcoveff==0) ncodemax[cptcoveff]=1;    fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
     fprintf(ficresprob,"# Age");
   if (mobilav==1) {    fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);    fprintf(ficresprobcov,"# Age");
     for (agedeb=bage+3; agedeb<=fage-2; agedeb++)    fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
       for (i=1; i<=nlstate;i++)    fprintf(ficresprobcov,"# Age");
         for (cptcod=1;cptcod<=ncodemax[cptcov];cptcod++)  
           mobaverage[(int)agedeb][i][cptcod]=0.;  
        for(i=1; i<=nlstate;i++)
     for (agedeb=bage+4; agedeb<=fage; agedeb++){      for(j=1; j<=(nlstate+ndeath);j++){
       for (i=1; i<=nlstate;i++){        fprintf(ficresprob," p%1d-%1d (SE)",i,j);
         for (cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){        fprintf(ficresprobcov," p%1d-%1d ",i,j);
           for (cpt=0;cpt<=4;cpt++){        fprintf(ficresprobcor," p%1d-%1d ",i,j);
             mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]+probs[(int)agedeb-cpt][i][cptcod];      }  
           }   /* fprintf(ficresprob,"\n");
           mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]/5;    fprintf(ficresprobcov,"\n");
         }    fprintf(ficresprobcor,"\n");
       }   */
     }     xp=vector(1,npar);
   }    dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
     doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
   stepsize=(int) (stepm+YEARM-1)/YEARM;    mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
   if (stepm<=12) stepsize=1;    varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
     first=1;
   agelim=AGESUP;    fprintf(ficgp,"\n# Routine varprob");
   /*hstepm=stepsize*YEARM; *//* Every year of age */    fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
   hstepm=1;    fprintf(fichtm,"\n");
   hstepm=hstepm/stepm; /* Typically 2 years, = 2 years/6 months = 4 */  
   yp1=modf(dateintmean,&yp);    fprintf(fichtm,"\n<li><h4> <a href=\"%s\">Computing matrix of variance-covariance of step probabilities</a></h4></li>\n",optionfilehtmcov);
   anprojmean=yp;    fprintf(fichtmcov,"\n<h4>Computing matrix of variance-covariance of step probabilities</h4>\n\
   yp2=modf((yp1*12),&yp);    file %s<br>\n",optionfilehtmcov);
   mprojmean=yp;    fprintf(fichtmcov,"\nEllipsoids of confidence centered on point (p<inf>ij</inf>, p<inf>kl</inf>) are estimated\
   yp1=modf((yp2*30.5),&yp);  and drawn. It helps understanding how is the covariance between two incidences.\
   jprojmean=yp;   They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
   if(jprojmean==0) jprojmean=1;    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. \
   if(mprojmean==0) jprojmean=1;  It can be understood this way: if pij and pkl where uncorrelated the (2x2) matrix of covariance \
   would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 \
   fprintf(ficresf,"# Estimated date of observed prevalence: %.lf/%.lf/%.lf ",jprojmean,mprojmean,anprojmean);  standard deviations wide on each axis. <br>\
    Now, if both incidences are correlated (usual case) we diagonalised the inverse of the covariance matrix\
   if (popforecast==1) {   and made the appropriate rotation to look at the uncorrelated principal directions.<br>\
     if((ficpop=fopen(popfile,"r"))==NULL)    {  To be simple, these graphs help to understand the significativity of each parameter in relation to a second other one.<br> \n");
       printf("Problem with population file : %s\n",popfile);goto end;  
     }    cov[1]=1;
     popage=ivector(0,AGESUP);    tj=cptcoveff;
     popeffectif=vector(0,AGESUP);    if (cptcovn<1) {tj=1;ncodemax[1]=1;}
     popcount=vector(0,AGESUP);    j1=0;
     for(t=1; t<=tj;t++){
     i=1;        for(i1=1; i1<=ncodemax[t];i1++){ 
     while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF)        j1++;
       {        if  (cptcovn>0) {
         i=i+1;          fprintf(ficresprob, "\n#********** Variable "); 
       }          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
     imx=i;          fprintf(ficresprob, "**********\n#\n");
              fprintf(ficresprobcov, "\n#********** Variable "); 
     for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   }          fprintf(ficresprobcov, "**********\n#\n");
           
   for(cptcov=1;cptcov<=i1;cptcov++){          fprintf(ficgp, "\n#********** Variable "); 
     for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
       k=k+1;          fprintf(ficgp, "**********\n#\n");
       fprintf(ficresf,"\n#******");          
       for(j=1;j<=cptcoveff;j++) {          
         fprintf(ficresf," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);          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(ficresf,"******\n");          fprintf(fichtm, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
       fprintf(ficresf,"# StartingAge FinalAge");          
       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficresf," P.%d",j);          fprintf(ficresprobcor, "\n#********** Variable ");    
       if (popforecast==1)  fprintf(ficresf," [Population]");          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
              fprintf(ficresprobcor, "**********\n#");    
       for (cpt=0; cpt<4;cpt++) {        }
         fprintf(ficresf,"\n");        
         fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+cpt);          for (age=bage; age<=fage; age ++){ 
           cov[2]=age;
         for (agedeb=(fage-((int)calagedate %12/12.)); agedeb>=(bage-((int)calagedate %12)/12.); agedeb--){ /* If stepm=6 months */          for (k=1; k<=cptcovn;k++) {
         nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm);            cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
         nhstepm = nhstepm/hstepm;          }
         /*printf("agedeb=%.lf stepm=%d hstepm=%d nhstepm=%d \n",agedeb,stepm,hstepm,nhstepm);*/          for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
           for (k=1; k<=cptcovprod;k++)
         p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);            cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
         oldm=oldms;savm=savms;          
         hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);            gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
                  trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
         for (h=0; h<=nhstepm; h++){          gp=vector(1,(nlstate)*(nlstate+ndeath));
           if (h==(int) (calagedate+YEARM*cpt)) {          gm=vector(1,(nlstate)*(nlstate+ndeath));
             fprintf(ficresf,"\n %.f ",agedeb+h*hstepm/YEARM*stepm);      
           }          for(theta=1; theta <=npar; theta++){
           for(j=1; j<=nlstate+ndeath;j++) {            for(i=1; i<=npar; i++)
             kk1=0.;kk2=0;              xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
             for(i=1; i<=nlstate;i++) {                    
               if (mobilav==1)            pmij(pmmij,cov,ncovmodel,xp,nlstate);
                 kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];            
               else {            k=0;
                 kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];            for(i=1; i<= (nlstate); i++){
                 /* fprintf(ficresf," p3=%.3f p=%.3f ", p3mat[i][j][h], probs[(int)(agedeb)+1][i][cptcod]);*/              for(j=1; j<=(nlstate+ndeath);j++){
               }                k=k+1;
                 gp[k]=pmmij[i][j];
               if (popforecast==1) kk2=kk1*popeffectif[(int)agedeb];              }
             }            }
                      
             if (h==(int)(calagedate+12*cpt)){            for(i=1; i<=npar; i++)
               fprintf(ficresf," %.3f", kk1);              xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
                    
               if (popforecast==1) fprintf(ficresf," [%.f]", kk2);            pmij(pmmij,cov,ncovmodel,xp,nlstate);
             }            k=0;
           }            for(i=1; i<=(nlstate); i++){
         }              for(j=1; j<=(nlstate+ndeath);j++){
         free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);                k=k+1;
       }                gm[k]=pmmij[i][j];
       }              }
     }            }
   }       
   if (mobilav==1) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);            for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
   if (popforecast==1) {              gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
     free_ivector(popage,0,AGESUP);          }
     free_vector(popeffectif,0,AGESUP);  
     free_vector(popcount,0,AGESUP);          for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
   }            for(theta=1; theta <=npar; theta++)
   free_imatrix(s,1,maxwav+1,1,n);              trgradg[j][theta]=gradg[theta][j];
   free_vector(weight,1,n);          
   fclose(ficresf);          matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
   }/* End forecasting */          matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
   else{          free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
     erreur=108;          free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
     printf("Error %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d\n", erreur, stepm);          free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
   }          free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
   
   /*---------- Health expectancies and variances ------------*/          pmij(pmmij,cov,ncovmodel,x,nlstate);
           
   strcpy(filerest,"t");          k=0;
   strcat(filerest,fileres);          for(i=1; i<=(nlstate); i++){
   if((ficrest=fopen(filerest,"w"))==NULL) {            for(j=1; j<=(nlstate+ndeath);j++){
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;              k=k+1;
   }              mu[k][(int) age]=pmmij[i][j];
   printf("Computing Total LEs with variances: file '%s' \n", filerest);            }
           }
           for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
   strcpy(filerese,"e");            for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
   strcat(filerese,fileres);              varpij[i][j][(int)age] = doldm[i][j];
   if((ficreseij=fopen(filerese,"w"))==NULL) {  
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);          /*printf("\n%d ",(int)age);
   }            for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);            printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
  strcpy(fileresv,"v");            }*/
   strcat(fileresv,fileres);  
   if((ficresvij=fopen(fileresv,"w"))==NULL) {          fprintf(ficresprob,"\n%d ",(int)age);
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);          fprintf(ficresprobcov,"\n%d ",(int)age);
   }          fprintf(ficresprobcor,"\n%d ",(int)age);
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);  
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
   k=0;            fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
   for(cptcov=1;cptcov<=i1;cptcov++){          for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){            fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
       k=k+1;            fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
       fprintf(ficrest,"\n#****** ");          }
       for(j=1;j<=cptcoveff;j++)          i=0;
         fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);          for (k=1; k<=(nlstate);k++){
       fprintf(ficrest,"******\n");            for (l=1; l<=(nlstate+ndeath);l++){ 
               i=i++;
       fprintf(ficreseij,"\n#****** ");              fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
       for(j=1;j<=cptcoveff;j++)              fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);              for (j=1; j<=i;j++){
       fprintf(ficreseij,"******\n");                fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
                 fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
       fprintf(ficresvij,"\n#****** ");              }
       for(j=1;j<=cptcoveff;j++)            }
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);          }/* end of loop for state */
       fprintf(ficresvij,"******\n");        } /* end of loop for age */
   
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);        /* Confidence intervalle of pij  */
       oldm=oldms;savm=savms;        /*
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);            fprintf(ficgp,"\nset noparametric;unset label");
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);          fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
       oldm=oldms;savm=savms;          fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);          fprintf(fichtm,"\n<br>Probability with  confidence intervals expressed in year<sup>-1</sup> :<a href=\"pijgr%s.png\">pijgr%s.png</A>, ",optionfilefiname,optionfilefiname);
                fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");          fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);          fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
       fprintf(ficrest,"\n");        */
          
       hf=1;        /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
       if (stepm >= YEARM) hf=stepm/YEARM;        first1=1;
       epj=vector(1,nlstate+1);        for (k2=1; k2<=(nlstate);k2++){
       for(age=bage; age <=fage ;age++){          for (l2=1; l2<=(nlstate+ndeath);l2++){ 
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);            if(l2==k2) continue;
         if (popbased==1) {            j=(k2-1)*(nlstate+ndeath)+l2;
           for(i=1; i<=nlstate;i++)            for (k1=1; k1<=(nlstate);k1++){
             prlim[i][i]=probs[(int)age][i][k];              for (l1=1; l1<=(nlstate+ndeath);l1++){ 
         }                if(l1==k1) continue;
                        i=(k1-1)*(nlstate+ndeath)+l1;
         fprintf(ficrest," %.0f",age);                if(i<=j) continue;
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){                for (age=bage; age<=fage; age ++){ 
           for(i=1, epj[j]=0.;i <=nlstate;i++) {                  if ((int)age %5==0){
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];                    v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
           }                    v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
           epj[nlstate+1] +=epj[j];                    cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
         }                    mu1=mu[i][(int) age]/stepm*YEARM ;
         for(i=1, vepp=0.;i <=nlstate;i++)                    mu2=mu[j][(int) age]/stepm*YEARM;
           for(j=1;j <=nlstate;j++)                    c12=cv12/sqrt(v1*v2);
             vepp += vareij[i][j][(int)age];                    /* Computing eigen value of matrix of covariance */
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));                    lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
         for(j=1;j <=nlstate;j++){                    lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));                    /* Eigen vectors */
         }                    v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
         fprintf(ficrest,"\n");                    /*v21=sqrt(1.-v11*v11); *//* error */
       }                    v21=(lc1-v1)/cv12*v11;
     }                    v12=-v21;
   }                    v22=v11;
                            tnalp=v21/v11;
                            if(first1==1){
                       first1=0;
                       printf("%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tang %.3f\nOthers in log...\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
  fclose(ficreseij);                    }
  fclose(ficresvij);                    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);
   fclose(ficrest);                    /*printf(fignu*/
   fclose(ficpar);                    /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
   free_vector(epj,1,nlstate+1);                    /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
   /*  scanf("%d ",i); */                    if(first==1){
                       first=0;
   /*------- Variance limit prevalence------*/                        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);
 strcpy(fileresvpl,"vpl");                      fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
   strcat(fileresvpl,fileres);                      fprintf(fichtmcov,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {   :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);  %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
     exit(0);                              subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
   }                              subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);                      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);
  k=0;                      fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
  for(cptcov=1;cptcov<=i1;cptcov++){                      fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){                      fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
      k=k+1;                      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",\
      fprintf(ficresvpl,"\n#****** ");                              mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
      for(j=1;j<=cptcoveff;j++)                              mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
        fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);                    }else{
      fprintf(ficresvpl,"******\n");                      first=0;
                            fprintf(fichtmcov," %d (%.3f),",(int) age, c12);
      varpl=matrix(1,nlstate,(int) bage, (int) fage);                      fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
      oldm=oldms;savm=savms;                      fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);                      fprintf(ficgp,"\nreplot %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
    }                              mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
  }                              mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }/* if first */
   fclose(ficresvpl);                  } /* age mod 5 */
                 } /* end loop age */
   /*---------- End : free ----------------*/                fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);                first=1;
                } /*l12 */
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);            } /* k12 */
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);          } /*l1 */
          }/* k1 */
        } /* loop covariates */
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);    }
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);    free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);    free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);    free_vector(xp,1,npar);
      fclose(ficresprob);
   free_matrix(matcov,1,npar,1,npar);    fclose(ficresprobcov);
   free_vector(delti,1,npar);    fclose(ficresprobcor);
      fflush(ficgp);
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);    fflush(fichtmcov);
   }
   if(erreur >0)  
     printf("End of Imach with error %d\n",erreur);  
   else   printf("End of Imach\n");  /******************* Printing html file ***********/
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */  void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
                      int lastpass, int stepm, int weightopt, char model[],\
   /* 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);*/                    int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
   /*printf("Total time was %d uSec.\n", total_usecs);*/                    int popforecast, int estepm ,\
   /*------ End -----------*/                    double jprev1, double mprev1,double anprev1, \
                     double jprev2, double mprev2,double anprev2){
     int jj1, k1, i1, cpt;
  end:    /*char optionfilehtm[FILENAMELENGTH];*/
 #ifdef windows  /*   if((fichtm=fopen(optionfilehtm,"a"))==NULL)    { */
  chdir(pathcd);  /*     printf("Problem with %s \n",optionfilehtm), exit(0); */
 #endif  /*     fprintf(ficlog,"Problem with %s \n",optionfilehtm), exit(0); */
    /*   } */
  system("..\\gp37mgw\\wgnuplot graph.plt");  
      fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n \
 #ifdef windows   - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"%s\">%s</a> <br>\n \
   while (z[0] != 'q') {   - Estimated transition probabilities over %d (stepm) months: <a href=\"%s\">%s</a><br>\n \
     chdir(pathcd);   - Stable prevalence in each health state: <a href=\"%s\">%s</a> <br>\n \
     printf("\nType e to edit output files, c to start again, and q for exiting: ");   - Life expectancies by age and initial health status (estepm=%2d months): \
     scanf("%s",z);     <a href=\"%s\">%s</a> <br>\n</li>", \
     if (z[0] == 'c') system("./imach");             jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,subdirf2(fileres,"p"),subdirf2(fileres,"p"),\
     else if (z[0] == 'e') {             stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"),\
       chdir(path);             subdirf2(fileres,"pl"),subdirf2(fileres,"pl"),\
       system(optionfilehtm);             estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
     }  
     else if (z[0] == 'q') exit(0);  fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
   }  
 #endif   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.1.21  
changed lines
  Added in v.1.93


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