Diff for /imach/src/imach.c between versions 1.21 and 1.96

version 1.21, 2002/02/21 18:42:24 version 1.96, 2003/07/15 15:38:55
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 1.96  2003/07/15 15:38:55  brouard
   individuals from different ages are interviewed on their health status    * imach.c (Repository): Errors in subdirf, 2, 3 while printing tmpout is
   or degree of  disability. At least a second wave of interviews    rewritten within the same printf. Workaround: many printfs.
   ("longitudinal") should  measure each new individual health status.  
   Health expectancies are computed from the transistions observed between    Revision 1.95  2003/07/08 07:54:34  brouard
   waves and are computed for each degree of severity of disability (number    * imach.c (Repository):
   of life states). More degrees you consider, more time is necessary to    (Repository): Using imachwizard code to output a more meaningful covariance
   reach the Maximum Likelihood of the parameters involved in the model.    matrix (cov(a12,c31) instead of numbers.
   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 1.94  2003/06/27 13:00:02  brouard
   to be observed in state i at the first wave. Therefore the model is:    Just cleaning
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'  
   is a covariate. If you want to have a more complex model than "constant and    Revision 1.93  2003/06/25 16:33:55  brouard
   age", you should modify the program where the markup    (Module): On windows (cygwin) function asctime_r doesn't
     *Covariates have to be included here again* invites you to do it.    exist so I changed back to asctime which exists.
   More covariates you add, less is the speed of the convergence.    (Module): Version 0.96b
   
   The advantage that this computer programme claims, comes from that if the    Revision 1.92  2003/06/25 16:30:45  brouard
   delay between waves is not identical for each individual, or if some    (Module): On windows (cygwin) function asctime_r doesn't
   individual missed an interview, the information is not rounded or lost, but    exist so I changed back to asctime which exists.
   taken into account using an interpolation or extrapolation.  
   hPijx is the probability to be    Revision 1.91  2003/06/25 15:30:29  brouard
   observed in state i at age x+h conditional to the observed state i at age    * imach.c (Repository): Duplicated warning errors corrected.
   x. The delay 'h' can be split into an exact number (nh*stepm) of    (Repository): Elapsed time after each iteration is now output. It
   unobserved intermediate  states. This elementary transition (by month or    helps to forecast when convergence will be reached. Elapsed time
   quarter trimester, semester or year) is model as a multinomial logistic.    is stamped in powell.  We created a new html file for the graphs
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices    concerning matrix of covariance. It has extension -cov.htm.
   and the contribution of each individual to the likelihood is simply hPijx.  
     Revision 1.90  2003/06/24 12:34:15  brouard
   Also this programme outputs the covariance matrix of the parameters but also    (Module): Some bugs corrected for windows. Also, when
   of the life expectancies. It also computes the prevalence limits.    mle=-1 a template is output in file "or"mypar.txt with the design
      of the covariance matrix to be input.
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).  
            Institut national d'études démographiques, Paris.    Revision 1.89  2003/06/24 12:30:52  brouard
   This software have been partly granted by Euro-REVES, a concerted action    (Module): Some bugs corrected for windows. Also, when
   from the European Union.    mle=-1 a template is output in file "or"mypar.txt with the design
   It is copyrighted identically to a GNU software product, ie programme and    of the covariance matrix to be input.
   software can be distributed freely for non commercial use. Latest version  
   can be accessed at http://euroreves.ined.fr/imach .    Revision 1.88  2003/06/23 17:54:56  brouard
   **********************************************************************/    * 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.
    
 #include <math.h>    Revision 1.87  2003/06/18 12:26:01  brouard
 #include <stdio.h>    Version 0.96
 #include <stdlib.h>  
 #include <unistd.h>    Revision 1.86  2003/06/17 20:04:08  brouard
     (Module): Change position of html and gnuplot routines and added
 #define MAXLINE 256    routine fileappend.
 #define FILENAMELENGTH 80  
 /*#define DEBUG*/    Revision 1.85  2003/06/17 13:12:43  brouard
 #define windows    * imach.c (Repository): Check when date of death was earlier that
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    current date of interview. It may happen when the death was just
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */    prior to the death. In this case, dh was negative and likelihood
     was wrong (infinity). We still send an "Error" but patch by
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    assuming that the date of death was just one stepm after the
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    interview.
     (Repository): Because some people have very long ID (first column)
 #define NINTERVMAX 8    we changed int to long in num[] and we added a new lvector for
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    memory allocation. But we also truncated to 8 characters (left
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */    truncation)
 #define NCOVMAX 8 /* Maximum number of covariates */    (Repository): No more line truncation errors.
 #define MAXN 20000  
 #define YEARM 12. /* Number of months per year */    Revision 1.84  2003/06/13 21:44:43  brouard
 #define AGESUP 130    * imach.c (Repository): Replace "freqsummary" at a correct
 #define AGEBASE 40    place. It differs from routine "prevalence" which may be called
     many times. Probs is memory consuming and must be used with
     parcimony.
 int erreur; /* Error number */    Version 0.95a3 (should output exactly the same maximization than 0.8a2)
 int nvar;  
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;    Revision 1.83  2003/06/10 13:39:11  lievre
 int npar=NPARMAX;    *** empty log message ***
 int nlstate=2; /* Number of live states */  
 int ndeath=1; /* Number of dead states */    Revision 1.82  2003/06/05 15:57:20  brouard
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    Add log in  imach.c and  fullversion number is now printed.
 int popbased=0;  
   */
 int *wav; /* Number of waves for this individuual 0 is possible */  /*
 int maxwav; /* Maxim number of waves */     Interpolated Markov Chain
 int jmin, jmax; /* min, max spacing between 2 waves */  
 int mle, weightopt;    Short summary of the programme:
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */    
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */    This program computes Healthy Life Expectancies from
 double jmean; /* Mean space between 2 waves */    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
 double **oldm, **newm, **savm; /* Working pointers to matrices */    first survey ("cross") where individuals from different ages are
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    interviewed on their health status or degree of disability (in the
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf;    case of a health survey which is our main interest) -2- at least a
 FILE *ficgp, *fichtm,*ficresprob,*ficpop;    second wave of interviews ("longitudinal") which measure each change
 FILE *ficreseij;    (if any) in individual health status.  Health expectancies are
   char filerese[FILENAMELENGTH];    computed from the time spent in each health state according to a
  FILE  *ficresvij;    model. More health states you consider, more time is necessary to reach the
   char fileresv[FILENAMELENGTH];    Maximum Likelihood of the parameters involved in the model.  The
  FILE  *ficresvpl;    simplest model is the multinomial logistic model where pij is the
   char fileresvpl[FILENAMELENGTH];    probability to be observed in state j at the second wave
     conditional to be observed in state i at the first wave. Therefore
 #define NR_END 1    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
 #define FREE_ARG char*    'age' is age and 'sex' is a covariate. If you want to have a more
 #define FTOL 1.0e-10    complex model than "constant and age", you should modify the program
     where the markup *Covariates have to be included here again* invites
 #define NRANSI    you to do it.  More covariates you add, slower the
 #define ITMAX 200    convergence.
   
 #define TOL 2.0e-4    The advantage of this computer programme, compared to a simple
     multinomial logistic model, is clear when the delay between waves is not
 #define CGOLD 0.3819660    identical for each individual. Also, if a individual missed an
 #define ZEPS 1.0e-10    intermediate interview, the information is lost, but taken into
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);    account using an interpolation or extrapolation.  
   
 #define GOLD 1.618034    hPijx is the probability to be observed in state i at age x+h
 #define GLIMIT 100.0    conditional to the observed state i at age x. The delay 'h' can be
 #define TINY 1.0e-20    split into an exact number (nh*stepm) of unobserved intermediate
     states. This elementary transition (by month, quarter,
 static double maxarg1,maxarg2;    semester or year) is modelled as a multinomial logistic.  The hPx
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))    matrix is simply the matrix product of nh*stepm elementary matrices
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))    and the contribution of each individual to the likelihood is simply
      hPijx.
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))  
 #define rint(a) floor(a+0.5)    Also this programme outputs the covariance matrix of the parameters but also
     of the life expectancies. It also computes the stable prevalence. 
 static double sqrarg;    
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}             Institut national d'études démographiques, Paris.
     This software have been partly granted by Euro-REVES, a concerted action
 int imx;    from the European Union.
 int stepm;    It is copyrighted identically to a GNU software product, ie programme and
 /* Stepm, step in month: minimum step interpolation*/    software can be distributed freely for non commercial use. Latest version
     can be accessed at http://euroreves.ined.fr/imach .
 int m,nb;  
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
 double **pmmij, ***probs, ***mobaverage;    
 double dateintmean=0;    **********************************************************************/
   /*
 double *weight;    main
 int **s; /* Status */    read parameterfile
 double *agedc, **covar, idx;    read datafile
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;    concatwav
     freqsummary
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */    if (mle >= 1)
 double ftolhess; /* Tolerance for computing hessian */      mlikeli
     print results files
 /**************** split *************************/    if mle==1 
 static  int split( char *path, char *dirc, char *name )       computes hessian
 {    read end of parameter file: agemin, agemax, bage, fage, estepm
    char *s;                             /* pointer */        begin-prev-date,...
    int  l1, l2;                         /* length counters */    open gnuplot file
     open html file
    l1 = strlen( path );                 /* length of path */    stable prevalence
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );     for age prevalim()
    s = strrchr( path, '\\' );           /* find last / */    h Pij x
    if ( s == NULL ) {                   /* no directory, so use current */    variance of p varprob
 #if     defined(__bsd__)                /* get current working directory */    forecasting if prevfcast==1 prevforecast call prevalence()
       extern char       *getwd( );    health expectancies
     Variance-covariance of DFLE
       if ( getwd( dirc ) == NULL ) {    prevalence()
 #else     movingaverage()
       extern char       *getcwd( );    varevsij() 
     if popbased==1 varevsij(,popbased)
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {    total life expectancies
 #endif    Variance of stable prevalence
          return( GLOCK_ERROR_GETCWD );   end
       }  */
       strcpy( name, path );             /* we've got it */  
    } else {                             /* strip direcotry from path */  
       s++;                              /* after this, the filename */  
       l2 = strlen( s );                 /* length of filename */   
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );  #include <math.h>
       strcpy( name, s );                /* save file name */  #include <stdio.h>
       strncpy( dirc, path, l1 - l2 );   /* now the directory */  #include <stdlib.h>
       dirc[l1-l2] = 0;                  /* add zero */  #include <unistd.h>
    }  
    l1 = strlen( dirc );                 /* length of directory */  #include <sys/time.h>
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  #include <time.h>
    return( 0 );                         /* we're done */  #include "timeval.h"
 }  
   /* #include <libintl.h> */
   /* #define _(String) gettext (String) */
 /******************************************/  
   #define MAXLINE 256
 void replace(char *s, char*t)  #define GNUPLOTPROGRAM "gnuplot"
 {  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
   int i;  #define FILENAMELENGTH 132
   int lg=20;  /*#define DEBUG*/
   i=0;  /*#define windows*/
   lg=strlen(t);  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
   for(i=0; i<= lg; i++) {  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
     (s[i] = t[i]);  
     if (t[i]== '\\') s[i]='/';  #define MAXPARM 30 /* Maximum number of parameters for the optimization */
   }  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
 }  
   #define NINTERVMAX 8
 int nbocc(char *s, char occ)  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
 {  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
   int i,j=0;  #define NCOVMAX 8 /* Maximum number of covariates */
   int lg=20;  #define MAXN 20000
   i=0;  #define YEARM 12. /* Number of months per year */
   lg=strlen(s);  #define AGESUP 130
   for(i=0; i<= lg; i++) {  #define AGEBASE 40
   if  (s[i] == occ ) j++;  #ifdef unix
   }  #define DIRSEPARATOR '/'
   return j;  #define ODIRSEPARATOR '\\'
 }  #else
   #define DIRSEPARATOR '\\'
 void cutv(char *u,char *v, char*t, char occ)  #define ODIRSEPARATOR '/'
 {  #endif
   int i,lg,j,p=0;  
   i=0;  /* $Id$ */
   for(j=0; j<=strlen(t)-1; j++) {  /* $State$ */
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;  
   }  char version[]="Imach version 0.96c, July 2003, INED-EUROREVES ";
   char fullversion[]="$Revision$ $Date$"; 
   lg=strlen(t);  int erreur, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
   for(j=0; j<p; j++) {  int nvar;
     (u[j] = t[j]);  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
   }  int npar=NPARMAX;
      u[p]='\0';  int nlstate=2; /* Number of live states */
   int ndeath=1; /* Number of dead states */
    for(j=0; j<= lg; j++) {  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
     if (j>=(p+1))(v[j-p-1] = t[j]);  int popbased=0;
   }  
 }  int *wav; /* Number of waves for this individuual 0 is possible */
   int maxwav; /* Maxim number of waves */
 /********************** nrerror ********************/  int jmin, jmax; /* min, max spacing between 2 waves */
   int gipmx, gsw; /* Global variables on the number of contributions 
 void nrerror(char error_text[])                     to the likelihood and the sum of weights (done by funcone)*/
 {  int mle, weightopt;
   fprintf(stderr,"ERREUR ...\n");  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
   fprintf(stderr,"%s\n",error_text);  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
   exit(1);  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. */
 /*********************** vector *******************/  double jmean; /* Mean space between 2 waves */
 double *vector(int nl, int nh)  double **oldm, **newm, **savm; /* Working pointers to matrices */
 {  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
   double *v;  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  FILE *ficlog, *ficrespow;
   if (!v) nrerror("allocation failure in vector");  int globpr; /* Global variable for printing or not */
   return v-nl+NR_END;  double fretone; /* Only one call to likelihood */
 }  long ipmx; /* Number of contributions */
   double sw; /* Sum of weights */
 /************************ free vector ******************/  char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
 void free_vector(double*v, int nl, int nh)  FILE *ficresilk;
 {  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
   free((FREE_ARG)(v+nl-NR_END));  FILE *ficresprobmorprev;
 }  FILE *fichtm, *fichtmcov; /* Html File */
   FILE *ficreseij;
 /************************ivector *******************************/  char filerese[FILENAMELENGTH];
 int *ivector(long nl,long nh)  FILE  *ficresvij;
 {  char fileresv[FILENAMELENGTH];
   int *v;  FILE  *ficresvpl;
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  char fileresvpl[FILENAMELENGTH];
   if (!v) nrerror("allocation failure in ivector");  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],  tmpout2[FILENAMELENGTH]; 
 /******************free ivector **************************/  char command[FILENAMELENGTH];
 void free_ivector(int *v, long nl, long nh)  int  outcmd=0;
 {  
   free((FREE_ARG)(v+nl-NR_END));  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
 }  
   char filelog[FILENAMELENGTH]; /* Log file */
 /******************* imatrix *******************************/  char filerest[FILENAMELENGTH];
 int **imatrix(long nrl, long nrh, long ncl, long nch)  char fileregp[FILENAMELENGTH];
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */  char popfile[FILENAMELENGTH];
 {  
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
   int **m;  
    struct timeval start_time, end_time, curr_time, last_time, forecast_time;
   /* allocate pointers to rows */  struct timezone tzp;
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  extern int gettimeofday();
   if (!m) nrerror("allocation failure 1 in matrix()");  struct tm tmg, tm, tmf, *gmtime(), *localtime();
   m += NR_END;  long time_value;
   m -= nrl;  extern long time();
    char strcurr[80], strfor[80];
    
   /* allocate rows and set pointers to them */  #define NR_END 1
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  #define FREE_ARG char*
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  #define FTOL 1.0e-10
   m[nrl] += NR_END;  
   m[nrl] -= ncl;  #define NRANSI 
    #define ITMAX 200 
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  
    #define TOL 2.0e-4 
   /* return pointer to array of pointers to rows */  
   return m;  #define CGOLD 0.3819660 
 }  #define ZEPS 1.0e-10 
   #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
 /****************** free_imatrix *************************/  
 void free_imatrix(m,nrl,nrh,ncl,nch)  #define GOLD 1.618034 
       int **m;  #define GLIMIT 100.0 
       long nch,ncl,nrh,nrl;  #define TINY 1.0e-20 
      /* free an int matrix allocated by imatrix() */  
 {  static double maxarg1,maxarg2;
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
   free((FREE_ARG) (m+nrl-NR_END));  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
 }    
   #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
 /******************* matrix *******************************/  #define rint(a) floor(a+0.5)
 double **matrix(long nrl, long nrh, long ncl, long nch)  
 {  static double sqrarg;
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
   double **m;  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
   
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  int imx; 
   if (!m) nrerror("allocation failure 1 in matrix()");  int stepm;
   m += NR_END;  /* Stepm, step in month: minimum step interpolation*/
   m -= nrl;  
   int estepm;
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  
   m[nrl] += NR_END;  int m,nb;
   m[nrl] -= ncl;  long *num;
   int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
   return m;  double **pmmij, ***probs;
 }  double dateintmean=0;
   
 /*************************free matrix ************************/  double *weight;
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)  int **s; /* Status */
 {  double *agedc, **covar, idx;
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
   free((FREE_ARG)(m+nrl-NR_END));  
 }  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
   double ftolhess; /* Tolerance for computing hessian */
 /******************* ma3x *******************************/  
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)  /**************** split *************************/
 {  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;  {
   double ***m;    char  *ss;                            /* pointer */
     int   l1, l2;                         /* length counters */
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  
   if (!m) nrerror("allocation failure 1 in matrix()");    l1 = strlen(path );                   /* length of path */
   m += NR_END;    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
   m -= nrl;    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
     if ( ss == NULL ) {                   /* no directory, so use current */
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
   m[nrl] += NR_END;      /* get current working directory */
   m[nrl] -= ncl;      /*    extern  char* getcwd ( char *buf , int len);*/
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;        return( GLOCK_ERROR_GETCWD );
       }
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));      strcpy( name, path );               /* we've got it */
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");    } else {                              /* strip direcotry from path */
   m[nrl][ncl] += NR_END;      ss++;                               /* after this, the filename */
   m[nrl][ncl] -= nll;      l2 = strlen( ss );                  /* length of filename */
   for (j=ncl+1; j<=nch; j++)      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
     m[nrl][j]=m[nrl][j-1]+nlay;      strcpy( name, ss );         /* save file name */
        strncpy( dirc, path, l1 - l2 );     /* now the directory */
   for (i=nrl+1; i<=nrh; i++) {      dirc[l1-l2] = 0;                    /* add zero */
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;    }
     for (j=ncl+1; j<=nch; j++)    l1 = strlen( dirc );                  /* length of directory */
       m[i][j]=m[i][j-1]+nlay;    /*#ifdef windows
   }    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
   return m;  #else
 }    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
   #endif
 /*************************free ma3x ************************/    */
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)    ss = strrchr( name, '.' );            /* find last / */
 {    ss++;
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));    strcpy(ext,ss);                       /* save extension */
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    l1= strlen( name);
   free((FREE_ARG)(m+nrl-NR_END));    l2= strlen(ss)+1;
 }    strncpy( finame, name, l1-l2);
     finame[l1-l2]= 0;
 /***************** f1dim *************************/    return( 0 );                          /* we're done */
 extern int ncom;  }
 extern double *pcom,*xicom;  
 extern double (*nrfunc)(double []);  
    /******************************************/
 double f1dim(double x)  
 {  void replace_back_to_slash(char *s, char*t)
   int j;  {
   double f;    int i;
   double *xt;    int lg=0;
      i=0;
   xt=vector(1,ncom);    lg=strlen(t);
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];    for(i=0; i<= lg; i++) {
   f=(*nrfunc)(xt);      (s[i] = t[i]);
   free_vector(xt,1,ncom);      if (t[i]== '\\') s[i]='/';
   return f;    }
 }  }
   
 /*****************brent *************************/  int nbocc(char *s, char occ)
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)  {
 {    int i,j=0;
   int iter;    int lg=20;
   double a,b,d,etemp;    i=0;
   double fu,fv,fw,fx;    lg=strlen(s);
   double ftemp;    for(i=0; i<= lg; i++) {
   double p,q,r,tol1,tol2,u,v,w,x,xm;    if  (s[i] == occ ) j++;
   double e=0.0;    }
      return j;
   a=(ax < cx ? ax : cx);  }
   b=(ax > cx ? ax : cx);  
   x=w=v=bx;  void cutv(char *u,char *v, char*t, char occ)
   fw=fv=fx=(*f)(x);  {
   for (iter=1;iter<=ITMAX;iter++) {    /* cuts string t into u and v where u is ended by char occ excluding it
     xm=0.5*(a+b);       and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);       gives u="abcedf" and v="ghi2j" */
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/    int i,lg,j,p=0;
     printf(".");fflush(stdout);    i=0;
 #ifdef DEBUG    for(j=0; j<=strlen(t)-1; j++) {
     printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */    }
 #endif  
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){    lg=strlen(t);
       *xmin=x;    for(j=0; j<p; j++) {
       return fx;      (u[j] = t[j]);
     }    }
     ftemp=fu;       u[p]='\0';
     if (fabs(e) > tol1) {  
       r=(x-w)*(fx-fv);     for(j=0; j<= lg; j++) {
       q=(x-v)*(fx-fw);      if (j>=(p+1))(v[j-p-1] = t[j]);
       p=(x-v)*q-(x-w)*r;    }
       q=2.0*(q-r);  }
       if (q > 0.0) p = -p;  
       q=fabs(q);  /********************** nrerror ********************/
       etemp=e;  
       e=d;  void nrerror(char error_text[])
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))  {
         d=CGOLD*(e=(x >= xm ? a-x : b-x));    fprintf(stderr,"ERREUR ...\n");
       else {    fprintf(stderr,"%s\n",error_text);
         d=p/q;    exit(EXIT_FAILURE);
         u=x+d;  }
         if (u-a < tol2 || b-u < tol2)  /*********************** vector *******************/
           d=SIGN(tol1,xm-x);  double *vector(int nl, int nh)
       }  {
     } else {    double *v;
       d=CGOLD*(e=(x >= xm ? a-x : b-x));    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
     }    if (!v) nrerror("allocation failure in vector");
     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 vector ******************/
       SHFT(v,w,x,u)  void free_vector(double*v, int nl, int 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;  /************************ivector *******************************/
             w=u;  int *ivector(long nl,long nh)
             fv=fw;  {
             fw=fu;    int *v;
           } else if (fu <= fv || v == x || v == w) {    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
             v=u;    if (!v) nrerror("allocation failure in ivector");
             fv=fu;    return v-nl+NR_END;
           }  }
         }  
   }  /******************free ivector **************************/
   nrerror("Too many iterations in brent");  void free_ivector(int *v, long nl, long nh)
   *xmin=x;  {
   return fx;    free((FREE_ARG)(v+nl-NR_END));
 }  }
   
 /****************** mnbrak ***********************/  /************************lvector *******************************/
   long *lvector(long nl,long nh)
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,  {
             double (*func)(double))    long *v;
 {    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
   double ulim,u,r,q, dum;    if (!v) nrerror("allocation failure in ivector");
   double fu;    return v-nl+NR_END;
    }
   *fa=(*func)(*ax);  
   *fb=(*func)(*bx);  /******************free lvector **************************/
   if (*fb > *fa) {  void free_lvector(long *v, long nl, long nh)
     SHFT(dum,*ax,*bx,dum)  {
       SHFT(dum,*fb,*fa,dum)    free((FREE_ARG)(v+nl-NR_END));
       }  }
   *cx=(*bx)+GOLD*(*bx-*ax);  
   *fc=(*func)(*cx);  /******************* imatrix *******************************/
   while (*fb > *fc) {  int **imatrix(long nrl, long nrh, long ncl, long nch) 
     r=(*bx-*ax)*(*fb-*fc);       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
     q=(*bx-*cx)*(*fb-*fa);  { 
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));    int **m; 
     ulim=(*bx)+GLIMIT*(*cx-*bx);    
     if ((*bx-u)*(u-*cx) > 0.0) {    /* allocate pointers to rows */ 
       fu=(*func)(u);    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
     } else if ((*cx-u)*(u-ulim) > 0.0) {    if (!m) nrerror("allocation failure 1 in matrix()"); 
       fu=(*func)(u);    m += NR_END; 
       if (fu < *fc) {    m -= nrl; 
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))    
           SHFT(*fb,*fc,fu,(*func)(u))    
           }    /* allocate rows and set pointers to them */ 
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
       u=ulim;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
       fu=(*func)(u);    m[nrl] += NR_END; 
     } else {    m[nrl] -= ncl; 
       u=(*cx)+GOLD*(*cx-*bx);    
       fu=(*func)(u);    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
     }    
     SHFT(*ax,*bx,*cx,u)    /* return pointer to array of pointers to rows */ 
       SHFT(*fa,*fb,*fc,fu)    return m; 
       }  } 
 }  
   /****************** free_imatrix *************************/
 /*************** linmin ************************/  void free_imatrix(m,nrl,nrh,ncl,nch)
         int **m;
 int ncom;        long nch,ncl,nrh,nrl; 
 double *pcom,*xicom;       /* free an int matrix allocated by imatrix() */ 
 double (*nrfunc)(double []);  { 
      free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))    free((FREE_ARG) (m+nrl-NR_END)); 
 {  } 
   double brent(double ax, double bx, double cx,  
                double (*f)(double), double tol, double *xmin);  /******************* matrix *******************************/
   double f1dim(double x);  double **matrix(long nrl, long nrh, long ncl, long nch)
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,  {
               double *fc, double (*func)(double));    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
   int j;    double **m;
   double xx,xmin,bx,ax;  
   double fx,fb,fa;    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
      if (!m) nrerror("allocation failure 1 in matrix()");
   ncom=n;    m += NR_END;
   pcom=vector(1,n);    m -= nrl;
   xicom=vector(1,n);  
   nrfunc=func;    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   for (j=1;j<=n;j++) {    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
     pcom[j]=p[j];    m[nrl] += NR_END;
     xicom[j]=xi[j];    m[nrl] -= ncl;
   }  
   ax=0.0;    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
   xx=1.0;    return m;
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);    /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);     */
 #ifdef DEBUG  }
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);  
 #endif  /*************************free matrix ************************/
   for (j=1;j<=n;j++) {  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
     xi[j] *= xmin;  {
     p[j] += xi[j];    free((FREE_ARG)(m[nrl]+ncl-NR_END));
   }    free((FREE_ARG)(m+nrl-NR_END));
   free_vector(xicom,1,n);  }
   free_vector(pcom,1,n);  
 }  /******************* ma3x *******************************/
   double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
 /*************** powell ************************/  {
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
             double (*func)(double []))    double ***m;
 {  
   void linmin(double p[], double xi[], int n, double *fret,    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
               double (*func)(double []));    if (!m) nrerror("allocation failure 1 in matrix()");
   int i,ibig,j;    m += NR_END;
   double del,t,*pt,*ptt,*xit;    m -= nrl;
   double fp,fptt;  
   double *xits;    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   pt=vector(1,n);    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   ptt=vector(1,n);    m[nrl] += NR_END;
   xit=vector(1,n);    m[nrl] -= ncl;
   xits=vector(1,n);  
   *fret=(*func)(p);    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
   for (j=1;j<=n;j++) pt[j]=p[j];  
   for (*iter=1;;++(*iter)) {    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
     fp=(*fret);    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
     ibig=0;    m[nrl][ncl] += NR_END;
     del=0.0;    m[nrl][ncl] -= nll;
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);    for (j=ncl+1; j<=nch; j++) 
     for (i=1;i<=n;i++)      m[nrl][j]=m[nrl][j-1]+nlay;
       printf(" %d %.12f",i, p[i]);    
     printf("\n");    for (i=nrl+1; i<=nrh; i++) {
     for (i=1;i<=n;i++) {      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
       for (j=1;j<=n;j++) xit[j]=xi[j][i];      for (j=ncl+1; j<=nch; j++) 
       fptt=(*fret);        m[i][j]=m[i][j-1]+nlay;
 #ifdef DEBUG    }
       printf("fret=%lf \n",*fret);    return m; 
 #endif    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
       printf("%d",i);fflush(stdout);             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
       linmin(p,xit,n,fret,func);    */
       if (fabs(fptt-(*fret)) > del) {  }
         del=fabs(fptt-(*fret));  
         ibig=i;  /*************************free ma3x ************************/
       }  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
 #ifdef DEBUG  {
       printf("%d %.12e",i,(*fret));    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
       for (j=1;j<=n;j++) {    free((FREE_ARG)(m[nrl]+ncl-NR_END));
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);    free((FREE_ARG)(m+nrl-NR_END));
         printf(" x(%d)=%.12e",j,xit[j]);  }
       }  
       for(j=1;j<=n;j++)  /*************** function subdirf ***********/
         printf(" p=%.12e",p[j]);  char *subdirf(char fileres[])
       printf("\n");  {
 #endif    /* Caution optionfilefiname is hidden */
     }    strcpy(tmpout,optionfilefiname);
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {    strcat(tmpout,"/"); /* Add to the right */
 #ifdef DEBUG    strcat(tmpout,fileres);
       int k[2],l;    return tmpout;
       k[0]=1;  }
       k[1]=-1;  
       printf("Max: %.12e",(*func)(p));  /*************** function subdirf2 ***********/
       for (j=1;j<=n;j++)  char *subdirf2(char fileres[], char *preop)
         printf(" %.12e",p[j]);  {
       printf("\n");    
       for(l=0;l<=1;l++) {    /* Caution optionfilefiname is hidden */
         for (j=1;j<=n;j++) {    strcpy(tmpout,optionfilefiname);
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];    strcat(tmpout,"/");
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);    strcat(tmpout,preop);
         }    strcat(tmpout,fileres);
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));    return tmpout;
       }  }
 #endif  
   /*************** function subdirf3 ***********/
   char *subdirf3(char fileres[], char *preop, char *preop2)
       free_vector(xit,1,n);  {
       free_vector(xits,1,n);    
       free_vector(ptt,1,n);    /* Caution optionfilefiname is hidden */
       free_vector(pt,1,n);    strcpy(tmpout,optionfilefiname);
       return;    strcat(tmpout,"/");
     }    strcat(tmpout,preop);
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");    strcat(tmpout,preop2);
     for (j=1;j<=n;j++) {    strcat(tmpout,fileres);
       ptt[j]=2.0*p[j]-pt[j];    return tmpout;
       xit[j]=p[j]-pt[j];  }
       pt[j]=p[j];  
     }  /***************** f1dim *************************/
     fptt=(*func)(ptt);  extern int ncom; 
     if (fptt < fp) {  extern double *pcom,*xicom;
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);  extern double (*nrfunc)(double []); 
       if (t < 0.0) {   
         linmin(p,xit,n,fret,func);  double f1dim(double x) 
         for (j=1;j<=n;j++) {  { 
           xi[j][ibig]=xi[j][n];    int j; 
           xi[j][n]=xit[j];    double f;
         }    double *xt; 
 #ifdef DEBUG   
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);    xt=vector(1,ncom); 
         for(j=1;j<=n;j++)    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
           printf(" %.12e",xit[j]);    f=(*nrfunc)(xt); 
         printf("\n");    free_vector(xt,1,ncom); 
 #endif    return f; 
       }  } 
     }  
   }  /*****************brent *************************/
 }  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
   { 
 /**** Prevalence limit ****************/    int iter; 
     double a,b,d,etemp;
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)    double fu,fv,fw,fx;
 {    double ftemp;
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit    double p,q,r,tol1,tol2,u,v,w,x,xm; 
      matrix by transitions matrix until convergence is reached */    double e=0.0; 
    
   int i, ii,j,k;    a=(ax < cx ? ax : cx); 
   double min, max, maxmin, maxmax,sumnew=0.;    b=(ax > cx ? ax : cx); 
   double **matprod2();    x=w=v=bx; 
   double **out, cov[NCOVMAX], **pmij();    fw=fv=fx=(*f)(x); 
   double **newm;    for (iter=1;iter<=ITMAX;iter++) { 
   double agefin, delaymax=50 ; /* Max number of years to converge */      xm=0.5*(a+b); 
       tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
   for (ii=1;ii<=nlstate+ndeath;ii++)      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
     for (j=1;j<=nlstate+ndeath;j++){      printf(".");fflush(stdout);
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);      fprintf(ficlog,".");fflush(ficlog);
     }  #ifdef DEBUG
       printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
    cov[1]=1.;      fprintf(ficlog,"br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
        /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */  #endif
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
     newm=savm;        *xmin=x; 
     /* Covariates have to be included here again */        return fx; 
      cov[2]=agefin;      } 
        ftemp=fu;
       for (k=1; k<=cptcovn;k++) {      if (fabs(e) > tol1) { 
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];        r=(x-w)*(fx-fv); 
         /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/        q=(x-v)*(fx-fw); 
       }        p=(x-v)*q-(x-w)*r; 
       for (k=1; k<=cptcovage;k++)        q=2.0*(q-r); 
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];        if (q > 0.0) p = -p; 
       for (k=1; k<=cptcovprod;k++)        q=fabs(q); 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];        etemp=e; 
         e=d; 
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
         else { 
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);          d=p/q; 
           u=x+d; 
     savm=oldm;          if (u-a < tol2 || b-u < tol2) 
     oldm=newm;            d=SIGN(tol1,xm-x); 
     maxmax=0.;        } 
     for(j=1;j<=nlstate;j++){      } else { 
       min=1.;        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
       max=0.;      } 
       for(i=1; i<=nlstate; i++) {      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
         sumnew=0;      fu=(*f)(u); 
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];      if (fu <= fx) { 
         prlim[i][j]= newm[i][j]/(1-sumnew);        if (u >= x) a=x; else b=x; 
         max=FMAX(max,prlim[i][j]);        SHFT(v,w,x,u) 
         min=FMIN(min,prlim[i][j]);          SHFT(fv,fw,fx,fu) 
       }          } else { 
       maxmin=max-min;            if (u < x) a=u; else b=u; 
       maxmax=FMAX(maxmax,maxmin);            if (fu <= fw || w == x) { 
     }              v=w; 
     if(maxmax < ftolpl){              w=u; 
       return prlim;              fv=fw; 
     }              fw=fu; 
   }            } else if (fu <= fv || v == x || v == w) { 
 }              v=u; 
               fv=fu; 
 /*************** transition probabilities ***************/            } 
           } 
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )    } 
 {    nrerror("Too many iterations in brent"); 
   double s1, s2;    *xmin=x; 
   /*double t34;*/    return fx; 
   int i,j,j1, nc, ii, jj;  } 
   
     for(i=1; i<= nlstate; i++){  /****************** mnbrak ***********************/
     for(j=1; j<i;j++){  
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
         /*s2 += param[i][j][nc]*cov[nc];*/              double (*func)(double)) 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];  { 
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/    double ulim,u,r,q, dum;
       }    double fu; 
       ps[i][j]=s2;   
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/    *fa=(*func)(*ax); 
     }    *fb=(*func)(*bx); 
     for(j=i+1; j<=nlstate+ndeath;j++){    if (*fb > *fa) { 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){      SHFT(dum,*ax,*bx,dum) 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];        SHFT(dum,*fb,*fa,dum) 
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/        } 
       }    *cx=(*bx)+GOLD*(*bx-*ax); 
       ps[i][j]=(s2);    *fc=(*func)(*cx); 
     }    while (*fb > *fc) { 
   }      r=(*bx-*ax)*(*fb-*fc); 
     /*ps[3][2]=1;*/      q=(*bx-*cx)*(*fb-*fa); 
       u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
   for(i=1; i<= nlstate; i++){        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
      s1=0;      ulim=(*bx)+GLIMIT*(*cx-*bx); 
     for(j=1; j<i; j++)      if ((*bx-u)*(u-*cx) > 0.0) { 
       s1+=exp(ps[i][j]);        fu=(*func)(u); 
     for(j=i+1; j<=nlstate+ndeath; j++)      } else if ((*cx-u)*(u-ulim) > 0.0) { 
       s1+=exp(ps[i][j]);        fu=(*func)(u); 
     ps[i][i]=1./(s1+1.);        if (fu < *fc) { 
     for(j=1; j<i; j++)          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
       ps[i][j]= exp(ps[i][j])*ps[i][i];            SHFT(*fb,*fc,fu,(*func)(u)) 
     for(j=i+1; j<=nlstate+ndeath; j++)            } 
       ps[i][j]= exp(ps[i][j])*ps[i][i];      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */        u=ulim; 
   } /* end i */        fu=(*func)(u); 
       } else { 
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){        u=(*cx)+GOLD*(*cx-*bx); 
     for(jj=1; jj<= nlstate+ndeath; jj++){        fu=(*func)(u); 
       ps[ii][jj]=0;      } 
       ps[ii][ii]=1;      SHFT(*ax,*bx,*cx,u) 
     }        SHFT(*fa,*fb,*fc,fu) 
   }        } 
   } 
   
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){  /*************** linmin ************************/
     for(jj=1; jj<= nlstate+ndeath; jj++){  
      printf("%lf ",ps[ii][jj]);  int ncom; 
    }  double *pcom,*xicom;
     printf("\n ");  double (*nrfunc)(double []); 
     }   
     printf("\n ");printf("%lf ",cov[2]);*/  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
 /*  { 
   for(i=1; i<= npar; i++) printf("%f ",x[i]);    double brent(double ax, double bx, double cx, 
   goto end;*/                 double (*f)(double), double tol, double *xmin); 
     return ps;    double f1dim(double x); 
 }    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
                 double *fc, double (*func)(double)); 
 /**************** Product of 2 matrices ******************/    int j; 
     double xx,xmin,bx,ax; 
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)    double fx,fb,fa;
 {   
   /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times    ncom=n; 
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */    pcom=vector(1,n); 
   /* in, b, out are matrice of pointers which should have been initialized    xicom=vector(1,n); 
      before: only the contents of out is modified. The function returns    nrfunc=func; 
      a pointer to pointers identical to out */    for (j=1;j<=n;j++) { 
   long i, j, k;      pcom[j]=p[j]; 
   for(i=nrl; i<= nrh; i++)      xicom[j]=xi[j]; 
     for(k=ncolol; k<=ncoloh; k++)    } 
       for(j=ncl,out[i][k]=0.; j<=nch; j++)    ax=0.0; 
         out[i][k] +=in[i][j]*b[j][k];    xx=1.0; 
     mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
   return out;    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
 }  #ifdef DEBUG
     printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
     fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
 /************* Higher Matrix Product ***************/  #endif
     for (j=1;j<=n;j++) { 
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )      xi[j] *= xmin; 
 {      p[j] += xi[j]; 
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month    } 
      duration (i.e. until    free_vector(xicom,1,n); 
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.    free_vector(pcom,1,n); 
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step  } 
      (typically every 2 years instead of every month which is too big).  
      Model is determined by parameters x and covariates have to be  char *asc_diff_time(long time_sec, char ascdiff[])
      included manually here.  {
     long sec_left, days, hours, minutes;
      */    days = (time_sec) / (60*60*24);
     sec_left = (time_sec) % (60*60*24);
   int i, j, d, h, k;    hours = (sec_left) / (60*60) ;
   double **out, cov[NCOVMAX];    sec_left = (sec_left) %(60*60);
   double **newm;    minutes = (sec_left) /60;
     sec_left = (sec_left) % (60);
   /* Hstepm could be zero and should return the unit matrix */    sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
   for (i=1;i<=nlstate+ndeath;i++)    return ascdiff;
     for (j=1;j<=nlstate+ndeath;j++){  }
       oldm[i][j]=(i==j ? 1.0 : 0.0);  
       po[i][j][0]=(i==j ? 1.0 : 0.0);  /*************** powell ************************/
     }  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */              double (*func)(double [])) 
   for(h=1; h <=nhstepm; h++){  { 
     for(d=1; d <=hstepm; d++){    void linmin(double p[], double xi[], int n, double *fret, 
       newm=savm;                double (*func)(double [])); 
       /* Covariates have to be included here again */    int i,ibig,j; 
       cov[1]=1.;    double del,t,*pt,*ptt,*xit;
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;    double fp,fptt;
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];    double *xits;
       for (k=1; k<=cptcovage;k++)    int niterf, itmp;
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];  
       for (k=1; k<=cptcovprod;k++)    pt=vector(1,n); 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];    ptt=vector(1,n); 
     xit=vector(1,n); 
     xits=vector(1,n); 
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/    *fret=(*func)(p); 
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/    for (j=1;j<=n;j++) pt[j]=p[j]; 
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,    for (*iter=1;;++(*iter)) { 
                    pmij(pmmij,cov,ncovmodel,x,nlstate));      fp=(*fret); 
       savm=oldm;      ibig=0; 
       oldm=newm;      del=0.0; 
     }      last_time=curr_time;
     for(i=1; i<=nlstate+ndeath; i++)      (void) gettimeofday(&curr_time,&tzp);
       for(j=1;j<=nlstate+ndeath;j++) {      printf("\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec);fflush(stdout);
         po[i][j][h]=newm[i][j];      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);
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);      fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec);
          */      for (i=1;i<=n;i++) {
       }        printf(" %d %.12f",i, p[i]);
   } /* end h */        fprintf(ficlog," %d %.12lf",i, p[i]);
   return po;        fprintf(ficrespow," %.12lf", p[i]);
 }      }
       printf("\n");
       fprintf(ficlog,"\n");
 /*************** log-likelihood *************/      fprintf(ficrespow,"\n");fflush(ficrespow);
 double func( double *x)      if(*iter <=3){
 {        tm = *localtime(&curr_time.tv_sec);
   int i, ii, j, k, mi, d, kk;        strcpy(strcurr,asctime(&tmf));
   double l, ll[NLSTATEMAX], cov[NCOVMAX];  /*       asctime_r(&tm,strcurr); */
   double **out;        forecast_time=curr_time;
   double sw; /* Sum of weights */        itmp = strlen(strcurr);
   double lli; /* Individual log likelihood */        if(strcurr[itmp-1]=='\n')
   long ipmx;          strcurr[itmp-1]='\0';
   /*extern weight */        printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
   /* We are differentiating ll according to initial status */        fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/        for(niterf=10;niterf<=30;niterf+=10){
   /*for(i=1;i<imx;i++)          forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
     printf(" %d\n",s[4][i]);          tmf = *localtime(&forecast_time.tv_sec);
   */  /*      asctime_r(&tmf,strfor); */
   cov[1]=1.;          strcpy(strfor,asctime(&tmf));
           itmp = strlen(strfor);
   for(k=1; k<=nlstate; k++) ll[k]=0.;          if(strfor[itmp-1]=='\n')
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){          strfor[itmp-1]='\0';
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];          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(mi=1; mi<= wav[i]-1; mi++){          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);
       for (ii=1;ii<=nlstate+ndeath;ii++)        }
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);      }
       for(d=0; d<dh[mi][i]; d++){      for (i=1;i<=n;i++) { 
         newm=savm;        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;        fptt=(*fret); 
         for (kk=1; kk<=cptcovage;kk++) {  #ifdef DEBUG
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];        printf("fret=%lf \n",*fret);
         }        fprintf(ficlog,"fret=%lf \n",*fret);
          #endif
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,        printf("%d",i);fflush(stdout);
                      1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));        fprintf(ficlog,"%d",i);fflush(ficlog);
         savm=oldm;        linmin(p,xit,n,fret,func); 
         oldm=newm;        if (fabs(fptt-(*fret)) > del) { 
                  del=fabs(fptt-(*fret)); 
                  ibig=i; 
       } /* end mult */        } 
        #ifdef DEBUG
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);        printf("%d %.12e",i,(*fret));
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/        fprintf(ficlog,"%d %.12e",i,(*fret));
       ipmx +=1;        for (j=1;j<=n;j++) {
       sw += weight[i];          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;          printf(" x(%d)=%.12e",j,xit[j]);
     } /* end of wave */          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
   } /* end of individual */        }
         for(j=1;j<=n;j++) {
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];          printf(" p=%.12e",p[j]);
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */          fprintf(ficlog," p=%.12e",p[j]);
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */        }
   return -l;        printf("\n");
 }        fprintf(ficlog,"\n");
   #endif
       } 
 /*********** Maximum Likelihood Estimation ***************/      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
   #ifdef DEBUG
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))        int k[2],l;
 {        k[0]=1;
   int i,j, iter;        k[1]=-1;
   double **xi,*delti;        printf("Max: %.12e",(*func)(p));
   double fret;        fprintf(ficlog,"Max: %.12e",(*func)(p));
   xi=matrix(1,npar,1,npar);        for (j=1;j<=n;j++) {
   for (i=1;i<=npar;i++)          printf(" %.12e",p[j]);
     for (j=1;j<=npar;j++)          fprintf(ficlog," %.12e",p[j]);
       xi[i][j]=(i==j ? 1.0 : 0.0);        }
   printf("Powell\n");        printf("\n");
   powell(p,xi,npar,ftol,&iter,&fret,func);        fprintf(ficlog,"\n");
         for(l=0;l<=1;l++) {
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));          for (j=1;j<=n;j++) {
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
             printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
 }            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
           }
 /**** Computes Hessian and covariance matrix ***/          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
 {        }
   double  **a,**y,*x,pd;  #endif
   double **hess;  
   int i, j,jk;  
   int *indx;        free_vector(xit,1,n); 
         free_vector(xits,1,n); 
   double hessii(double p[], double delta, int theta, double delti[]);        free_vector(ptt,1,n); 
   double hessij(double p[], double delti[], int i, int j);        free_vector(pt,1,n); 
   void lubksb(double **a, int npar, int *indx, double b[]) ;        return; 
   void ludcmp(double **a, int npar, int *indx, double *d) ;      } 
       if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
   hess=matrix(1,npar,1,npar);      for (j=1;j<=n;j++) { 
         ptt[j]=2.0*p[j]-pt[j]; 
   printf("\nCalculation of the hessian matrix. Wait...\n");        xit[j]=p[j]-pt[j]; 
   for (i=1;i<=npar;i++){        pt[j]=p[j]; 
     printf("%d",i);fflush(stdout);      } 
     hess[i][i]=hessii(p,ftolhess,i,delti);      fptt=(*func)(ptt); 
     /*printf(" %f ",p[i]);*/      if (fptt < fp) { 
     /*printf(" %lf ",hess[i][i]);*/        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
   }        if (t < 0.0) { 
            linmin(p,xit,n,fret,func); 
   for (i=1;i<=npar;i++) {          for (j=1;j<=n;j++) { 
     for (j=1;j<=npar;j++)  {            xi[j][ibig]=xi[j][n]; 
       if (j>i) {            xi[j][n]=xit[j]; 
         printf(".%d%d",i,j);fflush(stdout);          }
         hess[i][j]=hessij(p,delti,i,j);  #ifdef DEBUG
         hess[j][i]=hess[i][j];              printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
         /*printf(" %lf ",hess[i][j]);*/          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++){
     }            printf(" %.12e",xit[j]);
   }            fprintf(ficlog," %.12e",xit[j]);
   printf("\n");          }
           printf("\n");
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");          fprintf(ficlog,"\n");
    #endif
   a=matrix(1,npar,1,npar);        }
   y=matrix(1,npar,1,npar);      } 
   x=vector(1,npar);    } 
   indx=ivector(1,npar);  } 
   for (i=1;i<=npar;i++)  
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];  /**** Prevalence limit (stable prevalence)  ****************/
   ludcmp(a,npar,indx,&pd);  
   double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
   for (j=1;j<=npar;j++) {  {
     for (i=1;i<=npar;i++) x[i]=0;    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
     x[j]=1;       matrix by transitions matrix until convergence is reached */
     lubksb(a,npar,indx,x);  
     for (i=1;i<=npar;i++){    int i, ii,j,k;
       matcov[i][j]=x[i];    double min, max, maxmin, maxmax,sumnew=0.;
     }    double **matprod2();
   }    double **out, cov[NCOVMAX], **pmij();
     double **newm;
   printf("\n#Hessian matrix#\n");    double agefin, delaymax=50 ; /* Max number of years to converge */
   for (i=1;i<=npar;i++) {  
     for (j=1;j<=npar;j++) {    for (ii=1;ii<=nlstate+ndeath;ii++)
       printf("%.3e ",hess[i][j]);      for (j=1;j<=nlstate+ndeath;j++){
     }        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     printf("\n");      }
   }  
      cov[1]=1.;
   /* Recompute Inverse */   
   for (i=1;i<=npar;i++)   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
   ludcmp(a,npar,indx,&pd);      newm=savm;
       /* Covariates have to be included here again */
   /*  printf("\n#Hessian matrix recomputed#\n");       cov[2]=agefin;
     
   for (j=1;j<=npar;j++) {        for (k=1; k<=cptcovn;k++) {
     for (i=1;i<=npar;i++) x[i]=0;          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
     x[j]=1;          /*      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]]);*/
     lubksb(a,npar,indx,x);        }
     for (i=1;i<=npar;i++){        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
       y[i][j]=x[i];        for (k=1; k<=cptcovprod;k++)
       printf("%.3e ",y[i][j]);          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
     }  
     printf("\n");        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
   }        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
   */        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
       out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
   free_matrix(a,1,npar,1,npar);  
   free_matrix(y,1,npar,1,npar);      savm=oldm;
   free_vector(x,1,npar);      oldm=newm;
   free_ivector(indx,1,npar);      maxmax=0.;
   free_matrix(hess,1,npar,1,npar);      for(j=1;j<=nlstate;j++){
         min=1.;
         max=0.;
 }        for(i=1; i<=nlstate; i++) {
           sumnew=0;
 /*************** hessian matrix ****************/          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
 double hessii( double x[], double delta, int theta, double delti[])          prlim[i][j]= newm[i][j]/(1-sumnew);
 {          max=FMAX(max,prlim[i][j]);
   int i;          min=FMIN(min,prlim[i][j]);
   int l=1, lmax=20;        }
   double k1,k2;        maxmin=max-min;
   double p2[NPARMAX+1];        maxmax=FMAX(maxmax,maxmin);
   double res;      }
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;      if(maxmax < ftolpl){
   double fx;        return prlim;
   int k=0,kmax=10;      }
   double l1;    }
   }
   fx=func(x);  
   for (i=1;i<=npar;i++) p2[i]=x[i];  /*************** transition probabilities ***************/ 
   for(l=0 ; l <=lmax; l++){  
     l1=pow(10,l);  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
     delts=delt;  {
     for(k=1 ; k <kmax; k=k+1){    double s1, s2;
       delt = delta*(l1*k);    /*double t34;*/
       p2[theta]=x[theta] +delt;    int i,j,j1, nc, ii, jj;
       k1=func(p2)-fx;  
       p2[theta]=x[theta]-delt;      for(i=1; i<= nlstate; i++){
       k2=func(p2)-fx;      for(j=1; j<i;j++){
       /*res= (k1-2.0*fx+k2)/delt/delt; */        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */          /*s2 += param[i][j][nc]*cov[nc];*/
                s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
 #ifdef DEBUG          /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
       printf("%d %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        ps[i][j]=s2;
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */        /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){      }
         k=kmax;      for(j=i+1; j<=nlstate+ndeath;j++){
       }        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */          s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
         k=kmax; l=lmax*10.;          /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
       }        }
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){        ps[i][j]=s2;
         delts=delt;      }
       }    }
     }      /*ps[3][2]=1;*/
   }  
   delti[theta]=delts;    for(i=1; i<= nlstate; i++){
   return res;       s1=0;
        for(j=1; j<i; j++)
 }        s1+=exp(ps[i][j]);
       for(j=i+1; j<=nlstate+ndeath; j++)
 double hessij( double x[], double delti[], int thetai,int thetaj)        s1+=exp(ps[i][j]);
 {      ps[i][i]=1./(s1+1.);
   int i;      for(j=1; j<i; j++)
   int l=1, l1, lmax=20;        ps[i][j]= exp(ps[i][j])*ps[i][i];
   double k1,k2,k3,k4,res,fx;      for(j=i+1; j<=nlstate+ndeath; j++)
   double p2[NPARMAX+1];        ps[i][j]= exp(ps[i][j])*ps[i][i];
   int k;      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
     } /* end i */
   fx=func(x);  
   for (k=1; k<=2; k++) {    for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
     for (i=1;i<=npar;i++) p2[i]=x[i];      for(jj=1; jj<= nlstate+ndeath; jj++){
     p2[thetai]=x[thetai]+delti[thetai]/k;        ps[ii][jj]=0;
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;        ps[ii][ii]=1;
     k1=func(p2)-fx;      }
      }
     p2[thetai]=x[thetai]+delti[thetai]/k;  
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;  
     k2=func(p2)-fx;    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
        for(jj=1; jj<= nlstate+ndeath; jj++){
     p2[thetai]=x[thetai]-delti[thetai]/k;       printf("%lf ",ps[ii][jj]);
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;     }
     k3=func(p2)-fx;      printf("\n ");
        }
     p2[thetai]=x[thetai]-delti[thetai]/k;      printf("\n ");printf("%lf ",cov[2]);*/
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;  /*
     k4=func(p2)-fx;    for(i=1; i<= npar; i++) printf("%f ",x[i]);
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */    goto end;*/
 #ifdef DEBUG      return ps;
     printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);  }
 #endif  
   }  /**************** Product of 2 matrices ******************/
   return res;  
 }  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
   {
 /************** Inverse of matrix **************/    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
 void ludcmp(double **a, int n, int *indx, double *d)       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
 {    /* in, b, out are matrice of pointers which should have been initialized 
   int i,imax,j,k;       before: only the contents of out is modified. The function returns
   double big,dum,sum,temp;       a pointer to pointers identical to out */
   double *vv;    long i, j, k;
      for(i=nrl; i<= nrh; i++)
   vv=vector(1,n);      for(k=ncolol; k<=ncoloh; k++)
   *d=1.0;        for(j=ncl,out[i][k]=0.; j<=nch; j++)
   for (i=1;i<=n;i++) {          out[i][k] +=in[i][j]*b[j][k];
     big=0.0;  
     for (j=1;j<=n;j++)    return out;
       if ((temp=fabs(a[i][j])) > big) big=temp;  }
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");  
     vv[i]=1.0/big;  
   }  /************* Higher Matrix Product ***************/
   for (j=1;j<=n;j++) {  
     for (i=1;i<j;i++) {  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
       sum=a[i][j];  {
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];    /* Computes the transition matrix starting at age 'age' over 
       a[i][j]=sum;       'nhstepm*hstepm*stepm' months (i.e. until
     }       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
     big=0.0;       nhstepm*hstepm matrices. 
     for (i=j;i<=n;i++) {       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
       sum=a[i][j];       (typically every 2 years instead of every month which is too big 
       for (k=1;k<j;k++)       for the memory).
         sum -= a[i][k]*a[k][j];       Model is determined by parameters x and covariates have to be 
       a[i][j]=sum;       included manually here. 
       if ( (dum=vv[i]*fabs(sum)) >= big) {  
         big=dum;       */
         imax=i;  
       }    int i, j, d, h, k;
     }    double **out, cov[NCOVMAX];
     if (j != imax) {    double **newm;
       for (k=1;k<=n;k++) {  
         dum=a[imax][k];    /* Hstepm could be zero and should return the unit matrix */
         a[imax][k]=a[j][k];    for (i=1;i<=nlstate+ndeath;i++)
         a[j][k]=dum;      for (j=1;j<=nlstate+ndeath;j++){
       }        oldm[i][j]=(i==j ? 1.0 : 0.0);
       *d = -(*d);        po[i][j][0]=(i==j ? 1.0 : 0.0);
       vv[imax]=vv[j];      }
     }    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     indx[j]=imax;    for(h=1; h <=nhstepm; h++){
     if (a[j][j] == 0.0) a[j][j]=TINY;      for(d=1; d <=hstepm; d++){
     if (j != n) {        newm=savm;
       dum=1.0/(a[j][j]);        /* Covariates have to be included here again */
       for (i=j+1;i<=n;i++) a[i][j] *= dum;        cov[1]=1.;
     }        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
   }        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
   free_vector(vv,1,n);  /* Doesn't work */        for (k=1; k<=cptcovage;k++)
 ;          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
 }        for (k=1; k<=cptcovprod;k++)
           cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
 void lubksb(double **a, int n, int *indx, double b[])  
 {  
   int i,ii=0,ip,j;        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
   double sum;        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
   for (i=1;i<=n;i++) {                     pmij(pmmij,cov,ncovmodel,x,nlstate));
     ip=indx[i];        savm=oldm;
     sum=b[ip];        oldm=newm;
     b[ip]=b[i];      }
     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;          po[i][j][h]=newm[i][j];
     b[i]=sum;          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
   }           */
   for (i=n;i>=1;i--) {        }
     sum=b[i];    } /* end h */
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];    return po;
     b[i]=sum/a[i][i];  }
   }  
 }  
   /*************** log-likelihood *************/
 /************ Frequencies ********************/  double func( double *x)
 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)  {
 {  /* Some frequencies */    int i, ii, j, k, mi, d, kk;
      double l, ll[NLSTATEMAX], cov[NCOVMAX];
   int i, m, jk, k1,i1, j1, bool, z1,z2,j;    double **out;
   double ***freq; /* Frequencies */    double sw; /* Sum of weights */
   double *pp;    double lli; /* Individual log likelihood */
   double pos, k2, dateintsum=0,k2cpt=0;    int s1, s2;
   FILE *ficresp;    double bbh, survp;
   char fileresp[FILENAMELENGTH];    long ipmx;
     /*extern weight */
   pp=vector(1,nlstate);    /* We are differentiating ll according to initial status */
   probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
   strcpy(fileresp,"p");    /*for(i=1;i<imx;i++) 
   strcat(fileresp,fileres);      printf(" %d\n",s[4][i]);
   if((ficresp=fopen(fileresp,"w"))==NULL) {    */
     printf("Problem with prevalence resultfile: %s\n", fileresp);    cov[1]=1.;
     exit(0);  
   }    for(k=1; k<=nlstate; k++) ll[k]=0.;
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);  
   j1=0;    if(mle==1){
       for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   j=cptcoveff;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   if (cptcovn<1) {j=1;ncodemax[1]=1;}        for(mi=1; mi<= wav[i]-1; mi++){
           for (ii=1;ii<=nlstate+ndeath;ii++)
   for(k1=1; k1<=j;k1++){            for (j=1;j<=nlstate+ndeath;j++){
    for(i1=1; i1<=ncodemax[k1];i1++){              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
        j1++;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);            }
          scanf("%d", i);*/          for(d=0; d<dh[mi][i]; d++){
         for (i=-1; i<=nlstate+ndeath; i++)              newm=savm;
          for (jk=-1; jk<=nlstate+ndeath; jk++)              cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
            for(m=agemin; m <= agemax+3; m++)            for (kk=1; kk<=cptcovage;kk++) {
              freq[i][jk][m]=0;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
             }
         dateintsum=0;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
         k2cpt=0;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
        for (i=1; i<=imx; i++) {            savm=oldm;
          bool=1;            oldm=newm;
          if  (cptcovn>0) {          } /* end mult */
            for (z1=1; z1<=cptcoveff; z1++)        
              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
                bool=0;          /* But now since version 0.9 we anticipate for bias and large stepm.
          }           * If stepm is larger than one month (smallest stepm) and if the exact delay 
          if (bool==1) {           * (in months) between two waves is not a multiple of stepm, we rounded to 
            for(m=firstpass; m<=lastpass; m++){           * the nearest (and in case of equal distance, to the lowest) interval but now
              k2=anint[m][i]+(mint[m][i]/12.);           * we keep into memory the bias bh[mi][i] and also the previous matrix product
              if ((k2>=dateprev1) && (k2<=dateprev2)) {           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
                if(agev[m][i]==0) agev[m][i]=agemax+1;           * probability in order to take into account the bias as a fraction of the way
                if(agev[m][i]==1) agev[m][i]=agemax+2;           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
                freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];           * -stepm/2 to stepm/2 .
                freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];           * For stepm=1 the results are the same as for previous versions of Imach.
                if ((agev[m][i]>1) && (agev[m][i]< (agemax+3))) {           * For stepm > 1 the results are less biased than in previous versions. 
                  dateintsum=dateintsum+k2;           */
                  k2cpt++;          s1=s[mw[mi][i]][i];
                }          s2=s[mw[mi+1][i]][i];
           bbh=(double)bh[mi][i]/(double)stepm; 
              }          /* bias is positive if real duration
            }           * is higher than the multiple of stepm and negative otherwise.
          }           */
        }          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
         if  (cptcovn>0) {          if( s2 > nlstate){ 
          fprintf(ficresp, "\n#********** Variable ");            /* i.e. if s2 is a death state and if the date of death is known then the contribution
          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);               to the likelihood is the probability to die between last step unit time and current 
        fprintf(ficresp, "**********\n#");               step unit time, which is also the differences between probability to die before dh 
         }               and probability to die before dh-stepm . 
        for(i=1; i<=nlstate;i++)               In version up to 0.92 likelihood was computed
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);          as if date of death was unknown. Death was treated as any other
        fprintf(ficresp, "\n");          health state: the date of the interview describes the actual state
                  and not the date of a change in health state. The former idea was
   for(i=(int)agemin; i <= (int)agemax+3; i++){          to consider that at each interview the state was recorded
     if(i==(int)agemax+3)          (healthy, disable or death) and IMaCh was corrected; but when we
       printf("Total");          introduced the exact date of death then we should have modified
     else          the contribution of an exact death to the likelihood. This new
       printf("Age %d", i);          contribution is smaller and very dependent of the step unit
     for(jk=1; jk <=nlstate ; jk++){          stepm. It is no more the probability to die between last interview
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)          and month of death but the probability to survive from last
         pp[jk] += freq[jk][m][i];          interview up to one month before death multiplied by the
     }          probability to die within a month. Thanks to Chris
     for(jk=1; jk <=nlstate ; jk++){          Jackson for correcting this bug.  Former versions increased
       for(m=-1, pos=0; m <=0 ; m++)          mortality artificially. The bad side is that we add another loop
         pos += freq[jk][m][i];          which slows down the processing. The difference can be up to 10%
       if(pp[jk]>=1.e-10)          lower mortality.
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);            */
       else            lli=log(out[s1][s2] - savm[s1][s2]);
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);          }else{
     }            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
             /*  lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2]));*/ /* linear interpolation */
      for(jk=1; jk <=nlstate ; jk++){          } 
       for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
         pp[jk] += freq[jk][m][i];          /*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); */
           ipmx +=1;
     for(jk=1,pos=0; jk <=nlstate ; jk++)          sw += weight[i];
       pos += pp[jk];          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     for(jk=1; jk <=nlstate ; jk++){        } /* end of wave */
       if(pos>=1.e-5)      } /* end of individual */
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);    }  else if(mle==2){
       else      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       if( i <= (int) agemax){        for(mi=1; mi<= wav[i]-1; mi++){
         if(pos>=1.e-5){          for (ii=1;ii<=nlstate+ndeath;ii++)
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);            for (j=1;j<=nlstate+ndeath;j++){
           probs[i][jk][j1]= pp[jk]/pos;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
           /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/              savm[ii][j]=(ii==j ? 1.0 : 0.0);
         }            }
       else          for(d=0; d<=dh[mi][i]; d++){
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);            newm=savm;
       }            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     }            for (kk=1; kk<=cptcovage;kk++) {
     for(jk=-1; jk <=nlstate+ndeath; jk++)              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       for(m=-1; m <=nlstate+ndeath; m++)            }
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     if(i <= (int) agemax)                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       fprintf(ficresp,"\n");            savm=oldm;
     printf("\n");            oldm=newm;
     }          } /* end mult */
     }        
  }          s1=s[mw[mi][i]][i];
   dateintmean=dateintsum/k2cpt;          s2=s[mw[mi+1][i]][i];
            bbh=(double)bh[mi][i]/(double)stepm; 
   fclose(ficresp);          lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);          ipmx +=1;
   free_vector(pp,1,nlstate);          sw += weight[i];
           ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   /* End of Freq */        } /* end of wave */
 }      } /* end of individual */
     }  else if(mle==3){  /* exponential inter-extrapolation */
 /************ Prevalence ********************/      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 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 (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 {  /* Some frequencies */        for(mi=1; mi<= wav[i]-1; mi++){
            for (ii=1;ii<=nlstate+ndeath;ii++)
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;            for (j=1;j<=nlstate+ndeath;j++){
   double ***freq; /* Frequencies */              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   double *pp;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
   double pos, k2;            }
           for(d=0; d<dh[mi][i]; d++){
   pp=vector(1,nlstate);            newm=savm;
   probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
              for (kk=1; kk<=cptcovage;kk++) {
   freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   j1=0;            }
              out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   j=cptcoveff;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   if (cptcovn<1) {j=1;ncodemax[1]=1;}            savm=oldm;
              oldm=newm;
  for(k1=1; k1<=j;k1++){          } /* end mult */
     for(i1=1; i1<=ncodemax[k1];i1++){        
       j1++;          s1=s[mw[mi][i]][i];
            s2=s[mw[mi+1][i]][i];
       for (i=-1; i<=nlstate+ndeath; i++)            bbh=(double)bh[mi][i]/(double)stepm; 
         for (jk=-1; jk<=nlstate+ndeath; jk++)            lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
           for(m=agemin; m <= agemax+3; m++)          ipmx +=1;
             freq[i][jk][m]=0;          sw += weight[i];
                ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
       for (i=1; i<=imx; i++) {        } /* end of wave */
         bool=1;      } /* end of individual */
         if  (cptcovn>0) {    }else if (mle==4){  /* ml=4 no inter-extrapolation */
           for (z1=1; z1<=cptcoveff; z1++)      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
             if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
               bool=0;        for(mi=1; mi<= wav[i]-1; mi++){
         }          for (ii=1;ii<=nlstate+ndeath;ii++)
         if (bool==1) {            for (j=1;j<=nlstate+ndeath;j++){
           for(m=firstpass; m<=lastpass; m++){              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
             k2=anint[m][i]+(mint[m][i]/12.);              savm[ii][j]=(ii==j ? 1.0 : 0.0);
             if ((k2>=dateprev1) && (k2<=dateprev2)) {            }
               if(agev[m][i]==0) agev[m][i]=agemax+1;          for(d=0; d<dh[mi][i]; d++){
               if(agev[m][i]==1) agev[m][i]=agemax+2;            newm=savm;
               freq[s[m][i]][s[m+1][i]][(int)(agev[m][i]+1-((int)calagedate %12)/12.)] += weight[i];            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
               freq[s[m][i]][s[m+1][i]][(int)(agemax+3+1)] += weight[i];              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));
         for(i=(int)agemin; i <= (int)agemax+3; i++){            savm=oldm;
           for(jk=1; jk <=nlstate ; jk++){            oldm=newm;
             for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)          } /* end mult */
               pp[jk] += freq[jk][m][i];        
           }          s1=s[mw[mi][i]][i];
           for(jk=1; jk <=nlstate ; jk++){          s2=s[mw[mi+1][i]][i];
             for(m=-1, pos=0; m <=0 ; m++)          if( s2 > nlstate){ 
             pos += freq[jk][m][i];            lli=log(out[s1][s2] - savm[s1][s2]);
         }          }else{
                    lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
          for(jk=1; jk <=nlstate ; jk++){          }
            for(m=0, 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;
            /*      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(jk=1,pos=0; jk <=nlstate ; jk++) pos += pp[jk];        } /* end of wave */
       } /* end of individual */
          for(jk=1; jk <=nlstate ; jk++){              }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
            if( i <= (int) agemax){      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
              if(pos>=1.e-5){        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
                probs[i][jk][j1]= pp[jk]/pos;        for(mi=1; mi<= wav[i]-1; mi++){
              }          for (ii=1;ii<=nlstate+ndeath;ii++)
            }            for (j=1;j<=nlstate+ndeath;j++){
          }              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
                        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++) {
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   free_vector(pp,1,nlstate);            }
            
 }  /* End of Freq */            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
                          1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 /************* Waves Concatenation ***************/            savm=oldm;
             oldm=newm;
 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 mult */
 {        
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.          s1=s[mw[mi][i]][i];
      Death is a valid wave (if date is known).          s2=s[mw[mi+1][i]][i];
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]          ipmx +=1;
      and mw[mi+1][i]. dh depends on stepm.          sw += weight[i];
      */          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
           /*printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]);*/
   int i, mi, m;        } /* end of wave */
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;      } /* end of individual */
      double sum=0., jmean=0.;*/    } /* End of if */
     for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
   int j, k=0,jk, ju, jl;    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
   double sum=0.;    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
   jmin=1e+5;    return -l;
   jmax=-1;  }
   jmean=0.;  
   for(i=1; i<=imx; i++){  /*************** log-likelihood *************/
     mi=0;  double funcone( double *x)
     m=firstpass;  {
     while(s[m][i] <= nlstate){    /* Same as likeli but slower because of a lot of printf and if */
       if(s[m][i]>=1)    int i, ii, j, k, mi, d, kk;
         mw[++mi][i]=m;    double l, ll[NLSTATEMAX], cov[NCOVMAX];
       if(m >=lastpass)    double **out;
         break;    double lli; /* Individual log likelihood */
       else    double llt;
         m++;    int s1, s2;
     }/* end while */    double bbh, survp;
     if (s[m][i] > nlstate){    /*extern weight */
       mi++;     /* Death is another wave */    /* We are differentiating ll according to initial status */
       /* if(mi==0)  never been interviewed correctly before death */    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
          /* Only death is a correct wave */    /*for(i=1;i<imx;i++) 
       mw[mi][i]=m;      printf(" %d\n",s[4][i]);
     }    */
     cov[1]=1.;
     wav[i]=mi;  
     if(mi==0)    for(k=1; k<=nlstate; k++) ll[k]=0.;
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);  
   }    for (i=1,ipmx=0, sw=0.; i<=imx; i++){
       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   for(i=1; i<=imx; i++){      for(mi=1; mi<= wav[i]-1; mi++){
     for(mi=1; mi<wav[i];mi++){        for (ii=1;ii<=nlstate+ndeath;ii++)
       if (stepm <=0)          for (j=1;j<=nlstate+ndeath;j++){
         dh[mi][i]=1;            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       else{            savm[ii][j]=(ii==j ? 1.0 : 0.0);
         if (s[mw[mi+1][i]][i] > nlstate) {          }
           if (agedc[i] < 2*AGESUP) {        for(d=0; d<dh[mi][i]; d++){
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);          newm=savm;
           if(j==0) j=1;  /* Survives at least one month after exam */          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
           k=k+1;          for (kk=1; kk<=cptcovage;kk++) {
           if (j >= jmax) jmax=j;            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
           if (j <= jmin) jmin=j;          }
           sum=sum+j;          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
           /* if (j<10) printf("j=%d num=%d ",j,i); */                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
           }          savm=oldm;
         }          oldm=newm;
         else{        } /* end mult */
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));        
           k=k+1;        s1=s[mw[mi][i]][i];
           if (j >= jmax) jmax=j;        s2=s[mw[mi+1][i]][i];
           else if (j <= jmin)jmin=j;        bbh=(double)bh[mi][i]/(double)stepm; 
           /*   if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */        /* bias is positive if real duration
           sum=sum+j;         * is higher than the multiple of stepm and negative otherwise.
         }         */
         jk= j/stepm;        if( s2 > nlstate && (mle <5) ){  /* Jackson */
         jl= j -jk*stepm;          lli=log(out[s1][s2] - savm[s1][s2]);
         ju= j -(jk+1)*stepm;        } else if (mle==1){
         if(jl <= -ju)          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
           dh[mi][i]=jk;        } else if(mle==2){
         else          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 */
           dh[mi][i]=jk+1;        } else if(mle==3){  /* exponential inter-extrapolation */
         if(dh[mi][i]==0)          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 */
           dh[mi][i]=1; /* At least one step */        } else if (mle==4){  /* mle=4 no inter-extrapolation */
       }          lli=log(out[s1][s2]); /* Original formula */
     }        } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
   }          lli=log(out[s1][s2]); /* Original formula */
   jmean=sum/k;        } /* End of if */
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);        ipmx +=1;
  }        sw += weight[i];
 /*********** Tricode ****************************/        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 void tricode(int *Tvar, int **nbcode, int imx)  /*       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]); */
 {        if(globpr){
   int Ndum[20],ij=1, k, j, i;          fprintf(ficresilk,"%9d %6d %1d %1d %1d %1d %3d %10.6f %6.4f\
   int cptcode=0;   %10.6f %10.6f %10.6f ", \
   cptcoveff=0;                  num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
                    2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
   for (k=0; k<19; k++) Ndum[k]=0;          for(k=1,llt=0.,l=0.; k<=nlstate; k++){
   for (k=1; k<=7; k++) ncodemax[k]=0;            llt +=ll[k]*gipmx/gsw;
             fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {          }
     for (i=1; i<=imx; i++) {          fprintf(ficresilk," %10.6f\n", -llt);
       ij=(int)(covar[Tvar[j]][i]);        }
       Ndum[ij]++;      } /* end of wave */
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/    } /* end of individual */
       if (ij > cptcode) cptcode=ij;    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
     }    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
     l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
     for (i=0; i<=cptcode; i++) {    if(globpr==0){ /* First time we count the contributions and weights */
       if(Ndum[i]!=0) ncodemax[j]++;      gipmx=ipmx;
     }      gsw=sw;
     ij=1;    }
     return -l;
   }
     for (i=1; i<=ncodemax[j]; i++) {  
       for (k=0; k<=19; k++) {  
         if (Ndum[k] != 0) {  /*************** function likelione ***********/
           nbcode[Tvar[j]][ij]=k;  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 
         if (ij > ncodemax[j]) break;       the selection of individuals/waves and
       }         to check the exact contribution to the likelihood.
     }       Plotting could be done.
   }       */
     int k;
  for (k=0; k<19; k++) Ndum[k]=0;  
     if(*globpri !=0){ /* Just counts and sums, no printings */
  for (i=1; i<=ncovmodel-2; i++) {      strcpy(fileresilk,"ilk"); 
       ij=Tvar[i];      strcat(fileresilk,fileres);
       Ndum[ij]++;      if((ficresilk=fopen(fileresilk,"w"))==NULL) {
     }        printf("Problem with resultfile: %s\n", fileresilk);
         fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
  ij=1;      }
  for (i=1; i<=10; i++) {      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");
    if((Ndum[i]!=0) && (i<=ncov)){      fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
      Tvaraff[ij]=i;      /*  i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
      ij++;      for(k=1; k<=nlstate; k++) 
    }        fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
  }      fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
      }
     cptcoveff=ij-1;  
 }    *fretone=(*funcone)(p);
     if(*globpri !=0){
 /*********** Health Expectancies ****************/      fclose(ficresilk);
       fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)      fflush(fichtm); 
 {    } 
   /* Health expectancies */    return;
   int i, j, nhstepm, hstepm, h;  }
   double age, agelim,hf;  
   double ***p3mat;  
    /*********** Maximum Likelihood Estimation ***************/
   fprintf(ficreseij,"# Health expectancies\n");  
   fprintf(ficreseij,"# Age");  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
   for(i=1; i<=nlstate;i++)  {
     for(j=1; j<=nlstate;j++)    int i,j, iter;
       fprintf(ficreseij," %1d-%1d",i,j);    double **xi;
   fprintf(ficreseij,"\n");    double fret;
     double fretone; /* Only one call to likelihood */
   hstepm=1*YEARM; /*  Every j years of age (in month) */    char filerespow[FILENAMELENGTH];
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    xi=matrix(1,npar,1,npar);
     for (i=1;i<=npar;i++)
   agelim=AGESUP;      for (j=1;j<=npar;j++)
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */        xi[i][j]=(i==j ? 1.0 : 0.0);
     /* nhstepm age range expressed in number of stepm */    printf("Powell\n");  fprintf(ficlog,"Powell\n");
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);    strcpy(filerespow,"pow"); 
     /* Typically if 20 years = 20*12/6=40 stepm */    strcat(filerespow,fileres);
     if (stepm >= YEARM) hstepm=1;    if((ficrespow=fopen(filerespow,"w"))==NULL) {
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */      printf("Problem with resultfile: %s\n", filerespow);
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
     /* Computed by stepm unit matrices, product of hstepm matrices, stored    }
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */    fprintf(ficrespow,"# Powell\n# iter -2*LL");
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);      for (i=1;i<=nlstate;i++)
       for(j=1;j<=nlstate+ndeath;j++)
         if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
     for(i=1; i<=nlstate;i++)    fprintf(ficrespow,"\n");
       for(j=1; j<=nlstate;j++)  
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){    powell(p,xi,npar,ftol,&iter,&fret,func);
           eij[i][j][(int)age] +=p3mat[i][j][h];  
         }    fclose(ficrespow);
        printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
     hf=1;    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
     if (stepm >= YEARM) hf=stepm/YEARM;    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
     fprintf(ficreseij,"%.0f",age );  
     for(i=1; i<=nlstate;i++)  }
       for(j=1; j<=nlstate;j++){  
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);  /**** Computes Hessian and covariance matrix ***/
       }  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
     fprintf(ficreseij,"\n");  {
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    double  **a,**y,*x,pd;
   }    double **hess;
 }    int i, j,jk;
     int *indx;
 /************ Variance ******************/  
 void varevsij(char fileres[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)    double hessii(double p[], double delta, int theta, double delti[]);
 {    double hessij(double p[], double delti[], int i, int j);
   /* Variance of health expectancies */    void lubksb(double **a, int npar, int *indx, double b[]) ;
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    void ludcmp(double **a, int npar, int *indx, double *d) ;
   double **newm;  
   double **dnewm,**doldm;    hess=matrix(1,npar,1,npar);
   int i, j, nhstepm, hstepm, h;  
   int k, cptcode;    printf("\nCalculation of the hessian matrix. Wait...\n");
   double *xp;    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
   double **gp, **gm;    for (i=1;i<=npar;i++){
   double ***gradg, ***trgradg;      printf("%d",i);fflush(stdout);
   double ***p3mat;      fprintf(ficlog,"%d",i);fflush(ficlog);
   double age,agelim;      hess[i][i]=hessii(p,ftolhess,i,delti);
   int theta;      /*printf(" %f ",p[i]);*/
       /*printf(" %lf ",hess[i][i]);*/
    fprintf(ficresvij,"# Covariances of life expectancies\n");    }
   fprintf(ficresvij,"# Age");    
   for(i=1; i<=nlstate;i++)    for (i=1;i<=npar;i++) {
     for(j=1; j<=nlstate;j++)      for (j=1;j<=npar;j++)  {
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);        if (j>i) { 
   fprintf(ficresvij,"\n");          printf(".%d%d",i,j);fflush(stdout);
           fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
   xp=vector(1,npar);          hess[i][j]=hessij(p,delti,i,j);
   dnewm=matrix(1,nlstate,1,npar);          hess[j][i]=hess[i][j];    
   doldm=matrix(1,nlstate,1,nlstate);          /*printf(" %lf ",hess[i][j]);*/
          }
   hstepm=1*YEARM; /* Every year of age */      }
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    }
   agelim = AGESUP;    printf("\n");
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    fprintf(ficlog,"\n");
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */  
     if (stepm >= YEARM) hstepm=1;    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);    a=matrix(1,npar,1,npar);
     gp=matrix(0,nhstepm,1,nlstate);    y=matrix(1,npar,1,npar);
     gm=matrix(0,nhstepm,1,nlstate);    x=vector(1,npar);
     indx=ivector(1,npar);
     for(theta=1; theta <=npar; theta++){    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);      for (j=1;j<=npar;j++) {
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);      for (i=1;i<=npar;i++) x[i]=0;
       x[j]=1;
       if (popbased==1) {      lubksb(a,npar,indx,x);
         for(i=1; i<=nlstate;i++)      for (i=1;i<=npar;i++){ 
           prlim[i][i]=probs[(int)age][i][ij];        matcov[i][j]=x[i];
       }      }
          }
       for(j=1; j<= nlstate; j++){  
         for(h=0; h<=nhstepm; h++){    printf("\n#Hessian matrix#\n");
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)    fprintf(ficlog,"\n#Hessian matrix#\n");
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];    for (i=1;i<=npar;i++) { 
         }      for (j=1;j<=npar;j++) { 
       }        printf("%.3e ",hess[i][j]);
            fprintf(ficlog,"%.3e ",hess[i][j]);
       for(i=1; i<=npar; i++) /* Computes gradient */      }
         xp[i] = x[i] - (i==theta ?delti[theta]:0);      printf("\n");
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);        fprintf(ficlog,"\n");
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    }
   
       if (popbased==1) {    /* Recompute Inverse */
         for(i=1; i<=nlstate;i++)    for (i=1;i<=npar;i++)
           prlim[i][i]=probs[(int)age][i][ij];      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
       }    ludcmp(a,npar,indx,&pd);
   
       for(j=1; j<= nlstate; j++){    /*  printf("\n#Hessian matrix recomputed#\n");
         for(h=0; h<=nhstepm; h++){  
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)    for (j=1;j<=npar;j++) {
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];      for (i=1;i<=npar;i++) x[i]=0;
         }      x[j]=1;
       }      lubksb(a,npar,indx,x);
       for (i=1;i<=npar;i++){ 
       for(j=1; j<= nlstate; j++)        y[i][j]=x[i];
         for(h=0; h<=nhstepm; h++){        printf("%.3e ",y[i][j]);
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];        fprintf(ficlog,"%.3e ",y[i][j]);
         }      }
     } /* End theta */      printf("\n");
       fprintf(ficlog,"\n");
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);    }
     */
     for(h=0; h<=nhstepm; h++)  
       for(j=1; j<=nlstate;j++)    free_matrix(a,1,npar,1,npar);
         for(theta=1; theta <=npar; theta++)    free_matrix(y,1,npar,1,npar);
           trgradg[h][j][theta]=gradg[h][theta][j];    free_vector(x,1,npar);
     free_ivector(indx,1,npar);
     for(i=1;i<=nlstate;i++)    free_matrix(hess,1,npar,1,npar);
       for(j=1;j<=nlstate;j++)  
         vareij[i][j][(int)age] =0.;  
     for(h=0;h<=nhstepm;h++){  }
       for(k=0;k<=nhstepm;k++){  
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);  /*************** hessian matrix ****************/
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);  double hessii( double x[], double delta, int theta, double delti[])
         for(i=1;i<=nlstate;i++)  {
           for(j=1;j<=nlstate;j++)    int i;
             vareij[i][j][(int)age] += doldm[i][j];    int l=1, lmax=20;
       }    double k1,k2;
     }    double p2[NPARMAX+1];
     h=1;    double res;
     if (stepm >= YEARM) h=stepm/YEARM;    double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
     fprintf(ficresvij,"%.0f ",age );    double fx;
     for(i=1; i<=nlstate;i++)    int k=0,kmax=10;
       for(j=1; j<=nlstate;j++){    double l1;
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);  
       }    fx=func(x);
     fprintf(ficresvij,"\n");    for (i=1;i<=npar;i++) p2[i]=x[i];
     free_matrix(gp,0,nhstepm,1,nlstate);    for(l=0 ; l <=lmax; l++){
     free_matrix(gm,0,nhstepm,1,nlstate);      l1=pow(10,l);
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);      delts=delt;
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);      for(k=1 ; k <kmax; k=k+1){
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        delt = delta*(l1*k);
   } /* End age */        p2[theta]=x[theta] +delt;
          k1=func(p2)-fx;
   free_vector(xp,1,npar);        p2[theta]=x[theta]-delt;
   free_matrix(doldm,1,nlstate,1,npar);        k2=func(p2)-fx;
   free_matrix(dnewm,1,nlstate,1,nlstate);        /*res= (k1-2.0*fx+k2)/delt/delt; */
         res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
 }        
   #ifdef DEBUG
 /************ Variance of prevlim ******************/        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);
 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(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
   /* Variance of prevalence limit */        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
   double **newm;          k=kmax;
   double **dnewm,**doldm;        }
   int i, j, nhstepm, hstepm;        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
   int k, cptcode;          k=kmax; l=lmax*10.;
   double *xp;        }
   double *gp, *gm;        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
   double **gradg, **trgradg;          delts=delt;
   double age,agelim;        }
   int theta;      }
        }
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");    delti[theta]=delts;
   fprintf(ficresvpl,"# Age");    return res; 
   for(i=1; i<=nlstate;i++)    
       fprintf(ficresvpl," %1d-%1d",i,i);  }
   fprintf(ficresvpl,"\n");  
   double hessij( double x[], double delti[], int thetai,int thetaj)
   xp=vector(1,npar);  {
   dnewm=matrix(1,nlstate,1,npar);    int i;
   doldm=matrix(1,nlstate,1,nlstate);    int l=1, l1, lmax=20;
      double k1,k2,k3,k4,res,fx;
   hstepm=1*YEARM; /* Every year of age */    double p2[NPARMAX+1];
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    int k;
   agelim = AGESUP;  
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    fx=func(x);
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    for (k=1; k<=2; k++) {
     if (stepm >= YEARM) hstepm=1;      for (i=1;i<=npar;i++) p2[i]=x[i];
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */      p2[thetai]=x[thetai]+delti[thetai]/k;
     gradg=matrix(1,npar,1,nlstate);      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
     gp=vector(1,nlstate);      k1=func(p2)-fx;
     gm=vector(1,nlstate);    
       p2[thetai]=x[thetai]+delti[thetai]/k;
     for(theta=1; theta <=npar; theta++){      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
       for(i=1; i<=npar; i++){ /* Computes gradient */      k2=func(p2)-fx;
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    
       }      p2[thetai]=x[thetai]-delti[thetai]/k;
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
       for(i=1;i<=nlstate;i++)      k3=func(p2)-fx;
         gp[i] = prlim[i][i];    
          p2[thetai]=x[thetai]-delti[thetai]/k;
       for(i=1; i<=npar; i++) /* Computes gradient */      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
         xp[i] = x[i] - (i==theta ?delti[theta]:0);      k4=func(p2)-fx;
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
       for(i=1;i<=nlstate;i++)  #ifdef DEBUG
         gm[i] = prlim[i][i];      printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
       fprintf(ficlog,"%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
       for(i=1;i<=nlstate;i++)  #endif
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];    }
     } /* End theta */    return res;
   }
     trgradg =matrix(1,nlstate,1,npar);  
   /************** Inverse of matrix **************/
     for(j=1; j<=nlstate;j++)  void ludcmp(double **a, int n, int *indx, double *d) 
       for(theta=1; theta <=npar; theta++)  { 
         trgradg[j][theta]=gradg[theta][j];    int i,imax,j,k; 
     double big,dum,sum,temp; 
     for(i=1;i<=nlstate;i++)    double *vv; 
       varpl[i][(int)age] =0.;   
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);    vv=vector(1,n); 
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);    *d=1.0; 
     for(i=1;i<=nlstate;i++)    for (i=1;i<=n;i++) { 
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */      big=0.0; 
       for (j=1;j<=n;j++) 
     fprintf(ficresvpl,"%.0f ",age );        if ((temp=fabs(a[i][j])) > big) big=temp; 
     for(i=1; i<=nlstate;i++)      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));      vv[i]=1.0/big; 
     fprintf(ficresvpl,"\n");    } 
     free_vector(gp,1,nlstate);    for (j=1;j<=n;j++) { 
     free_vector(gm,1,nlstate);      for (i=1;i<j;i++) { 
     free_matrix(gradg,1,npar,1,nlstate);        sum=a[i][j]; 
     free_matrix(trgradg,1,nlstate,1,npar);        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
   } /* End age */        a[i][j]=sum; 
       } 
   free_vector(xp,1,npar);      big=0.0; 
   free_matrix(doldm,1,nlstate,1,npar);      for (i=j;i<=n;i++) { 
   free_matrix(dnewm,1,nlstate,1,nlstate);        sum=a[i][j]; 
         for (k=1;k<j;k++) 
 }          sum -= a[i][k]*a[k][j]; 
         a[i][j]=sum; 
 /************ Variance of one-step probabilities  ******************/        if ( (dum=vv[i]*fabs(sum)) >= big) { 
 void varprob(char fileres[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij)          big=dum; 
 {          imax=i; 
   int i, j;        } 
   int k=0, cptcode;      } 
   double **dnewm,**doldm;      if (j != imax) { 
   double *xp;        for (k=1;k<=n;k++) { 
   double *gp, *gm;          dum=a[imax][k]; 
   double **gradg, **trgradg;          a[imax][k]=a[j][k]; 
   double age,agelim, cov[NCOVMAX];          a[j][k]=dum; 
   int theta;        } 
   char fileresprob[FILENAMELENGTH];        *d = -(*d); 
         vv[imax]=vv[j]; 
   strcpy(fileresprob,"prob");      } 
   strcat(fileresprob,fileres);      indx[j]=imax; 
   if((ficresprob=fopen(fileresprob,"w"))==NULL) {      if (a[j][j] == 0.0) a[j][j]=TINY; 
     printf("Problem with resultfile: %s\n", fileresprob);      if (j != n) { 
   }        dum=1.0/(a[j][j]); 
   printf("Computing variance of one-step probabilities: result on file '%s' \n",fileresprob);        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
        } 
     } 
   xp=vector(1,npar);    free_vector(vv,1,n);  /* Doesn't work */
   dnewm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);  ;
   doldm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,(nlstate+ndeath)*(nlstate+ndeath));  } 
    
   cov[1]=1;  void lubksb(double **a, int n, int *indx, double b[]) 
   for (age=bage; age<=fage; age ++){  { 
     cov[2]=age;    int i,ii=0,ip,j; 
     gradg=matrix(1,npar,1,9);    double sum; 
     trgradg=matrix(1,9,1,npar);   
     gp=vector(1,(nlstate+ndeath)*(nlstate+ndeath));    for (i=1;i<=n;i++) { 
     gm=vector(1,(nlstate+ndeath)*(nlstate+ndeath));      ip=indx[i]; 
          sum=b[ip]; 
     for(theta=1; theta <=npar; theta++){      b[ip]=b[i]; 
       for(i=1; i<=npar; i++)      if (ii) 
         xp[i] = x[i] + (i==theta ?delti[theta]:0);        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
            else if (sum) ii=i; 
       pmij(pmmij,cov,ncovmodel,xp,nlstate);      b[i]=sum; 
        } 
       k=0;    for (i=n;i>=1;i--) { 
       for(i=1; i<= (nlstate+ndeath); i++){      sum=b[i]; 
         for(j=1; j<=(nlstate+ndeath);j++){      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
            k=k+1;      b[i]=sum/a[i][i]; 
           gp[k]=pmmij[i][j];    } 
         }  } 
       }  
   /************ Frequencies ********************/
       for(i=1; i<=npar; i++)  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)
         xp[i] = x[i] - (i==theta ?delti[theta]:0);  {  /* Some frequencies */
        
     int i, m, jk, k1,i1, j1, bool, z1,z2,j;
       pmij(pmmij,cov,ncovmodel,xp,nlstate);    int first;
       k=0;    double ***freq; /* Frequencies */
       for(i=1; i<=(nlstate+ndeath); i++){    double *pp, **prop;
         for(j=1; j<=(nlstate+ndeath);j++){    double pos,posprop, k2, dateintsum=0,k2cpt=0;
           k=k+1;    FILE *ficresp;
           gm[k]=pmmij[i][j];    char fileresp[FILENAMELENGTH];
         }    
       }    pp=vector(1,nlstate);
          prop=matrix(1,nlstate,iagemin,iagemax+3);
        for(i=1; i<= (nlstate+ndeath)*(nlstate+ndeath); i++)    strcpy(fileresp,"p");
            gradg[theta][i]=(gp[i]-gm[i])/2./delti[theta];      strcat(fileresp,fileres);
     }    if((ficresp=fopen(fileresp,"w"))==NULL) {
       printf("Problem with prevalence resultfile: %s\n", fileresp);
      for(j=1; j<=(nlstate+ndeath)*(nlstate+ndeath);j++)      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
       for(theta=1; theta <=npar; theta++)      exit(0);
       trgradg[j][theta]=gradg[theta][j];    }
      freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
      matprod2(dnewm,trgradg,1,9,1,npar,1,npar,matcov);    j1=0;
      matprod2(doldm,dnewm,1,9,1,npar,1,9,gradg);    
     j=cptcoveff;
      pmij(pmmij,cov,ncovmodel,x,nlstate);    if (cptcovn<1) {j=1;ncodemax[1]=1;}
   
      k=0;    first=1;
      for(i=1; i<=(nlstate+ndeath); i++){  
        for(j=1; j<=(nlstate+ndeath);j++){    for(k1=1; k1<=j;k1++){
          k=k+1;      for(i1=1; i1<=ncodemax[k1];i1++){
          gm[k]=pmmij[i][j];        j1++;
         }        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
      }          scanf("%d", i);*/
              for (i=-1; i<=nlstate+ndeath; i++)  
      /*printf("\n%d ",(int)age);          for (jk=-1; jk<=nlstate+ndeath; jk++)  
      for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){            for(m=iagemin; m <= iagemax+3; m++)
                      freq[i][jk][m]=0;
   
        printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));      for (i=1; i<=nlstate; i++)  
      }*/        for(m=iagemin; m <= iagemax+3; m++)
           prop[i][m]=0;
   fprintf(ficresprob,"\n%d ",(int)age);        
         dateintsum=0;
   for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){        k2cpt=0;
     if (i== 2) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);        for (i=1; i<=imx; i++) {
 if (i== 4) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);          bool=1;
   }          if  (cptcovn>0) {
             for (z1=1; z1<=cptcoveff; z1++) 
     free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
     free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));                bool=0;
     free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);          }
     free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);          if (bool==1){
 }            for(m=firstpass; m<=lastpass; m++){
  free_vector(xp,1,npar);              k2=anint[m][i]+(mint[m][i]/12.);
 fclose(ficresprob);              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
  exit(0);                if(agev[m][i]==0) agev[m][i]=iagemax+1;
 }                if(agev[m][i]==1) agev[m][i]=iagemax+2;
                 if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
 /***********************************************/                if (m<lastpass) {
 /**************** Main Program *****************/                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
 /***********************************************/                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
                 }
 /*int main(int argc, char *argv[])*/                
 int main()                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
 {                  dateintsum=dateintsum+k2;
                   k2cpt++;
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;                }
   double agedeb, agefin,hf;                /*}*/
   double agemin=1.e20, agemax=-1.e20;            }
           }
   double fret;        }
   double **xi,tmp,delta;         
         /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
   double dum; /* Dummy variable */  
   double ***p3mat;        if  (cptcovn>0) {
   int *indx;          fprintf(ficresp, "\n#********** Variable "); 
   char line[MAXLINE], linepar[MAXLINE];          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   char title[MAXLINE];          fprintf(ficresp, "**********\n#");
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];        }
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], fileresf[FILENAMELENGTH];        for(i=1; i<=nlstate;i++) 
   char filerest[FILENAMELENGTH];          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
   char fileregp[FILENAMELENGTH];        fprintf(ficresp, "\n");
   char popfile[FILENAMELENGTH];        
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];        for(i=iagemin; i <= iagemax+3; i++){
   int firstobs=1, lastobs=10;          if(i==iagemax+3){
   int sdeb, sfin; /* Status at beginning and end */            fprintf(ficlog,"Total");
   int c,  h , cpt,l;          }else{
   int ju,jl, mi;            if(first==1){
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;              first=0;
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;              printf("See log file for details...\n");
   int mobilav=0,popforecast=0;            }
   int hstepm, nhstepm;            fprintf(ficlog,"Age %d", i);
   int *popage;/*boolprev=0 if date and zero if wave*/          }
   double jprev1, mprev1,anprev1,jprev2, mprev2,anprev2;          for(jk=1; jk <=nlstate ; jk++){
             for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
   double bage, fage, age, agelim, agebase;              pp[jk] += freq[jk][m][i]; 
   double ftolpl=FTOL;          }
   double **prlim;          for(jk=1; jk <=nlstate ; jk++){
   double *severity;            for(m=-1, pos=0; m <=0 ; m++)
   double ***param; /* Matrix of parameters */              pos += freq[jk][m][i];
   double  *p;            if(pp[jk]>=1.e-10){
   double **matcov; /* Matrix of covariance */              if(first==1){
   double ***delti3; /* Scale */              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
   double *delti; /* Scale */              }
   double ***eij, ***vareij;              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
   double **varpl; /* Variances of prevalence limits by age */            }else{
   double *epj, vepp;              if(first==1)
   double kk1, kk2;                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
   double *popeffectif,*popcount;              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
   double dateprev1, dateprev2,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,jprojmean,mprojmean,anprojmean, calagedate;            }
   double yp,yp1,yp2;          }
   
   char version[80]="Imach version 64b, May 2001, INED-EUROREVES ";          for(jk=1; jk <=nlstate ; jk++){
   char *alph[]={"a","a","b","c","d","e"}, str[4];            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
               pp[jk] += freq[jk][m][i];
           }       
   char z[1]="c", occ;          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
 #include <sys/time.h>            pos += pp[jk];
 #include <time.h>            posprop += prop[jk][i];
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];          }
            for(jk=1; jk <=nlstate ; jk++){
   /* long total_usecs;            if(pos>=1.e-5){
   struct timeval start_time, end_time;              if(first==1)
                  printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
             }else{
               if(first==1)
   printf("\nIMACH, Version 0.7");                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
   printf("\nEnter the parameter file name: ");              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
             }
 #ifdef windows            if( i <= iagemax){
   scanf("%s",pathtot);              if(pos>=1.e-5){
   getcwd(pathcd, size);                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
   /*cygwin_split_path(pathtot,path,optionfile);                /*probs[i][jk][j1]= pp[jk]/pos;*/
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
   /* cutv(path,optionfile,pathtot,'\\');*/              }
               else
 split(pathtot, path,optionfile);                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
   chdir(path);            }
   replace(pathc,path);          }
 #endif          
 #ifdef unix          for(jk=-1; jk <=nlstate+ndeath; jk++)
   scanf("%s",optionfile);            for(m=-1; m <=nlstate+ndeath; m++)
 #endif              if(freq[jk][m][i] !=0 ) {
               if(first==1)
 /*-------- arguments in the command line --------*/                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
                 fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
   strcpy(fileres,"r");              }
   strcat(fileres, optionfile);          if(i <= iagemax)
             fprintf(ficresp,"\n");
   /*---------arguments file --------*/          if(first==1)
             printf("Others in log...\n");
   if((ficpar=fopen(optionfile,"r"))==NULL)    {          fprintf(ficlog,"\n");
     printf("Problem with optionfile %s\n",optionfile);        }
     goto end;      }
   }    }
     dateintmean=dateintsum/k2cpt; 
   strcpy(filereso,"o");   
   strcat(filereso,fileres);    fclose(ficresp);
   if((ficparo=fopen(filereso,"w"))==NULL) {    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
     printf("Problem with Output resultfile: %s\n", filereso);goto end;    free_vector(pp,1,nlstate);
   }    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
     /* End of Freq */
   /* Reads comments: lines beginning with '#' */  }
   while((c=getc(ficpar))=='#' && c!= EOF){  
     ungetc(c,ficpar);  /************ Prevalence ********************/
     fgets(line, MAXLINE, ficpar);  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)
     puts(line);  {  
     fputs(line,ficparo);    /* 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).
   ungetc(c,ficpar);       We still use firstpass and lastpass as another selection.
     */
   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);    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
   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);    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);*/
        prop=matrix(1,nlstate,iagemin,iagemax+3); 
   covar=matrix(0,NCOVMAX,1,n);    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
   cptcovn=0;    j1=0;
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;    
     j=cptcoveff;
   ncovmodel=2+cptcovn;    if (cptcovn<1) {j=1;ncodemax[1]=1;}
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */    
      for(k1=1; k1<=j;k1++){
   /* Read guess parameters */      for(i1=1; i1<=ncodemax[k1];i1++){
   /* Reads comments: lines beginning with '#' */        j1++;
   while((c=getc(ficpar))=='#' && c!= EOF){        
     ungetc(c,ficpar);        for (i=1; i<=nlstate; i++)  
     fgets(line, MAXLINE, ficpar);          for(m=iagemin; m <= iagemax+3; m++)
     puts(line);            prop[i][m]=0.0;
     fputs(line,ficparo);       
   }        for (i=1; i<=imx; i++) { /* Each individual */
   ungetc(c,ficpar);          bool=1;
            if  (cptcovn>0) {
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);            for (z1=1; z1<=cptcoveff; z1++) 
     for(i=1; i <=nlstate; i++)              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
     for(j=1; j <=nlstate+ndeath-1; j++){                bool=0;
       fscanf(ficpar,"%1d%1d",&i1,&j1);          } 
       fprintf(ficparo,"%1d%1d",i1,j1);          if (bool==1) { 
       printf("%1d%1d",i,j);            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
       for(k=1; k<=ncovmodel;k++){              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
         fscanf(ficpar," %lf",&param[i][j][k]);              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
         printf(" %lf",param[i][j][k]);                if(agev[m][i]==0) agev[m][i]=iagemax+1;
         fprintf(ficparo," %lf",param[i][j][k]);                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); 
       fscanf(ficpar,"\n");                if (s[m][i]>0 && s[m][i]<=nlstate) { 
       printf("\n");                  /*if(i>4620) printf(" i=%d m=%d s[m][i]=%d (int)agev[m][i]=%d weight[i]=%f prop=%f\n",i,m,s[m][i],(int)agev[m][m],weight[i],prop[s[m][i]][(int)agev[m][i]]);*/
       fprintf(ficparo,"\n");                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
     }                  prop[s[m][i]][iagemax+3] += weight[i]; 
                  } 
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel;              }
             } /* end selection of waves */
   p=param[1][1];          }
          }
   /* Reads comments: lines beginning with '#' */        for(i=iagemin; i <= iagemax+3; i++){  
   while((c=getc(ficpar))=='#' && c!= EOF){          
     ungetc(c,ficpar);          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
     fgets(line, MAXLINE, ficpar);            posprop += prop[jk][i]; 
     puts(line);          } 
     fputs(line,ficparo);  
   }          for(jk=1; jk <=nlstate ; jk++){     
   ungetc(c,ficpar);            if( i <=  iagemax){ 
               if(posprop>=1.e-5){ 
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);                probs[i][jk][j1]= prop[jk][i]/posprop;
   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++){          }/* end jk */ 
       fscanf(ficpar,"%1d%1d",&i1,&j1);        }/* end i */ 
       printf("%1d%1d",i,j);      } /* end i1 */
       fprintf(ficparo,"%1d%1d",i1,j1);    } /* end k1 */
       for(k=1; k<=ncovmodel;k++){    
         fscanf(ficpar,"%le",&delti3[i][j][k]);    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
         printf(" %le",delti3[i][j][k]);    /*free_vector(pp,1,nlstate);*/
         fprintf(ficparo," %le",delti3[i][j][k]);    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
       }  }  /* End of prevalence */
       fscanf(ficpar,"\n");  
       printf("\n");  /************* Waves Concatenation ***************/
       fprintf(ficparo,"\n");  
     }  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)
   }  {
   delti=delti3[1][1];    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
         Death is a valid wave (if date is known).
   /* Reads comments: lines beginning with '#' */       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
   while((c=getc(ficpar))=='#' && c!= EOF){       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
     ungetc(c,ficpar);       and mw[mi+1][i]. dh depends on stepm.
     fgets(line, MAXLINE, ficpar);       */
     puts(line);  
     fputs(line,ficparo);    int i, mi, m;
   }    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
   ungetc(c,ficpar);       double sum=0., jmean=0.;*/
      int first;
   matcov=matrix(1,npar,1,npar);    int j, k=0,jk, ju, jl;
   for(i=1; i <=npar; i++){    double sum=0.;
     fscanf(ficpar,"%s",&str);    first=0;
     printf("%s",str);    jmin=1e+5;
     fprintf(ficparo,"%s",str);    jmax=-1;
     for(j=1; j <=i; j++){    jmean=0.;
       fscanf(ficpar," %le",&matcov[i][j]);    for(i=1; i<=imx; i++){
       printf(" %.5le",matcov[i][j]);      mi=0;
       fprintf(ficparo," %.5le",matcov[i][j]);      m=firstpass;
     }      while(s[m][i] <= nlstate){
     fscanf(ficpar,"\n");        if(s[m][i]>=1)
     printf("\n");          mw[++mi][i]=m;
     fprintf(ficparo,"\n");        if(m >=lastpass)
   }          break;
   for(i=1; i <=npar; i++)        else
     for(j=i+1;j<=npar;j++)          m++;
       matcov[i][j]=matcov[j][i];      }/* end while */
          if (s[m][i] > nlstate){
   printf("\n");        mi++;     /* Death is another wave */
         /* if(mi==0)  never been interviewed correctly before death */
            /* Only death is a correct wave */
     /*-------- data file ----------*/        mw[mi][i]=m;
     if((ficres =fopen(fileres,"w"))==NULL) {      }
       printf("Problem with resultfile: %s\n", fileres);goto end;  
     }      wav[i]=mi;
     fprintf(ficres,"#%s\n",version);      if(mi==0){
            nbwarn++;
     if((fic=fopen(datafile,"r"))==NULL)    {        if(first==0){
       printf("Problem with datafile: %s\n", datafile);goto end;          printf("Warning! None valid information for:%ld line=%d (skipped) and may be others, see log file\n",num[i],i);
     }          first=1;
         }
     n= lastobs;        if(first==1){
     severity = vector(1,maxwav);          fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
     outcome=imatrix(1,maxwav+1,1,n);        }
     num=ivector(1,n);      } /* end mi==0 */
     moisnais=vector(1,n);    } /* End individuals */
     annais=vector(1,n);  
     moisdc=vector(1,n);    for(i=1; i<=imx; i++){
     andc=vector(1,n);      for(mi=1; mi<wav[i];mi++){
     agedc=vector(1,n);        if (stepm <=0)
     cod=ivector(1,n);          dh[mi][i]=1;
     weight=vector(1,n);        else{
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
     mint=matrix(1,maxwav,1,n);            if (agedc[i] < 2*AGESUP) {
     anint=matrix(1,maxwav,1,n);              j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
     s=imatrix(1,maxwav+1,1,n);              if(j==0) j=1;  /* Survives at least one month after exam */
     adl=imatrix(1,maxwav+1,1,n);                  else if(j<0){
     tab=ivector(1,NCOVMAX);                nberr++;
     ncodemax=ivector(1,8);                printf("Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
                 j=1; /* Temporary Dangerous patch */
     i=1;                printf("   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview.\n  You MUST fix the contradiction between dates.\n",stepm);
     while (fgets(line, MAXLINE, fic) != NULL)    {                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]);
       if ((i >= firstobs) && (i <=lastobs)) {                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);
                      }
         for (j=maxwav;j>=1;j--){              k=k+1;
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);              if (j >= jmax) jmax=j;
           strcpy(line,stra);              if (j <= jmin) jmin=j;
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);              sum=sum+j;
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);              /*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);*/
                    }
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);          }
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);          else{
             j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);            k=k+1;
             if (j >= jmax) jmax=j;
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);            else if (j <= jmin)jmin=j;
         for (j=ncov;j>=1;j--){            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);            /*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){
         num[i]=atol(stra);              nberr++;
                      printf("Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){              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]);
           printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/            }
             sum=sum+j;
         i=i+1;          }
       }          jk= j/stepm;
     }          jl= j -jk*stepm;
     /* printf("ii=%d", ij);          ju= j -(jk+1)*stepm;
        scanf("%d",i);*/          if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
   imx=i-1; /* Number of individuals */            if(jl==0){
               dh[mi][i]=jk;
   /* for (i=1; i<=imx; i++){              bh[mi][i]=0;
     if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;            }else{ /* We want a negative bias in order to only have interpolation ie
     if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;                    * at the price of an extra matrix product in likelihood */
     if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;              dh[mi][i]=jk+1;
     }              bh[mi][i]=ju;
             }
     for (i=1; i<=imx; i++)          }else{
     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]));*/            if(jl <= -ju){
               dh[mi][i]=jk;
   /* Calculation of the number of parameter from char model*/              bh[mi][i]=jl;       /* bias is positive if real duration
   Tvar=ivector(1,15);                                   * is higher than the multiple of stepm and negative otherwise.
   Tprod=ivector(1,15);                                   */
   Tvaraff=ivector(1,15);            }
   Tvard=imatrix(1,15,1,2);            else{
   Tage=ivector(1,15);                    dh[mi][i]=jk+1;
                  bh[mi][i]=ju;
   if (strlen(model) >1){            }
     j=0, j1=0, k1=1, k2=1;            if(dh[mi][i]==0){
     j=nbocc(model,'+');              dh[mi][i]=1; /* At least one step */
     j1=nbocc(model,'*');              bh[mi][i]=ju; /* At least one step */
     cptcovn=j+1;              /*  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);*/
     cptcovprod=j1;            }
              } /* end if mle */
            }
     strcpy(modelsav,model);      } /* end wave */
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){    }
       printf("Error. Non available option model=%s ",model);    jmean=sum/k;
       goto end;    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
     }    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
       }
     for(i=(j+1); i>=1;i--){  
       cutv(stra,strb,modelsav,'+');  /*********** Tricode ****************************/
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);  void tricode(int *Tvar, int **nbcode, int imx)
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/  {
       /*scanf("%d",i);*/    
       if (strchr(strb,'*')) {    int Ndum[20],ij=1, k, j, i, maxncov=19;
         cutv(strd,strc,strb,'*');    int cptcode=0;
         if (strcmp(strc,"age")==0) {    cptcoveff=0; 
           cptcovprod--;   
           cutv(strb,stre,strd,'V');    for (k=0; k<maxncov; k++) Ndum[k]=0;
           Tvar[i]=atoi(stre);    for (k=1; k<=7; k++) ncodemax[k]=0;
           cptcovage++;  
             Tage[cptcovage]=i;    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
             /*printf("stre=%s ", stre);*/      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
         }                                 modality*/ 
         else if (strcmp(strd,"age")==0) {        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
           cptcovprod--;        Ndum[ij]++; /*store the modality */
           cutv(strb,stre,strc,'V');        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
           Tvar[i]=atoi(stre);        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
           cptcovage++;                                         Tvar[j]. If V=sex and male is 0 and 
           Tage[cptcovage]=i;                                         female is 1, then  cptcode=1.*/
         }      }
         else {  
           cutv(strb,stre,strc,'V');      for (i=0; i<=cptcode; i++) {
           Tvar[i]=ncov+k1;        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 */
           cutv(strb,strc,strd,'V');      }
           Tprod[k1]=i;  
           Tvard[k1][1]=atoi(strc);      ij=1; 
           Tvard[k1][2]=atoi(stre);      for (i=1; i<=ncodemax[j]; i++) {
           Tvar[cptcovn+k2]=Tvard[k1][1];        for (k=0; k<= maxncov; k++) {
           Tvar[cptcovn+k2+1]=Tvard[k1][2];          if (Ndum[k] != 0) {
           for (k=1; k<=lastobs;k++)            nbcode[Tvar[j]][ij]=k; 
             covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];            /* store the modality in an array. k is a modality. If we have model=V1+V1*sex then: nbcode[1][1]=0 ; nbcode[1][2]=1; nbcode[2][1]=0 ; nbcode[2][2]=1; */
           k1++;            
           k2=k2+2;            ij++;
         }          }
       }          if (ij > ncodemax[j]) break; 
       else {        }  
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/      } 
        /*  scanf("%d",i);*/    }  
       cutv(strd,strc,strb,'V');  
       Tvar[i]=atoi(strc);   for (k=0; k< maxncov; k++) Ndum[k]=0;
       }  
       strcpy(modelsav,stra);     for (i=1; i<=ncovmodel-2; i++) { 
       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);     /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
         scanf("%d",i);*/     ij=Tvar[i];
     }     Ndum[ij]++;
 }   }
    
   /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);   ij=1;
   printf("cptcovprod=%d ", cptcovprod);   for (i=1; i<= maxncov; i++) {
   scanf("%d ",i);*/     if((Ndum[i]!=0) && (i<=ncovcol)){
     fclose(fic);       Tvaraff[ij]=i; /*For printing */
        ij++;
     /*  if(mle==1){*/     }
     if (weightopt != 1) { /* Maximisation without weights*/   }
       for(i=1;i<=n;i++) weight[i]=1.0;   
     }   cptcoveff=ij-1; /*Number of simple covariates*/
     /*-calculation of age at interview from date of interview and age at death -*/  }
     agev=matrix(1,maxwav,1,imx);  
   /*********** Health Expectancies ****************/
    for (i=1; i<=imx; i++)  
      for(m=2; (m<= maxwav); m++)  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 )
        if ((mint[m][i]== 99) && (s[m][i] <= nlstate)){  
          anint[m][i]=9999;  {
          s[m][i]=-1;    /* Health expectancies */
        }    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
        double age, agelim, hf;
     for (i=1; i<=imx; i++)  {    double ***p3mat,***varhe;
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);    double **dnewm,**doldm;
       for(m=1; (m<= maxwav); m++){    double *xp;
         if(s[m][i] >0){    double **gp, **gm;
           if (s[m][i] == nlstate+1) {    double ***gradg, ***trgradg;
             if(agedc[i]>0)    int theta;
               if(moisdc[i]!=99 && andc[i]!=9999)  
               agev[m][i]=agedc[i];    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
             else {    xp=vector(1,npar);
               if (andc[i]!=9999){    dnewm=matrix(1,nlstate*nlstate,1,npar);
               printf("Warning negative age at death: %d line:%d\n",num[i],i);    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
               agev[m][i]=-1;    
               }    fprintf(ficreseij,"# Health expectancies\n");
             }    fprintf(ficreseij,"# Age");
           }    for(i=1; i<=nlstate;i++)
           else if(s[m][i] !=9){ /* Should no more exist */      for(j=1; j<=nlstate;j++)
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);        fprintf(ficreseij," %1d-%1d (SE)",i,j);
             if(mint[m][i]==99 || anint[m][i]==9999)    fprintf(ficreseij,"\n");
               agev[m][i]=1;  
             else if(agev[m][i] <agemin){    if(estepm < stepm){
               agemin=agev[m][i];      printf ("Problem %d lower than %d\n",estepm, stepm);
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/    }
             }    else  hstepm=estepm;   
             else if(agev[m][i] >agemax){    /* We compute the life expectancy from trapezoids spaced every estepm months
               agemax=agev[m][i];     * This is mainly to measure the difference between two models: for example
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/     * if stepm=24 months pijx are given only every 2 years and by summing them
             }     * we are calculating an estimate of the Life Expectancy assuming a linear 
             /*agev[m][i]=anint[m][i]-annais[i];*/     * progression in between and thus overestimating or underestimating according
             /*   agev[m][i] = age[i]+2*m;*/     * 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
           else { /* =9 */     * to compare the new estimate of Life expectancy with the same linear 
             agev[m][i]=1;     * hypothesis. A more precise result, taking into account a more precise
             s[m][i]=-1;     * curvature will be obtained if estepm is as small as stepm. */
           }  
         }    /* For example we decided to compute the life expectancy with the smallest unit */
         else /*= 0 Unknown */    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
           agev[m][i]=1;       nhstepm is the number of hstepm from age to agelim 
       }       nstepm is the number of stepm from age to agelin. 
           Look at hpijx to understand the reason of that which relies in memory size
     }       and note for a fixed period like estepm months */
     for (i=1; i<=imx; i++)  {    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
       for(m=1; (m<= maxwav); m++){       survival function given by stepm (the optimization length). Unfortunately it
         if (s[m][i] > (nlstate+ndeath)) {       means that if the survival funtion is printed only each two years of age and if
           printf("Error: Wrong value in nlstate or ndeath\n");         you sum them up and add 1 year (area under the trapezoids) you won't get the same 
           goto end;       results. So we changed our mind and took the option of the best precision.
         }    */
       }    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
     }  
     agelim=AGESUP;
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       /* nhstepm age range expressed in number of stepm */
     free_vector(severity,1,maxwav);      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
     free_imatrix(outcome,1,maxwav+1,1,n);      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
     free_vector(moisnais,1,n);      /* if (stepm >= YEARM) hstepm=1;*/
     free_vector(annais,1,n);      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
     /* free_matrix(mint,1,maxwav,1,n);      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
        free_matrix(anint,1,maxwav,1,n);*/      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
     free_vector(moisdc,1,n);      gp=matrix(0,nhstepm,1,nlstate*nlstate);
     free_vector(andc,1,n);      gm=matrix(0,nhstepm,1,nlstate*nlstate);
   
          /* Computed by stepm unit matrices, product of hstepm matrices, stored
     wav=ivector(1,imx);         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
     dh=imatrix(1,lastpass-firstpass+1,1,imx);      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
     mw=imatrix(1,lastpass-firstpass+1,1,imx);   
      
     /* Concatenates waves */      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);  
       /* Computing  Variances of health expectancies */
   
       Tcode=ivector(1,100);       for(theta=1; theta <=npar; theta++){
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);        for(i=1; i<=npar; i++){ 
       ncodemax[1]=1;          xp[i] = x[i] + (i==theta ?delti[theta]:0);
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);        }
              hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
    codtab=imatrix(1,100,1,10);    
    h=0;        cptj=0;
    m=pow(2,cptcoveff);        for(j=1; j<= nlstate; j++){
            for(i=1; i<=nlstate; i++){
    for(k=1;k<=cptcoveff; k++){            cptj=cptj+1;
      for(i=1; i <=(m/pow(2,k));i++){            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
        for(j=1; j <= ncodemax[k]; j++){              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){            }
            h++;          }
            if (h>m) h=1;codtab[h][k]=j;        }
          }       
        }       
      }        for(i=1; i<=npar; i++) 
    }          xp[i] = x[i] - (i==theta ?delti[theta]:0);
            hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
    /* Calculates basic frequencies. Computes observed prevalence at single age        
        and prints on file fileres'p'. */        cptj=0;
         for(j=1; j<= nlstate; j++){
              for(i=1;i<=nlstate;i++){
                cptj=cptj+1;
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */              gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
     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]        for(j=1; j<= nlstate*nlstate; j++)
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */          for(h=0; h<=nhstepm-1; h++){
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
           }
     if(mle==1){       } 
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);     
     }  /* End theta */
      
     /*--------- results files --------------*/       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
     fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate, ndeath, maxwav, mle,weightopt,model);  
         for(h=0; h<=nhstepm-1; h++)
         for(j=1; j<=nlstate*nlstate;j++)
    jk=1;          for(theta=1; theta <=npar; theta++)
    fprintf(ficres,"# Parameters\n");            trgradg[h][j][theta]=gradg[h][theta][j];
    printf("# Parameters\n");       
    for(i=1,jk=1; i <=nlstate; i++){  
      for(k=1; k <=(nlstate+ndeath); k++){       for(i=1;i<=nlstate*nlstate;i++)
        if (k != i)        for(j=1;j<=nlstate*nlstate;j++)
          {          varhe[i][j][(int)age] =0.;
            printf("%d%d ",i,k);  
            fprintf(ficres,"%1d%1d ",i,k);       printf("%d|",(int)age);fflush(stdout);
            for(j=1; j <=ncovmodel; j++){       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
              printf("%f ",p[jk]);       for(h=0;h<=nhstepm-1;h++){
              fprintf(ficres,"%f ",p[jk]);        for(k=0;k<=nhstepm-1;k++){
              jk++;          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
            }          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
            printf("\n");          for(i=1;i<=nlstate*nlstate;i++)
            fprintf(ficres,"\n");            for(j=1;j<=nlstate*nlstate;j++)
          }              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
      }        }
    }      }
  if(mle==1){      /* Computing expectancies */
     /* Computing hessian and covariance matrix */      for(i=1; i<=nlstate;i++)
     ftolhess=ftol; /* Usually correct */        for(j=1; j<=nlstate;j++)
     hesscov(matcov, p, npar, delti, ftolhess, func);          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;
     fprintf(ficres,"# Scales\n");            
     printf("# Scales\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]);*/
      for(i=1,jk=1; i <=nlstate; i++){  
       for(j=1; j <=nlstate+ndeath; j++){          }
         if (j!=i) {  
           fprintf(ficres,"%1d%1d",i,j);      fprintf(ficreseij,"%3.0f",age );
           printf("%1d%1d",i,j);      cptj=0;
           for(k=1; k<=ncovmodel;k++){      for(i=1; i<=nlstate;i++)
             printf(" %.5e",delti[jk]);        for(j=1; j<=nlstate;j++){
             fprintf(ficres," %.5e",delti[jk]);          cptj++;
             jk++;          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
           }        }
           printf("\n");      fprintf(ficreseij,"\n");
           fprintf(ficres,"\n");     
         }      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
       }      free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
      }      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
          free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
     k=1;      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     fprintf(ficres,"# Covariance\n");    }
     printf("# Covariance\n");    printf("\n");
     for(i=1;i<=npar;i++){    fprintf(ficlog,"\n");
       /*  if (k>nlstate) k=1;  
       i1=(i-1)/(ncovmodel*nlstate)+1;    free_vector(xp,1,npar);
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
       printf("%s%d%d",alph[k],i1,tab[i]);*/    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
       fprintf(ficres,"%3d",i);    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
       printf("%3d",i);  }
       for(j=1; j<=i;j++){  
         fprintf(ficres," %.5e",matcov[i][j]);  /************ Variance ******************/
         printf(" %.5e",matcov[i][j]);  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)
       }  {
       fprintf(ficres,"\n");    /* Variance of health expectancies */
       printf("\n");    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
       k++;    /* double **newm;*/
     }    double **dnewm,**doldm;
        double **dnewmp,**doldmp;
     while((c=getc(ficpar))=='#' && c!= EOF){    int i, j, nhstepm, hstepm, h, nstepm ;
       ungetc(c,ficpar);    int k, cptcode;
       fgets(line, MAXLINE, ficpar);    double *xp;
       puts(line);    double **gp, **gm;  /* for var eij */
       fputs(line,ficparo);    double ***gradg, ***trgradg; /*for var eij */
     }    double **gradgp, **trgradgp; /* for var p point j */
     ungetc(c,ficpar);    double *gpp, *gmp; /* for var p point j */
      double **varppt; /* for var p point j nlstate to nlstate+ndeath */
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);    double ***p3mat;
        double age,agelim, hf;
     if (fage <= 2) {    double ***mobaverage;
       bage = agemin;    int theta;
       fage = agemax;    char digit[4];
     }    char digitp[25];
   
     fprintf(ficres,"# agemin agemax for life expectancy.\n");    char fileresprobmorprev[FILENAMELENGTH];
   
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);    if(popbased==1){
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);      if(mobilav!=0)
          strcpy(digitp,"-populbased-mobilav-");
     while((c=getc(ficpar))=='#' && c!= EOF){      else strcpy(digitp,"-populbased-nomobil-");
     ungetc(c,ficpar);    }
     fgets(line, MAXLINE, ficpar);    else 
     puts(line);      strcpy(digitp,"-stablbased-");
     fputs(line,ficparo);  
   }    if (mobilav!=0) {
   ungetc(c,ficpar);      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
        if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
   fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mob_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
   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);        printf(" Error in movingaverage mobilav=%d\n",mobilav);
  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);      }
          }
   while((c=getc(ficpar))=='#' && c!= EOF){  
     ungetc(c,ficpar);    strcpy(fileresprobmorprev,"prmorprev"); 
     fgets(line, MAXLINE, ficpar);    sprintf(digit,"%-d",ij);
     puts(line);    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
     fputs(line,ficparo);    strcat(fileresprobmorprev,digit); /* Tvar to be done */
   }    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
   ungetc(c,ficpar);    strcat(fileresprobmorprev,fileres);
      if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobmorprev);
    dateprev1=anprev1+mprev1/12.+jprev1/365.;      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
    dateprev2=anprev2+mprev2/12.+jprev2/365.;    }
     printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
   fscanf(ficpar,"pop_based=%d\n",&popbased);    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
    fprintf(ficparo,"pop_based=%d\n",popbased);      fprintf(ficresprobmorprev,"# probabilities of dying before estepm=%d months for people of exact age and weighted probabilities w1*p1j+w2*p2j+... stand dev in()\n",estepm);
    fprintf(ficres,"pop_based=%d\n",popbased);      fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
     for(j=nlstate+1; j<=(nlstate+ndeath);j++){
   while((c=getc(ficpar))=='#' && c!= EOF){      fprintf(ficresprobmorprev," p.%-d SE",j);
     ungetc(c,ficpar);      for(i=1; i<=nlstate;i++)
     fgets(line, MAXLINE, ficpar);        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
     puts(line);    }  
     fputs(line,ficparo);    fprintf(ficresprobmorprev,"\n");
   }    fprintf(ficgp,"\n# Routine varevsij");
   ungetc(c,ficpar);    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");
   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);    fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
 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);  /*   } */
 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);    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   
  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2);    fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n#  (weighted average of eij where weights are the stable prevalence in health states i\n");
     fprintf(ficresvij,"# Age");
  /*------------ gnuplot -------------*/    for(i=1; i<=nlstate;i++)
 chdir(pathcd);      for(j=1; j<=nlstate;j++)
   if((ficgp=fopen("graph.plt","w"))==NULL) {        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
     printf("Problem with file graph.gp");goto end;    fprintf(ficresvij,"\n");
   }  
 #ifdef windows    xp=vector(1,npar);
   fprintf(ficgp,"cd \"%s\" \n",pathc);    dnewm=matrix(1,nlstate,1,npar);
 #endif    doldm=matrix(1,nlstate,1,nlstate);
 m=pow(2,cptcoveff);    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
      doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
  /* 1eme*/  
   for (cpt=1; cpt<= nlstate ; cpt ++) {    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
    for (k1=1; k1<= m ; k1 ++) {    gpp=vector(nlstate+1,nlstate+ndeath);
     gmp=vector(nlstate+1,nlstate+ndeath);
 #ifdef windows    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
     fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",agemin,fage,fileres,k1-1,k1-1);    
 #endif    if(estepm < stepm){
 #ifdef unix      printf ("Problem %d lower than %d\n",estepm, stepm);
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);    }
 #endif    else  hstepm=estepm;   
     /* For example we decided to compute the life expectancy with the smallest unit */
 for (i=1; i<= nlstate ; i ++) {    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");       nhstepm is the number of hstepm from age to agelim 
   else fprintf(ficgp," \%%*lf (\%%*lf)");       nstepm is the number of stepm from age to agelin. 
 }       Look at hpijx to understand the reason of that which relies in memory size
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);       and note for a fixed period like k years */
     for (i=1; i<= nlstate ; i ++) {    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");       survival function given by stepm (the optimization length). Unfortunately it
   else fprintf(ficgp," \%%*lf (\%%*lf)");       means that if the survival funtion is printed every two years of age and if
 }       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);       results. So we changed our mind and took the option of the best precision.
      for (i=1; i<= nlstate ; i ++) {    */
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
   else fprintf(ficgp," \%%*lf (\%%*lf)");    agelim = AGESUP;
 }      for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 #ifdef unix      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
 fprintf(ficgp,"\nset ter gif small size 400,300");      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 #endif      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);      gp=matrix(0,nhstepm,1,nlstate);
    }      gm=matrix(0,nhstepm,1,nlstate);
   }  
   /*2 eme*/  
       for(theta=1; theta <=npar; theta++){
   for (k1=1; k1<= m ; k1 ++) {        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);          xp[i] = x[i] + (i==theta ?delti[theta]:0);
            }
     for (i=1; i<= nlstate+1 ; i ++) {        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
       k=2*i;        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);  
       for (j=1; j<= nlstate+1 ; j ++) {        if (popbased==1) {
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");          if(mobilav ==0){
   else fprintf(ficgp," \%%*lf (\%%*lf)");            for(i=1; i<=nlstate;i++)
 }                prlim[i][i]=probs[(int)age][i][ij];
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");          }else{ /* mobilav */ 
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);            for(i=1; i<=nlstate;i++)
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);              prlim[i][i]=mobaverage[(int)age][i][ij];
       for (j=1; j<= nlstate+1 ; j ++) {          }
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");        }
         else fprintf(ficgp," \%%*lf (\%%*lf)");    
 }          for(j=1; j<= nlstate; j++){
       fprintf(ficgp,"\" t\"\" w l 0,");          for(h=0; h<=nhstepm; h++){
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
       for (j=1; j<= nlstate+1 ; j ++) {              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");          }
   else fprintf(ficgp," \%%*lf (\%%*lf)");        }
 }          /* This for computing probability of death (h=1 means
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");           computed over hstepm matrices product = hstepm*stepm months) 
       else fprintf(ficgp,"\" t\"\" w l 0,");           as a weighted average of prlim.
     }        */
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);        for(j=nlstate+1;j<=nlstate+ndeath;j++){
   }          for(i=1,gpp[j]=0.; i<= nlstate; i++)
              gpp[j] += prlim[i][i]*p3mat[i][j][1];
   /*3eme*/        }    
         /* end probability of death */
   for (k1=1; k1<= m ; k1 ++) {  
     for (cpt=1; cpt<= nlstate ; cpt ++) {        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
       k=2+nlstate*(cpt-1);          xp[i] = x[i] - (i==theta ?delti[theta]:0);
       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);        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);
         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);   
       }        if (popbased==1) {
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);          if(mobilav ==0){
     }            for(i=1; i<=nlstate;i++)
   }              prlim[i][i]=probs[(int)age][i][ij];
            }else{ /* mobilav */ 
   /* CV preval stat */            for(i=1; i<=nlstate;i++)
   for (k1=1; k1<= m ; k1 ++) {              prlim[i][i]=mobaverage[(int)age][i][ij];
     for (cpt=1; cpt<nlstate ; cpt ++) {          }
       k=3;        }
       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);  
       for (i=1; i< nlstate ; i ++)        for(j=1; j<= nlstate; j++){
         fprintf(ficgp,"+$%d",k+i+1);          for(h=0; h<=nhstepm; h++){
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
                    gm[h][j] += prlim[i][i]*p3mat[i][j][h];
       l=3+(nlstate+ndeath)*cpt;          }
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);        }
       for (i=1; i< nlstate ; i ++) {        /* This for computing probability of death (h=1 means
         l=3+(nlstate+ndeath)*cpt;           computed over hstepm matrices product = hstepm*stepm months) 
         fprintf(ficgp,"+$%d",l+i+1);           as a weighted average of prlim.
       }        */
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);          for(j=nlstate+1;j<=nlstate+ndeath;j++){
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);          for(i=1,gmp[j]=0.; i<= nlstate; i++)
     }           gmp[j] += prlim[i][i]*p3mat[i][j][1];
   }          }    
         /* end probability of death */
   /* proba elementaires */  
    for(i=1,jk=1; i <=nlstate; i++){        for(j=1; j<= nlstate; j++) /* vareij */
     for(k=1; k <=(nlstate+ndeath); k++){          for(h=0; h<=nhstepm; h++){
       if (k != i) {            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
         for(j=1; j <=ncovmodel; j++){          }
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/  
           /*fprintf(ficgp,"%s",alph[1]);*/        for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
           jk++;        }
           fprintf(ficgp,"\n");  
         }      } /* End theta */
       }  
     }      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
     }  
       for(h=0; h<=nhstepm; h++) /* veij */
   for(jk=1; jk <=m; jk++) {        for(j=1; j<=nlstate;j++)
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);          for(theta=1; theta <=npar; theta++)
    i=1;            trgradg[h][j][theta]=gradg[h][theta][j];
    for(k2=1; k2<=nlstate; k2++) {  
      k3=i;      for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
      for(k=1; k<=(nlstate+ndeath); k++) {        for(theta=1; theta <=npar; theta++)
        if (k != k2){          trgradgp[j][theta]=gradgp[theta][j];
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);    
 ij=1;  
         for(j=3; j <=ncovmodel; j++) {      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {      for(i=1;i<=nlstate;i++)
             fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);        for(j=1;j<=nlstate;j++)
             ij++;          vareij[i][j][(int)age] =0.;
           }  
           else      for(h=0;h<=nhstepm;h++){
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);        for(k=0;k<=nhstepm;k++){
         }          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
           fprintf(ficgp,")/(1");          matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
                  for(i=1;i<=nlstate;i++)
         for(k1=1; k1 <=nlstate; k1++){              for(j=1;j<=nlstate;j++)
           fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);              vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
 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]]]);      /* pptj */
             ij++;      matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
           }      matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
           else      for(j=nlstate+1;j<=nlstate+ndeath;j++)
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);        for(i=nlstate+1;i<=nlstate+ndeath;i++)
           }          varppt[j][i]=doldmp[j][i];
           fprintf(ficgp,")");      /* end ppptj */
         }      /*  x centered again */
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");      prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
         i=i+ncovmodel;   
        }      if (popbased==1) {
      }        if(mobilav ==0){
    }          for(i=1; i<=nlstate;i++)
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);            prlim[i][i]=probs[(int)age][i][ij];
   }        }else{ /* mobilav */ 
              for(i=1; i<=nlstate;i++)
   fclose(ficgp);            prlim[i][i]=mobaverage[(int)age][i][ij];
   /* end gnuplot */        }
          }
 chdir(path);               
          /* This for computing probability of death (h=1 means
     free_ivector(wav,1,imx);         computed over hstepm (estepm) matrices product = hstepm*stepm months) 
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);         as a weighted average of prlim.
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);        */
     free_ivector(num,1,n);      for(j=nlstate+1;j<=nlstate+ndeath;j++){
     free_vector(agedc,1,n);        for(i=1,gmp[j]=0.;i<= nlstate; i++) 
     /*free_matrix(covar,1,NCOVMAX,1,n);*/          gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
     fclose(ficparo);      }    
     fclose(ficres);      /* end probability of death */
     /*  }*/  
          fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
    /*________fin mle=1_________*/      for(j=nlstate+1; j<=(nlstate+ndeath);j++){
            fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
         for(i=1; i<=nlstate;i++){
            fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
     /* No more information from the sample is required now */        }
   /* Reads comments: lines beginning with '#' */      } 
   while((c=getc(ficpar))=='#' && c!= EOF){      fprintf(ficresprobmorprev,"\n");
     ungetc(c,ficpar);  
     fgets(line, MAXLINE, ficpar);      fprintf(ficresvij,"%.0f ",age );
     puts(line);      for(i=1; i<=nlstate;i++)
     fputs(line,ficparo);        for(j=1; j<=nlstate;j++){
   }          fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
   ungetc(c,ficpar);        }
        fprintf(ficresvij,"\n");
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);      free_matrix(gp,0,nhstepm,1,nlstate);
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);      free_matrix(gm,0,nhstepm,1,nlstate);
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
 /*--------- index.htm --------*/      free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
       free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   strcpy(optionfilehtm,optionfile);    } /* End age */
   strcat(optionfilehtm,".htm");    free_vector(gpp,nlstate+1,nlstate+ndeath);
   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {    free_vector(gmp,nlstate+1,nlstate+ndeath);
     printf("Problem with %s \n",optionfilehtm);goto end;    free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
   }    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,"<body><ul> <font size=\"6\">Imach, Version 0.7 </font> <hr size=\"2\" color=\"#EC5E5E\">    /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
 Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>    fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
 Total number of observations=%d <br>  /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
 <hr  size=\"2\" color=\"#EC5E5E\">  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
 <li>Outputs files<br><br>\n    fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",subdirf(fileresprobmorprev));
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>    fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev));
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>    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);
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>    /*  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);
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>  */
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>  /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>    fprintf(ficgp,"\nset out \"%s%s.png\";replot;\n",subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br>  
         - Prevalences and population forecasting: <a href=\"f%s\">f%s</a> <br>    free_vector(xp,1,npar);
 <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(doldm,1,nlstate,1,nlstate);
     free_matrix(dnewm,1,nlstate,1,npar);
  fprintf(fichtm," <li>Graphs</li><p>");    free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
  m=cptcoveff;    free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}    if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficresprobmorprev);
  j1=0;    fflush(ficgp);
  for(k1=1; k1<=m;k1++){    fflush(fichtm); 
    for(i1=1; i1<=ncodemax[k1];i1++){  }  /* end varevsij */
        j1++;  
        if (cptcovn > 0) {  /************ Variance of prevlim ******************/
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");  void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)
          for (cpt=1; cpt<=cptcoveff;cpt++)  {
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);    /* Variance of prevalence limit */
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
        }    double **newm;
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>    double **dnewm,**doldm;
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);        int i, j, nhstepm, hstepm;
        for(cpt=1; cpt<nlstate;cpt++){    int k, cptcode;
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>    double *xp;
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);    double *gp, *gm;
        }    double **gradg, **trgradg;
     for(cpt=1; cpt<=nlstate;cpt++) {    double age,agelim;
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident    int theta;
 interval) in state (%d): v%s%d%d.gif <br>     
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);      fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
      }    fprintf(ficresvpl,"# Age");
      for(cpt=1; cpt<=nlstate;cpt++) {    for(i=1; i<=nlstate;i++)
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>        fprintf(ficresvpl," %1d-%1d",i,i);
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);    fprintf(ficresvpl,"\n");
      }  
      fprintf(fichtm,"\n<br>- Total life expectancy by age and    xp=vector(1,npar);
 health expectancies in states (1) and (2): e%s%d.gif<br>    dnewm=matrix(1,nlstate,1,npar);
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);    doldm=matrix(1,nlstate,1,nlstate);
 fprintf(fichtm,"\n</body>");    
    }    hstepm=1*YEARM; /* Every year of age */
  }    hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
 fclose(fichtm);    agelim = AGESUP;
     for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
   /*--------------- Prevalence limit --------------*/      nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
        if (stepm >= YEARM) hstepm=1;
   strcpy(filerespl,"pl");      nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   strcat(filerespl,fileres);      gradg=matrix(1,npar,1,nlstate);
   if((ficrespl=fopen(filerespl,"w"))==NULL) {      gp=vector(1,nlstate);
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;      gm=vector(1,nlstate);
   }  
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);      for(theta=1; theta <=npar; theta++){
   fprintf(ficrespl,"#Prevalence limit\n");        for(i=1; i<=npar; i++){ /* Computes gradient */
   fprintf(ficrespl,"#Age ");          xp[i] = x[i] + (i==theta ?delti[theta]:0);
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);        }
   fprintf(ficrespl,"\n");        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
          for(i=1;i<=nlstate;i++)
   prlim=matrix(1,nlstate,1,nlstate);          gp[i] = prlim[i][i];
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        for(i=1; i<=npar; i++) /* Computes gradient */
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          xp[i] = x[i] - (i==theta ?delti[theta]:0);
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */        for(i=1;i<=nlstate;i++)
   k=0;          gm[i] = prlim[i][i];
   agebase=agemin;  
   agelim=agemax;        for(i=1;i<=nlstate;i++)
   ftolpl=1.e-10;          gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
   i1=cptcoveff;      } /* End theta */
   if (cptcovn < 1){i1=1;}  
       trgradg =matrix(1,nlstate,1,npar);
   for(cptcov=1;cptcov<=i1;cptcov++){  
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){      for(j=1; j<=nlstate;j++)
         k=k+1;        for(theta=1; theta <=npar; theta++)
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/          trgradg[j][theta]=gradg[theta][j];
         fprintf(ficrespl,"\n#******");  
         for(j=1;j<=cptcoveff;j++)      for(i=1;i<=nlstate;i++)
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);        varpl[i][(int)age] =0.;
         fprintf(ficrespl,"******\n");      matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
              matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
         for (age=agebase; age<=agelim; age++){      for(i=1;i<=nlstate;i++)
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);        varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
           fprintf(ficrespl,"%.0f",age );  
           for(i=1; i<=nlstate;i++)      fprintf(ficresvpl,"%.0f ",age );
           fprintf(ficrespl," %.5f", prlim[i][i]);      for(i=1; i<=nlstate;i++)
           fprintf(ficrespl,"\n");        fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
         }      fprintf(ficresvpl,"\n");
       }      free_vector(gp,1,nlstate);
     }      free_vector(gm,1,nlstate);
   fclose(ficrespl);      free_matrix(gradg,1,npar,1,nlstate);
       free_matrix(trgradg,1,nlstate,1,npar);
   /*------------- h Pij x at various ages ------------*/    } /* End age */
    
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);    free_vector(xp,1,npar);
   if((ficrespij=fopen(filerespij,"w"))==NULL) {    free_matrix(doldm,1,nlstate,1,npar);
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;    free_matrix(dnewm,1,nlstate,1,nlstate);
   }  
   printf("Computing pij: result on file '%s' \n", filerespij);  }
    
   stepsize=(int) (stepm+YEARM-1)/YEARM;  /************ Variance of one-step probabilities  ******************/
   /*if (stepm<=24) stepsize=2;*/  void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
   {
   agelim=AGESUP;    int i, j=0,  i1, k1, l1, t, tj;
   hstepm=stepsize*YEARM; /* Every year of age */    int k2, l2, j1,  z1;
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */    int k=0,l, cptcode;
      int first=1, first1;
   k=0;    double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
   for(cptcov=1;cptcov<=i1;cptcov++){    double **dnewm,**doldm;
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    double *xp;
       k=k+1;    double *gp, *gm;
         fprintf(ficrespij,"\n#****** ");    double **gradg, **trgradg;
         for(j=1;j<=cptcoveff;j++)    double **mu;
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    double age,agelim, cov[NCOVMAX];
         fprintf(ficrespij,"******\n");    double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
            int theta;
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */    char fileresprob[FILENAMELENGTH];
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    char fileresprobcov[FILENAMELENGTH];
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    char fileresprobcor[FILENAMELENGTH];
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  
           oldm=oldms;savm=savms;    double ***varpij;
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);    
           fprintf(ficrespij,"# Age");    strcpy(fileresprob,"prob"); 
           for(i=1; i<=nlstate;i++)    strcat(fileresprob,fileres);
             for(j=1; j<=nlstate+ndeath;j++)    if((ficresprob=fopen(fileresprob,"w"))==NULL) {
               fprintf(ficrespij," %1d-%1d",i,j);      printf("Problem with resultfile: %s\n", fileresprob);
           fprintf(ficrespij,"\n");      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
           for (h=0; h<=nhstepm; h++){    }
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );    strcpy(fileresprobcov,"probcov"); 
             for(i=1; i<=nlstate;i++)    strcat(fileresprobcov,fileres);
               for(j=1; j<=nlstate+ndeath;j++)    if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);      printf("Problem with resultfile: %s\n", fileresprobcov);
             fprintf(ficrespij,"\n");      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
           }    }
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    strcpy(fileresprobcor,"probcor"); 
           fprintf(ficrespij,"\n");    strcat(fileresprobcor,fileres);
         }    if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
     }      printf("Problem with resultfile: %s\n", fileresprobcor);
   }      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
     }
   /* varprob(fileres, matcov, p, delti, nlstate, (int) bage, (int) fage,k);*/    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);
   fclose(ficrespij);    printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
   if(stepm == 1) {    printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
   /*---------- Forecasting ------------------*/    fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
   calagedate=(anproj1+mproj1/12.+jproj1/365.-dateintmean)*YEARM;    
     fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
   /*printf("calage= %f", calagedate);*/    fprintf(ficresprob,"# Age");
      fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
   prevalence(agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2, calagedate);    fprintf(ficresprobcov,"# Age");
     fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
     fprintf(ficresprobcov,"# Age");
   strcpy(fileresf,"f");  
   strcat(fileresf,fileres);  
   if((ficresf=fopen(fileresf,"w"))==NULL) {    for(i=1; i<=nlstate;i++)
     printf("Problem with forecast resultfile: %s\n", fileresf);goto end;      for(j=1; j<=(nlstate+ndeath);j++){
   }        fprintf(ficresprob," p%1d-%1d (SE)",i,j);
   printf("Computing forecasting: result on file '%s' \n", fileresf);        fprintf(ficresprobcov," p%1d-%1d ",i,j);
         fprintf(ficresprobcor," p%1d-%1d ",i,j);
   free_matrix(mint,1,maxwav,1,n);      }  
   free_matrix(anint,1,maxwav,1,n);   /* fprintf(ficresprob,"\n");
   free_matrix(agev,1,maxwav,1,imx);    fprintf(ficresprobcov,"\n");
   /* Mobile average */    fprintf(ficresprobcor,"\n");
    */
   if (cptcoveff==0) ncodemax[cptcoveff]=1;   xp=vector(1,npar);
     dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
   if (mobilav==1) {    doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);    mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
     for (agedeb=bage+3; agedeb<=fage-2; agedeb++)    varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
       for (i=1; i<=nlstate;i++)    first=1;
         for (cptcod=1;cptcod<=ncodemax[cptcov];cptcod++)    fprintf(ficgp,"\n# Routine varprob");
           mobaverage[(int)agedeb][i][cptcod]=0.;    fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
        fprintf(fichtm,"\n");
     for (agedeb=bage+4; agedeb<=fage; agedeb++){  
       for (i=1; i<=nlstate;i++){    fprintf(fichtm,"\n<li><h4> <a href=\"%s\">Matrix of variance-covariance of pairs of step probabilities (drawings)</a></h4></li>\n",optionfilehtmcov);
         for (cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){    fprintf(fichtmcov,"\n<h4>Matrix of variance-covariance of pairs of step probabilities</h4>\n\
           for (cpt=0;cpt<=4;cpt++){    file %s<br>\n",optionfilehtmcov);
             mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]+probs[(int)agedeb-cpt][i][cptcod];    fprintf(fichtmcov,"\nEllipsoids of confidence centered on point (p<inf>ij</inf>, p<inf>kl</inf>) are estimated\
           }  and drawn. It helps understanding how is the covariance between two incidences.\
           mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]/5;   They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
         }    fprintf(fichtmcov,"\n<br> Contour plot corresponding to x'cov<sup>-1</sup>x = 4 (where x is the column vector (pij,pkl)) are drawn. \
       }  It can be understood this way: if pij and pkl where uncorrelated the (2x2) matrix of covariance \
     }    would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 \
   }  standard deviations wide on each axis. <br>\
    Now, if both incidences are correlated (usual case) we diagonalised the inverse of the covariance matrix\
   stepsize=(int) (stepm+YEARM-1)/YEARM;   and made the appropriate rotation to look at the uncorrelated principal directions.<br>\
   if (stepm<=12) stepsize=1;  To be simple, these graphs help to understand the significativity of each parameter in relation to a second other one.<br> \n");
   
   agelim=AGESUP;    cov[1]=1;
   /*hstepm=stepsize*YEARM; *//* Every year of age */    tj=cptcoveff;
   hstepm=1;    if (cptcovn<1) {tj=1;ncodemax[1]=1;}
   hstepm=hstepm/stepm; /* Typically 2 years, = 2 years/6 months = 4 */    j1=0;
   yp1=modf(dateintmean,&yp);    for(t=1; t<=tj;t++){
   anprojmean=yp;      for(i1=1; i1<=ncodemax[t];i1++){ 
   yp2=modf((yp1*12),&yp);        j1++;
   mprojmean=yp;        if  (cptcovn>0) {
   yp1=modf((yp2*30.5),&yp);          fprintf(ficresprob, "\n#********** Variable "); 
   jprojmean=yp;          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   if(jprojmean==0) jprojmean=1;          fprintf(ficresprob, "**********\n#\n");
   if(mprojmean==0) jprojmean=1;          fprintf(ficresprobcov, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   fprintf(ficresf,"# Estimated date of observed prevalence: %.lf/%.lf/%.lf ",jprojmean,mprojmean,anprojmean);          fprintf(ficresprobcov, "**********\n#\n");
           
   if (popforecast==1) {          fprintf(ficgp, "\n#********** Variable "); 
     if((ficpop=fopen(popfile,"r"))==NULL)    {          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
       printf("Problem with population file : %s\n",popfile);goto end;          fprintf(ficgp, "**********\n#\n");
     }          
     popage=ivector(0,AGESUP);          
     popeffectif=vector(0,AGESUP);          fprintf(fichtmcov, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
     popcount=vector(0,AGESUP);          for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(fichtmcov, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
     i=1;            
     while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF)          fprintf(ficresprobcor, "\n#********** Variable ");    
       {          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
         i=i+1;          fprintf(ficresprobcor, "**********\n#");    
       }        }
     imx=i;        
            for (age=bage; age<=fage; age ++){ 
     for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];          cov[2]=age;
   }          for (k=1; k<=cptcovn;k++) {
             cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
   for(cptcov=1;cptcov<=i1;cptcov++){          }
     for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){          for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
       k=k+1;          for (k=1; k<=cptcovprod;k++)
       fprintf(ficresf,"\n#******");            cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
       for(j=1;j<=cptcoveff;j++) {          
         fprintf(ficresf," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);          gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
       }          trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
       fprintf(ficresf,"******\n");          gp=vector(1,(nlstate)*(nlstate+ndeath));
       fprintf(ficresf,"# StartingAge FinalAge");          gm=vector(1,(nlstate)*(nlstate+ndeath));
       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficresf," P.%d",j);      
       if (popforecast==1)  fprintf(ficresf," [Population]");          for(theta=1; theta <=npar; theta++){
                for(i=1; i<=npar; i++)
       for (cpt=0; cpt<4;cpt++) {              xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
         fprintf(ficresf,"\n");            
         fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+cpt);              pmij(pmmij,cov,ncovmodel,xp,nlstate);
             
         for (agedeb=(fage-((int)calagedate %12/12.)); agedeb>=(bage-((int)calagedate %12)/12.); agedeb--){ /* If stepm=6 months */            k=0;
         nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm);            for(i=1; i<= (nlstate); i++){
         nhstepm = nhstepm/hstepm;              for(j=1; j<=(nlstate+ndeath);j++){
         /*printf("agedeb=%.lf stepm=%d hstepm=%d nhstepm=%d \n",agedeb,stepm,hstepm,nhstepm);*/                k=k+1;
                 gp[k]=pmmij[i][j];
         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(i=1; i<=npar; i++)
         for (h=0; h<=nhstepm; h++){              xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
           if (h==(int) (calagedate+YEARM*cpt)) {      
             fprintf(ficresf,"\n %.f ",agedeb+h*hstepm/YEARM*stepm);            pmij(pmmij,cov,ncovmodel,xp,nlstate);
           }            k=0;
           for(j=1; j<=nlstate+ndeath;j++) {            for(i=1; i<=(nlstate); i++){
             kk1=0.;kk2=0;              for(j=1; j<=(nlstate+ndeath);j++){
             for(i=1; i<=nlstate;i++) {                        k=k+1;
               if (mobilav==1)                gm[k]=pmmij[i][j];
                 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];       
                 /* fprintf(ficresf," p3=%.3f p=%.3f ", p3mat[i][j][h], probs[(int)(agedeb)+1][i][cptcod]);*/            for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
               }              gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
           }
               if (popforecast==1) kk2=kk1*popeffectif[(int)agedeb];  
             }          for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
                      for(theta=1; theta <=npar; theta++)
             if (h==(int)(calagedate+12*cpt)){              trgradg[j][theta]=gradg[theta][j];
               fprintf(ficresf," %.3f", kk1);          
                        matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
               if (popforecast==1) fprintf(ficresf," [%.f]", kk2);          matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
             }          free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
           }          free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
         }          free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
         free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
       }  
       }          pmij(pmmij,cov,ncovmodel,x,nlstate);
     }          
   }          k=0;
   if (mobilav==1) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);          for(i=1; i<=(nlstate); i++){
   if (popforecast==1) {            for(j=1; j<=(nlstate+ndeath);j++){
     free_ivector(popage,0,AGESUP);              k=k+1;
     free_vector(popeffectif,0,AGESUP);              mu[k][(int) age]=pmmij[i][j];
     free_vector(popcount,0,AGESUP);            }
   }          }
   free_imatrix(s,1,maxwav+1,1,n);          for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
   free_vector(weight,1,n);            for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
   fclose(ficresf);              varpij[i][j][(int)age] = doldm[i][j];
   }/* End forecasting */  
   else{          /*printf("\n%d ",(int)age);
     erreur=108;            for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
     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);            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]));
             }*/
   /*---------- Health expectancies and variances ------------*/  
           fprintf(ficresprob,"\n%d ",(int)age);
   strcpy(filerest,"t");          fprintf(ficresprobcov,"\n%d ",(int)age);
   strcat(filerest,fileres);          fprintf(ficresprobcor,"\n%d ",(int)age);
   if((ficrest=fopen(filerest,"w"))==NULL) {  
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;          for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
   }            fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
   printf("Computing Total LEs with variances: file '%s' \n", filerest);          for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
             fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
   strcpy(filerese,"e");          }
   strcat(filerese,fileres);          i=0;
   if((ficreseij=fopen(filerese,"w"))==NULL) {          for (k=1; k<=(nlstate);k++){
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);            for (l=1; l<=(nlstate+ndeath);l++){ 
   }              i=i++;
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);              fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
               fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
  strcpy(fileresv,"v");              for (j=1; j<=i;j++){
   strcat(fileresv,fileres);                fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
   if((ficresvij=fopen(fileresv,"w"))==NULL) {                fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);              }
   }            }
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);          }/* end of loop for state */
         } /* end of loop for age */
   k=0;  
   for(cptcov=1;cptcov<=i1;cptcov++){        /* Confidence intervalle of pij  */
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){        /*
       k=k+1;          fprintf(ficgp,"\nset noparametric;unset label");
       fprintf(ficrest,"\n#****** ");          fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
       for(j=1;j<=cptcoveff;j++)          fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
         fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);          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(ficrest,"******\n");          fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
           fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
       fprintf(ficreseij,"\n#****** ");          fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
       for(j=1;j<=cptcoveff;j++)        */
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);  
       fprintf(ficreseij,"******\n");        /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
         first1=1;
       fprintf(ficresvij,"\n#****** ");        for (k2=1; k2<=(nlstate);k2++){
       for(j=1;j<=cptcoveff;j++)          for (l2=1; l2<=(nlstate+ndeath);l2++){ 
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);            if(l2==k2) continue;
       fprintf(ficresvij,"******\n");            j=(k2-1)*(nlstate+ndeath)+l2;
             for (k1=1; k1<=(nlstate);k1++){
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);              for (l1=1; l1<=(nlstate+ndeath);l1++){ 
       oldm=oldms;savm=savms;                if(l1==k1) continue;
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);                  i=(k1-1)*(nlstate+ndeath)+l1;
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);                if(i<=j) continue;
       oldm=oldms;savm=savms;                for (age=bage; age<=fage; age ++){ 
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);                  if ((int)age %5==0){
                          v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");                    v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);                    cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
       fprintf(ficrest,"\n");                    mu1=mu[i][(int) age]/stepm*YEARM ;
                            mu2=mu[j][(int) age]/stepm*YEARM;
       hf=1;                    c12=cv12/sqrt(v1*v2);
       if (stepm >= YEARM) hf=stepm/YEARM;                    /* Computing eigen value of matrix of covariance */
       epj=vector(1,nlstate+1);                    lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
       for(age=bage; age <=fage ;age++){                    lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);                    /* Eigen vectors */
         if (popbased==1) {                    v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
           for(i=1; i<=nlstate;i++)                    /*v21=sqrt(1.-v11*v11); *//* error */
             prlim[i][i]=probs[(int)age][i][k];                    v21=(lc1-v1)/cv12*v11;
         }                    v12=-v21;
                            v22=v11;
         fprintf(ficrest," %.0f",age);                    tnalp=v21/v11;
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){                    if(first1==1){
           for(i=1, epj[j]=0.;i <=nlstate;i++) {                      first1=0;
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];                      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);
           }                    }
           epj[nlstate+1] +=epj[j];                    fprintf(ficlog,"%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tan %.3f\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
         }                    /*printf(fignu*/
         for(i=1, vepp=0.;i <=nlstate;i++)                    /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
           for(j=1;j <=nlstate;j++)                    /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
             vepp += vareij[i][j][(int)age];                    if(first==1){
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));                      first=0;
         for(j=1;j <=nlstate;j++){                      fprintf(ficgp,"\nset parametric;unset label");
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));                      fprintf(ficgp,"\nset log y;set log x; set xlabel \"p%1d%1d (year-1)\";set ylabel \"p%1d%1d (year-1)\"",k1,l1,k2,l2);
         }                      fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
         fprintf(ficrest,"\n");                      fprintf(fichtmcov,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
       }   :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
     }  %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
   }                              subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
                                      subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                              fprintf(fichtmcov,"\n<br><img src=\"%s%d%1d%1d-%1d%1d.png\"> ",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
  fclose(ficreseij);                      fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
  fclose(ficresvij);                      fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
   fclose(ficrest);                      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",\
   fclose(ficpar);                              mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
   free_vector(epj,1,nlstate+1);                              mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
   /*  scanf("%d ",i); */                    }else{
                       first=0;
   /*------- Variance limit prevalence------*/                        fprintf(fichtmcov," %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
 strcpy(fileresvpl,"vpl");                      fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
   strcat(fileresvpl,fileres);                      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",\
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {                              mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);                              mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
     exit(0);                    }/* if first */
   }                  } /* age mod 5 */
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);                } /* end loop age */
                 fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
  k=0;                first=1;
  for(cptcov=1;cptcov<=i1;cptcov++){              } /*l12 */
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){            } /* k12 */
      k=k+1;          } /*l1 */
      fprintf(ficresvpl,"\n#****** ");        }/* k1 */
      for(j=1;j<=cptcoveff;j++)      } /* loop covariates */
        fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    }
      fprintf(ficresvpl,"******\n");    free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
          free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
      varpl=matrix(1,nlstate,(int) bage, (int) fage);    free_vector(xp,1,npar);
      oldm=oldms;savm=savms;    fclose(ficresprob);
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);    fclose(ficresprobcov);
    }    fclose(ficresprobcor);
  }    fflush(ficgp);
     fflush(fichtmcov);
   fclose(ficresvpl);  }
   
   /*---------- End : free ----------------*/  
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);  /******************* Printing html file ***********/
    void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);                    int lastpass, int stepm, int weightopt, char model[],\
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);                    int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
                      int popforecast, int estepm ,\
                      double jprev1, double mprev1,double anprev1, \
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);                    double jprev2, double mprev2,double anprev2){
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);    int jj1, k1, i1, cpt;
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);  
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);     fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n \
     - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"%s\">%s</a> <br>\n ",
   free_matrix(matcov,1,npar,1,npar);             jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,subdirf2(fileres,"p"),subdirf2(fileres,"p"));
   free_vector(delti,1,npar);     fprintf(fichtm,"\
     - Estimated transition probabilities over %d (stepm) months: <a href=\"%s\">%s</a><br>\n ",
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);             stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"));
      fprintf(fichtm,"\
   if(erreur >0)   - Stable prevalence in each health state: <a href=\"%s\">%s</a> <br>\n",
     printf("End of Imach with error %d\n",erreur);             subdirf2(fileres,"pl"),subdirf2(fileres,"pl"));
   else   printf("End of Imach\n");     fprintf(fichtm,"\
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */   - Life expectancies by age and initial health status (estepm=%2d months): \
       <a href=\"%s\">%s</a> <br>\n</li>",
   /* 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);*/             estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
   /*printf("Total time was %d uSec.\n", total_usecs);*/  
   /*------ End -----------*/  fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
  end:   if (cptcovn < 1) {m=1;ncodemax[1]=1;}
 #ifdef windows  
  chdir(pathcd);   jj1=0;
 #endif   for(k1=1; k1<=m;k1++){
       for(i1=1; i1<=ncodemax[k1];i1++){
  system("..\\gp37mgw\\wgnuplot graph.plt");       jj1++;
        if (cptcovn > 0) {
 #ifdef windows         fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
   while (z[0] != 'q') {         for (cpt=1; cpt<=cptcoveff;cpt++) 
     chdir(pathcd);           fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
     printf("\nType e to edit output files, c to start again, and q for exiting: ");         fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
     scanf("%s",z);       }
     if (z[0] == 'c') system("./imach");       /* Pij */
     else if (z[0] == 'e') {       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> \
       chdir(path);  <img src=\"%s%d1.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1);     
       system(optionfilehtm);       /* Quasi-incidences */
     }       fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months\
     else if (z[0] == 'q') exit(0);   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); 
 #endif         /* 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);
        }
      } /* 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", rfileres,rfileres);
   
    fprintf(fichtm," - Variance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"prob"),subdirf2(fileres,"prob"));
    fprintf(fichtm,"\
    - Variance-covariance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"probcov"),subdirf2(fileres,"probcov"));
   
    fprintf(fichtm,"\
    - Correlation matrix of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"probcor"),subdirf2(fileres,"probcor"));
    fprintf(fichtm,"\
    - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"%s\">%s</a><br>\n",
            estepm, subdirf2(fileres,"v"),subdirf2(fileres,"v"));
    fprintf(fichtm,"\
    - Health expectancies with their variances (no covariance): <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"t"),subdirf2(fileres,"t"));
    fprintf(fichtm,"\
    - Standard deviation of stable prevalences: <a href=\"%s\">%s</a> <br>\n",\
            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); */
    fflush(fichtm);
    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 (cross-sectional) and period (incidence based) \
   prevalence (with 95%% confidence 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);  
        }
        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>");
    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);
   }
   
   
   /**************** function prwizard **********************/
   void prwizard(int ncovmodel, int nlstate, int ndeath,  char model[], FILE *ficparo)
   {
   
     /* Wizard to print covariance matrix template */
   
     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 itimes */
   
   } /* 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, ll, li, lj, lk, imk;
     int numlinepar=0; /* Current linenumber of parameter file */
     int itimes;
   
     char ca[32], cb[32], cc[32];
     /*  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;
    
   /*   setlocale (LC_ALL, ""); */
   /*   bindtextdomain (PACKAGE, LOCALEDIR); */
   /*   textdomain (PACKAGE); */
   /*   setlocale (LC_CTYPE, ""); */
   /*   setlocale (LC_MESSAGES, ""); */
   
     /*   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("Local time (at start):%s",strstart);
     fprintf(ficlog,"Local time (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 */
     
     /* 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);
     
   
     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");
   /* # 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" */
   
   
   /* Just to have a covariance matrix which will be more understandable
      even is we still don't want to manage dictionary of variables
   */
     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){
               if(mle>=1)
                 printf("#%1d%1d%d",i,j,k);
               fprintf(ficlog,"#%1d%1d%d",i,j,k);
               fprintf(ficres,"#%1d%1d%d",i,j,k);
             }else{
               if(mle>=1)
                 printf("%1d%1d%d",i,j,k);
               fprintf(ficlog,"%1d%1d%d",i,j,k);
               fprintf(ficres,"%1d%1d%d",i,j,k);
             }
             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){
                         if(mle>=1)
                           printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         fprintf(ficlog," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         fprintf(ficres," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                       }else{
                         if(mle>=1)
                           printf(" %.5e",matcov[jj][ll]); 
                         fprintf(ficlog," %.5e",matcov[jj][ll]); 
                         fprintf(ficres," %.5e",matcov[jj][ll]); 
                       }
                     }else{
                       if(itimes==1){
                         if(mle>=1)
                           printf(" Var(%s%1d%1d)",ca,i,j);
                         fprintf(ficlog," Var(%s%1d%1d)",ca,i,j);
                         fprintf(ficres," Var(%s%1d%1d)",ca,i,j);
                       }else{
                         if(mle>=1)
                           printf(" %.5e",matcov[jj][ll]); 
                         fprintf(ficlog," %.5e",matcov[jj][ll]); 
                         fprintf(ficres," %.5e",matcov[jj][ll]); 
                       }
                     }
                   }
                 } /* end lk */
               } /* end lj */
             } /* end li */
             if(mle>=1)
               printf("\n");
             fprintf(ficlog,"\n");
             fprintf(ficres,"\n");
             numlinepar++;
           } /* end k*/
         } /*end j */
       } /* end i */
     } /* end itimes */
   
     fflush(ficlog);
     fflush(ficres);
   
     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);
     for(i=1;i<=AGESUP;i++)
       for(j=1;j<=NCOVMAX;j++)
         for(k=1;k<=NCOVMAX;k++)
           probs[i][j][k]=0.;
   
     /*---------- 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 %d warnings\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("Local time at start %s\nLocaltime at end   %s",strstart, strtend); 
     fprintf(ficlog,"Local time 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.1.96


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