Diff for /imach/src/imach.c between versions 1.9 and 1.90

version 1.9, 2001/05/02 18:44:18 version 1.90, 2003/06/24 12:34:15
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 1.90  2003/06/24 12:34:15  brouard
   individuals from different ages are interviewed on their health status    (Module): Some bugs corrected for windows. Also, when
   or degree of  disability. At least a second wave of interviews    mle=-1 a template is output in file "or"mypar.txt with the design
   ("longitudinal") should  measure each new individual health status.    of the covariance matrix to be input.
   Health expectancies are computed from the transistions observed between  
   waves and are computed for each degree of severity of disability (number    Revision 1.89  2003/06/24 12:30:52  brouard
   of life states). More degrees you consider, more time is necessary to    (Module): Some bugs corrected for windows. Also, when
   reach the Maximum Likelihood of the parameters involved in the model.    mle=-1 a template is output in file "or"mypar.txt with the design
   The simplest model is the multinomial logistic model where pij is    of the covariance matrix to be input.
   the probabibility to be observed in state j at the second wave conditional  
   to be observed in state i at the first wave. Therefore the model is:    Revision 1.88  2003/06/23 17:54:56  brouard
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'    * 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.
   is a covariate. If you want to have a more complex model than "constant and  
   age", you should modify the program where the markup    Revision 1.87  2003/06/18 12:26:01  brouard
     *Covariates have to be included here again* invites you to do it.    Version 0.96
   More covariates you add, less is the speed of the convergence.  
     Revision 1.86  2003/06/17 20:04:08  brouard
   The advantage that this computer programme claims, comes from that if the    (Module): Change position of html and gnuplot routines and added
   delay between waves is not identical for each individual, or if some    routine fileappend.
   individual missed an interview, the information is not rounded or lost, but  
   taken into account using an interpolation or extrapolation.    Revision 1.85  2003/06/17 13:12:43  brouard
   hPijx is the probability to be    * imach.c (Repository): Check when date of death was earlier that
   observed in state i at age x+h conditional to the observed state i at age    current date of interview. It may happen when the death was just
   x. The delay 'h' can be split into an exact number (nh*stepm) of    prior to the death. In this case, dh was negative and likelihood
   unobserved intermediate  states. This elementary transition (by month or    was wrong (infinity). We still send an "Error" but patch by
   quarter trimester, semester or year) is model as a multinomial logistic.    assuming that the date of death was just one stepm after the
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices    interview.
   and the contribution of each individual to the likelihood is simply hPijx.    (Repository): Because some people have very long ID (first column)
     we changed int to long in num[] and we added a new lvector for
   Also this programme outputs the covariance matrix of the parameters but also    memory allocation. But we also truncated to 8 characters (left
   of the life expectancies. It also computes the prevalence limits.    truncation)
      (Repository): No more line truncation errors.
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).  
            Institut national d'études démographiques, Paris.    Revision 1.84  2003/06/13 21:44:43  brouard
   This software have been partly granted by Euro-REVES, a concerted action    * imach.c (Repository): Replace "freqsummary" at a correct
   from the European Union.    place. It differs from routine "prevalence" which may be called
   It is copyrighted identically to a GNU software product, ie programme and    many times. Probs is memory consuming and must be used with
   software can be distributed freely for non commercial use. Latest version    parcimony.
   can be accessed at http://euroreves.ined.fr/imach .    Version 0.95a3 (should output exactly the same maximization than 0.8a2)
   **********************************************************************/  
      Revision 1.83  2003/06/10 13:39:11  lievre
 #include <math.h>    *** empty log message ***
 #include <stdio.h>  
 #include <stdlib.h>    Revision 1.82  2003/06/05 15:57:20  brouard
 #include <unistd.h>    Add log in  imach.c and  fullversion number is now printed.
   
 #define MAXLINE 256  */
 #define FILENAMELENGTH 80  /*
 /*#define DEBUG*/     Interpolated Markov Chain
 #define windows  
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    Short summary of the programme:
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */    
     This program computes Healthy Life Expectancies from
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    first survey ("cross") where individuals from different ages are
     interviewed on their health status or degree of disability (in the
 #define NINTERVMAX 8    case of a health survey which is our main interest) -2- at least a
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    second wave of interviews ("longitudinal") which measure each change
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */    (if any) in individual health status.  Health expectancies are
 #define NCOVMAX 8 /* Maximum number of covariates */    computed from the time spent in each health state according to a
 #define MAXN 20000    model. More health states you consider, more time is necessary to reach the
 #define YEARM 12. /* Number of months per year */    Maximum Likelihood of the parameters involved in the model.  The
 #define AGESUP 130    simplest model is the multinomial logistic model where pij is the
 #define AGEBASE 40    probability to be observed in state j at the second wave
     conditional to be observed in state i at the first wave. Therefore
     the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
 int nvar;    'age' is age and 'sex' is a covariate. If you want to have a more
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;    complex model than "constant and age", you should modify the program
 int npar=NPARMAX;    where the markup *Covariates have to be included here again* invites
 int nlstate=2; /* Number of live states */    you to do it.  More covariates you add, slower the
 int ndeath=1; /* Number of dead states */    convergence.
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */  
     The advantage of this computer programme, compared to a simple
 int *wav; /* Number of waves for this individuual 0 is possible */    multinomial logistic model, is clear when the delay between waves is not
 int maxwav; /* Maxim number of waves */    identical for each individual. Also, if a individual missed an
 int jmin, jmax; /* min, max spacing between 2 waves */    intermediate interview, the information is lost, but taken into
 int mle, weightopt;    account using an interpolation or extrapolation.  
 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 */    hPijx is the probability to be observed in state i at age x+h
 double jmean; /* Mean space between 2 waves */    conditional to the observed state i at age x. The delay 'h' can be
 double **oldm, **newm, **savm; /* Working pointers to matrices */    split into an exact number (nh*stepm) of unobserved intermediate
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    states. This elementary transition (by month, quarter,
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;    semester or year) is modelled as a multinomial logistic.  The hPx
 FILE *ficgp, *fichtm;    matrix is simply the matrix product of nh*stepm elementary matrices
 FILE *ficreseij;    and the contribution of each individual to the likelihood is simply
   char filerese[FILENAMELENGTH];    hPijx.
  FILE  *ficresvij;  
   char fileresv[FILENAMELENGTH];    Also this programme outputs the covariance matrix of the parameters but also
  FILE  *ficresvpl;    of the life expectancies. It also computes the stable prevalence. 
   char fileresvpl[FILENAMELENGTH];    
     Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
 #define NR_END 1             Institut national d'études démographiques, Paris.
 #define FREE_ARG char*    This software have been partly granted by Euro-REVES, a concerted action
 #define FTOL 1.0e-10    from the European Union.
     It is copyrighted identically to a GNU software product, ie programme and
 #define NRANSI    software can be distributed freely for non commercial use. Latest version
 #define ITMAX 200    can be accessed at http://euroreves.ined.fr/imach .
   
 #define TOL 2.0e-4    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
     or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
 #define CGOLD 0.3819660    
 #define ZEPS 1.0e-10    **********************************************************************/
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);  /*
     main
 #define GOLD 1.618034    read parameterfile
 #define GLIMIT 100.0    read datafile
 #define TINY 1.0e-20    concatwav
     freqsummary
 static double maxarg1,maxarg2;    if (mle >= 1)
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))      mlikeli
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))    print results files
      if mle==1 
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))       computes hessian
 #define rint(a) floor(a+0.5)    read end of parameter file: agemin, agemax, bage, fage, estepm
         begin-prev-date,...
 static double sqrarg;    open gnuplot file
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)    open html file
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}    stable prevalence
      for age prevalim()
 int imx;    h Pij x
 int stepm;    variance of p varprob
 /* Stepm, step in month: minimum step interpolation*/    forecasting if prevfcast==1 prevforecast call prevalence()
     health expectancies
 int m,nb;    Variance-covariance of DFLE
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;    prevalence()
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;     movingaverage()
 double **pmmij;    varevsij() 
     if popbased==1 varevsij(,popbased)
 double *weight;    total life expectancies
 int **s; /* Status */    Variance of stable prevalence
 double *agedc, **covar, idx;   end
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;  */
   
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */  
 double ftolhess; /* Tolerance for computing hessian */  
    
 /**************** split *************************/  #include <math.h>
 static  int split( char *path, char *dirc, char *name )  #include <stdio.h>
 {  #include <stdlib.h>
    char *s;                             /* pointer */  #include <unistd.h>
    int  l1, l2;                         /* length counters */  
   #include <sys/time.h>
    l1 = strlen( path );                 /* length of path */  #include <time.h>
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );  #include "timeval.h"
    s = strrchr( path, '\\' );           /* find last / */  
    if ( s == NULL ) {                   /* no directory, so use current */  #define MAXLINE 256
 #if     defined(__bsd__)                /* get current working directory */  #define GNUPLOTPROGRAM "gnuplot"
       extern char       *getwd( );  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
   #define FILENAMELENGTH 132
       if ( getwd( dirc ) == NULL ) {  /*#define DEBUG*/
 #else  /*#define windows*/
       extern char       *getcwd( );  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
   #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {  
 #endif  #define MAXPARM 30 /* Maximum number of parameters for the optimization */
          return( GLOCK_ERROR_GETCWD );  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
       }  
       strcpy( name, path );             /* we've got it */  #define NINTERVMAX 8
    } else {                             /* strip direcotry from path */  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
       s++;                              /* after this, the filename */  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
       l2 = strlen( s );                 /* length of filename */  #define NCOVMAX 8 /* Maximum number of covariates */
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );  #define MAXN 20000
       strcpy( name, s );                /* save file name */  #define YEARM 12. /* Number of months per year */
       strncpy( dirc, path, l1 - l2 );   /* now the directory */  #define AGESUP 130
       dirc[l1-l2] = 0;                  /* add zero */  #define AGEBASE 40
    }  #ifdef unix
    l1 = strlen( dirc );                 /* length of directory */  #define DIRSEPARATOR '/'
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  #define ODIRSEPARATOR '\\'
    return( 0 );                         /* we're done */  #else
 }  #define DIRSEPARATOR '\\'
   #define ODIRSEPARATOR '/'
   #endif
 /******************************************/  
   /* $Id$ */
 void replace(char *s, char*t)  /* $State$ */
 {  
   int i;  char version[]="Imach version 0.96a, June 2003, INED-EUROREVES ";
   int lg=20;  char fullversion[]="$Revision$ $Date$"; 
   i=0;  int erreur; /* Error number */
   lg=strlen(t);  int nvar;
   for(i=0; i<= lg; i++) {  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
     (s[i] = t[i]);  int npar=NPARMAX;
     if (t[i]== '\\') s[i]='/';  int nlstate=2; /* Number of live states */
   }  int ndeath=1; /* Number of dead states */
 }  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
   int popbased=0;
 int nbocc(char *s, char occ)  
 {  int *wav; /* Number of waves for this individuual 0 is possible */
   int i,j=0;  int maxwav; /* Maxim number of waves */
   int lg=20;  int jmin, jmax; /* min, max spacing between 2 waves */
   i=0;  int gipmx, gsw; /* Global variables on the number of contributions 
   lg=strlen(s);                     to the likelihood and the sum of weights (done by funcone)*/
   for(i=0; i<= lg; i++) {  int mle, weightopt;
   if  (s[i] == occ ) j++;  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
   }  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
   return j;  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
 }             * wave mi and wave mi+1 is not an exact multiple of stepm. */
   double jmean; /* Mean space between 2 waves */
 void cutv(char *u,char *v, char*t, char occ)  double **oldm, **newm, **savm; /* Working pointers to matrices */
 {  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
   int i,lg,j,p=0;  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
   i=0;  FILE *ficlog, *ficrespow;
   for(j=0; j<=strlen(t)-1; j++) {  int globpr; /* Global variable for printing or not */
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;  double fretone; /* Only one call to likelihood */
   }  long ipmx; /* Number of contributions */
   double sw; /* Sum of weights */
   lg=strlen(t);  char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
   for(j=0; j<p; j++) {  FILE *ficresilk;
     (u[j] = t[j]);  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
   }  FILE *ficresprobmorprev;
      u[p]='\0';  FILE *fichtm; /* Html File */
   FILE *ficreseij;
    for(j=0; j<= lg; j++) {  char filerese[FILENAMELENGTH];
     if (j>=(p+1))(v[j-p-1] = t[j]);  FILE  *ficresvij;
   }  char fileresv[FILENAMELENGTH];
 }  FILE  *ficresvpl;
   char fileresvpl[FILENAMELENGTH];
 /********************** nrerror ********************/  char title[MAXLINE];
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
 void nrerror(char error_text[])  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
 {  char tmpout[FILENAMELENGTH]; 
   fprintf(stderr,"ERREUR ...\n");  char command[FILENAMELENGTH];
   fprintf(stderr,"%s\n",error_text);  int  outcmd=0;
   exit(1);  
 }  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
 /*********************** vector *******************/  char lfileres[FILENAMELENGTH];
 double *vector(int nl, int nh)  char filelog[FILENAMELENGTH]; /* Log file */
 {  char filerest[FILENAMELENGTH];
   double *v;  char fileregp[FILENAMELENGTH];
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  char popfile[FILENAMELENGTH];
   if (!v) nrerror("allocation failure in vector");  
   return v-nl+NR_END;  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];
 }  
   #define NR_END 1
 /************************ free vector ******************/  #define FREE_ARG char*
 void free_vector(double*v, int nl, int nh)  #define FTOL 1.0e-10
 {  
   free((FREE_ARG)(v+nl-NR_END));  #define NRANSI 
 }  #define ITMAX 200 
   
 /************************ivector *******************************/  #define TOL 2.0e-4 
 int *ivector(long nl,long nh)  
 {  #define CGOLD 0.3819660 
   int *v;  #define ZEPS 1.0e-10 
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
   if (!v) nrerror("allocation failure in ivector");  
   return v-nl+NR_END;  #define GOLD 1.618034 
 }  #define GLIMIT 100.0 
   #define TINY 1.0e-20 
 /******************free ivector **************************/  
 void free_ivector(int *v, long nl, long nh)  static double maxarg1,maxarg2;
 {  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
   free((FREE_ARG)(v+nl-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))
 /******************* imatrix *******************************/  #define rint(a) floor(a+0.5)
 int **imatrix(long nrl, long nrh, long ncl, long nch)  
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */  static double sqrarg;
 {  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
   int **m;  
    int imx; 
   /* allocate pointers to rows */  int stepm;
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  /* Stepm, step in month: minimum step interpolation*/
   if (!m) nrerror("allocation failure 1 in matrix()");  
   m += NR_END;  int estepm;
   m -= nrl;  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
    
    int m,nb;
   /* allocate rows and set pointers to them */  long *num;
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
   m[nrl] += NR_END;  double **pmmij, ***probs;
   m[nrl] -= ncl;  double dateintmean=0;
    
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  double *weight;
    int **s; /* Status */
   /* return pointer to array of pointers to rows */  double *agedc, **covar, idx;
   return m;  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
 }  
   double ftol=FTOL; /* Tolerance for computing Max Likelihood */
 /****************** free_imatrix *************************/  double ftolhess; /* Tolerance for computing hessian */
 void free_imatrix(m,nrl,nrh,ncl,nch)  
       int **m;  /**************** split *************************/
       long nch,ncl,nrh,nrl;  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
      /* free an int matrix allocated by imatrix() */  {
 {    char  *ss;                            /* pointer */
   free((FREE_ARG) (m[nrl]+ncl-NR_END));    int   l1, l2;                         /* length counters */
   free((FREE_ARG) (m+nrl-NR_END));  
 }    l1 = strlen(path );                   /* length of path */
     if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
 /******************* matrix *******************************/    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
 double **matrix(long nrl, long nrh, long ncl, long nch)    if ( ss == NULL ) {                   /* no directory, so use current */
 {      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
   double **m;      /* get current working directory */
       /*    extern  char* getcwd ( char *buf , int len);*/
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
   if (!m) nrerror("allocation failure 1 in matrix()");        return( GLOCK_ERROR_GETCWD );
   m += NR_END;      }
   m -= nrl;      strcpy( name, path );               /* we've got it */
     } else {                              /* strip direcotry from path */
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));      ss++;                               /* after this, the filename */
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");      l2 = strlen( ss );                  /* length of filename */
   m[nrl] += NR_END;      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
   m[nrl] -= ncl;      strcpy( name, ss );         /* save file name */
       strncpy( dirc, path, l1 - l2 );     /* now the directory */
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;      dirc[l1-l2] = 0;                    /* add zero */
   return m;    }
 }    l1 = strlen( dirc );                  /* length of directory */
     /*#ifdef windows
 /*************************free matrix ************************/    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)  #else
 {    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  #endif
   free((FREE_ARG)(m+nrl-NR_END));    */
 }    ss = strrchr( name, '.' );            /* find last / */
     ss++;
 /******************* ma3x *******************************/    strcpy(ext,ss);                       /* save extension */
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)    l1= strlen( name);
 {    l2= strlen(ss)+1;
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;    strncpy( finame, name, l1-l2);
   double ***m;    finame[l1-l2]= 0;
     return( 0 );                          /* we're done */
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  }
   if (!m) nrerror("allocation failure 1 in matrix()");  
   m += NR_END;  
   m -= nrl;  /******************************************/
   
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  void replace_back_to_slash(char *s, char*t)
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  {
   m[nrl] += NR_END;    int i;
   m[nrl] -= ncl;    int lg=0;
     i=0;
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    lg=strlen(t);
     for(i=0; i<= lg; i++) {
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));      (s[i] = t[i]);
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");      if (t[i]== '\\') s[i]='/';
   m[nrl][ncl] += NR_END;    }
   m[nrl][ncl] -= nll;  }
   for (j=ncl+1; j<=nch; j++)  
     m[nrl][j]=m[nrl][j-1]+nlay;  int nbocc(char *s, char occ)
    {
   for (i=nrl+1; i<=nrh; i++) {    int i,j=0;
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;    int lg=20;
     for (j=ncl+1; j<=nch; j++)    i=0;
       m[i][j]=m[i][j-1]+nlay;    lg=strlen(s);
   }    for(i=0; i<= lg; i++) {
   return m;    if  (s[i] == occ ) j++;
 }    }
     return j;
 /*************************free ma3x ************************/  }
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)  
 {  void cutv(char *u,char *v, char*t, char occ)
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));  {
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    /* cuts string t into u and v where u is ended by char occ excluding it
   free((FREE_ARG)(m+nrl-NR_END));       and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
 }       gives u="abcedf" and v="ghi2j" */
     int i,lg,j,p=0;
 /***************** f1dim *************************/    i=0;
 extern int ncom;    for(j=0; j<=strlen(t)-1; j++) {
 extern double *pcom,*xicom;      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
 extern double (*nrfunc)(double []);    }
    
 double f1dim(double x)    lg=strlen(t);
 {    for(j=0; j<p; j++) {
   int j;      (u[j] = t[j]);
   double f;    }
   double *xt;       u[p]='\0';
    
   xt=vector(1,ncom);     for(j=0; j<= lg; j++) {
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];      if (j>=(p+1))(v[j-p-1] = t[j]);
   f=(*nrfunc)(xt);    }
   free_vector(xt,1,ncom);  }
   return f;  
 }  /********************** nrerror ********************/
   
 /*****************brent *************************/  void nrerror(char error_text[])
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)  {
 {    fprintf(stderr,"ERREUR ...\n");
   int iter;    fprintf(stderr,"%s\n",error_text);
   double a,b,d,etemp;    exit(EXIT_FAILURE);
   double fu,fv,fw,fx;  }
   double ftemp;  /*********************** vector *******************/
   double p,q,r,tol1,tol2,u,v,w,x,xm;  double *vector(int nl, int nh)
   double e=0.0;  {
      double *v;
   a=(ax < cx ? ax : cx);    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
   b=(ax > cx ? ax : cx);    if (!v) nrerror("allocation failure in vector");
   x=w=v=bx;    return v-nl+NR_END;
   fw=fv=fx=(*f)(x);  }
   for (iter=1;iter<=ITMAX;iter++) {  
     xm=0.5*(a+b);  /************************ free vector ******************/
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);  void free_vector(double*v, int nl, int nh)
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/  {
     printf(".");fflush(stdout);    free((FREE_ARG)(v+nl-NR_END));
 #ifdef DEBUG  }
     printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);  
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */  /************************ivector *******************************/
 #endif  int *ivector(long nl,long nh)
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){  {
       *xmin=x;    int *v;
       return fx;    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
     }    if (!v) nrerror("allocation failure in ivector");
     ftemp=fu;    return v-nl+NR_END;
     if (fabs(e) > tol1) {  }
       r=(x-w)*(fx-fv);  
       q=(x-v)*(fx-fw);  /******************free ivector **************************/
       p=(x-v)*q-(x-w)*r;  void free_ivector(int *v, long nl, long nh)
       q=2.0*(q-r);  {
       if (q > 0.0) p = -p;    free((FREE_ARG)(v+nl-NR_END));
       q=fabs(q);  }
       etemp=e;  
       e=d;  /************************lvector *******************************/
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))  long *lvector(long nl,long nh)
         d=CGOLD*(e=(x >= xm ? a-x : b-x));  {
       else {    long *v;
         d=p/q;    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
         u=x+d;    if (!v) nrerror("allocation failure in ivector");
         if (u-a < tol2 || b-u < tol2)    return v-nl+NR_END;
           d=SIGN(tol1,xm-x);  }
       }  
     } else {  /******************free lvector **************************/
       d=CGOLD*(e=(x >= xm ? a-x : b-x));  void free_lvector(long *v, long nl, long nh)
     }  {
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));    free((FREE_ARG)(v+nl-NR_END));
     fu=(*f)(u);  }
     if (fu <= fx) {  
       if (u >= x) a=x; else b=x;  /******************* imatrix *******************************/
       SHFT(v,w,x,u)  int **imatrix(long nrl, long nrh, long ncl, long nch) 
         SHFT(fv,fw,fx,fu)       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
         } else {  { 
           if (u < x) a=u; else b=u;    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
           if (fu <= fw || w == x) {    int **m; 
             v=w;    
             w=u;    /* allocate pointers to rows */ 
             fv=fw;    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
             fw=fu;    if (!m) nrerror("allocation failure 1 in matrix()"); 
           } else if (fu <= fv || v == x || v == w) {    m += NR_END; 
             v=u;    m -= nrl; 
             fv=fu;    
           }    
         }    /* allocate rows and set pointers to them */ 
   }    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
   nrerror("Too many iterations in brent");    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
   *xmin=x;    m[nrl] += NR_END; 
   return fx;    m[nrl] -= ncl; 
 }    
     for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
 /****************** mnbrak ***********************/    
     /* return pointer to array of pointers to rows */ 
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,    return m; 
             double (*func)(double))  } 
 {  
   double ulim,u,r,q, dum;  /****************** free_imatrix *************************/
   double fu;  void free_imatrix(m,nrl,nrh,ncl,nch)
          int **m;
   *fa=(*func)(*ax);        long nch,ncl,nrh,nrl; 
   *fb=(*func)(*bx);       /* free an int matrix allocated by imatrix() */ 
   if (*fb > *fa) {  { 
     SHFT(dum,*ax,*bx,dum)    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
       SHFT(dum,*fb,*fa,dum)    free((FREE_ARG) (m+nrl-NR_END)); 
       }  } 
   *cx=(*bx)+GOLD*(*bx-*ax);  
   *fc=(*func)(*cx);  /******************* matrix *******************************/
   while (*fb > *fc) {  double **matrix(long nrl, long nrh, long ncl, long nch)
     r=(*bx-*ax)*(*fb-*fc);  {
     q=(*bx-*cx)*(*fb-*fa);    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/    double **m;
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));  
     ulim=(*bx)+GLIMIT*(*cx-*bx);    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
     if ((*bx-u)*(u-*cx) > 0.0) {    if (!m) nrerror("allocation failure 1 in matrix()");
       fu=(*func)(u);    m += NR_END;
     } else if ((*cx-u)*(u-ulim) > 0.0) {    m -= nrl;
       fu=(*func)(u);  
       if (fu < *fc) {    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
           SHFT(*fb,*fc,fu,(*func)(u))    m[nrl] += NR_END;
           }    m[nrl] -= ncl;
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {  
       u=ulim;    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
       fu=(*func)(u);    return m;
     } else {    /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
       u=(*cx)+GOLD*(*cx-*bx);     */
       fu=(*func)(u);  }
     }  
     SHFT(*ax,*bx,*cx,u)  /*************************free matrix ************************/
       SHFT(*fa,*fb,*fc,fu)  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
       }  {
 }    free((FREE_ARG)(m[nrl]+ncl-NR_END));
     free((FREE_ARG)(m+nrl-NR_END));
 /*************** linmin ************************/  }
   
 int ncom;  /******************* ma3x *******************************/
 double *pcom,*xicom;  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
 double (*nrfunc)(double []);  {
      long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))    double ***m;
 {  
   double brent(double ax, double bx, double cx,    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
                double (*f)(double), double tol, double *xmin);    if (!m) nrerror("allocation failure 1 in matrix()");
   double f1dim(double x);    m += NR_END;
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,    m -= nrl;
               double *fc, double (*func)(double));  
   int j;    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   double xx,xmin,bx,ax;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   double fx,fb,fa;    m[nrl] += NR_END;
      m[nrl] -= ncl;
   ncom=n;  
   pcom=vector(1,n);    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
   xicom=vector(1,n);  
   nrfunc=func;    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
   for (j=1;j<=n;j++) {    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
     pcom[j]=p[j];    m[nrl][ncl] += NR_END;
     xicom[j]=xi[j];    m[nrl][ncl] -= nll;
   }    for (j=ncl+1; j<=nch; j++) 
   ax=0.0;      m[nrl][j]=m[nrl][j-1]+nlay;
   xx=1.0;    
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);    for (i=nrl+1; i<=nrh; i++) {
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
 #ifdef DEBUG      for (j=ncl+1; j<=nch; j++) 
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);        m[i][j]=m[i][j-1]+nlay;
 #endif    }
   for (j=1;j<=n;j++) {    return m; 
     xi[j] *= xmin;    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
     p[j] += xi[j];             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
   }    */
   free_vector(xicom,1,n);  }
   free_vector(pcom,1,n);  
 }  /*************************free ma3x ************************/
   void free_ma3x(double ***m, 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,    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
             double (*func)(double []))    free((FREE_ARG)(m[nrl]+ncl-NR_END));
 {    free((FREE_ARG)(m+nrl-NR_END));
   void linmin(double p[], double xi[], int n, double *fret,  }
               double (*func)(double []));  
   int i,ibig,j;  /***************** f1dim *************************/
   double del,t,*pt,*ptt,*xit;  extern int ncom; 
   double fp,fptt;  extern double *pcom,*xicom;
   double *xits;  extern double (*nrfunc)(double []); 
   pt=vector(1,n);   
   ptt=vector(1,n);  double f1dim(double x) 
   xit=vector(1,n);  { 
   xits=vector(1,n);    int j; 
   *fret=(*func)(p);    double f;
   for (j=1;j<=n;j++) pt[j]=p[j];    double *xt; 
   for (*iter=1;;++(*iter)) {   
     fp=(*fret);    xt=vector(1,ncom); 
     ibig=0;    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
     del=0.0;    f=(*nrfunc)(xt); 
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);    free_vector(xt,1,ncom); 
     for (i=1;i<=n;i++)    return f; 
       printf(" %d %.12f",i, p[i]);  } 
     printf("\n");  
     for (i=1;i<=n;i++) {  /*****************brent *************************/
       for (j=1;j<=n;j++) xit[j]=xi[j][i];  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
       fptt=(*fret);  { 
 #ifdef DEBUG    int iter; 
       printf("fret=%lf \n",*fret);    double a,b,d,etemp;
 #endif    double fu,fv,fw,fx;
       printf("%d",i);fflush(stdout);    double ftemp;
       linmin(p,xit,n,fret,func);    double p,q,r,tol1,tol2,u,v,w,x,xm; 
       if (fabs(fptt-(*fret)) > del) {    double e=0.0; 
         del=fabs(fptt-(*fret));   
         ibig=i;    a=(ax < cx ? ax : cx); 
       }    b=(ax > cx ? ax : cx); 
 #ifdef DEBUG    x=w=v=bx; 
       printf("%d %.12e",i,(*fret));    fw=fv=fx=(*f)(x); 
       for (j=1;j<=n;j++) {    for (iter=1;iter<=ITMAX;iter++) { 
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);      xm=0.5*(a+b); 
         printf(" x(%d)=%.12e",j,xit[j]);      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
       }      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
       for(j=1;j<=n;j++)      printf(".");fflush(stdout);
         printf(" p=%.12e",p[j]);      fprintf(ficlog,".");fflush(ficlog);
       printf("\n");  #ifdef DEBUG
 #endif      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);
     }      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 (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
 #ifdef DEBUG  #endif
       int k[2],l;      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
       k[0]=1;        *xmin=x; 
       k[1]=-1;        return fx; 
       printf("Max: %.12e",(*func)(p));      } 
       for (j=1;j<=n;j++)      ftemp=fu;
         printf(" %.12e",p[j]);      if (fabs(e) > tol1) { 
       printf("\n");        r=(x-w)*(fx-fv); 
       for(l=0;l<=1;l++) {        q=(x-v)*(fx-fw); 
         for (j=1;j<=n;j++) {        p=(x-v)*q-(x-w)*r; 
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];        q=2.0*(q-r); 
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);        if (q > 0.0) p = -p; 
         }        q=fabs(q); 
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));        etemp=e; 
       }        e=d; 
 #endif        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)); 
         else { 
       free_vector(xit,1,n);          d=p/q; 
       free_vector(xits,1,n);          u=x+d; 
       free_vector(ptt,1,n);          if (u-a < tol2 || b-u < tol2) 
       free_vector(pt,1,n);            d=SIGN(tol1,xm-x); 
       return;        } 
     }      } else { 
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
     for (j=1;j<=n;j++) {      } 
       ptt[j]=2.0*p[j]-pt[j];      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
       xit[j]=p[j]-pt[j];      fu=(*f)(u); 
       pt[j]=p[j];      if (fu <= fx) { 
     }        if (u >= x) a=x; else b=x; 
     fptt=(*func)(ptt);        SHFT(v,w,x,u) 
     if (fptt < fp) {          SHFT(fv,fw,fx,fu) 
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);          } else { 
       if (t < 0.0) {            if (u < x) a=u; else b=u; 
         linmin(p,xit,n,fret,func);            if (fu <= fw || w == x) { 
         for (j=1;j<=n;j++) {              v=w; 
           xi[j][ibig]=xi[j][n];              w=u; 
           xi[j][n]=xit[j];              fv=fw; 
         }              fw=fu; 
 #ifdef DEBUG            } else if (fu <= fv || v == x || v == w) { 
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);              v=u; 
         for(j=1;j<=n;j++)              fv=fu; 
           printf(" %.12e",xit[j]);            } 
         printf("\n");          } 
 #endif    } 
       }    nrerror("Too many iterations in brent"); 
     }    *xmin=x; 
   }    return fx; 
 }  } 
   
 /**** Prevalence limit ****************/  /****************** mnbrak ***********************/
   
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
 {              double (*func)(double)) 
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit  { 
      matrix by transitions matrix until convergence is reached */    double ulim,u,r,q, dum;
     double fu; 
   int i, ii,j,k;   
   double min, max, maxmin, maxmax,sumnew=0.;    *fa=(*func)(*ax); 
   double **matprod2();    *fb=(*func)(*bx); 
   double **out, cov[NCOVMAX], **pmij();    if (*fb > *fa) { 
   double **newm;      SHFT(dum,*ax,*bx,dum) 
   double agefin, delaymax=50 ; /* Max number of years to converge */        SHFT(dum,*fb,*fa,dum) 
         } 
   for (ii=1;ii<=nlstate+ndeath;ii++)    *cx=(*bx)+GOLD*(*bx-*ax); 
     for (j=1;j<=nlstate+ndeath;j++){    *fc=(*func)(*cx); 
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);    while (*fb > *fc) { 
     }      r=(*bx-*ax)*(*fb-*fc); 
       q=(*bx-*cx)*(*fb-*fa); 
    cov[1]=1.;      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
          (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */      ulim=(*bx)+GLIMIT*(*cx-*bx); 
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){      if ((*bx-u)*(u-*cx) > 0.0) { 
     newm=savm;        fu=(*func)(u); 
     /* Covariates have to be included here again */      } else if ((*cx-u)*(u-ulim) > 0.0) { 
      cov[2]=agefin;        fu=(*func)(u); 
          if (fu < *fc) { 
       for (k=1; k<=cptcovn;k++) {          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];            SHFT(*fb,*fc,fu,(*func)(u)) 
         /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/            } 
       }      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
       for (k=1; k<=cptcovage;k++)        u=ulim; 
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];        fu=(*func)(u); 
       for (k=1; k<=cptcovprod;k++)      } else { 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];        u=(*cx)+GOLD*(*cx-*bx); 
         fu=(*func)(u); 
       /*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]);*/      SHFT(*ax,*bx,*cx,u) 
         SHFT(*fa,*fb,*fc,fu) 
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);        } 
   } 
     savm=oldm;  
     oldm=newm;  /*************** linmin ************************/
     maxmax=0.;  
     for(j=1;j<=nlstate;j++){  int ncom; 
       min=1.;  double *pcom,*xicom;
       max=0.;  double (*nrfunc)(double []); 
       for(i=1; i<=nlstate; i++) {   
         sumnew=0;  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];  { 
         prlim[i][j]= newm[i][j]/(1-sumnew);    double brent(double ax, double bx, double cx, 
         max=FMAX(max,prlim[i][j]);                 double (*f)(double), double tol, double *xmin); 
         min=FMIN(min,prlim[i][j]);    double f1dim(double x); 
       }    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
       maxmin=max-min;                double *fc, double (*func)(double)); 
       maxmax=FMAX(maxmax,maxmin);    int j; 
     }    double xx,xmin,bx,ax; 
     if(maxmax < ftolpl){    double fx,fb,fa;
       return prlim;   
     }    ncom=n; 
   }    pcom=vector(1,n); 
 }    xicom=vector(1,n); 
     nrfunc=func; 
 /*************** transition probabilities **********/    for (j=1;j<=n;j++) { 
       pcom[j]=p[j]; 
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )      xicom[j]=xi[j]; 
 {    } 
   double s1, s2;    ax=0.0; 
   /*double t34;*/    xx=1.0; 
   int i,j,j1, nc, ii, jj;    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
     *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
     for(i=1; i<= nlstate; i++){  #ifdef DEBUG
     for(j=1; j<i;j++){    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
         /*s2 += param[i][j][nc]*cov[nc];*/  #endif
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    for (j=1;j<=n;j++) { 
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/      xi[j] *= xmin; 
       }      p[j] += xi[j]; 
       ps[i][j]=s2;    } 
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/    free_vector(xicom,1,n); 
     }    free_vector(pcom,1,n); 
     for(j=i+1; j<=nlstate+ndeath;j++){  } 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){  
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];  /*************** powell ************************/
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
       }              double (*func)(double [])) 
       ps[i][j]=s2;  { 
     }    void linmin(double p[], double xi[], int n, double *fret, 
   }                double (*func)(double [])); 
   for(i=1; i<= nlstate; i++){    int i,ibig,j; 
      s1=0;    double del,t,*pt,*ptt,*xit;
     for(j=1; j<i; j++)    double fp,fptt;
       s1+=exp(ps[i][j]);    double *xits;
     for(j=i+1; j<=nlstate+ndeath; j++)    pt=vector(1,n); 
       s1+=exp(ps[i][j]);    ptt=vector(1,n); 
     ps[i][i]=1./(s1+1.);    xit=vector(1,n); 
     for(j=1; j<i; j++)    xits=vector(1,n); 
       ps[i][j]= exp(ps[i][j])*ps[i][i];    *fret=(*func)(p); 
     for(j=i+1; j<=nlstate+ndeath; j++)    for (j=1;j<=n;j++) pt[j]=p[j]; 
       ps[i][j]= exp(ps[i][j])*ps[i][i];    for (*iter=1;;++(*iter)) { 
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */      fp=(*fret); 
   } /* end i */      ibig=0; 
       del=0.0; 
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){      printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
     for(jj=1; jj<= nlstate+ndeath; jj++){      fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
       ps[ii][jj]=0;      fprintf(ficrespow,"%d %.12f",*iter,*fret);
       ps[ii][ii]=1;      for (i=1;i<=n;i++) {
     }        printf(" %d %.12f",i, p[i]);
   }        fprintf(ficlog," %d %.12lf",i, p[i]);
         fprintf(ficrespow," %.12lf", p[i]);
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){      }
     for(jj=1; jj<= nlstate+ndeath; jj++){      printf("\n");
      printf("%lf ",ps[ii][jj]);      fprintf(ficlog,"\n");
    }      fprintf(ficrespow,"\n");
     printf("\n ");      for (i=1;i<=n;i++) { 
     }        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
     printf("\n ");printf("%lf ",cov[2]);*/        fptt=(*fret); 
 /*  #ifdef DEBUG
   for(i=1; i<= npar; i++) printf("%f ",x[i]);        printf("fret=%lf \n",*fret);
   goto end;*/        fprintf(ficlog,"fret=%lf \n",*fret);
     return ps;  #endif
 }        printf("%d",i);fflush(stdout);
         fprintf(ficlog,"%d",i);fflush(ficlog);
 /**************** Product of 2 matrices ******************/        linmin(p,xit,n,fret,func); 
         if (fabs(fptt-(*fret)) > del) { 
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)          del=fabs(fptt-(*fret)); 
 {          ibig=i; 
   /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times        } 
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */  #ifdef DEBUG
   /* in, b, out are matrice of pointers which should have been initialized        printf("%d %.12e",i,(*fret));
      before: only the contents of out is modified. The function returns        fprintf(ficlog,"%d %.12e",i,(*fret));
      a pointer to pointers identical to out */        for (j=1;j<=n;j++) {
   long i, j, k;          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
   for(i=nrl; i<= nrh; i++)          printf(" x(%d)=%.12e",j,xit[j]);
     for(k=ncolol; k<=ncoloh; k++)          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
       for(j=ncl,out[i][k]=0.; j<=nch; j++)        }
         out[i][k] +=in[i][j]*b[j][k];        for(j=1;j<=n;j++) {
           printf(" p=%.12e",p[j]);
   return out;          fprintf(ficlog," p=%.12e",p[j]);
 }        }
         printf("\n");
         fprintf(ficlog,"\n");
 /************* Higher Matrix Product ***************/  #endif
       } 
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
 {  #ifdef DEBUG
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month        int k[2],l;
      duration (i.e. until        k[0]=1;
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.        k[1]=-1;
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step        printf("Max: %.12e",(*func)(p));
      (typically every 2 years instead of every month which is too big).        fprintf(ficlog,"Max: %.12e",(*func)(p));
      Model is determined by parameters x and covariates have to be        for (j=1;j<=n;j++) {
      included manually here.          printf(" %.12e",p[j]);
           fprintf(ficlog," %.12e",p[j]);
      */        }
         printf("\n");
   int i, j, d, h, k;        fprintf(ficlog,"\n");
   double **out, cov[NCOVMAX];        for(l=0;l<=1;l++) {
   double **newm;          for (j=1;j<=n;j++) {
             ptt[j]=p[j]+(p[j]-pt[j])*k[l];
   /* Hstepm could be zero and should return the unit matrix */            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
   for (i=1;i<=nlstate+ndeath;i++)            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
     for (j=1;j<=nlstate+ndeath;j++){          }
       oldm[i][j]=(i==j ? 1.0 : 0.0);          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
       po[i][j][0]=(i==j ? 1.0 : 0.0);          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
     }        }
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */  #endif
   for(h=1; h <=nhstepm; h++){  
     for(d=1; d <=hstepm; d++){  
       newm=savm;        free_vector(xit,1,n); 
       /* Covariates have to be included here again */        free_vector(xits,1,n); 
       cov[1]=1.;        free_vector(ptt,1,n); 
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;        free_vector(pt,1,n); 
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];        return; 
 for (k=1; k<=cptcovage;k++)      } 
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
    for (k=1; k<=cptcovprod;k++)      for (j=1;j<=n;j++) { 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];        ptt[j]=2.0*p[j]-pt[j]; 
         xit[j]=p[j]-pt[j]; 
         pt[j]=p[j]; 
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/      } 
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/      fptt=(*func)(ptt); 
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,      if (fptt < fp) { 
                    pmij(pmmij,cov,ncovmodel,x,nlstate));        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
       savm=oldm;        if (t < 0.0) { 
       oldm=newm;          linmin(p,xit,n,fret,func); 
     }          for (j=1;j<=n;j++) { 
     for(i=1; i<=nlstate+ndeath; i++)            xi[j][ibig]=xi[j][n]; 
       for(j=1;j<=nlstate+ndeath;j++) {            xi[j][n]=xit[j]; 
         po[i][j][h]=newm[i][j];          }
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);  #ifdef DEBUG
          */          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
       }          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   } /* end h */          for(j=1;j<=n;j++){
   return po;            printf(" %.12e",xit[j]);
 }            fprintf(ficlog," %.12e",xit[j]);
           }
           printf("\n");
 /*************** log-likelihood *************/          fprintf(ficlog,"\n");
 double func( double *x)  #endif
 {        }
   int i, ii, j, k, mi, d, kk;      } 
   double l, ll[NLSTATEMAX], cov[NCOVMAX];    } 
   double **out;  } 
   double sw; /* Sum of weights */  
   double lli; /* Individual log likelihood */  /**** Prevalence limit (stable prevalence)  ****************/
   long ipmx;  
   /*extern weight */  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
   /* We are differentiating ll according to initial status */  {
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
   /*for(i=1;i<imx;i++)       matrix by transitions matrix until convergence is reached */
     printf(" %d\n",s[4][i]);  
   */    int i, ii,j,k;
   cov[1]=1.;    double min, max, maxmin, maxmax,sumnew=0.;
     double **matprod2();
   for(k=1; k<=nlstate; k++) ll[k]=0.;    double **out, cov[NCOVMAX], **pmij();
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){    double **newm;
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];    double agefin, delaymax=50 ; /* Max number of years to converge */
     for(mi=1; mi<= wav[i]-1; mi++){  
       for (ii=1;ii<=nlstate+ndeath;ii++)    for (ii=1;ii<=nlstate+ndeath;ii++)
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);      for (j=1;j<=nlstate+ndeath;j++){
       for(d=0; d<dh[mi][i]; d++){        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
         newm=savm;      }
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;  
         for (kk=1; kk<=cptcovage;kk++) {     cov[1]=1.;
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];   
         }   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
            for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,      newm=savm;
                      1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));      /* Covariates have to be included here again */
         savm=oldm;       cov[2]=agefin;
         oldm=newm;    
                for (k=1; k<=cptcovn;k++) {
                  cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
       } /* end mult */          /*      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]]);*/
              }
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/        for (k=1; k<=cptcovprod;k++)
       ipmx +=1;          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
       sw += weight[i];  
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
     } /* end of wave */        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
   } /* end of individual */        /*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);
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];  
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */      savm=oldm;
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */      oldm=newm;
   return -l;      maxmax=0.;
 }      for(j=1;j<=nlstate;j++){
         min=1.;
         max=0.;
 /*********** Maximum Likelihood Estimation ***************/        for(i=1; i<=nlstate; i++) {
           sumnew=0;
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
 {          prlim[i][j]= newm[i][j]/(1-sumnew);
   int i,j, iter;          max=FMAX(max,prlim[i][j]);
   double **xi,*delti;          min=FMIN(min,prlim[i][j]);
   double fret;        }
   xi=matrix(1,npar,1,npar);        maxmin=max-min;
   for (i=1;i<=npar;i++)        maxmax=FMAX(maxmax,maxmin);
     for (j=1;j<=npar;j++)      }
       xi[i][j]=(i==j ? 1.0 : 0.0);      if(maxmax < ftolpl){
   printf("Powell\n");        return prlim;
   powell(p,xi,npar,ftol,&iter,&fret,func);      }
     }
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));  }
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));  
   /*************** transition probabilities ***************/ 
 }  
   double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
 /**** Computes Hessian and covariance matrix ***/  {
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))    double s1, s2;
 {    /*double t34;*/
   double  **a,**y,*x,pd;    int i,j,j1, nc, ii, jj;
   double **hess;  
   int i, j,jk;      for(i=1; i<= nlstate; i++){
   int *indx;      for(j=1; j<i;j++){
         for (nc=1, s2=0.;nc <=ncovmodel; nc++){
   double hessii(double p[], double delta, int theta, double delti[]);          /*s2 += param[i][j][nc]*cov[nc];*/
   double hessij(double p[], double delti[], int i, int j);          s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
   void lubksb(double **a, int npar, int *indx, double b[]) ;          /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
   void ludcmp(double **a, int npar, int *indx, double *d) ;        }
         ps[i][j]=s2;
         /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
   hess=matrix(1,npar,1,npar);      }
       for(j=i+1; j<=nlstate+ndeath;j++){
   printf("\nCalculation of the hessian matrix. Wait...\n");        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
   for (i=1;i<=npar;i++){          s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
     printf("%d",i);fflush(stdout);          /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
     hess[i][i]=hessii(p,ftolhess,i,delti);        }
     /*printf(" %f ",p[i]);*/        ps[i][j]=s2;
   }      }
     }
   for (i=1;i<=npar;i++) {      /*ps[3][2]=1;*/
     for (j=1;j<=npar;j++)  {  
       if (j>i) {    for(i=1; i<= nlstate; i++){
         printf(".%d%d",i,j);fflush(stdout);       s1=0;
         hess[i][j]=hessij(p,delti,i,j);      for(j=1; j<i; j++)
         hess[j][i]=hess[i][j];        s1+=exp(ps[i][j]);
       }      for(j=i+1; j<=nlstate+ndeath; j++)
     }        s1+=exp(ps[i][j]);
   }      ps[i][i]=1./(s1+1.);
   printf("\n");      for(j=1; j<i; j++)
         ps[i][j]= exp(ps[i][j])*ps[i][i];
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");      for(j=i+1; j<=nlstate+ndeath; j++)
          ps[i][j]= exp(ps[i][j])*ps[i][i];
   a=matrix(1,npar,1,npar);      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
   y=matrix(1,npar,1,npar);    } /* end i */
   x=vector(1,npar);  
   indx=ivector(1,npar);    for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
   for (i=1;i<=npar;i++)      for(jj=1; jj<= nlstate+ndeath; jj++){
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];        ps[ii][jj]=0;
   ludcmp(a,npar,indx,&pd);        ps[ii][ii]=1;
       }
   for (j=1;j<=npar;j++) {    }
     for (i=1;i<=npar;i++) x[i]=0;  
     x[j]=1;  
     lubksb(a,npar,indx,x);    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
     for (i=1;i<=npar;i++){      for(jj=1; jj<= nlstate+ndeath; jj++){
       matcov[i][j]=x[i];       printf("%lf ",ps[ii][jj]);
     }     }
   }      printf("\n ");
       }
   printf("\n#Hessian matrix#\n");      printf("\n ");printf("%lf ",cov[2]);*/
   for (i=1;i<=npar;i++) {  /*
     for (j=1;j<=npar;j++) {    for(i=1; i<= npar; i++) printf("%f ",x[i]);
       printf("%.3e ",hess[i][j]);    goto end;*/
     }      return ps;
     printf("\n");  }
   }  
   /**************** Product of 2 matrices ******************/
   /* Recompute Inverse */  
   for (i=1;i<=npar;i++)  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];  {
   ludcmp(a,npar,indx,&pd);    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
        b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
   /*  printf("\n#Hessian matrix recomputed#\n");    /* in, b, out are matrice of pointers which should have been initialized 
        before: only the contents of out is modified. The function returns
   for (j=1;j<=npar;j++) {       a pointer to pointers identical to out */
     for (i=1;i<=npar;i++) x[i]=0;    long i, j, k;
     x[j]=1;    for(i=nrl; i<= nrh; i++)
     lubksb(a,npar,indx,x);      for(k=ncolol; k<=ncoloh; k++)
     for (i=1;i<=npar;i++){        for(j=ncl,out[i][k]=0.; j<=nch; j++)
       y[i][j]=x[i];          out[i][k] +=in[i][j]*b[j][k];
       printf("%.3e ",y[i][j]);  
     }    return out;
     printf("\n");  }
   }  
   */  
   /************* Higher Matrix Product ***************/
   free_matrix(a,1,npar,1,npar);  
   free_matrix(y,1,npar,1,npar);  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
   free_vector(x,1,npar);  {
   free_ivector(indx,1,npar);    /* Computes the transition matrix starting at age 'age' over 
   free_matrix(hess,1,npar,1,npar);       'nhstepm*hstepm*stepm' months (i.e. until
        age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
        nhstepm*hstepm matrices. 
 }       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
        (typically every 2 years instead of every month which is too big 
 /*************** hessian matrix ****************/       for the memory).
 double hessii( double x[], double delta, int theta, double delti[])       Model is determined by parameters x and covariates have to be 
 {       included manually here. 
   int i;  
   int l=1, lmax=20;       */
   double k1,k2;  
   double p2[NPARMAX+1];    int i, j, d, h, k;
   double res;    double **out, cov[NCOVMAX];
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;    double **newm;
   double fx;  
   int k=0,kmax=10;    /* Hstepm could be zero and should return the unit matrix */
   double l1;    for (i=1;i<=nlstate+ndeath;i++)
       for (j=1;j<=nlstate+ndeath;j++){
   fx=func(x);        oldm[i][j]=(i==j ? 1.0 : 0.0);
   for (i=1;i<=npar;i++) p2[i]=x[i];        po[i][j][0]=(i==j ? 1.0 : 0.0);
   for(l=0 ; l <=lmax; l++){      }
     l1=pow(10,l);    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     delts=delt;    for(h=1; h <=nhstepm; h++){
     for(k=1 ; k <kmax; k=k+1){      for(d=1; d <=hstepm; d++){
       delt = delta*(l1*k);        newm=savm;
       p2[theta]=x[theta] +delt;        /* Covariates have to be included here again */
       k1=func(p2)-fx;        cov[1]=1.;
       p2[theta]=x[theta]-delt;        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
       k2=func(p2)-fx;        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
       /*res= (k1-2.0*fx+k2)/delt/delt; */        for (k=1; k<=cptcovage;k++)
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
              for (k=1; k<=cptcovprod;k++)
 #ifdef DEBUG          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
       printf("%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  
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
         k=kmax;        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
       }                     pmij(pmmij,cov,ncovmodel,x,nlstate));
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */        savm=oldm;
         k=kmax; l=lmax*10.;        oldm=newm;
       }      }
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){      for(i=1; i<=nlstate+ndeath; i++)
         delts=delt;        for(j=1;j<=nlstate+ndeath;j++) {
       }          po[i][j][h]=newm[i][j];
     }          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
   }           */
   delti[theta]=delts;        }
   return res;    } /* end h */
      return po;
 }  }
   
 double hessij( double x[], double delti[], int thetai,int thetaj)  
 {  /*************** log-likelihood *************/
   int i;  double func( double *x)
   int l=1, l1, lmax=20;  {
   double k1,k2,k3,k4,res,fx;    int i, ii, j, k, mi, d, kk;
   double p2[NPARMAX+1];    double l, ll[NLSTATEMAX], cov[NCOVMAX];
   int k;    double **out;
     double sw; /* Sum of weights */
   fx=func(x);    double lli; /* Individual log likelihood */
   for (k=1; k<=2; k++) {    int s1, s2;
     for (i=1;i<=npar;i++) p2[i]=x[i];    double bbh, survp;
     p2[thetai]=x[thetai]+delti[thetai]/k;    long ipmx;
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;    /*extern weight */
     k1=func(p2)-fx;    /* We are differentiating ll according to initial status */
      /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
     p2[thetai]=x[thetai]+delti[thetai]/k;    /*for(i=1;i<imx;i++) 
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;      printf(" %d\n",s[4][i]);
     k2=func(p2)-fx;    */
      cov[1]=1.;
     p2[thetai]=x[thetai]-delti[thetai]/k;  
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;    for(k=1; k<=nlstate; k++) ll[k]=0.;
     k3=func(p2)-fx;  
      if(mle==1){
     p2[thetai]=x[thetai]-delti[thetai]/k;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     k4=func(p2)-fx;        for(mi=1; mi<= wav[i]-1; mi++){
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */          for (ii=1;ii<=nlstate+ndeath;ii++)
 #ifdef DEBUG            for (j=1;j<=nlstate+ndeath;j++){
     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);              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 #endif              savm[ii][j]=(ii==j ? 1.0 : 0.0);
   }            }
   return res;          for(d=0; d<dh[mi][i]; d++){
 }            newm=savm;
             cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 /************** Inverse of matrix **************/            for (kk=1; kk<=cptcovage;kk++) {
 void ludcmp(double **a, int n, int *indx, double *d)              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 {            }
   int i,imax,j,k;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   double big,dum,sum,temp;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   double *vv;            savm=oldm;
              oldm=newm;
   vv=vector(1,n);          } /* end mult */
   *d=1.0;        
   for (i=1;i<=n;i++) {          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
     big=0.0;          /* But now since version 0.9 we anticipate for bias and large stepm.
     for (j=1;j<=n;j++)           * If stepm is larger than one month (smallest stepm) and if the exact delay 
       if ((temp=fabs(a[i][j])) > big) big=temp;           * (in months) between two waves is not a multiple of stepm, we rounded to 
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");           * the nearest (and in case of equal distance, to the lowest) interval but now
     vv[i]=1.0/big;           * we keep into memory the bias bh[mi][i] and also the previous matrix product
   }           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
   for (j=1;j<=n;j++) {           * probability in order to take into account the bias as a fraction of the way
     for (i=1;i<j;i++) {           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
       sum=a[i][j];           * -stepm/2 to stepm/2 .
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];           * For stepm=1 the results are the same as for previous versions of Imach.
       a[i][j]=sum;           * For stepm > 1 the results are less biased than in previous versions. 
     }           */
     big=0.0;          s1=s[mw[mi][i]][i];
     for (i=j;i<=n;i++) {          s2=s[mw[mi+1][i]][i];
       sum=a[i][j];          bbh=(double)bh[mi][i]/(double)stepm; 
       for (k=1;k<j;k++)          /* bias is positive if real duration
         sum -= a[i][k]*a[k][j];           * is higher than the multiple of stepm and negative otherwise.
       a[i][j]=sum;           */
       if ( (dum=vv[i]*fabs(sum)) >= big) {          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
         big=dum;          if( s2 > nlstate){ 
         imax=i;            /* i.e. if s2 is a death state and if the date of death is known then the contribution
       }               to the likelihood is the probability to die between last step unit time and current 
     }               step unit time, which is also the differences between probability to die before dh 
     if (j != imax) {               and probability to die before dh-stepm . 
       for (k=1;k<=n;k++) {               In version up to 0.92 likelihood was computed
         dum=a[imax][k];          as if date of death was unknown. Death was treated as any other
         a[imax][k]=a[j][k];          health state: the date of the interview describes the actual state
         a[j][k]=dum;          and not the date of a change in health state. The former idea was
       }          to consider that at each interview the state was recorded
       *d = -(*d);          (healthy, disable or death) and IMaCh was corrected; but when we
       vv[imax]=vv[j];          introduced the exact date of death then we should have modified
     }          the contribution of an exact death to the likelihood. This new
     indx[j]=imax;          contribution is smaller and very dependent of the step unit
     if (a[j][j] == 0.0) a[j][j]=TINY;          stepm. It is no more the probability to die between last interview
     if (j != n) {          and month of death but the probability to survive from last
       dum=1.0/(a[j][j]);          interview up to one month before death multiplied by the
       for (i=j+1;i<=n;i++) a[i][j] *= dum;          probability to die within a month. Thanks to Chris
     }          Jackson for correcting this bug.  Former versions increased
   }          mortality artificially. The bad side is that we add another loop
   free_vector(vv,1,n);  /* Doesn't work */          which slows down the processing. The difference can be up to 10%
 ;          lower mortality.
 }            */
             lli=log(out[s1][s2] - savm[s1][s2]);
 void lubksb(double **a, int n, int *indx, double b[])          }else{
 {            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
   int i,ii=0,ip,j;            /*  lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2]));*/ /* linear interpolation */
   double sum;          } 
            /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
   for (i=1;i<=n;i++) {          /*if(lli ==000.0)*/
     ip=indx[i];          /*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); */
     sum=b[ip];          ipmx +=1;
     b[ip]=b[i];          sw += weight[i];
     if (ii)          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];        } /* end of wave */
     else if (sum) ii=i;      } /* end of individual */
     b[i]=sum;    }  else if(mle==2){
   }      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   for (i=n;i>=1;i--) {        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     sum=b[i];        for(mi=1; mi<= wav[i]-1; mi++){
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];          for (ii=1;ii<=nlstate+ndeath;ii++)
     b[i]=sum/a[i][i];            for (j=1;j<=nlstate+ndeath;j++){
   }              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 }              savm[ii][j]=(ii==j ? 1.0 : 0.0);
             }
 /************ Frequencies ********************/          for(d=0; d<=dh[mi][i]; d++){
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)            newm=savm;
 {  /* Some frequencies */            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
              for (kk=1; kk<=cptcovage;kk++) {
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   double ***freq; /* Frequencies */            }
   double *pp;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   double pos;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   FILE *ficresp;            savm=oldm;
   char fileresp[FILENAMELENGTH];            oldm=newm;
           } /* end mult */
   pp=vector(1,nlstate);        
           /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
   strcpy(fileresp,"p");          /* But now since version 0.9 we anticipate for bias and large stepm.
   strcat(fileresp,fileres);           * If stepm is larger than one month (smallest stepm) and if the exact delay 
   if((ficresp=fopen(fileresp,"w"))==NULL) {           * (in months) between two waves is not a multiple of stepm, we rounded to 
     printf("Problem with prevalence resultfile: %s\n", fileresp);           * the nearest (and in case of equal distance, to the lowest) interval but now
     exit(0);           * we keep into memory the bias bh[mi][i] and also the previous matrix product
   }           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);           * probability in order to take into account the bias as a fraction of the way
   j1=0;           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
            * -stepm/2 to stepm/2 .
   j=cptcoveff;           * For stepm=1 the results are the same as for previous versions of Imach.
   if (cptcovn<1) {j=1;ncodemax[1]=1;}           * For stepm > 1 the results are less biased than in previous versions. 
            */
   for(k1=1; k1<=j;k1++){          s1=s[mw[mi][i]][i];
    for(i1=1; i1<=ncodemax[k1];i1++){          s2=s[mw[mi+1][i]][i];
        j1++;          bbh=(double)bh[mi][i]/(double)stepm; 
        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);          /* bias is positive if real duration
          scanf("%d", i);*/           * is higher than the multiple of stepm and negative otherwise.
         for (i=-1; i<=nlstate+ndeath; i++)             */
          for (jk=-1; jk<=nlstate+ndeath; jk++)            lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
            for(m=agemin; m <= agemax+3; m++)          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
              freq[i][jk][m]=0;          /*lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.-+bh)*out[s1][s2])); */ /* exponential interpolation */
                  /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
        for (i=1; i<=imx; i++) {          /*if(lli ==000.0)*/
          bool=1;          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
          if  (cptcovn>0) {          ipmx +=1;
            for (z1=1; z1<=cptcoveff; z1++)          sw += weight[i];
              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
                bool=0;        } /* end of wave */
          }      } /* end of individual */
           if (bool==1) {    }  else if(mle==3){  /* exponential inter-extrapolation */
            for(m=firstpass; m<=lastpass-1; m++){      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
              if(agev[m][i]==0) agev[m][i]=agemax+1;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
              if(agev[m][i]==1) agev[m][i]=agemax+2;        for(mi=1; mi<= wav[i]-1; mi++){
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];          for (ii=1;ii<=nlstate+ndeath;ii++)
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];            for (j=1;j<=nlstate+ndeath;j++){
            }              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
          }              savm[ii][j]=(ii==j ? 1.0 : 0.0);
        }            }
         if  (cptcovn>0) {          for(d=0; d<dh[mi][i]; d++){
          fprintf(ficresp, "\n#********** Variable ");            newm=savm;
          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
        fprintf(ficresp, "**********\n#");            for (kk=1; kk<=cptcovage;kk++) {
         }              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
        for(i=1; i<=nlstate;i++)            }
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
        fprintf(ficresp, "\n");                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
                    savm=oldm;
   for(i=(int)agemin; i <= (int)agemax+3; i++){            oldm=newm;
     if(i==(int)agemax+3)          } /* end mult */
       printf("Total");        
     else          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
       printf("Age %d", i);          /* But now since version 0.9 we anticipate for bias and large stepm.
     for(jk=1; jk <=nlstate ; jk++){           * If stepm is larger than one month (smallest stepm) and if the exact delay 
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)           * (in months) between two waves is not a multiple of stepm, we rounded to 
         pp[jk] += freq[jk][m][i];           * the nearest (and in case of equal distance, to the lowest) interval but now
     }           * we keep into memory the bias bh[mi][i] and also the previous matrix product
     for(jk=1; jk <=nlstate ; jk++){           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
       for(m=-1, pos=0; m <=0 ; m++)           * probability in order to take into account the bias as a fraction of the way
         pos += freq[jk][m][i];           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
       if(pp[jk]>=1.e-10)           * -stepm/2 to stepm/2 .
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);           * For stepm=1 the results are the same as for previous versions of Imach.
       else           * For stepm > 1 the results are less biased than in previous versions. 
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);           */
     }          s1=s[mw[mi][i]][i];
     for(jk=1; jk <=nlstate ; jk++){          s2=s[mw[mi+1][i]][i];
       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)          bbh=(double)bh[mi][i]/(double)stepm; 
         pp[jk] += freq[jk][m][i];          /* bias is positive if real duration
     }           * is higher than the multiple of stepm and negative otherwise.
     for(jk=1,pos=0; jk <=nlstate ; jk++)           */
       pos += pp[jk];          /* lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); */ /* linear interpolation */
     for(jk=1; jk <=nlstate ; jk++){          lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
       if(pos>=1.e-5)          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);          /*if(lli ==000.0)*/
       else          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);          ipmx +=1;
       if( i <= (int) agemax){          sw += weight[i];
         if(pos>=1.e-5)          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);        } /* end of wave */
       else      } /* end of individual */
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);    }else if (mle==4){  /* ml=4 no inter-extrapolation */
       }      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     }        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     for(jk=-1; jk <=nlstate+ndeath; jk++)        for(mi=1; mi<= wav[i]-1; mi++){
       for(m=-1; m <=nlstate+ndeath; m++)          for (ii=1;ii<=nlstate+ndeath;ii++)
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);            for (j=1;j<=nlstate+ndeath;j++){
     if(i <= (int) agemax)              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       fprintf(ficresp,"\n");              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     printf("\n");            }
     }          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++) {
   fclose(ficresp);              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);            }
   free_vector(pp,1,nlstate);          
             out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 }  /* End of Freq */                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
             savm=oldm;
 /************* Waves Concatenation ***************/            oldm=newm;
           } /* end mult */
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)        
 {          s1=s[mw[mi][i]][i];
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.          s2=s[mw[mi+1][i]][i];
      Death is a valid wave (if date is known).          if( s2 > nlstate){ 
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i            lli=log(out[s1][s2] - savm[s1][s2]);
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]          }else{
      and mw[mi+1][i]. dh depends on stepm.            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
      */          }
           ipmx +=1;
   int i, mi, m;          sw += weight[i];
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
      double sum=0., jmean=0.;*/  /*      printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
         } /* end of wave */
 int j, k=0,jk, ju, jl;      } /* end of individual */
      double sum=0.;    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
 jmin=1e+5;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
  jmax=-1;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 jmean=0.;        for(mi=1; mi<= wav[i]-1; mi++){
   for(i=1; i<=imx; i++){          for (ii=1;ii<=nlstate+ndeath;ii++)
     mi=0;            for (j=1;j<=nlstate+ndeath;j++){
     m=firstpass;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     while(s[m][i] <= nlstate){              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       if(s[m][i]>=1)            }
         mw[++mi][i]=m;          for(d=0; d<dh[mi][i]; d++){
       if(m >=lastpass)            newm=savm;
         break;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       else            for (kk=1; kk<=cptcovage;kk++) {
         m++;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     }/* end while */            }
     if (s[m][i] > nlstate){          
       mi++;     /* Death is another wave */            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       /* if(mi==0)  never been interviewed correctly before death */                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
          /* Only death is a correct wave */            savm=oldm;
       mw[mi][i]=m;            oldm=newm;
     }          } /* end mult */
         
     wav[i]=mi;          s1=s[mw[mi][i]][i];
     if(mi==0)          s2=s[mw[mi+1][i]][i];
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
   }          ipmx +=1;
           sw += weight[i];
   for(i=1; i<=imx; i++){          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     for(mi=1; mi<wav[i];mi++){          /*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 (stepm <=0)        } /* end of wave */
         dh[mi][i]=1;      } /* end of individual */
       else{    } /* End of if */
         if (s[mw[mi+1][i]][i] > nlstate) {    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
           /*if ((j<0) || (j>28)) printf("j=%d num=%d ",j,i);*/    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
           if(j==0) j=1;  /* Survives at least one month after exam */    return -l;
           k=k+1;  }
           if (j >= jmax) jmax=j;  
           else if (j <= jmin)jmin=j;  /*************** log-likelihood *************/
           sum=sum+j;  double funcone( double *x)
         }  {
         else{    /* Same as likeli but slower because of a lot of printf and if */
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));    int i, ii, j, k, mi, d, kk;
           /*if ((j<0) || (j>28)) printf("j=%d num=%d ",j,i);*/    double l, ll[NLSTATEMAX], cov[NCOVMAX];
           k=k+1;    double **out;
           if (j >= jmax) jmax=j;    double lli; /* Individual log likelihood */
           else if (j <= jmin)jmin=j;    double llt;
           sum=sum+j;    int s1, s2;
         }    double bbh, survp;
         jk= j/stepm;    /*extern weight */
         jl= j -jk*stepm;    /* We are differentiating ll according to initial status */
         ju= j -(jk+1)*stepm;    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
         if(jl <= -ju)    /*for(i=1;i<imx;i++) 
           dh[mi][i]=jk;      printf(" %d\n",s[4][i]);
         else    */
           dh[mi][i]=jk+1;    cov[1]=1.;
         if(dh[mi][i]==0)  
           dh[mi][i]=1; /* At least one step */    for(k=1; k<=nlstate; k++) ll[k]=0.;
       }  
     }    for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   }      for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   jmean=sum/k;      for(mi=1; mi<= wav[i]-1; mi++){
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);        for (ii=1;ii<=nlstate+ndeath;ii++)
 }          for (j=1;j<=nlstate+ndeath;j++){
 /*********** Tricode ****************************/            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 void tricode(int *Tvar, int **nbcode, int imx)            savm[ii][j]=(ii==j ? 1.0 : 0.0);
 {          }
   int Ndum[20],ij=1, k, j, i;        for(d=0; d<dh[mi][i]; d++){
   int cptcode=0;          newm=savm;
   cptcoveff=0;          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
            for (kk=1; kk<=cptcovage;kk++) {
   for (k=0; k<19; k++) Ndum[k]=0;            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   for (k=1; k<=7; k++) ncodemax[k]=0;          }
           out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     for (i=1; i<=imx; i++) {          savm=oldm;
       ij=(int)(covar[Tvar[j]][i]);          oldm=newm;
       Ndum[ij]++;        } /* end mult */
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/        
       if (ij > cptcode) cptcode=ij;        s1=s[mw[mi][i]][i];
     }        s2=s[mw[mi+1][i]][i];
         bbh=(double)bh[mi][i]/(double)stepm; 
     for (i=0; i<=cptcode; i++) {        /* bias is positive if real duration
       if(Ndum[i]!=0) ncodemax[j]++;         * is higher than the multiple of stepm and negative otherwise.
     }         */
     ij=1;        if( s2 > nlstate && (mle <5) ){  /* Jackson */
           lli=log(out[s1][s2] - savm[s1][s2]);
         } else if (mle==1){
     for (i=1; i<=ncodemax[j]; i++) {          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
       for (k=0; k<=19; k++) {        } else if(mle==2){
         if (Ndum[k] != 0) {          lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
           nbcode[Tvar[j]][ij]=k;        } else if(mle==3){  /* exponential inter-extrapolation */
           ij++;          lli= (savm[s1][s2]>(double)1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
         }        } else if (mle==4){  /* mle=4 no inter-extrapolation */
         if (ij > ncodemax[j]) break;          lli=log(out[s1][s2]); /* Original formula */
       }          } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
     }          lli=log(out[s1][s2]); /* Original formula */
   }          } /* End of if */
         ipmx +=1;
  for (k=0; k<19; k++) Ndum[k]=0;        sw += weight[i];
         ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
  for (i=1; i<=ncovmodel; i++) {  /*       printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
       ij=Tvar[i];        if(globpr){
       Ndum[ij]++;          fprintf(ficresilk,"%9d %6d %1d %1d %1d %1d %3d %10.6f %6.4f\
     }   %10.6f %10.6f %10.6f ", \
                   num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
  ij=1;                  2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
  for (i=1; i<=10; i++) {          for(k=1,llt=0.,l=0.; k<=nlstate; k++){
    if((Ndum[i]!=0) && (i<=ncov)){            llt +=ll[k]*gipmx/gsw;
      Tvaraff[ij]=i;            fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
      ij++;          }
    }          fprintf(ficresilk," %10.6f\n", -llt);
  }        }
        } /* end of wave */
     cptcoveff=ij-1;    } /* end of individual */
 }    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
     /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
 /*********** Health Expectancies ****************/    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
     if(globpr==0){ /* First time we count the contributions and weights */
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)      gipmx=ipmx;
 {      gsw=sw;
   /* Health expectancies */    }
   int i, j, nhstepm, hstepm, h;    return -l;
   double age, agelim,hf;  }
   double ***p3mat;  
    char *subdirf(char fileres[])
   fprintf(ficreseij,"# Health expectancies\n");  {
   fprintf(ficreseij,"# Age");    
   for(i=1; i<=nlstate;i++)    strcpy(tmpout,optionfilefiname);
     for(j=1; j<=nlstate;j++)    strcat(tmpout,"/"); /* Add to the right */
       fprintf(ficreseij," %1d-%1d",i,j);    strcat(tmpout,fileres);
   fprintf(ficreseij,"\n");    return tmpout;
   }
   hstepm=1*YEARM; /*  Every j years of age (in month) */  
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */  char *subdirf2(char fileres[], char *preop)
   {
   agelim=AGESUP;    
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    strcpy(tmpout,optionfilefiname);
     /* nhstepm age range expressed in number of stepm */    strcat(tmpout,"/");
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);    strcat(tmpout,preop);
     /* Typically if 20 years = 20*12/6=40 stepm */    strcat(tmpout,fileres);
     if (stepm >= YEARM) hstepm=1;    return tmpout;
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */  }
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  char *subdirf3(char fileres[], char *preop, char *preop2)
     /* Computed by stepm unit matrices, product of hstepm matrices, stored  {
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */    
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);      strcpy(tmpout,optionfilefiname);
     strcat(tmpout,"/");
     strcat(tmpout,preop);
     for(i=1; i<=nlstate;i++)    strcat(tmpout,preop2);
       for(j=1; j<=nlstate;j++)    strcat(tmpout,fileres);
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){    return tmpout;
           eij[i][j][(int)age] +=p3mat[i][j][h];  }
         }  
      void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
     hf=1;  {
     if (stepm >= YEARM) hf=stepm/YEARM;    /* This routine should help understanding what is done with 
     fprintf(ficreseij,"%.0f",age );       the selection of individuals/waves and
     for(i=1; i<=nlstate;i++)       to check the exact contribution to the likelihood.
       for(j=1; j<=nlstate;j++){       Plotting could be done.
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);     */
       }    int k;
     fprintf(ficreseij,"\n");  
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    if(*globpri !=0){ /* Just counts and sums, no printings */
   }      strcpy(fileresilk,"ilk"); 
 }      strcat(fileresilk,fileres);
       if((ficresilk=fopen(fileresilk,"w"))==NULL) {
 /************ Variance ******************/        printf("Problem with resultfile: %s\n", fileresilk);
 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)        fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
 {      }
   /* Variance of health expectancies */      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");
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/      fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
   double **newm;      /*  i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
   double **dnewm,**doldm;      for(k=1; k<=nlstate; k++) 
   int i, j, nhstepm, hstepm, h;        fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
   int k, cptcode;      fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
    double *xp;    }
   double **gp, **gm;  
   double ***gradg, ***trgradg;    *fretone=(*funcone)(p);
   double ***p3mat;    if(*globpri !=0){
   double age,agelim;      fclose(ficresilk);
   int theta;      fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
       fflush(fichtm); 
    fprintf(ficresvij,"# Covariances of life expectancies\n");    } 
   fprintf(ficresvij,"# Age");    return;
   for(i=1; i<=nlstate;i++)  }
     for(j=1; j<=nlstate;j++)  
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);  
   fprintf(ficresvij,"\n");  /*********** Maximum Likelihood Estimation ***************/
   
   xp=vector(1,npar);  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
   dnewm=matrix(1,nlstate,1,npar);  {
   doldm=matrix(1,nlstate,1,nlstate);    int i,j, iter;
      double **xi;
   hstepm=1*YEARM; /* Every year of age */    double fret;
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    double fretone; /* Only one call to likelihood */
   agelim = AGESUP;    char filerespow[FILENAMELENGTH];
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    xi=matrix(1,npar,1,npar);
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    for (i=1;i<=npar;i++)
     if (stepm >= YEARM) hstepm=1;      for (j=1;j<=npar;j++)
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */        xi[i][j]=(i==j ? 1.0 : 0.0);
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    printf("Powell\n");  fprintf(ficlog,"Powell\n");
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);    strcpy(filerespow,"pow"); 
     gp=matrix(0,nhstepm,1,nlstate);    strcat(filerespow,fileres);
     gm=matrix(0,nhstepm,1,nlstate);    if((ficrespow=fopen(filerespow,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", filerespow);
     for(theta=1; theta <=npar; theta++){      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
       for(i=1; i<=npar; i++){ /* Computes gradient */    }
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    fprintf(ficrespow,"# Powell\n# iter -2*LL");
       }    for (i=1;i<=nlstate;i++)
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);        for(j=1;j<=nlstate+ndeath;j++)
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
       for(j=1; j<= nlstate; j++){    fprintf(ficrespow,"\n");
         for(h=0; h<=nhstepm; h++){  
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)    powell(p,xi,npar,ftol,&iter,&fret,func);
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];  
         }    fclose(ficrespow);
       }    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
        fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
       for(i=1; i<=npar; i++) /* Computes gradient */    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
         xp[i] = x[i] - (i==theta ?delti[theta]:0);  
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);    }
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);  
       for(j=1; j<= nlstate; j++){  /**** Computes Hessian and covariance matrix ***/
         for(h=0; h<=nhstepm; h++){  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)  {
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];    double  **a,**y,*x,pd;
         }    double **hess;
       }    int i, j,jk;
       for(j=1; j<= nlstate; j++)    int *indx;
         for(h=0; h<=nhstepm; h++){  
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];    double hessii(double p[], double delta, int theta, double delti[]);
         }    double hessij(double p[], double delti[], int i, int j);
     } /* End theta */    void lubksb(double **a, int npar, int *indx, double b[]) ;
     void ludcmp(double **a, int npar, int *indx, double *d) ;
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);  
     hess=matrix(1,npar,1,npar);
     for(h=0; h<=nhstepm; h++)  
       for(j=1; j<=nlstate;j++)    printf("\nCalculation of the hessian matrix. Wait...\n");
         for(theta=1; theta <=npar; theta++)    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
           trgradg[h][j][theta]=gradg[h][theta][j];    for (i=1;i<=npar;i++){
       printf("%d",i);fflush(stdout);
     for(i=1;i<=nlstate;i++)      fprintf(ficlog,"%d",i);fflush(ficlog);
       for(j=1;j<=nlstate;j++)      hess[i][i]=hessii(p,ftolhess,i,delti);
         vareij[i][j][(int)age] =0.;      /*printf(" %f ",p[i]);*/
     for(h=0;h<=nhstepm;h++){      /*printf(" %lf ",hess[i][i]);*/
       for(k=0;k<=nhstepm;k++){    }
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);    
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);    for (i=1;i<=npar;i++) {
         for(i=1;i<=nlstate;i++)      for (j=1;j<=npar;j++)  {
           for(j=1;j<=nlstate;j++)        if (j>i) { 
             vareij[i][j][(int)age] += doldm[i][j];          printf(".%d%d",i,j);fflush(stdout);
       }          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
     }          hess[i][j]=hessij(p,delti,i,j);
     h=1;          hess[j][i]=hess[i][j];    
     if (stepm >= YEARM) h=stepm/YEARM;          /*printf(" %lf ",hess[i][j]);*/
     fprintf(ficresvij,"%.0f ",age );        }
     for(i=1; i<=nlstate;i++)      }
       for(j=1; j<=nlstate;j++){    }
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);    printf("\n");
       }    fprintf(ficlog,"\n");
     fprintf(ficresvij,"\n");  
     free_matrix(gp,0,nhstepm,1,nlstate);    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
     free_matrix(gm,0,nhstepm,1,nlstate);    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);    
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);    a=matrix(1,npar,1,npar);
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    y=matrix(1,npar,1,npar);
   } /* End age */    x=vector(1,npar);
      indx=ivector(1,npar);
   free_vector(xp,1,npar);    for (i=1;i<=npar;i++)
   free_matrix(doldm,1,nlstate,1,npar);      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
   free_matrix(dnewm,1,nlstate,1,nlstate);    ludcmp(a,npar,indx,&pd);
   
 }    for (j=1;j<=npar;j++) {
       for (i=1;i<=npar;i++) x[i]=0;
 /************ Variance of prevlim ******************/      x[j]=1;
 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)      lubksb(a,npar,indx,x);
 {      for (i=1;i<=npar;i++){ 
   /* Variance of prevalence limit */        matcov[i][j]=x[i];
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/      }
   double **newm;    }
   double **dnewm,**doldm;  
   int i, j, nhstepm, hstepm;    printf("\n#Hessian matrix#\n");
   int k, cptcode;    fprintf(ficlog,"\n#Hessian matrix#\n");
   double *xp;    for (i=1;i<=npar;i++) { 
   double *gp, *gm;      for (j=1;j<=npar;j++) { 
   double **gradg, **trgradg;        printf("%.3e ",hess[i][j]);
   double age,agelim;        fprintf(ficlog,"%.3e ",hess[i][j]);
   int theta;      }
          printf("\n");
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");      fprintf(ficlog,"\n");
   fprintf(ficresvpl,"# Age");    }
   for(i=1; i<=nlstate;i++)  
       fprintf(ficresvpl," %1d-%1d",i,i);    /* Recompute Inverse */
   fprintf(ficresvpl,"\n");    for (i=1;i<=npar;i++)
       for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
   xp=vector(1,npar);    ludcmp(a,npar,indx,&pd);
   dnewm=matrix(1,nlstate,1,npar);  
   doldm=matrix(1,nlstate,1,nlstate);    /*  printf("\n#Hessian matrix recomputed#\n");
    
   hstepm=1*YEARM; /* Every year of age */    for (j=1;j<=npar;j++) {
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */      for (i=1;i<=npar;i++) x[i]=0;
   agelim = AGESUP;      x[j]=1;
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */      lubksb(a,npar,indx,x);
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */      for (i=1;i<=npar;i++){ 
     if (stepm >= YEARM) hstepm=1;        y[i][j]=x[i];
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */        printf("%.3e ",y[i][j]);
     gradg=matrix(1,npar,1,nlstate);        fprintf(ficlog,"%.3e ",y[i][j]);
     gp=vector(1,nlstate);      }
     gm=vector(1,nlstate);      printf("\n");
       fprintf(ficlog,"\n");
     for(theta=1; theta <=npar; theta++){    }
       for(i=1; i<=npar; i++){ /* Computes gradient */    */
         xp[i] = x[i] + (i==theta ?delti[theta]:0);  
       }    free_matrix(a,1,npar,1,npar);
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    free_matrix(y,1,npar,1,npar);
       for(i=1;i<=nlstate;i++)    free_vector(x,1,npar);
         gp[i] = prlim[i][i];    free_ivector(indx,1,npar);
        free_matrix(hess,1,npar,1,npar);
       for(i=1; i<=npar; i++) /* Computes gradient */  
         xp[i] = x[i] - (i==theta ?delti[theta]:0);  
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);  }
       for(i=1;i<=nlstate;i++)  
         gm[i] = prlim[i][i];  /*************** hessian matrix ****************/
   double hessii( double x[], double delta, int theta, double delti[])
       for(i=1;i<=nlstate;i++)  {
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];    int i;
     } /* End theta */    int l=1, lmax=20;
     double k1,k2;
     trgradg =matrix(1,nlstate,1,npar);    double p2[NPARMAX+1];
     double res;
     for(j=1; j<=nlstate;j++)    double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
       for(theta=1; theta <=npar; theta++)    double fx;
         trgradg[j][theta]=gradg[theta][j];    int k=0,kmax=10;
     double l1;
     for(i=1;i<=nlstate;i++)  
       varpl[i][(int)age] =0.;    fx=func(x);
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);    for (i=1;i<=npar;i++) p2[i]=x[i];
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);    for(l=0 ; l <=lmax; l++){
     for(i=1;i<=nlstate;i++)      l1=pow(10,l);
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */      delts=delt;
       for(k=1 ; k <kmax; k=k+1){
     fprintf(ficresvpl,"%.0f ",age );        delt = delta*(l1*k);
     for(i=1; i<=nlstate;i++)        p2[theta]=x[theta] +delt;
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));        k1=func(p2)-fx;
     fprintf(ficresvpl,"\n");        p2[theta]=x[theta]-delt;
     free_vector(gp,1,nlstate);        k2=func(p2)-fx;
     free_vector(gm,1,nlstate);        /*res= (k1-2.0*fx+k2)/delt/delt; */
     free_matrix(gradg,1,npar,1,nlstate);        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
     free_matrix(trgradg,1,nlstate,1,npar);        
   } /* End age */  #ifdef DEBUG
         printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
   free_vector(xp,1,npar);        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);
   free_matrix(doldm,1,nlstate,1,npar);  #endif
   free_matrix(dnewm,1,nlstate,1,nlstate);        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
         if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
 }          k=kmax;
         }
         else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
           k=kmax; l=lmax*10.;
 /***********************************************/        }
 /**************** Main Program *****************/        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
 /***********************************************/          delts=delt;
         }
 /*int main(int argc, char *argv[])*/      }
 int main()    }
 {    delti[theta]=delts;
     return res; 
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;    
   double agedeb, agefin,hf;  }
   double agemin=1.e20, agemax=-1.e20;  
   double hessij( double x[], double delti[], int thetai,int thetaj)
   double fret;  {
   double **xi,tmp,delta;    int i;
     int l=1, l1, lmax=20;
   double dum; /* Dummy variable */    double k1,k2,k3,k4,res,fx;
   double ***p3mat;    double p2[NPARMAX+1];
   int *indx;    int k;
   char line[MAXLINE], linepar[MAXLINE];  
   char title[MAXLINE];    fx=func(x);
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];    for (k=1; k<=2; k++) {
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];      for (i=1;i<=npar;i++) p2[i]=x[i];
   char filerest[FILENAMELENGTH];      p2[thetai]=x[thetai]+delti[thetai]/k;
   char fileregp[FILENAMELENGTH];      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];      k1=func(p2)-fx;
   int firstobs=1, lastobs=10;    
   int sdeb, sfin; /* Status at beginning and end */      p2[thetai]=x[thetai]+delti[thetai]/k;
   int c,  h , cpt,l;      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
   int ju,jl, mi;      k2=func(p2)-fx;
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;    
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;      p2[thetai]=x[thetai]-delti[thetai]/k;
        p2[thetaj]=x[thetaj]+delti[thetaj]/k;
   int hstepm, nhstepm;      k3=func(p2)-fx;
   double bage, fage, age, agelim, agebase;    
   double ftolpl=FTOL;      p2[thetai]=x[thetai]-delti[thetai]/k;
   double **prlim;      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
   double *severity;      k4=func(p2)-fx;
   double ***param; /* Matrix of parameters */      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
   double  *p;  #ifdef DEBUG
   double **matcov; /* Matrix of covariance */      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);
   double ***delti3; /* Scale */      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);
   double *delti; /* Scale */  #endif
   double ***eij, ***vareij;    }
   double **varpl; /* Variances of prevalence limits by age */    return res;
   double *epj, vepp;  }
   char version[80]="Imach version 62c, May 1999, INED-EUROREVES ";  
   char *alph[]={"a","a","b","c","d","e"}, str[4];  /************** Inverse of matrix **************/
   void ludcmp(double **a, int n, int *indx, double *d) 
   char z[1]="c", occ;  { 
 #include <sys/time.h>    int i,imax,j,k; 
 #include <time.h>    double big,dum,sum,temp; 
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];    double *vv; 
   /* long total_usecs;   
   struct timeval start_time, end_time;    vv=vector(1,n); 
      *d=1.0; 
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */    for (i=1;i<=n;i++) { 
       big=0.0; 
       for (j=1;j<=n;j++) 
   printf("\nIMACH, Version 0.64b");        if ((temp=fabs(a[i][j])) > big) big=temp; 
   printf("\nEnter the parameter file name: ");      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
       vv[i]=1.0/big; 
 #ifdef windows    } 
   scanf("%s",pathtot);    for (j=1;j<=n;j++) { 
   getcwd(pathcd, size);      for (i=1;i<j;i++) { 
   /*cygwin_split_path(pathtot,path,optionfile);        sum=a[i][j]; 
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
   /* cutv(path,optionfile,pathtot,'\\');*/        a[i][j]=sum; 
       } 
 split(pathtot, path,optionfile);      big=0.0; 
   chdir(path);      for (i=j;i<=n;i++) { 
   replace(pathc,path);        sum=a[i][j]; 
 #endif        for (k=1;k<j;k++) 
 #ifdef unix          sum -= a[i][k]*a[k][j]; 
   scanf("%s",optionfile);        a[i][j]=sum; 
 #endif        if ( (dum=vv[i]*fabs(sum)) >= big) { 
           big=dum; 
 /*-------- arguments in the command line --------*/          imax=i; 
         } 
   strcpy(fileres,"r");      } 
   strcat(fileres, optionfile);      if (j != imax) { 
         for (k=1;k<=n;k++) { 
   /*---------arguments file --------*/          dum=a[imax][k]; 
           a[imax][k]=a[j][k]; 
   if((ficpar=fopen(optionfile,"r"))==NULL)    {          a[j][k]=dum; 
     printf("Problem with optionfile %s\n",optionfile);        } 
     goto end;        *d = -(*d); 
   }        vv[imax]=vv[j]; 
       } 
   strcpy(filereso,"o");      indx[j]=imax; 
   strcat(filereso,fileres);      if (a[j][j] == 0.0) a[j][j]=TINY; 
   if((ficparo=fopen(filereso,"w"))==NULL) {      if (j != n) { 
     printf("Problem with Output resultfile: %s\n", filereso);goto end;        dum=1.0/(a[j][j]); 
   }        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
       } 
   /* Reads comments: lines beginning with '#' */    } 
   while((c=getc(ficpar))=='#' && c!= EOF){    free_vector(vv,1,n);  /* Doesn't work */
     ungetc(c,ficpar);  ;
     fgets(line, MAXLINE, ficpar);  } 
     puts(line);  
     fputs(line,ficparo);  void lubksb(double **a, int n, int *indx, double b[]) 
   }  { 
   ungetc(c,ficpar);    int i,ii=0,ip,j; 
     double sum; 
   fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncov, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);   
   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);    for (i=1;i<=n;i++) { 
   fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncov,nlstate,ndeath,maxwav, mle, weightopt,model);      ip=indx[i]; 
       sum=b[ip]; 
   covar=matrix(0,NCOVMAX,1,n);      b[ip]=b[i]; 
   cptcovn=0;      if (ii) 
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
       else if (sum) ii=i; 
   ncovmodel=2+cptcovn;      b[i]=sum; 
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */    } 
      for (i=n;i>=1;i--) { 
   /* Read guess parameters */      sum=b[i]; 
   /* Reads comments: lines beginning with '#' */      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
   while((c=getc(ficpar))=='#' && c!= EOF){      b[i]=sum/a[i][i]; 
     ungetc(c,ficpar);    } 
     fgets(line, MAXLINE, ficpar);  } 
     puts(line);  
     fputs(line,ficparo);  /************ Frequencies ********************/
   }  void  freqsummary(char fileres[], int iagemin, int iagemax, int **s, double **agev, int nlstate, int imx, int *Tvaraff, int **nbcode, int *ncodemax,double **mint,double **anint)
   ungetc(c,ficpar);  {  /* Some frequencies */
      
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
     for(i=1; i <=nlstate; i++)    int first;
     for(j=1; j <=nlstate+ndeath-1; j++){    double ***freq; /* Frequencies */
       fscanf(ficpar,"%1d%1d",&i1,&j1);    double *pp, **prop;
       fprintf(ficparo,"%1d%1d",i1,j1);    double pos,posprop, k2, dateintsum=0,k2cpt=0;
       printf("%1d%1d",i,j);    FILE *ficresp;
       for(k=1; k<=ncovmodel;k++){    char fileresp[FILENAMELENGTH];
         fscanf(ficpar," %lf",&param[i][j][k]);    
         printf(" %lf",param[i][j][k]);    pp=vector(1,nlstate);
         fprintf(ficparo," %lf",param[i][j][k]);    prop=matrix(1,nlstate,iagemin,iagemax+3);
       }    strcpy(fileresp,"p");
       fscanf(ficpar,"\n");    strcat(fileresp,fileres);
       printf("\n");    if((ficresp=fopen(fileresp,"w"))==NULL) {
       fprintf(ficparo,"\n");      printf("Problem with prevalence resultfile: %s\n", fileresp);
     }      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
        exit(0);
   npar= (nlstate+ndeath-1)*nlstate*ncovmodel;    }
   p=param[1][1];    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
      j1=0;
   /* Reads comments: lines beginning with '#' */    
   while((c=getc(ficpar))=='#' && c!= EOF){    j=cptcoveff;
     ungetc(c,ficpar);    if (cptcovn<1) {j=1;ncodemax[1]=1;}
     fgets(line, MAXLINE, ficpar);  
     puts(line);    first=1;
     fputs(line,ficparo);  
   }    for(k1=1; k1<=j;k1++){
   ungetc(c,ficpar);      for(i1=1; i1<=ncodemax[k1];i1++){
         j1++;
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */          scanf("%d", i);*/
   for(i=1; i <=nlstate; i++){        for (i=-1; i<=nlstate+ndeath; i++)  
     for(j=1; j <=nlstate+ndeath-1; j++){          for (jk=-1; jk<=nlstate+ndeath; jk++)  
       fscanf(ficpar,"%1d%1d",&i1,&j1);            for(m=iagemin; m <= iagemax+3; m++)
       printf("%1d%1d",i,j);              freq[i][jk][m]=0;
       fprintf(ficparo,"%1d%1d",i1,j1);  
       for(k=1; k<=ncovmodel;k++){      for (i=1; i<=nlstate; i++)  
         fscanf(ficpar,"%le",&delti3[i][j][k]);        for(m=iagemin; m <= iagemax+3; m++)
         printf(" %le",delti3[i][j][k]);          prop[i][m]=0;
         fprintf(ficparo," %le",delti3[i][j][k]);        
       }        dateintsum=0;
       fscanf(ficpar,"\n");        k2cpt=0;
       printf("\n");        for (i=1; i<=imx; i++) {
       fprintf(ficparo,"\n");          bool=1;
     }          if  (cptcovn>0) {
   }            for (z1=1; z1<=cptcoveff; z1++) 
   delti=delti3[1][1];              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
                  bool=0;
   /* Reads comments: lines beginning with '#' */          }
   while((c=getc(ficpar))=='#' && c!= EOF){          if (bool==1){
     ungetc(c,ficpar);            for(m=firstpass; m<=lastpass; m++){
     fgets(line, MAXLINE, ficpar);              k2=anint[m][i]+(mint[m][i]/12.);
     puts(line);              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
     fputs(line,ficparo);                if(agev[m][i]==0) agev[m][i]=iagemax+1;
   }                if(agev[m][i]==1) agev[m][i]=iagemax+2;
   ungetc(c,ficpar);                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
                  if (m<lastpass) {
   matcov=matrix(1,npar,1,npar);                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
   for(i=1; i <=npar; i++){                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
     fscanf(ficpar,"%s",&str);                }
     printf("%s",str);                
     fprintf(ficparo,"%s",str);                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
     for(j=1; j <=i; j++){                  dateintsum=dateintsum+k2;
       fscanf(ficpar," %le",&matcov[i][j]);                  k2cpt++;
       printf(" %.5le",matcov[i][j]);                }
       fprintf(ficparo," %.5le",matcov[i][j]);                /*}*/
     }            }
     fscanf(ficpar,"\n");          }
     printf("\n");        }
     fprintf(ficparo,"\n");         
   }        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
   for(i=1; i <=npar; i++)  
     for(j=i+1;j<=npar;j++)        if  (cptcovn>0) {
       matcov[i][j]=matcov[j][i];          fprintf(ficresp, "\n#********** Variable "); 
              for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   printf("\n");          fprintf(ficresp, "**********\n#");
         }
         for(i=1; i<=nlstate;i++) 
     /*-------- data file ----------*/          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
     if((ficres =fopen(fileres,"w"))==NULL) {        fprintf(ficresp, "\n");
       printf("Problem with resultfile: %s\n", fileres);goto end;        
     }        for(i=iagemin; i <= iagemax+3; i++){
     fprintf(ficres,"#%s\n",version);          if(i==iagemax+3){
                fprintf(ficlog,"Total");
     if((fic=fopen(datafile,"r"))==NULL)    {          }else{
       printf("Problem with datafile: %s\n", datafile);goto end;            if(first==1){
     }              first=0;
               printf("See log file for details...\n");
     n= lastobs;            }
     severity = vector(1,maxwav);            fprintf(ficlog,"Age %d", i);
     outcome=imatrix(1,maxwav+1,1,n);          }
     num=ivector(1,n);          for(jk=1; jk <=nlstate ; jk++){
     moisnais=vector(1,n);            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
     annais=vector(1,n);              pp[jk] += freq[jk][m][i]; 
     moisdc=vector(1,n);          }
     andc=vector(1,n);          for(jk=1; jk <=nlstate ; jk++){
     agedc=vector(1,n);            for(m=-1, pos=0; m <=0 ; m++)
     cod=ivector(1,n);              pos += freq[jk][m][i];
     weight=vector(1,n);            if(pp[jk]>=1.e-10){
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */              if(first==1){
     mint=matrix(1,maxwav,1,n);              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
     anint=matrix(1,maxwav,1,n);              }
     s=imatrix(1,maxwav+1,1,n);              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
     adl=imatrix(1,maxwav+1,1,n);                }else{
     tab=ivector(1,NCOVMAX);              if(first==1)
     ncodemax=ivector(1,8);                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
               fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
     i=1;            }
     while (fgets(line, MAXLINE, fic) != NULL)    {          }
       if ((i >= firstobs) && (i <=lastobs)) {  
                  for(jk=1; jk <=nlstate ; jk++){
         for (j=maxwav;j>=1;j--){            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);              pp[jk] += freq[jk][m][i];
           strcpy(line,stra);          }       
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);            pos += pp[jk];
         }            posprop += prop[jk][i];
                  }
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);          for(jk=1; jk <=nlstate ; jk++){
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);            if(pos>=1.e-5){
               if(first==1)
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
             }else{
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);              if(first==1)
         for (j=ncov;j>=1;j--){                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
         }            }
         num[i]=atol(stra);            if( i <= iagemax){
               if(pos>=1.e-5){
         /*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]));*/                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
                 /*probs[i][jk][j1]= pp[jk]/pos;*/
         i=i+1;                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
       }              }
     }              else
                 fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
     /*scanf("%d",i);*/            }
   imx=i-1; /* Number of individuals */          }
           
   /* Calculation of the number of parameter from char model*/          for(jk=-1; jk <=nlstate+ndeath; jk++)
   Tvar=ivector(1,15);            for(m=-1; m <=nlstate+ndeath; m++)
   Tprod=ivector(1,15);              if(freq[jk][m][i] !=0 ) {
   Tvaraff=ivector(1,15);              if(first==1)
   Tvard=imatrix(1,15,1,2);                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
   Tage=ivector(1,15);                      fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
                  }
   if (strlen(model) >1){          if(i <= iagemax)
     j=0, j1=0, k1=1, k2=1;            fprintf(ficresp,"\n");
     j=nbocc(model,'+');          if(first==1)
     j1=nbocc(model,'*');            printf("Others in log...\n");
     cptcovn=j+1;          fprintf(ficlog,"\n");
     cptcovprod=j1;        }
          }
        }
     strcpy(modelsav,model);    dateintmean=dateintsum/k2cpt; 
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){   
       printf("Error. Non available option model=%s ",model);    fclose(ficresp);
       goto end;    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
     }    free_vector(pp,1,nlstate);
        free_matrix(prop,1,nlstate,iagemin, iagemax+3);
     for(i=(j+1); i>=1;i--){    /* End of Freq */
       cutv(stra,strb,modelsav,'+');  }
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);  
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/  /************ Prevalence ********************/
       /*scanf("%d",i);*/  void prevalence(double ***probs, double agemin, double agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, int firstpass, int lastpass)
       if (strchr(strb,'*')) {  {  
         cutv(strd,strc,strb,'*');    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
         if (strcmp(strc,"age")==0) {       in each health status at the date of interview (if between dateprev1 and dateprev2).
           cptcovprod--;       We still use firstpass and lastpass as another selection.
           cutv(strb,stre,strd,'V');    */
           Tvar[i]=atoi(stre);   
           cptcovage++;    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
             Tage[cptcovage]=i;    double ***freq; /* Frequencies */
             /*printf("stre=%s ", stre);*/    double *pp, **prop;
         }    double pos,posprop; 
         else if (strcmp(strd,"age")==0) {    double  y2; /* in fractional years */
           cptcovprod--;    int iagemin, iagemax;
           cutv(strb,stre,strc,'V');  
           Tvar[i]=atoi(stre);    iagemin= (int) agemin;
           cptcovage++;    iagemax= (int) agemax;
           Tage[cptcovage]=i;    /*pp=vector(1,nlstate);*/
         }    prop=matrix(1,nlstate,iagemin,iagemax+3); 
         else {    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
           cutv(strb,stre,strc,'V');    j1=0;
           Tvar[i]=ncov+k1;    
           cutv(strb,strc,strd,'V');    j=cptcoveff;
           Tprod[k1]=i;    if (cptcovn<1) {j=1;ncodemax[1]=1;}
           Tvard[k1][1]=atoi(strc);    
           Tvard[k1][2]=atoi(stre);    for(k1=1; k1<=j;k1++){
           Tvar[cptcovn+k2]=Tvard[k1][1];      for(i1=1; i1<=ncodemax[k1];i1++){
           Tvar[cptcovn+k2+1]=Tvard[k1][2];        j1++;
           for (k=1; k<=lastobs;k++)        
             covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];        for (i=1; i<=nlstate; i++)  
           k1++;          for(m=iagemin; m <= iagemax+3; m++)
           k2=k2+2;            prop[i][m]=0.0;
         }       
       }        for (i=1; i<=imx; i++) { /* Each individual */
       else {          bool=1;
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/          if  (cptcovn>0) {
        /*  scanf("%d",i);*/            for (z1=1; z1<=cptcoveff; z1++) 
       cutv(strd,strc,strb,'V');              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
       Tvar[i]=atoi(strc);                bool=0;
       }          } 
       strcpy(modelsav,stra);            if (bool==1) { 
       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
         scanf("%d",i);*/              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
     }              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
 }                if(agev[m][i]==0) agev[m][i]=iagemax+1;
                  if(agev[m][i]==1) agev[m][i]=iagemax+2;
   /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);                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); 
   printf("cptcovprod=%d ", cptcovprod);                if (s[m][i]>0 && s[m][i]<=nlstate) { 
   scanf("%d ",i);*/                  /*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]]);*/
     fclose(fic);                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
                   prop[s[m][i]][iagemax+3] += weight[i]; 
     /*  if(mle==1){*/                } 
     if (weightopt != 1) { /* Maximisation without weights*/              }
       for(i=1;i<=n;i++) weight[i]=1.0;            } /* end selection of waves */
     }          }
     /*-calculation of age at interview from date of interview and age at death -*/        }
     agev=matrix(1,maxwav,1,imx);        for(i=iagemin; i <= iagemax+3; i++){  
              
     for (i=1; i<=imx; i++)  {          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);            posprop += prop[jk][i]; 
       for(m=1; (m<= maxwav); m++){          } 
         if(s[m][i] >0){  
           if (s[m][i] == nlstate+1) {          for(jk=1; jk <=nlstate ; jk++){     
             if(agedc[i]>0)            if( i <=  iagemax){ 
               if(moisdc[i]!=99 && andc[i]!=9999)              if(posprop>=1.e-5){ 
               agev[m][i]=agedc[i];                probs[i][jk][j1]= prop[jk][i]/posprop;
             else {              } 
               if (andc[i]!=9999){            } 
               printf("Warning negative age at death: %d line:%d\n",num[i],i);          }/* end jk */ 
               agev[m][i]=-1;        }/* end i */ 
               }      } /* end i1 */
             }    } /* end k1 */
           }    
           else if(s[m][i] !=9){ /* Should no more exist */    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);    /*free_vector(pp,1,nlstate);*/
             if(mint[m][i]==99 || anint[m][i]==9999)    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
               agev[m][i]=1;  }  /* End of prevalence */
             else if(agev[m][i] <agemin){  
               agemin=agev[m][i];  /************* Waves Concatenation ***************/
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/  
             }  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)
             else if(agev[m][i] >agemax){  {
               agemax=agev[m][i];    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/       Death is a valid wave (if date is known).
             }       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
             /*agev[m][i]=anint[m][i]-annais[i];*/       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
             /*   agev[m][i] = age[i]+2*m;*/       and mw[mi+1][i]. dh depends on stepm.
           }       */
           else { /* =9 */  
             agev[m][i]=1;    int i, mi, m;
             s[m][i]=-1;    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
           }       double sum=0., jmean=0.;*/
         }    int first;
         else /*= 0 Unknown */    int j, k=0,jk, ju, jl;
           agev[m][i]=1;    double sum=0.;
       }    first=0;
        jmin=1e+5;
     }    jmax=-1;
     for (i=1; i<=imx; i++)  {    jmean=0.;
       for(m=1; (m<= maxwav); m++){    for(i=1; i<=imx; i++){
         if (s[m][i] > (nlstate+ndeath)) {      mi=0;
           printf("Error: Wrong value in nlstate or ndeath\n");        m=firstpass;
           goto end;      while(s[m][i] <= nlstate){
         }        if(s[m][i]>=1)
       }          mw[++mi][i]=m;
     }        if(m >=lastpass)
           break;
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);        else
           m++;
     free_vector(severity,1,maxwav);      }/* end while */
     free_imatrix(outcome,1,maxwav+1,1,n);      if (s[m][i] > nlstate){
     free_vector(moisnais,1,n);        mi++;     /* Death is another wave */
     free_vector(annais,1,n);        /* if(mi==0)  never been interviewed correctly before death */
     free_matrix(mint,1,maxwav,1,n);           /* Only death is a correct wave */
     free_matrix(anint,1,maxwav,1,n);        mw[mi][i]=m;
     free_vector(moisdc,1,n);      }
     free_vector(andc,1,n);  
       wav[i]=mi;
          if(mi==0){
     wav=ivector(1,imx);        if(first==0){
     dh=imatrix(1,lastpass-firstpass+1,1,imx);          printf("Warning! None valid information for:%ld line=%d (skipped) and may be others, see log file\n",num[i],i);
     mw=imatrix(1,lastpass-firstpass+1,1,imx);          first=1;
            }
     /* Concatenates waves */        if(first==1){
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);          fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
         }
       } /* end mi==0 */
       Tcode=ivector(1,100);    } /* End individuals */
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);  
       ncodemax[1]=1;    for(i=1; i<=imx; i++){
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);      for(mi=1; mi<wav[i];mi++){
              if (stepm <=0)
    codtab=imatrix(1,100,1,10);          dh[mi][i]=1;
    h=0;        else{
    m=pow(2,cptcoveff);          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
              if (agedc[i] < 2*AGESUP) {
    for(k=1;k<=cptcoveff; k++){              j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
      for(i=1; i <=(m/pow(2,k));i++){              if(j==0) j=1;  /* Survives at least one month after exam */
        for(j=1; j <= ncodemax[k]; j++){              else if(j<0){
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){                printf("Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
            h++;                j=1; /* Careful Patch */
            if (h>m) h=1;codtab[h][k]=j;                printf("   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview.\n  You MUST fix the contradiction between dates.\n",stepm);
          }                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]);
        }                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);
      }              }
    }              k=k+1;
               if (j >= jmax) jmax=j;
               if (j <= jmin) jmin=j;
    /*for(i=1; i <=m ;i++){              sum=sum+j;
      for(k=1; k <=cptcovn; k++){              /*if (j<0) printf("j=%d num=%d \n",j,i);*/
        printf("i=%d k=%d %d %d",i,k,codtab[i][k], cptcoveff);              /*    printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
      }            }
      printf("\n");          }
    }          else{
    scanf("%d",i);*/            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
                /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
    /* Calculates basic frequencies. Computes observed prevalence at single age            k=k+1;
        and prints on file fileres'p'. */            if (j >= jmax) jmax=j;
   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);            else if (j <= jmin)jmin=j;
             /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */            /*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]);*/
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */            if(j<0){
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */              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]);
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */              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]);
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */            }
                sum=sum+j;
     /* 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] */          jk= j/stepm;
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */          jl= j -jk*stepm;
           ju= j -(jk+1)*stepm;
     if(mle==1){          if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);            if(jl==0){
     }              dh[mi][i]=jk;
                  bh[mi][i]=0;
     /*--------- results files --------------*/            }else{ /* We want a negative bias in order to only have interpolation ie
     fprintf(ficres,"\ntitle=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate, ndeath, maxwav, mle,weightopt,model);                    * at the price of an extra matrix product in likelihood */
                  dh[mi][i]=jk+1;
    jk=1;              bh[mi][i]=ju;
    fprintf(ficres,"# Parameters\n");            }
    printf("# Parameters\n");          }else{
    for(i=1,jk=1; i <=nlstate; i++){            if(jl <= -ju){
      for(k=1; k <=(nlstate+ndeath); k++){              dh[mi][i]=jk;
        if (k != i)              bh[mi][i]=jl;       /* bias is positive if real duration
          {                                   * is higher than the multiple of stepm and negative otherwise.
            printf("%d%d ",i,k);                                   */
            fprintf(ficres,"%1d%1d ",i,k);            }
            for(j=1; j <=ncovmodel; j++){            else{
              printf("%f ",p[jk]);              dh[mi][i]=jk+1;
              fprintf(ficres,"%f ",p[jk]);              bh[mi][i]=ju;
              jk++;            }
            }            if(dh[mi][i]==0){
            printf("\n");              dh[mi][i]=1; /* At least one step */
            fprintf(ficres,"\n");              bh[mi][i]=ju; /* At least one step */
          }              /*  printf(" bh=%d ju=%d jl=%d dh=%d jk=%d stepm=%d %d\n",bh[mi][i],ju,jl,dh[mi][i],jk,stepm,i);*/
      }            }
    }          } /* end if mle */
  if(mle==1){        }
     /* Computing hessian and covariance matrix */      } /* end wave */
     ftolhess=ftol; /* Usually correct */    }
     hesscov(matcov, p, npar, delti, ftolhess, func);    jmean=sum/k;
  }    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
     fprintf(ficres,"# Scales\n");    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
     printf("# Scales\n");   }
      for(i=1,jk=1; i <=nlstate; i++){  
       for(j=1; j <=nlstate+ndeath; j++){  /*********** Tricode ****************************/
         if (j!=i) {  void tricode(int *Tvar, int **nbcode, int imx)
           fprintf(ficres,"%1d%1d",i,j);  {
           printf("%1d%1d",i,j);    
           for(k=1; k<=ncovmodel;k++){    int Ndum[20],ij=1, k, j, i, maxncov=19;
             printf(" %.5e",delti[jk]);    int cptcode=0;
             fprintf(ficres," %.5e",delti[jk]);    cptcoveff=0; 
             jk++;   
           }    for (k=0; k<maxncov; k++) Ndum[k]=0;
           printf("\n");    for (k=1; k<=7; k++) ncodemax[k]=0;
           fprintf(ficres,"\n");  
         }    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
       }      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
       }                                 modality*/ 
            ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
     k=1;        Ndum[ij]++; /*store the modality */
     fprintf(ficres,"# Covariance\n");        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
     printf("# Covariance\n");        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
     for(i=1;i<=npar;i++){                                         Tvar[j]. If V=sex and male is 0 and 
       /*  if (k>nlstate) k=1;                                         female is 1, then  cptcode=1.*/
       i1=(i-1)/(ncovmodel*nlstate)+1;      }
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);  
       printf("%s%d%d",alph[k],i1,tab[i]);*/      for (i=0; i<=cptcode; i++) {
       fprintf(ficres,"%3d",i);        if(Ndum[i]!=0) ncodemax[j]++; /* Nomber of modalities of the j th covariates. In fact ncodemax[j]=2 (dichotom. variables) but it can be more */
       printf("%3d",i);      }
       for(j=1; j<=i;j++){  
         fprintf(ficres," %.5e",matcov[i][j]);      ij=1; 
         printf(" %.5e",matcov[i][j]);      for (i=1; i<=ncodemax[j]; i++) {
       }        for (k=0; k<= maxncov; k++) {
       fprintf(ficres,"\n");          if (Ndum[k] != 0) {
       printf("\n");            nbcode[Tvar[j]][ij]=k; 
       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; */
     }            
                ij++;
     while((c=getc(ficpar))=='#' && c!= EOF){          }
       ungetc(c,ficpar);          if (ij > ncodemax[j]) break; 
       fgets(line, MAXLINE, ficpar);        }  
       puts(line);      } 
       fputs(line,ficparo);    }  
     }  
     ungetc(c,ficpar);   for (k=0; k< maxncov; k++) Ndum[k]=0;
    
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);   for (i=1; i<=ncovmodel-2; i++) { 
         /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
     if (fage <= 2) {     ij=Tvar[i];
       bage = agemin;     Ndum[ij]++;
       fage = agemax;   }
     }  
    ij=1;
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");   for (i=1; i<= maxncov; i++) {
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);     if((Ndum[i]!=0) && (i<=ncovcol)){
        Tvaraff[ij]=i; /*For printing */
           ij++;
 /*------------ gnuplot -------------*/     }
 chdir(pathcd);   }
   if((ficgp=fopen("graph.plt","w"))==NULL) {   
     printf("Problem with file graph.gp");goto end;   cptcoveff=ij-1; /*Number of simple covariates*/
   }  }
 #ifdef windows  
   fprintf(ficgp,"cd \"%s\" \n",pathc);  /*********** Health Expectancies ****************/
 #endif  
 m=pow(2,cptcoveff);  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 )
    
  /* 1eme*/  {
   for (cpt=1; cpt<= nlstate ; cpt ++) {    /* Health expectancies */
    for (k1=1; k1<= m ; k1 ++) {    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
     double age, agelim, hf;
 #ifdef windows    double ***p3mat,***varhe;
     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);    double **dnewm,**doldm;
 #endif    double *xp;
 #ifdef unix    double **gp, **gm;
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);    double ***gradg, ***trgradg;
 #endif    int theta;
   
 for (i=1; i<= nlstate ; i ++) {    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    xp=vector(1,npar);
   else fprintf(ficgp," \%%*lf (\%%*lf)");    dnewm=matrix(1,nlstate*nlstate,1,npar);
 }    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);    
     for (i=1; i<= nlstate ; i ++) {    fprintf(ficreseij,"# Health expectancies\n");
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    fprintf(ficreseij,"# Age");
   else fprintf(ficgp," \%%*lf (\%%*lf)");    for(i=1; i<=nlstate;i++)
 }      for(j=1; j<=nlstate;j++)
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);        fprintf(ficreseij," %1d-%1d (SE)",i,j);
      for (i=1; i<= nlstate ; i ++) {    fprintf(ficreseij,"\n");
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");  
   else fprintf(ficgp," \%%*lf (\%%*lf)");    if(estepm < stepm){
 }        printf ("Problem %d lower than %d\n",estepm, stepm);
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));    }
 #ifdef unix    else  hstepm=estepm;   
 fprintf(ficgp,"\nset ter gif small size 400,300");    /* We compute the life expectancy from trapezoids spaced every estepm months
 #endif     * This is mainly to measure the difference between two models: for example
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);     * if stepm=24 months pijx are given only every 2 years and by summing them
    }     * we are calculating an estimate of the Life Expectancy assuming a linear 
   }     * progression in between and thus overestimating or underestimating according
   /*2 eme*/     * 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
   for (k1=1; k1<= m ; k1 ++) {     * to compare the new estimate of Life expectancy with the same linear 
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);     * hypothesis. A more precise result, taking into account a more precise
         * curvature will be obtained if estepm is as small as stepm. */
     for (i=1; i<= nlstate+1 ; i ++) {  
       k=2*i;    /* For example we decided to compute the life expectancy with the smallest unit */
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
       for (j=1; j<= nlstate+1 ; j ++) {       nhstepm is the number of hstepm from age to agelim 
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");       nstepm is the number of stepm from age to agelin. 
   else fprintf(ficgp," \%%*lf (\%%*lf)");       Look at hpijx to understand the reason of that which relies in memory size
 }         and note for a fixed period like estepm months */
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);       survival function given by stepm (the optimization length). Unfortunately it
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);       means that if the survival funtion is printed only each two years of age and if
       for (j=1; j<= nlstate+1 ; j ++) {       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");       results. So we changed our mind and took the option of the best precision.
         else fprintf(ficgp," \%%*lf (\%%*lf)");    */
 }      hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
       fprintf(ficgp,"\" t\"\" w l 0,");  
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);    agelim=AGESUP;
       for (j=1; j<= nlstate+1 ; j ++) {    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");      /* nhstepm age range expressed in number of stepm */
   else fprintf(ficgp," \%%*lf (\%%*lf)");      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
 }        /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");      /* if (stepm >= YEARM) hstepm=1;*/
       else fprintf(ficgp,"\" t\"\" w l 0,");      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
     }      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
   }      gp=matrix(0,nhstepm,1,nlstate*nlstate);
        gm=matrix(0,nhstepm,1,nlstate*nlstate);
   /*3eme*/  
       /* Computed by stepm unit matrices, product of hstepm matrices, stored
   for (k1=1; k1<= m ; k1 ++) {         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
     for (cpt=1; cpt<= nlstate ; cpt ++) {      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
       k=2+nlstate*(cpt-1);   
       fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",agemin,fage,fileres,k1-1,k1-1,k,cpt);  
       for (i=1; i< nlstate ; i ++) {      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
         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);  
       }      /* Computing Variances of health expectancies */
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);  
     }       for(theta=1; theta <=npar; theta++){
   }        for(i=1; i<=npar; i++){ 
            xp[i] = x[i] + (i==theta ?delti[theta]:0);
   /* CV preval stat */        }
   for (k1=1; k1<= m ; k1 ++) {        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
     for (cpt=1; cpt<nlstate ; cpt ++) {    
       k=3;        cptj=0;
       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/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);        for(j=1; j<= nlstate; j++){
       for (i=1; i< nlstate ; i ++)          for(i=1; i<=nlstate; i++){
         fprintf(ficgp,"+$%d",k+i+1);            cptj=cptj+1;
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
                    gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
       l=3+(nlstate+ndeath)*cpt;            }
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);          }
       for (i=1; i< nlstate ; i ++) {        }
         l=3+(nlstate+ndeath)*cpt;       
         fprintf(ficgp,"+$%d",l+i+1);       
       }        for(i=1; i<=npar; i++) 
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);            xp[i] = x[i] - (i==theta ?delti[theta]:0);
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
     }        
   }        cptj=0;
         for(j=1; j<= nlstate; j++){
   /* proba elementaires */          for(i=1;i<=nlstate;i++){
    for(i=1,jk=1; i <=nlstate; i++){            cptj=cptj+1;
     for(k=1; k <=(nlstate+ndeath); k++){            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
       if (k != i) {  
         for(j=1; j <=ncovmodel; j++){              gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/            }
           /*fprintf(ficgp,"%s",alph[1]);*/          }
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);        }
           jk++;        for(j=1; j<= nlstate*nlstate; j++)
           fprintf(ficgp,"\n");          for(h=0; h<=nhstepm-1; h++){
         }            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
       }          }
     }       } 
     }     
   /* End theta */
   for(jk=1; jk <=m; jk++) {  
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
    i=1;  
    for(k2=1; k2<=nlstate; k2++) {       for(h=0; h<=nhstepm-1; h++)
      k3=i;        for(j=1; j<=nlstate*nlstate;j++)
      for(k=1; k<=(nlstate+ndeath); k++) {          for(theta=1; theta <=npar; theta++)
        if (k != k2){            trgradg[h][j][theta]=gradg[h][theta][j];
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);       
 ij=1;  
         for(j=3; j <=ncovmodel; j++) {       for(i=1;i<=nlstate*nlstate;i++)
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {        for(j=1;j<=nlstate*nlstate;j++)
             fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);          varhe[i][j][(int)age] =0.;
             ij++;  
           }       printf("%d|",(int)age);fflush(stdout);
           else       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);       for(h=0;h<=nhstepm-1;h++){
         }        for(k=0;k<=nhstepm-1;k++){
           fprintf(ficgp,")/(1");          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]);
         for(k1=1; k1 <=nlstate; k1++){            for(i=1;i<=nlstate*nlstate;i++)
           fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);            for(j=1;j<=nlstate*nlstate;j++)
 ij=1;              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
           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]]]);      /* Computing expectancies */
             ij++;      for(i=1; i<=nlstate;i++)
           }        for(j=1; j<=nlstate;j++)
           else          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
           }            
           fprintf(ficgp,")");  /* 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]);*/
         }  
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);          }
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");  
         i=i+ncovmodel;      fprintf(ficreseij,"%3.0f",age );
        }      cptj=0;
      }      for(i=1; i<=nlstate;i++)
    }        for(j=1; j<=nlstate;j++){
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);          cptj++;
   }          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
            }
   fclose(ficgp);      fprintf(ficreseij,"\n");
         
 chdir(path);      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
     free_matrix(agev,1,maxwav,1,imx);      free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
     free_ivector(wav,1,imx);      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
        }
     free_imatrix(s,1,maxwav+1,1,n);    printf("\n");
        fprintf(ficlog,"\n");
      
     free_ivector(num,1,n);    free_vector(xp,1,npar);
     free_vector(agedc,1,n);    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
     free_vector(weight,1,n);    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
     /*free_matrix(covar,1,NCOVMAX,1,n);*/    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
     fclose(ficparo);  }
     fclose(ficres);  
     /*  }*/  /************ Variance ******************/
      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)
    /*________fin mle=1_________*/  {
        /* Variance of health expectancies */
     /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
      /* double **newm;*/
     /* No more information from the sample is required now */    double **dnewm,**doldm;
   /* Reads comments: lines beginning with '#' */    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;
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);    double age,agelim, hf;
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);    double ***mobaverage;
 /*--------- index.htm --------*/    int theta;
     char digit[4];
   strcpy(optionfilehtm,optionfile);    char digitp[25];
   strcat(optionfilehtm,".htm");  
   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {    char fileresprobmorprev[FILENAMELENGTH];
     printf("Problem with %s \n",optionfilehtm);goto end;  
   }    if(popbased==1){
       if(mobilav!=0)
  fprintf(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.64b </font> <hr size=\"2\" color=\"#EC5E5E\">        strcpy(digitp,"-populbased-mobilav-");
 Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>      else strcpy(digitp,"-populbased-nomobil-");
 Total number of observations=%d <br>    }
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>    else 
 <hr  size=\"2\" color=\"#EC5E5E\">      strcpy(digitp,"-stablbased-");
 <li>Outputs files<br><br>\n  
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n    if (mobilav!=0) {
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>        printf(" Error in movingaverage mobilav=%d\n",mobilav);
         - 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>    }
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>  
         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br><br>",title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,jmin,jmax,jmean,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);    strcpy(fileresprobmorprev,"prmorprev"); 
     sprintf(digit,"%-d",ij);
  fprintf(fichtm," <li>Graphs</li><p>");    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
     strcat(fileresprobmorprev,digit); /* Tvar to be done */
  m=cptcoveff;    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}    strcat(fileresprobmorprev,fileres);
     if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
  j1=0;      printf("Problem with resultfile: %s\n", fileresprobmorprev);
  for(k1=1; k1<=m;k1++){      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
    for(i1=1; i1<=ncodemax[k1];i1++){    }
        j1++;    printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
        if (cptcovn > 0) {    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");    fprintf(ficresprobmorprev,"# probabilities of dying before estepm=%d months for people of exact age and weighted probabilities w1*p1j+w2*p2j+... stand dev in()\n",estepm);
          for (cpt=1; cpt<=cptcoveff;cpt++)    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");      fprintf(ficresprobmorprev," p.%-d SE",j);
        }      for(i=1; i<=nlstate;i++)
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);        }  
        for(cpt=1; cpt<nlstate;cpt++){    fprintf(ficresprobmorprev,"\n");
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>    fprintf(ficgp,"\n# Routine varevsij");
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);    fprintf(fichtm,"\n<li><h4> Computing probabilities of dying over estepm months as a weighted average (i.e global mortality independent of initial healh state)</h4></li>\n");
        }    fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
     for(cpt=1; cpt<=nlstate;cpt++) {  /*   } */
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 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(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");
      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>      for(j=1; j<=nlstate;j++)
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
      }    fprintf(ficresvij,"\n");
      fprintf(fichtm,"\n<br>- Total life expectancy by age and  
 health expectancies in states (1) and (2): e%s%d.gif<br>    xp=vector(1,npar);
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);    dnewm=matrix(1,nlstate,1,npar);
 fprintf(fichtm,"\n</body>");    doldm=matrix(1,nlstate,1,nlstate);
    }    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
  }    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 fclose(fichtm);  
     gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
   /*--------------- Prevalence limit --------------*/    gpp=vector(nlstate+1,nlstate+ndeath);
      gmp=vector(nlstate+1,nlstate+ndeath);
   strcpy(filerespl,"pl");    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
   strcat(filerespl,fileres);    
   if((ficrespl=fopen(filerespl,"w"))==NULL) {    if(estepm < stepm){
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;      printf ("Problem %d lower than %d\n",estepm, stepm);
   }    }
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);    else  hstepm=estepm;   
   fprintf(ficrespl,"#Prevalence limit\n");    /* For example we decided to compute the life expectancy with the smallest unit */
   fprintf(ficrespl,"#Age ");    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);       nhstepm is the number of hstepm from age to agelim 
   fprintf(ficrespl,"\n");       nstepm is the number of stepm from age to agelin. 
         Look at hpijx to understand the reason of that which relies in memory size
   prlim=matrix(1,nlstate,1,nlstate);       and note for a fixed period like k years */
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */       survival function given by stepm (the optimization length). Unfortunately it
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */       means that if the survival funtion is printed every two years of age and if
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */       results. So we changed our mind and took the option of the best precision.
   k=0;    */
   agebase=agemin;    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
   agelim=agemax;    agelim = AGESUP;
   ftolpl=1.e-10;    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
   i1=cptcoveff;      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
   if (cptcovn < 1){i1=1;}      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
       p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   for(cptcov=1;cptcov<=i1;cptcov++){      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){      gp=matrix(0,nhstepm,1,nlstate);
         k=k+1;      gm=matrix(0,nhstepm,1,nlstate);
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/  
         fprintf(ficrespl,"\n#******");  
         for(j=1;j<=cptcoveff;j++)      for(theta=1; theta <=npar; theta++){
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
         fprintf(ficrespl,"******\n");          xp[i] = x[i] + (i==theta ?delti[theta]:0);
                }
         for (age=agebase; age<=agelim; age++){        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
           fprintf(ficrespl,"%.0f",age );  
           for(i=1; i<=nlstate;i++)        if (popbased==1) {
           fprintf(ficrespl," %.5f", prlim[i][i]);          if(mobilav ==0){
           fprintf(ficrespl,"\n");            for(i=1; i<=nlstate;i++)
         }              prlim[i][i]=probs[(int)age][i][ij];
       }          }else{ /* mobilav */ 
     }            for(i=1; i<=nlstate;i++)
   fclose(ficrespl);              prlim[i][i]=mobaverage[(int)age][i][ij];
   /*------------- h Pij x at various ages ------------*/          }
          }
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);    
   if((ficrespij=fopen(filerespij,"w"))==NULL) {        for(j=1; j<= nlstate; j++){
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;          for(h=0; h<=nhstepm; h++){
   }            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
   printf("Computing pij: result on file '%s' \n", filerespij);              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
            }
   stepsize=(int) (stepm+YEARM-1)/YEARM;        }
   if (stepm<=24) stepsize=2;        /* This for computing probability of death (h=1 means
            computed over hstepm matrices product = hstepm*stepm months) 
   agelim=AGESUP;           as a weighted average of prlim.
   hstepm=stepsize*YEARM; /* Every year of age */        */
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */        for(j=nlstate+1;j<=nlstate+ndeath;j++){
            for(i=1,gpp[j]=0.; i<= nlstate; i++)
   k=0;            gpp[j] += prlim[i][i]*p3mat[i][j][1];
   for(cptcov=1;cptcov<=i1;cptcov++){        }    
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){        /* end probability of death */
       k=k+1;  
         fprintf(ficrespij,"\n#****** ");        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
         for(j=1;j<=cptcoveff;j++)          xp[i] = x[i] - (i==theta ?delti[theta]:0);
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         fprintf(ficrespij,"******\n");        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
           
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */        if (popbased==1) {
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */          if(mobilav ==0){
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */            for(i=1; i<=nlstate;i++)
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);              prlim[i][i]=probs[(int)age][i][ij];
           oldm=oldms;savm=savms;          }else{ /* mobilav */ 
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);              for(i=1; i<=nlstate;i++)
           fprintf(ficrespij,"# Age");              prlim[i][i]=mobaverage[(int)age][i][ij];
           for(i=1; i<=nlstate;i++)          }
             for(j=1; j<=nlstate+ndeath;j++)        }
               fprintf(ficrespij," %1d-%1d",i,j);  
           fprintf(ficrespij,"\n");        for(j=1; j<= nlstate; j++){
           for (h=0; h<=nhstepm; h++){          for(h=0; h<=nhstepm; h++){
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
             for(i=1; i<=nlstate;i++)              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
               for(j=1; j<=nlstate+ndeath;j++)          }
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);        }
             fprintf(ficrespij,"\n");        /* This for computing probability of death (h=1 means
           }           computed over hstepm matrices product = hstepm*stepm months) 
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);           as a weighted average of prlim.
           fprintf(ficrespij,"\n");        */
         }        for(j=nlstate+1;j<=nlstate+ndeath;j++){
     }          for(i=1,gmp[j]=0.; i<= nlstate; i++)
   }           gmp[j] += prlim[i][i]*p3mat[i][j][1];
         }    
   fclose(ficrespij);        /* end probability of death */
   
   /*---------- Health expectancies and variances ------------*/        for(j=1; j<= nlstate; j++) /* vareij */
           for(h=0; h<=nhstepm; h++){
   strcpy(filerest,"t");            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
   strcat(filerest,fileres);          }
   if((ficrest=fopen(filerest,"w"))==NULL) {  
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;        for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
   }          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
   printf("Computing Total LEs with variances: file '%s' \n", filerest);        }
   
       } /* End theta */
   strcpy(filerese,"e");  
   strcat(filerese,fileres);      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
   if((ficreseij=fopen(filerese,"w"))==NULL) {  
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);      for(h=0; h<=nhstepm; h++) /* veij */
   }        for(j=1; j<=nlstate;j++)
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);          for(theta=1; theta <=npar; theta++)
             trgradg[h][j][theta]=gradg[h][theta][j];
  strcpy(fileresv,"v");  
   strcat(fileresv,fileres);      for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
   if((ficresvij=fopen(fileresv,"w"))==NULL) {        for(theta=1; theta <=npar; theta++)
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);          trgradgp[j][theta]=gradgp[theta][j];
   }    
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);  
       hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
   k=0;      for(i=1;i<=nlstate;i++)
   for(cptcov=1;cptcov<=i1;cptcov++){        for(j=1;j<=nlstate;j++)
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){          vareij[i][j][(int)age] =0.;
       k=k+1;  
       fprintf(ficrest,"\n#****** ");      for(h=0;h<=nhstepm;h++){
       for(j=1;j<=cptcoveff;j++)        for(k=0;k<=nhstepm;k++){
         fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
       fprintf(ficrest,"******\n");          matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
           for(i=1;i<=nlstate;i++)
       fprintf(ficreseij,"\n#****** ");            for(j=1;j<=nlstate;j++)
       for(j=1;j<=cptcoveff;j++)              vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);        }
       fprintf(ficreseij,"******\n");      }
     
       fprintf(ficresvij,"\n#****** ");      /* pptj */
       for(j=1;j<=cptcoveff;j++)      matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);      matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
       fprintf(ficresvij,"******\n");      for(j=nlstate+1;j<=nlstate+ndeath;j++)
         for(i=nlstate+1;i<=nlstate+ndeath;i++)
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);          varppt[j][i]=doldmp[j][i];
       oldm=oldms;savm=savms;      /* end ppptj */
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);        /*  x centered again */
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
       oldm=oldms;savm=savms;      prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);   
            if (popbased==1) {
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");        if(mobilav ==0){
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);          for(i=1; i<=nlstate;i++)
       fprintf(ficrest,"\n");            prlim[i][i]=probs[(int)age][i][ij];
                }else{ /* mobilav */ 
       hf=1;          for(i=1; i<=nlstate;i++)
       if (stepm >= YEARM) hf=stepm/YEARM;            prlim[i][i]=mobaverage[(int)age][i][ij];
       epj=vector(1,nlstate+1);        }
       for(age=bage; age <=fage ;age++){      }
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);               
         fprintf(ficrest," %.0f",age);      /* This for computing probability of death (h=1 means
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){         computed over hstepm (estepm) matrices product = hstepm*stepm months) 
           for(i=1, epj[j]=0.;i <=nlstate;i++) {         as a weighted average of prlim.
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];      */
           }      for(j=nlstate+1;j<=nlstate+ndeath;j++){
           epj[nlstate+1] +=epj[j];        for(i=1,gmp[j]=0.;i<= nlstate; i++) 
         }          gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
         for(i=1, vepp=0.;i <=nlstate;i++)      }    
           for(j=1;j <=nlstate;j++)      /* end probability of death */
             vepp += vareij[i][j][(int)age];  
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));      fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
         for(j=1;j <=nlstate;j++){      for(j=nlstate+1; j<=(nlstate+ndeath);j++){
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));        fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
         }        for(i=1; i<=nlstate;i++){
         fprintf(ficrest,"\n");          fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
       }        }
     }      } 
   }      fprintf(ficresprobmorprev,"\n");
          
  fclose(ficreseij);      fprintf(ficresvij,"%.0f ",age );
  fclose(ficresvij);      for(i=1; i<=nlstate;i++)
   fclose(ficrest);        for(j=1; j<=nlstate;j++){
   fclose(ficpar);          fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
   free_vector(epj,1,nlstate+1);        }
   /*  scanf("%d ",i); */      fprintf(ficresvij,"\n");
       free_matrix(gp,0,nhstepm,1,nlstate);
   /*------- Variance limit prevalence------*/        free_matrix(gm,0,nhstepm,1,nlstate);
       free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
 strcpy(fileresvpl,"vpl");      free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
   strcat(fileresvpl,fileres);      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {    } /* End age */
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);    free_vector(gpp,nlstate+1,nlstate+ndeath);
     exit(0);    free_vector(gmp,nlstate+1,nlstate+ndeath);
   }    free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);    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");
  k=0;    /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
  for(cptcov=1;cptcov<=i1;cptcov++){    fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){  /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
      k=k+1;  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
      fprintf(ficresvpl,"\n#****** ");  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
      for(j=1;j<=cptcoveff;j++)    fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
        fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
      fprintf(ficresvpl,"******\n");    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",subdirf(fileresprobmorprev));
          fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev));
      varpl=matrix(1,nlstate,(int) bage, (int) fage);    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);
      oldm=oldms;savm=savms;    /*  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);
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);  */
    }  /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
  }    fprintf(ficgp,"\nset out \"%s%s.png\";replot;\n",subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
   
   fclose(ficresvpl);    free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,nlstate);
   /*---------- End : free ----------------*/    free_matrix(dnewm,1,nlstate,1,npar);
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);    free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
      free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);    free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);    if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
      fclose(ficresprobmorprev);
      fflush(ficgp);
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);    fflush(fichtm); 
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);  }  /* end varevsij */
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);  
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);  /************ Variance of prevlim ******************/
    void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)
   free_matrix(matcov,1,npar,1,npar);  {
   free_vector(delti,1,npar);    /* Variance of prevalence limit */
      /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);    double **newm;
     double **dnewm,**doldm;
   printf("End of Imach\n");    int i, j, nhstepm, hstepm;
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */    int k, cptcode;
      double *xp;
   /* 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);*/    double *gp, *gm;
   /*printf("Total time was %d uSec.\n", total_usecs);*/    double **gradg, **trgradg;
   /*------ End -----------*/    double age,agelim;
     int theta;
  end:     
 #ifdef windows    fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
  chdir(pathcd);    fprintf(ficresvpl,"# Age");
 #endif    for(i=1; i<=nlstate;i++)
  /*system("wgnuplot graph.plt");*/        fprintf(ficresvpl," %1d-%1d",i,i);
  system("../gp37mgw/wgnuplot graph.plt");    fprintf(ficresvpl,"\n");
   
 #ifdef windows    xp=vector(1,npar);
   while (z[0] != 'q') {    dnewm=matrix(1,nlstate,1,npar);
     chdir(pathcd);    doldm=matrix(1,nlstate,1,nlstate);
     printf("\nType e to edit output files, c to start again, and q for exiting: ");    
     scanf("%s",z);    hstepm=1*YEARM; /* Every year of age */
     if (z[0] == 'c') system("./imach");    hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
     else if (z[0] == 'e') {    agelim = AGESUP;
       chdir(path);    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       system("index.htm");      nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
     }      if (stepm >= YEARM) hstepm=1;
     else if (z[0] == 'q') exit(0);      nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   }      gradg=matrix(1,npar,1,nlstate);
 #endif      gp=vector(1,nlstate);
 }      gm=vector(1,nlstate);
   
       for(theta=1; theta <=npar; theta++){
         for(i=1; i<=npar; i++){ /* Computes gradient */
           xp[i] = x[i] + (i==theta ?delti[theta]:0);
         }
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(i=1;i<=nlstate;i++)
           gp[i] = prlim[i][i];
       
         for(i=1; i<=npar; i++) /* Computes gradient */
           xp[i] = x[i] - (i==theta ?delti[theta]:0);
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(i=1;i<=nlstate;i++)
           gm[i] = prlim[i][i];
   
         for(i=1;i<=nlstate;i++)
           gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
       } /* End theta */
   
       trgradg =matrix(1,nlstate,1,npar);
   
       for(j=1; j<=nlstate;j++)
         for(theta=1; theta <=npar; theta++)
           trgradg[j][theta]=gradg[theta][j];
   
       for(i=1;i<=nlstate;i++)
         varpl[i][(int)age] =0.;
       matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
       matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
       for(i=1;i<=nlstate;i++)
         varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
   
       fprintf(ficresvpl,"%.0f ",age );
       for(i=1; i<=nlstate;i++)
         fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
       fprintf(ficresvpl,"\n");
       free_vector(gp,1,nlstate);
       free_vector(gm,1,nlstate);
       free_matrix(gradg,1,npar,1,nlstate);
       free_matrix(trgradg,1,nlstate,1,npar);
     } /* End age */
   
     free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,npar);
     free_matrix(dnewm,1,nlstate,1,nlstate);
   
   }
   
   /************ Variance of one-step probabilities  ******************/
   void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
   {
     int i, j=0,  i1, k1, l1, t, tj;
     int k2, l2, j1,  z1;
     int k=0,l, cptcode;
     int first=1, first1;
     double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
     double **dnewm,**doldm;
     double *xp;
     double *gp, *gm;
     double **gradg, **trgradg;
     double **mu;
     double age,agelim, cov[NCOVMAX];
     double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
     int theta;
     char fileresprob[FILENAMELENGTH];
     char fileresprobcov[FILENAMELENGTH];
     char fileresprobcor[FILENAMELENGTH];
   
     double ***varpij;
   
     strcpy(fileresprob,"prob"); 
     strcat(fileresprob,fileres);
     if((ficresprob=fopen(fileresprob,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprob);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
     }
     strcpy(fileresprobcov,"probcov"); 
     strcat(fileresprobcov,fileres);
     if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcov);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
     }
     strcpy(fileresprobcor,"probcor"); 
     strcat(fileresprobcor,fileres);
     if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcor);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
     }
     printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     
     fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
     fprintf(ficresprob,"# Age");
     fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
     fprintf(ficresprobcov,"# Age");
     fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
     fprintf(ficresprobcov,"# Age");
   
   
     for(i=1; i<=nlstate;i++)
       for(j=1; j<=(nlstate+ndeath);j++){
         fprintf(ficresprob," p%1d-%1d (SE)",i,j);
         fprintf(ficresprobcov," p%1d-%1d ",i,j);
         fprintf(ficresprobcor," p%1d-%1d ",i,j);
       }  
    /* fprintf(ficresprob,"\n");
     fprintf(ficresprobcov,"\n");
     fprintf(ficresprobcor,"\n");
    */
    xp=vector(1,npar);
     dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
     doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
     mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
     varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
     first=1;
     fprintf(ficgp,"\n# Routine varprob");
     fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
     fprintf(fichtm,"\n");
   
     fprintf(fichtm,"\n<li><h4> Computing matrix of variance-covariance of step probabilities</h4></li>\n");
     fprintf(fichtm,"\nWe have drawn ellipsoids of confidence around the p<inf>ij</inf>, p<inf>kl</inf> to understand the covariance between two incidences. They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
     fprintf(fichtm,"\n<br> We have drawn x'cov<sup>-1</sup>x = 4 where x is the column vector (pij,pkl). It means that if pij and pkl where uncorrelated the (2X2) matrix would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 standard deviations wide on each axis. <br> When both incidences are correlated we diagonalised the inverse of the covariance matrix and made the appropriate rotation.<br> \n");
   
     cov[1]=1;
     tj=cptcoveff;
     if (cptcovn<1) {tj=1;ncodemax[1]=1;}
     j1=0;
     for(t=1; t<=tj;t++){
       for(i1=1; i1<=ncodemax[t];i1++){ 
         j1++;
         if  (cptcovn>0) {
           fprintf(ficresprob, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprob, "**********\n#\n");
           fprintf(ficresprobcov, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcov, "**********\n#\n");
           
           fprintf(ficgp, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficgp, "**********\n#\n");
           
           
           fprintf(fichtm, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(fichtm, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
           
           fprintf(ficresprobcor, "\n#********** Variable ");    
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcor, "**********\n#");    
         }
         
         for (age=bage; age<=fage; age ++){ 
           cov[2]=age;
           for (k=1; k<=cptcovn;k++) {
             cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
           }
           for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
           for (k=1; k<=cptcovprod;k++)
             cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
           
           gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
           trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
           gp=vector(1,(nlstate)*(nlstate+ndeath));
           gm=vector(1,(nlstate)*(nlstate+ndeath));
       
           for(theta=1; theta <=npar; theta++){
             for(i=1; i<=npar; i++)
               xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
             
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             
             k=0;
             for(i=1; i<= (nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gp[k]=pmmij[i][j];
               }
             }
             
             for(i=1; i<=npar; i++)
               xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
       
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             k=0;
             for(i=1; i<=(nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gm[k]=pmmij[i][j];
               }
             }
        
             for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
               gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
           }
   
           for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
             for(theta=1; theta <=npar; theta++)
               trgradg[j][theta]=gradg[theta][j];
           
           matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
           matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
           free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
           free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
   
           pmij(pmmij,cov,ncovmodel,x,nlstate);
           
           k=0;
           for(i=1; i<=(nlstate); i++){
             for(j=1; j<=(nlstate+ndeath);j++){
               k=k+1;
               mu[k][(int) age]=pmmij[i][j];
             }
           }
           for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
             for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
               varpij[i][j][(int)age] = doldm[i][j];
   
           /*printf("\n%d ",(int)age);
             for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             }*/
   
           fprintf(ficresprob,"\n%d ",(int)age);
           fprintf(ficresprobcov,"\n%d ",(int)age);
           fprintf(ficresprobcor,"\n%d ",(int)age);
   
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
             fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
             fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
           }
           i=0;
           for (k=1; k<=(nlstate);k++){
             for (l=1; l<=(nlstate+ndeath);l++){ 
               i=i++;
               fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
               fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
               for (j=1; j<=i;j++){
                 fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
                 fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
               }
             }
           }/* end of loop for state */
         } /* end of loop for age */
   
         /* Confidence intervalle of pij  */
         /*
           fprintf(ficgp,"\nset noparametric;unset label");
           fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
           fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
           fprintf(fichtm,"\n<br>Probability with  confidence intervals expressed in year<sup>-1</sup> :<a href=\"pijgr%s.png\">pijgr%s.png</A>, ",optionfilefiname,optionfilefiname);
           fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
           fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
           fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
         */
   
         /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
         first1=1;
         for (k2=1; k2<=(nlstate);k2++){
           for (l2=1; l2<=(nlstate+ndeath);l2++){ 
             if(l2==k2) continue;
             j=(k2-1)*(nlstate+ndeath)+l2;
             for (k1=1; k1<=(nlstate);k1++){
               for (l1=1; l1<=(nlstate+ndeath);l1++){ 
                 if(l1==k1) continue;
                 i=(k1-1)*(nlstate+ndeath)+l1;
                 if(i<=j) continue;
                 for (age=bage; age<=fage; age ++){ 
                   if ((int)age %5==0){
                     v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
                     v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     mu1=mu[i][(int) age]/stepm*YEARM ;
                     mu2=mu[j][(int) age]/stepm*YEARM;
                     c12=cv12/sqrt(v1*v2);
                     /* Computing eigen value of matrix of covariance */
                     lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     /* Eigen vectors */
                     v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
                     /*v21=sqrt(1.-v11*v11); *//* error */
                     v21=(lc1-v1)/cv12*v11;
                     v12=-v21;
                     v22=v11;
                     tnalp=v21/v11;
                     if(first1==1){
                       first1=0;
                       printf("%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tang %.3f\nOthers in log...\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     }
                     fprintf(ficlog,"%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tan %.3f\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     /*printf(fignu*/
                     /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
                     /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
                     if(first==1){
                       first=0;
                       fprintf(ficgp,"\nset parametric;unset label");
                       fprintf(ficgp,"\nset log y;set log x; set xlabel \"p%1d%1d (year-1)\";set ylabel \"p%1d%1d (year-1)\"",k1,l1,k2,l2);
                       fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
                       fprintf(fichtm,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
    :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
   %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtm,"\n<br><img src=\"%s%d%1d%1d-%1d%1d.png\"> ",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtm,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nplot [-pi:pi] %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }else{
                       first=0;
                       fprintf(fichtm," %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\nreplot %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }/* if first */
                   } /* age mod 5 */
                 } /* end loop age */
                 fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                 first=1;
               } /*l12 */
             } /* k12 */
           } /*l1 */
         }/* k1 */
       } /* loop covariates */
     }
     free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
     free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
     free_vector(xp,1,npar);
     fclose(ficresprob);
     fclose(ficresprobcov);
     fclose(ficresprobcor);
     /*  fclose(ficgp);*/
   }
   
   
   /******************* Printing html file ***********/
   void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
                     int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
                     int popforecast, int estepm ,\
                     double jprev1, double mprev1,double anprev1, \
                     double jprev2, double mprev2,double anprev2){
     int jj1, k1, i1, cpt;
     /*char optionfilehtm[FILENAMELENGTH];*/
   /*   if((fichtm=fopen(optionfilehtm,"a"))==NULL)    { */
   /*     printf("Problem with %s \n",optionfilehtm), exit(0); */
   /*     fprintf(ficlog,"Problem with %s \n",optionfilehtm), exit(0); */
   /*   } */
   
      fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n \
    - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"%s\">%s</a> <br>\n \
    - Estimated transition probabilities over %d (stepm) months: <a href=\"%s\">%s</a><br>\n \
    - Stable prevalence in each health state: <a href=\"%s\">%s</a> <br>\n \
    - Life expectancies by age and initial health status (estepm=%2d months): \
      <a href=\"%s\">%s</a> <br>\n</li>", \
              jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,subdirf2(fileres,"p"),subdirf2(fileres,"p"),\
              stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"),\
              subdirf2(fileres,"pl"),subdirf2(fileres,"pl"),\
              estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
   
   fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        /* Pij */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i, %d (stepm) months before: %s%d1.png<br> \
   <img src=\"%s%d1.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1);     
        /* Quasi-incidences */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months\
    before but expressed in per year i.e. quasi incidences if stepm is small and probabilities too: %s%d2.png<br> \
   <img src=\"%s%d2.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1); 
          /* Stable prevalence in each health state */
          for(cpt=1; cpt<nlstate;cpt++){
            fprintf(fichtm,"<br>- Stable prevalence in each health state : p%s%d%d.png<br> \
   <img src=\"%s%d%d.png\">",subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1);
          }
        for(cpt=1; cpt<=nlstate;cpt++) {
           fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): %s%d%d.png <br> \
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"exp"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,jj1);
        }
        fprintf(fichtm,"\n<br>- Total life expectancy by age and \
   health expectancies in states (1) and (2): %s%d.png<br>\
   <img src=\"%s%d.png\">",subdirf2(optionfilefiname,"e"),jj1,subdirf2(optionfilefiname,"e"),jj1);
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
   
   
    fprintf(fichtm,"\n<br><li><h4> Result files (second order: variances)</h4>\n\
    - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n\
    - Variance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n\
    - Variance-covariance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n\
    - Correlation matrix of one-step probabilities: <a href=\"%s\">%s</a> <br>\n\
    - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"%s\">%s</a><br>\n\
    - Health expectancies with their variances (no covariance): <a href=\"%s\">%s</a> <br>\n\
    - Standard deviation of stable prevalences: <a href=\"%s\">%s</a> <br>\n",\
            rfileres,rfileres,\
            subdirf2(fileres,"prob"),subdirf2(fileres,"prob"),\
            subdirf2(fileres,"probcov"),subdirf2(fileres,"probcov"),\
            subdirf2(fileres,"probcor"),subdirf2(fileres,"probcor"),\
            estepm, subdirf2(fileres,"v"),subdirf2(fileres,"v"),\
            subdirf2(fileres,"t"),subdirf2(fileres,"t"),\
            subdirf2(fileres,"vpl"),subdirf2(fileres,"vpl"));
   
   /*  if(popforecast==1) fprintf(fichtm,"\n */
   /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
   /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
   /*      <br>",fileres,fileres,fileres,fileres); */
   /*  else  */
   /*    fprintf(fichtm,"\n No population forecast: popforecast = %d (instead of 1) or stepm = %d (instead of 1) or model=%s (instead of .)<br><br></li>\n",popforecast, stepm, model); */
   fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        for(cpt=1; cpt<=nlstate;cpt++) {
          fprintf(fichtm,"<br>- Observed and period prevalence (with confident\
   interval) in state (%d): %s%d%d.png <br>\
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"v"),cpt,jj1,subdirf2(optionfilefiname,"v"),cpt,jj1);  
        }
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
    fflush(fichtm);
   }
   
   /******************* Gnuplot file **************/
   void printinggnuplot(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
   
     char dirfileres[132],optfileres[132];
     int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
     int ng;
   /*   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) { */
   /*     printf("Problem with file %s",optionfilegnuplot); */
   /*     fprintf(ficlog,"Problem with file %s",optionfilegnuplot); */
   /*   } */
   
     /*#ifdef windows */
     fprintf(ficgp,"cd \"%s\" \n",pathc);
       /*#endif */
     m=pow(2,cptcoveff);
   
     strcpy(dirfileres,optionfilefiname);
     strcpy(optfileres,"vpl");
    /* 1eme*/
     for (cpt=1; cpt<= nlstate ; cpt ++) {
      for (k1=1; k1<= m ; k1 ++) {
        fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"v"),cpt,k1);
        fprintf(ficgp,"\n#set out \"v%s%d%d.png\" \n",optionfilefiname,cpt,k1);
        fprintf(ficgp,"set xlabel \"Age\" \n\
   set ylabel \"Probability\" \n\
   set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,subdirf2(fileres,"vpl"),k1-1,k1-1);
   
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }
        fprintf(ficgp,"\" t\"Stable prevalence\" w l 0,\"%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1);
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        } 
        fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1); 
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }  
        fprintf(ficgp,"\" t\"\" w l 1,\"%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",subdirf2(fileres,"p"),k1-1,k1-1,2+4*(cpt-1));
      }
     }
     /*2 eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       fprintf(ficgp,"\nset out \"%s%d.png\" \n",subdirf2(optionfilefiname,"e"),k1);
       fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
       
       for (i=1; i<= nlstate+1 ; i ++) {
         k=2*i;
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:2 \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
         else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         fprintf(ficgp,"\" t\"\" w l 0,");
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
         else fprintf(ficgp,"\" t\"\" w l 0,");
       }
     }
     
     /*3eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<= nlstate ; cpt ++) {
         k=2+nlstate*(2*cpt-2);
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"exp"),cpt,k1);
         fprintf(ficgp,"set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,subdirf2(fileres,"e"),k1-1,k1-1,k,cpt);
         /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           
         */
         for (i=1; i< nlstate ; i ++) {
           fprintf(ficgp," ,\"%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",subdirf2(fileres,"e"),k1-1,k1-1,k+2*i,cpt,i+1);
           
         } 
       }
     }
     
     /* CV preval stable (period) */
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<=nlstate ; cpt ++) {
         k=3;
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"p"),cpt,k1);
         fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \n\
   set ter png small\nset size 0.65,0.65\n\
   unset log y\n\
   plot [%.f:%.f] \"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,subdirf2(fileres,"pij"),k1,k+cpt+1,k+1);
         
         for (i=1; i< nlstate ; i ++)
           fprintf(ficgp,"+$%d",k+i+1);
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
         
         l=3+(nlstate+ndeath)*cpt;
         fprintf(ficgp,",\"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",subdirf2(fileres,"pij"),k1,l+cpt+1,l+1);
         for (i=1; i< nlstate ; i ++) {
           l=3+(nlstate+ndeath)*cpt;
           fprintf(ficgp,"+$%d",l+i+1);
         }
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
       } 
     }  
     
     /* proba elementaires */
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) {
           for(j=1; j <=ncovmodel; j++){
             fprintf(ficgp,"p%d=%f ",jk,p[jk]);
             jk++; 
             fprintf(ficgp,"\n");
           }
         }
       }
      }
   
      for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
        for(jk=1; jk <=m; jk++) {
          fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"pe"),jk,ng); 
          if (ng==2)
            fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
          else
            fprintf(ficgp,"\nset title \"Probability\"\n");
          fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
          i=1;
          for(k2=1; k2<=nlstate; k2++) {
            k3=i;
            for(k=1; k<=(nlstate+ndeath); k++) {
              if (k != k2){
                if(ng==2)
                  fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
                else
                  fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
                ij=1;
                for(j=3; j <=ncovmodel; j++) {
                  if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                    fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                    ij++;
                  }
                  else
                    fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                }
                fprintf(ficgp,")/(1");
                
                for(k1=1; k1 <=nlstate; k1++){   
                  fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
                  ij=1;
                  for(j=3; j <=ncovmodel; j++){
                    if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                      fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                      ij++;
                    }
                    else
                      fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                  }
                  fprintf(ficgp,")");
                }
                fprintf(ficgp,") t \"p%d%d\" ", k2,k);
                if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
                i=i+ncovmodel;
              }
            } /* end k */
          } /* end k2 */
        } /* end jk */
      } /* end ng */
      fflush(ficgp); 
   }  /* end gnuplot */
   
   
   /*************** Moving average **************/
   int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
   
     int i, cpt, cptcod;
     int modcovmax =1;
     int mobilavrange, mob;
     double age;
   
     modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
                              a covariate has 2 modalities */
     if (cptcovn<1) modcovmax=1; /* At least 1 pass */
   
     if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
       if(mobilav==1) mobilavrange=5; /* default */
       else mobilavrange=mobilav;
       for (age=bage; age<=fage; age++)
         for (i=1; i<=nlstate;i++)
           for (cptcod=1;cptcod<=modcovmax;cptcod++)
             mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
       /* We keep the original values on the extreme ages bage, fage and for 
          fage+1 and bage-1 we use a 3 terms moving average; for fage+2 bage+2
          we use a 5 terms etc. until the borders are no more concerned. 
       */ 
       for (mob=3;mob <=mobilavrange;mob=mob+2){
         for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
           for (i=1; i<=nlstate;i++){
             for (cptcod=1;cptcod<=modcovmax;cptcod++){
               mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
                 for (cpt=1;cpt<=(mob-1)/2;cpt++){
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
                 }
               mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
             }
           }
         }/* end age */
       }/* end mob */
     }else return -1;
     return 0;
   }/* End movingaverage */
   
   
   /************** Forecasting ******************/
   prevforecast(char fileres[], double anproj1, double mproj1, double jproj1, double ageminpar, double agemax, double dateprev1, double dateprev2, int mobilav, double bage, double fage, int firstpass, int lastpass, double anproj2, double p[], int cptcoveff){
     /* proj1, year, month, day of starting projection 
        agemin, agemax range of age
        dateprev1 dateprev2 range of dates during which prevalence is computed
        anproj2 year of en of projection (same day and month as proj1).
     */
     int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
     int *popage;
     double agec; /* generic age */
     double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
     double *popeffectif,*popcount;
     double ***p3mat;
     double ***mobaverage;
     char fileresf[FILENAMELENGTH];
   
     agelim=AGESUP;
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
    
     strcpy(fileresf,"f"); 
     strcat(fileresf,fileres);
     if((ficresf=fopen(fileresf,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", fileresf);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
     }
     printf("Computing forecasting: result on file '%s' \n", fileresf);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     if(estepm < stepm){
       printf ("Problem %d lower than %d\n",estepm, stepm);
     }
     else  hstepm=estepm;   
   
     hstepm=hstepm/stepm; 
     yp1=modf(dateintmean,&yp);/* extracts integral of datemean in yp  and
                                  fractional in yp1 */
     anprojmean=yp;
     yp2=modf((yp1*12),&yp);
     mprojmean=yp;
     yp1=modf((yp2*30.5),&yp);
     jprojmean=yp;
     if(jprojmean==0) jprojmean=1;
     if(mprojmean==0) jprojmean=1;
   
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
     
     fprintf(ficresf,"# Mean day of interviews %.lf/%.lf/%.lf (%.2f) between %.2f and %.2f \n",jprojmean,mprojmean,anprojmean,dateintmean,dateprev1,dateprev2); 
     
     fprintf(ficresf,"#****** Routine prevforecast **\n");
   
   /*            if (h==(int)(YEARM*yearp)){ */
     for(cptcov=1, k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficresf,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficresf," V%d=%d, hpijx=probability over h years, hp.jx is weighted by observed prev ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficresf,"******\n");
         fprintf(ficresf,"# Covariate valuofcovar yearproj age");
         for(j=1; j<=nlstate+ndeath;j++){ 
           for(i=1; i<=nlstate;i++)              
             fprintf(ficresf," p%d%d",i,j);
           fprintf(ficresf," p.%d",j);
         }
         for (yearp=0; yearp<=(anproj2-anproj1);yearp +=stepsize) { 
           fprintf(ficresf,"\n");
           fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+yearp);   
   
           for (agec=fage; agec>=(ageminpar-1); agec--){ 
             nhstepm=(int) rint((agelim-agec)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agec,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h*hstepm/YEARM*stepm ==yearp) {
                 fprintf(ficresf,"\n");
                 for(j=1;j<=cptcoveff;j++) 
                   fprintf(ficresf,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
                 fprintf(ficresf,"%.f %.f ",anproj1+yearp,agec+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 ppij=0.;
                 for(i=1; i<=nlstate;i++) {
                   if (mobilav==1) 
                     ppij=ppij+p3mat[i][j][h]*mobaverage[(int)agec][i][cptcod];
                   else {
                     ppij=ppij+p3mat[i][j][h]*probs[(int)(agec)][i][cptcod];
                   }
                   if (h*hstepm/YEARM*stepm== yearp) {
                     fprintf(ficresf," %.3f", p3mat[i][j][h]);
                   }
                 } /* end i */
                 if (h*hstepm/YEARM*stepm==yearp) {
                   fprintf(ficresf," %.3f", ppij);
                 }
               }/* end j */
             } /* end h */
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           } /* end agec */
         } /* end yearp */
       } /* end cptcod */
     } /* end  cptcov */
          
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     fclose(ficresf);
   }
   
   /************** Forecasting *****not tested NB*************/
   populforecast(char fileres[], double anpyram,double mpyram,double jpyram,double ageminpar, double agemax,double dateprev1, double dateprev2, int mobilav, double agedeb, double fage, int popforecast, char popfile[], double anpyram1,double p[], int i2){
     
     int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
     int *popage;
     double calagedatem, agelim, kk1, kk2;
     double *popeffectif,*popcount;
     double ***p3mat,***tabpop,***tabpopprev;
     double ***mobaverage;
     char filerespop[FILENAMELENGTH];
   
     tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     agelim=AGESUP;
     calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
     
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     
     
     strcpy(filerespop,"pop"); 
     strcat(filerespop,fileres);
     if((ficrespop=fopen(filerespop,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", filerespop);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
     }
     printf("Computing forecasting: result on file '%s' \n", filerespop);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     
     agelim=AGESUP;
     
     hstepm=1;
     hstepm=hstepm/stepm; 
     
     if (popforecast==1) {
       if((ficpop=fopen(popfile,"r"))==NULL) {
         printf("Problem with population file : %s\n",popfile);exit(0);
         fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
       } 
       popage=ivector(0,AGESUP);
       popeffectif=vector(0,AGESUP);
       popcount=vector(0,AGESUP);
       
       i=1;   
       while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
      
       imx=i;
       for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
     }
   
     for(cptcov=1,k=0;cptcov<=i2;cptcov++){
      for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficrespop,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespop,"******\n");
         fprintf(ficrespop,"# Age");
         for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
         if (popforecast==1)  fprintf(ficrespop," [Population]");
         
         for (cpt=0; cpt<=0;cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   if (mobilav==1) 
                     kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
                   else {
                     kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
                   }
                 }
                 if (h==(int)(calagedatem+12*cpt)){
                   tabpop[(int)(agedeb)][j][cptcod]=kk1;
                     /*fprintf(ficrespop," %.3f", kk1);
                       if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
                 }
               }
               for(i=1; i<=nlstate;i++){
                 kk1=0.;
                   for(j=1; j<=nlstate;j++){
                     kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
                   }
                     tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
               }
   
               if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
                 fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
    
     /******/
   
         for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];    
                 }
                 if (h==(int)(calagedatem+12*cpt)) fprintf(ficresf," %15.2f", kk1);        
               }
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
      } 
     }
    
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     if (popforecast==1) {
       free_ivector(popage,0,AGESUP);
       free_vector(popeffectif,0,AGESUP);
       free_vector(popcount,0,AGESUP);
     }
     free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficrespop);
   } /* End of popforecast */
   
   int fileappend(FILE *fichier, char *optionfich)
   {
     if((fichier=fopen(optionfich,"a"))==NULL) {
       printf("Problem with file: %s\n", optionfich);
       fprintf(ficlog,"Problem with file: %s\n", optionfich);
       return (0);
     }
     fflush(fichier);
     return (1);
   }
   void prwizard(int ncovmodel, int nlstate, int ndeath,  char model[], FILE *ficparo)
   {
   
     char ca[32], cb[32], cc[32];
     int i,j, k, l, li, lj, lk, ll, jj, npar, itimes;
     int numlinepar;
   
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficparo,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         /*ca[0]= k+'a'-1;ca[1]='\0';*/
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           /*        printf(" %lf",param[i][j][k]); */
           /*        fprintf(ficparo," %lf",param[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficparo,"# Scales (for hessian or gradient estimation)\n");
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/ 
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         fprintf(ficparo,"%1d%1d",i,j);
         printf("%1d%1d",i,j);
         fflush(stdout);
         for(k=1; k<=ncovmodel;k++){
           /*      printf(" %le",delti3[i][j][k]); */
           /*      fprintf(ficparo," %le",delti3[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         numlinepar++;
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Covariance matrix\n");
   /* # 121 Var(a12)\n\ */
   /* # 122 Cov(b12,a12) Var(b12)\n\ */
   /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
   /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
   /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
   /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
   /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
   /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
     fflush(stdout);
     fprintf(ficparo,"# Covariance matrix\n");
     /* # 121 Var(a12)\n\ */
     /* # 122 Cov(b12,a12) Var(b12)\n\ */
     /* #   ...\n\ */
     /* # 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n" */
     
     for(itimes=1;itimes<=2;itimes++){
       jj=0;
       for(i=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath; j++){
           if(j==i) continue;
           for(k=1; k<=ncovmodel;k++){
             jj++;
             ca[0]= k+'a'-1;ca[1]='\0';
             if(itimes==1){
               printf("#%1d%1d%d",i,j,k);
               fprintf(ficparo,"#%1d%1d%d",i,j,k);
             }else{
               printf("%1d%1d%d",i,j,k);
               fprintf(ficparo,"%1d%1d%d",i,j,k);
               /*  printf(" %.5le",matcov[i][j]); */
             }
             ll=0;
             for(li=1;li <=nlstate; li++){
               for(lj=1;lj <=nlstate+ndeath; lj++){
                 if(lj==li) continue;
                 for(lk=1;lk<=ncovmodel;lk++){
                   ll++;
                   if(ll<=jj){
                     cb[0]= lk +'a'-1;cb[1]='\0';
                     if(ll<jj){
                       if(itimes==1){
                         printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         fprintf(ficparo," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }else{
                       if(itimes==1){
                         printf(" Var(%s%1d%1d)",ca,i,j);
                         fprintf(ficparo," Var(%s%1d%1d)",ca,i,j);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }
                   }
                 } /* end lk */
               } /* end lj */
             } /* end li */
             printf("\n");
             fprintf(ficparo,"\n");
             numlinepar++;
           } /* end k*/
         } /*end j */
       } /* end i */
     }
   
   } /* end of prwizard */
   
   /***********************************************/
   /**************** Main Program *****************/
   /***********************************************/
   
   int main(int argc, char *argv[])
   {
     int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
     int i,j, k, n=MAXN,iter,m,size=100,cptcode, cptcod;
     int jj, imk;
     int numlinepar=0; /* Current linenumber of parameter file */
     /*  FILE *fichtm; *//* Html File */
     /* FILE *ficgp;*/ /*Gnuplot File */
     double agedeb, agefin,hf;
     double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
   
     double fret;
     double **xi,tmp,delta;
   
     double dum; /* Dummy variable */
     double ***p3mat;
     double ***mobaverage;
     int *indx;
     char line[MAXLINE], linepar[MAXLINE];
     char path[MAXLINE],pathc[MAXLINE],pathcd[MAXLINE],pathtot[MAXLINE],model[MAXLINE];
     char pathr[MAXLINE]; 
     int firstobs=1, lastobs=10;
     int sdeb, sfin; /* Status at beginning and end */
     int c,  h , cpt,l;
     int ju,jl, mi;
     int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
     int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,*tab; 
     int mobilavproj=0 , prevfcast=0 ; /* moving average of prev, If prevfcast=1 prevalence projection */
     int mobilav=0,popforecast=0;
     int hstepm, nhstepm;
     double jprev1=1, mprev1=1,anprev1=2000,jprev2=1, mprev2=1,anprev2=2000;
     double jpyram=1, mpyram=1,anpyram=2000,jpyram1=1, mpyram1=1,anpyram1=2000;
   
     double bage, fage, age, agelim, agebase;
     double ftolpl=FTOL;
     double **prlim;
     double *severity;
     double ***param; /* Matrix of parameters */
     double  *p;
     double **matcov; /* Matrix of covariance */
     double ***delti3; /* Scale */
     double *delti; /* Scale */
     double ***eij, ***vareij;
     double **varpl; /* Variances of prevalence limits by age */
     double *epj, vepp;
     double kk1, kk2;
     double dateprev1, dateprev2,jproj1=1,mproj1=1,anproj1=2000,jproj2=1,mproj2=1,anproj2=2000;
   
     char *alph[]={"a","a","b","c","d","e"}, str[4];
   
   
     char z[1]="c", occ;
   
     char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
     char strstart[80], *strt, strtend[80];
     char *stratrunc;
     int lstra;
   
     long total_usecs;
     struct timeval start_time, end_time, curr_time;
     struct timezone tzp;
     extern int gettimeofday();
     struct tm tmg, tm, *gmtime(), *localtime();
     long time_value;
     extern long time();
    
     /*   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
     (void) gettimeofday(&start_time,&tzp);
     tm = *localtime(&start_time.tv_sec);
     tmg = *gmtime(&start_time.tv_sec);
     strcpy(strstart,asctime(&tm));
   
   /*  printf("Localtime (at start)=%s",strstart); */
   /*  tp.tv_sec = tp.tv_sec +86400; */
   /*  tm = *localtime(&start_time.tv_sec); */
   /*   tmg.tm_year=tmg.tm_year +dsign*dyear; */
   /*   tmg.tm_mon=tmg.tm_mon +dsign*dmonth; */
   /*   tmg.tm_hour=tmg.tm_hour + 1; */
   /*   tp.tv_sec = mktime(&tmg); */
   /*   strt=asctime(&tmg); */
   /*   printf("Time(after) =%s",strstart);  */
   /*  (void) time (&time_value);
   *  printf("time=%d,t-=%d\n",time_value,time_value-86400);
   *  tm = *localtime(&time_value);
   *  strstart=asctime(&tm);
   *  printf("tim_value=%d,asctime=%s\n",time_value,strstart); 
   */
   
     getcwd(pathcd, size);
   
     printf("\n%s\n%s",version,fullversion);
     if(argc <=1){
       printf("\nEnter the parameter file name: ");
       scanf("%s",pathtot);
     }
     else{
       strcpy(pathtot,argv[1]);
     }
     /*if(getcwd(pathcd, MAXLINE)!= NULL)printf ("Error pathcd\n");*/
     /*cygwin_split_path(pathtot,path,optionfile);
       printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
     /* cutv(path,optionfile,pathtot,'\\');*/
   
     split(pathtot,path,optionfile,optionfilext,optionfilefiname);
     printf("pathtot=%s,\npath=%s,\noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     chdir(path);
     strcpy(command,"mkdir ");
     strcat(command,optionfilefiname);
     if((outcmd=system(command)) != 0){
       printf("Problem creating directory or it already exists %s%s, err=%d\n",path,optionfilefiname,outcmd);
       /* fprintf(ficlog,"Problem creating directory %s%s\n",path,optionfilefiname); */
       /* fclose(ficlog); */
   /*     exit(1); */
     }
   /*   if((imk=mkdir(optionfilefiname))<0){ */
   /*     perror("mkdir"); */
   /*   } */
   
     /*-------- arguments in the command line --------*/
   
     /* Log file */
     strcat(filelog, optionfilefiname);
     strcat(filelog,".log");    /* */
     if((ficlog=fopen(filelog,"w"))==NULL)    {
       printf("Problem with logfile %s\n",filelog);
       goto end;
     }
     fprintf(ficlog,"Log filename:%s\n",filelog);
     fprintf(ficlog,"\n%s\n%s",version,fullversion);
     fprintf(ficlog,"\nEnter the parameter file name: ");
     fprintf(ficlog,"pathtot=%s\n\
    path=%s \n\
    optionfile=%s\n\
    optionfilext=%s\n\
    optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
   
     printf("Localtime (at start):%s",strstart);
     fprintf(ficlog,"Localtime (at start): %s",strstart);
     fflush(ficlog);
   
     /* */
     strcpy(fileres,"r");
     strcat(fileres, optionfilefiname);
     strcat(fileres,".txt");    /* Other files have txt extension */
   
     /*---------arguments file --------*/
   
     if((ficpar=fopen(optionfile,"r"))==NULL)    {
       printf("Problem with optionfile %s\n",optionfile);
       fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
       fflush(ficlog);
       goto end;
     }
   
   
   
     strcpy(filereso,"o");
     strcat(filereso,fileres);
     if((ficparo=fopen(filereso,"w"))==NULL) { /* opened on subdirectory */
       printf("Problem with Output resultfile: %s\n", filereso);
       fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
       fflush(ficlog);
       goto end;
     }
   
     /* Reads comments: lines beginning with '#' */
     numlinepar=0;
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
     numlinepar++;
     printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model);
     fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fprintf(ficlog,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fflush(ficlog);
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
      
     covar=matrix(0,NCOVMAX,1,n); 
     cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
     if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
   
     ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
     nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
    
     if(mle==-1){ /* Print a wizard for help writing covariance matrix */
       prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
       printf(" You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       fprintf(ficlog," You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       fclose (ficparo);
       fclose (ficlog);
       exit(0);
     }
     /* Read guess parameters */
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     for(i=1; i <=nlstate; i++){
       j=0;
       for(jj=1; jj <=nlstate+ndeath; jj++){
         if(jj==i) continue;
         j++;
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         if ((i1 != i) && (j1 != j)){
           printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
           exit(1);
         }
         fprintf(ficparo,"%1d%1d",i1,j1);
         if(mle==1)
           printf("%1d%1d",i,j);
         fprintf(ficlog,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar," %lf",&param[i][j][k]);
           if(mle==1){
             printf(" %lf",param[i][j][k]);
             fprintf(ficlog," %lf",param[i][j][k]);
           }
           else
             fprintf(ficlog," %lf",param[i][j][k]);
           fprintf(ficparo," %lf",param[i][j][k]);
         }
         fscanf(ficpar,"\n");
         numlinepar++;
         if(mle==1)
           printf("\n");
         fprintf(ficlog,"\n");
         fprintf(ficparo,"\n");
       }
     }  
     fflush(ficlog);
   
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
   
     p=param[1][1];
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     /* delti=vector(1,npar); *//* Scale of each paramater (output from hesscov) */
     for(i=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath-1; j++){
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         if ((i1-i)*(j1-j)!=0){
           printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
           exit(1);
         }
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i1,j1);
         fprintf(ficlog,"%1d%1d",i1,j1);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar,"%le",&delti3[i][j][k]);
           printf(" %le",delti3[i][j][k]);
           fprintf(ficparo," %le",delti3[i][j][k]);
           fprintf(ficlog," %le",delti3[i][j][k]);
         }
         fscanf(ficpar,"\n");
         numlinepar++;
         printf("\n");
         fprintf(ficparo,"\n");
         fprintf(ficlog,"\n");
       }
     }
     fflush(ficlog);
   
     delti=delti3[1][1];
   
   
     /* free_ma3x(delti3,1,nlstate,1,nlstate+ndeath-1,1,ncovmodel); */ /* Hasn't to to freed here otherwise delti is no more allocated */
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
     
     matcov=matrix(1,npar,1,npar);
     for(i=1; i <=npar; i++){
       fscanf(ficpar,"%s",&str);
       if(mle==1)
         printf("%s",str);
       fprintf(ficlog,"%s",str);
       fprintf(ficparo,"%s",str);
       for(j=1; j <=i; j++){
         fscanf(ficpar," %le",&matcov[i][j]);
         if(mle==1){
           printf(" %.5le",matcov[i][j]);
         }
         fprintf(ficlog," %.5le",matcov[i][j]);
         fprintf(ficparo," %.5le",matcov[i][j]);
       }
       fscanf(ficpar,"\n");
       numlinepar++;
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       fprintf(ficparo,"\n");
     }
     for(i=1; i <=npar; i++)
       for(j=i+1;j<=npar;j++)
         matcov[i][j]=matcov[j][i];
      
     if(mle==1)
       printf("\n");
     fprintf(ficlog,"\n");
   
     fflush(ficlog);
   
     /*-------- Rewriting paramater file ----------*/
     strcpy(rfileres,"r");    /* "Rparameterfile */
     strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
     strcat(rfileres,".");    /* */
     strcat(rfileres,optionfilext);    /* Other files have txt extension */
     if((ficres =fopen(rfileres,"w"))==NULL) {
       printf("Problem writing new parameter file: %s\n", fileres);goto end;
       fprintf(ficlog,"Problem writing new parameter file: %s\n", fileres);goto end;
     }
     fprintf(ficres,"#%s\n",version);
       
     /*-------- data file ----------*/
     if((fic=fopen(datafile,"r"))==NULL)    {
       printf("Problem with datafile: %s\n", datafile);goto end;
       fprintf(ficlog,"Problem with datafile: %s\n", datafile);goto end;
     }
   
     n= lastobs;
     severity = vector(1,maxwav);
     outcome=imatrix(1,maxwav+1,1,n);
     num=lvector(1,n);
     moisnais=vector(1,n);
     annais=vector(1,n);
     moisdc=vector(1,n);
     andc=vector(1,n);
     agedc=vector(1,n);
     cod=ivector(1,n);
     weight=vector(1,n);
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
     mint=matrix(1,maxwav,1,n);
     anint=matrix(1,maxwav,1,n);
     s=imatrix(1,maxwav+1,1,n);
     tab=ivector(1,NCOVMAX);
     ncodemax=ivector(1,8);
   
     i=1;
     while (fgets(line, MAXLINE, fic) != NULL)    {
       if ((i >= firstobs) && (i <=lastobs)) {
           
         for (j=maxwav;j>=1;j--){
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb); 
           strcpy(line,stra);
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         }
           
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
         for (j=ncovcol;j>=1;j--){
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         } 
         lstra=strlen(stra);
         if(lstra > 9){ /* More than 2**32 or max of what printf can write with %ld */
           stratrunc = &(stra[lstra-9]);
           num[i]=atol(stratrunc);
         }
         else
           num[i]=atol(stra);
           
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
           printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/
   
         i=i+1;
       }
     }
     /* printf("ii=%d", ij);
        scanf("%d",i);*/
     imx=i-1; /* Number of individuals */
   
     /* for (i=1; i<=imx; i++){
       if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
       if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
       if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
       }*/
      /*  for (i=1; i<=imx; i++){
        if (s[4][i]==9)  s[4][i]=-1; 
        printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));}*/
     
    for (i=1; i<=imx; i++)
    
      /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
        else weight[i]=1;*/
   
     /* Calculation of the number of parameter from char model*/
     Tvar=ivector(1,15); /* stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
     Tprod=ivector(1,15); 
     Tvaraff=ivector(1,15); 
     Tvard=imatrix(1,15,1,2);
     Tage=ivector(1,15);      
      
     if (strlen(model) >1){ /* If there is at least 1 covariate */
       j=0, j1=0, k1=1, k2=1;
       j=nbocc(model,'+'); /* j=Number of '+' */
       j1=nbocc(model,'*'); /* j1=Number of '*' */
       cptcovn=j+1; 
       cptcovprod=j1; /*Number of products */
       
       strcpy(modelsav,model); 
       if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
         printf("Error. Non available option model=%s ",model);
         fprintf(ficlog,"Error. Non available option model=%s ",model);
         goto end;
       }
       
       /* This loop fills the array Tvar from the string 'model'.*/
   
       for(i=(j+1); i>=1;i--){
         cutv(stra,strb,modelsav,'+'); /* keeps in strb after the last + */ 
         if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
         /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
         /*scanf("%d",i);*/
         if (strchr(strb,'*')) {  /* Model includes a product */
           cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn (if not *age)*/
           if (strcmp(strc,"age")==0) { /* Vn*age */
             cptcovprod--;
             cutv(strb,stre,strd,'V');
             Tvar[i]=atoi(stre); /* computes n in Vn and stores in Tvar*/
             cptcovage++;
               Tage[cptcovage]=i;
               /*printf("stre=%s ", stre);*/
           }
           else if (strcmp(strd,"age")==0) { /* or age*Vn */
             cptcovprod--;
             cutv(strb,stre,strc,'V');
             Tvar[i]=atoi(stre);
             cptcovage++;
             Tage[cptcovage]=i;
           }
           else {  /* Age is not in the model */
             cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n*/
             Tvar[i]=ncovcol+k1;
             cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
             Tprod[k1]=i;
             Tvard[k1][1]=atoi(strc); /* m*/
             Tvard[k1][2]=atoi(stre); /* n */
             Tvar[cptcovn+k2]=Tvard[k1][1];
             Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
             for (k=1; k<=lastobs;k++) 
               covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
             k1++;
             k2=k2+2;
           }
         }
         else { /* no more sum */
           /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
          /*  scanf("%d",i);*/
         cutv(strd,strc,strb,'V');
         Tvar[i]=atoi(strc);
         }
         strcpy(modelsav,stra);  
         /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
           scanf("%d",i);*/
       } /* end of loop + */
     } /* end model */
     
     /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
       If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
   
     /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
     printf("cptcovprod=%d ", cptcovprod);
     fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
   
     scanf("%d ",i);
     fclose(fic);*/
   
       /*  if(mle==1){*/
     if (weightopt != 1) { /* Maximisation without weights*/
       for(i=1;i<=n;i++) weight[i]=1.0;
     }
       /*-calculation of age at interview from date of interview and age at death -*/
     agev=matrix(1,maxwav,1,imx);
   
     for (i=1; i<=imx; i++) {
       for(m=2; (m<= maxwav); m++) {
         if (((int)mint[m][i]== 99) && (s[m][i] <= nlstate)){
           anint[m][i]=9999;
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]==9999 && s[m][i]>nlstate){
           printf("Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           fprintf(ficlog,"Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
           printf("Error! Month of death of individual %ld on line %d was unknown %2d, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,(int)moisdc[i]); 
           fprintf(ficlog,"Error! Month of death of individual %ld on line %d was unknown %f, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,moisdc[i]); 
           s[m][i]=-1; /* We prefer to skip it (and to skip it in version 0.8a1 too */
         }
       }
     }
   
     for (i=1; i<=imx; i++)  {
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
       for(m=firstpass; (m<= lastpass); m++){
         if(s[m][i] >0){
           if (s[m][i] >= nlstate+1) {
             if(agedc[i]>0)
               if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
                 agev[m][i]=agedc[i];
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
               else {
                 if ((int)andc[i]!=9999){
                   printf("Warning negative age at death: %ld line:%d\n",num[i],i);
                   fprintf(ficlog,"Warning negative age at death: %ld line:%d\n",num[i],i);
                   agev[m][i]=-1;
                 }
               }
           }
           else if(s[m][i] !=9){ /* Standard case, age in fractional
                                    years but with the precision of a
                                    month */
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
             if((int)mint[m][i]==99 || (int)anint[m][i]==9999)
               agev[m][i]=1;
             else if(agev[m][i] <agemin){ 
               agemin=agev[m][i];
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
             }
             else if(agev[m][i] >agemax){
               agemax=agev[m][i];
               /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
             }
             /*agev[m][i]=anint[m][i]-annais[i];*/
             /*     agev[m][i] = age[i]+2*m;*/
           }
           else { /* =9 */
             agev[m][i]=1;
             s[m][i]=-1;
           }
         }
         else /*= 0 Unknown */
           agev[m][i]=1;
       }
       
     }
     for (i=1; i<=imx; i++)  {
       for(m=firstpass; (m<=lastpass); m++){
         if (s[m][i] > (nlstate+ndeath)) {
           printf("Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           fprintf(ficlog,"Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           goto end;
         }
       }
     }
   
     /*for (i=1; i<=imx; i++){
     for (m=firstpass; (m<lastpass); m++){
        printf("%ld %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
   }
   
   }*/
   
     printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
     fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
   
     free_vector(severity,1,maxwav);
     free_imatrix(outcome,1,maxwav+1,1,n);
     free_vector(moisnais,1,n);
     free_vector(annais,1,n);
     /* free_matrix(mint,1,maxwav,1,n);
        free_matrix(anint,1,maxwav,1,n);*/
     free_vector(moisdc,1,n);
     free_vector(andc,1,n);
   
      
     wav=ivector(1,imx);
     dh=imatrix(1,lastpass-firstpass+1,1,imx);
     bh=imatrix(1,lastpass-firstpass+1,1,imx);
     mw=imatrix(1,lastpass-firstpass+1,1,imx);
      
     /* Concatenates waves */
     concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
   
     /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
   
     Tcode=ivector(1,100);
     nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
     ncodemax[1]=1;
     if (cptcovn > 0) tricode(Tvar,nbcode,imx);
         
     codtab=imatrix(1,100,1,10); /* Cross tabulation to get the order of 
                                    the estimations*/
     h=0;
     m=pow(2,cptcoveff);
    
     for(k=1;k<=cptcoveff; k++){
       for(i=1; i <=(m/pow(2,k));i++){
         for(j=1; j <= ncodemax[k]; j++){
           for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
             h++;
             if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;
             /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/
           } 
         }
       }
     } 
     /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
        codtab[1][2]=1;codtab[2][2]=2; */
     /* for(i=1; i <=m ;i++){ 
        for(k=1; k <=cptcovn; k++){
        printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
        }
        printf("\n");
        }
        scanf("%d",i);*/
       
     /*------------ gnuplot -------------*/
     strcpy(optionfilegnuplot,optionfilefiname);
     strcat(optionfilegnuplot,".gp");
     if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
       printf("Problem with file %s",optionfilegnuplot);
     }
     else{
       fprintf(ficgp,"\n# %s\n", version); 
       fprintf(ficgp,"# %s\n", optionfilegnuplot); 
       fprintf(ficgp,"set missing 'NaNq'\n");
     }
     /*  fclose(ficgp);*/
     /*--------- index.htm --------*/
   
     strcpy(optionfilehtm,optionfilefiname);
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
     }
   
     fprintf(fichtm,"<body>\n<title>IMaCh %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n\
   \n\
   <hr  size=\"2\" color=\"#EC5E5E\">\
    <ul><li><h4>Parameter files</h4>\n\
    - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n\
    - Log file of the run: <a href=\"%s\">%s</a><br>\n\
    - Gnuplot file name: <a href=\"%s\">%s</a><br>\n\
    - Date and time at start: %s</ul>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt,\
             model,fileres,fileres,\
             filelog,filelog,optionfilegnuplot,optionfilegnuplot,strstart);
     /*fclose(fichtm);*/
     fflush(fichtm);
   
     strcpy(pathr,path);
     strcat(pathr,optionfilefiname);
     chdir(optionfilefiname); /* Move to directory named optionfile */
     strcpy(lfileres,fileres);
     strcat(lfileres,"/");
     strcat(lfileres,optionfilefiname);
     
     /* Calculates basic frequencies. Computes observed prevalence at single age
        and prints on file fileres'p'. */
     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);
   
     fprintf(fichtm,"\n");
     fprintf(fichtm,"<br>Total number of observations=%d <br>\n\
   Youngest age at first (selected) pass %.2f, oldest age %.2f<br>\n\
   Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n",\
             imx,agemin,agemax,jmin,jmax,jmean);
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
       
      
     /* For Powell, parameters are in a vector p[] starting at p[1]
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */
   
     globpr=0; /* To get the number ipmx of contributions and the sum of weights*/
     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
     printf("First Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
     for (k=1; k<=npar;k++)
       printf(" %d %8.5f",k,p[k]);
     printf("\n");
     globpr=1; /* to print the contributions */
     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
     printf("Second Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
     for (k=1; k<=npar;k++)
       printf(" %d %8.5f",k,p[k]);
     printf("\n");
     if(mle>=1){ /* Could be 1 or 2 */
       mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
     }
       
     /*--------- results files --------------*/
     fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle= 0 weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate, ndeath, maxwav, weightopt,model);
     
   
     jk=1;
     fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) 
           {
             printf("%d%d ",i,k);
             fprintf(ficlog,"%d%d ",i,k);
             fprintf(ficres,"%1d%1d ",i,k);
             for(j=1; j <=ncovmodel; j++){
               printf("%f ",p[jk]);
               fprintf(ficlog,"%f ",p[jk]);
               fprintf(ficres,"%f ",p[jk]);
               jk++; 
             }
             printf("\n");
             fprintf(ficlog,"\n");
             fprintf(ficres,"\n");
           }
       }
     }
     if(mle!=0){
       /* Computing hessian and covariance matrix */
       ftolhess=ftol; /* Usually correct */
       hesscov(matcov, p, npar, delti, ftolhess, func);
     }
     fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath; j++){
         if (j!=i) {
           fprintf(ficres,"%1d%1d",i,j);
           printf("%1d%1d",i,j);
           fprintf(ficlog,"%1d%1d",i,j);
           for(k=1; k<=ncovmodel;k++){
             printf(" %.5e",delti[jk]);
             fprintf(ficlog," %.5e",delti[jk]);
             fprintf(ficres," %.5e",delti[jk]);
             jk++;
           }
           printf("\n");
           fprintf(ficlog,"\n");
           fprintf(ficres,"\n");
         }
       }
     }
      
     fprintf(ficres,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     if(mle==1)
       printf("# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     fprintf(ficlog,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     for(i=1,k=1;i<=npar;i++){
       /*  if (k>nlstate) k=1;
           i1=(i-1)/(ncovmodel*nlstate)+1; 
           fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);
           printf("%s%d%d",alph[k],i1,tab[i]);
       */
       fprintf(ficres,"%3d",i);
       if(mle==1)
         printf("%3d",i);
       fprintf(ficlog,"%3d",i);
       for(j=1; j<=i;j++){
         fprintf(ficres," %.5e",matcov[i][j]);
         if(mle==1)
           printf(" %.5e",matcov[i][j]);
         fprintf(ficlog," %.5e",matcov[i][j]);
       }
       fprintf(ficres,"\n");
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       k++;
     }
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     estepm=0;
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
     if (estepm==0 || estepm < stepm) estepm=stepm;
     if (fage <= 2) {
       bage = ageminpar;
       fage = agemaxpar;
     }
      
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mov_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);
     fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficlog,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
    
   
     dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
     dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
   
     fscanf(ficpar,"pop_based=%d\n",&popbased);
     fprintf(ficparo,"pop_based=%d\n",popbased);   
     fprintf(ficres,"pop_based=%d\n",popbased);   
     
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"prevforecast=%d starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf mobil_average=%d\n",&prevfcast,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2,&mobilavproj);
     fprintf(ficparo,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     printf("prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficlog,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficres,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     /* day and month of proj2 are not used but only year anproj2.*/
   
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"popforecast=%d popfile=%s popfiledate=%lf/%lf/%lf last-popfiledate=%lf/%lf/%lf\n",&popforecast,popfile,&jpyram,&mpyram,&anpyram,&jpyram1,&mpyram1,&anpyram1);
     fprintf(ficparo,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
     fprintf(ficres,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
   
     /*  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);*/
     /*,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
   
     replace_back_to_slash(pathc,path); /* Even gnuplot wants a / */
     printinggnuplot(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
   
     printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,\
                  model,imx,jmin,jmax,jmean,rfileres,popforecast,estepm,\
                  jprev1,mprev1,anprev1,jprev2,mprev2,anprev2);
    
     /*------------ free_vector  -------------*/
     /*  chdir(path); */
    
     free_ivector(wav,1,imx);
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(bh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
     free_lvector(num,1,n);
     free_vector(agedc,1,n);
     /*free_matrix(covar,0,NCOVMAX,1,n);*/
     /*free_matrix(covar,1,NCOVMAX,1,n);*/
     fclose(ficparo);
     fclose(ficres);
   
   
     /*--------------- Prevalence limit  (stable prevalence) --------------*/
     
     strcpy(filerespl,"pl");
     strcat(filerespl,fileres);
     if((ficrespl=fopen(filerespl,"w"))==NULL) {
       printf("Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
       fprintf(ficlog,"Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
     }
     printf("Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficlog,"Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficrespl,"#Stable prevalence \n");
     fprintf(ficrespl,"#Age ");
     for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
     fprintf(ficrespl,"\n");
     
     prlim=matrix(1,nlstate,1,nlstate);
   
     agebase=ageminpar;
     agelim=agemaxpar;
     ftolpl=1.e-10;
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
         fprintf(ficrespl,"\n#******");
         printf("\n#******");
         fprintf(ficlog,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespl,"******\n");
         printf("******\n");
         fprintf(ficlog,"******\n");
           
         for (age=agebase; age<=agelim; age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           fprintf(ficrespl,"%.0f ",age );
           for(j=1;j<=cptcoveff;j++)
             fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           for(i=1; i<=nlstate;i++)
             fprintf(ficrespl," %.5f", prlim[i][i]);
           fprintf(ficrespl,"\n");
         }
       }
     }
     fclose(ficrespl);
   
     /*------------- h Pij x at various ages ------------*/
     
     strcpy(filerespij,"pij");  strcat(filerespij,fileres);
     if((ficrespij=fopen(filerespij,"w"))==NULL) {
       printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
       fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij);goto end;
     }
     printf("Computing pij: result on file '%s' \n", filerespij);
     fprintf(ficlog,"Computing pij: result on file '%s' \n", filerespij);
     
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     /*if (stepm<=24) stepsize=2;*/
   
     agelim=AGESUP;
     hstepm=stepsize*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
   
     /* hstepm=1;   aff par mois*/
   
     fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x ");
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficrespij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrespij,"******\n");
           
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   
           /*        nhstepm=nhstepm*YEARM; aff par mois*/
   
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           oldm=oldms;savm=savms;
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j=");
           for(i=1; i<=nlstate;i++)
             for(j=1; j<=nlstate+ndeath;j++)
               fprintf(ficrespij," %1d-%1d",i,j);
           fprintf(ficrespij,"\n");
           for (h=0; h<=nhstepm; h++){
             fprintf(ficrespij,"%d %3.f %3.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
             for(i=1; i<=nlstate;i++)
               for(j=1; j<=nlstate+ndeath;j++)
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);
             fprintf(ficrespij,"\n");
           }
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           fprintf(ficrespij,"\n");
         }
       }
     }
   
     varprob(optionfilefiname, matcov, p, delti, nlstate, bage, fage,k,Tvar,nbcode, ncodemax);
   
     fclose(ficrespij);
   
     probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     /*---------- Forecasting ------------------*/
     /*if((stepm == 1) && (strcmp(model,".")==0)){*/
     if(prevfcast==1){
       /*    if(stepm ==1){*/
         prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
         /* (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);*/
   /*      }  */
   /*      else{ */
   /*        erreur=108; */
   /*        printf("Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*        fprintf(ficlog,"Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*      } */
     }
     
   
     /*---------- Health expectancies and variances ------------*/
   
     strcpy(filerest,"t");
     strcat(filerest,fileres);
     if((ficrest=fopen(filerest,"w"))==NULL) {
       printf("Problem with total LE resultfile: %s\n", filerest);goto end;
       fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
     }
     printf("Computing Total LEs with variances: file '%s' \n", filerest); 
     fprintf(ficlog,"Computing Total LEs with variances: file '%s' \n", filerest); 
   
   
     strcpy(filerese,"e");
     strcat(filerese,fileres);
     if((ficreseij=fopen(filerese,"w"))==NULL) {
       printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
       fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
     }
     printf("Computing Health Expectancies: result on file '%s' \n", filerese);
     fprintf(ficlog,"Computing Health Expectancies: result on file '%s' \n", filerese);
   
     strcpy(fileresv,"v");
     strcat(fileresv,fileres);
     if((ficresvij=fopen(fileresv,"w"))==NULL) {
       printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
       fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
     }
     printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
     fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
   
     /* Computes prevalence between agemin (i.e minimal age computed) and no more ageminpar */
     prevalence(probs, agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     /*  printf("ageminpar=%f, agemax=%f, s[lastpass][imx]=%d, agev[lastpass][imx]=%f, nlstate=%d, imx=%d,  mint[lastpass][imx]=%f, anint[lastpass][imx]=%f,dateprev1=%f, dateprev2=%f, firstpass=%d, lastpass=%d\n",\
   ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
     */
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1; 
         fprintf(ficrest,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrest,"******\n");
   
         fprintf(ficreseij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficreseij,"******\n");
   
         fprintf(ficresvij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvij,"******\n");
   
         eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov);  
    
         vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,0, mobilav);
         if(popbased==1){
           varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,popbased,mobilav);
         }
   
    
         fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
         for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
         fprintf(ficrest,"\n");
   
         epj=vector(1,nlstate+1);
         for(age=bage; age <=fage ;age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           if (popbased==1) {
             if(mobilav ==0){
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=probs[(int)age][i][k];
             }else{ /* mobilav */ 
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=mobaverage[(int)age][i][k];
             }
           }
           
           fprintf(ficrest," %4.0f",age);
           for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
             for(i=1, epj[j]=0.;i <=nlstate;i++) {
               epj[j] += prlim[i][i]*eij[i][j][(int)age];
               /*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
             }
             epj[nlstate+1] +=epj[j];
           }
   
           for(i=1, vepp=0.;i <=nlstate;i++)
             for(j=1;j <=nlstate;j++)
               vepp += vareij[i][j][(int)age];
           fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
           for(j=1;j <=nlstate;j++){
             fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
           }
           fprintf(ficrest,"\n");
         }
         free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_vector(epj,1,nlstate+1);
       }
     }
     free_vector(weight,1,n);
     free_imatrix(Tvard,1,15,1,2);
     free_imatrix(s,1,maxwav+1,1,n);
     free_matrix(anint,1,maxwav,1,n); 
     free_matrix(mint,1,maxwav,1,n);
     free_ivector(cod,1,n);
     free_ivector(tab,1,NCOVMAX);
     fclose(ficreseij);
     fclose(ficresvij);
     fclose(ficrest);
     fclose(ficpar);
     
     /*------- Variance of stable prevalence------*/   
   
     strcpy(fileresvpl,"vpl");
     strcat(fileresvpl,fileres);
     if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
       printf("Problem with variance of stable prevalence  resultfile: %s\n", fileresvpl);
       exit(0);
     }
     printf("Computing Variance-covariance of stable prevalence: file '%s' \n", fileresvpl);
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficresvpl,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvpl,"******\n");
         
         varpl=matrix(1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
         free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
       }
     }
   
     fclose(ficresvpl);
   
     /*---------- End : free ----------------*/
     free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
     
     free_matrix(covar,0,NCOVMAX,1,n);
     free_matrix(matcov,1,npar,1,npar);
     /*free_vector(delti,1,npar);*/
     free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
     free_matrix(agev,1,maxwav,1,imx);
     free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     free_ivector(ncodemax,1,8);
     free_ivector(Tvar,1,15);
     free_ivector(Tprod,1,15);
     free_ivector(Tvaraff,1,15);
     free_ivector(Tage,1,15);
     free_ivector(Tcode,1,100);
   
     fflush(fichtm);
     fflush(ficgp);
     
   
     if(erreur >0){
       printf("End of Imach with error or warning %d\n",erreur);
       fprintf(ficlog,"End of Imach with error or warning %d\n",erreur);
     }else{
      printf("End of Imach\n");
      fprintf(ficlog,"End of Imach\n");
     }
     printf("See log file on %s\n",filelog);
     fclose(ficlog);
     /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
     (void) gettimeofday(&end_time,&tzp);
     tm = *localtime(&end_time.tv_sec);
     tmg = *gmtime(&end_time.tv_sec);
     strcpy(strtend,asctime(&tm));
     printf("Localtime at start %s\nLocaltime at end   %s",strstart, strtend); 
     fprintf(ficlog,"Localtime at start %s\nLocal time at end   %s",strstart, strtend); 
     /*  printf("Total time used %d Sec\n", asc_time(end_time.tv_sec -start_time.tv_sec);*/
   
     printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);
     fprintf(ficlog,"Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);
     /*  printf("Total time was %d uSec.\n", total_usecs);*/
   /*   if(fileappend(fichtm,optionfilehtm)){ */
     fprintf(fichtm,"<br>Local time at start %s<br>Local time at end   %s<br>",strstart, strtend);
     fclose(fichtm);
     fclose(ficgp);
     /*------ End -----------*/
   
     end:
   #ifdef windows
     /* chdir(pathcd);*/
   #endif 
     chdir(path);
    /*system("wgnuplot graph.plt");*/
    /*system("../gp37mgw/wgnuplot graph.plt");*/
    /*system("cd ../gp37mgw");*/
    /* system("..\\gp37mgw\\wgnuplot graph.plt");*/
     strcpy(plotcmd,GNUPLOTPROGRAM);
     strcat(plotcmd," ");
     strcat(plotcmd,optionfilegnuplot);
     printf("Starting graphs with: %s",plotcmd);fflush(stdout);
     system(plotcmd);
     printf(" Wait...");
   
    /*#ifdef windows*/
     while (z[0] != 'q') {
       /* chdir(path); */
       printf("\nType e to edit output files, g to graph again, c to start again, and q for exiting: ");
       scanf("%s",z);
       if (z[0] == 'c') system("./imach");
       else if (z[0] == 'e') system(optionfilehtm);
       else if (z[0] == 'g') system(plotcmd);
       else if (z[0] == 'q') exit(0);
     }
     /*#endif */
   }
   
   
   

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  Added in v.1.90


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