Diff for /imach/src/imach.c between versions 1.5 and 1.92

version 1.5, 2001/05/02 17:42:45 version 1.92, 2003/06/25 16:30:45
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 1.92  2003/06/25 16:30:45  brouard
   individuals from different ages are interviewed on their health status    (Module): On windows (cygwin) function asctime_r doesn't
   or degree of  disability. At least a second wave of interviews    exist so I changed back to asctime which exists.
   ("longitudinal") should  measure each new individual health status.  
   Health expectancies are computed from the transistions observed between    Revision 1.91  2003/06/25 15:30:29  brouard
   waves and are computed for each degree of severity of disability (number    * imach.c (Repository): Duplicated warning errors corrected.
   of life states). More degrees you consider, more time is necessary to    (Repository): Elapsed time after each iteration is now output. It
   reach the Maximum Likelihood of the parameters involved in the model.    helps to forecast when convergence will be reached. Elapsed time
   The simplest model is the multinomial logistic model where pij is    is stamped in powell.  We created a new html file for the graphs
   the probabibility to be observed in state j at the second wave conditional    concerning matrix of covariance. It has extension -cov.htm.
   to be observed in state i at the first wave. Therefore the model is:  
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'    Revision 1.90  2003/06/24 12:34:15  brouard
   is a covariate. If you want to have a more complex model than "constant and    (Module): Some bugs corrected for windows. Also, when
   age", you should modify the program where the markup    mle=-1 a template is output in file "or"mypar.txt with the design
     *Covariates have to be included here again* invites you to do it.    of the covariance matrix to be input.
   More covariates you add, less is the speed of the convergence.  
     Revision 1.89  2003/06/24 12:30:52  brouard
   The advantage that this computer programme claims, comes from that if the    (Module): Some bugs corrected for windows. Also, when
   delay between waves is not identical for each individual, or if some    mle=-1 a template is output in file "or"mypar.txt with the design
   individual missed an interview, the information is not rounded or lost, but    of the covariance matrix to be input.
   taken into account using an interpolation or extrapolation.  
   hPijx is the probability to be    Revision 1.88  2003/06/23 17:54:56  brouard
   observed in state i at age x+h conditional to the observed state i at age    * 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.
   x. The delay 'h' can be split into an exact number (nh*stepm) of  
   unobserved intermediate  states. This elementary transition (by month or    Revision 1.87  2003/06/18 12:26:01  brouard
   quarter trimester, semester or year) is model as a multinomial logistic.    Version 0.96
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices  
   and the contribution of each individual to the likelihood is simply hPijx.    Revision 1.86  2003/06/17 20:04:08  brouard
     (Module): Change position of html and gnuplot routines and added
   Also this programme outputs the covariance matrix of the parameters but also    routine fileappend.
   of the life expectancies. It also computes the prevalence limits.  
      Revision 1.85  2003/06/17 13:12:43  brouard
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    * imach.c (Repository): Check when date of death was earlier that
            Institut national d'études démographiques, Paris.    current date of interview. It may happen when the death was just
   This software have been partly granted by Euro-REVES, a concerted action    prior to the death. In this case, dh was negative and likelihood
   from the European Union.    was wrong (infinity). We still send an "Error" but patch by
   It is copyrighted identically to a GNU software product, ie programme and    assuming that the date of death was just one stepm after the
   software can be distributed freely for non commercial use. Latest version    interview.
   can be accessed at http://euroreves.ined.fr/imach .    (Repository): Because some people have very long ID (first column)
   **********************************************************************/    we changed int to long in num[] and we added a new lvector for
      memory allocation. But we also truncated to 8 characters (left
 #include <math.h>    truncation)
 #include <stdio.h>    (Repository): No more line truncation errors.
 #include <stdlib.h>  
 #include <unistd.h>    Revision 1.84  2003/06/13 21:44:43  brouard
     * imach.c (Repository): Replace "freqsummary" at a correct
 #define MAXLINE 256    place. It differs from routine "prevalence" which may be called
 #define FILENAMELENGTH 80    many times. Probs is memory consuming and must be used with
 /*#define DEBUG*/    parcimony.
 #define windows    Version 0.95a3 (should output exactly the same maximization than 0.8a2)
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */  
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */    Revision 1.83  2003/06/10 13:39:11  lievre
     *** empty log message ***
   
     Revision 1.82  2003/06/05 15:57:20  brouard
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    Add log in  imach.c and  fullversion number is now printed.
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */  
   */
 #define NINTERVMAX 8  /*
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */     Interpolated Markov Chain
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */  
 #define NCOVMAX 8 /* Maximum number of covariates */    Short summary of the programme:
 #define MAXN 20000    
 #define YEARM 12. /* Number of months per year */    This program computes Healthy Life Expectancies from
 #define AGESUP 130    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
 #define AGEBASE 40    first survey ("cross") where individuals from different ages are
     interviewed on their health status or degree of disability (in the
     case of a health survey which is our main interest) -2- at least a
 int nvar;    second wave of interviews ("longitudinal") which measure each change
 static int cptcov;    (if any) in individual health status.  Health expectancies are
 int cptcovn;    computed from the time spent in each health state according to a
 int npar=NPARMAX;    model. More health states you consider, more time is necessary to reach the
 int nlstate=2; /* Number of live states */    Maximum Likelihood of the parameters involved in the model.  The
 int ndeath=1; /* Number of dead states */    simplest model is the multinomial logistic model where pij is the
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    probability to be observed in state j at the second wave
     conditional to be observed in state i at the first wave. Therefore
 int *wav; /* Number of waves for this individuual 0 is possible */    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
 int maxwav; /* Maxim number of waves */    'age' is age and 'sex' is a covariate. If you want to have a more
 int mle, weightopt;    complex model than "constant and age", you should modify the program
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */    where the markup *Covariates have to be included here again* invites
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */    you to do it.  More covariates you add, slower the
 double **oldm, **newm, **savm; /* Working pointers to matrices */    convergence.
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */  
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;    The advantage of this computer programme, compared to a simple
 FILE *ficgp, *fichtm;    multinomial logistic model, is clear when the delay between waves is not
 FILE *ficreseij;    identical for each individual. Also, if a individual missed an
   char filerese[FILENAMELENGTH];    intermediate interview, the information is lost, but taken into
  FILE  *ficresvij;    account using an interpolation or extrapolation.  
   char fileresv[FILENAMELENGTH];  
  FILE  *ficresvpl;    hPijx is the probability to be observed in state i at age x+h
   char fileresvpl[FILENAMELENGTH];    conditional to the observed state i at age x. The delay 'h' can be
     split into an exact number (nh*stepm) of unobserved intermediate
     states. This elementary transition (by month, quarter,
     semester or year) is modelled as a multinomial logistic.  The hPx
     matrix is simply the matrix product of nh*stepm elementary matrices
 #define NR_END 1    and the contribution of each individual to the likelihood is simply
 #define FREE_ARG char*    hPijx.
 #define FTOL 1.0e-10  
     Also this programme outputs the covariance matrix of the parameters but also
 #define NRANSI    of the life expectancies. It also computes the stable prevalence. 
 #define ITMAX 200    
     Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
 #define TOL 2.0e-4             Institut national d'études démographiques, Paris.
     This software have been partly granted by Euro-REVES, a concerted action
 #define CGOLD 0.3819660    from the European Union.
 #define ZEPS 1.0e-10    It is copyrighted identically to a GNU software product, ie programme and
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);    software can be distributed freely for non commercial use. Latest version
     can be accessed at http://euroreves.ined.fr/imach .
 #define GOLD 1.618034  
 #define GLIMIT 100.0    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
 #define TINY 1.0e-20    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
     
 static double maxarg1,maxarg2;    **********************************************************************/
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))  /*
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))    main
      read parameterfile
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))    read datafile
 #define rint(a) floor(a+0.5)    concatwav
     freqsummary
 static double sqrarg;    if (mle >= 1)
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)      mlikeli
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}    print results files
     if mle==1 
 int imx;       computes hessian
 int stepm;    read end of parameter file: agemin, agemax, bage, fage, estepm
 /* Stepm, step in month: minimum step interpolation*/        begin-prev-date,...
     open gnuplot file
 int m,nb;    open html file
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax;    stable prevalence
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;     for age prevalim()
 double **pmmij;    h Pij x
     variance of p varprob
 double *weight;    forecasting if prevfcast==1 prevforecast call prevalence()
 int **s; /* Status */    health expectancies
 double *agedc, **covar, idx;    Variance-covariance of DFLE
 int **nbcode, *Tcode, *Tvar, **codtab;    prevalence()
      movingaverage()
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */    varevsij() 
 double ftolhess; /* Tolerance for computing hessian */    if popbased==1 varevsij(,popbased)
     total life expectancies
     Variance of stable prevalence
 static  int split( char *path, char *dirc, char *name )   end
 {  */
    char *s;                             /* pointer */  
    int  l1, l2;                         /* length counters */  
   
    l1 = strlen( path );                 /* length of path */   
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );  #include <math.h>
    s = strrchr( path, '\\' );           /* find last / */  #include <stdio.h>
    if ( s == NULL ) {                   /* no directory, so use current */  #include <stdlib.h>
 #if     defined(__bsd__)                /* get current working directory */  #include <unistd.h>
       extern char       *getwd( );  
   #include <sys/time.h>
       if ( getwd( dirc ) == NULL ) {  #include <time.h>
 #else  #include "timeval.h"
       extern char       *getcwd( );  
   #define MAXLINE 256
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {  #define GNUPLOTPROGRAM "gnuplot"
 #endif  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
          return( GLOCK_ERROR_GETCWD );  #define FILENAMELENGTH 132
       }  /*#define DEBUG*/
       strcpy( name, path );             /* we've got it */  /*#define windows*/
    } else {                             /* strip direcotry from path */  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
       s++;                              /* after this, the filename */  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
       l2 = strlen( s );                 /* length of filename */  
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );  #define MAXPARM 30 /* Maximum number of parameters for the optimization */
       strcpy( name, s );                /* save file name */  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
       strncpy( dirc, path, l1 - l2 );   /* now the directory */  
       dirc[l1-l2] = 0;                  /* add zero */  #define NINTERVMAX 8
    }  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
    l1 = strlen( dirc );                 /* length of directory */  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  #define NCOVMAX 8 /* Maximum number of covariates */
    return( 0 );                         /* we're done */  #define MAXN 20000
 }  #define YEARM 12. /* Number of months per year */
   #define AGESUP 130
   #define AGEBASE 40
 /******************************************/  #ifdef unix
   #define DIRSEPARATOR '/'
 void replace(char *s, char*t)  #define ODIRSEPARATOR '\\'
 {  #else
   int i;  #define DIRSEPARATOR '\\'
   int lg=20;  #define ODIRSEPARATOR '/'
   i=0;  #endif
   lg=strlen(t);  
   for(i=0; i<= lg; i++) {  /* $Id$ */
     (s[i] = t[i]);  /* $State$ */
     if (t[i]== '\\') s[i]='/';  
   }  char version[]="Imach version 0.96a, June 2003, INED-EUROREVES ";
 }  char fullversion[]="$Revision$ $Date$"; 
   int erreur, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
 int nbocc(char *s, char occ)  int nvar;
 {  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
   int i,j=0;  int npar=NPARMAX;
   int lg=20;  int nlstate=2; /* Number of live states */
   i=0;  int ndeath=1; /* Number of dead states */
   lg=strlen(s);  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
   for(i=0; i<= lg; i++) {  int popbased=0;
   if  (s[i] == occ ) j++;  
   }  int *wav; /* Number of waves for this individuual 0 is possible */
   return j;  int maxwav; /* Maxim number of waves */
 }  int jmin, jmax; /* min, max spacing between 2 waves */
   int gipmx, gsw; /* Global variables on the number of contributions 
 void cutv(char *u,char *v, char*t, char occ)                     to the likelihood and the sum of weights (done by funcone)*/
 {  int mle, weightopt;
   int i,lg,j,p;  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
   i=0;  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
   for(j=0; j<=strlen(t)-1; j++) {  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;             * wave mi and wave mi+1 is not an exact multiple of stepm. */
   }  double jmean; /* Mean space between 2 waves */
   double **oldm, **newm, **savm; /* Working pointers to matrices */
   lg=strlen(t);  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
   for(j=0; j<p; j++) {  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
     (u[j] = t[j]);  FILE *ficlog, *ficrespow;
     u[p]='\0';  int globpr; /* Global variable for printing or not */
   }  double fretone; /* Only one call to likelihood */
   long ipmx; /* Number of contributions */
    for(j=0; j<= lg; j++) {  double sw; /* Sum of weights */
     if (j>=(p+1))(v[j-p-1] = t[j]);  char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
   }  FILE *ficresilk;
 }  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
   FILE *ficresprobmorprev;
 /********************** nrerror ********************/  FILE *fichtm, *fichtmcov; /* Html File */
   FILE *ficreseij;
 void nrerror(char error_text[])  char filerese[FILENAMELENGTH];
 {  FILE  *ficresvij;
   fprintf(stderr,"ERREUR ...\n");  char fileresv[FILENAMELENGTH];
   fprintf(stderr,"%s\n",error_text);  FILE  *ficresvpl;
   exit(1);  char fileresvpl[FILENAMELENGTH];
 }  char title[MAXLINE];
 /*********************** vector *******************/  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
 double *vector(int nl, int nh)  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
 {  char tmpout[FILENAMELENGTH]; 
   double *v;  char command[FILENAMELENGTH];
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  int  outcmd=0;
   if (!v) nrerror("allocation failure in vector");  
   return v-nl+NR_END;  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
 }  char lfileres[FILENAMELENGTH];
   char filelog[FILENAMELENGTH]; /* Log file */
 /************************ free vector ******************/  char filerest[FILENAMELENGTH];
 void free_vector(double*v, int nl, int nh)  char fileregp[FILENAMELENGTH];
 {  char popfile[FILENAMELENGTH];
   free((FREE_ARG)(v+nl-NR_END));  
 }  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
   
 /************************ivector *******************************/  struct timeval start_time, end_time, curr_time, last_time, forecast_time;
 int *ivector(long nl,long nh)  struct timezone tzp;
 {  extern int gettimeofday();
   int *v;  struct tm tmg, tm, tmf, *gmtime(), *localtime();
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  long time_value;
   if (!v) nrerror("allocation failure in ivector");  extern long time();
   return v-nl+NR_END;  char strcurr[80], strfor[80];
 }  
   #define NR_END 1
 /******************free ivector **************************/  #define FREE_ARG char*
 void free_ivector(int *v, long nl, long nh)  #define FTOL 1.0e-10
 {  
   free((FREE_ARG)(v+nl-NR_END));  #define NRANSI 
 }  #define ITMAX 200 
   
 /******************* imatrix *******************************/  #define TOL 2.0e-4 
 int **imatrix(long nrl, long nrh, long ncl, long nch)  
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */  #define CGOLD 0.3819660 
 {  #define ZEPS 1.0e-10 
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
   int **m;  
    #define GOLD 1.618034 
   /* allocate pointers to rows */  #define GLIMIT 100.0 
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  #define TINY 1.0e-20 
   if (!m) nrerror("allocation failure 1 in matrix()");  
   m += NR_END;  static double maxarg1,maxarg2;
   m -= nrl;  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
    #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
      
   /* allocate rows and set pointers to them */  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  #define rint(a) floor(a+0.5)
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  
   m[nrl] += NR_END;  static double sqrarg;
   m[nrl] -= ncl;  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
    #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  
    int imx; 
   /* return pointer to array of pointers to rows */  int stepm;
   return m;  /* Stepm, step in month: minimum step interpolation*/
 }  
   int estepm;
 /****************** free_imatrix *************************/  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
 void free_imatrix(m,nrl,nrh,ncl,nch)  
       int **m;  int m,nb;
       long nch,ncl,nrh,nrl;  long *num;
      /* free an int matrix allocated by imatrix() */  int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
 {  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  double **pmmij, ***probs;
   free((FREE_ARG) (m+nrl-NR_END));  double dateintmean=0;
 }  
   double *weight;
 /******************* matrix *******************************/  int **s; /* Status */
 double **matrix(long nrl, long nrh, long ncl, long nch)  double *agedc, **covar, idx;
 {  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;  
   double **m;  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
   double ftolhess; /* Tolerance for computing hessian */
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  
   if (!m) nrerror("allocation failure 1 in matrix()");  /**************** split *************************/
   m += NR_END;  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
   m -= nrl;  {
     char  *ss;                            /* pointer */
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    int   l1, l2;                         /* length counters */
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  
   m[nrl] += NR_END;    l1 = strlen(path );                   /* length of path */
   m[nrl] -= ncl;    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
     ss= strrchr( path, DIRSEPARATOR );            /* find last / */
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    if ( ss == NULL ) {                   /* no directory, so use current */
   return m;      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
 }        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
       /* get current working directory */
 /*************************free matrix ************************/      /*    extern  char* getcwd ( char *buf , int len);*/
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
 {        return( GLOCK_ERROR_GETCWD );
   free((FREE_ARG)(m[nrl]+ncl-NR_END));      }
   free((FREE_ARG)(m+nrl-NR_END));      strcpy( name, path );               /* we've got it */
 }    } else {                              /* strip direcotry from path */
       ss++;                               /* after this, the filename */
 /******************* ma3x *******************************/      l2 = strlen( ss );                  /* length of filename */
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
 {      strcpy( name, ss );         /* save file name */
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;      strncpy( dirc, path, l1 - l2 );     /* now the directory */
   double ***m;      dirc[l1-l2] = 0;                    /* add zero */
     }
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));    l1 = strlen( dirc );                  /* length of directory */
   if (!m) nrerror("allocation failure 1 in matrix()");    /*#ifdef windows
   m += NR_END;    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
   m -= nrl;  #else
     if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  #endif
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    */
   m[nrl] += NR_END;    ss = strrchr( name, '.' );            /* find last / */
   m[nrl] -= ncl;    ss++;
     strcpy(ext,ss);                       /* save extension */
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    l1= strlen( name);
     l2= strlen(ss)+1;
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));    strncpy( finame, name, l1-l2);
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");    finame[l1-l2]= 0;
   m[nrl][ncl] += NR_END;    return( 0 );                          /* we're done */
   m[nrl][ncl] -= nll;  }
   for (j=ncl+1; j<=nch; j++)  
     m[nrl][j]=m[nrl][j-1]+nlay;  
    /******************************************/
   for (i=nrl+1; i<=nrh; i++) {  
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;  void replace_back_to_slash(char *s, char*t)
     for (j=ncl+1; j<=nch; j++)  {
       m[i][j]=m[i][j-1]+nlay;    int i;
   }    int lg=0;
   return m;    i=0;
 }    lg=strlen(t);
     for(i=0; i<= lg; i++) {
 /*************************free ma3x ************************/      (s[i] = t[i]);
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)      if (t[i]== '\\') s[i]='/';
 {    }
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));  }
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  
   free((FREE_ARG)(m+nrl-NR_END));  int nbocc(char *s, char occ)
 }  {
     int i,j=0;
 /***************** f1dim *************************/    int lg=20;
 extern int ncom;    i=0;
 extern double *pcom,*xicom;    lg=strlen(s);
 extern double (*nrfunc)(double []);    for(i=0; i<= lg; i++) {
      if  (s[i] == occ ) j++;
 double f1dim(double x)    }
 {    return j;
   int j;  }
   double f;  
   double *xt;  void cutv(char *u,char *v, char*t, char occ)
    {
   xt=vector(1,ncom);    /* cuts string t into u and v where u is ended by char occ excluding it
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];       and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
   f=(*nrfunc)(xt);       gives u="abcedf" and v="ghi2j" */
   free_vector(xt,1,ncom);    int i,lg,j,p=0;
   return f;    i=0;
 }    for(j=0; j<=strlen(t)-1; j++) {
       if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
 /*****************brent *************************/    }
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)  
 {    lg=strlen(t);
   int iter;    for(j=0; j<p; j++) {
   double a,b,d,etemp;      (u[j] = t[j]);
   double fu,fv,fw,fx;    }
   double ftemp;       u[p]='\0';
   double p,q,r,tol1,tol2,u,v,w,x,xm;  
   double e=0.0;     for(j=0; j<= lg; j++) {
        if (j>=(p+1))(v[j-p-1] = t[j]);
   a=(ax < cx ? ax : cx);    }
   b=(ax > cx ? ax : cx);  }
   x=w=v=bx;  
   fw=fv=fx=(*f)(x);  /********************** nrerror ********************/
   for (iter=1;iter<=ITMAX;iter++) {  
     xm=0.5*(a+b);  void nrerror(char error_text[])
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);  {
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/    fprintf(stderr,"ERREUR ...\n");
     printf(".");fflush(stdout);    fprintf(stderr,"%s\n",error_text);
 #ifdef DEBUG    exit(EXIT_FAILURE);
     printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);  }
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */  /*********************** vector *******************/
 #endif  double *vector(int nl, int nh)
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){  {
       *xmin=x;    double *v;
       return fx;    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
     }    if (!v) nrerror("allocation failure in vector");
     ftemp=fu;    return v-nl+NR_END;
     if (fabs(e) > tol1) {  }
       r=(x-w)*(fx-fv);  
       q=(x-v)*(fx-fw);  /************************ free vector ******************/
       p=(x-v)*q-(x-w)*r;  void free_vector(double*v, int nl, int nh)
       q=2.0*(q-r);  {
       if (q > 0.0) p = -p;    free((FREE_ARG)(v+nl-NR_END));
       q=fabs(q);  }
       etemp=e;  
       e=d;  /************************ivector *******************************/
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))  int *ivector(long nl,long nh)
         d=CGOLD*(e=(x >= xm ? a-x : b-x));  {
       else {    int *v;
         d=p/q;    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
         u=x+d;    if (!v) nrerror("allocation failure in ivector");
         if (u-a < tol2 || b-u < tol2)    return v-nl+NR_END;
           d=SIGN(tol1,xm-x);  }
       }  
     } else {  /******************free ivector **************************/
       d=CGOLD*(e=(x >= xm ? a-x : b-x));  void free_ivector(int *v, long nl, long nh)
     }  {
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));    free((FREE_ARG)(v+nl-NR_END));
     fu=(*f)(u);  }
     if (fu <= fx) {  
       if (u >= x) a=x; else b=x;  /************************lvector *******************************/
       SHFT(v,w,x,u)  long *lvector(long nl,long nh)
         SHFT(fv,fw,fx,fu)  {
         } else {    long *v;
           if (u < x) a=u; else b=u;    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
           if (fu <= fw || w == x) {    if (!v) nrerror("allocation failure in ivector");
             v=w;    return v-nl+NR_END;
             w=u;  }
             fv=fw;  
             fw=fu;  /******************free lvector **************************/
           } else if (fu <= fv || v == x || v == w) {  void free_lvector(long *v, long nl, long nh)
             v=u;  {
             fv=fu;    free((FREE_ARG)(v+nl-NR_END));
           }  }
         }  
   }  /******************* imatrix *******************************/
   nrerror("Too many iterations in brent");  int **imatrix(long nrl, long nrh, long ncl, long nch) 
   *xmin=x;       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
   return fx;  { 
 }    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
     int **m; 
 /****************** mnbrak ***********************/    
     /* allocate pointers to rows */ 
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
             double (*func)(double))    if (!m) nrerror("allocation failure 1 in matrix()"); 
 {    m += NR_END; 
   double ulim,u,r,q, dum;    m -= nrl; 
   double fu;    
      
   *fa=(*func)(*ax);    /* allocate rows and set pointers to them */ 
   *fb=(*func)(*bx);    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
   if (*fb > *fa) {    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
     SHFT(dum,*ax,*bx,dum)    m[nrl] += NR_END; 
       SHFT(dum,*fb,*fa,dum)    m[nrl] -= ncl; 
       }    
   *cx=(*bx)+GOLD*(*bx-*ax);    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
   *fc=(*func)(*cx);    
   while (*fb > *fc) {    /* return pointer to array of pointers to rows */ 
     r=(*bx-*ax)*(*fb-*fc);    return m; 
     q=(*bx-*cx)*(*fb-*fa);  } 
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/  
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));  /****************** free_imatrix *************************/
     ulim=(*bx)+GLIMIT*(*cx-*bx);  void free_imatrix(m,nrl,nrh,ncl,nch)
     if ((*bx-u)*(u-*cx) > 0.0) {        int **m;
       fu=(*func)(u);        long nch,ncl,nrh,nrl; 
     } else if ((*cx-u)*(u-ulim) > 0.0) {       /* free an int matrix allocated by imatrix() */ 
       fu=(*func)(u);  { 
       if (fu < *fc) {    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))    free((FREE_ARG) (m+nrl-NR_END)); 
           SHFT(*fb,*fc,fu,(*func)(u))  } 
           }  
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {  /******************* matrix *******************************/
       u=ulim;  double **matrix(long nrl, long nrh, long ncl, long nch)
       fu=(*func)(u);  {
     } else {    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
       u=(*cx)+GOLD*(*cx-*bx);    double **m;
       fu=(*func)(u);  
     }    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
     SHFT(*ax,*bx,*cx,u)    if (!m) nrerror("allocation failure 1 in matrix()");
       SHFT(*fa,*fb,*fc,fu)    m += NR_END;
       }    m -= nrl;
 }  
     m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
 /*************** linmin ************************/    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
     m[nrl] += NR_END;
 int ncom;    m[nrl] -= ncl;
 double *pcom,*xicom;  
 double (*nrfunc)(double []);    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
      return m;
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))    /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
 {     */
   double brent(double ax, double bx, double cx,  }
                double (*f)(double), double tol, double *xmin);  
   double f1dim(double x);  /*************************free matrix ************************/
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
               double *fc, double (*func)(double));  {
   int j;    free((FREE_ARG)(m[nrl]+ncl-NR_END));
   double xx,xmin,bx,ax;    free((FREE_ARG)(m+nrl-NR_END));
   double fx,fb,fa;  }
    
   ncom=n;  /******************* ma3x *******************************/
   pcom=vector(1,n);  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
   xicom=vector(1,n);  {
   nrfunc=func;    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
   for (j=1;j<=n;j++) {    double ***m;
     pcom[j]=p[j];  
     xicom[j]=xi[j];    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
   }    if (!m) nrerror("allocation failure 1 in matrix()");
   ax=0.0;    m += NR_END;
   xx=1.0;    m -= nrl;
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);  
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
 #ifdef DEBUG    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);    m[nrl] += NR_END;
 #endif    m[nrl] -= ncl;
   for (j=1;j<=n;j++) {  
     xi[j] *= xmin;    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
     p[j] += xi[j];  
   }    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
   free_vector(xicom,1,n);    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
   free_vector(pcom,1,n);    m[nrl][ncl] += NR_END;
 }    m[nrl][ncl] -= nll;
     for (j=ncl+1; j<=nch; j++) 
 /*************** powell ************************/      m[nrl][j]=m[nrl][j-1]+nlay;
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,    
             double (*func)(double []))    for (i=nrl+1; i<=nrh; i++) {
 {      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
   void linmin(double p[], double xi[], int n, double *fret,      for (j=ncl+1; j<=nch; j++) 
               double (*func)(double []));        m[i][j]=m[i][j-1]+nlay;
   int i,ibig,j;    }
   double del,t,*pt,*ptt,*xit;    return m; 
   double fp,fptt;    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
   double *xits;             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
   pt=vector(1,n);    */
   ptt=vector(1,n);  }
   xit=vector(1,n);  
   xits=vector(1,n);  /*************************free ma3x ************************/
   *fret=(*func)(p);  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
   for (j=1;j<=n;j++) pt[j]=p[j];  {
   for (*iter=1;;++(*iter)) {    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
     fp=(*fret);    free((FREE_ARG)(m[nrl]+ncl-NR_END));
     ibig=0;    free((FREE_ARG)(m+nrl-NR_END));
     del=0.0;  }
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);  
     for (i=1;i<=n;i++)  /***************** f1dim *************************/
       printf(" %d %.12f",i, p[i]);  extern int ncom; 
     printf("\n");  extern double *pcom,*xicom;
     for (i=1;i<=n;i++) {  extern double (*nrfunc)(double []); 
       for (j=1;j<=n;j++) xit[j]=xi[j][i];   
       fptt=(*fret);  double f1dim(double x) 
 #ifdef DEBUG  { 
       printf("fret=%lf \n",*fret);    int j; 
 #endif    double f;
       printf("%d",i);fflush(stdout);    double *xt; 
       linmin(p,xit,n,fret,func);   
       if (fabs(fptt-(*fret)) > del) {    xt=vector(1,ncom); 
         del=fabs(fptt-(*fret));    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
         ibig=i;    f=(*nrfunc)(xt); 
       }    free_vector(xt,1,ncom); 
 #ifdef DEBUG    return f; 
       printf("%d %.12e",i,(*fret));  } 
       for (j=1;j<=n;j++) {  
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);  /*****************brent *************************/
         printf(" x(%d)=%.12e",j,xit[j]);  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
       }  { 
       for(j=1;j<=n;j++)    int iter; 
         printf(" p=%.12e",p[j]);    double a,b,d,etemp;
       printf("\n");    double fu,fv,fw,fx;
 #endif    double ftemp;
     }    double p,q,r,tol1,tol2,u,v,w,x,xm; 
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {    double e=0.0; 
 #ifdef DEBUG   
       int k[2],l;    a=(ax < cx ? ax : cx); 
       k[0]=1;    b=(ax > cx ? ax : cx); 
       k[1]=-1;    x=w=v=bx; 
       printf("Max: %.12e",(*func)(p));    fw=fv=fx=(*f)(x); 
       for (j=1;j<=n;j++)    for (iter=1;iter<=ITMAX;iter++) { 
         printf(" %.12e",p[j]);      xm=0.5*(a+b); 
       printf("\n");      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
       for(l=0;l<=1;l++) {      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
         for (j=1;j<=n;j++) {      printf(".");fflush(stdout);
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];      fprintf(ficlog,".");fflush(ficlog);
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);  #ifdef DEBUG
         }      printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));      fprintf(ficlog,"br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
       }      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
 #endif  #endif
       if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
         *xmin=x; 
       free_vector(xit,1,n);        return fx; 
       free_vector(xits,1,n);      } 
       free_vector(ptt,1,n);      ftemp=fu;
       free_vector(pt,1,n);      if (fabs(e) > tol1) { 
       return;        r=(x-w)*(fx-fv); 
     }        q=(x-v)*(fx-fw); 
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");        p=(x-v)*q-(x-w)*r; 
     for (j=1;j<=n;j++) {        q=2.0*(q-r); 
       ptt[j]=2.0*p[j]-pt[j];        if (q > 0.0) p = -p; 
       xit[j]=p[j]-pt[j];        q=fabs(q); 
       pt[j]=p[j];        etemp=e; 
     }        e=d; 
     fptt=(*func)(ptt);        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
     if (fptt < fp) {          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);        else { 
       if (t < 0.0) {          d=p/q; 
         linmin(p,xit,n,fret,func);          u=x+d; 
         for (j=1;j<=n;j++) {          if (u-a < tol2 || b-u < tol2) 
           xi[j][ibig]=xi[j][n];            d=SIGN(tol1,xm-x); 
           xi[j][n]=xit[j];        } 
         }      } else { 
 #ifdef DEBUG        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);      } 
         for(j=1;j<=n;j++)      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
           printf(" %.12e",xit[j]);      fu=(*f)(u); 
         printf("\n");      if (fu <= fx) { 
 #endif        if (u >= x) a=x; else b=x; 
       }        SHFT(v,w,x,u) 
     }          SHFT(fv,fw,fx,fu) 
   }          } else { 
 }            if (u < x) a=u; else b=u; 
             if (fu <= fw || w == x) { 
 /**** Prevalence limit ****************/              v=w; 
               w=u; 
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)              fv=fw; 
 {              fw=fu; 
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit            } else if (fu <= fv || v == x || v == w) { 
      matrix by transitions matrix until convergence is reached */              v=u; 
               fv=fu; 
   int i, ii,j,k;            } 
   double min, max, maxmin, maxmax,sumnew=0.;          } 
   double **matprod2();    } 
   double **out, cov[NCOVMAX], **pmij();    nrerror("Too many iterations in brent"); 
   double **newm;    *xmin=x; 
   double agefin, delaymax=50 ; /* Max number of years to converge */    return fx; 
   } 
   for (ii=1;ii<=nlstate+ndeath;ii++)  
     for (j=1;j<=nlstate+ndeath;j++){  /****************** mnbrak ***********************/
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);  
     }  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */              double (*func)(double)) 
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){  { 
     newm=savm;    double ulim,u,r,q, dum;
     /* Covariates have to be included here again */    double fu; 
     cov[1]=1.;   
     cov[2]=agefin;    *fa=(*func)(*ax); 
     if (cptcovn>0){    *fb=(*func)(*bx); 
       for (k=1; k<=cptcovn;k++) {cov[2+k]=nbcode[Tvar[k]][codtab[ij][k]];/*printf("Tcode[ij]=%d nbcode=%d\n",Tcode[ij],nbcode[k][Tcode[ij]]);*/}    if (*fb > *fa) { 
     }      SHFT(dum,*ax,*bx,dum) 
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);        SHFT(dum,*fb,*fa,dum) 
         } 
     savm=oldm;    *cx=(*bx)+GOLD*(*bx-*ax); 
     oldm=newm;    *fc=(*func)(*cx); 
     maxmax=0.;    while (*fb > *fc) { 
     for(j=1;j<=nlstate;j++){      r=(*bx-*ax)*(*fb-*fc); 
       min=1.;      q=(*bx-*cx)*(*fb-*fa); 
       max=0.;      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
       for(i=1; i<=nlstate; i++) {        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
         sumnew=0;      ulim=(*bx)+GLIMIT*(*cx-*bx); 
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];      if ((*bx-u)*(u-*cx) > 0.0) { 
         prlim[i][j]= newm[i][j]/(1-sumnew);        fu=(*func)(u); 
         max=FMAX(max,prlim[i][j]);      } else if ((*cx-u)*(u-ulim) > 0.0) { 
         min=FMIN(min,prlim[i][j]);        fu=(*func)(u); 
       }        if (fu < *fc) { 
       maxmin=max-min;          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
       maxmax=FMAX(maxmax,maxmin);            SHFT(*fb,*fc,fu,(*func)(u)) 
     }            } 
     if(maxmax < ftolpl){      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
       return prlim;        u=ulim; 
     }        fu=(*func)(u); 
   }      } else { 
 }        u=(*cx)+GOLD*(*cx-*bx); 
         fu=(*func)(u); 
 /*************** transition probabilities **********/      } 
       SHFT(*ax,*bx,*cx,u) 
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )        SHFT(*fa,*fb,*fc,fu) 
 {        } 
   double s1, s2;  } 
   /*double t34;*/  
   int i,j,j1, nc, ii, jj;  /*************** linmin ************************/
   
     for(i=1; i<= nlstate; i++){  int ncom; 
     for(j=1; j<i;j++){  double *pcom,*xicom;
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){  double (*nrfunc)(double []); 
         /*s2 += param[i][j][nc]*cov[nc];*/   
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/  { 
       }    double brent(double ax, double bx, double cx, 
       ps[i][j]=s2;                 double (*f)(double), double tol, double *xmin); 
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/    double f1dim(double x); 
     }    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
     for(j=i+1; j<=nlstate+ndeath;j++){                double *fc, double (*func)(double)); 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){    int j; 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    double xx,xmin,bx,ax; 
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/    double fx,fb,fa;
       }   
       ps[i][j]=s2;    ncom=n; 
     }    pcom=vector(1,n); 
   }    xicom=vector(1,n); 
   for(i=1; i<= nlstate; i++){    nrfunc=func; 
      s1=0;    for (j=1;j<=n;j++) { 
     for(j=1; j<i; j++)      pcom[j]=p[j]; 
       s1+=exp(ps[i][j]);      xicom[j]=xi[j]; 
     for(j=i+1; j<=nlstate+ndeath; j++)    } 
       s1+=exp(ps[i][j]);    ax=0.0; 
     ps[i][i]=1./(s1+1.);    xx=1.0; 
     for(j=1; j<i; j++)    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
       ps[i][j]= exp(ps[i][j])*ps[i][i];    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
     for(j=i+1; j<=nlstate+ndeath; j++)  #ifdef DEBUG
       ps[i][j]= exp(ps[i][j])*ps[i][i];    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
   } /* end i */  #endif
     for (j=1;j<=n;j++) { 
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){      xi[j] *= xmin; 
     for(jj=1; jj<= nlstate+ndeath; jj++){      p[j] += xi[j]; 
       ps[ii][jj]=0;    } 
       ps[ii][ii]=1;    free_vector(xicom,1,n); 
     }    free_vector(pcom,1,n); 
   }  } 
   
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){  char *asc_diff_time(long time_sec, char ascdiff[])
     for(jj=1; jj<= nlstate+ndeath; jj++){  {
      printf("%lf ",ps[ii][jj]);    long sec_left, days, hours, minutes;
    }    days = (time_sec) / (60*60*24);
     printf("\n ");    sec_left = (time_sec) % (60*60*24);
     }    hours = (sec_left) / (60*60) ;
     printf("\n ");printf("%lf ",cov[2]);*/    sec_left = (sec_left) %(60*60);
 /*    minutes = (sec_left) /60;
   for(i=1; i<= npar; i++) printf("%f ",x[i]);    sec_left = (sec_left) % (60);
   goto end;*/    sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
     return ps;    return ascdiff;
 }  }
   
 /**************** Product of 2 matrices ******************/  /*************** powell ************************/
   void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)              double (*func)(double [])) 
 {  { 
   /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times    void linmin(double p[], double xi[], int n, double *fret, 
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */                double (*func)(double [])); 
   /* in, b, out are matrice of pointers which should have been initialized    int i,ibig,j; 
      before: only the contents of out is modified. The function returns    double del,t,*pt,*ptt,*xit;
      a pointer to pointers identical to out */    double fp,fptt;
   long i, j, k;    double *xits;
   for(i=nrl; i<= nrh; i++)    int niterf, itmp;
     for(k=ncolol; k<=ncoloh; k++)  
       for(j=ncl,out[i][k]=0.; j<=nch; j++)    pt=vector(1,n); 
         out[i][k] +=in[i][j]*b[j][k];    ptt=vector(1,n); 
     xit=vector(1,n); 
   return out;    xits=vector(1,n); 
 }    *fret=(*func)(p); 
     for (j=1;j<=n;j++) pt[j]=p[j]; 
     for (*iter=1;;++(*iter)) { 
 /************* Higher Matrix Product ***************/      fp=(*fret); 
       ibig=0; 
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )      del=0.0; 
 {      last_time=curr_time;
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month      (void) gettimeofday(&curr_time,&tzp);
      duration (i.e. until      printf("\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec);fflush(stdout);
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.      fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec);
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step      fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec);
      (typically every 2 years instead of every month which is too big).      for (i=1;i<=n;i++) {
      Model is determined by parameters x and covariates have to be        printf(" %d %.12f",i, p[i]);
      included manually here.        fprintf(ficlog," %d %.12lf",i, p[i]);
         fprintf(ficrespow," %.12lf", p[i]);
      */      }
       printf("\n");
   int i, j, d, h, k;      fprintf(ficlog,"\n");
   double **out, cov[NCOVMAX];      fprintf(ficrespow,"\n");fflush(ficrespow);
   double **newm;      if(*iter <=3){
         tm = *localtime(&curr_time.tv_sec);
   /* Hstepm could be zero and should return the unit matrix */        strcpy(strcurr,asctime(&tmf));
   for (i=1;i<=nlstate+ndeath;i++)  /*       asctime_r(&tm,strcurr); */
     for (j=1;j<=nlstate+ndeath;j++){        forecast_time=curr_time;
       oldm[i][j]=(i==j ? 1.0 : 0.0);        itmp = strlen(strcurr);
       po[i][j][0]=(i==j ? 1.0 : 0.0);        if(strcurr[itmp-1]=='\n')
     }          strcurr[itmp-1]='\0';
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */        printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
   for(h=1; h <=nhstepm; h++){        fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
     for(d=1; d <=hstepm; d++){        for(niterf=10;niterf<=30;niterf+=10){
       newm=savm;          forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
       /* Covariates have to be included here again */          tmf = *localtime(&forecast_time.tv_sec);
       cov[1]=1.;  /*      asctime_r(&tmf,strfor); */
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;          strcpy(strfor,asctime(&tmf));
       if (cptcovn>0){          itmp = strlen(strfor);
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][k]];          if(strfor[itmp-1]=='\n')
     }          strfor[itmp-1]='\0';
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/          printf("   - if your program needs %d iterations to converge, convergence will be \n   reached in %s or\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/          fprintf(ficlog,"   - if your program needs %d iterations to converge, convergence will be \n   reached in %s or\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,        }
                    pmij(pmmij,cov,ncovmodel,x,nlstate));      }
       savm=oldm;      for (i=1;i<=n;i++) { 
       oldm=newm;        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
     }        fptt=(*fret); 
     for(i=1; i<=nlstate+ndeath; i++)  #ifdef DEBUG
       for(j=1;j<=nlstate+ndeath;j++) {        printf("fret=%lf \n",*fret);
         po[i][j][h]=newm[i][j];        fprintf(ficlog,"fret=%lf \n",*fret);
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);  #endif
          */        printf("%d",i);fflush(stdout);
       }        fprintf(ficlog,"%d",i);fflush(ficlog);
   } /* end h */        linmin(p,xit,n,fret,func); 
   return po;        if (fabs(fptt-(*fret)) > del) { 
 }          del=fabs(fptt-(*fret)); 
           ibig=i; 
         } 
 /*************** log-likelihood *************/  #ifdef DEBUG
 double func( double *x)        printf("%d %.12e",i,(*fret));
 {        fprintf(ficlog,"%d %.12e",i,(*fret));
   int i, ii, j, k, mi, d;        for (j=1;j<=n;j++) {
   double l, ll[NLSTATEMAX], cov[NCOVMAX];          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
   double **out;          printf(" x(%d)=%.12e",j,xit[j]);
   double sw; /* Sum of weights */          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
   double lli; /* Individual log likelihood */        }
   long ipmx;        for(j=1;j<=n;j++) {
   /*extern weight */          printf(" p=%.12e",p[j]);
   /* We are differentiating ll according to initial status */          fprintf(ficlog," p=%.12e",p[j]);
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/        }
   /*for(i=1;i<imx;i++)        printf("\n");
 printf(" %d\n",s[4][i]);        fprintf(ficlog,"\n");
   */  #endif
       } 
   for(k=1; k<=nlstate; k++) ll[k]=0.;      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){  #ifdef DEBUG
        for(mi=1; mi<= wav[i]-1; mi++){        int k[2],l;
       for (ii=1;ii<=nlstate+ndeath;ii++)        k[0]=1;
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);        k[1]=-1;
             for(d=0; d<dh[mi][i]; d++){        printf("Max: %.12e",(*func)(p));
         newm=savm;        fprintf(ficlog,"Max: %.12e",(*func)(p));
           cov[1]=1.;        for (j=1;j<=n;j++) {
           cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;          printf(" %.12e",p[j]);
           if (cptcovn>0){          fprintf(ficlog," %.12e",p[j]);
             for (k=1; k<=cptcovn;k++) cov[2+k]=covar[1+k-1][i];        }
             }        printf("\n");
           out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,        fprintf(ficlog,"\n");
                        1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));        for(l=0;l<=1;l++) {
           savm=oldm;          for (j=1;j<=n;j++) {
           oldm=newm;            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
             printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
             fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
       } /* end mult */          }
              printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/        }
       ipmx +=1;  #endif
       sw += weight[i];  
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;  
     } /* end of wave */        free_vector(xit,1,n); 
   } /* end of individual */        free_vector(xits,1,n); 
         free_vector(ptt,1,n); 
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];        free_vector(pt,1,n); 
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */        return; 
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */      } 
   return -l;      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
 }      for (j=1;j<=n;j++) { 
         ptt[j]=2.0*p[j]-pt[j]; 
         xit[j]=p[j]-pt[j]; 
 /*********** Maximum Likelihood Estimation ***************/        pt[j]=p[j]; 
       } 
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))      fptt=(*func)(ptt); 
 {      if (fptt < fp) { 
   int i,j, iter;        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
   double **xi,*delti;        if (t < 0.0) { 
   double fret;          linmin(p,xit,n,fret,func); 
   xi=matrix(1,npar,1,npar);          for (j=1;j<=n;j++) { 
   for (i=1;i<=npar;i++)            xi[j][ibig]=xi[j][n]; 
     for (j=1;j<=npar;j++)            xi[j][n]=xit[j]; 
       xi[i][j]=(i==j ? 1.0 : 0.0);          }
   printf("Powell\n");  #ifdef DEBUG
   powell(p,xi,npar,ftol,&iter,&fret,func);          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);
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));          for(j=1;j<=n;j++){
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));            printf(" %.12e",xit[j]);
             fprintf(ficlog," %.12e",xit[j]);
 }          }
           printf("\n");
 /**** Computes Hessian and covariance matrix ***/          fprintf(ficlog,"\n");
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))  #endif
 {        }
   double  **a,**y,*x,pd;      } 
   double **hess;    } 
   int i, j,jk;  } 
   int *indx;  
   /**** Prevalence limit (stable prevalence)  ****************/
   double hessii(double p[], double delta, int theta, double delti[]);  
   double hessij(double p[], double delti[], int i, int j);  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
   void lubksb(double **a, int npar, int *indx, double b[]) ;  {
   void ludcmp(double **a, int npar, int *indx, double *d) ;    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
        matrix by transitions matrix until convergence is reached */
   
   hess=matrix(1,npar,1,npar);    int i, ii,j,k;
     double min, max, maxmin, maxmax,sumnew=0.;
   printf("\nCalculation of the hessian matrix. Wait...\n");    double **matprod2();
   for (i=1;i<=npar;i++){    double **out, cov[NCOVMAX], **pmij();
     printf("%d",i);fflush(stdout);    double **newm;
     hess[i][i]=hessii(p,ftolhess,i,delti);    double agefin, delaymax=50 ; /* Max number of years to converge */
     /*printf(" %f ",p[i]);*/  
   }    for (ii=1;ii<=nlstate+ndeath;ii++)
       for (j=1;j<=nlstate+ndeath;j++){
   for (i=1;i<=npar;i++) {        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     for (j=1;j<=npar;j++)  {      }
       if (j>i) {  
         printf(".%d%d",i,j);fflush(stdout);     cov[1]=1.;
         hess[i][j]=hessij(p,delti,i,j);   
         hess[j][i]=hess[i][j];   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
       }    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
     }      newm=savm;
   }      /* Covariates have to be included here again */
   printf("\n");       cov[2]=agefin;
     
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");        for (k=1; k<=cptcovn;k++) {
            cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
   a=matrix(1,npar,1,npar);          /*      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]]);*/
   y=matrix(1,npar,1,npar);        }
   x=vector(1,npar);        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
   indx=ivector(1,npar);        for (k=1; k<=cptcovprod;k++)
   for (i=1;i<=npar;i++)          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];  
   ludcmp(a,npar,indx,&pd);        /*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]);*/
   for (j=1;j<=npar;j++) {        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
     for (i=1;i<=npar;i++) x[i]=0;      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
     x[j]=1;  
     lubksb(a,npar,indx,x);      savm=oldm;
     for (i=1;i<=npar;i++){      oldm=newm;
       matcov[i][j]=x[i];      maxmax=0.;
     }      for(j=1;j<=nlstate;j++){
   }        min=1.;
         max=0.;
   printf("\n#Hessian matrix#\n");        for(i=1; i<=nlstate; i++) {
   for (i=1;i<=npar;i++) {          sumnew=0;
     for (j=1;j<=npar;j++) {          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
       printf("%.3e ",hess[i][j]);          prlim[i][j]= newm[i][j]/(1-sumnew);
     }          max=FMAX(max,prlim[i][j]);
     printf("\n");          min=FMIN(min,prlim[i][j]);
   }        }
         maxmin=max-min;
   /* Recompute Inverse */        maxmax=FMAX(maxmax,maxmin);
   for (i=1;i<=npar;i++)      }
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];      if(maxmax < ftolpl){
   ludcmp(a,npar,indx,&pd);        return prlim;
       }
   /*  printf("\n#Hessian matrix recomputed#\n");    }
   }
   for (j=1;j<=npar;j++) {  
     for (i=1;i<=npar;i++) x[i]=0;  /*************** transition probabilities ***************/ 
     x[j]=1;  
     lubksb(a,npar,indx,x);  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
     for (i=1;i<=npar;i++){  {
       y[i][j]=x[i];    double s1, s2;
       printf("%.3e ",y[i][j]);    /*double t34;*/
     }    int i,j,j1, nc, ii, jj;
     printf("\n");  
   }      for(i=1; i<= nlstate; i++){
   */      for(j=1; j<i;j++){
         for (nc=1, s2=0.;nc <=ncovmodel; nc++){
   free_matrix(a,1,npar,1,npar);          /*s2 += param[i][j][nc]*cov[nc];*/
   free_matrix(y,1,npar,1,npar);          s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
   free_vector(x,1,npar);          /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
   free_ivector(indx,1,npar);        }
   free_matrix(hess,1,npar,1,npar);        ps[i][j]=s2;
         /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
       }
 }      for(j=i+1; j<=nlstate+ndeath;j++){
         for (nc=1, s2=0.;nc <=ncovmodel; nc++){
 /*************** hessian matrix ****************/          s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
 double hessii( double x[], double delta, int theta, double delti[])          /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
 {        }
   int i;        ps[i][j]=s2;
   int l=1, lmax=20;      }
   double k1,k2;    }
   double p2[NPARMAX+1];      /*ps[3][2]=1;*/
   double res;  
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;    for(i=1; i<= nlstate; i++){
   double fx;       s1=0;
   int k=0,kmax=10;      for(j=1; j<i; j++)
   double l1;        s1+=exp(ps[i][j]);
       for(j=i+1; j<=nlstate+ndeath; j++)
   fx=func(x);        s1+=exp(ps[i][j]);
   for (i=1;i<=npar;i++) p2[i]=x[i];      ps[i][i]=1./(s1+1.);
   for(l=0 ; l <=lmax; l++){      for(j=1; j<i; j++)
     l1=pow(10,l);        ps[i][j]= exp(ps[i][j])*ps[i][i];
     delts=delt;      for(j=i+1; j<=nlstate+ndeath; j++)
     for(k=1 ; k <kmax; k=k+1){        ps[i][j]= exp(ps[i][j])*ps[i][i];
       delt = delta*(l1*k);      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
       p2[theta]=x[theta] +delt;    } /* end i */
       k1=func(p2)-fx;  
       p2[theta]=x[theta]-delt;    for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
       k2=func(p2)-fx;      for(jj=1; jj<= nlstate+ndeath; jj++){
       /*res= (k1-2.0*fx+k2)/delt/delt; */        ps[ii][jj]=0;
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */        ps[ii][ii]=1;
            }
 #ifdef DEBUG    }
       printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);  
 #endif  
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){      for(jj=1; jj<= nlstate+ndeath; jj++){
         k=kmax;       printf("%lf ",ps[ii][jj]);
       }     }
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */      printf("\n ");
         k=kmax; l=lmax*10.;      }
       }      printf("\n ");printf("%lf ",cov[2]);*/
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){  /*
         delts=delt;    for(i=1; i<= npar; i++) printf("%f ",x[i]);
       }    goto end;*/
     }      return ps;
   }  }
   delti[theta]=delts;  
   return res;  /**************** Product of 2 matrices ******************/
    
 }  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
   {
 double hessij( double x[], double delti[], int thetai,int thetaj)    /* 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(...) */
   int i;    /* in, b, out are matrice of pointers which should have been initialized 
   int l=1, l1, lmax=20;       before: only the contents of out is modified. The function returns
   double k1,k2,k3,k4,res,fx;       a pointer to pointers identical to out */
   double p2[NPARMAX+1];    long i, j, k;
   int k;    for(i=nrl; i<= nrh; i++)
       for(k=ncolol; k<=ncoloh; k++)
   fx=func(x);        for(j=ncl,out[i][k]=0.; j<=nch; j++)
   for (k=1; k<=2; k++) {          out[i][k] +=in[i][j]*b[j][k];
     for (i=1;i<=npar;i++) p2[i]=x[i];  
     p2[thetai]=x[thetai]+delti[thetai]/k;    return out;
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;  }
     k1=func(p2)-fx;  
    
     p2[thetai]=x[thetai]+delti[thetai]/k;  /************* Higher Matrix Product ***************/
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;  
     k2=func(p2)-fx;  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
    {
     p2[thetai]=x[thetai]-delti[thetai]/k;    /* Computes the transition matrix starting at age 'age' over 
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;       'nhstepm*hstepm*stepm' months (i.e. until
     k3=func(p2)-fx;       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
         nhstepm*hstepm matrices. 
     p2[thetai]=x[thetai]-delti[thetai]/k;       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;       (typically every 2 years instead of every month which is too big 
     k4=func(p2)-fx;       for the memory).
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */       Model is determined by parameters x and covariates have to be 
 #ifdef DEBUG       included manually here. 
     printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);  
 #endif       */
   }  
   return res;    int i, j, d, h, k;
 }    double **out, cov[NCOVMAX];
     double **newm;
 /************** Inverse of matrix **************/  
 void ludcmp(double **a, int n, int *indx, double *d)    /* Hstepm could be zero and should return the unit matrix */
 {    for (i=1;i<=nlstate+ndeath;i++)
   int i,imax,j,k;      for (j=1;j<=nlstate+ndeath;j++){
   double big,dum,sum,temp;        oldm[i][j]=(i==j ? 1.0 : 0.0);
   double *vv;        po[i][j][0]=(i==j ? 1.0 : 0.0);
        }
   vv=vector(1,n);    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
   *d=1.0;    for(h=1; h <=nhstepm; h++){
   for (i=1;i<=n;i++) {      for(d=1; d <=hstepm; d++){
     big=0.0;        newm=savm;
     for (j=1;j<=n;j++)        /* Covariates have to be included here again */
       if ((temp=fabs(a[i][j])) > big) big=temp;        cov[1]=1.;
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
     vv[i]=1.0/big;        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
   }        for (k=1; k<=cptcovage;k++)
   for (j=1;j<=n;j++) {          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
     for (i=1;i<j;i++) {        for (k=1; k<=cptcovprod;k++)
       sum=a[i][j];          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];  
       a[i][j]=sum;  
     }        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
     big=0.0;        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
     for (i=j;i<=n;i++) {        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
       sum=a[i][j];                     pmij(pmmij,cov,ncovmodel,x,nlstate));
       for (k=1;k<j;k++)        savm=oldm;
         sum -= a[i][k]*a[k][j];        oldm=newm;
       a[i][j]=sum;      }
       if ( (dum=vv[i]*fabs(sum)) >= big) {      for(i=1; i<=nlstate+ndeath; i++)
         big=dum;        for(j=1;j<=nlstate+ndeath;j++) {
         imax=i;          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]);
     }           */
     if (j != imax) {        }
       for (k=1;k<=n;k++) {    } /* end h */
         dum=a[imax][k];    return po;
         a[imax][k]=a[j][k];  }
         a[j][k]=dum;  
       }  
       *d = -(*d);  /*************** log-likelihood *************/
       vv[imax]=vv[j];  double func( double *x)
     }  {
     indx[j]=imax;    int i, ii, j, k, mi, d, kk;
     if (a[j][j] == 0.0) a[j][j]=TINY;    double l, ll[NLSTATEMAX], cov[NCOVMAX];
     if (j != n) {    double **out;
       dum=1.0/(a[j][j]);    double sw; /* Sum of weights */
       for (i=j+1;i<=n;i++) a[i][j] *= dum;    double lli; /* Individual log likelihood */
     }    int s1, s2;
   }    double bbh, survp;
   free_vector(vv,1,n);  /* Doesn't work */    long ipmx;
 ;    /*extern weight */
 }    /* We are differentiating ll according to initial status */
     /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
 void lubksb(double **a, int n, int *indx, double b[])    /*for(i=1;i<imx;i++) 
 {      printf(" %d\n",s[4][i]);
   int i,ii=0,ip,j;    */
   double sum;    cov[1]=1.;
    
   for (i=1;i<=n;i++) {    for(k=1; k<=nlstate; k++) ll[k]=0.;
     ip=indx[i];  
     sum=b[ip];    if(mle==1){
     b[ip]=b[i];      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     if (ii)        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];        for(mi=1; mi<= wav[i]-1; mi++){
     else if (sum) ii=i;          for (ii=1;ii<=nlstate+ndeath;ii++)
     b[i]=sum;            for (j=1;j<=nlstate+ndeath;j++){
   }              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   for (i=n;i>=1;i--) {              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     sum=b[i];            }
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];          for(d=0; d<dh[mi][i]; d++){
     b[i]=sum/a[i][i];            newm=savm;
   }            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 }            for (kk=1; kk<=cptcovage;kk++) {
               cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 /************ Frequencies ********************/            }
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 {  /* Some frequencies */                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
              savm=oldm;
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;            oldm=newm;
   double ***freq; /* Frequencies */          } /* end mult */
   double *pp;        
   double pos;          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
   FILE *ficresp;          /* But now since version 0.9 we anticipate for bias and large stepm.
   char fileresp[FILENAMELENGTH];           * If stepm is larger than one month (smallest stepm) and if the exact delay 
            * (in months) between two waves is not a multiple of stepm, we rounded to 
   pp=vector(1,nlstate);           * the nearest (and in case of equal distance, to the lowest) interval but now
            * we keep into memory the bias bh[mi][i] and also the previous matrix product
   strcpy(fileresp,"p");           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
   strcat(fileresp,fileres);           * probability in order to take into account the bias as a fraction of the way
   if((ficresp=fopen(fileresp,"w"))==NULL) {           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
     printf("Problem with prevalence resultfile: %s\n", fileresp);           * -stepm/2 to stepm/2 .
     exit(0);           * For stepm=1 the results are the same as for previous versions of Imach.
   }           * For stepm > 1 the results are less biased than in previous versions. 
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);           */
   j1=0;          s1=s[mw[mi][i]][i];
           s2=s[mw[mi+1][i]][i];
   j=cptcovn;          bbh=(double)bh[mi][i]/(double)stepm; 
   if (cptcovn<1) {j=1;ncodemax[1]=1;}          /* bias is positive if real duration
            * is higher than the multiple of stepm and negative otherwise.
   for(k1=1; k1<=j;k1++){           */
    for(i1=1; i1<=ncodemax[k1];i1++){          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
        j1++;          if( s2 > nlstate){ 
             /* i.e. if s2 is a death state and if the date of death is known then the contribution
         for (i=-1; i<=nlstate+ndeath; i++)                 to the likelihood is the probability to die between last step unit time and current 
          for (jk=-1; jk<=nlstate+ndeath; jk++)                 step unit time, which is also the differences between probability to die before dh 
            for(m=agemin; m <= agemax+3; m++)               and probability to die before dh-stepm . 
              freq[i][jk][m]=0;               In version up to 0.92 likelihood was computed
                  as if date of death was unknown. Death was treated as any other
        for (i=1; i<=imx; i++) {          health state: the date of the interview describes the actual state
          bool=1;          and not the date of a change in health state. The former idea was
          if  (cptcovn>0) {          to consider that at each interview the state was recorded
            for (z1=1; z1<=cptcovn; z1++)          (healthy, disable or death) and IMaCh was corrected; but when we
              if (covar[Tvar[z1]][i]!= nbcode[Tvar[z1]][codtab[j1][z1]]) bool=0;          introduced the exact date of death then we should have modified
          }          the contribution of an exact death to the likelihood. This new
           if (bool==1) {          contribution is smaller and very dependent of the step unit
            for(m=firstpass; m<=lastpass-1; m++){          stepm. It is no more the probability to die between last interview
              if(agev[m][i]==0) agev[m][i]=agemax+1;          and month of death but the probability to survive from last
              if(agev[m][i]==1) agev[m][i]=agemax+2;          interview up to one month before death multiplied by the
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];          probability to die within a month. Thanks to Chris
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];          Jackson for correcting this bug.  Former versions increased
            }          mortality artificially. The bad side is that we add another loop
          }          which slows down the processing. The difference can be up to 10%
        }          lower mortality.
         if  (cptcovn>0) {            */
          fprintf(ficresp, "\n#Variable");            lli=log(out[s1][s2] - savm[s1][s2]);
          for (z1=1; z1<=cptcovn; z1++) fprintf(ficresp, " V%d=%d",Tvar[z1],nbcode[Tvar[z1]][codtab[j1][z1]]);          }else{
        }            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
        fprintf(ficresp, "\n#");            /*  lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2]));*/ /* linear interpolation */
        for(i=1; i<=nlstate;i++)          } 
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
        fprintf(ficresp, "\n");          /*if(lli ==000.0)*/
                  /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
   for(i=(int)agemin; i <= (int)agemax+3; i++){          ipmx +=1;
     if(i==(int)agemax+3)          sw += weight[i];
       printf("Total");          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     else        } /* end of wave */
       printf("Age %d", i);      } /* end of individual */
     for(jk=1; jk <=nlstate ; jk++){    }  else if(mle==2){
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         pp[jk] += freq[jk][m][i];        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     }        for(mi=1; mi<= wav[i]-1; mi++){
     for(jk=1; jk <=nlstate ; jk++){          for (ii=1;ii<=nlstate+ndeath;ii++)
       for(m=-1, pos=0; m <=0 ; m++)            for (j=1;j<=nlstate+ndeath;j++){
         pos += freq[jk][m][i];              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       if(pp[jk]>=1.e-10)              savm[ii][j]=(ii==j ? 1.0 : 0.0);
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);            }
       else          for(d=0; d<=dh[mi][i]; d++){
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);            newm=savm;
     }            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     for(jk=1; jk <=nlstate ; jk++){            for (kk=1; kk<=cptcovage;kk++) {
       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
         pp[jk] += freq[jk][m][i];            }
     }            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     for(jk=1,pos=0; jk <=nlstate ; jk++)                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       pos += pp[jk];            savm=oldm;
     for(jk=1; jk <=nlstate ; jk++){            oldm=newm;
       if(pos>=1.e-5)          } /* end mult */
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);        
       else          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);          /* But now since version 0.9 we anticipate for bias and large stepm.
       if( i <= (int) agemax){           * If stepm is larger than one month (smallest stepm) and if the exact delay 
         if(pos>=1.e-5)           * (in months) between two waves is not a multiple of stepm, we rounded to 
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);           * the nearest (and in case of equal distance, to the lowest) interval but now
       else           * we keep into memory the bias bh[mi][i] and also the previous matrix product
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
       }           * probability in order to take into account the bias as a fraction of the way
     }           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
     for(jk=-1; jk <=nlstate+ndeath; jk++)           * -stepm/2 to stepm/2 .
       for(m=-1; m <=nlstate+ndeath; m++)           * For stepm=1 the results are the same as for previous versions of Imach.
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);           * For stepm > 1 the results are less biased than in previous versions. 
     if(i <= (int) agemax)           */
       fprintf(ficresp,"\n");          s1=s[mw[mi][i]][i];
     printf("\n");          s2=s[mw[mi+1][i]][i];
     }          bbh=(double)bh[mi][i]/(double)stepm; 
     }          /* bias is positive if real duration
  }           * is higher than the multiple of stepm and negative otherwise.
             */
   fclose(ficresp);          lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
   free_vector(pp,1,nlstate);          /*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]);*/
 }  /* End of Freq */          /*if(lli ==000.0)*/
           /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
 /************* Waves Concatenation ***************/          ipmx +=1;
           sw += weight[i];
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 {        } /* end of wave */
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.      } /* end of individual */
      Death is a valid wave (if date is known).    }  else if(mle==3){  /* exponential inter-extrapolation */
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
      and mw[mi+1][i]. dh depends on stepm.        for(mi=1; mi<= wav[i]-1; mi++){
      */          for (ii=1;ii<=nlstate+ndeath;ii++)
             for (j=1;j<=nlstate+ndeath;j++){
   int i, mi, m;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
 float sum=0.;            }
           for(d=0; d<dh[mi][i]; d++){
   for(i=1; i<=imx; i++){            newm=savm;
     mi=0;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     m=firstpass;            for (kk=1; kk<=cptcovage;kk++) {
     while(s[m][i] <= nlstate){              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       if(s[m][i]>=1)            }
         mw[++mi][i]=m;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       if(m >=lastpass)                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
         break;            savm=oldm;
       else            oldm=newm;
         m++;          } /* end mult */
     }/* end while */        
     if (s[m][i] > nlstate){          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
       mi++;     /* Death is another wave */          /* But now since version 0.9 we anticipate for bias and large stepm.
       /* if(mi==0)  never been interviewed correctly before death */           * If stepm is larger than one month (smallest stepm) and if the exact delay 
          /* Only death is a correct wave */           * (in months) between two waves is not a multiple of stepm, we rounded to 
       mw[mi][i]=m;           * the nearest (and in case of equal distance, to the lowest) interval but now
     }           * we keep into memory the bias bh[mi][i] and also the previous matrix product
            * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
     wav[i]=mi;           * probability in order to take into account the bias as a fraction of the way
     if(mi==0)           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);           * -stepm/2 to stepm/2 .
   }           * For stepm=1 the results are the same as for previous versions of Imach.
            * For stepm > 1 the results are less biased than in previous versions. 
   for(i=1; i<=imx; i++){           */
     for(mi=1; mi<wav[i];mi++){          s1=s[mw[mi][i]][i];
       if (stepm <=0)          s2=s[mw[mi+1][i]][i];
         dh[mi][i]=1;          bbh=(double)bh[mi][i]/(double)stepm; 
       else{          /* bias is positive if real duration
         if (s[mw[mi+1][i]][i] > nlstate) {           * is higher than the multiple of stepm and negative otherwise.
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);           */
           if(j=0) j=1;  /* Survives at least one month after exam */          /* lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); */ /* linear interpolation */
         }          lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
         else{          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));          /*if(lli ==000.0)*/
           k=k+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 (j >= jmax) jmax=j;          ipmx +=1;
           else if (j <= jmin)jmin=j;          sw += weight[i];
           sum=sum+j;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         }        } /* end of wave */
         jk= j/stepm;      } /* end of individual */
         jl= j -jk*stepm;    }else if (mle==4){  /* ml=4 no inter-extrapolation */
         ju= j -(jk+1)*stepm;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         if(jl <= -ju)        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
           dh[mi][i]=jk;        for(mi=1; mi<= wav[i]-1; mi++){
         else          for (ii=1;ii<=nlstate+ndeath;ii++)
           dh[mi][i]=jk+1;            for (j=1;j<=nlstate+ndeath;j++){
         if(dh[mi][i]==0)              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
           dh[mi][i]=1; /* At least one step */              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       }            }
     }          for(d=0; d<dh[mi][i]; d++){
   }            newm=savm;
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,sum/k);            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 }            for (kk=1; kk<=cptcovage;kk++) {
 /*********** Tricode ****************************/              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 void tricode(int *Tvar, int **nbcode, int imx)            }
 {          
   int Ndum[80],ij, k, j, i;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   int cptcode=0;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   for (k=0; k<79; k++) Ndum[k]=0;            savm=oldm;
   for (k=1; k<=7; k++) ncodemax[k]=0;            oldm=newm;
            } /* end mult */
   for (j=1; j<=cptcovn; j++) {        
     for (i=1; i<=imx; i++) {          s1=s[mw[mi][i]][i];
       ij=(int)(covar[Tvar[j]][i]);          s2=s[mw[mi+1][i]][i];
       Ndum[ij]++;          if( s2 > nlstate){ 
       if (ij > cptcode) cptcode=ij;            lli=log(out[s1][s2] - savm[s1][s2]);
     }          }else{
     /*printf("cptcode=%d cptcovn=%d ",cptcode,cptcovn);*/            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
     for (i=0; i<=cptcode; i++) {          }
       if(Ndum[i]!=0) ncodemax[j]++;          ipmx +=1;
     }          sw += weight[i];
            ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     ij=1;  /*      printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
     for (i=1; i<=ncodemax[j]; i++) {        } /* end of wave */
       for (k=0; k<=79; k++) {      } /* end of individual */
         if (Ndum[k] != 0) {    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
           nbcode[Tvar[j]][ij]=k;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
           ij++;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         }        for(mi=1; mi<= wav[i]-1; mi++){
         if (ij > ncodemax[j]) break;          for (ii=1;ii<=nlstate+ndeath;ii++)
       }              for (j=1;j<=nlstate+ndeath;j++){
     }              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   }                savm[ii][j]=(ii==j ? 1.0 : 0.0);
             }
   }          for(d=0; d<dh[mi][i]; d++){
             newm=savm;
 /*********** Health Expectancies ****************/            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
             for (kk=1; kk<=cptcovage;kk++) {
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 {            }
   /* Health expectancies */          
   int i, j, nhstepm, hstepm, h;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   double age, agelim,hf;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   double ***p3mat;            savm=oldm;
              oldm=newm;
   fprintf(ficreseij,"# Health expectancies\n");          } /* end mult */
   fprintf(ficreseij,"# Age");        
   for(i=1; i<=nlstate;i++)          s1=s[mw[mi][i]][i];
     for(j=1; j<=nlstate;j++)          s2=s[mw[mi+1][i]][i];
       fprintf(ficreseij," %1d-%1d",i,j);          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
   fprintf(ficreseij,"\n");          ipmx +=1;
           sw += weight[i];
   hstepm=1*YEARM; /*  Every j years of age (in month) */          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */          /*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 */
   agelim=AGESUP;      } /* end of individual */
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    } /* End of if */
     /* nhstepm age range expressed in number of stepm */    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
     /* Typically if 20 years = 20*12/6=40 stepm */    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
     if (stepm >= YEARM) hstepm=1;    return -l;
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */  }
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  
     /* Computed by stepm unit matrices, product of hstepm matrices, stored  /*************** log-likelihood *************/
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */  double funcone( double *x)
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);    {
     /* Same as likeli but slower because of a lot of printf and if */
     int i, ii, j, k, mi, d, kk;
     for(i=1; i<=nlstate;i++)    double l, ll[NLSTATEMAX], cov[NCOVMAX];
       for(j=1; j<=nlstate;j++)    double **out;
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){    double lli; /* Individual log likelihood */
           eij[i][j][(int)age] +=p3mat[i][j][h];    double llt;
         }    int s1, s2;
        double bbh, survp;
     hf=1;    /*extern weight */
     if (stepm >= YEARM) hf=stepm/YEARM;    /* We are differentiating ll according to initial status */
     fprintf(ficreseij,"%.0f",age );    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
     for(i=1; i<=nlstate;i++)    /*for(i=1;i<imx;i++) 
       for(j=1; j<=nlstate;j++){      printf(" %d\n",s[4][i]);
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);    */
       }    cov[1]=1.;
     fprintf(ficreseij,"\n");  
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    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];
 /************ Variance ******************/      for(mi=1; mi<= wav[i]-1; mi++){
 void varevsij(char fileres[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)        for (ii=1;ii<=nlstate+ndeath;ii++)
 {          for (j=1;j<=nlstate+ndeath;j++){
   /* Variance of health expectancies */            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/            savm[ii][j]=(ii==j ? 1.0 : 0.0);
   double **newm;          }
   double **dnewm,**doldm;        for(d=0; d<dh[mi][i]; d++){
   int i, j, nhstepm, hstepm, h;          newm=savm;
   int k, cptcode;          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
    double *xp;          for (kk=1; kk<=cptcovage;kk++) {
   double **gp, **gm;            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   double ***gradg, ***trgradg;          }
   double ***p3mat;          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   double age,agelim;                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   int theta;          savm=oldm;
           oldm=newm;
    fprintf(ficresvij,"# Covariances of life expectancies\n");        } /* end mult */
   fprintf(ficresvij,"# Age");        
   for(i=1; i<=nlstate;i++)        s1=s[mw[mi][i]][i];
     for(j=1; j<=nlstate;j++)        s2=s[mw[mi+1][i]][i];
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);        bbh=(double)bh[mi][i]/(double)stepm; 
   fprintf(ficresvij,"\n");        /* bias is positive if real duration
          * is higher than the multiple of stepm and negative otherwise.
   xp=vector(1,npar);         */
   dnewm=matrix(1,nlstate,1,npar);        if( s2 > nlstate && (mle <5) ){  /* Jackson */
   doldm=matrix(1,nlstate,1,nlstate);          lli=log(out[s1][s2] - savm[s1][s2]);
          } else if (mle==1){
   hstepm=1*YEARM; /* Every year of age */          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */        } else if(mle==2){
   agelim = AGESUP;          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 (age=bage; age<=fage; age ++){ /* If stepm=6 months */        } else if(mle==3){  /* exponential inter-extrapolation */
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */          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 */
     if (stepm >= YEARM) hstepm=1;        } else if (mle==4){  /* mle=4 no inter-extrapolation */
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */          lli=log(out[s1][s2]); /* Original formula */
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);          lli=log(out[s1][s2]); /* Original formula */
     gp=matrix(0,nhstepm,1,nlstate);        } /* End of if */
     gm=matrix(0,nhstepm,1,nlstate);        ipmx +=1;
         sw += weight[i];
     for(theta=1; theta <=npar; theta++){        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
       for(i=1; i<=npar; i++){ /* Computes gradient */  /*       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]); */
         xp[i] = x[i] + (i==theta ?delti[theta]:0);        if(globpr){
       }          fprintf(ficresilk,"%9d %6d %1d %1d %1d %1d %3d %10.6f %6.4f\
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);     %10.6f %10.6f %10.6f ", \
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);                  num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
       for(j=1; j<= nlstate; j++){                  2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
         for(h=0; h<=nhstepm; h++){          for(k=1,llt=0.,l=0.; k<=nlstate; k++){
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)            llt +=ll[k]*gipmx/gsw;
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];            fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
         }          }
       }          fprintf(ficresilk," %10.6f\n", -llt);
            }
       for(i=1; i<=npar; i++) /* Computes gradient */      } /* end of wave */
         xp[i] = x[i] - (i==theta ?delti[theta]:0);    } /* end of individual */
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);      for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
       for(j=1; j<= nlstate; j++){    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
         for(h=0; h<=nhstepm; h++){    if(globpr==0){ /* First time we count the contributions and weights */
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)      gipmx=ipmx;
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];      gsw=sw;
         }    }
       }    return -l;
       for(j=1; j<= nlstate; j++)  }
         for(h=0; h<=nhstepm; h++){  
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];  char *subdirf(char fileres[])
         }  {
     } /* End theta */    /* Caution optionfilefiname is hidden */
     strcpy(tmpout,optionfilefiname);
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);    strcat(tmpout,"/"); /* Add to the right */
     strcat(tmpout,fileres);
     for(h=0; h<=nhstepm; h++)    return tmpout;
       for(j=1; j<=nlstate;j++)  }
         for(theta=1; theta <=npar; theta++)  
           trgradg[h][j][theta]=gradg[h][theta][j];  char *subdirf2(char fileres[], char *preop)
   {
     for(i=1;i<=nlstate;i++)    
       for(j=1;j<=nlstate;j++)    strcpy(tmpout,optionfilefiname);
         vareij[i][j][(int)age] =0.;    strcat(tmpout,"/");
     for(h=0;h<=nhstepm;h++){    strcat(tmpout,preop);
       for(k=0;k<=nhstepm;k++){    strcat(tmpout,fileres);
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);    return tmpout;
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);  }
         for(i=1;i<=nlstate;i++)  char *subdirf3(char fileres[], char *preop, char *preop2)
           for(j=1;j<=nlstate;j++)  {
             vareij[i][j][(int)age] += doldm[i][j];    
       }    strcpy(tmpout,optionfilefiname);
     }    strcat(tmpout,"/");
     h=1;    strcat(tmpout,preop);
     if (stepm >= YEARM) h=stepm/YEARM;    strcat(tmpout,preop2);
     fprintf(ficresvij,"%.0f ",age );    strcat(tmpout,fileres);
     for(i=1; i<=nlstate;i++)    return tmpout;
       for(j=1; j<=nlstate;j++){  }
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);  
       }  void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
     fprintf(ficresvij,"\n");  {
     free_matrix(gp,0,nhstepm,1,nlstate);    /* This routine should help understanding what is done with 
     free_matrix(gm,0,nhstepm,1,nlstate);       the selection of individuals/waves and
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);       to check the exact contribution to the likelihood.
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);       Plotting could be done.
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);     */
   } /* End age */    int k;
    
   free_vector(xp,1,npar);    if(*globpri !=0){ /* Just counts and sums, no printings */
   free_matrix(doldm,1,nlstate,1,npar);      strcpy(fileresilk,"ilk"); 
   free_matrix(dnewm,1,nlstate,1,nlstate);      strcat(fileresilk,fileres);
       if((ficresilk=fopen(fileresilk,"w"))==NULL) {
 }        printf("Problem with resultfile: %s\n", fileresilk);
         fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
 /************ 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)      fprintf(ficresilk, "#individual(line's_record) s1 s2 wave# effective_wave# number_of_matrices_product pij weight -2ln(pij)*weight 0pij_x 0pij_(x-stepm) cumulating_loglikeli_by_health_state(reweighted=-2ll*weightXnumber_of_contribs/sum_of_weights) and_total\n");
 {      fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
   /* Variance of prevalence limit */      /*  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 **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/      for(k=1; k<=nlstate; k++) 
   double **newm;        fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
   double **dnewm,**doldm;      fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
   int i, j, nhstepm, hstepm;    }
   int k, cptcode;  
   double *xp;    *fretone=(*funcone)(p);
   double *gp, *gm;    if(*globpri !=0){
   double **gradg, **trgradg;      fclose(ficresilk);
   double age,agelim;      fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
   int theta;      fflush(fichtm); 
        } 
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");    return;
   fprintf(ficresvpl,"# Age");  }
   for(i=1; i<=nlstate;i++)  
       fprintf(ficresvpl," %1d-%1d",i,i);  
   fprintf(ficresvpl,"\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);
     gradg=matrix(1,npar,1,nlstate);    printf("Powell\n");  fprintf(ficlog,"Powell\n");
     gp=vector(1,nlstate);    strcpy(filerespow,"pow"); 
     gm=vector(1,nlstate);    strcat(filerespow,fileres);
     if((ficrespow=fopen(filerespow,"w"))==NULL) {
     for(theta=1; theta <=npar; theta++){      printf("Problem with resultfile: %s\n", filerespow);
       for(i=1; i<=npar; i++){ /* Computes gradient */      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    }
       }    fprintf(ficrespow,"# Powell\n# iter -2*LL");
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    for (i=1;i<=nlstate;i++)
       for(i=1;i<=nlstate;i++)      for(j=1;j<=nlstate+ndeath;j++)
         gp[i] = prlim[i][i];        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
        fprintf(ficrespow,"\n");
       for(i=1; i<=npar; i++) /* Computes gradient */  
         xp[i] = x[i] - (i==theta ?delti[theta]:0);    powell(p,xi,npar,ftol,&iter,&fret,func);
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);  
       for(i=1;i<=nlstate;i++)    fclose(ficrespow);
         gm[i] = prlim[i][i];    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<=nlstate;i++)    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];  
     } /* End theta */  }
   
     trgradg =matrix(1,nlstate,1,npar);  /**** Computes Hessian and covariance matrix ***/
   void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
     for(j=1; j<=nlstate;j++)  {
       for(theta=1; theta <=npar; theta++)    double  **a,**y,*x,pd;
         trgradg[j][theta]=gradg[theta][j];    double **hess;
     int i, j,jk;
     for(i=1;i<=nlstate;i++)    int *indx;
       varpl[i][(int)age] =0.;  
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);    double hessii(double p[], double delta, int theta, double delti[]);
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);    double hessij(double p[], double delti[], int i, int j);
     for(i=1;i<=nlstate;i++)    void lubksb(double **a, int npar, int *indx, double b[]) ;
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */    void ludcmp(double **a, int npar, int *indx, double *d) ;
   
     fprintf(ficresvpl,"%.0f ",age );    hess=matrix(1,npar,1,npar);
     for(i=1; i<=nlstate;i++)  
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));    printf("\nCalculation of the hessian matrix. Wait...\n");
     fprintf(ficresvpl,"\n");    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
     free_vector(gp,1,nlstate);    for (i=1;i<=npar;i++){
     free_vector(gm,1,nlstate);      printf("%d",i);fflush(stdout);
     free_matrix(gradg,1,npar,1,nlstate);      fprintf(ficlog,"%d",i);fflush(ficlog);
     free_matrix(trgradg,1,nlstate,1,npar);      hess[i][i]=hessii(p,ftolhess,i,delti);
   } /* End age */      /*printf(" %f ",p[i]);*/
       /*printf(" %lf ",hess[i][i]);*/
   free_vector(xp,1,npar);    }
   free_matrix(doldm,1,nlstate,1,npar);    
   free_matrix(dnewm,1,nlstate,1,nlstate);    for (i=1;i<=npar;i++) {
       for (j=1;j<=npar;j++)  {
 }        if (j>i) { 
           printf(".%d%d",i,j);fflush(stdout);
           fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
           hess[i][j]=hessij(p,delti,i,j);
 /***********************************************/          hess[j][i]=hess[i][j];    
 /**************** Main Program *****************/          /*printf(" %lf ",hess[i][j]);*/
 /***********************************************/        }
       }
 /*int main(int argc, char *argv[])*/    }
 int main()    printf("\n");
 {    fprintf(ficlog,"\n");
   
   int i,j, k, n=MAXN,iter,m,size,cptcode, aaa, cptcod;    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
   double agedeb, agefin,hf;    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
   double agemin=1.e20, agemax=-1.e20;    
     a=matrix(1,npar,1,npar);
   double fret;    y=matrix(1,npar,1,npar);
   double **xi,tmp,delta;    x=vector(1,npar);
     indx=ivector(1,npar);
   double dum; /* Dummy variable */    for (i=1;i<=npar;i++)
   double ***p3mat;      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
   int *indx;    ludcmp(a,npar,indx,&pd);
   char line[MAXLINE], linepar[MAXLINE];  
   char title[MAXLINE];    for (j=1;j<=npar;j++) {
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];      for (i=1;i<=npar;i++) x[i]=0;
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];      x[j]=1;
   char filerest[FILENAMELENGTH];      lubksb(a,npar,indx,x);
   char fileregp[FILENAMELENGTH];      for (i=1;i<=npar;i++){ 
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];        matcov[i][j]=x[i];
   int firstobs=1, lastobs=10;      }
   int sdeb, sfin; /* Status at beginning and end */    }
   int c,  h , cpt,l;  
   int ju,jl, mi;    printf("\n#Hessian matrix#\n");
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize;    fprintf(ficlog,"\n#Hessian matrix#\n");
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;    for (i=1;i<=npar;i++) { 
        for (j=1;j<=npar;j++) { 
   int hstepm, nhstepm;        printf("%.3e ",hess[i][j]);
   double bage, fage, age, agelim, agebase;        fprintf(ficlog,"%.3e ",hess[i][j]);
   double ftolpl=FTOL;      }
   double **prlim;      printf("\n");
   double *severity;      fprintf(ficlog,"\n");
   double ***param; /* Matrix of parameters */    }
   double  *p;  
   double **matcov; /* Matrix of covariance */    /* Recompute Inverse */
   double ***delti3; /* Scale */    for (i=1;i<=npar;i++)
   double *delti; /* Scale */      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
   double ***eij, ***vareij;    ludcmp(a,npar,indx,&pd);
   double **varpl; /* Variances of prevalence limits by age */  
   double *epj, vepp;    /*  printf("\n#Hessian matrix recomputed#\n");
   char version[80]="Imach version 62c, May 1999, INED-EUROREVES ";  
   char *alph[]={"a","a","b","c","d","e"}, str[4];    for (j=1;j<=npar;j++) {
       for (i=1;i<=npar;i++) x[i]=0;
   char z[1]="c", occ;      x[j]=1;
 #include <sys/time.h>      lubksb(a,npar,indx,x);
 #include <time.h>      for (i=1;i<=npar;i++){ 
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];        y[i][j]=x[i];
   /* long total_usecs;        printf("%.3e ",y[i][j]);
   struct timeval start_time, end_time;        fprintf(ficlog,"%.3e ",y[i][j]);
        }
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */      printf("\n");
       fprintf(ficlog,"\n");
     }
   printf("\nIMACH, Version 0.64a");    */
   printf("\nEnter the parameter file name: ");  
     free_matrix(a,1,npar,1,npar);
 #ifdef windows    free_matrix(y,1,npar,1,npar);
   scanf("%s",pathtot);    free_vector(x,1,npar);
   getcwd(pathcd, size);    free_ivector(indx,1,npar);
   /*cygwin_split_path(pathtot,path,optionfile);    free_matrix(hess,1,npar,1,npar);
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/  
   /* cutv(path,optionfile,pathtot,'\\');*/  
   }
 split(pathtot, path,optionfile);  
   chdir(path);  /*************** hessian matrix ****************/
   replace(pathc,path);  double hessii( double x[], double delta, int theta, double delti[])
 #endif  {
 #ifdef unix    int i;
   scanf("%s",optionfile);    int l=1, lmax=20;
 #endif    double k1,k2;
     double p2[NPARMAX+1];
 /*-------- arguments in the command line --------*/    double res;
     double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
   strcpy(fileres,"r");    double fx;
   strcat(fileres, optionfile);    int k=0,kmax=10;
     double l1;
   /*---------arguments file --------*/  
     fx=func(x);
   if((ficpar=fopen(optionfile,"r"))==NULL)    {    for (i=1;i<=npar;i++) p2[i]=x[i];
     printf("Problem with optionfile %s\n",optionfile);    for(l=0 ; l <=lmax; l++){
     goto end;      l1=pow(10,l);
   }      delts=delt;
       for(k=1 ; k <kmax; k=k+1){
   strcpy(filereso,"o");        delt = delta*(l1*k);
   strcat(filereso,fileres);        p2[theta]=x[theta] +delt;
   if((ficparo=fopen(filereso,"w"))==NULL) {        k1=func(p2)-fx;
     printf("Problem with Output resultfile: %s\n", filereso);goto end;        p2[theta]=x[theta]-delt;
   }        k2=func(p2)-fx;
         /*res= (k1-2.0*fx+k2)/delt/delt; */
   /* Reads comments: lines beginning with '#' */        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
   while((c=getc(ficpar))=='#' && c!= EOF){        
     ungetc(c,ficpar);  #ifdef DEBUG
     fgets(line, MAXLINE, ficpar);        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);
     puts(line);        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);
     fputs(line,ficparo);  #endif
   }        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
   ungetc(c,ficpar);        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
           k=kmax;
   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);        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
   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);          k=kmax; l=lmax*10.;
         }
   covar=matrix(1,NCOVMAX,1,n);            else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
   if (strlen(model)<=1) cptcovn=0;          delts=delt;
   else {        }
     j=0;      }
     j=nbocc(model,'+');    }
     cptcovn=j+1;    delti[theta]=delts;
   }    return res; 
     
   ncovmodel=2+cptcovn;  }
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */  
    double hessij( double x[], double delti[], int thetai,int thetaj)
   /* Read guess parameters */  {
   /* Reads comments: lines beginning with '#' */    int i;
   while((c=getc(ficpar))=='#' && c!= EOF){    int l=1, l1, lmax=20;
     ungetc(c,ficpar);    double k1,k2,k3,k4,res,fx;
     fgets(line, MAXLINE, ficpar);    double p2[NPARMAX+1];
     puts(line);    int k;
     fputs(line,ficparo);  
   }    fx=func(x);
   ungetc(c,ficpar);    for (k=1; k<=2; k++) {
        for (i=1;i<=npar;i++) p2[i]=x[i];
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);      p2[thetai]=x[thetai]+delti[thetai]/k;
     for(i=1; i <=nlstate; i++)      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
     for(j=1; j <=nlstate+ndeath-1; j++){      k1=func(p2)-fx;
       fscanf(ficpar,"%1d%1d",&i1,&j1);    
       fprintf(ficparo,"%1d%1d",i1,j1);      p2[thetai]=x[thetai]+delti[thetai]/k;
       printf("%1d%1d",i,j);      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
       for(k=1; k<=ncovmodel;k++){      k2=func(p2)-fx;
         fscanf(ficpar," %lf",&param[i][j][k]);    
         printf(" %lf",param[i][j][k]);      p2[thetai]=x[thetai]-delti[thetai]/k;
         fprintf(ficparo," %lf",param[i][j][k]);      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
       }      k3=func(p2)-fx;
       fscanf(ficpar,"\n");    
       printf("\n");      p2[thetai]=x[thetai]-delti[thetai]/k;
       fprintf(ficparo,"\n");      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
     }      k4=func(p2)-fx;
        res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
   npar= (nlstate+ndeath-1)*nlstate*ncovmodel;  #ifdef DEBUG
   p=param[1][1];      printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
        fprintf(ficlog,"%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
   /* Reads comments: lines beginning with '#' */  #endif
   while((c=getc(ficpar))=='#' && c!= EOF){    }
     ungetc(c,ficpar);    return res;
     fgets(line, MAXLINE, ficpar);  }
     puts(line);  
     fputs(line,ficparo);  /************** Inverse of matrix **************/
   }  void ludcmp(double **a, int n, int *indx, double *d) 
   ungetc(c,ficpar);  { 
     int i,imax,j,k; 
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    double big,dum,sum,temp; 
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */    double *vv; 
   for(i=1; i <=nlstate; i++){   
     for(j=1; j <=nlstate+ndeath-1; j++){    vv=vector(1,n); 
       fscanf(ficpar,"%1d%1d",&i1,&j1);    *d=1.0; 
       printf("%1d%1d",i,j);    for (i=1;i<=n;i++) { 
       fprintf(ficparo,"%1d%1d",i1,j1);      big=0.0; 
       for(k=1; k<=ncovmodel;k++){      for (j=1;j<=n;j++) 
         fscanf(ficpar,"%le",&delti3[i][j][k]);        if ((temp=fabs(a[i][j])) > big) big=temp; 
         printf(" %le",delti3[i][j][k]);      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
         fprintf(ficparo," %le",delti3[i][j][k]);      vv[i]=1.0/big; 
       }    } 
       fscanf(ficpar,"\n");    for (j=1;j<=n;j++) { 
       printf("\n");      for (i=1;i<j;i++) { 
       fprintf(ficparo,"\n");        sum=a[i][j]; 
     }        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
   }        a[i][j]=sum; 
   delti=delti3[1][1];      } 
        big=0.0; 
   /* Reads comments: lines beginning with '#' */      for (i=j;i<=n;i++) { 
   while((c=getc(ficpar))=='#' && c!= EOF){        sum=a[i][j]; 
     ungetc(c,ficpar);        for (k=1;k<j;k++) 
     fgets(line, MAXLINE, ficpar);          sum -= a[i][k]*a[k][j]; 
     puts(line);        a[i][j]=sum; 
     fputs(line,ficparo);        if ( (dum=vv[i]*fabs(sum)) >= big) { 
   }          big=dum; 
   ungetc(c,ficpar);          imax=i; 
          } 
   matcov=matrix(1,npar,1,npar);      } 
   for(i=1; i <=npar; i++){      if (j != imax) { 
     fscanf(ficpar,"%s",&str);        for (k=1;k<=n;k++) { 
     printf("%s",str);          dum=a[imax][k]; 
     fprintf(ficparo,"%s",str);          a[imax][k]=a[j][k]; 
     for(j=1; j <=i; j++){          a[j][k]=dum; 
       fscanf(ficpar," %le",&matcov[i][j]);        } 
       printf(" %.5le",matcov[i][j]);        *d = -(*d); 
       fprintf(ficparo," %.5le",matcov[i][j]);        vv[imax]=vv[j]; 
     }      } 
     fscanf(ficpar,"\n");      indx[j]=imax; 
     printf("\n");      if (a[j][j] == 0.0) a[j][j]=TINY; 
     fprintf(ficparo,"\n");      if (j != n) { 
   }        dum=1.0/(a[j][j]); 
   for(i=1; i <=npar; i++)        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
     for(j=i+1;j<=npar;j++)      } 
       matcov[i][j]=matcov[j][i];    } 
        free_vector(vv,1,n);  /* Doesn't work */
   printf("\n");  ;
   } 
   
    if(mle==1){  void lubksb(double **a, int n, int *indx, double b[]) 
     /*-------- data file ----------*/  { 
     if((ficres =fopen(fileres,"w"))==NULL) {    int i,ii=0,ip,j; 
       printf("Problem with resultfile: %s\n", fileres);goto end;    double sum; 
     }   
     fprintf(ficres,"#%s\n",version);    for (i=1;i<=n;i++) { 
          ip=indx[i]; 
     if((fic=fopen(datafile,"r"))==NULL)    {      sum=b[ip]; 
       printf("Problem with datafile: %s\n", datafile);goto end;      b[ip]=b[i]; 
     }      if (ii) 
         for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
     n= lastobs;      else if (sum) ii=i; 
     severity = vector(1,maxwav);      b[i]=sum; 
     outcome=imatrix(1,maxwav+1,1,n);    } 
     num=ivector(1,n);    for (i=n;i>=1;i--) { 
     moisnais=vector(1,n);      sum=b[i]; 
     annais=vector(1,n);      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
     moisdc=vector(1,n);      b[i]=sum/a[i][i]; 
     andc=vector(1,n);    } 
     agedc=vector(1,n);  } 
     cod=ivector(1,n);  
     weight=vector(1,n);  /************ Frequencies ********************/
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */  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)
     mint=matrix(1,maxwav,1,n);  {  /* Some frequencies */
     anint=matrix(1,maxwav,1,n);    
     s=imatrix(1,maxwav+1,1,n);    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
     adl=imatrix(1,maxwav+1,1,n);        int first;
     tab=ivector(1,NCOVMAX);    double ***freq; /* Frequencies */
     ncodemax=ivector(1,8);    double *pp, **prop;
     double pos,posprop, k2, dateintsum=0,k2cpt=0;
     i=1;    FILE *ficresp;
     while (fgets(line, MAXLINE, fic) != NULL)    {    char fileresp[FILENAMELENGTH];
       if ((i >= firstobs) && (i <=lastobs)) {    
            pp=vector(1,nlstate);
         for (j=maxwav;j>=1;j--){    prop=matrix(1,nlstate,iagemin,iagemax+3);
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);    strcpy(fileresp,"p");
           strcpy(line,stra);    strcat(fileresp,fileres);
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);    if((ficresp=fopen(fileresp,"w"))==NULL) {
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);      printf("Problem with prevalence resultfile: %s\n", fileresp);
         }      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
              exit(0);
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);    }
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
     j1=0;
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);    
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);    j=cptcoveff;
     if (cptcovn<1) {j=1;ncodemax[1]=1;}
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);  
         for (j=ncov;j>=1;j--){    first=1;
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);  
         }    for(k1=1; k1<=j;k1++){
         num[i]=atol(stra);      for(i1=1; i1<=ncodemax[k1];i1++){
         j1++;
         /*printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));*/        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
           scanf("%d", i);*/
         i=i+1;        for (i=-1; i<=nlstate+ndeath; i++)  
       }          for (jk=-1; jk<=nlstate+ndeath; jk++)  
     }            for(m=iagemin; m <= iagemax+3; m++)
               freq[i][jk][m]=0;
     /*scanf("%d",i);*/  
   imx=i-1; /* Number of individuals */      for (i=1; i<=nlstate; i++)  
         for(m=iagemin; m <= iagemax+3; m++)
   /* Calculation of the number of parameter from char model*/          prop[i][m]=0;
   Tvar=ivector(1,8);            
            dateintsum=0;
   if (strlen(model) >1){        k2cpt=0;
     j=0;        for (i=1; i<=imx; i++) {
     j=nbocc(model,'+');          bool=1;
     cptcovn=j+1;          if  (cptcovn>0) {
                for (z1=1; z1<=cptcoveff; z1++) 
     strcpy(modelsav,model);              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
     if (j==0) {                bool=0;
       cutv(stra,strb,modelsav,'V'); Tvar[1]=atoi(strb);          }
     }          if (bool==1){
     else {            for(m=firstpass; m<=lastpass; m++){
       for(i=j; i>=1;i--){              k2=anint[m][i]+(mint[m][i]/12.);
         cutv(stra,strb,modelsav,'+');              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
         if (strchr(strb,'*')) {                if(agev[m][i]==0) agev[m][i]=iagemax+1;
           cutv(strd,strc,strb,'*');                if(agev[m][i]==1) agev[m][i]=iagemax+2;
           cutv(strb,stre,strc,'V');Tvar[i+1]=ncov+1;                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
           cutv(strb,strc,strd,'V');                if (m<lastpass) {
           for (k=1; k<=lastobs;k++)                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
             covar[ncov+1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
         }                }
         else {cutv(strd,strc,strb,'V');                
         Tvar[i+1]=atoi(strc);                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
         }                  dateintsum=dateintsum+k2;
         strcpy(modelsav,stra);                    k2cpt++;
       }                }
       cutv(strd,strc,stra,'V');                /*}*/
       Tvar[1]=atoi(strc);            }
     }          }
   }        }
   /*printf("tvar=%d ",Tvar[1]);         
   scanf("%d ",i);*/        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
     fclose(fic);  
         if  (cptcovn>0) {
     if (weightopt != 1) { /* Maximisation without weights*/          fprintf(ficresp, "\n#********** Variable "); 
       for(i=1;i<=n;i++) weight[i]=1.0;          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
     }          fprintf(ficresp, "**********\n#");
     /*-calculation of age at interview from date of interview and age at death -*/        }
     agev=matrix(1,maxwav,1,imx);        for(i=1; i<=nlstate;i++) 
              fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
     for (i=1; i<=imx; i++)  {        fprintf(ficresp, "\n");
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);        
       for(m=1; (m<= maxwav); m++){        for(i=iagemin; i <= iagemax+3; i++){
         if(s[m][i] >0){          if(i==iagemax+3){
           if (s[m][i] == nlstate+1) {            fprintf(ficlog,"Total");
             if(agedc[i]>0)          }else{
               if(moisdc[i]!=99 && andc[i]!=9999)            if(first==1){
               agev[m][i]=agedc[i];              first=0;
             else{              printf("See log file for details...\n");
               printf("Warning negative age at death: %d line:%d\n",num[i],i);            }
               agev[m][i]=-1;            fprintf(ficlog,"Age %d", i);
             }          }
           }          for(jk=1; jk <=nlstate ; jk++){
           else if(s[m][i] !=9){ /* Should no more exist */            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);              pp[jk] += freq[jk][m][i]; 
             if(mint[m][i]==99 || anint[m][i]==9999)          }
               agev[m][i]=1;          for(jk=1; jk <=nlstate ; jk++){
             else if(agev[m][i] <agemin){            for(m=-1, pos=0; m <=0 ; m++)
               agemin=agev[m][i];              pos += freq[jk][m][i];
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/            if(pp[jk]>=1.e-10){
             }              if(first==1){
             else if(agev[m][i] >agemax){              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
               agemax=agev[m][i];              }
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
             }            }else{
             /*agev[m][i]=anint[m][i]-annais[i];*/              if(first==1)
             /*   agev[m][i] = age[i]+2*m;*/                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
           }              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
           else { /* =9 */            }
             agev[m][i]=1;          }
             s[m][i]=-1;  
           }          for(jk=1; jk <=nlstate ; jk++){
         }            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
         else /*= 0 Unknown */              pp[jk] += freq[jk][m][i];
           agev[m][i]=1;          }       
       }          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
                pos += pp[jk];
     }            posprop += prop[jk][i];
     for (i=1; i<=imx; i++)  {          }
       for(m=1; (m<= maxwav); m++){          for(jk=1; jk <=nlstate ; jk++){
         if (s[m][i] > (nlstate+ndeath)) {            if(pos>=1.e-5){
           printf("Error: Wrong value in nlstate or ndeath\n");                if(first==1)
           goto end;                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
         }              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
       }            }else{
     }              if(first==1)
                 printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
             }
     free_vector(severity,1,maxwav);            if( i <= iagemax){
     free_imatrix(outcome,1,maxwav+1,1,n);              if(pos>=1.e-5){
     free_vector(moisnais,1,n);                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
     free_vector(annais,1,n);                /*probs[i][jk][j1]= pp[jk]/pos;*/
     free_matrix(mint,1,maxwav,1,n);                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
     free_matrix(anint,1,maxwav,1,n);              }
     free_vector(moisdc,1,n);              else
     free_vector(andc,1,n);                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
             }
              }
     wav=ivector(1,imx);          
     dh=imatrix(1,lastpass-firstpass+1,1,imx);          for(jk=-1; jk <=nlstate+ndeath; jk++)
     mw=imatrix(1,lastpass-firstpass+1,1,imx);            for(m=-1; m <=nlstate+ndeath; m++)
                  if(freq[jk][m][i] !=0 ) {
     /* Concatenates waves */              if(first==1)
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
                 fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
               }
 Tcode=ivector(1,100);          if(i <= iagemax)
    nbcode=imatrix(1,nvar,1,8);              fprintf(ficresp,"\n");
    ncodemax[1]=1;          if(first==1)
    if (cptcovn > 0) tricode(Tvar,nbcode,imx);            printf("Others in log...\n");
            fprintf(ficlog,"\n");
    codtab=imatrix(1,100,1,10);        }
    h=0;      }
    m=pow(2,cptcovn);    }
      dateintmean=dateintsum/k2cpt; 
    for(k=1;k<=cptcovn; k++){   
      for(i=1; i <=(m/pow(2,k));i++){    fclose(ficresp);
        for(j=1; j <= ncodemax[k]; j++){    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
          for(cpt=1; cpt <=(m/pow(2,cptcovn+1-k)); cpt++){    free_vector(pp,1,nlstate);
            h++;    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
            if (h>m) h=1;codtab[h][k]=j;    /* End of Freq */
          }  }
        }  
      }  /************ Prevalence ********************/
    }  void prevalence(double ***probs, double agemin, double agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, int firstpass, int lastpass)
   {  
    /*for(i=1; i <=m ;i++){    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
      for(k=1; k <=cptcovn; k++){       in each health status at the date of interview (if between dateprev1 and dateprev2).
        printf("i=%d k=%d %d ",i,k,codtab[i][k]);       We still use firstpass and lastpass as another selection.
      }    */
      printf("\n");   
    }*/    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
    /*scanf("%d",i);*/    double ***freq; /* Frequencies */
        double *pp, **prop;
    /* Calculates basic frequencies. Computes observed prevalence at single age    double pos,posprop; 
        and prints on file fileres'p'. */    double  y2; /* in fractional years */
   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);    int iagemin, iagemax;
   
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    iagemin= (int) agemin;
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    iagemax= (int) agemax;
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    /*pp=vector(1,nlstate);*/
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    prop=matrix(1,nlstate,iagemin,iagemax+3); 
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
        j1=0;
     /* 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] */    j=cptcoveff;
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */    if (cptcovn<1) {j=1;ncodemax[1]=1;}
        
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);    for(k1=1; k1<=j;k1++){
       for(i1=1; i1<=ncodemax[k1];i1++){
            j1++;
     /*--------- results files --------------*/        
     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);        for (i=1; i<=nlstate; i++)  
              for(m=iagemin; m <= iagemax+3; m++)
    jk=1;            prop[i][m]=0.0;
    fprintf(ficres,"# Parameters\n");       
    printf("# Parameters\n");        for (i=1; i<=imx; i++) { /* Each individual */
    for(i=1,jk=1; i <=nlstate; i++){          bool=1;
      for(k=1; k <=(nlstate+ndeath); k++){          if  (cptcovn>0) {
        if (k != i)            for (z1=1; z1<=cptcoveff; z1++) 
          {              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
            printf("%d%d ",i,k);                bool=0;
            fprintf(ficres,"%1d%1d ",i,k);          } 
            for(j=1; j <=ncovmodel; j++){          if (bool==1) { 
              printf("%f ",p[jk]);            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
              fprintf(ficres,"%f ",p[jk]);              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
              jk++;              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
            }                if(agev[m][i]==0) agev[m][i]=iagemax+1;
            printf("\n");                if(agev[m][i]==1) agev[m][i]=iagemax+2;
            fprintf(ficres,"\n");                if((int)agev[m][i] <iagemin || (int)agev[m][i] >iagemax+3) printf("Error on individual =%d agev[m][i]=%f m=%d\n",i, agev[m][i],m); 
          }                if (s[m][i]>0 && s[m][i]<=nlstate) { 
      }                  /*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]]);*/
    }                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
                   prop[s[m][i]][iagemax+3] += weight[i]; 
     /* Computing hessian and covariance matrix */                } 
     ftolhess=ftol; /* Usually correct */              }
     hesscov(matcov, p, npar, delti, ftolhess, func);            } /* end selection of waves */
     fprintf(ficres,"# Scales\n");          }
     printf("# Scales\n");        }
      for(i=1,jk=1; i <=nlstate; i++){        for(i=iagemin; i <= iagemax+3; i++){  
       for(j=1; j <=nlstate+ndeath; j++){          
         if (j!=i) {          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
           fprintf(ficres,"%1d%1d",i,j);            posprop += prop[jk][i]; 
           printf("%1d%1d",i,j);          } 
           for(k=1; k<=ncovmodel;k++){  
             printf(" %.5e",delti[jk]);          for(jk=1; jk <=nlstate ; jk++){     
             fprintf(ficres," %.5e",delti[jk]);            if( i <=  iagemax){ 
             jk++;              if(posprop>=1.e-5){ 
           }                probs[i][jk][j1]= prop[jk][i]/posprop;
           printf("\n");              } 
           fprintf(ficres,"\n");            } 
         }          }/* end jk */ 
       }        }/* end i */ 
       }      } /* end i1 */
        } /* end k1 */
     k=1;    
     fprintf(ficres,"# Covariance\n");    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
     printf("# Covariance\n");    /*free_vector(pp,1,nlstate);*/
     for(i=1;i<=npar;i++){    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
       /*  if (k>nlstate) k=1;  }  /* End of prevalence */
       i1=(i-1)/(ncovmodel*nlstate)+1;  
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);  /************* Waves Concatenation ***************/
       printf("%s%d%d",alph[k],i1,tab[i]);*/  
       fprintf(ficres,"%3d",i);  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)
       printf("%3d",i);  {
       for(j=1; j<=i;j++){    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
         fprintf(ficres," %.5e",matcov[i][j]);       Death is a valid wave (if date is known).
         printf(" %.5e",matcov[i][j]);       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
       }       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
       fprintf(ficres,"\n");       and mw[mi+1][i]. dh depends on stepm.
       printf("\n");       */
       k++;  
     }    int i, mi, m;
        /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
     while((c=getc(ficpar))=='#' && c!= EOF){       double sum=0., jmean=0.;*/
       ungetc(c,ficpar);    int first;
       fgets(line, MAXLINE, ficpar);    int j, k=0,jk, ju, jl;
       puts(line);    double sum=0.;
       fputs(line,ficparo);    first=0;
     }    jmin=1e+5;
     ungetc(c,ficpar);    jmax=-1;
      jmean=0.;
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);    for(i=1; i<=imx; i++){
          mi=0;
     if (fage <= 2) {      m=firstpass;
       bage = agemin;      while(s[m][i] <= nlstate){
       fage = agemax;        if(s[m][i]>=1)
     }          mw[++mi][i]=m;
         if(m >=lastpass)
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");          break;
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);        else
 /*------------ gnuplot -------------*/          m++;
 chdir(pathcd);      }/* end while */
   if((ficgp=fopen("graph.plt","w"))==NULL) {      if (s[m][i] > nlstate){
     printf("Problem with file graph.gp");goto end;        mi++;     /* Death is another wave */
   }        /* if(mi==0)  never been interviewed correctly before death */
 #ifdef windows           /* Only death is a correct wave */
   fprintf(ficgp,"cd \"%s\" \n",pathc);        mw[mi][i]=m;
 #endif      }
 m=pow(2,cptcovn);  
        wav[i]=mi;
  /* 1eme*/      if(mi==0){
   for (cpt=1; cpt<= nlstate ; cpt ++) {        nbwarn++;
    for (k1=1; k1<= m ; k1 ++) {        if(first==0){
           printf("Warning! None valid information for:%ld line=%d (skipped) and may be others, see log file\n",num[i],i);
 #ifdef windows          first=1;
     fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",agemin,fage,fileres,k1-1,k1-1);        }
 #endif        if(first==1){
 #ifdef unix          fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);        }
 #endif      } /* end mi==0 */
     } /* End individuals */
 for (i=1; i<= nlstate ; i ++) {  
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    for(i=1; i<=imx; i++){
   else fprintf(ficgp," \%%*lf (\%%*lf)");      for(mi=1; mi<wav[i];mi++){
 }        if (stepm <=0)
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);          dh[mi][i]=1;
     for (i=1; i<= nlstate ; i ++) {        else{
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
   else fprintf(ficgp," \%%*lf (\%%*lf)");            if (agedc[i] < 2*AGESUP) {
 }              j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);              if(j==0) j=1;  /* Survives at least one month after exam */
      for (i=1; i<= nlstate ; i ++) {              else if(j<0){
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");                nberr++;
   else fprintf(ficgp," \%%*lf (\%%*lf)");                printf("Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
 }                  j=1; /* Temporary Dangerous patch */
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));                printf("   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);
 #ifdef unix                fprintf(ficlog,"Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
 fprintf(ficgp,"\nset ter gif small size 400,300");                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);
 #endif              }
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);              k=k+1;
    }              if (j >= jmax) jmax=j;
   }              if (j <= jmin) jmin=j;
   /*2 eme*/              sum=sum+j;
               /*if (j<0) printf("j=%d num=%d \n",j,i);*/
   for (k1=1; k1<= m ; k1 ++) {              /*    printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);            }
              }
     for (i=1; i<= nlstate+1 ; i ++) {          else{
       k=2*i;            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
       for (j=1; j<= nlstate+1 ; j ++) {            k=k+1;
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");            if (j >= jmax) jmax=j;
   else fprintf(ficgp," \%%*lf (\%%*lf)");            else if (j <= jmin)jmin=j;
 }              /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");            /*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]);*/
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);            if(j<0){
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);              nberr++;
       for (j=1; j<= nlstate+1 ; j ++) {              printf("Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");              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]);
         else fprintf(ficgp," \%%*lf (\%%*lf)");            }
 }              sum=sum+j;
       fprintf(ficgp,"\" t\"\" w l 0,");          }
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);          jk= j/stepm;
       for (j=1; j<= nlstate+1 ; j ++) {          jl= j -jk*stepm;
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");          ju= j -(jk+1)*stepm;
   else fprintf(ficgp," \%%*lf (\%%*lf)");          if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
 }              if(jl==0){
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");              dh[mi][i]=jk;
       else fprintf(ficgp,"\" t\"\" w l 0,");              bh[mi][i]=0;
     }            }else{ /* We want a negative bias in order to only have interpolation ie
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);                    * at the price of an extra matrix product in likelihood */
   }              dh[mi][i]=jk+1;
                bh[mi][i]=ju;
   /*3eme*/            }
           }else{
   for (k1=1; k1<= m ; k1 ++) {            if(jl <= -ju){
     for (cpt=1; cpt<= nlstate ; cpt ++) {              dh[mi][i]=jk;
       k=2+nlstate*(cpt-1);              bh[mi][i]=jl;       /* bias is positive if real duration
       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);                                   * is higher than the multiple of stepm and negative otherwise.
       for (i=1; i< nlstate ; i ++) {                                   */
         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);            }
       }            else{
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);              dh[mi][i]=jk+1;
     }              bh[mi][i]=ju;
   }            }
              if(dh[mi][i]==0){
   /* CV preval stat */              dh[mi][i]=1; /* At least one step */
   for (k1=1; k1<= m ; k1 ++) {              bh[mi][i]=ju; /* At least one step */
     for (cpt=1; cpt<nlstate ; cpt ++) {              /*  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);*/
       k=3;            }
       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);          } /* end if mle */
       for (i=1; i< nlstate ; i ++)        }
         fprintf(ficgp,"+$%d",k+i+1);      } /* end wave */
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);    }
          jmean=sum/k;
       l=3+(nlstate+ndeath)*cpt;    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
       for (i=1; i< nlstate ; i ++) {   }
         l=3+(nlstate+ndeath)*cpt;  
         fprintf(ficgp,"+$%d",l+i+1);  /*********** Tricode ****************************/
       }  void tricode(int *Tvar, int **nbcode, int imx)
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);    {
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    
     }    int Ndum[20],ij=1, k, j, i, maxncov=19;
   }    int cptcode=0;
     cptcoveff=0; 
   /* proba elementaires */   
    for(i=1,jk=1; i <=nlstate; i++){    for (k=0; k<maxncov; k++) Ndum[k]=0;
     for(k=1; k <=(nlstate+ndeath); k++){    for (k=1; k<=7; k++) ncodemax[k]=0;
       if (k != i) {  
         for(j=1; j <=ncovmodel; j++){    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
           /*fprintf(ficgp,"%s",alph[1]);*/                                 modality*/ 
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
           jk++;        Ndum[ij]++; /*store the modality */
           fprintf(ficgp,"\n");        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
         }        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
       }                                         Tvar[j]. If V=sex and male is 0 and 
     }                                         female is 1, then  cptcode=1.*/
     }      }
   
   for(jk=1; jk <=m; jk++) {      for (i=0; i<=cptcode; i++) {
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);        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 */
    i=1;      }
    for(k2=1; k2<=nlstate; k2++) {  
      k3=i;      ij=1; 
      for(k=1; k<=(nlstate+ndeath); k++) {      for (i=1; i<=ncodemax[j]; i++) {
        if (k != k2){        for (k=0; k<= maxncov; k++) {
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);          if (Ndum[k] != 0) {
             nbcode[Tvar[j]][ij]=k; 
         for(j=3; j <=ncovmodel; j++)            /* store the modality in an array. k is a modality. If we have model=V1+V1*sex then: nbcode[1][1]=0 ; nbcode[1][2]=1; nbcode[2][1]=0 ; nbcode[2][2]=1; */
           fprintf(ficgp,"+p%d*%d",k2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);            
         fprintf(ficgp,")/(1");            ij++;
           }
         for(k1=1; k1 <=nlstate+1; k1=k1+2){            if (ij > ncodemax[j]) break; 
             fprintf(ficgp,"+exp(p%d+p%d*x",k1+k3-1,k1+k3);        }  
       } 
             for(j=3; j <=ncovmodel; j++)    }  
               fprintf(ficgp,"+p%d*%d",k2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);  
             fprintf(ficgp,")");   for (k=0; k< maxncov; k++) Ndum[k]=0;
         }  
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);   for (i=1; i<=ncovmodel-2; i++) { 
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");     /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
     i=i+ncovmodel;     ij=Tvar[i];
        }     Ndum[ij]++;
      }   }
    }  
   fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);   ij=1;
    }   for (i=1; i<= maxncov; i++) {
         if((Ndum[i]!=0) && (i<=ncovcol)){
   fclose(ficgp);       Tvaraff[ij]=i; /*For printing */
           ij++;
 chdir(path);     }
     free_matrix(agev,1,maxwav,1,imx);   }
     free_ivector(wav,1,imx);   
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);   cptcoveff=ij-1; /*Number of simple covariates*/
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);  }
      
     free_imatrix(s,1,maxwav+1,1,n);  /*********** Health Expectancies ****************/
      
      void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij, int estepm,double delti[],double **matcov )
     free_ivector(num,1,n);  
     free_vector(agedc,1,n);  {
     free_vector(weight,1,n);    /* Health expectancies */
     /*free_matrix(covar,1,NCOVMAX,1,n);*/    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
     fclose(ficparo);    double age, agelim, hf;
     fclose(ficres);    double ***p3mat,***varhe;
    }    double **dnewm,**doldm;
        double *xp;
    /*________fin mle=1_________*/    double **gp, **gm;
        double ***gradg, ***trgradg;
     int theta;
    
     /* No more information from the sample is required now */    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
   /* Reads comments: lines beginning with '#' */    xp=vector(1,npar);
   while((c=getc(ficpar))=='#' && c!= EOF){    dnewm=matrix(1,nlstate*nlstate,1,npar);
     ungetc(c,ficpar);    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
     fgets(line, MAXLINE, ficpar);    
     puts(line);    fprintf(ficreseij,"# Health expectancies\n");
     fputs(line,ficparo);    fprintf(ficreseij,"# Age");
   }    for(i=1; i<=nlstate;i++)
   ungetc(c,ficpar);      for(j=1; j<=nlstate;j++)
          fprintf(ficreseij," %1d-%1d (SE)",i,j);
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);    fprintf(ficreseij,"\n");
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);  
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);    if(estepm < stepm){
 /*--------- index.htm --------*/      printf ("Problem %d lower than %d\n",estepm, stepm);
     }
   if((fichtm=fopen("index.htm","w"))==NULL)    {    else  hstepm=estepm;   
     printf("Problem with index.htm \n");goto end;    /* We compute the life expectancy from trapezoids spaced every estepm months
   }     * This is mainly to measure the difference between two models: for example
      * if stepm=24 months pijx are given only every 2 years and by summing them
  fprintf(fichtm,"<body><ul> Imach, Version 0.64a<hr> <li>Outputs files<br><br>\n     * we are calculating an estimate of the Life Expectancy assuming a linear 
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n     * progression in between and thus overestimating or underestimating according
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>     * to the curvature of the survival function. If, for the same date, we 
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>     * estimate the model with stepm=1 month, we can keep estepm to 24 months
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>     * to compare the new estimate of Life expectancy with the same linear 
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>     * hypothesis. A more precise result, taking into account a more precise
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>     * curvature will be obtained if estepm is as small as stepm. */
         - 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>    /* For example we decided to compute the life expectancy with the smallest unit */
         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br><br>",fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
        nhstepm is the number of hstepm from age to agelim 
  fprintf(fichtm," <li>Graphs</li>\n<p>");       nstepm is the number of stepm from age to agelin. 
        Look at hpijx to understand the reason of that which relies in memory size
  m=cptcovn;       and note for a fixed period like estepm months */
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
        survival function given by stepm (the optimization length). Unfortunately it
  j1=0;       means that if the survival funtion is printed only each two years of age and if
  for(k1=1; k1<=m;k1++){       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
    for(i1=1; i1<=ncodemax[k1];i1++){       results. So we changed our mind and took the option of the best precision.
        j1++;    */
        if (cptcovn > 0) {    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
          fprintf(fichtm,"<hr>************ Results for covariates");  
          for (cpt=1; cpt<=cptcovn;cpt++)    agelim=AGESUP;
            fprintf(fichtm," V%d=%d ",Tvar[cpt],nbcode[Tvar[cpt]][codtab[j1][cpt]]);    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
          fprintf(fichtm," ************\n<hr>");      /* nhstepm age range expressed in number of stepm */
        }      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);          /* if (stepm >= YEARM) hstepm=1;*/
        for(cpt=1; cpt<nlstate;cpt++){      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
        }      gp=matrix(0,nhstepm,1,nlstate*nlstate);
     for(cpt=1; cpt<=nlstate;cpt++) {      gm=matrix(0,nhstepm,1,nlstate*nlstate);
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident  
 interval) in state (%d): v%s%d%d.gif <br>      /* Computed by stepm unit matrices, product of hstepm matrices, stored
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);           in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
      }      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
      for(cpt=1; cpt<=nlstate;cpt++) {   
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>  
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
      }  
      fprintf(fichtm,"\n<br>- Total life expectancy by age and      /* Computing Variances of health expectancies */
 health expectancies in states (1) and (2): e%s%d.gif<br>  
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);       for(theta=1; theta <=npar; theta++){
 fprintf(fichtm,"\n</body>");        for(i=1; i<=npar; i++){ 
    }          xp[i] = x[i] + (i==theta ?delti[theta]:0);
  }        }
 fclose(fichtm);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
     
   /*--------------- Prevalence limit --------------*/        cptj=0;
          for(j=1; j<= nlstate; j++){
   strcpy(filerespl,"pl");          for(i=1; i<=nlstate; i++){
   strcat(filerespl,fileres);            cptj=cptj+1;
   if((ficrespl=fopen(filerespl,"w"))==NULL) {            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
   }            }
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);          }
   fprintf(ficrespl,"#Prevalence limit\n");        }
   fprintf(ficrespl,"#Age ");       
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);       
   fprintf(ficrespl,"\n");        for(i=1; i<=npar; i++) 
            xp[i] = x[i] - (i==theta ?delti[theta]:0);
   prlim=matrix(1,nlstate,1,nlstate);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        cptj=0;
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        for(j=1; j<= nlstate; j++){
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          for(i=1;i<=nlstate;i++){
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */            cptj=cptj+1;
   k=0;            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
   agebase=agemin;  
   agelim=agemax;              gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
   ftolpl=1.e-10;            }
   i1=cptcovn;          }
   if (cptcovn < 1){i1=1;}        }
         for(j=1; j<= nlstate*nlstate; j++)
   for(cptcov=1;cptcov<=i1;cptcov++){          for(h=0; h<=nhstepm-1; h++){
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
         k=k+1;          }
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/       } 
         fprintf(ficrespl,"\n#****** ");     
         for(j=1;j<=cptcovn;j++)  /* End theta */
           fprintf(ficrespl,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);  
         fprintf(ficrespl,"******\n");       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
          
         for (age=agebase; age<=agelim; age++){       for(h=0; h<=nhstepm-1; h++)
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);        for(j=1; j<=nlstate*nlstate;j++)
           fprintf(ficrespl,"%.0f",age );          for(theta=1; theta <=npar; theta++)
           for(i=1; i<=nlstate;i++)            trgradg[h][j][theta]=gradg[h][theta][j];
           fprintf(ficrespl," %.5f", prlim[i][i]);       
           fprintf(ficrespl,"\n");  
         }       for(i=1;i<=nlstate*nlstate;i++)
       }        for(j=1;j<=nlstate*nlstate;j++)
     }          varhe[i][j][(int)age] =0.;
   fclose(ficrespl);  
   /*------------- h Pij x at various ages ------------*/       printf("%d|",(int)age);fflush(stdout);
         fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);       for(h=0;h<=nhstepm-1;h++){
   if((ficrespij=fopen(filerespij,"w"))==NULL) {        for(k=0;k<=nhstepm-1;k++){
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
   }          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
   printf("Computing pij: result on file '%s' \n", filerespij);          for(i=1;i<=nlstate*nlstate;i++)
              for(j=1;j<=nlstate*nlstate;j++)
   stepsize=(int) (stepm+YEARM-1)/YEARM;              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
   if (stepm<=24) stepsize=2;        }
       }
   agelim=AGESUP;      /* Computing expectancies */
   hstepm=stepsize*YEARM; /* Every year of age */      for(i=1; i<=nlstate;i++)
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */        for(j=1; j<=nlstate;j++)
            for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
   k=0;            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
   for(cptcov=1;cptcov<=i1;cptcov++){            
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){  /* 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]);*/
       k=k+1;  
         fprintf(ficrespij,"\n#****** ");          }
         for(j=1;j<=cptcovn;j++)  
           fprintf(ficrespij,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);      fprintf(ficreseij,"%3.0f",age );
         fprintf(ficrespij,"******\n");      cptj=0;
              for(i=1; i<=nlstate;i++)
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */        for(j=1; j<=nlstate;j++){
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */          cptj++;
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        }
           oldm=oldms;savm=savms;      fprintf(ficreseij,"\n");
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);       
           fprintf(ficrespij,"# Age");      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
           for(i=1; i<=nlstate;i++)      free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
             for(j=1; j<=nlstate+ndeath;j++)      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
               fprintf(ficrespij," %1d-%1d",i,j);      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
           fprintf(ficrespij,"\n");      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           for (h=0; h<=nhstepm; h++){    }
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );    printf("\n");
             for(i=1; i<=nlstate;i++)    fprintf(ficlog,"\n");
               for(j=1; j<=nlstate+ndeath;j++)  
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);    free_vector(xp,1,npar);
             fprintf(ficrespij,"\n");    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
           }    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
           fprintf(ficrespij,"\n");  }
         }  
     }  /************ 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)
   {
   fclose(ficrespij);    /* Variance of health expectancies */
     /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
   /*---------- Health expectancies and variances ------------*/    /* double **newm;*/
     double **dnewm,**doldm;
   strcpy(filerest,"t");    double **dnewmp,**doldmp;
   strcat(filerest,fileres);    int i, j, nhstepm, hstepm, h, nstepm ;
   if((ficrest=fopen(filerest,"w"))==NULL) {    int k, cptcode;
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;    double *xp;
   }    double **gp, **gm;  /* for var eij */
   printf("Computing Total LEs with variances: file '%s' \n", filerest);    double ***gradg, ***trgradg; /*for var eij */
     double **gradgp, **trgradgp; /* for var p point j */
     double *gpp, *gmp; /* for var p point j */
   strcpy(filerese,"e");    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
   strcat(filerese,fileres);    double ***p3mat;
   if((ficreseij=fopen(filerese,"w"))==NULL) {    double age,agelim, hf;
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);    double ***mobaverage;
   }    int theta;
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);    char digit[4];
     char digitp[25];
  strcpy(fileresv,"v");  
   strcat(fileresv,fileres);    char fileresprobmorprev[FILENAMELENGTH];
   if((ficresvij=fopen(fileresv,"w"))==NULL) {  
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);    if(popbased==1){
   }      if(mobilav!=0)
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);        strcpy(digitp,"-populbased-mobilav-");
       else strcpy(digitp,"-populbased-nomobil-");
   k=0;    }
   for(cptcov=1;cptcov<=i1;cptcov++){    else 
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){      strcpy(digitp,"-stablbased-");
       k=k+1;  
       fprintf(ficrest,"\n#****** ");    if (mobilav!=0) {
       for(j=1;j<=cptcovn;j++)      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
         fprintf(ficrest,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
       fprintf(ficrest,"******\n");        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       fprintf(ficreseij,"\n#****** ");      }
       for(j=1;j<=cptcovn;j++)    }
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);  
       fprintf(ficreseij,"******\n");    strcpy(fileresprobmorprev,"prmorprev"); 
     sprintf(digit,"%-d",ij);
       fprintf(ficresvij,"\n#****** ");    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
       for(j=1;j<=cptcovn;j++)    strcat(fileresprobmorprev,digit); /* Tvar to be done */
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
       fprintf(ficresvij,"******\n");    strcat(fileresprobmorprev,fileres);
     if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);      printf("Problem with resultfile: %s\n", fileresprobmorprev);
       oldm=oldms;savm=savms;      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);      }
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);    printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
       oldm=oldms;savm=savms;    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);    fprintf(ficresprobmorprev,"# probabilities of dying before estepm=%d months for people of exact age and weighted probabilities w1*p1j+w2*p2j+... stand dev in()\n",estepm);
          fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);      fprintf(ficresprobmorprev," p.%-d SE",j);
       fprintf(ficrest,"\n");      for(i=1; i<=nlstate;i++)
                fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
       hf=1;    }  
       if (stepm >= YEARM) hf=stepm/YEARM;    fprintf(ficresprobmorprev,"\n");
       epj=vector(1,nlstate+1);    fprintf(ficgp,"\n# Routine varevsij");
       for(age=bage; age <=fage ;age++){    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");
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);    fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
         fprintf(ficrest," %.0f",age);  /*   } */
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
           for(i=1, epj[j]=0.;i <=nlstate;i++) {  
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];    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");
           epj[nlstate+1] +=epj[j];    for(i=1; i<=nlstate;i++)
         }      for(j=1; j<=nlstate;j++)
         for(i=1, vepp=0.;i <=nlstate;i++)        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
           for(j=1;j <=nlstate;j++)    fprintf(ficresvij,"\n");
             vepp += vareij[i][j][(int)age];  
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));    xp=vector(1,npar);
         for(j=1;j <=nlstate;j++){    dnewm=matrix(1,nlstate,1,npar);
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));    doldm=matrix(1,nlstate,1,nlstate);
         }    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
         fprintf(ficrest,"\n");    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
       }  
     }    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
   }    gpp=vector(nlstate+1,nlstate+ndeath);
            gmp=vector(nlstate+1,nlstate+ndeath);
  fclose(ficreseij);    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
  fclose(ficresvij);    
   fclose(ficrest);    if(estepm < stepm){
   fclose(ficpar);      printf ("Problem %d lower than %d\n",estepm, stepm);
   free_vector(epj,1,nlstate+1);    }
   /*  scanf("%d ",i); */    else  hstepm=estepm;   
     /* For example we decided to compute the life expectancy with the smallest unit */
   /*------- Variance limit prevalence------*/      /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
        nhstepm is the number of hstepm from age to agelim 
 strcpy(fileresvpl,"vpl");       nstepm is the number of stepm from age to agelin. 
   strcat(fileresvpl,fileres);       Look at hpijx to understand the reason of that which relies in memory size
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {       and note for a fixed period like k years */
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
     exit(0);       survival function given by stepm (the optimization length). Unfortunately it
   }       means that if the survival funtion is printed every two years of age and if
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
        results. So we changed our mind and took the option of the best precision.
  k=0;    */
  for(cptcov=1;cptcov<=i1;cptcov++){    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    agelim = AGESUP;
      k=k+1;    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
      fprintf(ficresvpl,"\n#****** ");      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
      for(j=1;j<=cptcovn;j++)      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
        fprintf(ficresvpl,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
      fprintf(ficresvpl,"******\n");      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
            gp=matrix(0,nhstepm,1,nlstate);
      varpl=matrix(1,nlstate,(int) bage, (int) fage);      gm=matrix(0,nhstepm,1,nlstate);
      oldm=oldms;savm=savms;  
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);  
    }      for(theta=1; theta <=npar; theta++){
  }        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
           xp[i] = x[i] + (i==theta ?delti[theta]:0);
   fclose(ficresvpl);        }
         hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
   /*---------- End : free ----------------*/        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);  
          if (popbased==1) {
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);          if(mobilav ==0){
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);            for(i=1; i<=nlstate;i++)
                prlim[i][i]=probs[(int)age][i][ij];
            }else{ /* mobilav */ 
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);            for(i=1; i<=nlstate;i++)
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);              prlim[i][i]=mobaverage[(int)age][i][ij];
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);          }
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);        }
      
   free_matrix(matcov,1,npar,1,npar);        for(j=1; j<= nlstate; j++){
   free_vector(delti,1,npar);          for(h=0; h<=nhstepm; h++){
              for(i=1, gp[h][j]=0.;i<=nlstate;i++)
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
           }
   printf("End of Imach\n");        }
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */        /* This for computing probability of death (h=1 means
             computed over hstepm matrices product = hstepm*stepm months) 
   /* 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);*/           as a weighted average of prlim.
   /*printf("Total time was %d uSec.\n", total_usecs);*/        */
   /*------ End -----------*/        for(j=nlstate+1;j<=nlstate+ndeath;j++){
           for(i=1,gpp[j]=0.; i<= nlstate; i++)
  end:            gpp[j] += prlim[i][i]*p3mat[i][j][1];
 #ifdef windows        }    
  chdir(pathcd);        /* end probability of death */
 #endif  
  system("wgnuplot graph.plt");        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
           xp[i] = x[i] - (i==theta ?delti[theta]:0);
 #ifdef windows        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
   while (z[0] != 'q') {        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
     chdir(pathcd);   
     printf("\nType e to edit output files, c to start again, and q for exiting: ");        if (popbased==1) {
     scanf("%s",z);          if(mobilav ==0){
     if (z[0] == 'c') system("./imach");            for(i=1; i<=nlstate;i++)
     else if (z[0] == 'e') {              prlim[i][i]=probs[(int)age][i][ij];
       chdir(path);          }else{ /* mobilav */ 
       system("index.htm");            for(i=1; i<=nlstate;i++)
     }              prlim[i][i]=mobaverage[(int)age][i][ij];
     else if (z[0] == 'q') exit(0);          }
   }        }
 #endif  
 }        for(j=1; j<= nlstate; j++){
           for(h=0; h<=nhstepm; h++){
             for(i=1, gm[h][j]=0.;i<=nlstate;i++)
               gm[h][j] += prlim[i][i]*p3mat[i][j][h];
           }
         }
         /* This for computing probability of death (h=1 means
            computed over hstepm matrices product = hstepm*stepm months) 
            as a weighted average of prlim.
         */
         for(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];
         }    
         /* end probability of death */
   
         for(j=1; j<= nlstate; j++) /* vareij */
           for(h=0; h<=nhstepm; h++){
             gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
           }
   
         for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
           gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
         }
   
       } /* End theta */
   
       trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
   
       for(h=0; h<=nhstepm; h++) /* veij */
         for(j=1; j<=nlstate;j++)
           for(theta=1; theta <=npar; theta++)
             trgradg[h][j][theta]=gradg[h][theta][j];
   
       for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
         for(theta=1; theta <=npar; theta++)
           trgradgp[j][theta]=gradgp[theta][j];
     
   
       hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
       for(i=1;i<=nlstate;i++)
         for(j=1;j<=nlstate;j++)
           vareij[i][j][(int)age] =0.;
   
       for(h=0;h<=nhstepm;h++){
         for(k=0;k<=nhstepm;k++){
           matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
           matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
           for(i=1;i<=nlstate;i++)
             for(j=1;j<=nlstate;j++)
               vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
         }
       }
     
       /* pptj */
       matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
       matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
       for(j=nlstate+1;j<=nlstate+ndeath;j++)
         for(i=nlstate+1;i<=nlstate+ndeath;i++)
           varppt[j][i]=doldmp[j][i];
       /* end ppptj */
       /*  x centered again */
       hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
       prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
    
       if (popbased==1) {
         if(mobilav ==0){
           for(i=1; i<=nlstate;i++)
             prlim[i][i]=probs[(int)age][i][ij];
         }else{ /* mobilav */ 
           for(i=1; i<=nlstate;i++)
             prlim[i][i]=mobaverage[(int)age][i][ij];
         }
       }
                
       /* This for computing probability of death (h=1 means
          computed over hstepm (estepm) matrices product = hstepm*stepm months) 
          as a weighted average of prlim.
       */
       for(j=nlstate+1;j<=nlstate+ndeath;j++){
         for(i=1,gmp[j]=0.;i<= nlstate; i++) 
           gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
       }    
       /* end probability of death */
   
       fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
       for(j=nlstate+1; j<=(nlstate+ndeath);j++){
         fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
         for(i=1; i<=nlstate;i++){
           fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
         }
       } 
       fprintf(ficresprobmorprev,"\n");
   
       fprintf(ficresvij,"%.0f ",age );
       for(i=1; i<=nlstate;i++)
         for(j=1; j<=nlstate;j++){
           fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
         }
       fprintf(ficresvij,"\n");
       free_matrix(gp,0,nhstepm,1,nlstate);
       free_matrix(gm,0,nhstepm,1,nlstate);
       free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
       free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
       free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     } /* End age */
     free_vector(gpp,nlstate+1,nlstate+ndeath);
     free_vector(gmp,nlstate+1,nlstate+ndeath);
     free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
     free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
     fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
     /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
     fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
   /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
   /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
   /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
     fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
     fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
     fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",subdirf(fileresprobmorprev));
     fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev));
     fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"%s%s.png\"> <br>\n", estepm,subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
     /*  fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months and then divided by estepm and multiplied by %.0f in order to have the probability to die over a year <br> <img src=\"varmuptjgr%s%s.png\"> <br>\n", stepm,YEARM,digitp,digit);
   */
   /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
     fprintf(ficgp,"\nset out \"%s%s.png\";replot;\n",subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
   
     free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,nlstate);
     free_matrix(dnewm,1,nlstate,1,npar);
     free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
     free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficresprobmorprev);
     fflush(ficgp);
     fflush(fichtm); 
   }  /* end varevsij */
   
   /************ Variance of prevlim ******************/
   void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)
   {
     /* Variance of prevalence limit */
     /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
     double **newm;
     double **dnewm,**doldm;
     int i, j, nhstepm, hstepm;
     int k, cptcode;
     double *xp;
     double *gp, *gm;
     double **gradg, **trgradg;
     double age,agelim;
     int theta;
      
     fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
     fprintf(ficresvpl,"# Age");
     for(i=1; i<=nlstate;i++)
         fprintf(ficresvpl," %1d-%1d",i,i);
     fprintf(ficresvpl,"\n");
   
     xp=vector(1,npar);
     dnewm=matrix(1,nlstate,1,npar);
     doldm=matrix(1,nlstate,1,nlstate);
     
     hstepm=1*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
     agelim = AGESUP;
     for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
       if (stepm >= YEARM) hstepm=1;
       nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
       gradg=matrix(1,npar,1,nlstate);
       gp=vector(1,nlstate);
       gm=vector(1,nlstate);
   
       for(theta=1; theta <=npar; theta++){
         for(i=1; i<=npar; i++){ /* Computes gradient */
           xp[i] = x[i] + (i==theta ?delti[theta]:0);
         }
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(i=1;i<=nlstate;i++)
           gp[i] = prlim[i][i];
       
         for(i=1; i<=npar; i++) /* Computes gradient */
           xp[i] = x[i] - (i==theta ?delti[theta]:0);
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(i=1;i<=nlstate;i++)
           gm[i] = prlim[i][i];
   
         for(i=1;i<=nlstate;i++)
           gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
       } /* End theta */
   
       trgradg =matrix(1,nlstate,1,npar);
   
       for(j=1; j<=nlstate;j++)
         for(theta=1; theta <=npar; theta++)
           trgradg[j][theta]=gradg[theta][j];
   
       for(i=1;i<=nlstate;i++)
         varpl[i][(int)age] =0.;
       matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
       matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
       for(i=1;i<=nlstate;i++)
         varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
   
       fprintf(ficresvpl,"%.0f ",age );
       for(i=1; i<=nlstate;i++)
         fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
       fprintf(ficresvpl,"\n");
       free_vector(gp,1,nlstate);
       free_vector(gm,1,nlstate);
       free_matrix(gradg,1,npar,1,nlstate);
       free_matrix(trgradg,1,nlstate,1,npar);
     } /* End age */
   
     free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,npar);
     free_matrix(dnewm,1,nlstate,1,nlstate);
   
   }
   
   /************ Variance of one-step probabilities  ******************/
   void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
   {
     int i, j=0,  i1, k1, l1, t, tj;
     int k2, l2, j1,  z1;
     int k=0,l, cptcode;
     int first=1, first1;
     double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
     double **dnewm,**doldm;
     double *xp;
     double *gp, *gm;
     double **gradg, **trgradg;
     double **mu;
     double age,agelim, cov[NCOVMAX];
     double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
     int theta;
     char fileresprob[FILENAMELENGTH];
     char fileresprobcov[FILENAMELENGTH];
     char fileresprobcor[FILENAMELENGTH];
   
     double ***varpij;
   
     strcpy(fileresprob,"prob"); 
     strcat(fileresprob,fileres);
     if((ficresprob=fopen(fileresprob,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprob);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
     }
     strcpy(fileresprobcov,"probcov"); 
     strcat(fileresprobcov,fileres);
     if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcov);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
     }
     strcpy(fileresprobcor,"probcor"); 
     strcat(fileresprobcor,fileres);
     if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcor);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
     }
     printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     
     fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
     fprintf(ficresprob,"# Age");
     fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
     fprintf(ficresprobcov,"# Age");
     fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
     fprintf(ficresprobcov,"# Age");
   
   
     for(i=1; i<=nlstate;i++)
       for(j=1; j<=(nlstate+ndeath);j++){
         fprintf(ficresprob," p%1d-%1d (SE)",i,j);
         fprintf(ficresprobcov," p%1d-%1d ",i,j);
         fprintf(ficresprobcor," p%1d-%1d ",i,j);
       }  
    /* fprintf(ficresprob,"\n");
     fprintf(ficresprobcov,"\n");
     fprintf(ficresprobcor,"\n");
    */
    xp=vector(1,npar);
     dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
     doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
     mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
     varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
     first=1;
     fprintf(ficgp,"\n# Routine varprob");
     fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
     fprintf(fichtm,"\n");
   
     fprintf(fichtm,"\n<li><h4> <a href=\"%s\">Computing matrix of variance-covariance of step probabilities</a></h4></li>\n",optionfilehtmcov);
     fprintf(fichtmcov,"\n<h4>Computing matrix of variance-covariance of step probabilities</h4>\n\
     file %s<br>\n",optionfilehtmcov);
     fprintf(fichtmcov,"\nEllipsoids of confidence centered on point (p<inf>ij</inf>, p<inf>kl</inf>) are estimated\
   and drawn. It helps understanding how is the covariance between two incidences.\
    They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
     fprintf(fichtmcov,"\n<br> Contour plot corresponding to x'cov<sup>-1</sup>x = 4 (where x is the column vector (pij,pkl)) are drawn. \
   It can be understood this way: if pij and pkl where uncorrelated the (2x2) matrix of covariance \
   would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 \
   standard deviations wide on each axis. <br>\
    Now, if both incidences are correlated (usual case) we diagonalised the inverse of the covariance matrix\
    and made the appropriate rotation to look at the uncorrelated principal directions.<br>\
   To be simple, these graphs help to understand the significativity of each parameter in relation to a second other one.<br> \n");
   
     cov[1]=1;
     tj=cptcoveff;
     if (cptcovn<1) {tj=1;ncodemax[1]=1;}
     j1=0;
     for(t=1; t<=tj;t++){
       for(i1=1; i1<=ncodemax[t];i1++){ 
         j1++;
         if  (cptcovn>0) {
           fprintf(ficresprob, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprob, "**********\n#\n");
           fprintf(ficresprobcov, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcov, "**********\n#\n");
           
           fprintf(ficgp, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficgp, "**********\n#\n");
           
           
           fprintf(fichtm, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(fichtm, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
           
           fprintf(ficresprobcor, "\n#********** Variable ");    
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcor, "**********\n#");    
         }
         
         for (age=bage; age<=fage; age ++){ 
           cov[2]=age;
           for (k=1; k<=cptcovn;k++) {
             cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
           }
           for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
           for (k=1; k<=cptcovprod;k++)
             cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
           
           gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
           trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
           gp=vector(1,(nlstate)*(nlstate+ndeath));
           gm=vector(1,(nlstate)*(nlstate+ndeath));
       
           for(theta=1; theta <=npar; theta++){
             for(i=1; i<=npar; i++)
               xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
             
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             
             k=0;
             for(i=1; i<= (nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gp[k]=pmmij[i][j];
               }
             }
             
             for(i=1; i<=npar; i++)
               xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
       
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             k=0;
             for(i=1; i<=(nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gm[k]=pmmij[i][j];
               }
             }
        
             for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
               gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
           }
   
           for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
             for(theta=1; theta <=npar; theta++)
               trgradg[j][theta]=gradg[theta][j];
           
           matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
           matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
           free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
           free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
   
           pmij(pmmij,cov,ncovmodel,x,nlstate);
           
           k=0;
           for(i=1; i<=(nlstate); i++){
             for(j=1; j<=(nlstate+ndeath);j++){
               k=k+1;
               mu[k][(int) age]=pmmij[i][j];
             }
           }
           for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
             for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
               varpij[i][j][(int)age] = doldm[i][j];
   
           /*printf("\n%d ",(int)age);
             for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             }*/
   
           fprintf(ficresprob,"\n%d ",(int)age);
           fprintf(ficresprobcov,"\n%d ",(int)age);
           fprintf(ficresprobcor,"\n%d ",(int)age);
   
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
             fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
             fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
           }
           i=0;
           for (k=1; k<=(nlstate);k++){
             for (l=1; l<=(nlstate+ndeath);l++){ 
               i=i++;
               fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
               fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
               for (j=1; j<=i;j++){
                 fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
                 fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
               }
             }
           }/* end of loop for state */
         } /* end of loop for age */
   
         /* Confidence intervalle of pij  */
         /*
           fprintf(ficgp,"\nset noparametric;unset label");
           fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
           fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
           fprintf(fichtm,"\n<br>Probability with  confidence intervals expressed in year<sup>-1</sup> :<a href=\"pijgr%s.png\">pijgr%s.png</A>, ",optionfilefiname,optionfilefiname);
           fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
           fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
           fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
         */
   
         /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
         first1=1;
         for (k2=1; k2<=(nlstate);k2++){
           for (l2=1; l2<=(nlstate+ndeath);l2++){ 
             if(l2==k2) continue;
             j=(k2-1)*(nlstate+ndeath)+l2;
             for (k1=1; k1<=(nlstate);k1++){
               for (l1=1; l1<=(nlstate+ndeath);l1++){ 
                 if(l1==k1) continue;
                 i=(k1-1)*(nlstate+ndeath)+l1;
                 if(i<=j) continue;
                 for (age=bage; age<=fage; age ++){ 
                   if ((int)age %5==0){
                     v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
                     v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     mu1=mu[i][(int) age]/stepm*YEARM ;
                     mu2=mu[j][(int) age]/stepm*YEARM;
                     c12=cv12/sqrt(v1*v2);
                     /* Computing eigen value of matrix of covariance */
                     lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     /* Eigen vectors */
                     v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
                     /*v21=sqrt(1.-v11*v11); *//* error */
                     v21=(lc1-v1)/cv12*v11;
                     v12=-v21;
                     v22=v11;
                     tnalp=v21/v11;
                     if(first1==1){
                       first1=0;
                       printf("%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tang %.3f\nOthers in log...\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     }
                     fprintf(ficlog,"%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tan %.3f\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     /*printf(fignu*/
                     /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
                     /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
                     if(first==1){
                       first=0;
                       fprintf(ficgp,"\nset parametric;unset label");
                       fprintf(ficgp,"\nset log y;set log x; set xlabel \"p%1d%1d (year-1)\";set ylabel \"p%1d%1d (year-1)\"",k1,l1,k2,l2);
                       fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
                       fprintf(fichtmcov,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
    :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
   %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br><img src=\"%s%d%1d%1d-%1d%1d.png\"> ",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nplot [-pi:pi] %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }else{
                       first=0;
                       fprintf(fichtmcov," %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\nreplot %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }/* if first */
                   } /* age mod 5 */
                 } /* end loop age */
                 fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                 first=1;
               } /*l12 */
             } /* k12 */
           } /*l1 */
         }/* k1 */
       } /* loop covariates */
     }
     free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
     free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
     free_vector(xp,1,npar);
     fclose(ficresprob);
     fclose(ficresprobcov);
     fclose(ficresprobcor);
     fflush(ficgp);
     fflush(fichtmcov);
   }
   
   
   /******************* Printing html file ***********/
   void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
                     int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
                     int popforecast, int estepm ,\
                     double jprev1, double mprev1,double anprev1, \
                     double jprev2, double mprev2,double anprev2){
     int jj1, k1, i1, cpt;
     /*char optionfilehtm[FILENAMELENGTH];*/
   /*   if((fichtm=fopen(optionfilehtm,"a"))==NULL)    { */
   /*     printf("Problem with %s \n",optionfilehtm), exit(0); */
   /*     fprintf(ficlog,"Problem with %s \n",optionfilehtm), exit(0); */
   /*   } */
   
      fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n \
    - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"%s\">%s</a> <br>\n \
    - Estimated transition probabilities over %d (stepm) months: <a href=\"%s\">%s</a><br>\n \
    - Stable prevalence in each health state: <a href=\"%s\">%s</a> <br>\n \
    - Life expectancies by age and initial health status (estepm=%2d months): \
      <a href=\"%s\">%s</a> <br>\n</li>", \
              jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,subdirf2(fileres,"p"),subdirf2(fileres,"p"),\
              stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"),\
              subdirf2(fileres,"pl"),subdirf2(fileres,"pl"),\
              estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
   
   fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        /* Pij */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i, %d (stepm) months before: %s%d1.png<br> \
   <img src=\"%s%d1.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1);     
        /* Quasi-incidences */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months\
    before but expressed in per year i.e. quasi incidences if stepm is small and probabilities too: %s%d2.png<br> \
   <img src=\"%s%d2.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1); 
          /* Stable prevalence in each health state */
          for(cpt=1; cpt<nlstate;cpt++){
            fprintf(fichtm,"<br>- Stable prevalence in each health state : p%s%d%d.png<br> \
   <img src=\"%s%d%d.png\">",subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1);
          }
        for(cpt=1; cpt<=nlstate;cpt++) {
           fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): %s%d%d.png <br> \
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"exp"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,jj1);
        }
        fprintf(fichtm,"\n<br>- Total life expectancy by age and \
   health expectancies in states (1) and (2): %s%d.png<br>\
   <img src=\"%s%d.png\">",subdirf2(optionfilefiname,"e"),jj1,subdirf2(optionfilefiname,"e"),jj1);
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
   
   
    fprintf(fichtm,"\n<br><li><h4> Result files (second order: variances)</h4>\n\
    - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n\
    - Variance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n\
    - Variance-covariance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n\
    - Correlation matrix of one-step probabilities: <a href=\"%s\">%s</a> <br>\n\
    - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"%s\">%s</a><br>\n\
    - Health expectancies with their variances (no covariance): <a href=\"%s\">%s</a> <br>\n\
    - Standard deviation of stable prevalences: <a href=\"%s\">%s</a> <br>\n",\
            rfileres,rfileres,\
            subdirf2(fileres,"prob"),subdirf2(fileres,"prob"),\
            subdirf2(fileres,"probcov"),subdirf2(fileres,"probcov"),\
            subdirf2(fileres,"probcor"),subdirf2(fileres,"probcor"),\
            estepm, subdirf2(fileres,"v"),subdirf2(fileres,"v"),\
            subdirf2(fileres,"t"),subdirf2(fileres,"t"),\
            subdirf2(fileres,"vpl"),subdirf2(fileres,"vpl"));
   
   /*  if(popforecast==1) fprintf(fichtm,"\n */
   /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
   /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
   /*      <br>",fileres,fileres,fileres,fileres); */
   /*  else  */
   /*    fprintf(fichtm,"\n No population forecast: popforecast = %d (instead of 1) or stepm = %d (instead of 1) or model=%s (instead of .)<br><br></li>\n",popforecast, stepm, model); */
   fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        for(cpt=1; cpt<=nlstate;cpt++) {
          fprintf(fichtm,"<br>- Observed and period prevalence (with confident\
   interval) in state (%d): %s%d%d.png <br>\
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"v"),cpt,jj1,subdirf2(optionfilefiname,"v"),cpt,jj1);  
        }
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
    fflush(fichtm);
   }
   
   /******************* Gnuplot file **************/
   void printinggnuplot(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
   
     char dirfileres[132],optfileres[132];
     int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
     int ng;
   /*   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) { */
   /*     printf("Problem with file %s",optionfilegnuplot); */
   /*     fprintf(ficlog,"Problem with file %s",optionfilegnuplot); */
   /*   } */
   
     /*#ifdef windows */
     fprintf(ficgp,"cd \"%s\" \n",pathc);
       /*#endif */
     m=pow(2,cptcoveff);
   
     strcpy(dirfileres,optionfilefiname);
     strcpy(optfileres,"vpl");
    /* 1eme*/
     for (cpt=1; cpt<= nlstate ; cpt ++) {
      for (k1=1; k1<= m ; k1 ++) {
        fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"v"),cpt,k1);
        fprintf(ficgp,"\n#set out \"v%s%d%d.png\" \n",optionfilefiname,cpt,k1);
        fprintf(ficgp,"set xlabel \"Age\" \n\
   set ylabel \"Probability\" \n\
   set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,subdirf2(fileres,"vpl"),k1-1,k1-1);
   
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }
        fprintf(ficgp,"\" t\"Stable prevalence\" w l 0,\"%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1);
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        } 
        fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1); 
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }  
        fprintf(ficgp,"\" t\"\" w l 1,\"%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",subdirf2(fileres,"p"),k1-1,k1-1,2+4*(cpt-1));
      }
     }
     /*2 eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       fprintf(ficgp,"\nset out \"%s%d.png\" \n",subdirf2(optionfilefiname,"e"),k1);
       fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
       
       for (i=1; i<= nlstate+1 ; i ++) {
         k=2*i;
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:2 \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
         else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         fprintf(ficgp,"\" t\"\" w l 0,");
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
         else fprintf(ficgp,"\" t\"\" w l 0,");
       }
     }
     
     /*3eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<= nlstate ; cpt ++) {
         k=2+nlstate*(2*cpt-2);
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"exp"),cpt,k1);
         fprintf(ficgp,"set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,subdirf2(fileres,"e"),k1-1,k1-1,k,cpt);
         /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           
         */
         for (i=1; i< nlstate ; i ++) {
           fprintf(ficgp," ,\"%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",subdirf2(fileres,"e"),k1-1,k1-1,k+2*i,cpt,i+1);
           
         } 
       }
     }
     
     /* CV preval stable (period) */
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<=nlstate ; cpt ++) {
         k=3;
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"p"),cpt,k1);
         fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \n\
   set ter png small\nset size 0.65,0.65\n\
   unset log y\n\
   plot [%.f:%.f] \"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,subdirf2(fileres,"pij"),k1,k+cpt+1,k+1);
         
         for (i=1; i< nlstate ; i ++)
           fprintf(ficgp,"+$%d",k+i+1);
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
         
         l=3+(nlstate+ndeath)*cpt;
         fprintf(ficgp,",\"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",subdirf2(fileres,"pij"),k1,l+cpt+1,l+1);
         for (i=1; i< nlstate ; i ++) {
           l=3+(nlstate+ndeath)*cpt;
           fprintf(ficgp,"+$%d",l+i+1);
         }
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
       } 
     }  
     
     /* proba elementaires */
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) {
           for(j=1; j <=ncovmodel; j++){
             fprintf(ficgp,"p%d=%f ",jk,p[jk]);
             jk++; 
             fprintf(ficgp,"\n");
           }
         }
       }
      }
   
      for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
        for(jk=1; jk <=m; jk++) {
          fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"pe"),jk,ng); 
          if (ng==2)
            fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
          else
            fprintf(ficgp,"\nset title \"Probability\"\n");
          fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
          i=1;
          for(k2=1; k2<=nlstate; k2++) {
            k3=i;
            for(k=1; k<=(nlstate+ndeath); k++) {
              if (k != k2){
                if(ng==2)
                  fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
                else
                  fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
                ij=1;
                for(j=3; j <=ncovmodel; j++) {
                  if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                    fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                    ij++;
                  }
                  else
                    fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                }
                fprintf(ficgp,")/(1");
                
                for(k1=1; k1 <=nlstate; k1++){   
                  fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
                  ij=1;
                  for(j=3; j <=ncovmodel; j++){
                    if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                      fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                      ij++;
                    }
                    else
                      fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                  }
                  fprintf(ficgp,")");
                }
                fprintf(ficgp,") t \"p%d%d\" ", k2,k);
                if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
                i=i+ncovmodel;
              }
            } /* end k */
          } /* end k2 */
        } /* end jk */
      } /* end ng */
      fflush(ficgp); 
   }  /* end gnuplot */
   
   
   /*************** Moving average **************/
   int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
   
     int i, cpt, cptcod;
     int modcovmax =1;
     int mobilavrange, mob;
     double age;
   
     modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
                              a covariate has 2 modalities */
     if (cptcovn<1) modcovmax=1; /* At least 1 pass */
   
     if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
       if(mobilav==1) mobilavrange=5; /* default */
       else mobilavrange=mobilav;
       for (age=bage; age<=fage; age++)
         for (i=1; i<=nlstate;i++)
           for (cptcod=1;cptcod<=modcovmax;cptcod++)
             mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
       /* We keep the original values on the extreme ages bage, fage and for 
          fage+1 and bage-1 we use a 3 terms moving average; for fage+2 bage+2
          we use a 5 terms etc. until the borders are no more concerned. 
       */ 
       for (mob=3;mob <=mobilavrange;mob=mob+2){
         for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
           for (i=1; i<=nlstate;i++){
             for (cptcod=1;cptcod<=modcovmax;cptcod++){
               mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
                 for (cpt=1;cpt<=(mob-1)/2;cpt++){
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
                 }
               mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
             }
           }
         }/* end age */
       }/* end mob */
     }else return -1;
     return 0;
   }/* End movingaverage */
   
   
   /************** Forecasting ******************/
   prevforecast(char fileres[], double anproj1, double mproj1, double jproj1, double ageminpar, double agemax, double dateprev1, double dateprev2, int mobilav, double bage, double fage, int firstpass, int lastpass, double anproj2, double p[], int cptcoveff){
     /* proj1, year, month, day of starting projection 
        agemin, agemax range of age
        dateprev1 dateprev2 range of dates during which prevalence is computed
        anproj2 year of en of projection (same day and month as proj1).
     */
     int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
     int *popage;
     double agec; /* generic age */
     double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
     double *popeffectif,*popcount;
     double ***p3mat;
     double ***mobaverage;
     char fileresf[FILENAMELENGTH];
   
     agelim=AGESUP;
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
    
     strcpy(fileresf,"f"); 
     strcat(fileresf,fileres);
     if((ficresf=fopen(fileresf,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", fileresf);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
     }
     printf("Computing forecasting: result on file '%s' \n", fileresf);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     if(estepm < stepm){
       printf ("Problem %d lower than %d\n",estepm, stepm);
     }
     else  hstepm=estepm;   
   
     hstepm=hstepm/stepm; 
     yp1=modf(dateintmean,&yp);/* extracts integral of datemean in yp  and
                                  fractional in yp1 */
     anprojmean=yp;
     yp2=modf((yp1*12),&yp);
     mprojmean=yp;
     yp1=modf((yp2*30.5),&yp);
     jprojmean=yp;
     if(jprojmean==0) jprojmean=1;
     if(mprojmean==0) jprojmean=1;
   
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
     
     fprintf(ficresf,"# Mean day of interviews %.lf/%.lf/%.lf (%.2f) between %.2f and %.2f \n",jprojmean,mprojmean,anprojmean,dateintmean,dateprev1,dateprev2); 
     
     fprintf(ficresf,"#****** Routine prevforecast **\n");
   
   /*            if (h==(int)(YEARM*yearp)){ */
     for(cptcov=1, k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficresf,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficresf," V%d=%d, hpijx=probability over h years, hp.jx is weighted by observed prev ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficresf,"******\n");
         fprintf(ficresf,"# Covariate valuofcovar yearproj age");
         for(j=1; j<=nlstate+ndeath;j++){ 
           for(i=1; i<=nlstate;i++)              
             fprintf(ficresf," p%d%d",i,j);
           fprintf(ficresf," p.%d",j);
         }
         for (yearp=0; yearp<=(anproj2-anproj1);yearp +=stepsize) { 
           fprintf(ficresf,"\n");
           fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+yearp);   
   
           for (agec=fage; agec>=(ageminpar-1); agec--){ 
             nhstepm=(int) rint((agelim-agec)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agec,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h*hstepm/YEARM*stepm ==yearp) {
                 fprintf(ficresf,"\n");
                 for(j=1;j<=cptcoveff;j++) 
                   fprintf(ficresf,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
                 fprintf(ficresf,"%.f %.f ",anproj1+yearp,agec+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 ppij=0.;
                 for(i=1; i<=nlstate;i++) {
                   if (mobilav==1) 
                     ppij=ppij+p3mat[i][j][h]*mobaverage[(int)agec][i][cptcod];
                   else {
                     ppij=ppij+p3mat[i][j][h]*probs[(int)(agec)][i][cptcod];
                   }
                   if (h*hstepm/YEARM*stepm== yearp) {
                     fprintf(ficresf," %.3f", p3mat[i][j][h]);
                   }
                 } /* end i */
                 if (h*hstepm/YEARM*stepm==yearp) {
                   fprintf(ficresf," %.3f", ppij);
                 }
               }/* end j */
             } /* end h */
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           } /* end agec */
         } /* end yearp */
       } /* end cptcod */
     } /* end  cptcov */
          
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     fclose(ficresf);
   }
   
   /************** Forecasting *****not tested NB*************/
   populforecast(char fileres[], double anpyram,double mpyram,double jpyram,double ageminpar, double agemax,double dateprev1, double dateprev2, int mobilav, double agedeb, double fage, int popforecast, char popfile[], double anpyram1,double p[], int i2){
     
     int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
     int *popage;
     double calagedatem, agelim, kk1, kk2;
     double *popeffectif,*popcount;
     double ***p3mat,***tabpop,***tabpopprev;
     double ***mobaverage;
     char filerespop[FILENAMELENGTH];
   
     tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     agelim=AGESUP;
     calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
     
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     
     
     strcpy(filerespop,"pop"); 
     strcat(filerespop,fileres);
     if((ficrespop=fopen(filerespop,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", filerespop);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
     }
     printf("Computing forecasting: result on file '%s' \n", filerespop);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     
     agelim=AGESUP;
     
     hstepm=1;
     hstepm=hstepm/stepm; 
     
     if (popforecast==1) {
       if((ficpop=fopen(popfile,"r"))==NULL) {
         printf("Problem with population file : %s\n",popfile);exit(0);
         fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
       } 
       popage=ivector(0,AGESUP);
       popeffectif=vector(0,AGESUP);
       popcount=vector(0,AGESUP);
       
       i=1;   
       while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
      
       imx=i;
       for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
     }
   
     for(cptcov=1,k=0;cptcov<=i2;cptcov++){
      for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficrespop,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespop,"******\n");
         fprintf(ficrespop,"# Age");
         for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
         if (popforecast==1)  fprintf(ficrespop," [Population]");
         
         for (cpt=0; cpt<=0;cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   if (mobilav==1) 
                     kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
                   else {
                     kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
                   }
                 }
                 if (h==(int)(calagedatem+12*cpt)){
                   tabpop[(int)(agedeb)][j][cptcod]=kk1;
                     /*fprintf(ficrespop," %.3f", kk1);
                       if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
                 }
               }
               for(i=1; i<=nlstate;i++){
                 kk1=0.;
                   for(j=1; j<=nlstate;j++){
                     kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
                   }
                     tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
               }
   
               if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
                 fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
    
     /******/
   
         for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];    
                 }
                 if (h==(int)(calagedatem+12*cpt)) fprintf(ficresf," %15.2f", kk1);        
               }
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
      } 
     }
    
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     if (popforecast==1) {
       free_ivector(popage,0,AGESUP);
       free_vector(popeffectif,0,AGESUP);
       free_vector(popcount,0,AGESUP);
     }
     free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficrespop);
   } /* End of popforecast */
   
   int fileappend(FILE *fichier, char *optionfich)
   {
     if((fichier=fopen(optionfich,"a"))==NULL) {
       printf("Problem with file: %s\n", optionfich);
       fprintf(ficlog,"Problem with file: %s\n", optionfich);
       return (0);
     }
     fflush(fichier);
     return (1);
   }
   void prwizard(int ncovmodel, int nlstate, int ndeath,  char model[], FILE *ficparo)
   {
   
     char ca[32], cb[32], cc[32];
     int i,j, k, l, li, lj, lk, ll, jj, npar, itimes;
     int numlinepar;
   
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficparo,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         /*ca[0]= k+'a'-1;ca[1]='\0';*/
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           /*        printf(" %lf",param[i][j][k]); */
           /*        fprintf(ficparo," %lf",param[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficparo,"# Scales (for hessian or gradient estimation)\n");
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/ 
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         fprintf(ficparo,"%1d%1d",i,j);
         printf("%1d%1d",i,j);
         fflush(stdout);
         for(k=1; k<=ncovmodel;k++){
           /*      printf(" %le",delti3[i][j][k]); */
           /*      fprintf(ficparo," %le",delti3[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         numlinepar++;
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Covariance matrix\n");
   /* # 121 Var(a12)\n\ */
   /* # 122 Cov(b12,a12) Var(b12)\n\ */
   /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
   /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
   /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
   /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
   /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
   /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
     fflush(stdout);
     fprintf(ficparo,"# Covariance matrix\n");
     /* # 121 Var(a12)\n\ */
     /* # 122 Cov(b12,a12) Var(b12)\n\ */
     /* #   ...\n\ */
     /* # 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n" */
     
     for(itimes=1;itimes<=2;itimes++){
       jj=0;
       for(i=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath; j++){
           if(j==i) continue;
           for(k=1; k<=ncovmodel;k++){
             jj++;
             ca[0]= k+'a'-1;ca[1]='\0';
             if(itimes==1){
               printf("#%1d%1d%d",i,j,k);
               fprintf(ficparo,"#%1d%1d%d",i,j,k);
             }else{
               printf("%1d%1d%d",i,j,k);
               fprintf(ficparo,"%1d%1d%d",i,j,k);
               /*  printf(" %.5le",matcov[i][j]); */
             }
             ll=0;
             for(li=1;li <=nlstate; li++){
               for(lj=1;lj <=nlstate+ndeath; lj++){
                 if(lj==li) continue;
                 for(lk=1;lk<=ncovmodel;lk++){
                   ll++;
                   if(ll<=jj){
                     cb[0]= lk +'a'-1;cb[1]='\0';
                     if(ll<jj){
                       if(itimes==1){
                         printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         fprintf(ficparo," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }else{
                       if(itimes==1){
                         printf(" Var(%s%1d%1d)",ca,i,j);
                         fprintf(ficparo," Var(%s%1d%1d)",ca,i,j);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }
                   }
                 } /* end lk */
               } /* end lj */
             } /* end li */
             printf("\n");
             fprintf(ficparo,"\n");
             numlinepar++;
           } /* end k*/
         } /*end j */
       } /* end i */
     }
   
   } /* end of prwizard */
   
   
   /***********************************************/
   /**************** Main Program *****************/
   /***********************************************/
   
   int main(int argc, char *argv[])
   {
     int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
     int i,j, k, n=MAXN,iter,m,size=100,cptcode, cptcod;
     int jj, imk;
     int numlinepar=0; /* Current linenumber of parameter file */
     /*  FILE *fichtm; *//* Html File */
     /* FILE *ficgp;*/ /*Gnuplot File */
     double agedeb, agefin,hf;
     double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
   
     double fret;
     double **xi,tmp,delta;
   
     double dum; /* Dummy variable */
     double ***p3mat;
     double ***mobaverage;
     int *indx;
     char line[MAXLINE], linepar[MAXLINE];
     char path[MAXLINE],pathc[MAXLINE],pathcd[MAXLINE],pathtot[MAXLINE],model[MAXLINE];
     char pathr[MAXLINE]; 
     int firstobs=1, lastobs=10;
     int sdeb, sfin; /* Status at beginning and end */
     int c,  h , cpt,l;
     int ju,jl, mi;
     int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
     int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,*tab; 
     int mobilavproj=0 , prevfcast=0 ; /* moving average of prev, If prevfcast=1 prevalence projection */
     int mobilav=0,popforecast=0;
     int hstepm, nhstepm;
     double jprev1=1, mprev1=1,anprev1=2000,jprev2=1, mprev2=1,anprev2=2000;
     double jpyram=1, mpyram=1,anpyram=2000,jpyram1=1, mpyram1=1,anpyram1=2000;
   
     double bage, fage, age, agelim, agebase;
     double ftolpl=FTOL;
     double **prlim;
     double *severity;
     double ***param; /* Matrix of parameters */
     double  *p;
     double **matcov; /* Matrix of covariance */
     double ***delti3; /* Scale */
     double *delti; /* Scale */
     double ***eij, ***vareij;
     double **varpl; /* Variances of prevalence limits by age */
     double *epj, vepp;
     double kk1, kk2;
     double dateprev1, dateprev2,jproj1=1,mproj1=1,anproj1=2000,jproj2=1,mproj2=1,anproj2=2000;
   
     char *alph[]={"a","a","b","c","d","e"}, str[4];
   
   
     char z[1]="c", occ;
   
     char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
     char strstart[80], *strt, strtend[80];
     char *stratrunc;
     int lstra;
   
     long total_usecs;
    
     /*   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
     (void) gettimeofday(&start_time,&tzp);
     curr_time=start_time;
     tm = *localtime(&start_time.tv_sec);
     tmg = *gmtime(&start_time.tv_sec);
     strcpy(strstart,asctime(&tm));
   
   /*  printf("Localtime (at start)=%s",strstart); */
   /*  tp.tv_sec = tp.tv_sec +86400; */
   /*  tm = *localtime(&start_time.tv_sec); */
   /*   tmg.tm_year=tmg.tm_year +dsign*dyear; */
   /*   tmg.tm_mon=tmg.tm_mon +dsign*dmonth; */
   /*   tmg.tm_hour=tmg.tm_hour + 1; */
   /*   tp.tv_sec = mktime(&tmg); */
   /*   strt=asctime(&tmg); */
   /*   printf("Time(after) =%s",strstart);  */
   /*  (void) time (&time_value);
   *  printf("time=%d,t-=%d\n",time_value,time_value-86400);
   *  tm = *localtime(&time_value);
   *  strstart=asctime(&tm);
   *  printf("tim_value=%d,asctime=%s\n",time_value,strstart); 
   */
   
     nberr=0; /* Number of errors and warnings */
     nbwarn=0;
     getcwd(pathcd, size);
   
     printf("\n%s\n%s",version,fullversion);
     if(argc <=1){
       printf("\nEnter the parameter file name: ");
       scanf("%s",pathtot);
     }
     else{
       strcpy(pathtot,argv[1]);
     }
     /*if(getcwd(pathcd, MAXLINE)!= NULL)printf ("Error pathcd\n");*/
     /*cygwin_split_path(pathtot,path,optionfile);
       printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
     /* cutv(path,optionfile,pathtot,'\\');*/
   
     split(pathtot,path,optionfile,optionfilext,optionfilefiname);
     printf("pathtot=%s,\npath=%s,\noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     chdir(path);
     strcpy(command,"mkdir ");
     strcat(command,optionfilefiname);
     if((outcmd=system(command)) != 0){
       printf("Problem creating directory or it already exists %s%s, err=%d\n",path,optionfilefiname,outcmd);
       /* fprintf(ficlog,"Problem creating directory %s%s\n",path,optionfilefiname); */
       /* fclose(ficlog); */
   /*     exit(1); */
     }
   /*   if((imk=mkdir(optionfilefiname))<0){ */
   /*     perror("mkdir"); */
   /*   } */
   
     /*-------- arguments in the command line --------*/
   
     /* Log file */
     strcat(filelog, optionfilefiname);
     strcat(filelog,".log");    /* */
     if((ficlog=fopen(filelog,"w"))==NULL)    {
       printf("Problem with logfile %s\n",filelog);
       goto end;
     }
     fprintf(ficlog,"Log filename:%s\n",filelog);
     fprintf(ficlog,"\n%s\n%s",version,fullversion);
     fprintf(ficlog,"\nEnter the parameter file name: ");
     fprintf(ficlog,"pathtot=%s\n\
    path=%s \n\
    optionfile=%s\n\
    optionfilext=%s\n\
    optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
   
     printf("Localtime (at start):%s",strstart);
     fprintf(ficlog,"Localtime (at start): %s",strstart);
     fflush(ficlog);
   /*   (void) gettimeofday(&curr_time,&tzp); */
   /*   printf("Elapsed time %d\n", asc_diff_time(curr_time.tv_sec-start_time.tv_sec,tmpout)); */
   
     /* */
     strcpy(fileres,"r");
     strcat(fileres, optionfilefiname);
     strcat(fileres,".txt");    /* Other files have txt extension */
   
     /*---------arguments file --------*/
   
     if((ficpar=fopen(optionfile,"r"))==NULL)    {
       printf("Problem with optionfile %s\n",optionfile);
       fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
       fflush(ficlog);
       goto end;
     }
   
   
   
     strcpy(filereso,"o");
     strcat(filereso,fileres);
     if((ficparo=fopen(filereso,"w"))==NULL) { /* opened on subdirectory */
       printf("Problem with Output resultfile: %s\n", filereso);
       fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
       fflush(ficlog);
       goto end;
     }
   
     /* Reads comments: lines beginning with '#' */
     numlinepar=0;
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
     numlinepar++;
     printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model);
     fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fprintf(ficlog,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fflush(ficlog);
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
      
     covar=matrix(0,NCOVMAX,1,n); 
     cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
     if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
   
     ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
     nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
    
     if(mle==-1){ /* Print a wizard for help writing covariance matrix */
       prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
       printf(" You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       fprintf(ficlog," You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       fclose (ficparo);
       fclose (ficlog);
       exit(0);
     }
     /* Read guess parameters */
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     for(i=1; i <=nlstate; i++){
       j=0;
       for(jj=1; jj <=nlstate+ndeath; jj++){
         if(jj==i) continue;
         j++;
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         if ((i1 != i) && (j1 != j)){
           printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
           exit(1);
         }
         fprintf(ficparo,"%1d%1d",i1,j1);
         if(mle==1)
           printf("%1d%1d",i,j);
         fprintf(ficlog,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar," %lf",&param[i][j][k]);
           if(mle==1){
             printf(" %lf",param[i][j][k]);
             fprintf(ficlog," %lf",param[i][j][k]);
           }
           else
             fprintf(ficlog," %lf",param[i][j][k]);
           fprintf(ficparo," %lf",param[i][j][k]);
         }
         fscanf(ficpar,"\n");
         numlinepar++;
         if(mle==1)
           printf("\n");
         fprintf(ficlog,"\n");
         fprintf(ficparo,"\n");
       }
     }  
     fflush(ficlog);
   
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
   
     p=param[1][1];
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     /* delti=vector(1,npar); *//* Scale of each paramater (output from hesscov) */
     for(i=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath-1; j++){
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         if ((i1-i)*(j1-j)!=0){
           printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
           exit(1);
         }
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i1,j1);
         fprintf(ficlog,"%1d%1d",i1,j1);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar,"%le",&delti3[i][j][k]);
           printf(" %le",delti3[i][j][k]);
           fprintf(ficparo," %le",delti3[i][j][k]);
           fprintf(ficlog," %le",delti3[i][j][k]);
         }
         fscanf(ficpar,"\n");
         numlinepar++;
         printf("\n");
         fprintf(ficparo,"\n");
         fprintf(ficlog,"\n");
       }
     }
     fflush(ficlog);
   
     delti=delti3[1][1];
   
   
     /* free_ma3x(delti3,1,nlstate,1,nlstate+ndeath-1,1,ncovmodel); */ /* Hasn't to to freed here otherwise delti is no more allocated */
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
     
     matcov=matrix(1,npar,1,npar);
     for(i=1; i <=npar; i++){
       fscanf(ficpar,"%s",&str);
       if(mle==1)
         printf("%s",str);
       fprintf(ficlog,"%s",str);
       fprintf(ficparo,"%s",str);
       for(j=1; j <=i; j++){
         fscanf(ficpar," %le",&matcov[i][j]);
         if(mle==1){
           printf(" %.5le",matcov[i][j]);
         }
         fprintf(ficlog," %.5le",matcov[i][j]);
         fprintf(ficparo," %.5le",matcov[i][j]);
       }
       fscanf(ficpar,"\n");
       numlinepar++;
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       fprintf(ficparo,"\n");
     }
     for(i=1; i <=npar; i++)
       for(j=i+1;j<=npar;j++)
         matcov[i][j]=matcov[j][i];
      
     if(mle==1)
       printf("\n");
     fprintf(ficlog,"\n");
   
     fflush(ficlog);
   
     /*-------- Rewriting paramater file ----------*/
     strcpy(rfileres,"r");    /* "Rparameterfile */
     strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
     strcat(rfileres,".");    /* */
     strcat(rfileres,optionfilext);    /* Other files have txt extension */
     if((ficres =fopen(rfileres,"w"))==NULL) {
       printf("Problem writing new parameter file: %s\n", fileres);goto end;
       fprintf(ficlog,"Problem writing new parameter file: %s\n", fileres);goto end;
     }
     fprintf(ficres,"#%s\n",version);
       
     /*-------- data file ----------*/
     if((fic=fopen(datafile,"r"))==NULL)    {
       printf("Problem with datafile: %s\n", datafile);goto end;
       fprintf(ficlog,"Problem with datafile: %s\n", datafile);goto end;
     }
   
     n= lastobs;
     severity = vector(1,maxwav);
     outcome=imatrix(1,maxwav+1,1,n);
     num=lvector(1,n);
     moisnais=vector(1,n);
     annais=vector(1,n);
     moisdc=vector(1,n);
     andc=vector(1,n);
     agedc=vector(1,n);
     cod=ivector(1,n);
     weight=vector(1,n);
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
     mint=matrix(1,maxwav,1,n);
     anint=matrix(1,maxwav,1,n);
     s=imatrix(1,maxwav+1,1,n);
     tab=ivector(1,NCOVMAX);
     ncodemax=ivector(1,8);
   
     i=1;
     while (fgets(line, MAXLINE, fic) != NULL)    {
       if ((i >= firstobs) && (i <=lastobs)) {
           
         for (j=maxwav;j>=1;j--){
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb); 
           strcpy(line,stra);
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         }
           
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
         for (j=ncovcol;j>=1;j--){
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         } 
         lstra=strlen(stra);
         if(lstra > 9){ /* More than 2**32 or max of what printf can write with %ld */
           stratrunc = &(stra[lstra-9]);
           num[i]=atol(stratrunc);
         }
         else
           num[i]=atol(stra);
           
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
           printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/
   
         i=i+1;
       }
     }
     /* printf("ii=%d", ij);
        scanf("%d",i);*/
     imx=i-1; /* Number of individuals */
   
     /* for (i=1; i<=imx; i++){
       if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
       if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
       if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
       }*/
      /*  for (i=1; i<=imx; i++){
        if (s[4][i]==9)  s[4][i]=-1; 
        printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));}*/
     
    for (i=1; i<=imx; i++)
    
      /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
        else weight[i]=1;*/
   
     /* Calculation of the number of parameter from char model*/
     Tvar=ivector(1,15); /* stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
     Tprod=ivector(1,15); 
     Tvaraff=ivector(1,15); 
     Tvard=imatrix(1,15,1,2);
     Tage=ivector(1,15);      
      
     if (strlen(model) >1){ /* If there is at least 1 covariate */
       j=0, j1=0, k1=1, k2=1;
       j=nbocc(model,'+'); /* j=Number of '+' */
       j1=nbocc(model,'*'); /* j1=Number of '*' */
       cptcovn=j+1; 
       cptcovprod=j1; /*Number of products */
       
       strcpy(modelsav,model); 
       if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
         printf("Error. Non available option model=%s ",model);
         fprintf(ficlog,"Error. Non available option model=%s ",model);
         goto end;
       }
       
       /* This loop fills the array Tvar from the string 'model'.*/
   
       for(i=(j+1); i>=1;i--){
         cutv(stra,strb,modelsav,'+'); /* keeps in strb after the last + */ 
         if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
         /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
         /*scanf("%d",i);*/
         if (strchr(strb,'*')) {  /* Model includes a product */
           cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn (if not *age)*/
           if (strcmp(strc,"age")==0) { /* Vn*age */
             cptcovprod--;
             cutv(strb,stre,strd,'V');
             Tvar[i]=atoi(stre); /* computes n in Vn and stores in Tvar*/
             cptcovage++;
               Tage[cptcovage]=i;
               /*printf("stre=%s ", stre);*/
           }
           else if (strcmp(strd,"age")==0) { /* or age*Vn */
             cptcovprod--;
             cutv(strb,stre,strc,'V');
             Tvar[i]=atoi(stre);
             cptcovage++;
             Tage[cptcovage]=i;
           }
           else {  /* Age is not in the model */
             cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n*/
             Tvar[i]=ncovcol+k1;
             cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
             Tprod[k1]=i;
             Tvard[k1][1]=atoi(strc); /* m*/
             Tvard[k1][2]=atoi(stre); /* n */
             Tvar[cptcovn+k2]=Tvard[k1][1];
             Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
             for (k=1; k<=lastobs;k++) 
               covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
             k1++;
             k2=k2+2;
           }
         }
         else { /* no more sum */
           /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
          /*  scanf("%d",i);*/
         cutv(strd,strc,strb,'V');
         Tvar[i]=atoi(strc);
         }
         strcpy(modelsav,stra);  
         /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
           scanf("%d",i);*/
       } /* end of loop + */
     } /* end model */
     
     /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
       If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
   
     /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
     printf("cptcovprod=%d ", cptcovprod);
     fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
   
     scanf("%d ",i);
     fclose(fic);*/
   
       /*  if(mle==1){*/
     if (weightopt != 1) { /* Maximisation without weights*/
       for(i=1;i<=n;i++) weight[i]=1.0;
     }
       /*-calculation of age at interview from date of interview and age at death -*/
     agev=matrix(1,maxwav,1,imx);
   
     for (i=1; i<=imx; i++) {
       for(m=2; (m<= maxwav); m++) {
         if (((int)mint[m][i]== 99) && (s[m][i] <= nlstate)){
           anint[m][i]=9999;
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]==9999 && s[m][i]>nlstate){
           nberr++;
           printf("Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           fprintf(ficlog,"Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
           nberr++;
           printf("Error! Month of death of individual %ld on line %d was unknown %2d, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,(int)moisdc[i]); 
           fprintf(ficlog,"Error! Month of death of individual %ld on line %d was unknown %f, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,moisdc[i]); 
           s[m][i]=-1; /* We prefer to skip it (and to skip it in version 0.8a1 too */
         }
       }
     }
   
     for (i=1; i<=imx; i++)  {
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
       for(m=firstpass; (m<= lastpass); m++){
         if(s[m][i] >0){
           if (s[m][i] >= nlstate+1) {
             if(agedc[i]>0)
               if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
                 agev[m][i]=agedc[i];
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
               else {
                 if ((int)andc[i]!=9999){
                   nbwarn++;
                   printf("Warning negative age at death: %ld line:%d\n",num[i],i);
                   fprintf(ficlog,"Warning negative age at death: %ld line:%d\n",num[i],i);
                   agev[m][i]=-1;
                 }
               }
           }
           else if(s[m][i] !=9){ /* Standard case, age in fractional
                                    years but with the precision of a
                                    month */
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
             if((int)mint[m][i]==99 || (int)anint[m][i]==9999)
               agev[m][i]=1;
             else if(agev[m][i] <agemin){ 
               agemin=agev[m][i];
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
             }
             else if(agev[m][i] >agemax){
               agemax=agev[m][i];
               /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
             }
             /*agev[m][i]=anint[m][i]-annais[i];*/
             /*     agev[m][i] = age[i]+2*m;*/
           }
           else { /* =9 */
             agev[m][i]=1;
             s[m][i]=-1;
           }
         }
         else /*= 0 Unknown */
           agev[m][i]=1;
       }
       
     }
     for (i=1; i<=imx; i++)  {
       for(m=firstpass; (m<=lastpass); m++){
         if (s[m][i] > (nlstate+ndeath)) {
           nberr++;
           printf("Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           fprintf(ficlog,"Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           goto end;
         }
       }
     }
   
     /*for (i=1; i<=imx; i++){
     for (m=firstpass; (m<lastpass); m++){
        printf("%ld %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
   }
   
   }*/
   
     printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
     fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
   
     free_vector(severity,1,maxwav);
     free_imatrix(outcome,1,maxwav+1,1,n);
     free_vector(moisnais,1,n);
     free_vector(annais,1,n);
     /* free_matrix(mint,1,maxwav,1,n);
        free_matrix(anint,1,maxwav,1,n);*/
     free_vector(moisdc,1,n);
     free_vector(andc,1,n);
   
      
     wav=ivector(1,imx);
     dh=imatrix(1,lastpass-firstpass+1,1,imx);
     bh=imatrix(1,lastpass-firstpass+1,1,imx);
     mw=imatrix(1,lastpass-firstpass+1,1,imx);
      
     /* Concatenates waves */
     concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
   
     /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
   
     Tcode=ivector(1,100);
     nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
     ncodemax[1]=1;
     if (cptcovn > 0) tricode(Tvar,nbcode,imx);
         
     codtab=imatrix(1,100,1,10); /* Cross tabulation to get the order of 
                                    the estimations*/
     h=0;
     m=pow(2,cptcoveff);
    
     for(k=1;k<=cptcoveff; k++){
       for(i=1; i <=(m/pow(2,k));i++){
         for(j=1; j <= ncodemax[k]; j++){
           for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
             h++;
             if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;
             /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/
           } 
         }
       }
     } 
     /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
        codtab[1][2]=1;codtab[2][2]=2; */
     /* for(i=1; i <=m ;i++){ 
        for(k=1; k <=cptcovn; k++){
        printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
        }
        printf("\n");
        }
        scanf("%d",i);*/
       
     /*------------ gnuplot -------------*/
     strcpy(optionfilegnuplot,optionfilefiname);
     strcat(optionfilegnuplot,".gp");
     if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
       printf("Problem with file %s",optionfilegnuplot);
     }
     else{
       fprintf(ficgp,"\n# %s\n", version); 
       fprintf(ficgp,"# %s\n", optionfilegnuplot); 
       fprintf(ficgp,"set missing 'NaNq'\n");
     }
     /*  fclose(ficgp);*/
     /*--------- index.htm --------*/
   
     strcpy(optionfilehtm,optionfilefiname); /* Main html file */
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
     }
   
     strcpy(optionfilehtmcov,optionfilefiname); /* Only for matrix of covariance */
     strcat(optionfilehtmcov,"-cov.htm");
     if((fichtmcov=fopen(optionfilehtmcov,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtmcov), exit(0);
     }
     else{
     fprintf(fichtmcov,"<body>\n<title>IMaCh Cov %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model);
     }
   
     fprintf(fichtm,"<body>\n<title>IMaCh %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n\
   \n\
   <hr  size=\"2\" color=\"#EC5E5E\">\
    <ul><li><h4>Parameter files</h4>\n\
    - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n\
    - Log file of the run: <a href=\"%s\">%s</a><br>\n\
    - Gnuplot file name: <a href=\"%s\">%s</a><br>\n\
    - Date and time at start: %s</ul>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model,\
             fileres,fileres,\
             filelog,filelog,optionfilegnuplot,optionfilegnuplot,strstart);
     fflush(fichtm);
   
     strcpy(pathr,path);
     strcat(pathr,optionfilefiname);
     chdir(optionfilefiname); /* Move to directory named optionfile */
     strcpy(lfileres,fileres);
     strcat(lfileres,"/");
     strcat(lfileres,optionfilefiname);
     
     /* Calculates basic frequencies. Computes observed prevalence at single age
        and prints on file fileres'p'. */
     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);
   
     fprintf(fichtm,"\n");
     fprintf(fichtm,"<br>Total number of observations=%d <br>\n\
   Youngest age at first (selected) pass %.2f, oldest age %.2f<br>\n\
   Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n",\
             imx,agemin,agemax,jmin,jmax,jmean);
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
       
      
     /* For Powell, parameters are in a vector p[] starting at p[1]
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */
   
     globpr=0; /* To get the number ipmx of contributions and the sum of weights*/
     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
     printf("First Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
     for (k=1; k<=npar;k++)
       printf(" %d %8.5f",k,p[k]);
     printf("\n");
     globpr=1; /* to print the contributions */
     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
     printf("Second Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
     for (k=1; k<=npar;k++)
       printf(" %d %8.5f",k,p[k]);
     printf("\n");
     if(mle>=1){ /* Could be 1 or 2 */
       mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
     }
       
     /*--------- results files --------------*/
     fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle= 0 weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate, ndeath, maxwav, weightopt,model);
     
   
     jk=1;
     fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) 
           {
             printf("%d%d ",i,k);
             fprintf(ficlog,"%d%d ",i,k);
             fprintf(ficres,"%1d%1d ",i,k);
             for(j=1; j <=ncovmodel; j++){
               printf("%f ",p[jk]);
               fprintf(ficlog,"%f ",p[jk]);
               fprintf(ficres,"%f ",p[jk]);
               jk++; 
             }
             printf("\n");
             fprintf(ficlog,"\n");
             fprintf(ficres,"\n");
           }
       }
     }
     if(mle!=0){
       /* Computing hessian and covariance matrix */
       ftolhess=ftol; /* Usually correct */
       hesscov(matcov, p, npar, delti, ftolhess, func);
     }
     fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath; j++){
         if (j!=i) {
           fprintf(ficres,"%1d%1d",i,j);
           printf("%1d%1d",i,j);
           fprintf(ficlog,"%1d%1d",i,j);
           for(k=1; k<=ncovmodel;k++){
             printf(" %.5e",delti[jk]);
             fprintf(ficlog," %.5e",delti[jk]);
             fprintf(ficres," %.5e",delti[jk]);
             jk++;
           }
           printf("\n");
           fprintf(ficlog,"\n");
           fprintf(ficres,"\n");
         }
       }
     }
      
     fprintf(ficres,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     if(mle==1)
       printf("# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     fprintf(ficlog,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     for(i=1,k=1;i<=npar;i++){
       /*  if (k>nlstate) k=1;
           i1=(i-1)/(ncovmodel*nlstate)+1; 
           fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);
           printf("%s%d%d",alph[k],i1,tab[i]);
       */
       fprintf(ficres,"%3d",i);
       if(mle==1)
         printf("%3d",i);
       fprintf(ficlog,"%3d",i);
       for(j=1; j<=i;j++){
         fprintf(ficres," %.5e",matcov[i][j]);
         if(mle==1)
           printf(" %.5e",matcov[i][j]);
         fprintf(ficlog," %.5e",matcov[i][j]);
       }
       fprintf(ficres,"\n");
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       k++;
     }
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     estepm=0;
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
     if (estepm==0 || estepm < stepm) estepm=stepm;
     if (fage <= 2) {
       bage = ageminpar;
       fage = agemaxpar;
     }
      
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mov_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);
     fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficlog,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
    
   
     dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
     dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
   
     fscanf(ficpar,"pop_based=%d\n",&popbased);
     fprintf(ficparo,"pop_based=%d\n",popbased);   
     fprintf(ficres,"pop_based=%d\n",popbased);   
     
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"prevforecast=%d starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf mobil_average=%d\n",&prevfcast,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2,&mobilavproj);
     fprintf(ficparo,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     printf("prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficlog,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficres,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     /* day and month of proj2 are not used but only year anproj2.*/
   
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"popforecast=%d popfile=%s popfiledate=%lf/%lf/%lf last-popfiledate=%lf/%lf/%lf\n",&popforecast,popfile,&jpyram,&mpyram,&anpyram,&jpyram1,&mpyram1,&anpyram1);
     fprintf(ficparo,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
     fprintf(ficres,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
   
     /*  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);*/
     /*,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
   
     replace_back_to_slash(pathc,path); /* Even gnuplot wants a / */
     printinggnuplot(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
   
     printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,\
                  model,imx,jmin,jmax,jmean,rfileres,popforecast,estepm,\
                  jprev1,mprev1,anprev1,jprev2,mprev2,anprev2);
    
     /*------------ free_vector  -------------*/
     /*  chdir(path); */
    
     free_ivector(wav,1,imx);
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(bh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
     free_lvector(num,1,n);
     free_vector(agedc,1,n);
     /*free_matrix(covar,0,NCOVMAX,1,n);*/
     /*free_matrix(covar,1,NCOVMAX,1,n);*/
     fclose(ficparo);
     fclose(ficres);
   
   
     /*--------------- Prevalence limit  (stable prevalence) --------------*/
     
     strcpy(filerespl,"pl");
     strcat(filerespl,fileres);
     if((ficrespl=fopen(filerespl,"w"))==NULL) {
       printf("Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
       fprintf(ficlog,"Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
     }
     printf("Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficlog,"Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficrespl,"#Stable prevalence \n");
     fprintf(ficrespl,"#Age ");
     for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
     fprintf(ficrespl,"\n");
     
     prlim=matrix(1,nlstate,1,nlstate);
   
     agebase=ageminpar;
     agelim=agemaxpar;
     ftolpl=1.e-10;
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
         fprintf(ficrespl,"\n#******");
         printf("\n#******");
         fprintf(ficlog,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespl,"******\n");
         printf("******\n");
         fprintf(ficlog,"******\n");
           
         for (age=agebase; age<=agelim; age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           fprintf(ficrespl,"%.0f ",age );
           for(j=1;j<=cptcoveff;j++)
             fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           for(i=1; i<=nlstate;i++)
             fprintf(ficrespl," %.5f", prlim[i][i]);
           fprintf(ficrespl,"\n");
         }
       }
     }
     fclose(ficrespl);
   
     /*------------- h Pij x at various ages ------------*/
     
     strcpy(filerespij,"pij");  strcat(filerespij,fileres);
     if((ficrespij=fopen(filerespij,"w"))==NULL) {
       printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
       fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij);goto end;
     }
     printf("Computing pij: result on file '%s' \n", filerespij);
     fprintf(ficlog,"Computing pij: result on file '%s' \n", filerespij);
     
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     /*if (stepm<=24) stepsize=2;*/
   
     agelim=AGESUP;
     hstepm=stepsize*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
   
     /* hstepm=1;   aff par mois*/
   
     fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x ");
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficrespij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrespij,"******\n");
           
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   
           /*        nhstepm=nhstepm*YEARM; aff par mois*/
   
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           oldm=oldms;savm=savms;
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j=");
           for(i=1; i<=nlstate;i++)
             for(j=1; j<=nlstate+ndeath;j++)
               fprintf(ficrespij," %1d-%1d",i,j);
           fprintf(ficrespij,"\n");
           for (h=0; h<=nhstepm; h++){
             fprintf(ficrespij,"%d %3.f %3.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
             for(i=1; i<=nlstate;i++)
               for(j=1; j<=nlstate+ndeath;j++)
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);
             fprintf(ficrespij,"\n");
           }
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           fprintf(ficrespij,"\n");
         }
       }
     }
   
     varprob(optionfilefiname, matcov, p, delti, nlstate, bage, fage,k,Tvar,nbcode, ncodemax);
   
     fclose(ficrespij);
   
     probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     /*---------- Forecasting ------------------*/
     /*if((stepm == 1) && (strcmp(model,".")==0)){*/
     if(prevfcast==1){
       /*    if(stepm ==1){*/
         prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
         /* (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);*/
   /*      }  */
   /*      else{ */
   /*        erreur=108; */
   /*        printf("Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*        fprintf(ficlog,"Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*      } */
     }
     
   
     /*---------- Health expectancies and variances ------------*/
   
     strcpy(filerest,"t");
     strcat(filerest,fileres);
     if((ficrest=fopen(filerest,"w"))==NULL) {
       printf("Problem with total LE resultfile: %s\n", filerest);goto end;
       fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
     }
     printf("Computing Total LEs with variances: file '%s' \n", filerest); 
     fprintf(ficlog,"Computing Total LEs with variances: file '%s' \n", filerest); 
   
   
     strcpy(filerese,"e");
     strcat(filerese,fileres);
     if((ficreseij=fopen(filerese,"w"))==NULL) {
       printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
       fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
     }
     printf("Computing Health Expectancies: result on file '%s' \n", filerese);
     fprintf(ficlog,"Computing Health Expectancies: result on file '%s' \n", filerese);
   
     strcpy(fileresv,"v");
     strcat(fileresv,fileres);
     if((ficresvij=fopen(fileresv,"w"))==NULL) {
       printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
       fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
     }
     printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
     fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
   
     /* Computes prevalence between agemin (i.e minimal age computed) and no more ageminpar */
     prevalence(probs, agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     /*  printf("ageminpar=%f, agemax=%f, s[lastpass][imx]=%d, agev[lastpass][imx]=%f, nlstate=%d, imx=%d,  mint[lastpass][imx]=%f, anint[lastpass][imx]=%f,dateprev1=%f, dateprev2=%f, firstpass=%d, lastpass=%d\n",\
   ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
     */
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1; 
         fprintf(ficrest,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrest,"******\n");
   
         fprintf(ficreseij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficreseij,"******\n");
   
         fprintf(ficresvij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvij,"******\n");
   
         eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov);  
    
         vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,0, mobilav);
         if(popbased==1){
           varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,popbased,mobilav);
         }
   
    
         fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
         for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
         fprintf(ficrest,"\n");
   
         epj=vector(1,nlstate+1);
         for(age=bage; age <=fage ;age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           if (popbased==1) {
             if(mobilav ==0){
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=probs[(int)age][i][k];
             }else{ /* mobilav */ 
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=mobaverage[(int)age][i][k];
             }
           }
           
           fprintf(ficrest," %4.0f",age);
           for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
             for(i=1, epj[j]=0.;i <=nlstate;i++) {
               epj[j] += prlim[i][i]*eij[i][j][(int)age];
               /*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
             }
             epj[nlstate+1] +=epj[j];
           }
   
           for(i=1, vepp=0.;i <=nlstate;i++)
             for(j=1;j <=nlstate;j++)
               vepp += vareij[i][j][(int)age];
           fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
           for(j=1;j <=nlstate;j++){
             fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
           }
           fprintf(ficrest,"\n");
         }
         free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_vector(epj,1,nlstate+1);
       }
     }
     free_vector(weight,1,n);
     free_imatrix(Tvard,1,15,1,2);
     free_imatrix(s,1,maxwav+1,1,n);
     free_matrix(anint,1,maxwav,1,n); 
     free_matrix(mint,1,maxwav,1,n);
     free_ivector(cod,1,n);
     free_ivector(tab,1,NCOVMAX);
     fclose(ficreseij);
     fclose(ficresvij);
     fclose(ficrest);
     fclose(ficpar);
     
     /*------- Variance of stable prevalence------*/   
   
     strcpy(fileresvpl,"vpl");
     strcat(fileresvpl,fileres);
     if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
       printf("Problem with variance of stable prevalence  resultfile: %s\n", fileresvpl);
       exit(0);
     }
     printf("Computing Variance-covariance of stable prevalence: file '%s' \n", fileresvpl);
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficresvpl,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvpl,"******\n");
         
         varpl=matrix(1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
         free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
       }
     }
   
     fclose(ficresvpl);
   
     /*---------- End : free ----------------*/
     free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
     
     free_matrix(covar,0,NCOVMAX,1,n);
     free_matrix(matcov,1,npar,1,npar);
     /*free_vector(delti,1,npar);*/
     free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
     free_matrix(agev,1,maxwav,1,imx);
     free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     free_ivector(ncodemax,1,8);
     free_ivector(Tvar,1,15);
     free_ivector(Tprod,1,15);
     free_ivector(Tvaraff,1,15);
     free_ivector(Tage,1,15);
     free_ivector(Tcode,1,100);
   
     fflush(fichtm);
     fflush(ficgp);
     
   
     if((nberr >0) || (nbwarn>0)){
       printf("End of Imach with %d errors and/or warnings %d\n",nberr,nbwarn);
       fprintf(ficlog,"End of Imach with %d errors and/or warnings %d\n",nberr,nbwarn);
     }else{
       printf("End of Imach\n");
       fprintf(ficlog,"End of Imach\n");
     }
     printf("See log file on %s\n",filelog);
     /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
     (void) gettimeofday(&end_time,&tzp);
     tm = *localtime(&end_time.tv_sec);
     tmg = *gmtime(&end_time.tv_sec);
     strcpy(strtend,asctime(&tm));
     printf("Localtime at start %s\nLocaltime at end   %s",strstart, strtend); 
     fprintf(ficlog,"Localtime at start %s\nLocal time at end   %s\n",strstart, strtend); 
     printf("Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
   
     printf("Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     fprintf(ficlog,"Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
     fprintf(ficlog,"Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     /*  printf("Total time was %d uSec.\n", total_usecs);*/
   /*   if(fileappend(fichtm,optionfilehtm)){ */
     fprintf(fichtm,"<br>Local time at start %s<br>Local time at end   %s<br>",strstart, strtend);
     fclose(fichtm);
     fclose(fichtmcov);
     fclose(ficgp);
     fclose(ficlog);
     /*------ End -----------*/
   
     chdir(path);
     strcpy(plotcmd,GNUPLOTPROGRAM);
     strcat(plotcmd," ");
     strcat(plotcmd,optionfilegnuplot);
     printf("Starting graphs with: %s",plotcmd);fflush(stdout);
     if((outcmd=system(plotcmd)) != 0){
       printf(" Problem with gnuplot\n");
     }
     printf(" Wait...");
     while (z[0] != 'q') {
       /* chdir(path); */
       printf("\nType e to edit output files, g to graph again and q for exiting: ");
       scanf("%s",z);
   /*     if (z[0] == 'c') system("./imach"); */
       if (z[0] == 'e') system(optionfilehtm);
       else if (z[0] == 'g') system(plotcmd);
       else if (z[0] == 'q') exit(0);
     }
     end:
     while (z[0] != 'q') {
       printf("\nType  q for exiting: ");
       scanf("%s",z);
     }
   }
   
   
   

Removed from v.1.5  
changed lines
  Added in v.1.92


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