Diff for /imach/src/imach.c between versions 1.5 and 1.97

version 1.5, 2001/05/02 17:42:45 version 1.97, 2004/02/20 13:25:42
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 1.97  2004/02/20 13:25:42  lievre
   individuals from different ages are interviewed on their health status    Version 0.96d. Population forecasting command line is (temporarily)
   or degree of  disability. At least a second wave of interviews    suppressed.
   ("longitudinal") should  measure each new individual health status.  
   Health expectancies are computed from the transistions observed between    Revision 1.96  2003/07/15 15:38:55  brouard
   waves and are computed for each degree of severity of disability (number    * imach.c (Repository): Errors in subdirf, 2, 3 while printing tmpout is
   of life states). More degrees you consider, more time is necessary to    rewritten within the same printf. Workaround: many printfs.
   reach the Maximum Likelihood of the parameters involved in the model.  
   The simplest model is the multinomial logistic model where pij is    Revision 1.95  2003/07/08 07:54:34  brouard
   the probabibility to be observed in state j at the second wave conditional    * imach.c (Repository):
   to be observed in state i at the first wave. Therefore the model is:    (Repository): Using imachwizard code to output a more meaningful covariance
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'    matrix (cov(a12,c31) instead of numbers.
   is a covariate. If you want to have a more complex model than "constant and  
   age", you should modify the program where the markup    Revision 1.94  2003/06/27 13:00:02  brouard
     *Covariates have to be included here again* invites you to do it.    Just cleaning
   More covariates you add, less is the speed of the convergence.  
     Revision 1.93  2003/06/25 16:33:55  brouard
   The advantage that this computer programme claims, comes from that if the    (Module): On windows (cygwin) function asctime_r doesn't
   delay between waves is not identical for each individual, or if some    exist so I changed back to asctime which exists.
   individual missed an interview, the information is not rounded or lost, but    (Module): Version 0.96b
   taken into account using an interpolation or extrapolation.  
   hPijx is the probability to be    Revision 1.92  2003/06/25 16:30:45  brouard
   observed in state i at age x+h conditional to the observed state i at age    (Module): On windows (cygwin) function asctime_r doesn't
   x. The delay 'h' can be split into an exact number (nh*stepm) of    exist so I changed back to asctime which exists.
   unobserved intermediate  states. This elementary transition (by month or  
   quarter trimester, semester or year) is model as a multinomial logistic.    Revision 1.91  2003/06/25 15:30:29  brouard
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices    * imach.c (Repository): Duplicated warning errors corrected.
   and the contribution of each individual to the likelihood is simply hPijx.    (Repository): Elapsed time after each iteration is now output. It
     helps to forecast when convergence will be reached. Elapsed time
   Also this programme outputs the covariance matrix of the parameters but also    is stamped in powell.  We created a new html file for the graphs
   of the life expectancies. It also computes the prevalence limits.    concerning matrix of covariance. It has extension -cov.htm.
    
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    Revision 1.90  2003/06/24 12:34:15  brouard
            Institut national d'études démographiques, Paris.    (Module): Some bugs corrected for windows. Also, when
   This software have been partly granted by Euro-REVES, a concerted action    mle=-1 a template is output in file "or"mypar.txt with the design
   from the European Union.    of the covariance matrix to be input.
   It is copyrighted identically to a GNU software product, ie programme and  
   software can be distributed freely for non commercial use. Latest version    Revision 1.89  2003/06/24 12:30:52  brouard
   can be accessed at http://euroreves.ined.fr/imach .    (Module): Some bugs corrected for windows. Also, when
   **********************************************************************/    mle=-1 a template is output in file "or"mypar.txt with the design
      of the covariance matrix to be input.
 #include <math.h>  
 #include <stdio.h>    Revision 1.88  2003/06/23 17:54:56  brouard
 #include <stdlib.h>    * imach.c (Repository): Create a sub-directory where all the secondary files are. Only imach, htm, gp and r(imach) are on the main directory. Correct time and other things.
 #include <unistd.h>  
     Revision 1.87  2003/06/18 12:26:01  brouard
 #define MAXLINE 256    Version 0.96
 #define FILENAMELENGTH 80  
 /*#define DEBUG*/    Revision 1.86  2003/06/17 20:04:08  brouard
 #define windows    (Module): Change position of html and gnuplot routines and added
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    routine fileappend.
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */  
     Revision 1.85  2003/06/17 13:12:43  brouard
     * imach.c (Repository): Check when date of death was earlier that
     current date of interview. It may happen when the death was just
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    prior to the death. In this case, dh was negative and likelihood
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    was wrong (infinity). We still send an "Error" but patch by
     assuming that the date of death was just one stepm after the
 #define NINTERVMAX 8    interview.
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    (Repository): Because some people have very long ID (first column)
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */    we changed int to long in num[] and we added a new lvector for
 #define NCOVMAX 8 /* Maximum number of covariates */    memory allocation. But we also truncated to 8 characters (left
 #define MAXN 20000    truncation)
 #define YEARM 12. /* Number of months per year */    (Repository): No more line truncation errors.
 #define AGESUP 130  
 #define AGEBASE 40    Revision 1.84  2003/06/13 21:44:43  brouard
     * imach.c (Repository): Replace "freqsummary" at a correct
     place. It differs from routine "prevalence" which may be called
 int nvar;    many times. Probs is memory consuming and must be used with
 static int cptcov;    parcimony.
 int cptcovn;    Version 0.95a3 (should output exactly the same maximization than 0.8a2)
 int npar=NPARMAX;  
 int nlstate=2; /* Number of live states */    Revision 1.83  2003/06/10 13:39:11  lievre
 int ndeath=1; /* Number of dead states */    *** empty log message ***
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */  
     Revision 1.82  2003/06/05 15:57:20  brouard
 int *wav; /* Number of waves for this individuual 0 is possible */    Add log in  imach.c and  fullversion number is now printed.
 int maxwav; /* Maxim number of waves */  
 int mle, weightopt;  */
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */  /*
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */     Interpolated Markov Chain
 double **oldm, **newm, **savm; /* Working pointers to matrices */  
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    Short summary of the programme:
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;    
 FILE *ficgp, *fichtm;    This program computes Healthy Life Expectancies from
 FILE *ficreseij;    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
   char filerese[FILENAMELENGTH];    first survey ("cross") where individuals from different ages are
  FILE  *ficresvij;    interviewed on their health status or degree of disability (in the
   char fileresv[FILENAMELENGTH];    case of a health survey which is our main interest) -2- at least a
  FILE  *ficresvpl;    second wave of interviews ("longitudinal") which measure each change
   char fileresvpl[FILENAMELENGTH];    (if any) in individual health status.  Health expectancies are
     computed from the time spent in each health state according to a
     model. More health states you consider, more time is necessary to reach the
     Maximum Likelihood of the parameters involved in the model.  The
     simplest model is the multinomial logistic model where pij is the
 #define NR_END 1    probability to be observed in state j at the second wave
 #define FREE_ARG char*    conditional to be observed in state i at the first wave. Therefore
 #define FTOL 1.0e-10    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
     'age' is age and 'sex' is a covariate. If you want to have a more
 #define NRANSI    complex model than "constant and age", you should modify the program
 #define ITMAX 200    where the markup *Covariates have to be included here again* invites
     you to do it.  More covariates you add, slower the
 #define TOL 2.0e-4    convergence.
   
 #define CGOLD 0.3819660    The advantage of this computer programme, compared to a simple
 #define ZEPS 1.0e-10    multinomial logistic model, is clear when the delay between waves is not
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);    identical for each individual. Also, if a individual missed an
     intermediate interview, the information is lost, but taken into
 #define GOLD 1.618034    account using an interpolation or extrapolation.  
 #define GLIMIT 100.0  
 #define TINY 1.0e-20    hPijx is the probability to be observed in state i at age x+h
     conditional to the observed state i at age x. The delay 'h' can be
 static double maxarg1,maxarg2;    split into an exact number (nh*stepm) of unobserved intermediate
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))    states. This elementary transition (by month, quarter,
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))    semester or year) is modelled as a multinomial logistic.  The hPx
      matrix is simply the matrix product of nh*stepm elementary matrices
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))    and the contribution of each individual to the likelihood is simply
 #define rint(a) floor(a+0.5)    hPijx.
   
 static double sqrarg;    Also this programme outputs the covariance matrix of the parameters but also
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)    of the life expectancies. It also computes the stable prevalence. 
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}    
     Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
 int imx;             Institut national d'études démographiques, Paris.
 int stepm;    This software have been partly granted by Euro-REVES, a concerted action
 /* Stepm, step in month: minimum step interpolation*/    from the European Union.
     It is copyrighted identically to a GNU software product, ie programme and
 int m,nb;    software can be distributed freely for non commercial use. Latest version
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax;    can be accessed at http://euroreves.ined.fr/imach .
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;  
 double **pmmij;    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
     or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
 double *weight;    
 int **s; /* Status */    **********************************************************************/
 double *agedc, **covar, idx;  /*
 int **nbcode, *Tcode, *Tvar, **codtab;    main
     read parameterfile
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */    read datafile
 double ftolhess; /* Tolerance for computing hessian */    concatwav
     freqsummary
     if (mle >= 1)
 static  int split( char *path, char *dirc, char *name )      mlikeli
 {    print results files
    char *s;                             /* pointer */    if mle==1 
    int  l1, l2;                         /* length counters */       computes hessian
     read end of parameter file: agemin, agemax, bage, fage, estepm
    l1 = strlen( path );                 /* length of path */        begin-prev-date,...
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );    open gnuplot file
    s = strrchr( path, '\\' );           /* find last / */    open html file
    if ( s == NULL ) {                   /* no directory, so use current */    stable prevalence
 #if     defined(__bsd__)                /* get current working directory */     for age prevalim()
       extern char       *getwd( );    h Pij x
     variance of p varprob
       if ( getwd( dirc ) == NULL ) {    forecasting if prevfcast==1 prevforecast call prevalence()
 #else    health expectancies
       extern char       *getcwd( );    Variance-covariance of DFLE
     prevalence()
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {     movingaverage()
 #endif    varevsij() 
          return( GLOCK_ERROR_GETCWD );    if popbased==1 varevsij(,popbased)
       }    total life expectancies
       strcpy( name, path );             /* we've got it */    Variance of stable prevalence
    } else {                             /* strip direcotry from path */   end
       s++;                              /* after this, the filename */  */
       l2 = strlen( s );                 /* length of filename */  
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );  
       strcpy( name, s );                /* save file name */  
       strncpy( dirc, path, l1 - l2 );   /* now the directory */   
       dirc[l1-l2] = 0;                  /* add zero */  #include <math.h>
    }  #include <stdio.h>
    l1 = strlen( dirc );                 /* length of directory */  #include <stdlib.h>
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  #include <unistd.h>
    return( 0 );                         /* we're done */  
 }  #include <sys/time.h>
   #include <time.h>
   #include "timeval.h"
 /******************************************/  
   /* #include <libintl.h> */
 void replace(char *s, char*t)  /* #define _(String) gettext (String) */
 {  
   int i;  #define MAXLINE 256
   int lg=20;  #define GNUPLOTPROGRAM "gnuplot"
   i=0;  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
   lg=strlen(t);  #define FILENAMELENGTH 132
   for(i=0; i<= lg; i++) {  /*#define DEBUG*/
     (s[i] = t[i]);  /*#define windows*/
     if (t[i]== '\\') s[i]='/';  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
   }  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
 }  
   #define MAXPARM 30 /* Maximum number of parameters for the optimization */
 int nbocc(char *s, char occ)  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
 {  
   int i,j=0;  #define NINTERVMAX 8
   int lg=20;  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
   i=0;  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
   lg=strlen(s);  #define NCOVMAX 8 /* Maximum number of covariates */
   for(i=0; i<= lg; i++) {  #define MAXN 20000
   if  (s[i] == occ ) j++;  #define YEARM 12. /* Number of months per year */
   }  #define AGESUP 130
   return j;  #define AGEBASE 40
 }  #ifdef unix
   #define DIRSEPARATOR '/'
 void cutv(char *u,char *v, char*t, char occ)  #define ODIRSEPARATOR '\\'
 {  #else
   int i,lg,j,p;  #define DIRSEPARATOR '\\'
   i=0;  #define ODIRSEPARATOR '/'
   for(j=0; j<=strlen(t)-1; j++) {  #endif
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;  
   }  /* $Id$ */
   /* $State$ */
   lg=strlen(t);  
   for(j=0; j<p; j++) {  char version[]="Imach version 0.96d, February 2004, INED-EUROREVES ";
     (u[j] = t[j]);  char fullversion[]="$Revision$ $Date$"; 
     u[p]='\0';  int erreur, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
   }  int nvar;
   int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
    for(j=0; j<= lg; j++) {  int npar=NPARMAX;
     if (j>=(p+1))(v[j-p-1] = t[j]);  int nlstate=2; /* Number of live states */
   }  int ndeath=1; /* Number of dead states */
 }  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
   int popbased=0;
 /********************** nrerror ********************/  
   int *wav; /* Number of waves for this individuual 0 is possible */
 void nrerror(char error_text[])  int maxwav; /* Maxim number of waves */
 {  int jmin, jmax; /* min, max spacing between 2 waves */
   fprintf(stderr,"ERREUR ...\n");  int gipmx, gsw; /* Global variables on the number of contributions 
   fprintf(stderr,"%s\n",error_text);                     to the likelihood and the sum of weights (done by funcone)*/
   exit(1);  int mle, weightopt;
 }  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
 /*********************** vector *******************/  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
 double *vector(int nl, int nh)  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
 {             * wave mi and wave mi+1 is not an exact multiple of stepm. */
   double *v;  double jmean; /* Mean space between 2 waves */
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  double **oldm, **newm, **savm; /* Working pointers to matrices */
   if (!v) nrerror("allocation failure in vector");  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
   return v-nl+NR_END;  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
 }  FILE *ficlog, *ficrespow;
   int globpr; /* Global variable for printing or not */
 /************************ free vector ******************/  double fretone; /* Only one call to likelihood */
 void free_vector(double*v, int nl, int nh)  long ipmx; /* Number of contributions */
 {  double sw; /* Sum of weights */
   free((FREE_ARG)(v+nl-NR_END));  char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
 }  FILE *ficresilk;
   FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
 /************************ivector *******************************/  FILE *ficresprobmorprev;
 int *ivector(long nl,long nh)  FILE *fichtm, *fichtmcov; /* Html File */
 {  FILE *ficreseij;
   int *v;  char filerese[FILENAMELENGTH];
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  FILE  *ficresvij;
   if (!v) nrerror("allocation failure in ivector");  char fileresv[FILENAMELENGTH];
   return v-nl+NR_END;  FILE  *ficresvpl;
 }  char fileresvpl[FILENAMELENGTH];
   char title[MAXLINE];
 /******************free ivector **************************/  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
 void free_ivector(int *v, long nl, long nh)  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
 {  char tmpout[FILENAMELENGTH],  tmpout2[FILENAMELENGTH]; 
   free((FREE_ARG)(v+nl-NR_END));  char command[FILENAMELENGTH];
 }  int  outcmd=0;
   
 /******************* imatrix *******************************/  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
 int **imatrix(long nrl, long nrh, long ncl, long nch)  
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */  char filelog[FILENAMELENGTH]; /* Log file */
 {  char filerest[FILENAMELENGTH];
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  char fileregp[FILENAMELENGTH];
   int **m;  char popfile[FILENAMELENGTH];
    
   /* allocate pointers to rows */  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  
   if (!m) nrerror("allocation failure 1 in matrix()");  struct timeval start_time, end_time, curr_time, last_time, forecast_time;
   m += NR_END;  struct timezone tzp;
   m -= nrl;  extern int gettimeofday();
    struct tm tmg, tm, tmf, *gmtime(), *localtime();
    long time_value;
   /* allocate rows and set pointers to them */  extern long time();
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  char strcurr[80], strfor[80];
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  
   m[nrl] += NR_END;  #define NR_END 1
   m[nrl] -= ncl;  #define FREE_ARG char*
    #define FTOL 1.0e-10
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  
    #define NRANSI 
   /* return pointer to array of pointers to rows */  #define ITMAX 200 
   return m;  
 }  #define TOL 2.0e-4 
   
 /****************** free_imatrix *************************/  #define CGOLD 0.3819660 
 void free_imatrix(m,nrl,nrh,ncl,nch)  #define ZEPS 1.0e-10 
       int **m;  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
       long nch,ncl,nrh,nrl;  
      /* free an int matrix allocated by imatrix() */  #define GOLD 1.618034 
 {  #define GLIMIT 100.0 
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  #define TINY 1.0e-20 
   free((FREE_ARG) (m+nrl-NR_END));  
 }  static double maxarg1,maxarg2;
   #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
 /******************* matrix *******************************/  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
 double **matrix(long nrl, long nrh, long ncl, long nch)    
 {  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;  #define rint(a) floor(a+0.5)
   double **m;  
   static double sqrarg;
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
   if (!m) nrerror("allocation failure 1 in matrix()");  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
   m += NR_END;  
   m -= nrl;  int imx; 
   int stepm;
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  /* Stepm, step in month: minimum step interpolation*/
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  
   m[nrl] += NR_END;  int estepm;
   m[nrl] -= ncl;  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
   
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  int m,nb;
   return m;  long *num;
 }  int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
   double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
 /*************************free matrix ************************/  double **pmmij, ***probs;
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)  double dateintmean=0;
 {  
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  double *weight;
   free((FREE_ARG)(m+nrl-NR_END));  int **s; /* Status */
 }  double *agedc, **covar, idx;
   int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
 /******************* ma3x *******************************/  
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
 {  double ftolhess; /* Tolerance for computing hessian */
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;  
   double ***m;  /**************** split *************************/
   static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  {
   if (!m) nrerror("allocation failure 1 in matrix()");    char  *ss;                            /* pointer */
   m += NR_END;    int   l1, l2;                         /* length counters */
   m -= nrl;  
     l1 = strlen(path );                   /* length of path */
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
   m[nrl] += NR_END;    if ( ss == NULL ) {                   /* no directory, so use current */
   m[nrl] -= ncl;      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
         printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;      /* get current working directory */
       /*    extern  char* getcwd ( char *buf , int len);*/
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");        return( GLOCK_ERROR_GETCWD );
   m[nrl][ncl] += NR_END;      }
   m[nrl][ncl] -= nll;      strcpy( name, path );               /* we've got it */
   for (j=ncl+1; j<=nch; j++)    } else {                              /* strip direcotry from path */
     m[nrl][j]=m[nrl][j-1]+nlay;      ss++;                               /* after this, the filename */
        l2 = strlen( ss );                  /* length of filename */
   for (i=nrl+1; i<=nrh; i++) {      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;      strcpy( name, ss );         /* save file name */
     for (j=ncl+1; j<=nch; j++)      strncpy( dirc, path, l1 - l2 );     /* now the directory */
       m[i][j]=m[i][j-1]+nlay;      dirc[l1-l2] = 0;                    /* add zero */
   }    }
   return m;    l1 = strlen( dirc );                  /* length of directory */
 }    /*#ifdef windows
     if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
 /*************************free ma3x ************************/  #else
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
 {  #endif
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));    */
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    ss = strrchr( name, '.' );            /* find last / */
   free((FREE_ARG)(m+nrl-NR_END));    ss++;
 }    strcpy(ext,ss);                       /* save extension */
     l1= strlen( name);
 /***************** f1dim *************************/    l2= strlen(ss)+1;
 extern int ncom;    strncpy( finame, name, l1-l2);
 extern double *pcom,*xicom;    finame[l1-l2]= 0;
 extern double (*nrfunc)(double []);    return( 0 );                          /* we're done */
    }
 double f1dim(double x)  
 {  
   int j;  /******************************************/
   double f;  
   double *xt;  void replace_back_to_slash(char *s, char*t)
    {
   xt=vector(1,ncom);    int i;
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];    int lg=0;
   f=(*nrfunc)(xt);    i=0;
   free_vector(xt,1,ncom);    lg=strlen(t);
   return f;    for(i=0; i<= lg; i++) {
 }      (s[i] = t[i]);
       if (t[i]== '\\') s[i]='/';
 /*****************brent *************************/    }
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)  }
 {  
   int iter;  int nbocc(char *s, char occ)
   double a,b,d,etemp;  {
   double fu,fv,fw,fx;    int i,j=0;
   double ftemp;    int lg=20;
   double p,q,r,tol1,tol2,u,v,w,x,xm;    i=0;
   double e=0.0;    lg=strlen(s);
      for(i=0; i<= lg; i++) {
   a=(ax < cx ? ax : cx);    if  (s[i] == occ ) j++;
   b=(ax > cx ? ax : cx);    }
   x=w=v=bx;    return j;
   fw=fv=fx=(*f)(x);  }
   for (iter=1;iter<=ITMAX;iter++) {  
     xm=0.5*(a+b);  void cutv(char *u,char *v, char*t, char occ)
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);  {
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/    /* cuts string t into u and v where u is ended by char occ excluding it
     printf(".");fflush(stdout);       and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
 #ifdef DEBUG       gives u="abcedf" and v="ghi2j" */
     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);    int i,lg,j,p=0;
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */    i=0;
 #endif    for(j=0; j<=strlen(t)-1; j++) {
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
       *xmin=x;    }
       return fx;  
     }    lg=strlen(t);
     ftemp=fu;    for(j=0; j<p; j++) {
     if (fabs(e) > tol1) {      (u[j] = t[j]);
       r=(x-w)*(fx-fv);    }
       q=(x-v)*(fx-fw);       u[p]='\0';
       p=(x-v)*q-(x-w)*r;  
       q=2.0*(q-r);     for(j=0; j<= lg; j++) {
       if (q > 0.0) p = -p;      if (j>=(p+1))(v[j-p-1] = t[j]);
       q=fabs(q);    }
       etemp=e;  }
       e=d;  
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))  /********************** nrerror ********************/
         d=CGOLD*(e=(x >= xm ? a-x : b-x));  
       else {  void nrerror(char error_text[])
         d=p/q;  {
         u=x+d;    fprintf(stderr,"ERREUR ...\n");
         if (u-a < tol2 || b-u < tol2)    fprintf(stderr,"%s\n",error_text);
           d=SIGN(tol1,xm-x);    exit(EXIT_FAILURE);
       }  }
     } else {  /*********************** vector *******************/
       d=CGOLD*(e=(x >= xm ? a-x : b-x));  double *vector(int nl, int nh)
     }  {
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));    double *v;
     fu=(*f)(u);    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
     if (fu <= fx) {    if (!v) nrerror("allocation failure in vector");
       if (u >= x) a=x; else b=x;    return v-nl+NR_END;
       SHFT(v,w,x,u)  }
         SHFT(fv,fw,fx,fu)  
         } else {  /************************ free vector ******************/
           if (u < x) a=u; else b=u;  void free_vector(double*v, int nl, int nh)
           if (fu <= fw || w == x) {  {
             v=w;    free((FREE_ARG)(v+nl-NR_END));
             w=u;  }
             fv=fw;  
             fw=fu;  /************************ivector *******************************/
           } else if (fu <= fv || v == x || v == w) {  int *ivector(long nl,long nh)
             v=u;  {
             fv=fu;    int *v;
           }    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
         }    if (!v) nrerror("allocation failure in ivector");
   }    return v-nl+NR_END;
   nrerror("Too many iterations in brent");  }
   *xmin=x;  
   return fx;  /******************free ivector **************************/
 }  void free_ivector(int *v, long nl, long nh)
   {
 /****************** mnbrak ***********************/    free((FREE_ARG)(v+nl-NR_END));
   }
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,  
             double (*func)(double))  /************************lvector *******************************/
 {  long *lvector(long nl,long nh)
   double ulim,u,r,q, dum;  {
   double fu;    long *v;
      v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
   *fa=(*func)(*ax);    if (!v) nrerror("allocation failure in ivector");
   *fb=(*func)(*bx);    return v-nl+NR_END;
   if (*fb > *fa) {  }
     SHFT(dum,*ax,*bx,dum)  
       SHFT(dum,*fb,*fa,dum)  /******************free lvector **************************/
       }  void free_lvector(long *v, long nl, long nh)
   *cx=(*bx)+GOLD*(*bx-*ax);  {
   *fc=(*func)(*cx);    free((FREE_ARG)(v+nl-NR_END));
   while (*fb > *fc) {  }
     r=(*bx-*ax)*(*fb-*fc);  
     q=(*bx-*cx)*(*fb-*fa);  /******************* imatrix *******************************/
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/  int **imatrix(long nrl, long nrh, long ncl, long nch) 
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
     ulim=(*bx)+GLIMIT*(*cx-*bx);  { 
     if ((*bx-u)*(u-*cx) > 0.0) {    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
       fu=(*func)(u);    int **m; 
     } else if ((*cx-u)*(u-ulim) > 0.0) {    
       fu=(*func)(u);    /* allocate pointers to rows */ 
       if (fu < *fc) {    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))    if (!m) nrerror("allocation failure 1 in matrix()"); 
           SHFT(*fb,*fc,fu,(*func)(u))    m += NR_END; 
           }    m -= nrl; 
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {    
       u=ulim;    
       fu=(*func)(u);    /* allocate rows and set pointers to them */ 
     } else {    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
       u=(*cx)+GOLD*(*cx-*bx);    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
       fu=(*func)(u);    m[nrl] += NR_END; 
     }    m[nrl] -= ncl; 
     SHFT(*ax,*bx,*cx,u)    
       SHFT(*fa,*fb,*fc,fu)    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
       }    
 }    /* return pointer to array of pointers to rows */ 
     return m; 
 /*************** linmin ************************/  } 
   
 int ncom;  /****************** free_imatrix *************************/
 double *pcom,*xicom;  void free_imatrix(m,nrl,nrh,ncl,nch)
 double (*nrfunc)(double []);        int **m;
          long nch,ncl,nrh,nrl; 
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))       /* free an int matrix allocated by imatrix() */ 
 {  { 
   double brent(double ax, double bx, double cx,    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
                double (*f)(double), double tol, double *xmin);    free((FREE_ARG) (m+nrl-NR_END)); 
   double f1dim(double x);  } 
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,  
               double *fc, double (*func)(double));  /******************* matrix *******************************/
   int j;  double **matrix(long nrl, long nrh, long ncl, long nch)
   double xx,xmin,bx,ax;  {
   double fx,fb,fa;    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
      double **m;
   ncom=n;  
   pcom=vector(1,n);    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
   xicom=vector(1,n);    if (!m) nrerror("allocation failure 1 in matrix()");
   nrfunc=func;    m += NR_END;
   for (j=1;j<=n;j++) {    m -= nrl;
     pcom[j]=p[j];  
     xicom[j]=xi[j];    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   }    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   ax=0.0;    m[nrl] += NR_END;
   xx=1.0;    m[nrl] -= ncl;
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);  
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
 #ifdef DEBUG    return m;
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);    /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
 #endif     */
   for (j=1;j<=n;j++) {  }
     xi[j] *= xmin;  
     p[j] += xi[j];  /*************************free matrix ************************/
   }  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
   free_vector(xicom,1,n);  {
   free_vector(pcom,1,n);    free((FREE_ARG)(m[nrl]+ncl-NR_END));
 }    free((FREE_ARG)(m+nrl-NR_END));
   }
 /*************** powell ************************/  
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,  /******************* ma3x *******************************/
             double (*func)(double []))  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
 {  {
   void linmin(double p[], double xi[], int n, double *fret,    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
               double (*func)(double []));    double ***m;
   int i,ibig,j;  
   double del,t,*pt,*ptt,*xit;    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
   double fp,fptt;    if (!m) nrerror("allocation failure 1 in matrix()");
   double *xits;    m += NR_END;
   pt=vector(1,n);    m -= nrl;
   ptt=vector(1,n);  
   xit=vector(1,n);    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   xits=vector(1,n);    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   *fret=(*func)(p);    m[nrl] += NR_END;
   for (j=1;j<=n;j++) pt[j]=p[j];    m[nrl] -= ncl;
   for (*iter=1;;++(*iter)) {  
     fp=(*fret);    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
     ibig=0;  
     del=0.0;    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
     for (i=1;i<=n;i++)    m[nrl][ncl] += NR_END;
       printf(" %d %.12f",i, p[i]);    m[nrl][ncl] -= nll;
     printf("\n");    for (j=ncl+1; j<=nch; j++) 
     for (i=1;i<=n;i++) {      m[nrl][j]=m[nrl][j-1]+nlay;
       for (j=1;j<=n;j++) xit[j]=xi[j][i];    
       fptt=(*fret);    for (i=nrl+1; i<=nrh; i++) {
 #ifdef DEBUG      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
       printf("fret=%lf \n",*fret);      for (j=ncl+1; j<=nch; j++) 
 #endif        m[i][j]=m[i][j-1]+nlay;
       printf("%d",i);fflush(stdout);    }
       linmin(p,xit,n,fret,func);    return m; 
       if (fabs(fptt-(*fret)) > del) {    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
         del=fabs(fptt-(*fret));             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
         ibig=i;    */
       }  }
 #ifdef DEBUG  
       printf("%d %.12e",i,(*fret));  /*************************free ma3x ************************/
       for (j=1;j<=n;j++) {  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);  {
         printf(" x(%d)=%.12e",j,xit[j]);    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
       }    free((FREE_ARG)(m[nrl]+ncl-NR_END));
       for(j=1;j<=n;j++)    free((FREE_ARG)(m+nrl-NR_END));
         printf(" p=%.12e",p[j]);  }
       printf("\n");  
 #endif  /*************** function subdirf ***********/
     }  char *subdirf(char fileres[])
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {  {
 #ifdef DEBUG    /* Caution optionfilefiname is hidden */
       int k[2],l;    strcpy(tmpout,optionfilefiname);
       k[0]=1;    strcat(tmpout,"/"); /* Add to the right */
       k[1]=-1;    strcat(tmpout,fileres);
       printf("Max: %.12e",(*func)(p));    return tmpout;
       for (j=1;j<=n;j++)  }
         printf(" %.12e",p[j]);  
       printf("\n");  /*************** function subdirf2 ***********/
       for(l=0;l<=1;l++) {  char *subdirf2(char fileres[], char *preop)
         for (j=1;j<=n;j++) {  {
           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]);    /* Caution optionfilefiname is hidden */
         }    strcpy(tmpout,optionfilefiname);
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));    strcat(tmpout,"/");
       }    strcat(tmpout,preop);
 #endif    strcat(tmpout,fileres);
     return tmpout;
   }
       free_vector(xit,1,n);  
       free_vector(xits,1,n);  /*************** function subdirf3 ***********/
       free_vector(ptt,1,n);  char *subdirf3(char fileres[], char *preop, char *preop2)
       free_vector(pt,1,n);  {
       return;    
     }    /* Caution optionfilefiname is hidden */
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");    strcpy(tmpout,optionfilefiname);
     for (j=1;j<=n;j++) {    strcat(tmpout,"/");
       ptt[j]=2.0*p[j]-pt[j];    strcat(tmpout,preop);
       xit[j]=p[j]-pt[j];    strcat(tmpout,preop2);
       pt[j]=p[j];    strcat(tmpout,fileres);
     }    return tmpout;
     fptt=(*func)(ptt);  }
     if (fptt < fp) {  
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);  /***************** f1dim *************************/
       if (t < 0.0) {  extern int ncom; 
         linmin(p,xit,n,fret,func);  extern double *pcom,*xicom;
         for (j=1;j<=n;j++) {  extern double (*nrfunc)(double []); 
           xi[j][ibig]=xi[j][n];   
           xi[j][n]=xit[j];  double f1dim(double x) 
         }  { 
 #ifdef DEBUG    int j; 
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);    double f;
         for(j=1;j<=n;j++)    double *xt; 
           printf(" %.12e",xit[j]);   
         printf("\n");    xt=vector(1,ncom); 
 #endif    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
       }    f=(*nrfunc)(xt); 
     }    free_vector(xt,1,ncom); 
   }    return f; 
 }  } 
   
 /**** Prevalence limit ****************/  /*****************brent *************************/
   double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)  { 
 {    int iter; 
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit    double a,b,d,etemp;
      matrix by transitions matrix until convergence is reached */    double fu,fv,fw,fx;
     double ftemp;
   int i, ii,j,k;    double p,q,r,tol1,tol2,u,v,w,x,xm; 
   double min, max, maxmin, maxmax,sumnew=0.;    double e=0.0; 
   double **matprod2();   
   double **out, cov[NCOVMAX], **pmij();    a=(ax < cx ? ax : cx); 
   double **newm;    b=(ax > cx ? ax : cx); 
   double agefin, delaymax=50 ; /* Max number of years to converge */    x=w=v=bx; 
     fw=fv=fx=(*f)(x); 
   for (ii=1;ii<=nlstate+ndeath;ii++)    for (iter=1;iter<=ITMAX;iter++) { 
     for (j=1;j<=nlstate+ndeath;j++){      xm=0.5*(a+b); 
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
     }      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */      printf(".");fflush(stdout);
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){      fprintf(ficlog,".");fflush(ficlog);
     newm=savm;  #ifdef DEBUG
     /* Covariates have to be included here again */      printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
     cov[1]=1.;      fprintf(ficlog,"br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
     cov[2]=agefin;      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
     if (cptcovn>0){  #endif
       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 (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
     }        *xmin=x; 
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);        return fx; 
       } 
     savm=oldm;      ftemp=fu;
     oldm=newm;      if (fabs(e) > tol1) { 
     maxmax=0.;        r=(x-w)*(fx-fv); 
     for(j=1;j<=nlstate;j++){        q=(x-v)*(fx-fw); 
       min=1.;        p=(x-v)*q-(x-w)*r; 
       max=0.;        q=2.0*(q-r); 
       for(i=1; i<=nlstate; i++) {        if (q > 0.0) p = -p; 
         sumnew=0;        q=fabs(q); 
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];        etemp=e; 
         prlim[i][j]= newm[i][j]/(1-sumnew);        e=d; 
         max=FMAX(max,prlim[i][j]);        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
         min=FMIN(min,prlim[i][j]);          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
       }        else { 
       maxmin=max-min;          d=p/q; 
       maxmax=FMAX(maxmax,maxmin);          u=x+d; 
     }          if (u-a < tol2 || b-u < tol2) 
     if(maxmax < ftolpl){            d=SIGN(tol1,xm-x); 
       return prlim;        } 
     }      } else { 
   }        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
 }      } 
       u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
 /*************** transition probabilities **********/      fu=(*f)(u); 
       if (fu <= fx) { 
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )        if (u >= x) a=x; else b=x; 
 {        SHFT(v,w,x,u) 
   double s1, s2;          SHFT(fv,fw,fx,fu) 
   /*double t34;*/          } else { 
   int i,j,j1, nc, ii, jj;            if (u < x) a=u; else b=u; 
             if (fu <= fw || w == x) { 
     for(i=1; i<= nlstate; i++){              v=w; 
     for(j=1; j<i;j++){              w=u; 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){              fv=fw; 
         /*s2 += param[i][j][nc]*cov[nc];*/              fw=fu; 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];            } else if (fu <= fv || v == x || v == w) { 
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/              v=u; 
       }              fv=fu; 
       ps[i][j]=s2;            } 
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/          } 
     }    } 
     for(j=i+1; j<=nlstate+ndeath;j++){    nrerror("Too many iterations in brent"); 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){    *xmin=x; 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    return fx; 
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/  } 
       }  
       ps[i][j]=s2;  /****************** mnbrak ***********************/
     }  
   }  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
   for(i=1; i<= nlstate; i++){              double (*func)(double)) 
      s1=0;  { 
     for(j=1; j<i; j++)    double ulim,u,r,q, dum;
       s1+=exp(ps[i][j]);    double fu; 
     for(j=i+1; j<=nlstate+ndeath; j++)   
       s1+=exp(ps[i][j]);    *fa=(*func)(*ax); 
     ps[i][i]=1./(s1+1.);    *fb=(*func)(*bx); 
     for(j=1; j<i; j++)    if (*fb > *fa) { 
       ps[i][j]= exp(ps[i][j])*ps[i][i];      SHFT(dum,*ax,*bx,dum) 
     for(j=i+1; j<=nlstate+ndeath; j++)        SHFT(dum,*fb,*fa,dum) 
       ps[i][j]= exp(ps[i][j])*ps[i][i];        } 
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */    *cx=(*bx)+GOLD*(*bx-*ax); 
   } /* end i */    *fc=(*func)(*cx); 
     while (*fb > *fc) { 
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){      r=(*bx-*ax)*(*fb-*fc); 
     for(jj=1; jj<= nlstate+ndeath; jj++){      q=(*bx-*cx)*(*fb-*fa); 
       ps[ii][jj]=0;      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
       ps[ii][ii]=1;        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
     }      ulim=(*bx)+GLIMIT*(*cx-*bx); 
   }      if ((*bx-u)*(u-*cx) > 0.0) { 
         fu=(*func)(u); 
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){      } else if ((*cx-u)*(u-ulim) > 0.0) { 
     for(jj=1; jj<= nlstate+ndeath; jj++){        fu=(*func)(u); 
      printf("%lf ",ps[ii][jj]);        if (fu < *fc) { 
    }          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
     printf("\n ");            SHFT(*fb,*fc,fu,(*func)(u)) 
     }            } 
     printf("\n ");printf("%lf ",cov[2]);*/      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
 /*        u=ulim; 
   for(i=1; i<= npar; i++) printf("%f ",x[i]);        fu=(*func)(u); 
   goto end;*/      } else { 
     return ps;        u=(*cx)+GOLD*(*cx-*bx); 
 }        fu=(*func)(u); 
       } 
 /**************** Product of 2 matrices ******************/      SHFT(*ax,*bx,*cx,u) 
         SHFT(*fa,*fb,*fc,fu) 
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)        } 
 {  } 
   /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times  
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */  /*************** linmin ************************/
   /* in, b, out are matrice of pointers which should have been initialized  
      before: only the contents of out is modified. The function returns  int ncom; 
      a pointer to pointers identical to out */  double *pcom,*xicom;
   long i, j, k;  double (*nrfunc)(double []); 
   for(i=nrl; i<= nrh; i++)   
     for(k=ncolol; k<=ncoloh; k++)  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
       for(j=ncl,out[i][k]=0.; j<=nch; j++)  { 
         out[i][k] +=in[i][j]*b[j][k];    double brent(double ax, double bx, double cx, 
                  double (*f)(double), double tol, double *xmin); 
   return out;    double f1dim(double x); 
 }    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
                 double *fc, double (*func)(double)); 
     int j; 
 /************* Higher Matrix Product ***************/    double xx,xmin,bx,ax; 
     double fx,fb,fa;
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )   
 {    ncom=n; 
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month    pcom=vector(1,n); 
      duration (i.e. until    xicom=vector(1,n); 
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.    nrfunc=func; 
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step    for (j=1;j<=n;j++) { 
      (typically every 2 years instead of every month which is too big).      pcom[j]=p[j]; 
      Model is determined by parameters x and covariates have to be      xicom[j]=xi[j]; 
      included manually here.    } 
     ax=0.0; 
      */    xx=1.0; 
     mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
   int i, j, d, h, k;    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
   double **out, cov[NCOVMAX];  #ifdef DEBUG
   double **newm;    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
     fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
   /* Hstepm could be zero and should return the unit matrix */  #endif
   for (i=1;i<=nlstate+ndeath;i++)    for (j=1;j<=n;j++) { 
     for (j=1;j<=nlstate+ndeath;j++){      xi[j] *= xmin; 
       oldm[i][j]=(i==j ? 1.0 : 0.0);      p[j] += xi[j]; 
       po[i][j][0]=(i==j ? 1.0 : 0.0);    } 
     }    free_vector(xicom,1,n); 
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */    free_vector(pcom,1,n); 
   for(h=1; h <=nhstepm; h++){  } 
     for(d=1; d <=hstepm; d++){  
       newm=savm;  char *asc_diff_time(long time_sec, char ascdiff[])
       /* Covariates have to be included here again */  {
       cov[1]=1.;    long sec_left, days, hours, minutes;
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;    days = (time_sec) / (60*60*24);
       if (cptcovn>0){    sec_left = (time_sec) % (60*60*24);
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][k]];    hours = (sec_left) / (60*60) ;
     }    sec_left = (sec_left) %(60*60);
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/    minutes = (sec_left) /60;
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/    sec_left = (sec_left) % (60);
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,    sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
                    pmij(pmmij,cov,ncovmodel,x,nlstate));    return ascdiff;
       savm=oldm;  }
       oldm=newm;  
     }  /*************** powell ************************/
     for(i=1; i<=nlstate+ndeath; i++)  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
       for(j=1;j<=nlstate+ndeath;j++) {              double (*func)(double [])) 
         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]);    void linmin(double p[], double xi[], int n, double *fret, 
          */                double (*func)(double [])); 
       }    int i,ibig,j; 
   } /* end h */    double del,t,*pt,*ptt,*xit;
   return po;    double fp,fptt;
 }    double *xits;
     int niterf, itmp;
   
 /*************** log-likelihood *************/    pt=vector(1,n); 
 double func( double *x)    ptt=vector(1,n); 
 {    xit=vector(1,n); 
   int i, ii, j, k, mi, d;    xits=vector(1,n); 
   double l, ll[NLSTATEMAX], cov[NCOVMAX];    *fret=(*func)(p); 
   double **out;    for (j=1;j<=n;j++) pt[j]=p[j]; 
   double sw; /* Sum of weights */    for (*iter=1;;++(*iter)) { 
   double lli; /* Individual log likelihood */      fp=(*fret); 
   long ipmx;      ibig=0; 
   /*extern weight */      del=0.0; 
   /* We are differentiating ll according to initial status */      last_time=curr_time;
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/      (void) gettimeofday(&curr_time,&tzp);
   /*for(i=1;i<imx;i++)      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);
 printf(" %d\n",s[4][i]);      fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec);
   */      fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec);
       for (i=1;i<=n;i++) {
   for(k=1; k<=nlstate; k++) ll[k]=0.;        printf(" %d %.12f",i, p[i]);
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){        fprintf(ficlog," %d %.12lf",i, p[i]);
        for(mi=1; mi<= wav[i]-1; mi++){        fprintf(ficrespow," %.12lf", p[i]);
       for (ii=1;ii<=nlstate+ndeath;ii++)      }
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);      printf("\n");
             for(d=0; d<dh[mi][i]; d++){      fprintf(ficlog,"\n");
         newm=savm;      fprintf(ficrespow,"\n");fflush(ficrespow);
           cov[1]=1.;      if(*iter <=3){
           cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;        tm = *localtime(&curr_time.tv_sec);
           if (cptcovn>0){        strcpy(strcurr,asctime(&tmf));
             for (k=1; k<=cptcovn;k++) cov[2+k]=covar[1+k-1][i];  /*       asctime_r(&tm,strcurr); */
             }        forecast_time=curr_time;
           out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,        itmp = strlen(strcurr);
                        1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));        if(strcurr[itmp-1]=='\n')
           savm=oldm;          strcurr[itmp-1]='\0';
           oldm=newm;        printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
         fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
         for(niterf=10;niterf<=30;niterf+=10){
       } /* end mult */          forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
              tmf = *localtime(&forecast_time.tv_sec);
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);  /*      asctime_r(&tmf,strfor); */
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/          strcpy(strfor,asctime(&tmf));
       ipmx +=1;          itmp = strlen(strfor);
       sw += weight[i];          if(strfor[itmp-1]=='\n')
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;          strfor[itmp-1]='\0';
     } /* end of wave */          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);
   } /* end of individual */          fprintf(ficlog,"   - if your program needs %d iterations to converge, convergence will be \n   reached in %s or\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
         }
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];      }
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */      for (i=1;i<=n;i++) { 
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
   return -l;        fptt=(*fret); 
 }  #ifdef DEBUG
         printf("fret=%lf \n",*fret);
         fprintf(ficlog,"fret=%lf \n",*fret);
 /*********** Maximum Likelihood Estimation ***************/  #endif
         printf("%d",i);fflush(stdout);
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))        fprintf(ficlog,"%d",i);fflush(ficlog);
 {        linmin(p,xit,n,fret,func); 
   int i,j, iter;        if (fabs(fptt-(*fret)) > del) { 
   double **xi,*delti;          del=fabs(fptt-(*fret)); 
   double fret;          ibig=i; 
   xi=matrix(1,npar,1,npar);        } 
   for (i=1;i<=npar;i++)  #ifdef DEBUG
     for (j=1;j<=npar;j++)        printf("%d %.12e",i,(*fret));
       xi[i][j]=(i==j ? 1.0 : 0.0);        fprintf(ficlog,"%d %.12e",i,(*fret));
   printf("Powell\n");        for (j=1;j<=n;j++) {
   powell(p,xi,npar,ftol,&iter,&fret,func);          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
           printf(" x(%d)=%.12e",j,xit[j]);
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));        }
         for(j=1;j<=n;j++) {
 }          printf(" p=%.12e",p[j]);
           fprintf(ficlog," p=%.12e",p[j]);
 /**** Computes Hessian and covariance matrix ***/        }
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))        printf("\n");
 {        fprintf(ficlog,"\n");
   double  **a,**y,*x,pd;  #endif
   double **hess;      } 
   int i, j,jk;      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
   int *indx;  #ifdef DEBUG
         int k[2],l;
   double hessii(double p[], double delta, int theta, double delti[]);        k[0]=1;
   double hessij(double p[], double delti[], int i, int j);        k[1]=-1;
   void lubksb(double **a, int npar, int *indx, double b[]) ;        printf("Max: %.12e",(*func)(p));
   void ludcmp(double **a, int npar, int *indx, double *d) ;        fprintf(ficlog,"Max: %.12e",(*func)(p));
         for (j=1;j<=n;j++) {
           printf(" %.12e",p[j]);
   hess=matrix(1,npar,1,npar);          fprintf(ficlog," %.12e",p[j]);
         }
   printf("\nCalculation of the hessian matrix. Wait...\n");        printf("\n");
   for (i=1;i<=npar;i++){        fprintf(ficlog,"\n");
     printf("%d",i);fflush(stdout);        for(l=0;l<=1;l++) {
     hess[i][i]=hessii(p,ftolhess,i,delti);          for (j=1;j<=n;j++) {
     /*printf(" %f ",p[i]);*/            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]);
   for (i=1;i<=npar;i++) {          }
     for (j=1;j<=npar;j++)  {          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
       if (j>i) {          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
         printf(".%d%d",i,j);fflush(stdout);        }
         hess[i][j]=hessij(p,delti,i,j);  #endif
         hess[j][i]=hess[i][j];  
       }  
     }        free_vector(xit,1,n); 
   }        free_vector(xits,1,n); 
   printf("\n");        free_vector(ptt,1,n); 
         free_vector(pt,1,n); 
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");        return; 
        } 
   a=matrix(1,npar,1,npar);      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
   y=matrix(1,npar,1,npar);      for (j=1;j<=n;j++) { 
   x=vector(1,npar);        ptt[j]=2.0*p[j]-pt[j]; 
   indx=ivector(1,npar);        xit[j]=p[j]-pt[j]; 
   for (i=1;i<=npar;i++)        pt[j]=p[j]; 
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];      } 
   ludcmp(a,npar,indx,&pd);      fptt=(*func)(ptt); 
       if (fptt < fp) { 
   for (j=1;j<=npar;j++) {        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
     for (i=1;i<=npar;i++) x[i]=0;        if (t < 0.0) { 
     x[j]=1;          linmin(p,xit,n,fret,func); 
     lubksb(a,npar,indx,x);          for (j=1;j<=n;j++) { 
     for (i=1;i<=npar;i++){            xi[j][ibig]=xi[j][n]; 
       matcov[i][j]=x[i];            xi[j][n]=xit[j]; 
     }          }
   }  #ifdef DEBUG
           printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   printf("\n#Hessian matrix#\n");          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   for (i=1;i<=npar;i++) {          for(j=1;j<=n;j++){
     for (j=1;j<=npar;j++) {            printf(" %.12e",xit[j]);
       printf("%.3e ",hess[i][j]);            fprintf(ficlog," %.12e",xit[j]);
     }          }
     printf("\n");          printf("\n");
   }          fprintf(ficlog,"\n");
   #endif
   /* Recompute Inverse */        }
   for (i=1;i<=npar;i++)      } 
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];    } 
   ludcmp(a,npar,indx,&pd);  } 
   
   /*  printf("\n#Hessian matrix recomputed#\n");  /**** Prevalence limit (stable prevalence)  ****************/
   
   for (j=1;j<=npar;j++) {  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
     for (i=1;i<=npar;i++) x[i]=0;  {
     x[j]=1;    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
     lubksb(a,npar,indx,x);       matrix by transitions matrix until convergence is reached */
     for (i=1;i<=npar;i++){  
       y[i][j]=x[i];    int i, ii,j,k;
       printf("%.3e ",y[i][j]);    double min, max, maxmin, maxmax,sumnew=0.;
     }    double **matprod2();
     printf("\n");    double **out, cov[NCOVMAX], **pmij();
   }    double **newm;
   */    double agefin, delaymax=50 ; /* Max number of years to converge */
   
   free_matrix(a,1,npar,1,npar);    for (ii=1;ii<=nlstate+ndeath;ii++)
   free_matrix(y,1,npar,1,npar);      for (j=1;j<=nlstate+ndeath;j++){
   free_vector(x,1,npar);        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   free_ivector(indx,1,npar);      }
   free_matrix(hess,1,npar,1,npar);  
      cov[1]=1.;
    
 }   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
 /*************** hessian matrix ****************/      newm=savm;
 double hessii( double x[], double delta, int theta, double delti[])      /* Covariates have to be included here again */
 {       cov[2]=agefin;
   int i;    
   int l=1, lmax=20;        for (k=1; k<=cptcovn;k++) {
   double k1,k2;          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
   double p2[NPARMAX+1];          /*      printf("ij=%d k=%d Tvar[k]=%d nbcode=%d cov=%lf codtab[ij][Tvar[k]]=%d \n",ij,k, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k], codtab[ij][Tvar[k]]);*/
   double res;        }
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
   double fx;        for (k=1; k<=cptcovprod;k++)
   int k=0,kmax=10;          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
   double l1;  
         /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
   fx=func(x);        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
   for (i=1;i<=npar;i++) p2[i]=x[i];        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
   for(l=0 ; l <=lmax; l++){      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
     l1=pow(10,l);  
     delts=delt;      savm=oldm;
     for(k=1 ; k <kmax; k=k+1){      oldm=newm;
       delt = delta*(l1*k);      maxmax=0.;
       p2[theta]=x[theta] +delt;      for(j=1;j<=nlstate;j++){
       k1=func(p2)-fx;        min=1.;
       p2[theta]=x[theta]-delt;        max=0.;
       k2=func(p2)-fx;        for(i=1; i<=nlstate; i++) {
       /*res= (k1-2.0*fx+k2)/delt/delt; */          sumnew=0;
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
                prlim[i][j]= newm[i][j]/(1-sumnew);
 #ifdef DEBUG          max=FMAX(max,prlim[i][j]);
       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);          min=FMIN(min,prlim[i][j]);
 #endif        }
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */        maxmin=max-min;
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){        maxmax=FMAX(maxmax,maxmin);
         k=kmax;      }
       }      if(maxmax < ftolpl){
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */        return prlim;
         k=kmax; l=lmax*10.;      }
       }    }
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){  }
         delts=delt;  
       }  /*************** transition probabilities ***************/ 
     }  
   }  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
   delti[theta]=delts;  {
   return res;    double s1, s2;
      /*double t34;*/
 }    int i,j,j1, nc, ii, jj;
   
 double hessij( double x[], double delti[], int thetai,int thetaj)      for(i=1; i<= nlstate; i++){
 {      for(j=1; j<i;j++){
   int i;        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
   int l=1, l1, lmax=20;          /*s2 += param[i][j][nc]*cov[nc];*/
   double k1,k2,k3,k4,res,fx;          s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
   double p2[NPARMAX+1];          /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
   int k;        }
         ps[i][j]=s2;
   fx=func(x);        /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
   for (k=1; k<=2; k++) {      }
     for (i=1;i<=npar;i++) p2[i]=x[i];      for(j=i+1; j<=nlstate+ndeath;j++){
     p2[thetai]=x[thetai]+delti[thetai]/k;        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;          s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
     k1=func(p2)-fx;          /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
          }
     p2[thetai]=x[thetai]+delti[thetai]/k;        ps[i][j]=s2;
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;      }
     k2=func(p2)-fx;    }
        /*ps[3][2]=1;*/
     p2[thetai]=x[thetai]-delti[thetai]/k;  
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;    for(i=1; i<= nlstate; i++){
     k3=func(p2)-fx;       s1=0;
        for(j=1; j<i; j++)
     p2[thetai]=x[thetai]-delti[thetai]/k;        s1+=exp(ps[i][j]);
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;      for(j=i+1; j<=nlstate+ndeath; j++)
     k4=func(p2)-fx;        s1+=exp(ps[i][j]);
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */      ps[i][i]=1./(s1+1.);
 #ifdef DEBUG      for(j=1; j<i; j++)
     printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);        ps[i][j]= exp(ps[i][j])*ps[i][i];
 #endif      for(j=i+1; j<=nlstate+ndeath; j++)
   }        ps[i][j]= exp(ps[i][j])*ps[i][i];
   return res;      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
 }    } /* end i */
   
 /************** Inverse of matrix **************/    for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
 void ludcmp(double **a, int n, int *indx, double *d)      for(jj=1; jj<= nlstate+ndeath; jj++){
 {        ps[ii][jj]=0;
   int i,imax,j,k;        ps[ii][ii]=1;
   double big,dum,sum,temp;      }
   double *vv;    }
    
   vv=vector(1,n);  
   *d=1.0;    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
   for (i=1;i<=n;i++) {      for(jj=1; jj<= nlstate+ndeath; jj++){
     big=0.0;       printf("%lf ",ps[ii][jj]);
     for (j=1;j<=n;j++)     }
       if ((temp=fabs(a[i][j])) > big) big=temp;      printf("\n ");
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");      }
     vv[i]=1.0/big;      printf("\n ");printf("%lf ",cov[2]);*/
   }  /*
   for (j=1;j<=n;j++) {    for(i=1; i<= npar; i++) printf("%f ",x[i]);
     for (i=1;i<j;i++) {    goto end;*/
       sum=a[i][j];      return ps;
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];  }
       a[i][j]=sum;  
     }  /**************** Product of 2 matrices ******************/
     big=0.0;  
     for (i=j;i<=n;i++) {  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
       sum=a[i][j];  {
       for (k=1;k<j;k++)    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
         sum -= a[i][k]*a[k][j];       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
       a[i][j]=sum;    /* in, b, out are matrice of pointers which should have been initialized 
       if ( (dum=vv[i]*fabs(sum)) >= big) {       before: only the contents of out is modified. The function returns
         big=dum;       a pointer to pointers identical to out */
         imax=i;    long i, j, k;
       }    for(i=nrl; i<= nrh; i++)
     }      for(k=ncolol; k<=ncoloh; k++)
     if (j != imax) {        for(j=ncl,out[i][k]=0.; j<=nch; j++)
       for (k=1;k<=n;k++) {          out[i][k] +=in[i][j]*b[j][k];
         dum=a[imax][k];  
         a[imax][k]=a[j][k];    return out;
         a[j][k]=dum;  }
       }  
       *d = -(*d);  
       vv[imax]=vv[j];  /************* Higher Matrix Product ***************/
     }  
     indx[j]=imax;  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
     if (a[j][j] == 0.0) a[j][j]=TINY;  {
     if (j != n) {    /* Computes the transition matrix starting at age 'age' over 
       dum=1.0/(a[j][j]);       'nhstepm*hstepm*stepm' months (i.e. until
       for (i=j+1;i<=n;i++) a[i][j] *= dum;       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
     }       nhstepm*hstepm matrices. 
   }       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
   free_vector(vv,1,n);  /* Doesn't work */       (typically every 2 years instead of every month which is too big 
 ;       for the memory).
 }       Model is determined by parameters x and covariates have to be 
        included manually here. 
 void lubksb(double **a, int n, int *indx, double b[])  
 {       */
   int i,ii=0,ip,j;  
   double sum;    int i, j, d, h, k;
      double **out, cov[NCOVMAX];
   for (i=1;i<=n;i++) {    double **newm;
     ip=indx[i];  
     sum=b[ip];    /* Hstepm could be zero and should return the unit matrix */
     b[ip]=b[i];    for (i=1;i<=nlstate+ndeath;i++)
     if (ii)      for (j=1;j<=nlstate+ndeath;j++){
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];        oldm[i][j]=(i==j ? 1.0 : 0.0);
     else if (sum) ii=i;        po[i][j][0]=(i==j ? 1.0 : 0.0);
     b[i]=sum;      }
   }    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
   for (i=n;i>=1;i--) {    for(h=1; h <=nhstepm; h++){
     sum=b[i];      for(d=1; d <=hstepm; d++){
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];        newm=savm;
     b[i]=sum/a[i][i];        /* Covariates have to be included here again */
   }        cov[1]=1.;
 }        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
         for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
 /************ Frequencies ********************/        for (k=1; k<=cptcovage;k++)
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
 {  /* Some frequencies */        for (k=1; k<=cptcovprod;k++)
            cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;  
   double ***freq; /* Frequencies */  
   double *pp;        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
   double pos;        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
   FILE *ficresp;        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
   char fileresp[FILENAMELENGTH];                     pmij(pmmij,cov,ncovmodel,x,nlstate));
         savm=oldm;
   pp=vector(1,nlstate);        oldm=newm;
       }
   strcpy(fileresp,"p");      for(i=1; i<=nlstate+ndeath; i++)
   strcat(fileresp,fileres);        for(j=1;j<=nlstate+ndeath;j++) {
   if((ficresp=fopen(fileresp,"w"))==NULL) {          po[i][j][h]=newm[i][j];
     printf("Problem with prevalence resultfile: %s\n", fileresp);          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
     exit(0);           */
   }        }
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);    } /* end h */
   j1=0;    return po;
   }
   j=cptcovn;  
   if (cptcovn<1) {j=1;ncodemax[1]=1;}  
   /*************** log-likelihood *************/
   for(k1=1; k1<=j;k1++){  double func( double *x)
    for(i1=1; i1<=ncodemax[k1];i1++){  {
        j1++;    int i, ii, j, k, mi, d, kk;
     double l, ll[NLSTATEMAX], cov[NCOVMAX];
         for (i=-1; i<=nlstate+ndeath; i++)      double **out;
          for (jk=-1; jk<=nlstate+ndeath; jk++)      double sw; /* Sum of weights */
            for(m=agemin; m <= agemax+3; m++)    double lli; /* Individual log likelihood */
              freq[i][jk][m]=0;    int s1, s2;
            double bbh, survp;
        for (i=1; i<=imx; i++) {    long ipmx;
          bool=1;    /*extern weight */
          if  (cptcovn>0) {    /* We are differentiating ll according to initial status */
            for (z1=1; z1<=cptcovn; z1++)    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
              if (covar[Tvar[z1]][i]!= nbcode[Tvar[z1]][codtab[j1][z1]]) bool=0;    /*for(i=1;i<imx;i++) 
          }      printf(" %d\n",s[4][i]);
           if (bool==1) {    */
            for(m=firstpass; m<=lastpass-1; m++){    cov[1]=1.;
              if(agev[m][i]==0) agev[m][i]=agemax+1;  
              if(agev[m][i]==1) agev[m][i]=agemax+2;    for(k=1; k<=nlstate; k++) ll[k]=0.;
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];  
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];    if(mle==1){
            }      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
          }        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
        }        for(mi=1; mi<= wav[i]-1; mi++){
         if  (cptcovn>0) {          for (ii=1;ii<=nlstate+ndeath;ii++)
          fprintf(ficresp, "\n#Variable");            for (j=1;j<=nlstate+ndeath;j++){
          for (z1=1; z1<=cptcovn; z1++) fprintf(ficresp, " V%d=%d",Tvar[z1],nbcode[Tvar[z1]][codtab[j1][z1]]);              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
        }              savm[ii][j]=(ii==j ? 1.0 : 0.0);
        fprintf(ficresp, "\n#");            }
        for(i=1; i<=nlstate;i++)          for(d=0; d<dh[mi][i]; d++){
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);            newm=savm;
        fprintf(ficresp, "\n");            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
                    for (kk=1; kk<=cptcovage;kk++) {
   for(i=(int)agemin; i <= (int)agemax+3; i++){              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     if(i==(int)agemax+3)            }
       printf("Total");            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     else                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       printf("Age %d", i);            savm=oldm;
     for(jk=1; jk <=nlstate ; jk++){            oldm=newm;
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)          } /* end mult */
         pp[jk] += freq[jk][m][i];        
     }          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
     for(jk=1; jk <=nlstate ; jk++){          /* But now since version 0.9 we anticipate for bias and large stepm.
       for(m=-1, pos=0; m <=0 ; m++)           * If stepm is larger than one month (smallest stepm) and if the exact delay 
         pos += freq[jk][m][i];           * (in months) between two waves is not a multiple of stepm, we rounded to 
       if(pp[jk]>=1.e-10)           * the nearest (and in case of equal distance, to the lowest) interval but now
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);           * we keep into memory the bias bh[mi][i] and also the previous matrix product
       else           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);           * 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 ; jk++){           * -stepm/2 to stepm/2 .
       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)           * For stepm=1 the results are the same as for previous versions of Imach.
         pp[jk] += freq[jk][m][i];           * For stepm > 1 the results are less biased than in previous versions. 
     }           */
     for(jk=1,pos=0; jk <=nlstate ; jk++)          s1=s[mw[mi][i]][i];
       pos += pp[jk];          s2=s[mw[mi+1][i]][i];
     for(jk=1; jk <=nlstate ; jk++){          bbh=(double)bh[mi][i]/(double)stepm; 
       if(pos>=1.e-5)          /* bias is positive if real duration
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);           * is higher than the multiple of stepm and negative otherwise.
       else           */
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
       if( i <= (int) agemax){          if( s2 > nlstate){ 
         if(pos>=1.e-5)            /* i.e. if s2 is a death state and if the date of death is known then the contribution
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);               to the likelihood is the probability to die between last step unit time and current 
       else               step unit time, which is also the differences between probability to die before dh 
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);               and probability to die before dh-stepm . 
       }               In version up to 0.92 likelihood was computed
     }          as if date of death was unknown. Death was treated as any other
     for(jk=-1; jk <=nlstate+ndeath; jk++)          health state: the date of the interview describes the actual state
       for(m=-1; m <=nlstate+ndeath; m++)          and not the date of a change in health state. The former idea was
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);          to consider that at each interview the state was recorded
     if(i <= (int) agemax)          (healthy, disable or death) and IMaCh was corrected; but when we
       fprintf(ficresp,"\n");          introduced the exact date of death then we should have modified
     printf("\n");          the contribution of an exact death to the likelihood. This new
     }          contribution is smaller and very dependent of the step unit
     }          stepm. It is no more the probability to die between last interview
  }          and month of death but the probability to survive from last
            interview up to one month before death multiplied by the
   fclose(ficresp);          probability to die within a month. Thanks to Chris
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);          Jackson for correcting this bug.  Former versions increased
   free_vector(pp,1,nlstate);          mortality artificially. The bad side is that we add another loop
           which slows down the processing. The difference can be up to 10%
 }  /* End of Freq */          lower mortality.
             */
 /************* Waves Concatenation ***************/            lli=log(out[s1][s2] - savm[s1][s2]);
           }else{
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
 {            /*  lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2]));*/ /* linear interpolation */
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.          } 
      Death is a valid wave (if date is known).          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i          /*if(lli ==000.0)*/
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
      and mw[mi+1][i]. dh depends on stepm.          ipmx +=1;
      */          sw += weight[i];
           ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   int i, mi, m;        } /* end of wave */
   int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;      } /* end of individual */
 float sum=0.;    }  else if(mle==2){
       for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   for(i=1; i<=imx; i++){        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     mi=0;        for(mi=1; mi<= wav[i]-1; mi++){
     m=firstpass;          for (ii=1;ii<=nlstate+ndeath;ii++)
     while(s[m][i] <= nlstate){            for (j=1;j<=nlstate+ndeath;j++){
       if(s[m][i]>=1)              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
         mw[++mi][i]=m;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       if(m >=lastpass)            }
         break;          for(d=0; d<=dh[mi][i]; d++){
       else            newm=savm;
         m++;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     }/* end while */            for (kk=1; kk<=cptcovage;kk++) {
     if (s[m][i] > nlstate){              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       mi++;     /* Death is another wave */            }
       /* if(mi==0)  never been interviewed correctly before death */            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
          /* Only death is a correct wave */                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       mw[mi][i]=m;            savm=oldm;
     }            oldm=newm;
           } /* end mult */
     wav[i]=mi;        
     if(mi==0)          s1=s[mw[mi][i]][i];
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);          s2=s[mw[mi+1][i]][i];
   }          bbh=(double)bh[mi][i]/(double)stepm; 
           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<=imx; i++){          ipmx +=1;
     for(mi=1; mi<wav[i];mi++){          sw += weight[i];
       if (stepm <=0)          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         dh[mi][i]=1;        } /* end of wave */
       else{      } /* end of individual */
         if (s[mw[mi+1][i]][i] > nlstate) {    }  else if(mle==3){  /* exponential inter-extrapolation */
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
           if(j=0) j=1;  /* Survives at least one month after exam */        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         }        for(mi=1; mi<= wav[i]-1; mi++){
         else{          for (ii=1;ii<=nlstate+ndeath;ii++)
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));            for (j=1;j<=nlstate+ndeath;j++){
           k=k+1;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
           if (j >= jmax) jmax=j;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
           else if (j <= jmin)jmin=j;            }
           sum=sum+j;          for(d=0; d<dh[mi][i]; d++){
         }            newm=savm;
         jk= j/stepm;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
         jl= j -jk*stepm;            for (kk=1; kk<=cptcovage;kk++) {
         ju= j -(jk+1)*stepm;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
         if(jl <= -ju)            }
           dh[mi][i]=jk;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
         else                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
           dh[mi][i]=jk+1;            savm=oldm;
         if(dh[mi][i]==0)            oldm=newm;
           dh[mi][i]=1; /* At least one step */          } /* end mult */
       }        
     }          s1=s[mw[mi][i]][i];
   }          s2=s[mw[mi+1][i]][i];
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,sum/k);          bbh=(double)bh[mi][i]/(double)stepm; 
 }          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 */
 /*********** Tricode ****************************/          ipmx +=1;
 void tricode(int *Tvar, int **nbcode, int imx)          sw += weight[i];
 {          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   int Ndum[80],ij, k, j, i;        } /* end of wave */
   int cptcode=0;      } /* end of individual */
   for (k=0; k<79; k++) Ndum[k]=0;    }else if (mle==4){  /* ml=4 no inter-extrapolation */
   for (k=1; k<=7; k++) ncodemax[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];
   for (j=1; j<=cptcovn; j++) {        for(mi=1; mi<= wav[i]-1; mi++){
     for (i=1; i<=imx; i++) {          for (ii=1;ii<=nlstate+ndeath;ii++)
       ij=(int)(covar[Tvar[j]][i]);            for (j=1;j<=nlstate+ndeath;j++){
       Ndum[ij]++;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       if (ij > cptcode) cptcode=ij;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     }            }
     /*printf("cptcode=%d cptcovn=%d ",cptcode,cptcovn);*/          for(d=0; d<dh[mi][i]; d++){
     for (i=0; i<=cptcode; i++) {            newm=savm;
       if(Ndum[i]!=0) ncodemax[j]++;            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];
     ij=1;            }
     for (i=1; i<=ncodemax[j]; i++) {          
       for (k=0; k<=79; k++) {            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
         if (Ndum[k] != 0) {                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
           nbcode[Tvar[j]][ij]=k;            savm=oldm;
           ij++;            oldm=newm;
         }          } /* end mult */
         if (ij > ncodemax[j]) break;        
       }            s1=s[mw[mi][i]][i];
     }          s2=s[mw[mi+1][i]][i];
   }            if( s2 > nlstate){ 
             lli=log(out[s1][s2] - savm[s1][s2]);
   }          }else{
             lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
 /*********** Health Expectancies ****************/          }
           ipmx +=1;
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)          sw += weight[i];
 {          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   /* Health expectancies */  /*      printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
   int i, j, nhstepm, hstepm, h;        } /* end of wave */
   double age, agelim,hf;      } /* end of individual */
   double ***p3mat;    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
        for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   fprintf(ficreseij,"# Health expectancies\n");        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   fprintf(ficreseij,"# Age");        for(mi=1; mi<= wav[i]-1; mi++){
   for(i=1; i<=nlstate;i++)          for (ii=1;ii<=nlstate+ndeath;ii++)
     for(j=1; j<=nlstate;j++)            for (j=1;j<=nlstate+ndeath;j++){
       fprintf(ficreseij," %1d-%1d",i,j);              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   fprintf(ficreseij,"\n");              savm[ii][j]=(ii==j ? 1.0 : 0.0);
             }
   hstepm=1*YEARM; /*  Every j years of age (in month) */          for(d=0; d<dh[mi][i]; d++){
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */            newm=savm;
             cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   agelim=AGESUP;            for (kk=1; kk<=cptcovage;kk++) {
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     /* nhstepm age range expressed in number of stepm */            }
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);          
     /* Typically if 20 years = 20*12/6=40 stepm */            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     if (stepm >= YEARM) hstepm=1;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */            savm=oldm;
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);            oldm=newm;
     /* Computed by stepm unit matrices, product of hstepm matrices, stored          } /* end mult */
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */        
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);            s1=s[mw[mi][i]][i];
           s2=s[mw[mi+1][i]][i];
           lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
     for(i=1; i<=nlstate;i++)          ipmx +=1;
       for(j=1; j<=nlstate;j++)          sw += weight[i];
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
           eij[i][j][(int)age] +=p3mat[i][j][h];          /*printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]);*/
         }        } /* end of wave */
          } /* end of individual */
     hf=1;    } /* End of if */
     if (stepm >= YEARM) hf=stepm/YEARM;    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
     fprintf(ficreseij,"%.0f",age );    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
     for(i=1; i<=nlstate;i++)    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
       for(j=1; j<=nlstate;j++){    return -l;
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);  }
       }  
     fprintf(ficreseij,"\n");  /*************** log-likelihood *************/
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  double funcone( double *x)
   }  {
 }    /* Same as likeli but slower because of a lot of printf and if */
     int i, ii, j, k, mi, d, kk;
 /************ Variance ******************/    double l, ll[NLSTATEMAX], cov[NCOVMAX];
 void varevsij(char fileres[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)    double **out;
 {    double lli; /* Individual log likelihood */
   /* Variance of health expectancies */    double llt;
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    int s1, s2;
   double **newm;    double bbh, survp;
   double **dnewm,**doldm;    /*extern weight */
   int i, j, nhstepm, hstepm, h;    /* We are differentiating ll according to initial status */
   int k, cptcode;    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
    double *xp;    /*for(i=1;i<imx;i++) 
   double **gp, **gm;      printf(" %d\n",s[4][i]);
   double ***gradg, ***trgradg;    */
   double ***p3mat;    cov[1]=1.;
   double age,agelim;  
   int theta;    for(k=1; k<=nlstate; k++) ll[k]=0.;
   
    fprintf(ficresvij,"# Covariances of life expectancies\n");    for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   fprintf(ficresvij,"# Age");      for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   for(i=1; i<=nlstate;i++)      for(mi=1; mi<= wav[i]-1; mi++){
     for(j=1; j<=nlstate;j++)        for (ii=1;ii<=nlstate+ndeath;ii++)
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);          for (j=1;j<=nlstate+ndeath;j++){
   fprintf(ficresvij,"\n");            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
             savm[ii][j]=(ii==j ? 1.0 : 0.0);
   xp=vector(1,npar);          }
   dnewm=matrix(1,nlstate,1,npar);        for(d=0; d<dh[mi][i]; d++){
   doldm=matrix(1,nlstate,1,nlstate);          newm=savm;
            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   hstepm=1*YEARM; /* Every year of age */          for (kk=1; kk<=cptcovage;kk++) {
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   agelim = AGESUP;          }
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     if (stepm >= YEARM) hstepm=1;          savm=oldm;
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */          oldm=newm;
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        } /* end mult */
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);        
     gp=matrix(0,nhstepm,1,nlstate);        s1=s[mw[mi][i]][i];
     gm=matrix(0,nhstepm,1,nlstate);        s2=s[mw[mi+1][i]][i];
         bbh=(double)bh[mi][i]/(double)stepm; 
     for(theta=1; theta <=npar; theta++){        /* bias is positive if real duration
       for(i=1; i<=npar; i++){ /* Computes gradient */         * is higher than the multiple of stepm and negative otherwise.
         xp[i] = x[i] + (i==theta ?delti[theta]:0);         */
       }        if( s2 > nlstate && (mle <5) ){  /* Jackson */
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);            lli=log(out[s1][s2] - savm[s1][s2]);
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);        } else if (mle==1){
       for(j=1; j<= nlstate; j++){          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
         for(h=0; h<=nhstepm; h++){        } else if(mle==2){
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)          lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];        } else if(mle==3){  /* exponential inter-extrapolation */
         }          lli= (savm[s1][s2]>(double)1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
       }        } else if (mle==4){  /* mle=4 no inter-extrapolation */
              lli=log(out[s1][s2]); /* Original formula */
       for(i=1; i<=npar; i++) /* Computes gradient */        } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
         xp[i] = x[i] - (i==theta ?delti[theta]:0);          lli=log(out[s1][s2]); /* Original formula */
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);          } /* End of if */
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);        ipmx +=1;
       for(j=1; j<= nlstate; j++){        sw += weight[i];
         for(h=0; h<=nhstepm; h++){        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)  /*       printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];        if(globpr){
         }          fprintf(ficresilk,"%9d %6d %1d %1d %1d %1d %3d %10.6f %6.4f\
       }   %10.6f %10.6f %10.6f ", \
       for(j=1; j<= nlstate; j++)                  num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
         for(h=0; h<=nhstepm; h++){                  2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];          for(k=1,llt=0.,l=0.; k<=nlstate; k++){
         }            llt +=ll[k]*gipmx/gsw;
     } /* End theta */            fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
           }
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);          fprintf(ficresilk," %10.6f\n", -llt);
         }
     for(h=0; h<=nhstepm; h++)      } /* end of wave */
       for(j=1; j<=nlstate;j++)    } /* end of individual */
         for(theta=1; theta <=npar; theta++)    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
           trgradg[h][j][theta]=gradg[h][theta][j];    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
     l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
     for(i=1;i<=nlstate;i++)    if(globpr==0){ /* First time we count the contributions and weights */
       for(j=1;j<=nlstate;j++)      gipmx=ipmx;
         vareij[i][j][(int)age] =0.;      gsw=sw;
     for(h=0;h<=nhstepm;h++){    }
       for(k=0;k<=nhstepm;k++){    return -l;
         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++)  /*************** function likelione ***********/
             vareij[i][j][(int)age] += doldm[i][j];  void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
       }  {
     }    /* This routine should help understanding what is done with 
     h=1;       the selection of individuals/waves and
     if (stepm >= YEARM) h=stepm/YEARM;       to check the exact contribution to the likelihood.
     fprintf(ficresvij,"%.0f ",age );       Plotting could be done.
     for(i=1; i<=nlstate;i++)     */
       for(j=1; j<=nlstate;j++){    int k;
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);  
       }    if(*globpri !=0){ /* Just counts and sums, no printings */
     fprintf(ficresvij,"\n");      strcpy(fileresilk,"ilk"); 
     free_matrix(gp,0,nhstepm,1,nlstate);      strcat(fileresilk,fileres);
     free_matrix(gm,0,nhstepm,1,nlstate);      if((ficresilk=fopen(fileresilk,"w"))==NULL) {
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);        printf("Problem with resultfile: %s\n", fileresilk);
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);        fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      }
   } /* End age */      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 ");
   free_vector(xp,1,npar);      /*  i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
   free_matrix(doldm,1,nlstate,1,npar);      for(k=1; k<=nlstate; k++) 
   free_matrix(dnewm,1,nlstate,1,nlstate);        fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
       fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
 }    }
   
 /************ Variance of prevlim ******************/    *fretone=(*funcone)(p);
 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)    if(*globpri !=0){
 {      fclose(ficresilk);
   /* Variance of prevalence limit */      fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/      fflush(fichtm); 
   double **newm;    } 
   double **dnewm,**doldm;    return;
   int i, j, nhstepm, hstepm;  }
   int k, cptcode;  
   double *xp;  
   double *gp, *gm;  /*********** Maximum Likelihood Estimation ***************/
   double **gradg, **trgradg;  
   double age,agelim;  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
   int theta;  {
        int i,j, iter;
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");    double **xi;
   fprintf(ficresvpl,"# Age");    double fret;
   for(i=1; i<=nlstate;i++)    double fretone; /* Only one call to likelihood */
       fprintf(ficresvpl," %1d-%1d",i,i);    char filerespow[FILENAMELENGTH];
   fprintf(ficresvpl,"\n");    xi=matrix(1,npar,1,npar);
     for (i=1;i<=npar;i++)
   xp=vector(1,npar);      for (j=1;j<=npar;j++)
   dnewm=matrix(1,nlstate,1,npar);        xi[i][j]=(i==j ? 1.0 : 0.0);
   doldm=matrix(1,nlstate,1,nlstate);    printf("Powell\n");  fprintf(ficlog,"Powell\n");
      strcpy(filerespow,"pow"); 
   hstepm=1*YEARM; /* Every year of age */    strcat(filerespow,fileres);
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    if((ficrespow=fopen(filerespow,"w"))==NULL) {
   agelim = AGESUP;      printf("Problem with resultfile: %s\n", filerespow);
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    }
     if (stepm >= YEARM) hstepm=1;    fprintf(ficrespow,"# Powell\n# iter -2*LL");
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    for (i=1;i<=nlstate;i++)
     gradg=matrix(1,npar,1,nlstate);      for(j=1;j<=nlstate+ndeath;j++)
     gp=vector(1,nlstate);        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
     gm=vector(1,nlstate);    fprintf(ficrespow,"\n");
   
     for(theta=1; theta <=npar; theta++){    powell(p,xi,npar,ftol,&iter,&fret,func);
       for(i=1; i<=npar; i++){ /* Computes gradient */  
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    fclose(ficrespow);
       }    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    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));
         gp[i] = prlim[i][i];  
      }
       for(i=1; i<=npar; i++) /* Computes gradient */  
         xp[i] = x[i] - (i==theta ?delti[theta]:0);  /**** Computes Hessian and covariance matrix ***/
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
       for(i=1;i<=nlstate;i++)  {
         gm[i] = prlim[i][i];    double  **a,**y,*x,pd;
     double **hess;
       for(i=1;i<=nlstate;i++)    int i, j,jk;
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];    int *indx;
     } /* End theta */  
     double hessii(double p[], double delta, int theta, double delti[]);
     trgradg =matrix(1,nlstate,1,npar);    double hessij(double p[], double delti[], int i, int j);
     void lubksb(double **a, int npar, int *indx, double b[]) ;
     for(j=1; j<=nlstate;j++)    void ludcmp(double **a, int npar, int *indx, double *d) ;
       for(theta=1; theta <=npar; theta++)  
         trgradg[j][theta]=gradg[theta][j];    hess=matrix(1,npar,1,npar);
   
     for(i=1;i<=nlstate;i++)    printf("\nCalculation of the hessian matrix. Wait...\n");
       varpl[i][(int)age] =0.;    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);    for (i=1;i<=npar;i++){
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);      printf("%d",i);fflush(stdout);
     for(i=1;i<=nlstate;i++)      fprintf(ficlog,"%d",i);fflush(ficlog);
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */      hess[i][i]=hessii(p,ftolhess,i,delti);
       /*printf(" %f ",p[i]);*/
     fprintf(ficresvpl,"%.0f ",age );      /*printf(" %lf ",hess[i][i]);*/
     for(i=1; i<=nlstate;i++)    }
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));    
     fprintf(ficresvpl,"\n");    for (i=1;i<=npar;i++) {
     free_vector(gp,1,nlstate);      for (j=1;j<=npar;j++)  {
     free_vector(gm,1,nlstate);        if (j>i) { 
     free_matrix(gradg,1,npar,1,nlstate);          printf(".%d%d",i,j);fflush(stdout);
     free_matrix(trgradg,1,nlstate,1,npar);          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
   } /* End age */          hess[i][j]=hessij(p,delti,i,j);
           hess[j][i]=hess[i][j];    
   free_vector(xp,1,npar);          /*printf(" %lf ",hess[i][j]);*/
   free_matrix(doldm,1,nlstate,1,npar);        }
   free_matrix(dnewm,1,nlstate,1,nlstate);      }
     }
 }    printf("\n");
     fprintf(ficlog,"\n");
   
     printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
 /***********************************************/    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
 /**************** Main Program *****************/    
 /***********************************************/    a=matrix(1,npar,1,npar);
     y=matrix(1,npar,1,npar);
 /*int main(int argc, char *argv[])*/    x=vector(1,npar);
 int main()    indx=ivector(1,npar);
 {    for (i=1;i<=npar;i++)
       for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
   int i,j, k, n=MAXN,iter,m,size,cptcode, aaa, cptcod;    ludcmp(a,npar,indx,&pd);
   double agedeb, agefin,hf;  
   double agemin=1.e20, agemax=-1.e20;    for (j=1;j<=npar;j++) {
       for (i=1;i<=npar;i++) x[i]=0;
   double fret;      x[j]=1;
   double **xi,tmp,delta;      lubksb(a,npar,indx,x);
       for (i=1;i<=npar;i++){ 
   double dum; /* Dummy variable */        matcov[i][j]=x[i];
   double ***p3mat;      }
   int *indx;    }
   char line[MAXLINE], linepar[MAXLINE];  
   char title[MAXLINE];    printf("\n#Hessian matrix#\n");
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];    fprintf(ficlog,"\n#Hessian matrix#\n");
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];    for (i=1;i<=npar;i++) { 
   char filerest[FILENAMELENGTH];      for (j=1;j<=npar;j++) { 
   char fileregp[FILENAMELENGTH];        printf("%.3e ",hess[i][j]);
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];        fprintf(ficlog,"%.3e ",hess[i][j]);
   int firstobs=1, lastobs=10;      }
   int sdeb, sfin; /* Status at beginning and end */      printf("\n");
   int c,  h , cpt,l;      fprintf(ficlog,"\n");
   int ju,jl, mi;    }
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize;  
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;    /* Recompute Inverse */
      for (i=1;i<=npar;i++)
   int hstepm, nhstepm;      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
   double bage, fage, age, agelim, agebase;    ludcmp(a,npar,indx,&pd);
   double ftolpl=FTOL;  
   double **prlim;    /*  printf("\n#Hessian matrix recomputed#\n");
   double *severity;  
   double ***param; /* Matrix of parameters */    for (j=1;j<=npar;j++) {
   double  *p;      for (i=1;i<=npar;i++) x[i]=0;
   double **matcov; /* Matrix of covariance */      x[j]=1;
   double ***delti3; /* Scale */      lubksb(a,npar,indx,x);
   double *delti; /* Scale */      for (i=1;i<=npar;i++){ 
   double ***eij, ***vareij;        y[i][j]=x[i];
   double **varpl; /* Variances of prevalence limits by age */        printf("%.3e ",y[i][j]);
   double *epj, vepp;        fprintf(ficlog,"%.3e ",y[i][j]);
   char version[80]="Imach version 62c, May 1999, INED-EUROREVES ";      }
   char *alph[]={"a","a","b","c","d","e"}, str[4];      printf("\n");
       fprintf(ficlog,"\n");
   char z[1]="c", occ;    }
 #include <sys/time.h>    */
 #include <time.h>  
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];    free_matrix(a,1,npar,1,npar);
   /* long total_usecs;    free_matrix(y,1,npar,1,npar);
   struct timeval start_time, end_time;    free_vector(x,1,npar);
      free_ivector(indx,1,npar);
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */    free_matrix(hess,1,npar,1,npar);
   
   
   printf("\nIMACH, Version 0.64a");  }
   printf("\nEnter the parameter file name: ");  
   /*************** hessian matrix ****************/
 #ifdef windows  double hessii( double x[], double delta, int theta, double delti[])
   scanf("%s",pathtot);  {
   getcwd(pathcd, size);    int i;
   /*cygwin_split_path(pathtot,path,optionfile);    int l=1, lmax=20;
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/    double k1,k2;
   /* cutv(path,optionfile,pathtot,'\\');*/    double p2[NPARMAX+1];
     double res;
 split(pathtot, path,optionfile);    double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
   chdir(path);    double fx;
   replace(pathc,path);    int k=0,kmax=10;
 #endif    double l1;
 #ifdef unix  
   scanf("%s",optionfile);    fx=func(x);
 #endif    for (i=1;i<=npar;i++) p2[i]=x[i];
     for(l=0 ; l <=lmax; l++){
 /*-------- arguments in the command line --------*/      l1=pow(10,l);
       delts=delt;
   strcpy(fileres,"r");      for(k=1 ; k <kmax; k=k+1){
   strcat(fileres, optionfile);        delt = delta*(l1*k);
         p2[theta]=x[theta] +delt;
   /*---------arguments file --------*/        k1=func(p2)-fx;
         p2[theta]=x[theta]-delt;
   if((ficpar=fopen(optionfile,"r"))==NULL)    {        k2=func(p2)-fx;
     printf("Problem with optionfile %s\n",optionfile);        /*res= (k1-2.0*fx+k2)/delt/delt; */
     goto end;        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
   }        
   #ifdef DEBUG
   strcpy(filereso,"o");        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);
   strcat(filereso,fileres);        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);
   if((ficparo=fopen(filereso,"w"))==NULL) {  #endif
     printf("Problem with Output resultfile: %s\n", filereso);goto end;        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
   }        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
           k=kmax;
   /* Reads comments: lines beginning with '#' */        }
   while((c=getc(ficpar))=='#' && c!= EOF){        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
     ungetc(c,ficpar);          k=kmax; l=lmax*10.;
     fgets(line, MAXLINE, ficpar);        }
     puts(line);        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
     fputs(line,ficparo);          delts=delt;
   }        }
   ungetc(c,ficpar);      }
     }
   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);    delti[theta]=delts;
   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);    return res; 
   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);    
   }
   covar=matrix(1,NCOVMAX,1,n);      
   if (strlen(model)<=1) cptcovn=0;  double hessij( double x[], double delti[], int thetai,int thetaj)
   else {  {
     j=0;    int i;
     j=nbocc(model,'+');    int l=1, l1, lmax=20;
     cptcovn=j+1;    double k1,k2,k3,k4,res,fx;
   }    double p2[NPARMAX+1];
     int k;
   ncovmodel=2+cptcovn;  
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */    fx=func(x);
      for (k=1; k<=2; k++) {
   /* Read guess parameters */      for (i=1;i<=npar;i++) p2[i]=x[i];
   /* Reads comments: lines beginning with '#' */      p2[thetai]=x[thetai]+delti[thetai]/k;
   while((c=getc(ficpar))=='#' && c!= EOF){      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
     ungetc(c,ficpar);      k1=func(p2)-fx;
     fgets(line, MAXLINE, ficpar);    
     puts(line);      p2[thetai]=x[thetai]+delti[thetai]/k;
     fputs(line,ficparo);      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
   }      k2=func(p2)-fx;
   ungetc(c,ficpar);    
        p2[thetai]=x[thetai]-delti[thetai]/k;
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
     for(i=1; i <=nlstate; i++)      k3=func(p2)-fx;
     for(j=1; j <=nlstate+ndeath-1; j++){    
       fscanf(ficpar,"%1d%1d",&i1,&j1);      p2[thetai]=x[thetai]-delti[thetai]/k;
       fprintf(ficparo,"%1d%1d",i1,j1);      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
       printf("%1d%1d",i,j);      k4=func(p2)-fx;
       for(k=1; k<=ncovmodel;k++){      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
         fscanf(ficpar," %lf",&param[i][j][k]);  #ifdef DEBUG
         printf(" %lf",param[i][j][k]);      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(ficparo," %lf",param[i][j][k]);      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);
       }  #endif
       fscanf(ficpar,"\n");    }
       printf("\n");    return res;
       fprintf(ficparo,"\n");  }
     }  
    /************** Inverse of matrix **************/
   npar= (nlstate+ndeath-1)*nlstate*ncovmodel;  void ludcmp(double **a, int n, int *indx, double *d) 
   p=param[1][1];  { 
      int i,imax,j,k; 
   /* Reads comments: lines beginning with '#' */    double big,dum,sum,temp; 
   while((c=getc(ficpar))=='#' && c!= EOF){    double *vv; 
     ungetc(c,ficpar);   
     fgets(line, MAXLINE, ficpar);    vv=vector(1,n); 
     puts(line);    *d=1.0; 
     fputs(line,ficparo);    for (i=1;i<=n;i++) { 
   }      big=0.0; 
   ungetc(c,ficpar);      for (j=1;j<=n;j++) 
         if ((temp=fabs(a[i][j])) > big) big=temp; 
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */      vv[i]=1.0/big; 
   for(i=1; i <=nlstate; i++){    } 
     for(j=1; j <=nlstate+ndeath-1; j++){    for (j=1;j<=n;j++) { 
       fscanf(ficpar,"%1d%1d",&i1,&j1);      for (i=1;i<j;i++) { 
       printf("%1d%1d",i,j);        sum=a[i][j]; 
       fprintf(ficparo,"%1d%1d",i1,j1);        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
       for(k=1; k<=ncovmodel;k++){        a[i][j]=sum; 
         fscanf(ficpar,"%le",&delti3[i][j][k]);      } 
         printf(" %le",delti3[i][j][k]);      big=0.0; 
         fprintf(ficparo," %le",delti3[i][j][k]);      for (i=j;i<=n;i++) { 
       }        sum=a[i][j]; 
       fscanf(ficpar,"\n");        for (k=1;k<j;k++) 
       printf("\n");          sum -= a[i][k]*a[k][j]; 
       fprintf(ficparo,"\n");        a[i][j]=sum; 
     }        if ( (dum=vv[i]*fabs(sum)) >= big) { 
   }          big=dum; 
   delti=delti3[1][1];          imax=i; 
          } 
   /* Reads comments: lines beginning with '#' */      } 
   while((c=getc(ficpar))=='#' && c!= EOF){      if (j != imax) { 
     ungetc(c,ficpar);        for (k=1;k<=n;k++) { 
     fgets(line, MAXLINE, ficpar);          dum=a[imax][k]; 
     puts(line);          a[imax][k]=a[j][k]; 
     fputs(line,ficparo);          a[j][k]=dum; 
   }        } 
   ungetc(c,ficpar);        *d = -(*d); 
          vv[imax]=vv[j]; 
   matcov=matrix(1,npar,1,npar);      } 
   for(i=1; i <=npar; i++){      indx[j]=imax; 
     fscanf(ficpar,"%s",&str);      if (a[j][j] == 0.0) a[j][j]=TINY; 
     printf("%s",str);      if (j != n) { 
     fprintf(ficparo,"%s",str);        dum=1.0/(a[j][j]); 
     for(j=1; j <=i; j++){        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
       fscanf(ficpar," %le",&matcov[i][j]);      } 
       printf(" %.5le",matcov[i][j]);    } 
       fprintf(ficparo," %.5le",matcov[i][j]);    free_vector(vv,1,n);  /* Doesn't work */
     }  ;
     fscanf(ficpar,"\n");  } 
     printf("\n");  
     fprintf(ficparo,"\n");  void lubksb(double **a, int n, int *indx, double b[]) 
   }  { 
   for(i=1; i <=npar; i++)    int i,ii=0,ip,j; 
     for(j=i+1;j<=npar;j++)    double sum; 
       matcov[i][j]=matcov[j][i];   
        for (i=1;i<=n;i++) { 
   printf("\n");      ip=indx[i]; 
       sum=b[ip]; 
       b[ip]=b[i]; 
    if(mle==1){      if (ii) 
     /*-------- data file ----------*/        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
     if((ficres =fopen(fileres,"w"))==NULL) {      else if (sum) ii=i; 
       printf("Problem with resultfile: %s\n", fileres);goto end;      b[i]=sum; 
     }    } 
     fprintf(ficres,"#%s\n",version);    for (i=n;i>=1;i--) { 
          sum=b[i]; 
     if((fic=fopen(datafile,"r"))==NULL)    {      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
       printf("Problem with datafile: %s\n", datafile);goto end;      b[i]=sum/a[i][i]; 
     }    } 
   } 
     n= lastobs;  
     severity = vector(1,maxwav);  /************ Frequencies ********************/
     outcome=imatrix(1,maxwav+1,1,n);  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)
     num=ivector(1,n);  {  /* Some frequencies */
     moisnais=vector(1,n);    
     annais=vector(1,n);    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
     moisdc=vector(1,n);    int first;
     andc=vector(1,n);    double ***freq; /* Frequencies */
     agedc=vector(1,n);    double *pp, **prop;
     cod=ivector(1,n);    double pos,posprop, k2, dateintsum=0,k2cpt=0;
     weight=vector(1,n);    FILE *ficresp;
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */    char fileresp[FILENAMELENGTH];
     mint=matrix(1,maxwav,1,n);    
     anint=matrix(1,maxwav,1,n);    pp=vector(1,nlstate);
     s=imatrix(1,maxwav+1,1,n);    prop=matrix(1,nlstate,iagemin,iagemax+3);
     adl=imatrix(1,maxwav+1,1,n);        strcpy(fileresp,"p");
     tab=ivector(1,NCOVMAX);    strcat(fileresp,fileres);
     ncodemax=ivector(1,8);    if((ficresp=fopen(fileresp,"w"))==NULL) {
       printf("Problem with prevalence resultfile: %s\n", fileresp);
     i=1;      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
     while (fgets(line, MAXLINE, fic) != NULL)    {      exit(0);
       if ((i >= firstobs) && (i <=lastobs)) {    }
            freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
         for (j=maxwav;j>=1;j--){    j1=0;
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);    
           strcpy(line,stra);    j=cptcoveff;
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);    if (cptcovn<1) {j=1;ncodemax[1]=1;}
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);  
         }    first=1;
          
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);    for(k1=1; k1<=j;k1++){
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);      for(i1=1; i1<=ncodemax[k1];i1++){
         j1++;
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);          scanf("%d", i);*/
         for (i=-1; i<=nlstate+ndeath; i++)  
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);          for (jk=-1; jk<=nlstate+ndeath; jk++)  
         for (j=ncov;j>=1;j--){            for(m=iagemin; m <= iagemax+3; m++)
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);              freq[i][jk][m]=0;
         }  
         num[i]=atol(stra);      for (i=1; i<=nlstate; i++)  
         for(m=iagemin; m <= iagemax+3; m++)
         /*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]));*/          prop[i][m]=0;
         
         i=i+1;        dateintsum=0;
       }        k2cpt=0;
     }        for (i=1; i<=imx; i++) {
           bool=1;
     /*scanf("%d",i);*/          if  (cptcovn>0) {
   imx=i-1; /* Number of individuals */            for (z1=1; z1<=cptcoveff; z1++) 
               if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
   /* Calculation of the number of parameter from char model*/                bool=0;
   Tvar=ivector(1,8);              }
              if (bool==1){
   if (strlen(model) >1){            for(m=firstpass; m<=lastpass; m++){
     j=0;              k2=anint[m][i]+(mint[m][i]/12.);
     j=nbocc(model,'+');              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
     cptcovn=j+1;                if(agev[m][i]==0) agev[m][i]=iagemax+1;
                    if(agev[m][i]==1) agev[m][i]=iagemax+2;
     strcpy(modelsav,model);                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
     if (j==0) {                if (m<lastpass) {
       cutv(stra,strb,modelsav,'V'); Tvar[1]=atoi(strb);                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
     }                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
     else {                }
       for(i=j; i>=1;i--){                
         cutv(stra,strb,modelsav,'+');                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
         if (strchr(strb,'*')) {                  dateintsum=dateintsum+k2;
           cutv(strd,strc,strb,'*');                  k2cpt++;
           cutv(strb,stre,strc,'V');Tvar[i+1]=ncov+1;                }
           cutv(strb,strc,strd,'V');                /*}*/
           for (k=1; k<=lastobs;k++)            }
             covar[ncov+1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];          }
         }        }
         else {cutv(strd,strc,strb,'V');         
         Tvar[i+1]=atoi(strc);        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
         }  
         strcpy(modelsav,stra);          if  (cptcovn>0) {
       }          fprintf(ficresp, "\n#********** Variable "); 
       cutv(strd,strc,stra,'V');          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
       Tvar[1]=atoi(strc);          fprintf(ficresp, "**********\n#");
     }        }
   }        for(i=1; i<=nlstate;i++) 
   /*printf("tvar=%d ",Tvar[1]);          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
   scanf("%d ",i);*/        fprintf(ficresp, "\n");
     fclose(fic);        
         for(i=iagemin; i <= iagemax+3; i++){
     if (weightopt != 1) { /* Maximisation without weights*/          if(i==iagemax+3){
       for(i=1;i<=n;i++) weight[i]=1.0;            fprintf(ficlog,"Total");
     }          }else{
     /*-calculation of age at interview from date of interview and age at death -*/            if(first==1){
     agev=matrix(1,maxwav,1,imx);              first=0;
                  printf("See log file for details...\n");
     for (i=1; i<=imx; i++)  {            }
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);            fprintf(ficlog,"Age %d", i);
       for(m=1; (m<= maxwav); m++){          }
         if(s[m][i] >0){          for(jk=1; jk <=nlstate ; jk++){
           if (s[m][i] == nlstate+1) {            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
             if(agedc[i]>0)              pp[jk] += freq[jk][m][i]; 
               if(moisdc[i]!=99 && andc[i]!=9999)          }
               agev[m][i]=agedc[i];          for(jk=1; jk <=nlstate ; jk++){
             else{            for(m=-1, pos=0; m <=0 ; m++)
               printf("Warning negative age at death: %d line:%d\n",num[i],i);              pos += freq[jk][m][i];
               agev[m][i]=-1;            if(pp[jk]>=1.e-10){
             }              if(first==1){
           }              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
           else if(s[m][i] !=9){ /* Should no more exist */              }
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
             if(mint[m][i]==99 || anint[m][i]==9999)            }else{
               agev[m][i]=1;              if(first==1)
             else if(agev[m][i] <agemin){                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
               agemin=agev[m][i];              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
               /*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];          for(jk=1; jk <=nlstate ; jk++){
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
             }              pp[jk] += freq[jk][m][i];
             /*agev[m][i]=anint[m][i]-annais[i];*/          }       
             /*   agev[m][i] = age[i]+2*m;*/          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
           }            pos += pp[jk];
           else { /* =9 */            posprop += prop[jk][i];
             agev[m][i]=1;          }
             s[m][i]=-1;          for(jk=1; jk <=nlstate ; jk++){
           }            if(pos>=1.e-5){
         }              if(first==1)
         else /*= 0 Unknown */                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
           agev[m][i]=1;              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);
     for (i=1; i<=imx; i++)  {              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
       for(m=1; (m<= maxwav); m++){            }
         if (s[m][i] > (nlstate+ndeath)) {            if( i <= iagemax){
           printf("Error: Wrong value in nlstate or ndeath\n");                if(pos>=1.e-5){
           goto end;                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
         }                /*probs[i][jk][j1]= pp[jk]/pos;*/
       }                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
     }              }
               else
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
             }
     free_vector(severity,1,maxwav);          }
     free_imatrix(outcome,1,maxwav+1,1,n);          
     free_vector(moisnais,1,n);          for(jk=-1; jk <=nlstate+ndeath; jk++)
     free_vector(annais,1,n);            for(m=-1; m <=nlstate+ndeath; m++)
     free_matrix(mint,1,maxwav,1,n);              if(freq[jk][m][i] !=0 ) {
     free_matrix(anint,1,maxwav,1,n);              if(first==1)
     free_vector(moisdc,1,n);                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
     free_vector(andc,1,n);                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
               }
              if(i <= iagemax)
     wav=ivector(1,imx);            fprintf(ficresp,"\n");
     dh=imatrix(1,lastpass-firstpass+1,1,imx);          if(first==1)
     mw=imatrix(1,lastpass-firstpass+1,1,imx);            printf("Others in log...\n");
              fprintf(ficlog,"\n");
     /* Concatenates waves */        }
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);      }
     }
     dateintmean=dateintsum/k2cpt; 
 Tcode=ivector(1,100);   
    nbcode=imatrix(1,nvar,1,8);      fclose(ficresp);
    ncodemax[1]=1;    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
    if (cptcovn > 0) tricode(Tvar,nbcode,imx);    free_vector(pp,1,nlstate);
      free_matrix(prop,1,nlstate,iagemin, iagemax+3);
    codtab=imatrix(1,100,1,10);    /* End of Freq */
    h=0;  }
    m=pow(2,cptcovn);  
    /************ Prevalence ********************/
    for(k=1;k<=cptcovn; k++){  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/pow(2,k));i++){  {  
        for(j=1; j <= ncodemax[k]; j++){    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
          for(cpt=1; cpt <=(m/pow(2,cptcovn+1-k)); cpt++){       in each health status at the date of interview (if between dateprev1 and dateprev2).
            h++;       We still use firstpass and lastpass as another selection.
            if (h>m) h=1;codtab[h][k]=j;    */
          }   
        }    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
      }    double ***freq; /* Frequencies */
    }    double *pp, **prop;
     double pos,posprop; 
    /*for(i=1; i <=m ;i++){    double  y2; /* in fractional years */
      for(k=1; k <=cptcovn; k++){    int iagemin, iagemax;
        printf("i=%d k=%d %d ",i,k,codtab[i][k]);  
      }    iagemin= (int) agemin;
      printf("\n");    iagemax= (int) agemax;
    }*/    /*pp=vector(1,nlstate);*/
    /*scanf("%d",i);*/    prop=matrix(1,nlstate,iagemin,iagemax+3); 
        /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
    /* Calculates basic frequencies. Computes observed prevalence at single age    j1=0;
        and prints on file fileres'p'. */    
   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);    j=cptcoveff;
     if (cptcovn<1) {j=1;ncodemax[1]=1;}
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    for(k1=1; k1<=j;k1++){
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      for(i1=1; i1<=ncodemax[k1];i1++){
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        j1++;
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */        
            for (i=1; i<=nlstate; i++)  
     /* For Powell, parameters are in a vector p[] starting at p[1]          for(m=iagemin; m <= iagemax+3; m++)
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */            prop[i][m]=0.0;
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */       
            for (i=1; i<=imx; i++) { /* Each individual */
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);          bool=1;
           if  (cptcovn>0) {
                for (z1=1; z1<=cptcoveff; z1++) 
     /*--------- results files --------------*/              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
     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);                bool=0;
              } 
    jk=1;          if (bool==1) { 
    fprintf(ficres,"# Parameters\n");            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
    printf("# Parameters\n");              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
    for(i=1,jk=1; i <=nlstate; i++){              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
      for(k=1; k <=(nlstate+ndeath); k++){                if(agev[m][i]==0) agev[m][i]=iagemax+1;
        if (k != i)                if(agev[m][i]==1) agev[m][i]=iagemax+2;
          {                if((int)agev[m][i] <iagemin || (int)agev[m][i] >iagemax+3) printf("Error on individual =%d agev[m][i]=%f m=%d\n",i, agev[m][i],m); 
            printf("%d%d ",i,k);                if (s[m][i]>0 && s[m][i]<=nlstate) { 
            fprintf(ficres,"%1d%1d ",i,k);                  /*if(i>4620) printf(" i=%d m=%d s[m][i]=%d (int)agev[m][i]=%d weight[i]=%f prop=%f\n",i,m,s[m][i],(int)agev[m][m],weight[i],prop[s[m][i]][(int)agev[m][i]]);*/
            for(j=1; j <=ncovmodel; j++){                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
              printf("%f ",p[jk]);                  prop[s[m][i]][iagemax+3] += weight[i]; 
              fprintf(ficres,"%f ",p[jk]);                } 
              jk++;              }
            }            } /* end selection of waves */
            printf("\n");          }
            fprintf(ficres,"\n");        }
          }        for(i=iagemin; i <= iagemax+3; i++){  
      }          
    }          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
             posprop += prop[jk][i]; 
     /* Computing hessian and covariance matrix */          } 
     ftolhess=ftol; /* Usually correct */  
     hesscov(matcov, p, npar, delti, ftolhess, func);          for(jk=1; jk <=nlstate ; jk++){     
     fprintf(ficres,"# Scales\n");            if( i <=  iagemax){ 
     printf("# Scales\n");              if(posprop>=1.e-5){ 
      for(i=1,jk=1; i <=nlstate; i++){                probs[i][jk][j1]= prop[jk][i]/posprop;
       for(j=1; j <=nlstate+ndeath; j++){              } 
         if (j!=i) {            } 
           fprintf(ficres,"%1d%1d",i,j);          }/* end jk */ 
           printf("%1d%1d",i,j);        }/* end i */ 
           for(k=1; k<=ncovmodel;k++){      } /* end i1 */
             printf(" %.5e",delti[jk]);    } /* end k1 */
             fprintf(ficres," %.5e",delti[jk]);    
             jk++;    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
           }    /*free_vector(pp,1,nlstate);*/
           printf("\n");    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
           fprintf(ficres,"\n");  }  /* End of prevalence */
         }  
       }  /************* Waves Concatenation ***************/
       }  
      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)
     k=1;  {
     fprintf(ficres,"# Covariance\n");    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
     printf("# Covariance\n");       Death is a valid wave (if date is known).
     for(i=1;i<=npar;i++){       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
       /*  if (k>nlstate) k=1;       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
       i1=(i-1)/(ncovmodel*nlstate)+1;       and mw[mi+1][i]. dh depends on stepm.
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);       */
       printf("%s%d%d",alph[k],i1,tab[i]);*/  
       fprintf(ficres,"%3d",i);    int i, mi, m;
       printf("%3d",i);    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
       for(j=1; j<=i;j++){       double sum=0., jmean=0.;*/
         fprintf(ficres," %.5e",matcov[i][j]);    int first;
         printf(" %.5e",matcov[i][j]);    int j, k=0,jk, ju, jl;
       }    double sum=0.;
       fprintf(ficres,"\n");    first=0;
       printf("\n");    jmin=1e+5;
       k++;    jmax=-1;
     }    jmean=0.;
        for(i=1; i<=imx; i++){
     while((c=getc(ficpar))=='#' && c!= EOF){      mi=0;
       ungetc(c,ficpar);      m=firstpass;
       fgets(line, MAXLINE, ficpar);      while(s[m][i] <= nlstate){
       puts(line);        if(s[m][i]>=1)
       fputs(line,ficparo);          mw[++mi][i]=m;
     }        if(m >=lastpass)
     ungetc(c,ficpar);          break;
          else
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);          m++;
          }/* end while */
     if (fage <= 2) {      if (s[m][i] > nlstate){
       bage = agemin;        mi++;     /* Death is another wave */
       fage = agemax;        /* if(mi==0)  never been interviewed correctly before death */
     }           /* Only death is a correct wave */
         mw[mi][i]=m;
     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\n",agemin,agemax,bage,fage);  
 /*------------ gnuplot -------------*/      wav[i]=mi;
 chdir(pathcd);      if(mi==0){
   if((ficgp=fopen("graph.plt","w"))==NULL) {        nbwarn++;
     printf("Problem with file graph.gp");goto end;        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,"cd \"%s\" \n",pathc);        }
 #endif        if(first==1){
 m=pow(2,cptcovn);          fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
          }
  /* 1eme*/      } /* end mi==0 */
   for (cpt=1; cpt<= nlstate ; cpt ++) {    } /* End individuals */
    for (k1=1; k1<= m ; k1 ++) {  
     for(i=1; i<=imx; i++){
 #ifdef windows      for(mi=1; mi<wav[i];mi++){
     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);        if (stepm <=0)
 #endif          dh[mi][i]=1;
 #ifdef unix        else{
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
 #endif            if (agedc[i] < 2*AGESUP) {
               j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
 for (i=1; i<= nlstate ; i ++) {              if(j==0) j=1;  /* Survives at least one month after exam */
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");              else if(j<0){
   else fprintf(ficgp," \%%*lf (\%%*lf)");                nberr++;
 }                printf("Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);                j=1; /* Temporary Dangerous patch */
     for (i=1; i<= nlstate ; i ++) {                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);
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");                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]);
   else fprintf(ficgp," \%%*lf (\%%*lf)");                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);
 }              }
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);              k=k+1;
      for (i=1; i<= nlstate ; i ++) {              if (j >= jmax) jmax=j;
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");              if (j <= jmin) jmin=j;
   else fprintf(ficgp," \%%*lf (\%%*lf)");              sum=sum+j;
 }                /*if (j<0) printf("j=%d num=%d \n",j,i);*/
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));              /*    printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
 #ifdef unix            }
 fprintf(ficgp,"\nset ter gif small size 400,300");          }
 #endif          else{
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
    }            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
   }            k=k+1;
   /*2 eme*/            if (j >= jmax) jmax=j;
             else if (j <= jmin)jmin=j;
   for (k1=1; k1<= m ; k1 ++) {            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);            /*printf("%d %lf %d %d %d\n", i,agev[mw[mi][i]][i],j,s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);*/
                if(j<0){
     for (i=1; i<= nlstate+1 ; i ++) {              nberr++;
       k=2*i;              printf("Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);              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]);
       for (j=1; j<= nlstate+1 ; j ++) {            }
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");            sum=sum+j;
   else fprintf(ficgp," \%%*lf (\%%*lf)");          }
 }            jk= j/stepm;
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");          jl= j -jk*stepm;
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);          ju= j -(jk+1)*stepm;
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);          if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
       for (j=1; j<= nlstate+1 ; j ++) {            if(jl==0){
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");              dh[mi][i]=jk;
         else fprintf(ficgp," \%%*lf (\%%*lf)");              bh[mi][i]=0;
 }              }else{ /* We want a negative bias in order to only have interpolation ie
       fprintf(ficgp,"\" t\"\" w l 0,");                    * at the price of an extra matrix product in likelihood */
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);              dh[mi][i]=jk+1;
       for (j=1; j<= nlstate+1 ; j ++) {              bh[mi][i]=ju;
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");            }
   else fprintf(ficgp," \%%*lf (\%%*lf)");          }else{
 }              if(jl <= -ju){
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");              dh[mi][i]=jk;
       else fprintf(ficgp,"\" t\"\" w l 0,");              bh[mi][i]=jl;       /* bias is positive if real duration
     }                                   * is higher than the multiple of stepm and negative otherwise.
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);                                   */
   }            }
              else{
   /*3eme*/              dh[mi][i]=jk+1;
               bh[mi][i]=ju;
   for (k1=1; k1<= m ; k1 ++) {            }
     for (cpt=1; cpt<= nlstate ; cpt ++) {            if(dh[mi][i]==0){
       k=2+nlstate*(cpt-1);              dh[mi][i]=1; /* At least one step */
       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);              bh[mi][i]=ju; /* At least one step */
       for (i=1; i< nlstate ; i ++) {              /*  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);*/
         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);            }
       }          } /* end if mle */
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);        }
     }      } /* end wave */
   }    }
      jmean=sum/k;
   /* CV preval stat */    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
   for (k1=1; k1<= m ; k1 ++) {    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
     for (cpt=1; cpt<nlstate ; cpt ++) {   }
       k=3;  
       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);  /*********** Tricode ****************************/
       for (i=1; i< nlstate ; i ++)  void tricode(int *Tvar, int **nbcode, int imx)
         fprintf(ficgp,"+$%d",k+i+1);  {
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);    
          int Ndum[20],ij=1, k, j, i, maxncov=19;
       l=3+(nlstate+ndeath)*cpt;    int cptcode=0;
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);    cptcoveff=0; 
       for (i=1; i< nlstate ; i ++) {   
         l=3+(nlstate+ndeath)*cpt;    for (k=0; k<maxncov; k++) Ndum[k]=0;
         fprintf(ficgp,"+$%d",l+i+1);    for (k=1; k<=7; k++) ncodemax[k]=0;
       }  
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);      for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
     }                                 modality*/ 
   }        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
         Ndum[ij]++; /*store the modality */
   /* proba elementaires */        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
    for(i=1,jk=1; i <=nlstate; i++){        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
     for(k=1; k <=(nlstate+ndeath); k++){                                         Tvar[j]. If V=sex and male is 0 and 
       if (k != i) {                                         female is 1, then  cptcode=1.*/
         for(j=1; j <=ncovmodel; j++){      }
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/  
           /*fprintf(ficgp,"%s",alph[1]);*/      for (i=0; i<=cptcode; i++) {
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);        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 */
           jk++;      }
           fprintf(ficgp,"\n");  
         }      ij=1; 
       }      for (i=1; i<=ncodemax[j]; i++) {
     }        for (k=0; k<= maxncov; k++) {
     }          if (Ndum[k] != 0) {
             nbcode[Tvar[j]][ij]=k; 
   for(jk=1; jk <=m; jk++) {            /* 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,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);            
    i=1;            ij++;
    for(k2=1; k2<=nlstate; k2++) {          }
      k3=i;          if (ij > ncodemax[j]) break; 
      for(k=1; k<=(nlstate+ndeath); k++) {        }  
        if (k != k2){      } 
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);    }  
   
         for(j=3; j <=ncovmodel; j++)   for (k=0; k< maxncov; k++) Ndum[k]=0;
           fprintf(ficgp,"+p%d*%d",k2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);  
         fprintf(ficgp,")/(1");   for (i=1; i<=ncovmodel-2; i++) { 
      /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
         for(k1=1; k1 <=nlstate+1; k1=k1+2){       ij=Tvar[i];
             fprintf(ficgp,"+exp(p%d+p%d*x",k1+k3-1,k1+k3);     Ndum[ij]++;
    }
             for(j=3; j <=ncovmodel; j++)  
               fprintf(ficgp,"+p%d*%d",k2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);   ij=1;
             fprintf(ficgp,")");   for (i=1; i<= maxncov; i++) {
         }     if((Ndum[i]!=0) && (i<=ncovcol)){
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);       Tvaraff[ij]=i; /*For printing */
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");       ij++;
     i=i+ncovmodel;     }
        }   }
      }   
    }   cptcoveff=ij-1; /*Number of simple covariates*/
   fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);  }
    }  
      /*********** Health Expectancies ****************/
   fclose(ficgp);  
      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 )
 chdir(path);  
     free_matrix(agev,1,maxwav,1,imx);  {
     free_ivector(wav,1,imx);    /* Health expectancies */
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);    double age, agelim, hf;
        double ***p3mat,***varhe;
     free_imatrix(s,1,maxwav+1,1,n);    double **dnewm,**doldm;
        double *xp;
        double **gp, **gm;
     free_ivector(num,1,n);    double ***gradg, ***trgradg;
     free_vector(agedc,1,n);    int theta;
     free_vector(weight,1,n);  
     /*free_matrix(covar,1,NCOVMAX,1,n);*/    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
     fclose(ficparo);    xp=vector(1,npar);
     fclose(ficres);    dnewm=matrix(1,nlstate*nlstate,1,npar);
    }    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
        
    /*________fin mle=1_________*/    fprintf(ficreseij,"# Health expectancies\n");
        fprintf(ficreseij,"# Age");
     for(i=1; i<=nlstate;i++)
        for(j=1; j<=nlstate;j++)
     /* No more information from the sample is required now */        fprintf(ficreseij," %1d-%1d (SE)",i,j);
   /* Reads comments: lines beginning with '#' */    fprintf(ficreseij,"\n");
   while((c=getc(ficpar))=='#' && c!= EOF){  
     ungetc(c,ficpar);    if(estepm < stepm){
     fgets(line, MAXLINE, ficpar);      printf ("Problem %d lower than %d\n",estepm, stepm);
     puts(line);    }
     fputs(line,ficparo);    else  hstepm=estepm;   
   }    /* We compute the life expectancy from trapezoids spaced every estepm months
   ungetc(c,ficpar);     * 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
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);     * we are calculating an estimate of the Life Expectancy assuming a linear 
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);     * progression in between and thus overestimating or underestimating according
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);     * to the curvature of the survival function. If, for the same date, we 
 /*--------- index.htm --------*/     * estimate the model with stepm=1 month, we can keep estepm to 24 months
      * to compare the new estimate of Life expectancy with the same linear 
   if((fichtm=fopen("index.htm","w"))==NULL)    {     * hypothesis. A more precise result, taking into account a more precise
     printf("Problem with index.htm \n");goto end;     * curvature will be obtained if estepm is as small as stepm. */
   }  
     /* For example we decided to compute the life expectancy with the smallest unit */
  fprintf(fichtm,"<body><ul> Imach, Version 0.64a<hr> <li>Outputs files<br><br>\n    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n       nhstepm is the number of hstepm from age to agelim 
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>       nstepm is the number of stepm from age to agelin. 
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>       Look at hpijx to understand the reason of that which relies in memory size
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>       and note for a fixed period like estepm months */
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>       survival function given by stepm (the optimization length). Unfortunately it
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>       means that if the survival funtion is printed only each two years of age and if
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
         - 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);       results. So we changed our mind and took the option of the best precision.
     */
  fprintf(fichtm," <li>Graphs</li>\n<p>");    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
   
  m=cptcovn;    agelim=AGESUP;
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       /* nhstepm age range expressed in number of stepm */
  j1=0;      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
  for(k1=1; k1<=m;k1++){      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
    for(i1=1; i1<=ncodemax[k1];i1++){      /* if (stepm >= YEARM) hstepm=1;*/
        j1++;      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
        if (cptcovn > 0) {      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
          fprintf(fichtm,"<hr>************ Results for covariates");      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
          for (cpt=1; cpt<=cptcovn;cpt++)      gp=matrix(0,nhstepm,1,nlstate*nlstate);
            fprintf(fichtm," V%d=%d ",Tvar[cpt],nbcode[Tvar[cpt]][codtab[j1][cpt]]);      gm=matrix(0,nhstepm,1,nlstate*nlstate);
          fprintf(fichtm," ************\n<hr>");  
        }      /* Computed by stepm unit matrices, product of hstepm matrices, stored
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);          hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
        for(cpt=1; cpt<nlstate;cpt++){   
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>  
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
        }  
     for(cpt=1; cpt<=nlstate;cpt++) {      /* Computing  Variances of health expectancies */
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident  
 interval) in state (%d): v%s%d%d.gif <br>       for(theta=1; theta <=npar; theta++){
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);          for(i=1; i<=npar; i++){ 
      }          xp[i] = x[i] + (i==theta ?delti[theta]:0);
      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>        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);    
      }        cptj=0;
      fprintf(fichtm,"\n<br>- Total life expectancy by age and        for(j=1; j<= nlstate; j++){
 health expectancies in states (1) and (2): e%s%d.gif<br>          for(i=1; i<=nlstate; i++){
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);            cptj=cptj+1;
 fprintf(fichtm,"\n</body>");            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
    }              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
  }            }
 fclose(fichtm);          }
         }
   /*--------------- Prevalence limit --------------*/       
         
   strcpy(filerespl,"pl");        for(i=1; i<=npar; i++) 
   strcat(filerespl,fileres);          xp[i] = x[i] - (i==theta ?delti[theta]:0);
   if((ficrespl=fopen(filerespl,"w"))==NULL) {        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;        
   }        cptj=0;
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);        for(j=1; j<= nlstate; j++){
   fprintf(ficrespl,"#Prevalence limit\n");          for(i=1;i<=nlstate;i++){
   fprintf(ficrespl,"#Age ");            cptj=cptj+1;
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
   fprintf(ficrespl,"\n");  
                gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
   prlim=matrix(1,nlstate,1,nlstate);            }
   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 */        for(j=1; j<= nlstate*nlstate; j++)
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          for(h=0; h<=nhstepm-1; h++){
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
   k=0;          }
   agebase=agemin;       } 
   agelim=agemax;     
   ftolpl=1.e-10;  /* End theta */
   i1=cptcovn;  
   if (cptcovn < 1){i1=1;}       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
   
   for(cptcov=1;cptcov<=i1;cptcov++){       for(h=0; h<=nhstepm-1; h++)
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){        for(j=1; j<=nlstate*nlstate;j++)
         k=k+1;          for(theta=1; theta <=npar; theta++)
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/            trgradg[h][j][theta]=gradg[h][theta][j];
         fprintf(ficrespl,"\n#****** ");       
         for(j=1;j<=cptcovn;j++)  
           fprintf(ficrespl,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);       for(i=1;i<=nlstate*nlstate;i++)
         fprintf(ficrespl,"******\n");        for(j=1;j<=nlstate*nlstate;j++)
                  varhe[i][j][(int)age] =0.;
         for (age=agebase; age<=agelim; age++){  
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);       printf("%d|",(int)age);fflush(stdout);
           fprintf(ficrespl,"%.0f",age );       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
           for(i=1; i<=nlstate;i++)       for(h=0;h<=nhstepm-1;h++){
           fprintf(ficrespl," %.5f", prlim[i][i]);        for(k=0;k<=nhstepm-1;k++){
           fprintf(ficrespl,"\n");          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
         }          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
       }          for(i=1;i<=nlstate*nlstate;i++)
     }            for(j=1;j<=nlstate*nlstate;j++)
   fclose(ficrespl);              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
   /*------------- h Pij x at various ages ------------*/        }
        }
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);      /* Computing expectancies */
   if((ficrespij=fopen(filerespij,"w"))==NULL) {      for(i=1; i<=nlstate;i++)
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;        for(j=1; j<=nlstate;j++)
   }          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
   printf("Computing pij: result on file '%s' \n", filerespij);            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
              
   stepsize=(int) (stepm+YEARM-1)/YEARM;  /* 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]);*/
   if (stepm<=24) stepsize=2;  
           }
   agelim=AGESUP;  
   hstepm=stepsize*YEARM; /* Every year of age */      fprintf(ficreseij,"%3.0f",age );
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */      cptj=0;
        for(i=1; i<=nlstate;i++)
   k=0;        for(j=1; j<=nlstate;j++){
   for(cptcov=1;cptcov<=i1;cptcov++){          cptj++;
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
       k=k+1;        }
         fprintf(ficrespij,"\n#****** ");      fprintf(ficreseij,"\n");
         for(j=1;j<=cptcovn;j++)     
           fprintf(ficrespij,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
         fprintf(ficrespij,"******\n");      free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
              free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    }
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    printf("\n");
           oldm=oldms;savm=savms;    fprintf(ficlog,"\n");
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);    
           fprintf(ficrespij,"# Age");    free_vector(xp,1,npar);
           for(i=1; i<=nlstate;i++)    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
             for(j=1; j<=nlstate+ndeath;j++)    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
               fprintf(ficrespij," %1d-%1d",i,j);    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
           fprintf(ficrespij,"\n");  }
           for (h=0; h<=nhstepm; h++){  
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );  /************ Variance ******************/
             for(i=1; i<=nlstate;i++)  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)
               for(j=1; j<=nlstate+ndeath;j++)  {
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);    /* Variance of health expectancies */
             fprintf(ficrespij,"\n");    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
           }    /* double **newm;*/
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    double **dnewm,**doldm;
           fprintf(ficrespij,"\n");    double **dnewmp,**doldmp;
         }    int i, j, nhstepm, hstepm, h, nstepm ;
     }    int k, cptcode;
   }    double *xp;
     double **gp, **gm;  /* for var eij */
   fclose(ficrespij);    double ***gradg, ***trgradg; /*for var eij */
     double **gradgp, **trgradgp; /* for var p point j */
   /*---------- Health expectancies and variances ------------*/    double *gpp, *gmp; /* for var p point j */
     double **varppt; /* for var p point j nlstate to nlstate+ndeath */
   strcpy(filerest,"t");    double ***p3mat;
   strcat(filerest,fileres);    double age,agelim, hf;
   if((ficrest=fopen(filerest,"w"))==NULL) {    double ***mobaverage;
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;    int theta;
   }    char digit[4];
   printf("Computing Total LEs with variances: file '%s' \n", filerest);    char digitp[25];
   
     char fileresprobmorprev[FILENAMELENGTH];
   strcpy(filerese,"e");  
   strcat(filerese,fileres);    if(popbased==1){
   if((ficreseij=fopen(filerese,"w"))==NULL) {      if(mobilav!=0)
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);        strcpy(digitp,"-populbased-mobilav-");
   }      else strcpy(digitp,"-populbased-nomobil-");
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);    }
     else 
  strcpy(fileresv,"v");      strcpy(digitp,"-stablbased-");
   strcat(fileresv,fileres);  
   if((ficresvij=fopen(fileresv,"w"))==NULL) {    if (mobilav!=0) {
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   }      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
   k=0;      }
   for(cptcov=1;cptcov<=i1;cptcov++){    }
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){  
       k=k+1;    strcpy(fileresprobmorprev,"prmorprev"); 
       fprintf(ficrest,"\n#****** ");    sprintf(digit,"%-d",ij);
       for(j=1;j<=cptcovn;j++)    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
         fprintf(ficrest,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);    strcat(fileresprobmorprev,digit); /* Tvar to be done */
       fprintf(ficrest,"******\n");    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
     strcat(fileresprobmorprev,fileres);
       fprintf(ficreseij,"\n#****** ");    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
       for(j=1;j<=cptcovn;j++)      printf("Problem with resultfile: %s\n", fileresprobmorprev);
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
       fprintf(ficreseij,"******\n");    }
     printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
       fprintf(ficresvij,"\n#****** ");    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
       for(j=1;j<=cptcovn;j++)    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(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
       fprintf(ficresvij,"******\n");    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
       fprintf(ficresprobmorprev," p.%-d SE",j);
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);      for(i=1; i<=nlstate;i++)
       oldm=oldms;savm=savms;        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);      }  
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);    fprintf(ficresprobmorprev,"\n");
       oldm=oldms;savm=savms;    fprintf(ficgp,"\n# Routine varevsij");
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);    fprintf(fichtm,"\n<li><h4> Computing probabilities of dying over estepm months as a weighted average (i.e global mortality independent of initial healh state)</h4></li>\n");
          fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");  /*   } */
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
       fprintf(ficrest,"\n");  
            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");
       hf=1;    fprintf(ficresvij,"# Age");
       if (stepm >= YEARM) hf=stepm/YEARM;    for(i=1; i<=nlstate;i++)
       epj=vector(1,nlstate+1);      for(j=1; j<=nlstate;j++)
       for(age=bage; age <=fage ;age++){        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);    fprintf(ficresvij,"\n");
         fprintf(ficrest," %.0f",age);  
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){    xp=vector(1,npar);
           for(i=1, epj[j]=0.;i <=nlstate;i++) {    dnewm=matrix(1,nlstate,1,npar);
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];    doldm=matrix(1,nlstate,1,nlstate);
           }    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
           epj[nlstate+1] +=epj[j];    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
         }  
         for(i=1, vepp=0.;i <=nlstate;i++)    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
           for(j=1;j <=nlstate;j++)    gpp=vector(nlstate+1,nlstate+ndeath);
             vepp += vareij[i][j][(int)age];    gmp=vector(nlstate+1,nlstate+ndeath);
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
         for(j=1;j <=nlstate;j++){    
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));    if(estepm < stepm){
         }      printf ("Problem %d lower than %d\n",estepm, stepm);
         fprintf(ficrest,"\n");    }
       }    else  hstepm=estepm;   
     }    /* For example we decided to compute the life expectancy with the smallest unit */
   }    /* 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 
  fclose(ficreseij);       nstepm is the number of stepm from age to agelin. 
  fclose(ficresvij);       Look at hpijx to understand the reason of that which relies in memory size
   fclose(ficrest);       and note for a fixed period like k years */
   fclose(ficpar);    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
   free_vector(epj,1,nlstate+1);       survival function given by stepm (the optimization length). Unfortunately it
   /*  scanf("%d ",i); */       means that if the survival funtion is printed every two years of age and if
        you sum them up and add 1 year (area under the trapezoids) you won't get the same 
   /*------- Variance limit prevalence------*/         results. So we changed our mind and took the option of the best precision.
     */
 strcpy(fileresvpl,"vpl");    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
   strcat(fileresvpl,fileres);    agelim = AGESUP;
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
     exit(0);      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
   }      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
       gp=matrix(0,nhstepm,1,nlstate);
  k=0;      gm=matrix(0,nhstepm,1,nlstate);
  for(cptcov=1;cptcov<=i1;cptcov++){  
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){  
      k=k+1;      for(theta=1; theta <=npar; theta++){
      fprintf(ficresvpl,"\n#****** ");        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
      for(j=1;j<=cptcovn;j++)          xp[i] = x[i] + (i==theta ?delti[theta]:0);
        fprintf(ficresvpl,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);        }
      fprintf(ficresvpl,"******\n");        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
              prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
      varpl=matrix(1,nlstate,(int) bage, (int) fage);  
      oldm=oldms;savm=savms;        if (popbased==1) {
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);          if(mobilav ==0){
    }            for(i=1; i<=nlstate;i++)
  }              prlim[i][i]=probs[(int)age][i][ij];
           }else{ /* mobilav */ 
   fclose(ficresvpl);            for(i=1; i<=nlstate;i++)
               prlim[i][i]=mobaverage[(int)age][i][ij];
   /*---------- End : free ----------------*/          }
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);        }
      
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);        for(j=1; j<= nlstate; j++){
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);          for(h=0; h<=nhstepm; h++){
              for(i=1, gp[h][j]=0.;i<=nlstate;i++)
                gp[h][j] += prlim[i][i]*p3mat[i][j][h];
   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);        /* This for computing probability of death (h=1 means
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);           computed over hstepm matrices product = hstepm*stepm months) 
             as a weighted average of prlim.
   free_matrix(matcov,1,npar,1,npar);        */
   free_vector(delti,1,npar);        for(j=nlstate+1;j<=nlstate+ndeath;j++){
            for(i=1,gpp[j]=0.; i<= nlstate; i++)
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);            gpp[j] += prlim[i][i]*p3mat[i][j][1];
         }    
   printf("End of Imach\n");        /* end probability of death */
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */  
          for(i=1; i<=npar; i++) /* Computes gradient x - delta */
   /* 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);*/          xp[i] = x[i] - (i==theta ?delti[theta]:0);
   /*printf("Total time was %d uSec.\n", total_usecs);*/        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
   /*------ End -----------*/        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
    
  end:        if (popbased==1) {
 #ifdef windows          if(mobilav ==0){
  chdir(pathcd);            for(i=1; i<=nlstate;i++)
 #endif              prlim[i][i]=probs[(int)age][i][ij];
  system("wgnuplot graph.plt");          }else{ /* mobilav */ 
             for(i=1; i<=nlstate;i++)
 #ifdef windows              prlim[i][i]=mobaverage[(int)age][i][ij];
   while (z[0] != 'q') {          }
     chdir(pathcd);        }
     printf("\nType e to edit output files, c to start again, and q for exiting: ");  
     scanf("%s",z);        for(j=1; j<= nlstate; j++){
     if (z[0] == 'c') system("./imach");          for(h=0; h<=nhstepm; h++){
     else if (z[0] == 'e') {            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
       chdir(path);              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
       system("index.htm");          }
     }        }
     else if (z[0] == 'q') exit(0);        /* This for computing probability of death (h=1 means
   }           computed over hstepm matrices product = hstepm*stepm months) 
 #endif           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\">Matrix of variance-covariance of pairs of step probabilities (drawings)</a></h4></li>\n",optionfilehtmcov);
     fprintf(fichtmcov,"\n<h4>Matrix of variance-covariance of pairs 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(fichtmcov, "\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(fichtmcov, "**********\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;
   
      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 ",
              jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,subdirf2(fileres,"p"),subdirf2(fileres,"p"));
      fprintf(fichtm,"\
    - Estimated transition probabilities over %d (stepm) months: <a href=\"%s\">%s</a><br>\n ",
              stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"));
      fprintf(fichtm,"\
    - Stable prevalence in each health state: <a href=\"%s\">%s</a> <br>\n",
              subdirf2(fileres,"pl"),subdirf2(fileres,"pl"));
      fprintf(fichtm,"\
    - Life expectancies by age and initial health status (estepm=%2d months): \
      <a href=\"%s\">%s</a> <br>\n</li>",
              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);
        }
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
   
   
    fprintf(fichtm,"\
   \n<br><li><h4> Result files (second order: variances)</h4>\n\
    - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n", rfileres,rfileres);
   
    fprintf(fichtm," - Variance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"prob"),subdirf2(fileres,"prob"));
    fprintf(fichtm,"\
    - Variance-covariance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"probcov"),subdirf2(fileres,"probcov"));
   
    fprintf(fichtm,"\
    - Correlation matrix of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"probcor"),subdirf2(fileres,"probcor"));
    fprintf(fichtm,"\
    - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"%s\">%s</a><br>\n",
            estepm, subdirf2(fileres,"v"),subdirf2(fileres,"v"));
    fprintf(fichtm,"\
    - Health expectancies with their variances (no covariance): <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"t"),subdirf2(fileres,"t"));
    fprintf(fichtm,"\
    - Standard deviation of stable prevalences: <a href=\"%s\">%s</a> <br>\n",\
            subdirf2(fileres,"vpl"),subdirf2(fileres,"vpl"));
   
   /*  if(popforecast==1) fprintf(fichtm,"\n */
   /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
   /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
   /*      <br>",fileres,fileres,fileres,fileres); */
   /*  else  */
   /*    fprintf(fichtm,"\n No population forecast: popforecast = %d (instead of 1) or stepm = %d (instead of 1) or model=%s (instead of .)<br><br></li>\n",popforecast, stepm, model); */
    fflush(fichtm);
    fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        for(cpt=1; cpt<=nlstate;cpt++) {
          fprintf(fichtm,"<br>- Observed (cross-sectional) and period (incidence based) \
   prevalence (with 95%% confidence interval) in state (%d): %s%d%d.png <br>\
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"v"),cpt,jj1,subdirf2(optionfilefiname,"v"),cpt,jj1);  
        }
        fprintf(fichtm,"\n<br>- Total life expectancy by age and \
   health expectancies in states (1) and (2): %s%d.png<br>\
   <img src=\"%s%d.png\">",subdirf2(optionfilefiname,"e"),jj1,subdirf2(optionfilefiname,"e"),jj1);
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
    fflush(fichtm);
   }
   
   /******************* Gnuplot file **************/
   void printinggnuplot(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
   
     char dirfileres[132],optfileres[132];
     int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
     int ng;
   /*   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) { */
   /*     printf("Problem with file %s",optionfilegnuplot); */
   /*     fprintf(ficlog,"Problem with file %s",optionfilegnuplot); */
   /*   } */
   
     /*#ifdef windows */
     fprintf(ficgp,"cd \"%s\" \n",pathc);
       /*#endif */
     m=pow(2,cptcoveff);
   
     strcpy(dirfileres,optionfilefiname);
     strcpy(optfileres,"vpl");
    /* 1eme*/
     for (cpt=1; cpt<= nlstate ; cpt ++) {
      for (k1=1; k1<= m ; k1 ++) {
        fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"v"),cpt,k1);
        fprintf(ficgp,"\n#set out \"v%s%d%d.png\" \n",optionfilefiname,cpt,k1);
        fprintf(ficgp,"set xlabel \"Age\" \n\
   set ylabel \"Probability\" \n\
   set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,subdirf2(fileres,"vpl"),k1-1,k1-1);
   
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }
        fprintf(ficgp,"\" t\"Stable prevalence\" w l 0,\"%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1);
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        } 
        fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1); 
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }  
        fprintf(ficgp,"\" t\"\" w l 1,\"%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",subdirf2(fileres,"p"),k1-1,k1-1,2+4*(cpt-1));
      }
     }
     /*2 eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       fprintf(ficgp,"\nset out \"%s%d.png\" \n",subdirf2(optionfilefiname,"e"),k1);
       fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
       
       for (i=1; i<= nlstate+1 ; i ++) {
         k=2*i;
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:2 \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
         else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         fprintf(ficgp,"\" t\"\" w l 0,");
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
         else fprintf(ficgp,"\" t\"\" w l 0,");
       }
     }
     
     /*3eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<= nlstate ; cpt ++) {
         k=2+nlstate*(2*cpt-2);
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"exp"),cpt,k1);
         fprintf(ficgp,"set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,subdirf2(fileres,"e"),k1-1,k1-1,k,cpt);
         /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           
         */
         for (i=1; i< nlstate ; i ++) {
           fprintf(ficgp," ,\"%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",subdirf2(fileres,"e"),k1-1,k1-1,k+2*i,cpt,i+1);
           
         } 
       }
     }
     
     /* CV preval stable (period) */
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<=nlstate ; cpt ++) {
         k=3;
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"p"),cpt,k1);
         fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \n\
   set ter png small\nset size 0.65,0.65\n\
   unset log y\n\
   plot [%.f:%.f] \"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,subdirf2(fileres,"pij"),k1,k+cpt+1,k+1);
         
         for (i=1; i< nlstate ; i ++)
           fprintf(ficgp,"+$%d",k+i+1);
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
         
         l=3+(nlstate+ndeath)*cpt;
         fprintf(ficgp,",\"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",subdirf2(fileres,"pij"),k1,l+cpt+1,l+1);
         for (i=1; i< nlstate ; i ++) {
           l=3+(nlstate+ndeath)*cpt;
           fprintf(ficgp,"+$%d",l+i+1);
         }
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
       } 
     }  
     
     /* proba elementaires */
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) {
           for(j=1; j <=ncovmodel; j++){
             fprintf(ficgp,"p%d=%f ",jk,p[jk]);
             jk++; 
             fprintf(ficgp,"\n");
           }
         }
       }
      }
   
      for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
        for(jk=1; jk <=m; jk++) {
          fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"pe"),jk,ng); 
          if (ng==2)
            fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
          else
            fprintf(ficgp,"\nset title \"Probability\"\n");
          fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
          i=1;
          for(k2=1; k2<=nlstate; k2++) {
            k3=i;
            for(k=1; k<=(nlstate+ndeath); k++) {
              if (k != k2){
                if(ng==2)
                  fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
                else
                  fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
                ij=1;
                for(j=3; j <=ncovmodel; j++) {
                  if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                    fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                    ij++;
                  }
                  else
                    fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                }
                fprintf(ficgp,")/(1");
                
                for(k1=1; k1 <=nlstate; k1++){   
                  fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
                  ij=1;
                  for(j=3; j <=ncovmodel; j++){
                    if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                      fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                      ij++;
                    }
                    else
                      fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                  }
                  fprintf(ficgp,")");
                }
                fprintf(ficgp,") t \"p%d%d\" ", k2,k);
                if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
                i=i+ncovmodel;
              }
            } /* end k */
          } /* end k2 */
        } /* end jk */
      } /* end ng */
      fflush(ficgp); 
   }  /* end gnuplot */
   
   
   /*************** Moving average **************/
   int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
   
     int i, cpt, cptcod;
     int modcovmax =1;
     int mobilavrange, mob;
     double age;
   
     modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
                              a covariate has 2 modalities */
     if (cptcovn<1) modcovmax=1; /* At least 1 pass */
   
     if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
       if(mobilav==1) mobilavrange=5; /* default */
       else mobilavrange=mobilav;
       for (age=bage; age<=fage; age++)
         for (i=1; i<=nlstate;i++)
           for (cptcod=1;cptcod<=modcovmax;cptcod++)
             mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
       /* We keep the original values on the extreme ages bage, fage and for 
          fage+1 and bage-1 we use a 3 terms moving average; for fage+2 bage+2
          we use a 5 terms etc. until the borders are no more concerned. 
       */ 
       for (mob=3;mob <=mobilavrange;mob=mob+2){
         for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
           for (i=1; i<=nlstate;i++){
             for (cptcod=1;cptcod<=modcovmax;cptcod++){
               mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
                 for (cpt=1;cpt<=(mob-1)/2;cpt++){
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
                 }
               mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
             }
           }
         }/* end age */
       }/* end mob */
     }else return -1;
     return 0;
   }/* End movingaverage */
   
   
   /************** Forecasting ******************/
   prevforecast(char fileres[], double anproj1, double mproj1, double jproj1, double ageminpar, double agemax, double dateprev1, double dateprev2, int mobilav, double bage, double fage, int firstpass, int lastpass, double anproj2, double p[], int cptcoveff){
     /* proj1, year, month, day of starting projection 
        agemin, agemax range of age
        dateprev1 dateprev2 range of dates during which prevalence is computed
        anproj2 year of en of projection (same day and month as proj1).
     */
     int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
     int *popage;
     double agec; /* generic age */
     double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
     double *popeffectif,*popcount;
     double ***p3mat;
     double ***mobaverage;
     char fileresf[FILENAMELENGTH];
   
     agelim=AGESUP;
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
    
     strcpy(fileresf,"f"); 
     strcat(fileresf,fileres);
     if((ficresf=fopen(fileresf,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", fileresf);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
     }
     printf("Computing forecasting: result on file '%s' \n", fileresf);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     if(estepm < stepm){
       printf ("Problem %d lower than %d\n",estepm, stepm);
     }
     else  hstepm=estepm;   
   
     hstepm=hstepm/stepm; 
     yp1=modf(dateintmean,&yp);/* extracts integral of datemean in yp  and
                                  fractional in yp1 */
     anprojmean=yp;
     yp2=modf((yp1*12),&yp);
     mprojmean=yp;
     yp1=modf((yp2*30.5),&yp);
     jprojmean=yp;
     if(jprojmean==0) jprojmean=1;
     if(mprojmean==0) jprojmean=1;
   
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
     
     fprintf(ficresf,"# Mean day of interviews %.lf/%.lf/%.lf (%.2f) between %.2f and %.2f \n",jprojmean,mprojmean,anprojmean,dateintmean,dateprev1,dateprev2); 
     
     fprintf(ficresf,"#****** Routine prevforecast **\n");
   
   /*            if (h==(int)(YEARM*yearp)){ */
     for(cptcov=1, k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficresf,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficresf," V%d=%d, hpijx=probability over h years, hp.jx is weighted by observed prev ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficresf,"******\n");
         fprintf(ficresf,"# Covariate valuofcovar yearproj age");
         for(j=1; j<=nlstate+ndeath;j++){ 
           for(i=1; i<=nlstate;i++)              
             fprintf(ficresf," p%d%d",i,j);
           fprintf(ficresf," p.%d",j);
         }
         for (yearp=0; yearp<=(anproj2-anproj1);yearp +=stepsize) { 
           fprintf(ficresf,"\n");
           fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+yearp);   
   
           for (agec=fage; agec>=(ageminpar-1); agec--){ 
             nhstepm=(int) rint((agelim-agec)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agec,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h*hstepm/YEARM*stepm ==yearp) {
                 fprintf(ficresf,"\n");
                 for(j=1;j<=cptcoveff;j++) 
                   fprintf(ficresf,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
                 fprintf(ficresf,"%.f %.f ",anproj1+yearp,agec+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 ppij=0.;
                 for(i=1; i<=nlstate;i++) {
                   if (mobilav==1) 
                     ppij=ppij+p3mat[i][j][h]*mobaverage[(int)agec][i][cptcod];
                   else {
                     ppij=ppij+p3mat[i][j][h]*probs[(int)(agec)][i][cptcod];
                   }
                   if (h*hstepm/YEARM*stepm== yearp) {
                     fprintf(ficresf," %.3f", p3mat[i][j][h]);
                   }
                 } /* end i */
                 if (h*hstepm/YEARM*stepm==yearp) {
                   fprintf(ficresf," %.3f", ppij);
                 }
               }/* end j */
             } /* end h */
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           } /* end agec */
         } /* end yearp */
       } /* end cptcod */
     } /* end  cptcov */
          
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     fclose(ficresf);
   }
   
   /************** Forecasting *****not tested NB*************/
   populforecast(char fileres[], double anpyram,double mpyram,double jpyram,double ageminpar, double agemax,double dateprev1, double dateprev2, int mobilav, double agedeb, double fage, int popforecast, char popfile[], double anpyram1,double p[], int i2){
     
     int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
     int *popage;
     double calagedatem, agelim, kk1, kk2;
     double *popeffectif,*popcount;
     double ***p3mat,***tabpop,***tabpopprev;
     double ***mobaverage;
     char filerespop[FILENAMELENGTH];
   
     tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     agelim=AGESUP;
     calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
     
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     
     
     strcpy(filerespop,"pop"); 
     strcat(filerespop,fileres);
     if((ficrespop=fopen(filerespop,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", filerespop);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
     }
     printf("Computing forecasting: result on file '%s' \n", filerespop);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     
     agelim=AGESUP;
     
     hstepm=1;
     hstepm=hstepm/stepm; 
     
     if (popforecast==1) {
       if((ficpop=fopen(popfile,"r"))==NULL) {
         printf("Problem with population file : %s\n",popfile);exit(0);
         fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
       } 
       popage=ivector(0,AGESUP);
       popeffectif=vector(0,AGESUP);
       popcount=vector(0,AGESUP);
       
       i=1;   
       while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
      
       imx=i;
       for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
     }
   
     for(cptcov=1,k=0;cptcov<=i2;cptcov++){
      for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficrespop,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespop,"******\n");
         fprintf(ficrespop,"# Age");
         for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
         if (popforecast==1)  fprintf(ficrespop," [Population]");
         
         for (cpt=0; cpt<=0;cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   if (mobilav==1) 
                     kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
                   else {
                     kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
                   }
                 }
                 if (h==(int)(calagedatem+12*cpt)){
                   tabpop[(int)(agedeb)][j][cptcod]=kk1;
                     /*fprintf(ficrespop," %.3f", kk1);
                       if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
                 }
               }
               for(i=1; i<=nlstate;i++){
                 kk1=0.;
                   for(j=1; j<=nlstate;j++){
                     kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
                   }
                     tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
               }
   
               if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
                 fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
    
     /******/
   
         for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];    
                 }
                 if (h==(int)(calagedatem+12*cpt)) fprintf(ficresf," %15.2f", kk1);        
               }
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
      } 
     }
    
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     if (popforecast==1) {
       free_ivector(popage,0,AGESUP);
       free_vector(popeffectif,0,AGESUP);
       free_vector(popcount,0,AGESUP);
     }
     free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficrespop);
   } /* End of popforecast */
   
   int fileappend(FILE *fichier, char *optionfich)
   {
     if((fichier=fopen(optionfich,"a"))==NULL) {
       printf("Problem with file: %s\n", optionfich);
       fprintf(ficlog,"Problem with file: %s\n", optionfich);
       return (0);
     }
     fflush(fichier);
     return (1);
   }
   
   
   /**************** function prwizard **********************/
   void prwizard(int ncovmodel, int nlstate, int ndeath,  char model[], FILE *ficparo)
   {
   
     /* Wizard to print covariance matrix template */
   
     char ca[32], cb[32], cc[32];
     int i,j, k, l, li, lj, lk, ll, jj, npar, itimes;
     int numlinepar;
   
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficparo,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         /*ca[0]= k+'a'-1;ca[1]='\0';*/
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           /*        printf(" %lf",param[i][j][k]); */
           /*        fprintf(ficparo," %lf",param[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficparo,"# Scales (for hessian or gradient estimation)\n");
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/ 
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         fprintf(ficparo,"%1d%1d",i,j);
         printf("%1d%1d",i,j);
         fflush(stdout);
         for(k=1; k<=ncovmodel;k++){
           /*      printf(" %le",delti3[i][j][k]); */
           /*      fprintf(ficparo," %le",delti3[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         numlinepar++;
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Covariance matrix\n");
   /* # 121 Var(a12)\n\ */
   /* # 122 Cov(b12,a12) Var(b12)\n\ */
   /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
   /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
   /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
   /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
   /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
   /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
     fflush(stdout);
     fprintf(ficparo,"# Covariance matrix\n");
     /* # 121 Var(a12)\n\ */
     /* # 122 Cov(b12,a12) Var(b12)\n\ */
     /* #   ...\n\ */
     /* # 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n" */
     
     for(itimes=1;itimes<=2;itimes++){
       jj=0;
       for(i=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath; j++){
           if(j==i) continue;
           for(k=1; k<=ncovmodel;k++){
             jj++;
             ca[0]= k+'a'-1;ca[1]='\0';
             if(itimes==1){
               printf("#%1d%1d%d",i,j,k);
               fprintf(ficparo,"#%1d%1d%d",i,j,k);
             }else{
               printf("%1d%1d%d",i,j,k);
               fprintf(ficparo,"%1d%1d%d",i,j,k);
               /*  printf(" %.5le",matcov[i][j]); */
             }
             ll=0;
             for(li=1;li <=nlstate; li++){
               for(lj=1;lj <=nlstate+ndeath; lj++){
                 if(lj==li) continue;
                 for(lk=1;lk<=ncovmodel;lk++){
                   ll++;
                   if(ll<=jj){
                     cb[0]= lk +'a'-1;cb[1]='\0';
                     if(ll<jj){
                       if(itimes==1){
                         printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         fprintf(ficparo," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }else{
                       if(itimes==1){
                         printf(" Var(%s%1d%1d)",ca,i,j);
                         fprintf(ficparo," Var(%s%1d%1d)",ca,i,j);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }
                   }
                 } /* end lk */
               } /* end lj */
             } /* end li */
             printf("\n");
             fprintf(ficparo,"\n");
             numlinepar++;
           } /* end k*/
         } /*end j */
       } /* end i */
     } /* end itimes */
   
   } /* end of prwizard */
   
   
   /***********************************************/
   /**************** Main Program *****************/
   /***********************************************/
   
   int main(int argc, char *argv[])
   {
     int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
     int i,j, k, n=MAXN,iter,m,size=100,cptcode, cptcod;
     int jj, ll, li, lj, lk, imk;
     int numlinepar=0; /* Current linenumber of parameter file */
     int itimes;
   
     char ca[32], cb[32], cc[32];
     /*  FILE *fichtm; *//* Html File */
     /* FILE *ficgp;*/ /*Gnuplot File */
     double agedeb, agefin,hf;
     double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
   
     double fret;
     double **xi,tmp,delta;
   
     double dum; /* Dummy variable */
     double ***p3mat;
     double ***mobaverage;
     int *indx;
     char line[MAXLINE], linepar[MAXLINE];
     char path[MAXLINE],pathc[MAXLINE],pathcd[MAXLINE],pathtot[MAXLINE],model[MAXLINE];
     char pathr[MAXLINE]; 
     int firstobs=1, lastobs=10;
     int sdeb, sfin; /* Status at beginning and end */
     int c,  h , cpt,l;
     int ju,jl, mi;
     int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
     int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,*tab; 
     int mobilavproj=0 , prevfcast=0 ; /* moving average of prev, If prevfcast=1 prevalence projection */
     int mobilav=0,popforecast=0;
     int hstepm, nhstepm;
     double jprev1=1, mprev1=1,anprev1=2000,jprev2=1, mprev2=1,anprev2=2000;
     double jpyram=1, mpyram=1,anpyram=2000,jpyram1=1, mpyram1=1,anpyram1=2000;
   
     double bage, fage, age, agelim, agebase;
     double ftolpl=FTOL;
     double **prlim;
     double *severity;
     double ***param; /* Matrix of parameters */
     double  *p;
     double **matcov; /* Matrix of covariance */
     double ***delti3; /* Scale */
     double *delti; /* Scale */
     double ***eij, ***vareij;
     double **varpl; /* Variances of prevalence limits by age */
     double *epj, vepp;
     double kk1, kk2;
     double dateprev1, dateprev2,jproj1=1,mproj1=1,anproj1=2000,jproj2=1,mproj2=1,anproj2=2000;
   
     char *alph[]={"a","a","b","c","d","e"}, str[4];
   
   
     char z[1]="c", occ;
   
     char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
     char strstart[80], *strt, strtend[80];
     char *stratrunc;
     int lstra;
   
     long total_usecs;
    
   /*   setlocale (LC_ALL, ""); */
   /*   bindtextdomain (PACKAGE, LOCALEDIR); */
   /*   textdomain (PACKAGE); */
   /*   setlocale (LC_CTYPE, ""); */
   /*   setlocale (LC_MESSAGES, ""); */
   
     /*   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
     (void) gettimeofday(&start_time,&tzp);
     curr_time=start_time;
     tm = *localtime(&start_time.tv_sec);
     tmg = *gmtime(&start_time.tv_sec);
     strcpy(strstart,asctime(&tm));
   
   /*  printf("Localtime (at start)=%s",strstart); */
   /*  tp.tv_sec = tp.tv_sec +86400; */
   /*  tm = *localtime(&start_time.tv_sec); */
   /*   tmg.tm_year=tmg.tm_year +dsign*dyear; */
   /*   tmg.tm_mon=tmg.tm_mon +dsign*dmonth; */
   /*   tmg.tm_hour=tmg.tm_hour + 1; */
   /*   tp.tv_sec = mktime(&tmg); */
   /*   strt=asctime(&tmg); */
   /*   printf("Time(after) =%s",strstart);  */
   /*  (void) time (&time_value);
   *  printf("time=%d,t-=%d\n",time_value,time_value-86400);
   *  tm = *localtime(&time_value);
   *  strstart=asctime(&tm);
   *  printf("tim_value=%d,asctime=%s\n",time_value,strstart); 
   */
   
     nberr=0; /* Number of errors and warnings */
     nbwarn=0;
     getcwd(pathcd, size);
   
     printf("\n%s\n%s",version,fullversion);
     if(argc <=1){
       printf("\nEnter the parameter file name: ");
       scanf("%s",pathtot);
     }
     else{
       strcpy(pathtot,argv[1]);
     }
     /*if(getcwd(pathcd, MAXLINE)!= NULL)printf ("Error pathcd\n");*/
     /*cygwin_split_path(pathtot,path,optionfile);
       printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
     /* cutv(path,optionfile,pathtot,'\\');*/
   
     split(pathtot,path,optionfile,optionfilext,optionfilefiname);
     printf("pathtot=%s,\npath=%s,\noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     chdir(path);
     strcpy(command,"mkdir ");
     strcat(command,optionfilefiname);
     if((outcmd=system(command)) != 0){
       printf("Problem creating directory or it already exists %s%s, err=%d\n",path,optionfilefiname,outcmd);
       /* fprintf(ficlog,"Problem creating directory %s%s\n",path,optionfilefiname); */
       /* fclose(ficlog); */
   /*     exit(1); */
     }
   /*   if((imk=mkdir(optionfilefiname))<0){ */
   /*     perror("mkdir"); */
   /*   } */
   
     /*-------- arguments in the command line --------*/
   
     /* Log file */
     strcat(filelog, optionfilefiname);
     strcat(filelog,".log");    /* */
     if((ficlog=fopen(filelog,"w"))==NULL)    {
       printf("Problem with logfile %s\n",filelog);
       goto end;
     }
     fprintf(ficlog,"Log filename:%s\n",filelog);
     fprintf(ficlog,"\n%s\n%s",version,fullversion);
     fprintf(ficlog,"\nEnter the parameter file name: ");
     fprintf(ficlog,"pathtot=%s\n\
    path=%s \n\
    optionfile=%s\n\
    optionfilext=%s\n\
    optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
   
     printf("Local time (at start):%s",strstart);
     fprintf(ficlog,"Local time (at start): %s",strstart);
     fflush(ficlog);
   /*   (void) gettimeofday(&curr_time,&tzp); */
   /*   printf("Elapsed time %d\n", asc_diff_time(curr_time.tv_sec-start_time.tv_sec,tmpout)); */
   
     /* */
     strcpy(fileres,"r");
     strcat(fileres, optionfilefiname);
     strcat(fileres,".txt");    /* Other files have txt extension */
   
     /*---------arguments file --------*/
   
     if((ficpar=fopen(optionfile,"r"))==NULL)    {
       printf("Problem with optionfile %s\n",optionfile);
       fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
       fflush(ficlog);
       goto end;
     }
   
   
   
     strcpy(filereso,"o");
     strcat(filereso,fileres);
     if((ficparo=fopen(filereso,"w"))==NULL) { /* opened on subdirectory */
       printf("Problem with Output resultfile: %s\n", filereso);
       fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
       fflush(ficlog);
       goto end;
     }
   
     /* Reads comments: lines beginning with '#' */
     numlinepar=0;
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
     numlinepar++;
     printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model);
     fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fprintf(ficlog,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fflush(ficlog);
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
      
     covar=matrix(0,NCOVMAX,1,n); 
     cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
     if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
   
     ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
     nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
    
     if(mle==-1){ /* Print a wizard for help writing covariance matrix */
       prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
       printf(" You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       fprintf(ficlog," You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       fclose (ficparo);
       fclose (ficlog);
       exit(0);
     }
     /* Read guess parameters */
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     for(i=1; i <=nlstate; i++){
       j=0;
       for(jj=1; jj <=nlstate+ndeath; jj++){
         if(jj==i) continue;
         j++;
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         if ((i1 != i) && (j1 != j)){
           printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
           exit(1);
         }
         fprintf(ficparo,"%1d%1d",i1,j1);
         if(mle==1)
           printf("%1d%1d",i,j);
         fprintf(ficlog,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar," %lf",&param[i][j][k]);
           if(mle==1){
             printf(" %lf",param[i][j][k]);
             fprintf(ficlog," %lf",param[i][j][k]);
           }
           else
             fprintf(ficlog," %lf",param[i][j][k]);
           fprintf(ficparo," %lf",param[i][j][k]);
         }
         fscanf(ficpar,"\n");
         numlinepar++;
         if(mle==1)
           printf("\n");
         fprintf(ficlog,"\n");
         fprintf(ficparo,"\n");
       }
     }  
     fflush(ficlog);
   
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
   
     p=param[1][1];
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     /* delti=vector(1,npar); *//* Scale of each paramater (output from hesscov) */
     for(i=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath-1; j++){
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         if ((i1-i)*(j1-j)!=0){
           printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
           exit(1);
         }
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i1,j1);
         fprintf(ficlog,"%1d%1d",i1,j1);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar,"%le",&delti3[i][j][k]);
           printf(" %le",delti3[i][j][k]);
           fprintf(ficparo," %le",delti3[i][j][k]);
           fprintf(ficlog," %le",delti3[i][j][k]);
         }
         fscanf(ficpar,"\n");
         numlinepar++;
         printf("\n");
         fprintf(ficparo,"\n");
         fprintf(ficlog,"\n");
       }
     }
     fflush(ficlog);
   
     delti=delti3[1][1];
   
   
     /* free_ma3x(delti3,1,nlstate,1,nlstate+ndeath-1,1,ncovmodel); */ /* Hasn't to to freed here otherwise delti is no more allocated */
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
     
     matcov=matrix(1,npar,1,npar);
     for(i=1; i <=npar; i++){
       fscanf(ficpar,"%s",&str);
       if(mle==1)
         printf("%s",str);
       fprintf(ficlog,"%s",str);
       fprintf(ficparo,"%s",str);
       for(j=1; j <=i; j++){
         fscanf(ficpar," %le",&matcov[i][j]);
         if(mle==1){
           printf(" %.5le",matcov[i][j]);
         }
         fprintf(ficlog," %.5le",matcov[i][j]);
         fprintf(ficparo," %.5le",matcov[i][j]);
       }
       fscanf(ficpar,"\n");
       numlinepar++;
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       fprintf(ficparo,"\n");
     }
     for(i=1; i <=npar; i++)
       for(j=i+1;j<=npar;j++)
         matcov[i][j]=matcov[j][i];
      
     if(mle==1)
       printf("\n");
     fprintf(ficlog,"\n");
   
     fflush(ficlog);
   
     /*-------- Rewriting paramater file ----------*/
     strcpy(rfileres,"r");    /* "Rparameterfile */
     strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
     strcat(rfileres,".");    /* */
     strcat(rfileres,optionfilext);    /* Other files have txt extension */
     if((ficres =fopen(rfileres,"w"))==NULL) {
       printf("Problem writing new parameter file: %s\n", fileres);goto end;
       fprintf(ficlog,"Problem writing new parameter file: %s\n", fileres);goto end;
     }
     fprintf(ficres,"#%s\n",version);
       
     /*-------- data file ----------*/
     if((fic=fopen(datafile,"r"))==NULL)    {
       printf("Problem with datafile: %s\n", datafile);goto end;
       fprintf(ficlog,"Problem with datafile: %s\n", datafile);goto end;
     }
   
     n= lastobs;
     severity = vector(1,maxwav);
     outcome=imatrix(1,maxwav+1,1,n);
     num=lvector(1,n);
     moisnais=vector(1,n);
     annais=vector(1,n);
     moisdc=vector(1,n);
     andc=vector(1,n);
     agedc=vector(1,n);
     cod=ivector(1,n);
     weight=vector(1,n);
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
     mint=matrix(1,maxwav,1,n);
     anint=matrix(1,maxwav,1,n);
     s=imatrix(1,maxwav+1,1,n);
     tab=ivector(1,NCOVMAX);
     ncodemax=ivector(1,8);
   
     i=1;
     while (fgets(line, MAXLINE, fic) != NULL)    {
       if ((i >= firstobs) && (i <=lastobs)) {
           
         for (j=maxwav;j>=1;j--){
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb); 
           strcpy(line,stra);
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         }
           
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
         for (j=ncovcol;j>=1;j--){
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         } 
         lstra=strlen(stra);
         if(lstra > 9){ /* More than 2**32 or max of what printf can write with %ld */
           stratrunc = &(stra[lstra-9]);
           num[i]=atol(stratrunc);
         }
         else
           num[i]=atol(stra);
           
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
           printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/
   
         i=i+1;
       }
     }
     /* printf("ii=%d", ij);
        scanf("%d",i);*/
     imx=i-1; /* Number of individuals */
   
     /* for (i=1; i<=imx; i++){
       if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
       if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
       if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
       }*/
      /*  for (i=1; i<=imx; i++){
        if (s[4][i]==9)  s[4][i]=-1; 
        printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));}*/
     
    for (i=1; i<=imx; i++)
    
      /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
        else weight[i]=1;*/
   
     /* Calculation of the number of parameter from char model*/
     Tvar=ivector(1,15); /* stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
     Tprod=ivector(1,15); 
     Tvaraff=ivector(1,15); 
     Tvard=imatrix(1,15,1,2);
     Tage=ivector(1,15);      
      
     if (strlen(model) >1){ /* If there is at least 1 covariate */
       j=0, j1=0, k1=1, k2=1;
       j=nbocc(model,'+'); /* j=Number of '+' */
       j1=nbocc(model,'*'); /* j1=Number of '*' */
       cptcovn=j+1; 
       cptcovprod=j1; /*Number of products */
       
       strcpy(modelsav,model); 
       if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
         printf("Error. Non available option model=%s ",model);
         fprintf(ficlog,"Error. Non available option model=%s ",model);
         goto end;
       }
       
       /* This loop fills the array Tvar from the string 'model'.*/
   
       for(i=(j+1); i>=1;i--){
         cutv(stra,strb,modelsav,'+'); /* keeps in strb after the last + */ 
         if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
         /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
         /*scanf("%d",i);*/
         if (strchr(strb,'*')) {  /* Model includes a product */
           cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn (if not *age)*/
           if (strcmp(strc,"age")==0) { /* Vn*age */
             cptcovprod--;
             cutv(strb,stre,strd,'V');
             Tvar[i]=atoi(stre); /* computes n in Vn and stores in Tvar*/
             cptcovage++;
               Tage[cptcovage]=i;
               /*printf("stre=%s ", stre);*/
           }
           else if (strcmp(strd,"age")==0) { /* or age*Vn */
             cptcovprod--;
             cutv(strb,stre,strc,'V');
             Tvar[i]=atoi(stre);
             cptcovage++;
             Tage[cptcovage]=i;
           }
           else {  /* Age is not in the model */
             cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n*/
             Tvar[i]=ncovcol+k1;
             cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
             Tprod[k1]=i;
             Tvard[k1][1]=atoi(strc); /* m*/
             Tvard[k1][2]=atoi(stre); /* n */
             Tvar[cptcovn+k2]=Tvard[k1][1];
             Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
             for (k=1; k<=lastobs;k++) 
               covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
             k1++;
             k2=k2+2;
           }
         }
         else { /* no more sum */
           /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
          /*  scanf("%d",i);*/
         cutv(strd,strc,strb,'V');
         Tvar[i]=atoi(strc);
         }
         strcpy(modelsav,stra);  
         /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
           scanf("%d",i);*/
       } /* end of loop + */
     } /* end model */
     
     /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
       If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
   
     /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
     printf("cptcovprod=%d ", cptcovprod);
     fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
   
     scanf("%d ",i);
     fclose(fic);*/
   
       /*  if(mle==1){*/
     if (weightopt != 1) { /* Maximisation without weights*/
       for(i=1;i<=n;i++) weight[i]=1.0;
     }
       /*-calculation of age at interview from date of interview and age at death -*/
     agev=matrix(1,maxwav,1,imx);
   
     for (i=1; i<=imx; i++) {
       for(m=2; (m<= maxwav); m++) {
         if (((int)mint[m][i]== 99) && (s[m][i] <= nlstate)){
           anint[m][i]=9999;
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]==9999 && s[m][i]>nlstate){
           nberr++;
           printf("Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           fprintf(ficlog,"Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
           nberr++;
           printf("Error! Month of death of individual %ld on line %d was unknown %2d, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,(int)moisdc[i]); 
           fprintf(ficlog,"Error! Month of death of individual %ld on line %d was unknown %f, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,moisdc[i]); 
           s[m][i]=-1; /* We prefer to skip it (and to skip it in version 0.8a1 too */
         }
       }
     }
   
     for (i=1; i<=imx; i++)  {
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
       for(m=firstpass; (m<= lastpass); m++){
         if(s[m][i] >0){
           if (s[m][i] >= nlstate+1) {
             if(agedc[i]>0)
               if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
                 agev[m][i]=agedc[i];
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
               else {
                 if ((int)andc[i]!=9999){
                   nbwarn++;
                   printf("Warning negative age at death: %ld line:%d\n",num[i],i);
                   fprintf(ficlog,"Warning negative age at death: %ld line:%d\n",num[i],i);
                   agev[m][i]=-1;
                 }
               }
           }
           else if(s[m][i] !=9){ /* Standard case, age in fractional
                                    years but with the precision of a
                                    month */
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
             if((int)mint[m][i]==99 || (int)anint[m][i]==9999)
               agev[m][i]=1;
             else if(agev[m][i] <agemin){ 
               agemin=agev[m][i];
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
             }
             else if(agev[m][i] >agemax){
               agemax=agev[m][i];
               /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
             }
             /*agev[m][i]=anint[m][i]-annais[i];*/
             /*     agev[m][i] = age[i]+2*m;*/
           }
           else { /* =9 */
             agev[m][i]=1;
             s[m][i]=-1;
           }
         }
         else /*= 0 Unknown */
           agev[m][i]=1;
       }
       
     }
     for (i=1; i<=imx; i++)  {
       for(m=firstpass; (m<=lastpass); m++){
         if (s[m][i] > (nlstate+ndeath)) {
           nberr++;
           printf("Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           fprintf(ficlog,"Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           goto end;
         }
       }
     }
   
     /*for (i=1; i<=imx; i++){
     for (m=firstpass; (m<lastpass); m++){
        printf("%ld %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
   }
   
   }*/
   
   
     printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
     fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
   
     free_vector(severity,1,maxwav);
     free_imatrix(outcome,1,maxwav+1,1,n);
     free_vector(moisnais,1,n);
     free_vector(annais,1,n);
     /* free_matrix(mint,1,maxwav,1,n);
        free_matrix(anint,1,maxwav,1,n);*/
     free_vector(moisdc,1,n);
     free_vector(andc,1,n);
   
      
     wav=ivector(1,imx);
     dh=imatrix(1,lastpass-firstpass+1,1,imx);
     bh=imatrix(1,lastpass-firstpass+1,1,imx);
     mw=imatrix(1,lastpass-firstpass+1,1,imx);
      
     /* Concatenates waves */
     concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
   
     /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
   
     Tcode=ivector(1,100);
     nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
     ncodemax[1]=1;
     if (cptcovn > 0) tricode(Tvar,nbcode,imx);
         
     codtab=imatrix(1,100,1,10); /* Cross tabulation to get the order of 
                                    the estimations*/
     h=0;
     m=pow(2,cptcoveff);
    
     for(k=1;k<=cptcoveff; k++){
       for(i=1; i <=(m/pow(2,k));i++){
         for(j=1; j <= ncodemax[k]; j++){
           for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
             h++;
             if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;
             /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/
           } 
         }
       }
     } 
     /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
        codtab[1][2]=1;codtab[2][2]=2; */
     /* for(i=1; i <=m ;i++){ 
        for(k=1; k <=cptcovn; k++){
        printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
        }
        printf("\n");
        }
        scanf("%d",i);*/
       
     /*------------ gnuplot -------------*/
     strcpy(optionfilegnuplot,optionfilefiname);
     strcat(optionfilegnuplot,".gp");
     if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
       printf("Problem with file %s",optionfilegnuplot);
     }
     else{
       fprintf(ficgp,"\n# %s\n", version); 
       fprintf(ficgp,"# %s\n", optionfilegnuplot); 
       fprintf(ficgp,"set missing 'NaNq'\n");
     }
     /*  fclose(ficgp);*/
     /*--------- index.htm --------*/
   
     strcpy(optionfilehtm,optionfilefiname); /* Main html file */
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
     }
   
     strcpy(optionfilehtmcov,optionfilefiname); /* Only for matrix of covariance */
     strcat(optionfilehtmcov,"-cov.htm");
     if((fichtmcov=fopen(optionfilehtmcov,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtmcov), exit(0);
     }
     else{
     fprintf(fichtmcov,"<body>\n<title>IMaCh Cov %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model);
     }
   
     fprintf(fichtm,"<body>\n<title>IMaCh %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n\
   \n\
   <hr  size=\"2\" color=\"#EC5E5E\">\
    <ul><li><h4>Parameter files</h4>\n\
    - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n\
    - Log file of the run: <a href=\"%s\">%s</a><br>\n\
    - Gnuplot file name: <a href=\"%s\">%s</a><br>\n\
    - Date and time at start: %s</ul>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model,\
             fileres,fileres,\
             filelog,filelog,optionfilegnuplot,optionfilegnuplot,strstart);
     fflush(fichtm);
   
     strcpy(pathr,path);
     strcat(pathr,optionfilefiname);
     chdir(optionfilefiname); /* Move to directory named optionfile */
     
     /* Calculates basic frequencies. Computes observed prevalence at single age
        and prints on file fileres'p'. */
     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);
   
     fprintf(fichtm,"\n");
     fprintf(fichtm,"<br>Total number of observations=%d <br>\n\
   Youngest age at first (selected) pass %.2f, oldest age %.2f<br>\n\
   Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n",\
             imx,agemin,agemax,jmin,jmax,jmean);
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
       
      
     /* For Powell, parameters are in a vector p[] starting at p[1]
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */
   
     globpr=0; /* To get the number ipmx of contributions and the sum of weights*/
     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
     printf("First Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
     for (k=1; k<=npar;k++)
       printf(" %d %8.5f",k,p[k]);
     printf("\n");
     globpr=1; /* to print the contributions */
     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
     printf("Second Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
     for (k=1; k<=npar;k++)
       printf(" %d %8.5f",k,p[k]);
     printf("\n");
     if(mle>=1){ /* Could be 1 or 2 */
       mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
     }
       
     /*--------- results files --------------*/
     fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle= 0 weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate, ndeath, maxwav, weightopt,model);
     
   
     fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) {
           printf("%d%d ",i,k);
           fprintf(ficlog,"%d%d ",i,k);
           fprintf(ficres,"%1d%1d ",i,k);
           for(j=1; j <=ncovmodel; j++){
             printf("%f ",p[jk]);
             fprintf(ficlog,"%f ",p[jk]);
             fprintf(ficres,"%f ",p[jk]);
             jk++; 
           }
           printf("\n");
           fprintf(ficlog,"\n");
           fprintf(ficres,"\n");
         }
       }
     }
     if(mle!=0){
       /* Computing hessian and covariance matrix */
       ftolhess=ftol; /* Usually correct */
       hesscov(matcov, p, npar, delti, ftolhess, func);
     }
     fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath; j++){
         if (j!=i) {
           fprintf(ficres,"%1d%1d",i,j);
           printf("%1d%1d",i,j);
           fprintf(ficlog,"%1d%1d",i,j);
           for(k=1; k<=ncovmodel;k++){
             printf(" %.5e",delti[jk]);
             fprintf(ficlog," %.5e",delti[jk]);
             fprintf(ficres," %.5e",delti[jk]);
             jk++;
           }
           printf("\n");
           fprintf(ficlog,"\n");
           fprintf(ficres,"\n");
         }
       }
     }
      
     fprintf(ficres,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     if(mle>=1)
       printf("# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     fprintf(ficlog,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
   /* # 121 Var(a12)\n\ */
   /* # 122 Cov(b12,a12) Var(b12)\n\ */
   /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
   /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
   /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
   /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
   /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
   /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
   
   
   /* Just to have a covariance matrix which will be more understandable
      even is we still don't want to manage dictionary of variables
   */
     for(itimes=1;itimes<=2;itimes++){
       jj=0;
       for(i=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath; j++){
           if(j==i) continue;
           for(k=1; k<=ncovmodel;k++){
             jj++;
             ca[0]= k+'a'-1;ca[1]='\0';
             if(itimes==1){
               if(mle>=1)
                 printf("#%1d%1d%d",i,j,k);
               fprintf(ficlog,"#%1d%1d%d",i,j,k);
               fprintf(ficres,"#%1d%1d%d",i,j,k);
             }else{
               if(mle>=1)
                 printf("%1d%1d%d",i,j,k);
               fprintf(ficlog,"%1d%1d%d",i,j,k);
               fprintf(ficres,"%1d%1d%d",i,j,k);
             }
             ll=0;
             for(li=1;li <=nlstate; li++){
               for(lj=1;lj <=nlstate+ndeath; lj++){
                 if(lj==li) continue;
                 for(lk=1;lk<=ncovmodel;lk++){
                   ll++;
                   if(ll<=jj){
                     cb[0]= lk +'a'-1;cb[1]='\0';
                     if(ll<jj){
                       if(itimes==1){
                         if(mle>=1)
                           printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         fprintf(ficlog," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         fprintf(ficres," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                       }else{
                         if(mle>=1)
                           printf(" %.5e",matcov[jj][ll]); 
                         fprintf(ficlog," %.5e",matcov[jj][ll]); 
                         fprintf(ficres," %.5e",matcov[jj][ll]); 
                       }
                     }else{
                       if(itimes==1){
                         if(mle>=1)
                           printf(" Var(%s%1d%1d)",ca,i,j);
                         fprintf(ficlog," Var(%s%1d%1d)",ca,i,j);
                         fprintf(ficres," Var(%s%1d%1d)",ca,i,j);
                       }else{
                         if(mle>=1)
                           printf(" %.5e",matcov[jj][ll]); 
                         fprintf(ficlog," %.5e",matcov[jj][ll]); 
                         fprintf(ficres," %.5e",matcov[jj][ll]); 
                       }
                     }
                   }
                 } /* end lk */
               } /* end lj */
             } /* end li */
             if(mle>=1)
               printf("\n");
             fprintf(ficlog,"\n");
             fprintf(ficres,"\n");
             numlinepar++;
           } /* end k*/
         } /*end j */
       } /* end i */
     } /* end itimes */
   
     fflush(ficlog);
     fflush(ficres);
   
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     estepm=0;
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
     if (estepm==0 || estepm < stepm) estepm=stepm;
     if (fage <= 2) {
       bage = ageminpar;
       fage = agemaxpar;
     }
      
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mov_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);
     fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficlog,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
    
   
     dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
     dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
   
     fscanf(ficpar,"pop_based=%d\n",&popbased);
     fprintf(ficparo,"pop_based=%d\n",popbased);   
     fprintf(ficres,"pop_based=%d\n",popbased);   
     
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"prevforecast=%d starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf mobil_average=%d\n",&prevfcast,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2,&mobilavproj);
     fprintf(ficparo,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     printf("prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficlog,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficres,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     /* day and month of proj2 are not used but only year anproj2.*/
   
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     /*  fscanf(ficpar,"popforecast=%d popfile=%s popfiledate=%lf/%lf/%lf last-popfiledate=%lf/%lf/%lf\n",&popforecast,popfile,&jpyram,&mpyram,&anpyram,&jpyram1,&mpyram1,&anpyram1);
     fprintf(ficparo,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
     fprintf(ficres,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);*/
   
     /*  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);*/
     /*,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
   
     replace_back_to_slash(pathc,path); /* Even gnuplot wants a / */
     printinggnuplot(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
   
     printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,\
                  model,imx,jmin,jmax,jmean,rfileres,popforecast,estepm,\
                  jprev1,mprev1,anprev1,jprev2,mprev2,anprev2);
    
     /*------------ free_vector  -------------*/
     /*  chdir(path); */
    
     free_ivector(wav,1,imx);
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(bh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
     free_lvector(num,1,n);
     free_vector(agedc,1,n);
     /*free_matrix(covar,0,NCOVMAX,1,n);*/
     /*free_matrix(covar,1,NCOVMAX,1,n);*/
     fclose(ficparo);
     fclose(ficres);
   
   
     /*--------------- Prevalence limit  (stable prevalence) --------------*/
     
     strcpy(filerespl,"pl");
     strcat(filerespl,fileres);
     if((ficrespl=fopen(filerespl,"w"))==NULL) {
       printf("Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
       fprintf(ficlog,"Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
     }
     printf("Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficlog,"Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficrespl,"#Stable prevalence \n");
     fprintf(ficrespl,"#Age ");
     for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
     fprintf(ficrespl,"\n");
     
     prlim=matrix(1,nlstate,1,nlstate);
   
     agebase=ageminpar;
     agelim=agemaxpar;
     ftolpl=1.e-10;
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
         fprintf(ficrespl,"\n#******");
         printf("\n#******");
         fprintf(ficlog,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespl,"******\n");
         printf("******\n");
         fprintf(ficlog,"******\n");
           
         for (age=agebase; age<=agelim; age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           fprintf(ficrespl,"%.0f ",age );
           for(j=1;j<=cptcoveff;j++)
             fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           for(i=1; i<=nlstate;i++)
             fprintf(ficrespl," %.5f", prlim[i][i]);
           fprintf(ficrespl,"\n");
         }
       }
     }
     fclose(ficrespl);
   
     /*------------- h Pij x at various ages ------------*/
     
     strcpy(filerespij,"pij");  strcat(filerespij,fileres);
     if((ficrespij=fopen(filerespij,"w"))==NULL) {
       printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
       fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij);goto end;
     }
     printf("Computing pij: result on file '%s' \n", filerespij);
     fprintf(ficlog,"Computing pij: result on file '%s' \n", filerespij);
     
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     /*if (stepm<=24) stepsize=2;*/
   
     agelim=AGESUP;
     hstepm=stepsize*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
   
     /* hstepm=1;   aff par mois*/
   
     fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x ");
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficrespij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrespij,"******\n");
           
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   
           /*        nhstepm=nhstepm*YEARM; aff par mois*/
   
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           oldm=oldms;savm=savms;
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j=");
           for(i=1; i<=nlstate;i++)
             for(j=1; j<=nlstate+ndeath;j++)
               fprintf(ficrespij," %1d-%1d",i,j);
           fprintf(ficrespij,"\n");
           for (h=0; h<=nhstepm; h++){
             fprintf(ficrespij,"%d %3.f %3.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
             for(i=1; i<=nlstate;i++)
               for(j=1; j<=nlstate+ndeath;j++)
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);
             fprintf(ficrespij,"\n");
           }
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           fprintf(ficrespij,"\n");
         }
       }
     }
   
     varprob(optionfilefiname, matcov, p, delti, nlstate, bage, fage,k,Tvar,nbcode, ncodemax);
   
     fclose(ficrespij);
   
     probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
     for(i=1;i<=AGESUP;i++)
       for(j=1;j<=NCOVMAX;j++)
         for(k=1;k<=NCOVMAX;k++)
           probs[i][j][k]=0.;
   
     /*---------- Forecasting ------------------*/
     /*if((stepm == 1) && (strcmp(model,".")==0)){*/
     if(prevfcast==1){
       /*    if(stepm ==1){*/
         prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
         /* (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);*/
   /*      }  */
   /*      else{ */
   /*        erreur=108; */
   /*        printf("Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*        fprintf(ficlog,"Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*      } */
     }
     
   
     /*---------- Health expectancies and variances ------------*/
   
     strcpy(filerest,"t");
     strcat(filerest,fileres);
     if((ficrest=fopen(filerest,"w"))==NULL) {
       printf("Problem with total LE resultfile: %s\n", filerest);goto end;
       fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
     }
     printf("Computing Total LEs with variances: file '%s' \n", filerest); 
     fprintf(ficlog,"Computing Total LEs with variances: file '%s' \n", filerest); 
   
   
     strcpy(filerese,"e");
     strcat(filerese,fileres);
     if((ficreseij=fopen(filerese,"w"))==NULL) {
       printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
       fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
     }
     printf("Computing Health Expectancies: result on file '%s' \n", filerese);
     fprintf(ficlog,"Computing Health Expectancies: result on file '%s' \n", filerese);
   
     strcpy(fileresv,"v");
     strcat(fileresv,fileres);
     if((ficresvij=fopen(fileresv,"w"))==NULL) {
       printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
       fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
     }
     printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
     fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
   
     /* Computes prevalence between agemin (i.e minimal age computed) and no more ageminpar */
     prevalence(probs, agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     /*  printf("ageminpar=%f, agemax=%f, s[lastpass][imx]=%d, agev[lastpass][imx]=%f, nlstate=%d, imx=%d,  mint[lastpass][imx]=%f, anint[lastpass][imx]=%f,dateprev1=%f, dateprev2=%f, firstpass=%d, lastpass=%d\n",\
   ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
     */
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1; 
         fprintf(ficrest,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrest,"******\n");
   
         fprintf(ficreseij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficreseij,"******\n");
   
         fprintf(ficresvij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvij,"******\n");
   
         eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov);  
    
         vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,0, mobilav);
         if(popbased==1){
           varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,popbased,mobilav);
         }
   
    
         fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
         for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
         fprintf(ficrest,"\n");
   
         epj=vector(1,nlstate+1);
         for(age=bage; age <=fage ;age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           if (popbased==1) {
             if(mobilav ==0){
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=probs[(int)age][i][k];
             }else{ /* mobilav */ 
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=mobaverage[(int)age][i][k];
             }
           }
           
           fprintf(ficrest," %4.0f",age);
           for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
             for(i=1, epj[j]=0.;i <=nlstate;i++) {
               epj[j] += prlim[i][i]*eij[i][j][(int)age];
               /*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
             }
             epj[nlstate+1] +=epj[j];
           }
   
           for(i=1, vepp=0.;i <=nlstate;i++)
             for(j=1;j <=nlstate;j++)
               vepp += vareij[i][j][(int)age];
           fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
           for(j=1;j <=nlstate;j++){
             fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
           }
           fprintf(ficrest,"\n");
         }
         free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_vector(epj,1,nlstate+1);
       }
     }
     free_vector(weight,1,n);
     free_imatrix(Tvard,1,15,1,2);
     free_imatrix(s,1,maxwav+1,1,n);
     free_matrix(anint,1,maxwav,1,n); 
     free_matrix(mint,1,maxwav,1,n);
     free_ivector(cod,1,n);
     free_ivector(tab,1,NCOVMAX);
     fclose(ficreseij);
     fclose(ficresvij);
     fclose(ficrest);
     fclose(ficpar);
     
     /*------- Variance of stable prevalence------*/   
   
     strcpy(fileresvpl,"vpl");
     strcat(fileresvpl,fileres);
     if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
       printf("Problem with variance of stable prevalence  resultfile: %s\n", fileresvpl);
       exit(0);
     }
     printf("Computing Variance-covariance of stable prevalence: file '%s' \n", fileresvpl);
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficresvpl,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvpl,"******\n");
         
         varpl=matrix(1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
         free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
       }
     }
   
     fclose(ficresvpl);
   
     /*---------- End : free ----------------*/
     free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
     
     free_matrix(covar,0,NCOVMAX,1,n);
     free_matrix(matcov,1,npar,1,npar);
     /*free_vector(delti,1,npar);*/
     free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
     free_matrix(agev,1,maxwav,1,imx);
     free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     free_ivector(ncodemax,1,8);
     free_ivector(Tvar,1,15);
     free_ivector(Tprod,1,15);
     free_ivector(Tvaraff,1,15);
     free_ivector(Tage,1,15);
     free_ivector(Tcode,1,100);
   
     fflush(fichtm);
     fflush(ficgp);
     
   
     if((nberr >0) || (nbwarn>0)){
       printf("End of Imach with %d errors and/or %d warnings\n",nberr,nbwarn);
       fprintf(ficlog,"End of Imach with %d errors and/or warnings %d\n",nberr,nbwarn);
     }else{
       printf("End of Imach\n");
       fprintf(ficlog,"End of Imach\n");
     }
     printf("See log file on %s\n",filelog);
     /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
     (void) gettimeofday(&end_time,&tzp);
     tm = *localtime(&end_time.tv_sec);
     tmg = *gmtime(&end_time.tv_sec);
     strcpy(strtend,asctime(&tm));
     printf("Local time at start %s\nLocaltime at end   %s",strstart, strtend); 
     fprintf(ficlog,"Local time at start %s\nLocal time at end   %s\n",strstart, strtend); 
     printf("Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
   
     printf("Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     fprintf(ficlog,"Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
     fprintf(ficlog,"Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     /*  printf("Total time was %d uSec.\n", total_usecs);*/
   /*   if(fileappend(fichtm,optionfilehtm)){ */
     fprintf(fichtm,"<br>Local time at start %s<br>Local time at end   %s<br>",strstart, strtend);
     fclose(fichtm);
     fclose(fichtmcov);
     fclose(ficgp);
     fclose(ficlog);
     /*------ End -----------*/
   
     chdir(path);
     strcpy(plotcmd,GNUPLOTPROGRAM);
     strcat(plotcmd," ");
     strcat(plotcmd,optionfilegnuplot);
     printf("Starting graphs with: %s",plotcmd);fflush(stdout);
     if((outcmd=system(plotcmd)) != 0){
       printf(" Problem with gnuplot\n");
     }
     printf(" Wait...");
     while (z[0] != 'q') {
       /* chdir(path); */
       printf("\nType e to edit output files, g to graph again and q for exiting: ");
       scanf("%s",z);
   /*     if (z[0] == 'c') system("./imach"); */
       if (z[0] == 'e') system(optionfilehtm);
       else if (z[0] == 'g') system(plotcmd);
       else if (z[0] == 'q') exit(0);
     }
     end:
     while (z[0] != 'q') {
       printf("\nType  q for exiting: ");
       scanf("%s",z);
     }
   }
   
   
   

Removed from v.1.5  
changed lines
  Added in v.1.97


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