Diff for /imach/src/imach.c between versions 1.10 and 1.80

version 1.10, 2001/05/09 14:25:42 version 1.80, 2003/06/05 15:34:14
Line 1 Line 1
      /* $Id$
 /*********************** Imach **************************************             Interpolated Markov Chain
   This program computes Healthy Life Expectancies from cross-longitudinal  
   data. Cross-longitudinal consist in a first survey ("cross") where    Short summary of the programme:
   individuals from different ages are interviewed on their health status    
   or degree of  disability. At least a second wave of interviews    This program computes Healthy Life Expectancies from
   ("longitudinal") should  measure each new individual health status.    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
   Health expectancies are computed from the transistions observed between    first survey ("cross") where individuals from different ages are
   waves and are computed for each degree of severity of disability (number    interviewed on their health status or degree of disability (in the
   of life states). More degrees you consider, more time is necessary to    case of a health survey which is our main interest) -2- at least a
   reach the Maximum Likelihood of the parameters involved in the model.    second wave of interviews ("longitudinal") which measure each change
   The simplest model is the multinomial logistic model where pij is    (if any) in individual health status.  Health expectancies are
   the probabibility to be observed in state j at the second wave conditional    computed from the time spent in each health state according to a
   to be observed in state i at the first wave. Therefore the model is:    model. More health states you consider, more time is necessary to reach the
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'    Maximum Likelihood of the parameters involved in the model.  The
   is a covariate. If you want to have a more complex model than "constant and    simplest model is the multinomial logistic model where pij is the
   age", you should modify the program where the markup    probability to be observed in state j at the second wave
     *Covariates have to be included here again* invites you to do it.    conditional to be observed in state i at the first wave. Therefore
   More covariates you add, less is the speed of the convergence.    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
   The advantage that this computer programme claims, comes from that if the    complex model than "constant and age", you should modify the program
   delay between waves is not identical for each individual, or if some    where the markup *Covariates have to be included here again* invites
   individual missed an interview, the information is not rounded or lost, but    you to do it.  More covariates you add, slower the
   taken into account using an interpolation or extrapolation.    convergence.
   hPijx is the probability to be  
   observed in state i at age x+h conditional to the observed state i at age    The advantage of this computer programme, compared to a simple
   x. The delay 'h' can be split into an exact number (nh*stepm) of    multinomial logistic model, is clear when the delay between waves is not
   unobserved intermediate  states. This elementary transition (by month or    identical for each individual. Also, if a individual missed an
   quarter trimester, semester or year) is model as a multinomial logistic.    intermediate interview, the information is lost, but taken into
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices    account using an interpolation or extrapolation.  
   and the contribution of each individual to the likelihood is simply hPijx.  
     hPijx is the probability to be observed in state i at age x+h
   Also this programme outputs the covariance matrix of the parameters but also    conditional to the observed state i at age x. The delay 'h' can be
   of the life expectancies. It also computes the prevalence limits.    split into an exact number (nh*stepm) of unobserved intermediate
      states. This elementary transition (by month, quarter,
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    semester or year) is modelled as a multinomial logistic.  The hPx
            Institut national d'études démographiques, Paris.    matrix is simply the matrix product of nh*stepm elementary matrices
   This software have been partly granted by Euro-REVES, a concerted action    and the contribution of each individual to the likelihood is simply
   from the European Union.    hPijx.
   It is copyrighted identically to a GNU software product, ie programme and  
   software can be distributed freely for non commercial use. Latest version    Also this programme outputs the covariance matrix of the parameters but also
   can be accessed at http://euroreves.ined.fr/imach .    of the life expectancies. It also computes the stable prevalence. 
   **********************************************************************/    
      Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
 #include <math.h>             Institut national d'études démographiques, Paris.
 #include <stdio.h>    This software have been partly granted by Euro-REVES, a concerted action
 #include <stdlib.h>    from the European Union.
 #include <unistd.h>    It is copyrighted identically to a GNU software product, ie programme and
     software can be distributed freely for non commercial use. Latest version
 #define MAXLINE 256    can be accessed at http://euroreves.ined.fr/imach .
 #define FILENAMELENGTH 80  
 /*#define DEBUG*/    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
 #define windows    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
 #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 */    main
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    read parameterfile
     read datafile
 #define NINTERVMAX 8    concatwav
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    if (mle >= 1)
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */      mlikeli
 #define NCOVMAX 8 /* Maximum number of covariates */    print results files
 #define MAXN 20000    if mle==1 
 #define YEARM 12. /* Number of months per year */       computes hessian
 #define AGESUP 130    read end of parameter file: agemin, agemax, bage, fage, estepm
 #define AGEBASE 40        begin-prev-date,...
     open gnuplot file
     open html file
 int nvar;    stable prevalence
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;     for age prevalim()
 int npar=NPARMAX;    h Pij x
 int nlstate=2; /* Number of live states */    variance of p varprob
 int ndeath=1; /* Number of dead states */    forecasting if prevfcast==1 prevforecast call prevalence()
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    health expectancies
     Variance-covariance of DFLE
 int *wav; /* Number of waves for this individuual 0 is possible */    prevalence()
 int maxwav; /* Maxim number of waves */     movingaverage()
 int jmin, jmax; /* min, max spacing between 2 waves */    varevsij() 
 int mle, weightopt;    if popbased==1 varevsij(,popbased)
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */    total life expectancies
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */    Variance of stable prevalence
 double jmean; /* Mean space between 2 waves */   end
 double **oldm, **newm, **savm; /* Working pointers to matrices */  */
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */  
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;  
 FILE *ficgp, *fichtm;  
 FILE *ficreseij;   
   char filerese[FILENAMELENGTH];  #include <math.h>
  FILE  *ficresvij;  #include <stdio.h>
   char fileresv[FILENAMELENGTH];  #include <stdlib.h>
  FILE  *ficresvpl;  #include <unistd.h>
   char fileresvpl[FILENAMELENGTH];  
   #define MAXLINE 256
 #define NR_END 1  #define GNUPLOTPROGRAM "gnuplot"
 #define FREE_ARG char*  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
 #define FTOL 1.0e-10  #define FILENAMELENGTH 80
   /*#define DEBUG*/
 #define NRANSI  #define windows
 #define ITMAX 200  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
   #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
 #define TOL 2.0e-4  
   #define MAXPARM 30 /* Maximum number of parameters for the optimization */
 #define CGOLD 0.3819660  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
 #define ZEPS 1.0e-10  
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);  #define NINTERVMAX 8
   #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
 #define GOLD 1.618034  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
 #define GLIMIT 100.0  #define NCOVMAX 8 /* Maximum number of covariates */
 #define TINY 1.0e-20  #define MAXN 20000
   #define YEARM 12. /* Number of months per year */
 static double maxarg1,maxarg2;  #define AGESUP 130
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))  #define AGEBASE 40
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))  #ifdef windows
    #define DIRSEPARATOR '\\'
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))  #define ODIRSEPARATOR '/'
 #define rint(a) floor(a+0.5)  #else
   #define DIRSEPARATOR '/'
 static double sqrarg;  #define ODIRSEPARATOR '\\'
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)  #endif
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}  
   /* $Id$ */
 int imx;  /* $Log$
 int stepm;   * Revision 1.80  2003/06/05 15:34:14  brouard
 /* Stepm, step in month: minimum step interpolation*/   * Trying to add the true revision is the program and log
    *
 int m,nb;  /* Revision 1.79  2003/06/05 15:17:23  brouard
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;  /* *** empty log message ***
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;  /* */
 double **pmmij;  /* $Revision$ */
   /* $Date$ */
 double *weight;  /* $State$ */
 int **s; /* Status */  
 double *agedc, **covar, idx;  char version[80]="Imach version 0.95a1, June 2003, INED-EUROREVES ";
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;  int erreur; /* Error number */
   int nvar;
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
 double ftolhess; /* Tolerance for computing hessian */  int npar=NPARMAX;
   int nlstate=2; /* Number of live states */
 /**************** split *************************/  int ndeath=1; /* Number of dead states */
 static  int split( char *path, char *dirc, char *name )  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
 {  int popbased=0;
    char *s;                             /* pointer */  
    int  l1, l2;                         /* length counters */  int *wav; /* Number of waves for this individuual 0 is possible */
   int maxwav; /* Maxim number of waves */
    l1 = strlen( path );                 /* length of path */  int jmin, jmax; /* min, max spacing between 2 waves */
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );  int mle, weightopt;
    s = strrchr( path, '\\' );           /* find last / */  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
    if ( s == NULL ) {                   /* no directory, so use current */  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
 #if     defined(__bsd__)                /* get current working directory */  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
       extern char       *getwd( );             * wave mi and wave mi+1 is not an exact multiple of stepm. */
   double jmean; /* Mean space between 2 waves */
       if ( getwd( dirc ) == NULL ) {  double **oldm, **newm, **savm; /* Working pointers to matrices */
 #else  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
       extern char       *getcwd( );  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
   FILE *ficlog, *ficrespow;
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
 #endif  FILE *ficresprobmorprev;
          return( GLOCK_ERROR_GETCWD );  FILE *fichtm; /* Html File */
       }  FILE *ficreseij;
       strcpy( name, path );             /* we've got it */  char filerese[FILENAMELENGTH];
    } else {                             /* strip direcotry from path */  FILE  *ficresvij;
       s++;                              /* after this, the filename */  char fileresv[FILENAMELENGTH];
       l2 = strlen( s );                 /* length of filename */  FILE  *ficresvpl;
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );  char fileresvpl[FILENAMELENGTH];
       strcpy( name, s );                /* save file name */  char title[MAXLINE];
       strncpy( dirc, path, l1 - l2 );   /* now the directory */  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
       dirc[l1-l2] = 0;                  /* add zero */  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
    }  
    l1 = strlen( dirc );                 /* length of directory */  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  char filelog[FILENAMELENGTH]; /* Log file */
    return( 0 );                         /* we're done */  char filerest[FILENAMELENGTH];
 }  char fileregp[FILENAMELENGTH];
   char popfile[FILENAMELENGTH];
   
 /******************************************/  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];
   
 void replace(char *s, char*t)  #define NR_END 1
 {  #define FREE_ARG char*
   int i;  #define FTOL 1.0e-10
   int lg=20;  
   i=0;  #define NRANSI 
   lg=strlen(t);  #define ITMAX 200 
   for(i=0; i<= lg; i++) {  
     (s[i] = t[i]);  #define TOL 2.0e-4 
     if (t[i]== '\\') s[i]='/';  
   }  #define CGOLD 0.3819660 
 }  #define ZEPS 1.0e-10 
   #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
 int nbocc(char *s, char occ)  
 {  #define GOLD 1.618034 
   int i,j=0;  #define GLIMIT 100.0 
   int lg=20;  #define TINY 1.0e-20 
   i=0;  
   lg=strlen(s);  static double maxarg1,maxarg2;
   for(i=0; i<= lg; i++) {  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
   if  (s[i] == occ ) j++;  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
   }    
   return j;  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
 }  #define rint(a) floor(a+0.5)
   
 void cutv(char *u,char *v, char*t, char occ)  static double sqrarg;
 {  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
   int i,lg,j,p=0;  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
   i=0;  
   for(j=0; j<=strlen(t)-1; j++) {  int imx; 
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;  int stepm;
   }  /* Stepm, step in month: minimum step interpolation*/
   
   lg=strlen(t);  int estepm;
   for(j=0; j<p; j++) {  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
     (u[j] = t[j]);  
   }  int m,nb;
      u[p]='\0';  int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
   double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
    for(j=0; j<= lg; j++) {  double **pmmij, ***probs;
     if (j>=(p+1))(v[j-p-1] = t[j]);  double dateintmean=0;
   }  
 }  double *weight;
   int **s; /* Status */
 /********************** nrerror ********************/  double *agedc, **covar, idx;
   int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
 void nrerror(char error_text[])  
 {  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
   fprintf(stderr,"ERREUR ...\n");  double ftolhess; /* Tolerance for computing hessian */
   fprintf(stderr,"%s\n",error_text);  
   exit(1);  /**************** split *************************/
 }  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
 /*********************** vector *******************/  {
 double *vector(int nl, int nh)    char  *ss;                            /* pointer */
 {    int   l1, l2;                         /* length counters */
   double *v;  
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));    l1 = strlen(path );                   /* length of path */
   if (!v) nrerror("allocation failure in vector");    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
   return v-nl+NR_END;    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
 }    if ( ss == NULL ) {                   /* no directory, so use current */
       /*if(strrchr(path, ODIRSEPARATOR )==NULL)
 /************************ free vector ******************/        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
 void free_vector(double*v, int nl, int nh)      /* get current working directory */
 {      /*    extern  char* getcwd ( char *buf , int len);*/
   free((FREE_ARG)(v+nl-NR_END));      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
 }        return( GLOCK_ERROR_GETCWD );
       }
 /************************ivector *******************************/      strcpy( name, path );               /* we've got it */
 int *ivector(long nl,long nh)    } else {                              /* strip direcotry from path */
 {      ss++;                               /* after this, the filename */
   int *v;      l2 = strlen( ss );                  /* length of filename */
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
   if (!v) nrerror("allocation failure in ivector");      strcpy( name, ss );         /* save file name */
   return v-nl+NR_END;      strncpy( dirc, path, l1 - l2 );     /* now the directory */
 }      dirc[l1-l2] = 0;                    /* add zero */
     }
 /******************free ivector **************************/    l1 = strlen( dirc );                  /* length of directory */
 void free_ivector(int *v, long nl, long nh)  #ifdef windows
 {    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
   free((FREE_ARG)(v+nl-NR_END));  #else
 }    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
   #endif
 /******************* imatrix *******************************/    ss = strrchr( name, '.' );            /* find last / */
 int **imatrix(long nrl, long nrh, long ncl, long nch)    ss++;
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */    strcpy(ext,ss);                       /* save extension */
 {    l1= strlen( name);
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;    l2= strlen(ss)+1;
   int **m;    strncpy( finame, name, l1-l2);
      finame[l1-l2]= 0;
   /* allocate pointers to rows */    return( 0 );                          /* we're done */
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  }
   if (!m) nrerror("allocation failure 1 in matrix()");  
   m += NR_END;  
   m -= nrl;  /******************************************/
    
    void replace(char *s, char*t)
   /* allocate rows and set pointers to them */  {
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));    int i;
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    int lg=20;
   m[nrl] += NR_END;    i=0;
   m[nrl] -= ncl;    lg=strlen(t);
      for(i=0; i<= lg; i++) {
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;      (s[i] = t[i]);
        if (t[i]== '\\') s[i]='/';
   /* return pointer to array of pointers to rows */    }
   return m;  }
 }  
   int nbocc(char *s, char occ)
 /****************** free_imatrix *************************/  {
 void free_imatrix(m,nrl,nrh,ncl,nch)    int i,j=0;
       int **m;    int lg=20;
       long nch,ncl,nrh,nrl;    i=0;
      /* free an int matrix allocated by imatrix() */    lg=strlen(s);
 {    for(i=0; i<= lg; i++) {
   free((FREE_ARG) (m[nrl]+ncl-NR_END));    if  (s[i] == occ ) j++;
   free((FREE_ARG) (m+nrl-NR_END));    }
 }    return j;
   }
 /******************* matrix *******************************/  
 double **matrix(long nrl, long nrh, long ncl, long nch)  void cutv(char *u,char *v, char*t, char occ)
 {  {
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;    /* cuts string t into u and v where u is ended by char occ excluding it
   double **m;       and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
        gives u="abcedf" and v="ghi2j" */
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));    int i,lg,j,p=0;
   if (!m) nrerror("allocation failure 1 in matrix()");    i=0;
   m += NR_END;    for(j=0; j<=strlen(t)-1; j++) {
   m -= nrl;      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
     }
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    lg=strlen(t);
   m[nrl] += NR_END;    for(j=0; j<p; j++) {
   m[nrl] -= ncl;      (u[j] = t[j]);
     }
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;       u[p]='\0';
   return m;  
 }     for(j=0; j<= lg; j++) {
       if (j>=(p+1))(v[j-p-1] = t[j]);
 /*************************free matrix ************************/    }
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)  }
 {  
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  /********************** nrerror ********************/
   free((FREE_ARG)(m+nrl-NR_END));  
 }  void nrerror(char error_text[])
   {
 /******************* ma3x *******************************/    fprintf(stderr,"ERREUR ...\n");
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)    fprintf(stderr,"%s\n",error_text);
 {    exit(EXIT_FAILURE);
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;  }
   double ***m;  /*********************** vector *******************/
   double *vector(int nl, int nh)
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  {
   if (!m) nrerror("allocation failure 1 in matrix()");    double *v;
   m += NR_END;    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
   m -= nrl;    if (!v) nrerror("allocation failure in vector");
     return v-nl+NR_END;
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  }
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  
   m[nrl] += NR_END;  /************************ free vector ******************/
   m[nrl] -= ncl;  void free_vector(double*v, int nl, int nh)
   {
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    free((FREE_ARG)(v+nl-NR_END));
   }
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));  
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");  /************************ivector *******************************/
   m[nrl][ncl] += NR_END;  char *cvector(long nl,long nh)
   m[nrl][ncl] -= nll;  {
   for (j=ncl+1; j<=nch; j++)    char *v;
     m[nrl][j]=m[nrl][j-1]+nlay;    v=(char *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(char)));
      if (!v) nrerror("allocation failure in cvector");
   for (i=nrl+1; i<=nrh; i++) {    return v-nl+NR_END;
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;  }
     for (j=ncl+1; j<=nch; j++)  
       m[i][j]=m[i][j-1]+nlay;  /******************free ivector **************************/
   }  void free_cvector(char *v, long nl, long nh)
   return m;  {
 }    free((FREE_ARG)(v+nl-NR_END));
   }
 /*************************free ma3x ************************/  
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)  /************************ivector *******************************/
 {  int *ivector(long nl,long nh)
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));  {
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    int *v;
   free((FREE_ARG)(m+nrl-NR_END));    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
 }    if (!v) nrerror("allocation failure in ivector");
     return v-nl+NR_END;
 /***************** f1dim *************************/  }
 extern int ncom;  
 extern double *pcom,*xicom;  /******************free ivector **************************/
 extern double (*nrfunc)(double []);  void free_ivector(int *v, long nl, long nh)
    {
 double f1dim(double x)    free((FREE_ARG)(v+nl-NR_END));
 {  }
   int j;  
   double f;  /******************* imatrix *******************************/
   double *xt;  int **imatrix(long nrl, long nrh, long ncl, long nch) 
         /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
   xt=vector(1,ncom);  { 
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
   f=(*nrfunc)(xt);    int **m; 
   free_vector(xt,1,ncom);    
   return f;    /* allocate pointers to rows */ 
 }    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
     if (!m) nrerror("allocation failure 1 in matrix()"); 
 /*****************brent *************************/    m += NR_END; 
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)    m -= nrl; 
 {    
   int iter;    
   double a,b,d,etemp;    /* allocate rows and set pointers to them */ 
   double fu,fv,fw,fx;    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
   double ftemp;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
   double p,q,r,tol1,tol2,u,v,w,x,xm;    m[nrl] += NR_END; 
   double e=0.0;    m[nrl] -= ncl; 
      
   a=(ax < cx ? ax : cx);    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
   b=(ax > cx ? ax : cx);    
   x=w=v=bx;    /* return pointer to array of pointers to rows */ 
   fw=fv=fx=(*f)(x);    return m; 
   for (iter=1;iter<=ITMAX;iter++) {  } 
     xm=0.5*(a+b);  
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);  /****************** free_imatrix *************************/
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/  void free_imatrix(m,nrl,nrh,ncl,nch)
     printf(".");fflush(stdout);        int **m;
 #ifdef DEBUG        long nch,ncl,nrh,nrl; 
     printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);       /* free an int matrix allocated by imatrix() */ 
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */  { 
 #endif    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){    free((FREE_ARG) (m+nrl-NR_END)); 
       *xmin=x;  } 
       return fx;  
     }  /******************* matrix *******************************/
     ftemp=fu;  double **matrix(long nrl, long nrh, long ncl, long nch)
     if (fabs(e) > tol1) {  {
       r=(x-w)*(fx-fv);    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
       q=(x-v)*(fx-fw);    double **m;
       p=(x-v)*q-(x-w)*r;  
       q=2.0*(q-r);    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
       if (q > 0.0) p = -p;    if (!m) nrerror("allocation failure 1 in matrix()");
       q=fabs(q);    m += NR_END;
       etemp=e;    m -= nrl;
       e=d;  
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
         d=CGOLD*(e=(x >= xm ? a-x : b-x));    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
       else {    m[nrl] += NR_END;
         d=p/q;    m[nrl] -= ncl;
         u=x+d;  
         if (u-a < tol2 || b-u < tol2)    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
           d=SIGN(tol1,xm-x);    return m;
       }    /* print *(*(m+1)+70) ou print m[1][70]; print m+1 or print &(m[1]) 
     } else {     */
       d=CGOLD*(e=(x >= xm ? a-x : b-x));  }
     }  
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));  /*************************free matrix ************************/
     fu=(*f)(u);  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
     if (fu <= fx) {  {
       if (u >= x) a=x; else b=x;    free((FREE_ARG)(m[nrl]+ncl-NR_END));
       SHFT(v,w,x,u)    free((FREE_ARG)(m+nrl-NR_END));
         SHFT(fv,fw,fx,fu)  }
         } else {  
           if (u < x) a=u; else b=u;  /******************* ma3x *******************************/
           if (fu <= fw || w == x) {  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
             v=w;  {
             w=u;    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
             fv=fw;    double ***m;
             fw=fu;  
           } else if (fu <= fv || v == x || v == w) {    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
             v=u;    if (!m) nrerror("allocation failure 1 in matrix()");
             fv=fu;    m += NR_END;
           }    m -= nrl;
         }  
   }    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   nrerror("Too many iterations in brent");    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   *xmin=x;    m[nrl] += NR_END;
   return fx;    m[nrl] -= ncl;
 }  
     for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
 /****************** mnbrak ***********************/  
     m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
             double (*func)(double))    m[nrl][ncl] += NR_END;
 {    m[nrl][ncl] -= nll;
   double ulim,u,r,q, dum;    for (j=ncl+1; j<=nch; j++) 
   double fu;      m[nrl][j]=m[nrl][j-1]+nlay;
      
   *fa=(*func)(*ax);    for (i=nrl+1; i<=nrh; i++) {
   *fb=(*func)(*bx);      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
   if (*fb > *fa) {      for (j=ncl+1; j<=nch; j++) 
     SHFT(dum,*ax,*bx,dum)        m[i][j]=m[i][j-1]+nlay;
       SHFT(dum,*fb,*fa,dum)    }
       }    return m; 
   *cx=(*bx)+GOLD*(*bx-*ax);    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
   *fc=(*func)(*cx);             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
   while (*fb > *fc) {    */
     r=(*bx-*ax)*(*fb-*fc);  }
     q=(*bx-*cx)*(*fb-*fa);  
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/  /*************************free ma3x ************************/
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
     ulim=(*bx)+GLIMIT*(*cx-*bx);  {
     if ((*bx-u)*(u-*cx) > 0.0) {    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
       fu=(*func)(u);    free((FREE_ARG)(m[nrl]+ncl-NR_END));
     } else if ((*cx-u)*(u-ulim) > 0.0) {    free((FREE_ARG)(m+nrl-NR_END));
       fu=(*func)(u);  }
       if (fu < *fc) {  
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))  /***************** f1dim *************************/
           SHFT(*fb,*fc,fu,(*func)(u))  extern int ncom; 
           }  extern double *pcom,*xicom;
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {  extern double (*nrfunc)(double []); 
       u=ulim;   
       fu=(*func)(u);  double f1dim(double x) 
     } else {  { 
       u=(*cx)+GOLD*(*cx-*bx);    int j; 
       fu=(*func)(u);    double f;
     }    double *xt; 
     SHFT(*ax,*bx,*cx,u)   
       SHFT(*fa,*fb,*fc,fu)    xt=vector(1,ncom); 
       }    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
 }    f=(*nrfunc)(xt); 
     free_vector(xt,1,ncom); 
 /*************** linmin ************************/    return f; 
   } 
 int ncom;  
 double *pcom,*xicom;  /*****************brent *************************/
 double (*nrfunc)(double []);  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
    { 
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))    int iter; 
 {    double a,b,d,etemp;
   double brent(double ax, double bx, double cx,    double fu,fv,fw,fx;
                double (*f)(double), double tol, double *xmin);    double ftemp;
   double f1dim(double x);    double p,q,r,tol1,tol2,u,v,w,x,xm; 
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,    double e=0.0; 
               double *fc, double (*func)(double));   
   int j;    a=(ax < cx ? ax : cx); 
   double xx,xmin,bx,ax;    b=(ax > cx ? ax : cx); 
   double fx,fb,fa;    x=w=v=bx; 
      fw=fv=fx=(*f)(x); 
   ncom=n;    for (iter=1;iter<=ITMAX;iter++) { 
   pcom=vector(1,n);      xm=0.5*(a+b); 
   xicom=vector(1,n);      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
   nrfunc=func;      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
   for (j=1;j<=n;j++) {      printf(".");fflush(stdout);
     pcom[j]=p[j];      fprintf(ficlog,".");fflush(ficlog);
     xicom[j]=xi[j];  #ifdef DEBUG
   }      printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
   ax=0.0;      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);
   xx=1.0;      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);  #endif
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
 #ifdef DEBUG        *xmin=x; 
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);        return fx; 
 #endif      } 
   for (j=1;j<=n;j++) {      ftemp=fu;
     xi[j] *= xmin;      if (fabs(e) > tol1) { 
     p[j] += xi[j];        r=(x-w)*(fx-fv); 
   }        q=(x-v)*(fx-fw); 
   free_vector(xicom,1,n);        p=(x-v)*q-(x-w)*r; 
   free_vector(pcom,1,n);        q=2.0*(q-r); 
 }        if (q > 0.0) p = -p; 
         q=fabs(q); 
 /*************** powell ************************/        etemp=e; 
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,        e=d; 
             double (*func)(double []))        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
 {          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
   void linmin(double p[], double xi[], int n, double *fret,        else { 
               double (*func)(double []));          d=p/q; 
   int i,ibig,j;          u=x+d; 
   double del,t,*pt,*ptt,*xit;          if (u-a < tol2 || b-u < tol2) 
   double fp,fptt;            d=SIGN(tol1,xm-x); 
   double *xits;        } 
   pt=vector(1,n);      } else { 
   ptt=vector(1,n);        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
   xit=vector(1,n);      } 
   xits=vector(1,n);      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
   *fret=(*func)(p);      fu=(*f)(u); 
   for (j=1;j<=n;j++) pt[j]=p[j];      if (fu <= fx) { 
   for (*iter=1;;++(*iter)) {        if (u >= x) a=x; else b=x; 
     fp=(*fret);        SHFT(v,w,x,u) 
     ibig=0;          SHFT(fv,fw,fx,fu) 
     del=0.0;          } else { 
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);            if (u < x) a=u; else b=u; 
     for (i=1;i<=n;i++)            if (fu <= fw || w == x) { 
       printf(" %d %.12f",i, p[i]);              v=w; 
     printf("\n");              w=u; 
     for (i=1;i<=n;i++) {              fv=fw; 
       for (j=1;j<=n;j++) xit[j]=xi[j][i];              fw=fu; 
       fptt=(*fret);            } else if (fu <= fv || v == x || v == w) { 
 #ifdef DEBUG              v=u; 
       printf("fret=%lf \n",*fret);              fv=fu; 
 #endif            } 
       printf("%d",i);fflush(stdout);          } 
       linmin(p,xit,n,fret,func);    } 
       if (fabs(fptt-(*fret)) > del) {    nrerror("Too many iterations in brent"); 
         del=fabs(fptt-(*fret));    *xmin=x; 
         ibig=i;    return fx; 
       }  } 
 #ifdef DEBUG  
       printf("%d %.12e",i,(*fret));  /****************** mnbrak ***********************/
       for (j=1;j<=n;j++) {  
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
         printf(" x(%d)=%.12e",j,xit[j]);              double (*func)(double)) 
       }  { 
       for(j=1;j<=n;j++)    double ulim,u,r,q, dum;
         printf(" p=%.12e",p[j]);    double fu; 
       printf("\n");   
 #endif    *fa=(*func)(*ax); 
     }    *fb=(*func)(*bx); 
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {    if (*fb > *fa) { 
 #ifdef DEBUG      SHFT(dum,*ax,*bx,dum) 
       int k[2],l;        SHFT(dum,*fb,*fa,dum) 
       k[0]=1;        } 
       k[1]=-1;    *cx=(*bx)+GOLD*(*bx-*ax); 
       printf("Max: %.12e",(*func)(p));    *fc=(*func)(*cx); 
       for (j=1;j<=n;j++)    while (*fb > *fc) { 
         printf(" %.12e",p[j]);      r=(*bx-*ax)*(*fb-*fc); 
       printf("\n");      q=(*bx-*cx)*(*fb-*fa); 
       for(l=0;l<=1;l++) {      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
         for (j=1;j<=n;j++) {        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];      ulim=(*bx)+GLIMIT*(*cx-*bx); 
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);      if ((*bx-u)*(u-*cx) > 0.0) { 
         }        fu=(*func)(u); 
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));      } else if ((*cx-u)*(u-ulim) > 0.0) { 
       }        fu=(*func)(u); 
 #endif        if (fu < *fc) { 
           SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
             SHFT(*fb,*fc,fu,(*func)(u)) 
       free_vector(xit,1,n);            } 
       free_vector(xits,1,n);      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
       free_vector(ptt,1,n);        u=ulim; 
       free_vector(pt,1,n);        fu=(*func)(u); 
       return;      } else { 
     }        u=(*cx)+GOLD*(*cx-*bx); 
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");        fu=(*func)(u); 
     for (j=1;j<=n;j++) {      } 
       ptt[j]=2.0*p[j]-pt[j];      SHFT(*ax,*bx,*cx,u) 
       xit[j]=p[j]-pt[j];        SHFT(*fa,*fb,*fc,fu) 
       pt[j]=p[j];        } 
     }  } 
     fptt=(*func)(ptt);  
     if (fptt < fp) {  /*************** linmin ************************/
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);  
       if (t < 0.0) {  int ncom; 
         linmin(p,xit,n,fret,func);  double *pcom,*xicom;
         for (j=1;j<=n;j++) {  double (*nrfunc)(double []); 
           xi[j][ibig]=xi[j][n];   
           xi[j][n]=xit[j];  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
         }  { 
 #ifdef DEBUG    double brent(double ax, double bx, double cx, 
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);                 double (*f)(double), double tol, double *xmin); 
         for(j=1;j<=n;j++)    double f1dim(double x); 
           printf(" %.12e",xit[j]);    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
         printf("\n");                double *fc, double (*func)(double)); 
 #endif    int j; 
       }    double xx,xmin,bx,ax; 
     }    double fx,fb,fa;
   }   
 }    ncom=n; 
     pcom=vector(1,n); 
 /**** Prevalence limit ****************/    xicom=vector(1,n); 
     nrfunc=func; 
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)    for (j=1;j<=n;j++) { 
 {      pcom[j]=p[j]; 
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit      xicom[j]=xi[j]; 
      matrix by transitions matrix until convergence is reached */    } 
     ax=0.0; 
   int i, ii,j,k;    xx=1.0; 
   double min, max, maxmin, maxmax,sumnew=0.;    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
   double **matprod2();    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
   double **out, cov[NCOVMAX], **pmij();  #ifdef DEBUG
   double **newm;    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
   double agefin, delaymax=50 ; /* Max number of years to converge */    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
   #endif
   for (ii=1;ii<=nlstate+ndeath;ii++)    for (j=1;j<=n;j++) { 
     for (j=1;j<=nlstate+ndeath;j++){      xi[j] *= xmin; 
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);      p[j] += xi[j]; 
     }    } 
     free_vector(xicom,1,n); 
    cov[1]=1.;    free_vector(pcom,1,n); 
    } 
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */  
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){  /*************** powell ************************/
     newm=savm;  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
     /* Covariates have to be included here again */              double (*func)(double [])) 
      cov[2]=agefin;  { 
      void linmin(double p[], double xi[], int n, double *fret, 
       for (k=1; k<=cptcovn;k++) {                double (*func)(double [])); 
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];    int i,ibig,j; 
         /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/    double del,t,*pt,*ptt,*xit;
       }    double fp,fptt;
       for (k=1; k<=cptcovage;k++)    double *xits;
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];    pt=vector(1,n); 
       for (k=1; k<=cptcovprod;k++)    ptt=vector(1,n); 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];    xit=vector(1,n); 
     xits=vector(1,n); 
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/    *fret=(*func)(p); 
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/    for (j=1;j<=n;j++) pt[j]=p[j]; 
     for (*iter=1;;++(*iter)) { 
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);      fp=(*fret); 
       ibig=0; 
     savm=oldm;      del=0.0; 
     oldm=newm;      printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
     maxmax=0.;      fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
     for(j=1;j<=nlstate;j++){      fprintf(ficrespow,"%d %.12f",*iter,*fret);
       min=1.;      for (i=1;i<=n;i++) {
       max=0.;        printf(" %d %.12f",i, p[i]);
       for(i=1; i<=nlstate; i++) {        fprintf(ficlog," %d %.12lf",i, p[i]);
         sumnew=0;        fprintf(ficrespow," %.12lf", p[i]);
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];      }
         prlim[i][j]= newm[i][j]/(1-sumnew);      printf("\n");
         max=FMAX(max,prlim[i][j]);      fprintf(ficlog,"\n");
         min=FMIN(min,prlim[i][j]);      fprintf(ficrespow,"\n");
       }      for (i=1;i<=n;i++) { 
       maxmin=max-min;        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
       maxmax=FMAX(maxmax,maxmin);        fptt=(*fret); 
     }  #ifdef DEBUG
     if(maxmax < ftolpl){        printf("fret=%lf \n",*fret);
       return prlim;        fprintf(ficlog,"fret=%lf \n",*fret);
     }  #endif
   }        printf("%d",i);fflush(stdout);
 }        fprintf(ficlog,"%d",i);fflush(ficlog);
         linmin(p,xit,n,fret,func); 
 /*************** transition probabilities **********/        if (fabs(fptt-(*fret)) > del) { 
           del=fabs(fptt-(*fret)); 
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )          ibig=i; 
 {        } 
   double s1, s2;  #ifdef DEBUG
   /*double t34;*/        printf("%d %.12e",i,(*fret));
   int i,j,j1, nc, ii, jj;        fprintf(ficlog,"%d %.12e",i,(*fret));
         for (j=1;j<=n;j++) {
     for(i=1; i<= nlstate; i++){          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
     for(j=1; j<i;j++){          printf(" x(%d)=%.12e",j,xit[j]);
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
         /*s2 += param[i][j][nc]*cov[nc];*/        }
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];        for(j=1;j<=n;j++) {
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/          printf(" p=%.12e",p[j]);
       }          fprintf(ficlog," p=%.12e",p[j]);
       ps[i][j]=s2;        }
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/        printf("\n");
     }        fprintf(ficlog,"\n");
     for(j=i+1; j<=nlstate+ndeath;j++){  #endif
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){      } 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/  #ifdef DEBUG
       }        int k[2],l;
       ps[i][j]=s2;        k[0]=1;
     }        k[1]=-1;
   }        printf("Max: %.12e",(*func)(p));
   for(i=1; i<= nlstate; i++){        fprintf(ficlog,"Max: %.12e",(*func)(p));
      s1=0;        for (j=1;j<=n;j++) {
     for(j=1; j<i; j++)          printf(" %.12e",p[j]);
       s1+=exp(ps[i][j]);          fprintf(ficlog," %.12e",p[j]);
     for(j=i+1; j<=nlstate+ndeath; j++)        }
       s1+=exp(ps[i][j]);        printf("\n");
     ps[i][i]=1./(s1+1.);        fprintf(ficlog,"\n");
     for(j=1; j<i; j++)        for(l=0;l<=1;l++) {
       ps[i][j]= exp(ps[i][j])*ps[i][i];          for (j=1;j<=n;j++) {
     for(j=i+1; j<=nlstate+ndeath; j++)            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
       ps[i][j]= exp(ps[i][j])*ps[i][i];            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
   } /* end i */          }
           printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
     for(jj=1; jj<= nlstate+ndeath; jj++){        }
       ps[ii][jj]=0;  #endif
       ps[ii][ii]=1;  
     }  
   }        free_vector(xit,1,n); 
         free_vector(xits,1,n); 
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){        free_vector(ptt,1,n); 
     for(jj=1; jj<= nlstate+ndeath; jj++){        free_vector(pt,1,n); 
      printf("%lf ",ps[ii][jj]);        return; 
    }      } 
     printf("\n ");      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
     }      for (j=1;j<=n;j++) { 
     printf("\n ");printf("%lf ",cov[2]);*/        ptt[j]=2.0*p[j]-pt[j]; 
 /*        xit[j]=p[j]-pt[j]; 
   for(i=1; i<= npar; i++) printf("%f ",x[i]);        pt[j]=p[j]; 
   goto end;*/      } 
     return ps;      fptt=(*func)(ptt); 
 }      if (fptt < fp) { 
         t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
 /**************** Product of 2 matrices ******************/        if (t < 0.0) { 
           linmin(p,xit,n,fret,func); 
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)          for (j=1;j<=n;j++) { 
 {            xi[j][ibig]=xi[j][n]; 
   /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times            xi[j][n]=xit[j]; 
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */          }
   /* in, b, out are matrice of pointers which should have been initialized  #ifdef DEBUG
      before: only the contents of out is modified. The function returns          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
      a pointer to pointers identical to out */          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   long i, j, k;          for(j=1;j<=n;j++){
   for(i=nrl; i<= nrh; i++)            printf(" %.12e",xit[j]);
     for(k=ncolol; k<=ncoloh; k++)            fprintf(ficlog," %.12e",xit[j]);
       for(j=ncl,out[i][k]=0.; j<=nch; j++)          }
         out[i][k] +=in[i][j]*b[j][k];          printf("\n");
           fprintf(ficlog,"\n");
   return out;  #endif
 }        }
       } 
     } 
 /************* Higher Matrix Product ***************/  } 
   
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )  /**** Prevalence limit (stable prevalence)  ****************/
 {  
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
      duration (i.e. until  {
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step       matrix by transitions matrix until convergence is reached */
      (typically every 2 years instead of every month which is too big).  
      Model is determined by parameters x and covariates have to be    int i, ii,j,k;
      included manually here.    double min, max, maxmin, maxmax,sumnew=0.;
     double **matprod2();
      */    double **out, cov[NCOVMAX], **pmij();
     double **newm;
   int i, j, d, h, k;    double agefin, delaymax=50 ; /* Max number of years to converge */
   double **out, cov[NCOVMAX];  
   double **newm;    for (ii=1;ii<=nlstate+ndeath;ii++)
       for (j=1;j<=nlstate+ndeath;j++){
   /* Hstepm could be zero and should return the unit matrix */        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   for (i=1;i<=nlstate+ndeath;i++)      }
     for (j=1;j<=nlstate+ndeath;j++){  
       oldm[i][j]=(i==j ? 1.0 : 0.0);     cov[1]=1.;
       po[i][j][0]=(i==j ? 1.0 : 0.0);   
     }   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
   for(h=1; h <=nhstepm; h++){      newm=savm;
     for(d=1; d <=hstepm; d++){      /* Covariates have to be included here again */
       newm=savm;       cov[2]=agefin;
       /* Covariates have to be included here again */    
       cov[1]=1.;        for (k=1; k<=cptcovn;k++) {
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];          /*      printf("ij=%d k=%d Tvar[k]=%d nbcode=%d cov=%lf codtab[ij][Tvar[k]]=%d \n",ij,k, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k], codtab[ij][Tvar[k]]);*/
 for (k=1; k<=cptcovage;k++)        }
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
    for (k=1; k<=cptcovprod;k++)        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]]];          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
   
         /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
                    pmij(pmmij,cov,ncovmodel,x,nlstate));  
       savm=oldm;      savm=oldm;
       oldm=newm;      oldm=newm;
     }      maxmax=0.;
     for(i=1; i<=nlstate+ndeath; i++)      for(j=1;j<=nlstate;j++){
       for(j=1;j<=nlstate+ndeath;j++) {        min=1.;
         po[i][j][h]=newm[i][j];        max=0.;
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);        for(i=1; i<=nlstate; i++) {
          */          sumnew=0;
       }          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
   } /* end h */          prlim[i][j]= newm[i][j]/(1-sumnew);
   return po;          max=FMAX(max,prlim[i][j]);
 }          min=FMIN(min,prlim[i][j]);
         }
         maxmin=max-min;
 /*************** log-likelihood *************/        maxmax=FMAX(maxmax,maxmin);
 double func( double *x)      }
 {      if(maxmax < ftolpl){
   int i, ii, j, k, mi, d, kk;        return prlim;
   double l, ll[NLSTATEMAX], cov[NCOVMAX];      }
   double **out;    }
   double sw; /* Sum of weights */  }
   double lli; /* Individual log likelihood */  
   long ipmx;  /*************** transition probabilities ***************/ 
   /*extern weight */  
   /* We are differentiating ll according to initial status */  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/  {
   /*for(i=1;i<imx;i++)    double s1, s2;
     printf(" %d\n",s[4][i]);    /*double t34;*/
   */    int i,j,j1, nc, ii, jj;
   cov[1]=1.;  
       for(i=1; i<= nlstate; i++){
   for(k=1; k<=nlstate; k++) ll[k]=0.;      for(j=1; j<i;j++){
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];          /*s2 += param[i][j][nc]*cov[nc];*/
     for(mi=1; mi<= wav[i]-1; mi++){          s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
       for (ii=1;ii<=nlstate+ndeath;ii++)          /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);        }
       for(d=0; d<dh[mi][i]; d++){        ps[i][j]=s2;
         newm=savm;        /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;      }
         for (kk=1; kk<=cptcovage;kk++) {      for(j=i+1; j<=nlstate+ndeath;j++){
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
         }          s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
                  /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,        }
                      1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));        ps[i][j]=s2;
         savm=oldm;      }
         oldm=newm;    }
              /*ps[3][2]=1;*/
          
       } /* end mult */    for(i=1; i<= nlstate; i++){
             s1=0;
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);      for(j=1; j<i; j++)
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/        s1+=exp(ps[i][j]);
       ipmx +=1;      for(j=i+1; j<=nlstate+ndeath; j++)
       sw += weight[i];        s1+=exp(ps[i][j]);
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;      ps[i][i]=1./(s1+1.);
     } /* end of wave */      for(j=1; j<i; j++)
   } /* end of individual */        ps[i][j]= exp(ps[i][j])*ps[i][i];
       for(j=i+1; j<=nlstate+ndeath; j++)
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];        ps[i][j]= exp(ps[i][j])*ps[i][i];
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */    } /* end i */
   return -l;  
 }    for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
       for(jj=1; jj<= nlstate+ndeath; jj++){
         ps[ii][jj]=0;
 /*********** Maximum Likelihood Estimation ***************/        ps[ii][ii]=1;
       }
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))    }
 {  
   int i,j, iter;  
   double **xi,*delti;    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
   double fret;      for(jj=1; jj<= nlstate+ndeath; jj++){
   xi=matrix(1,npar,1,npar);       printf("%lf ",ps[ii][jj]);
   for (i=1;i<=npar;i++)     }
     for (j=1;j<=npar;j++)      printf("\n ");
       xi[i][j]=(i==j ? 1.0 : 0.0);      }
   printf("Powell\n");      printf("\n ");printf("%lf ",cov[2]);*/
   powell(p,xi,npar,ftol,&iter,&fret,func);  /*
     for(i=1; i<= npar; i++) printf("%f ",x[i]);
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));    goto end;*/
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));      return ps;
   }
 }  
   /**************** Product of 2 matrices ******************/
 /**** Computes Hessian and covariance matrix ***/  
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
 {  {
   double  **a,**y,*x,pd;    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
   double **hess;       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
   int i, j,jk;    /* in, b, out are matrice of pointers which should have been initialized 
   int *indx;       before: only the contents of out is modified. The function returns
        a pointer to pointers identical to out */
   double hessii(double p[], double delta, int theta, double delti[]);    long i, j, k;
   double hessij(double p[], double delti[], int i, int j);    for(i=nrl; i<= nrh; i++)
   void lubksb(double **a, int npar, int *indx, double b[]) ;      for(k=ncolol; k<=ncoloh; k++)
   void ludcmp(double **a, int npar, int *indx, double *d) ;        for(j=ncl,out[i][k]=0.; j<=nch; j++)
           out[i][k] +=in[i][j]*b[j][k];
   
   hess=matrix(1,npar,1,npar);    return out;
   }
   printf("\nCalculation of the hessian matrix. Wait...\n");  
   for (i=1;i<=npar;i++){  
     printf("%d",i);fflush(stdout);  /************* Higher Matrix Product ***************/
     hess[i][i]=hessii(p,ftolhess,i,delti);  
     /*printf(" %f ",p[i]);*/  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
   }  {
     /* Computes the transition matrix starting at age 'age' over 
   for (i=1;i<=npar;i++) {       'nhstepm*hstepm*stepm' months (i.e. until
     for (j=1;j<=npar;j++)  {       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
       if (j>i) {       nhstepm*hstepm matrices. 
         printf(".%d%d",i,j);fflush(stdout);       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
         hess[i][j]=hessij(p,delti,i,j);       (typically every 2 years instead of every month which is too big 
         hess[j][i]=hess[i][j];       for the memory).
       }       Model is determined by parameters x and covariates have to be 
     }       included manually here. 
   }  
   printf("\n");       */
   
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");    int i, j, d, h, k;
      double **out, cov[NCOVMAX];
   a=matrix(1,npar,1,npar);    double **newm;
   y=matrix(1,npar,1,npar);  
   x=vector(1,npar);    /* Hstepm could be zero and should return the unit matrix */
   indx=ivector(1,npar);    for (i=1;i<=nlstate+ndeath;i++)
   for (i=1;i<=npar;i++)      for (j=1;j<=nlstate+ndeath;j++){
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];        oldm[i][j]=(i==j ? 1.0 : 0.0);
   ludcmp(a,npar,indx,&pd);        po[i][j][0]=(i==j ? 1.0 : 0.0);
       }
   for (j=1;j<=npar;j++) {    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     for (i=1;i<=npar;i++) x[i]=0;    for(h=1; h <=nhstepm; h++){
     x[j]=1;      for(d=1; d <=hstepm; d++){
     lubksb(a,npar,indx,x);        newm=savm;
     for (i=1;i<=npar;i++){        /* Covariates have to be included here again */
       matcov[i][j]=x[i];        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]]];
         for (k=1; k<=cptcovage;k++)
   printf("\n#Hessian matrix#\n");          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
   for (i=1;i<=npar;i++) {        for (k=1; k<=cptcovprod;k++)
     for (j=1;j<=npar;j++) {          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
       printf("%.3e ",hess[i][j]);  
     }  
     printf("\n");        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
   }        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
   /* Recompute Inverse */                     pmij(pmmij,cov,ncovmodel,x,nlstate));
   for (i=1;i<=npar;i++)        savm=oldm;
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];        oldm=newm;
   ludcmp(a,npar,indx,&pd);      }
       for(i=1; i<=nlstate+ndeath; i++)
   /*  printf("\n#Hessian matrix recomputed#\n");        for(j=1;j<=nlstate+ndeath;j++) {
           po[i][j][h]=newm[i][j];
   for (j=1;j<=npar;j++) {          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
     for (i=1;i<=npar;i++) x[i]=0;           */
     x[j]=1;        }
     lubksb(a,npar,indx,x);    } /* end h */
     for (i=1;i<=npar;i++){    return po;
       y[i][j]=x[i];  }
       printf("%.3e ",y[i][j]);  
     }  
     printf("\n");  /*************** log-likelihood *************/
   }  double func( double *x)
   */  {
     int i, ii, j, k, mi, d, kk;
   free_matrix(a,1,npar,1,npar);    double l, ll[NLSTATEMAX], cov[NCOVMAX];
   free_matrix(y,1,npar,1,npar);    double **out;
   free_vector(x,1,npar);    double sw; /* Sum of weights */
   free_ivector(indx,1,npar);    double lli; /* Individual log likelihood */
   free_matrix(hess,1,npar,1,npar);    int s1, s2;
     double bbh, survp;
     long ipmx;
 }    /*extern weight */
     /* We are differentiating ll according to initial status */
 /*************** hessian matrix ****************/    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
 double hessii( double x[], double delta, int theta, double delti[])    /*for(i=1;i<imx;i++) 
 {      printf(" %d\n",s[4][i]);
   int i;    */
   int l=1, lmax=20;    cov[1]=1.;
   double k1,k2;  
   double p2[NPARMAX+1];    for(k=1; k<=nlstate; k++) ll[k]=0.;
   double res;  
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;    if(mle==1){
   double fx;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   int k=0,kmax=10;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   double l1;        for(mi=1; mi<= wav[i]-1; mi++){
           for (ii=1;ii<=nlstate+ndeath;ii++)
   fx=func(x);            for (j=1;j<=nlstate+ndeath;j++){
   for (i=1;i<=npar;i++) p2[i]=x[i];              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   for(l=0 ; l <=lmax; l++){              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     l1=pow(10,l);            }
     delts=delt;          for(d=0; d<dh[mi][i]; d++){
     for(k=1 ; k <kmax; k=k+1){            newm=savm;
       delt = delta*(l1*k);            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       p2[theta]=x[theta] +delt;            for (kk=1; kk<=cptcovage;kk++) {
       k1=func(p2)-fx;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       p2[theta]=x[theta]-delt;            }
       k2=func(p2)-fx;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       /*res= (k1-2.0*fx+k2)/delt/delt; */                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */            savm=oldm;
                  oldm=newm;
 #ifdef DEBUG          } /* end mult */
       printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);        
 #endif          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */          /* But now since version 0.9 we anticipate for bias and large stepm.
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){           * If stepm is larger than one month (smallest stepm) and if the exact delay 
         k=kmax;           * (in months) between two waves is not a multiple of stepm, we rounded to 
       }           * the nearest (and in case of equal distance, to the lowest) interval but now
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */           * we keep into memory the bias bh[mi][i] and also the previous matrix product
         k=kmax; l=lmax*10.;           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
       }           * probability in order to take into account the bias as a fraction of the way
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
         delts=delt;           * -stepm/2 to stepm/2 .
       }           * For stepm=1 the results are the same as for previous versions of Imach.
     }           * For stepm > 1 the results are less biased than in previous versions. 
   }           */
   delti[theta]=delts;          s1=s[mw[mi][i]][i];
   return res;          s2=s[mw[mi+1][i]][i];
            bbh=(double)bh[mi][i]/(double)stepm; 
 }          /* bias is positive if real duration
            * is higher than the multiple of stepm and negative otherwise.
 double hessij( double x[], double delti[], int thetai,int thetaj)           */
 {          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
   int i;          if( s2 > nlstate){ 
   int l=1, l1, lmax=20;            /* i.e. if s2 is a death state and if the date of death is known then the contribution
   double k1,k2,k3,k4,res,fx;               to the likelihood is the probability to die between last step unit time and current 
   double p2[NPARMAX+1];               step unit time, which is also the differences between probability to die before dh 
   int k;               and probability to die before dh-stepm . 
                In version up to 0.92 likelihood was computed
   fx=func(x);          as if date of death was unknown. Death was treated as any other
   for (k=1; k<=2; k++) {          health state: the date of the interview describes the actual state
     for (i=1;i<=npar;i++) p2[i]=x[i];          and not the date of a change in health state. The former idea was
     p2[thetai]=x[thetai]+delti[thetai]/k;          to consider that at each interview the state was recorded
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;          (healthy, disable or death) and IMaCh was corrected; but when we
     k1=func(p2)-fx;          introduced the exact date of death then we should have modified
            the contribution of an exact death to the likelihood. This new
     p2[thetai]=x[thetai]+delti[thetai]/k;          contribution is smaller and very dependent of the step unit
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;          stepm. It is no more the probability to die between last interview
     k2=func(p2)-fx;          and month of death but the probability to survive from last
            interview up to one month before death multiplied by the
     p2[thetai]=x[thetai]-delti[thetai]/k;          probability to die within a month. Thanks to Chris
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;          Jackson for correcting this bug.  Former versions increased
     k3=func(p2)-fx;          mortality artificially. The bad side is that we add another loop
            which slows down the processing. The difference can be up to 10%
     p2[thetai]=x[thetai]-delti[thetai]/k;          lower mortality.
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;            */
     k4=func(p2)-fx;            lli=log(out[s1][s2] - savm[s1][s2]);
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */          }else{
 #ifdef DEBUG            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
     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);            /*  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 */
 #endif          } 
   }          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
   return res;          /*if(lli ==000.0)*/
 }          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
           ipmx +=1;
 /************** Inverse of matrix **************/          sw += weight[i];
 void ludcmp(double **a, int n, int *indx, double *d)          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 {        } /* end of wave */
   int i,imax,j,k;      } /* end of individual */
   double big,dum,sum,temp;    }  else if(mle==2){
   double *vv;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
          for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   vv=vector(1,n);        for(mi=1; mi<= wav[i]-1; mi++){
   *d=1.0;          for (ii=1;ii<=nlstate+ndeath;ii++)
   for (i=1;i<=n;i++) {            for (j=1;j<=nlstate+ndeath;j++){
     big=0.0;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     for (j=1;j<=n;j++)              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       if ((temp=fabs(a[i][j])) > big) big=temp;            }
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");          for(d=0; d<=dh[mi][i]; d++){
     vv[i]=1.0/big;            newm=savm;
   }            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   for (j=1;j<=n;j++) {            for (kk=1; kk<=cptcovage;kk++) {
     for (i=1;i<j;i++) {              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       sum=a[i][j];            }
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       a[i][j]=sum;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     }            savm=oldm;
     big=0.0;            oldm=newm;
     for (i=j;i<=n;i++) {          } /* end mult */
       sum=a[i][j];        
       for (k=1;k<j;k++)          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
         sum -= a[i][k]*a[k][j];          /* But now since version 0.9 we anticipate for bias and large stepm.
       a[i][j]=sum;           * If stepm is larger than one month (smallest stepm) and if the exact delay 
       if ( (dum=vv[i]*fabs(sum)) >= big) {           * (in months) between two waves is not a multiple of stepm, we rounded to 
         big=dum;           * the nearest (and in case of equal distance, to the lowest) interval but now
         imax=i;           * we keep into memory the bias bh[mi][i] and also the previous matrix product
       }           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
     }           * probability in order to take into account the bias as a fraction of the way
     if (j != imax) {           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
       for (k=1;k<=n;k++) {           * -stepm/2 to stepm/2 .
         dum=a[imax][k];           * For stepm=1 the results are the same as for previous versions of Imach.
         a[imax][k]=a[j][k];           * For stepm > 1 the results are less biased than in previous versions. 
         a[j][k]=dum;           */
       }          s1=s[mw[mi][i]][i];
       *d = -(*d);          s2=s[mw[mi+1][i]][i];
       vv[imax]=vv[j];          bbh=(double)bh[mi][i]/(double)stepm; 
     }          /* bias is positive if real duration
     indx[j]=imax;           * is higher than the multiple of stepm and negative otherwise.
     if (a[j][j] == 0.0) a[j][j]=TINY;           */
     if (j != n) {          lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
       dum=1.0/(a[j][j]);          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
       for (i=j+1;i<=n;i++) a[i][j] *= dum;          /*lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.-+bh)*out[s1][s2])); */ /* exponential interpolation */
     }          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
   }          /*if(lli ==000.0)*/
   free_vector(vv,1,n);  /* Doesn't work */          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
 ;          ipmx +=1;
 }          sw += weight[i];
           ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 void lubksb(double **a, int n, int *indx, double b[])        } /* end of wave */
 {      } /* end of individual */
   int i,ii=0,ip,j;    }  else if(mle==3){  /* exponential inter-extrapolation */
   double sum;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
          for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   for (i=1;i<=n;i++) {        for(mi=1; mi<= wav[i]-1; mi++){
     ip=indx[i];          for (ii=1;ii<=nlstate+ndeath;ii++)
     sum=b[ip];            for (j=1;j<=nlstate+ndeath;j++){
     b[ip]=b[i];              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     if (ii)              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];            }
     else if (sum) ii=i;          for(d=0; d<dh[mi][i]; d++){
     b[i]=sum;            newm=savm;
   }            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   for (i=n;i>=1;i--) {            for (kk=1; kk<=cptcovage;kk++) {
     sum=b[i];              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];            }
     b[i]=sum/a[i][i];            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   }                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 }            savm=oldm;
             oldm=newm;
 /************ Frequencies ********************/          } /* end mult */
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)        
 {  /* Some frequencies */          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
            /* But now since version 0.9 we anticipate for bias and large stepm.
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;           * If stepm is larger than one month (smallest stepm) and if the exact delay 
   double ***freq; /* Frequencies */           * (in months) between two waves is not a multiple of stepm, we rounded to 
   double *pp;           * the nearest (and in case of equal distance, to the lowest) interval but now
   double pos;           * we keep into memory the bias bh[mi][i] and also the previous matrix product
   FILE *ficresp;           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
   char fileresp[FILENAMELENGTH];           * 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
   pp=vector(1,nlstate);           * -stepm/2 to stepm/2 .
            * For stepm=1 the results are the same as for previous versions of Imach.
   strcpy(fileresp,"p");           * For stepm > 1 the results are less biased than in previous versions. 
   strcat(fileresp,fileres);           */
   if((ficresp=fopen(fileresp,"w"))==NULL) {          s1=s[mw[mi][i]][i];
     printf("Problem with prevalence resultfile: %s\n", fileresp);          s2=s[mw[mi+1][i]][i];
     exit(0);          bbh=(double)bh[mi][i]/(double)stepm; 
   }          /* bias is positive if real duration
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);           * is higher than the multiple of stepm and negative otherwise.
   j1=0;           */
           /* lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); */ /* linear interpolation */
   j=cptcoveff;          lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
   if (cptcovn<1) {j=1;ncodemax[1]=1;}          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
           /*if(lli ==000.0)*/
   for(k1=1; k1<=j;k1++){          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
    for(i1=1; i1<=ncodemax[k1];i1++){          ipmx +=1;
        j1++;          sw += weight[i];
        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
          scanf("%d", i);*/        } /* end of wave */
         for (i=-1; i<=nlstate+ndeath; i++)        } /* end of individual */
          for (jk=-1; jk<=nlstate+ndeath; jk++)      }else{  /* ml=4 no inter-extrapolation */
            for(m=agemin; m <= agemax+3; m++)      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
              freq[i][jk][m]=0;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
                for(mi=1; mi<= wav[i]-1; mi++){
        for (i=1; i<=imx; i++) {          for (ii=1;ii<=nlstate+ndeath;ii++)
          bool=1;            for (j=1;j<=nlstate+ndeath;j++){
          if  (cptcovn>0) {              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
            for (z1=1; z1<=cptcoveff; z1++)              savm[ii][j]=(ii==j ? 1.0 : 0.0);
              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])            }
                bool=0;          for(d=0; d<dh[mi][i]; d++){
          }            newm=savm;
           if (bool==1) {            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
            for(m=firstpass; m<=lastpass-1; m++){            for (kk=1; kk<=cptcovage;kk++) {
              if(agev[m][i]==0) agev[m][i]=agemax+1;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
              if(agev[m][i]==1) agev[m][i]=agemax+2;            }
              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];            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
            }                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
          }            savm=oldm;
        }            oldm=newm;
         if  (cptcovn>0) {          } /* end mult */
          fprintf(ficresp, "\n#********** Variable ");        
          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
        fprintf(ficresp, "**********\n#");          ipmx +=1;
         }          sw += weight[i];
        for(i=1; i<=nlstate;i++)          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);        } /* end of wave */
        fprintf(ficresp, "\n");      } /* end of individual */
            } /* End of if */
   for(i=(int)agemin; i <= (int)agemax+3; i++){    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
     if(i==(int)agemax+3)    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
       printf("Total");    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
     else    return -l;
       printf("Age %d", i);  }
     for(jk=1; jk <=nlstate ; jk++){  
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)  
         pp[jk] += freq[jk][m][i];  /*********** Maximum Likelihood Estimation ***************/
     }  
     for(jk=1; jk <=nlstate ; jk++){  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
       for(m=-1, pos=0; m <=0 ; m++)  {
         pos += freq[jk][m][i];    int i,j, iter;
       if(pp[jk]>=1.e-10)    double **xi;
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);    double fret;
       else    char filerespow[FILENAMELENGTH];
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);    xi=matrix(1,npar,1,npar);
     }    for (i=1;i<=npar;i++)
     for(jk=1; jk <=nlstate ; jk++){      for (j=1;j<=npar;j++)
       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)        xi[i][j]=(i==j ? 1.0 : 0.0);
         pp[jk] += freq[jk][m][i];    printf("Powell\n");  fprintf(ficlog,"Powell\n");
     }    strcpy(filerespow,"pow"); 
     for(jk=1,pos=0; jk <=nlstate ; jk++)    strcat(filerespow,fileres);
       pos += pp[jk];    if((ficrespow=fopen(filerespow,"w"))==NULL) {
     for(jk=1; jk <=nlstate ; jk++){      printf("Problem with resultfile: %s\n", filerespow);
       if(pos>=1.e-5)      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);    }
       else    fprintf(ficrespow,"# Powell\n# iter -2*LL");
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);    for (i=1;i<=nlstate;i++)
       if( i <= (int) agemax){      for(j=1;j<=nlstate+ndeath;j++)
         if(pos>=1.e-5)        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);    fprintf(ficrespow,"\n");
       else    powell(p,xi,npar,ftol,&iter,&fret,func);
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);  
       }    fclose(ficrespow);
     }    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
     for(jk=-1; jk <=nlstate+ndeath; jk++)    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
       for(m=-1; m <=nlstate+ndeath; m++)    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);  
     if(i <= (int) agemax)  }
       fprintf(ficresp,"\n");  
     printf("\n");  /**** Computes Hessian and covariance matrix ***/
     }  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
     }  {
  }    double  **a,**y,*x,pd;
      double **hess;
   fclose(ficresp);    int i, j,jk;
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);    int *indx;
   free_vector(pp,1,nlstate);  
     double hessii(double p[], double delta, int theta, double delti[]);
 }  /* End of Freq */    double hessij(double p[], double delti[], int i, int j);
     void lubksb(double **a, int npar, int *indx, double b[]) ;
 /************* Waves Concatenation ***************/    void ludcmp(double **a, int npar, int *indx, double *d) ;
   
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)    hess=matrix(1,npar,1,npar);
 {  
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.    printf("\nCalculation of the hessian matrix. Wait...\n");
      Death is a valid wave (if date is known).    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i    for (i=1;i<=npar;i++){
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]      printf("%d",i);fflush(stdout);
      and mw[mi+1][i]. dh depends on stepm.      fprintf(ficlog,"%d",i);fflush(ficlog);
      */      hess[i][i]=hessii(p,ftolhess,i,delti);
       /*printf(" %f ",p[i]);*/
   int i, mi, m;      /*printf(" %lf ",hess[i][i]);*/
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;    }
      double sum=0., jmean=0.;*/    
     for (i=1;i<=npar;i++) {
 int j, k=0,jk, ju, jl;      for (j=1;j<=npar;j++)  {
      double sum=0.;        if (j>i) { 
 jmin=1e+5;          printf(".%d%d",i,j);fflush(stdout);
  jmax=-1;          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
 jmean=0.;          hess[i][j]=hessij(p,delti,i,j);
   for(i=1; i<=imx; i++){          hess[j][i]=hess[i][j];    
     mi=0;          /*printf(" %lf ",hess[i][j]);*/
     m=firstpass;        }
     while(s[m][i] <= nlstate){      }
       if(s[m][i]>=1)    }
         mw[++mi][i]=m;    printf("\n");
       if(m >=lastpass)    fprintf(ficlog,"\n");
         break;  
       else    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
         m++;    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
     }/* end while */    
     if (s[m][i] > nlstate){    a=matrix(1,npar,1,npar);
       mi++;     /* Death is another wave */    y=matrix(1,npar,1,npar);
       /* if(mi==0)  never been interviewed correctly before death */    x=vector(1,npar);
          /* Only death is a correct wave */    indx=ivector(1,npar);
       mw[mi][i]=m;    for (i=1;i<=npar;i++)
     }      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
     ludcmp(a,npar,indx,&pd);
     wav[i]=mi;  
     if(mi==0)    for (j=1;j<=npar;j++) {
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);      for (i=1;i<=npar;i++) x[i]=0;
   }      x[j]=1;
       lubksb(a,npar,indx,x);
   for(i=1; i<=imx; i++){      for (i=1;i<=npar;i++){ 
     for(mi=1; mi<wav[i];mi++){        matcov[i][j]=x[i];
       if (stepm <=0)      }
         dh[mi][i]=1;    }
       else{  
         if (s[mw[mi+1][i]][i] > nlstate) {    printf("\n#Hessian matrix#\n");
           if (agedc[i] < 2*AGESUP) {    fprintf(ficlog,"\n#Hessian matrix#\n");
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);    for (i=1;i<=npar;i++) { 
           if(j==0) j=1;  /* Survives at least one month after exam */      for (j=1;j<=npar;j++) { 
           k=k+1;        printf("%.3e ",hess[i][j]);
           if (j >= jmax) jmax=j;        fprintf(ficlog,"%.3e ",hess[i][j]);
           else if (j <= jmin)jmin=j;      }
           sum=sum+j;      printf("\n");
           if (j<0) printf("j=%d num=%d ",j,i);      fprintf(ficlog,"\n");
           }    }
         }  
         else{    /* Recompute Inverse */
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));    for (i=1;i<=npar;i++)
           k=k+1;      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
           if (j >= jmax) jmax=j;    ludcmp(a,npar,indx,&pd);
           else if (j <= jmin)jmin=j;  
           sum=sum+j;    /*  printf("\n#Hessian matrix recomputed#\n");
         }  
         jk= j/stepm;    for (j=1;j<=npar;j++) {
         jl= j -jk*stepm;      for (i=1;i<=npar;i++) x[i]=0;
         ju= j -(jk+1)*stepm;      x[j]=1;
         if(jl <= -ju)      lubksb(a,npar,indx,x);
           dh[mi][i]=jk;      for (i=1;i<=npar;i++){ 
         else        y[i][j]=x[i];
           dh[mi][i]=jk+1;        printf("%.3e ",y[i][j]);
         if(dh[mi][i]==0)        fprintf(ficlog,"%.3e ",y[i][j]);
           dh[mi][i]=1; /* At least one step */      }
       }      printf("\n");
     }      fprintf(ficlog,"\n");
   }    }
   jmean=sum/k;    */
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);  
 }    free_matrix(a,1,npar,1,npar);
 /*********** Tricode ****************************/    free_matrix(y,1,npar,1,npar);
 void tricode(int *Tvar, int **nbcode, int imx)    free_vector(x,1,npar);
 {    free_ivector(indx,1,npar);
   int Ndum[20],ij=1, k, j, i;    free_matrix(hess,1,npar,1,npar);
   int cptcode=0;  
   cptcoveff=0;  
    }
   for (k=0; k<19; k++) Ndum[k]=0;  
   for (k=1; k<=7; k++) ncodemax[k]=0;  /*************** hessian matrix ****************/
   double hessii( double x[], double delta, int theta, double delti[])
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {  {
     for (i=1; i<=imx; i++) {    int i;
       ij=(int)(covar[Tvar[j]][i]);    int l=1, lmax=20;
       Ndum[ij]++;    double k1,k2;
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/    double p2[NPARMAX+1];
       if (ij > cptcode) cptcode=ij;    double res;
     }    double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
     double fx;
     for (i=0; i<=cptcode; i++) {    int k=0,kmax=10;
       if(Ndum[i]!=0) ncodemax[j]++;    double l1;
     }  
     ij=1;    fx=func(x);
     for (i=1;i<=npar;i++) p2[i]=x[i];
     for(l=0 ; l <=lmax; l++){
     for (i=1; i<=ncodemax[j]; i++) {      l1=pow(10,l);
       for (k=0; k<=19; k++) {      delts=delt;
         if (Ndum[k] != 0) {      for(k=1 ; k <kmax; k=k+1){
           nbcode[Tvar[j]][ij]=k;        delt = delta*(l1*k);
           ij++;        p2[theta]=x[theta] +delt;
         }        k1=func(p2)-fx;
         if (ij > ncodemax[j]) break;        p2[theta]=x[theta]-delt;
       }          k2=func(p2)-fx;
     }        /*res= (k1-2.0*fx+k2)/delt/delt; */
   }          res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
         
  for (k=0; k<19; k++) Ndum[k]=0;  #ifdef DEBUG
         printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
  for (i=1; i<=ncovmodel; i++) {        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);
       ij=Tvar[i];  #endif
       Ndum[ij]++;        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
     }        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
           k=kmax;
  ij=1;        }
  for (i=1; i<=10; i++) {        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
    if((Ndum[i]!=0) && (i<=ncov)){          k=kmax; l=lmax*10.;
      Tvaraff[ij]=i;        }
      ij++;        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
    }          delts=delt;
  }        }
        }
     cptcoveff=ij-1;    }
 }    delti[theta]=delts;
     return res; 
 /*********** Health Expectancies ****************/    
   }
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)  
 {  double hessij( double x[], double delti[], int thetai,int thetaj)
   /* Health expectancies */  {
   int i, j, nhstepm, hstepm, h;    int i;
   double age, agelim,hf;    int l=1, l1, lmax=20;
   double ***p3mat;    double k1,k2,k3,k4,res,fx;
      double p2[NPARMAX+1];
   fprintf(ficreseij,"# Health expectancies\n");    int k;
   fprintf(ficreseij,"# Age");  
   for(i=1; i<=nlstate;i++)    fx=func(x);
     for(j=1; j<=nlstate;j++)    for (k=1; k<=2; k++) {
       fprintf(ficreseij," %1d-%1d",i,j);      for (i=1;i<=npar;i++) p2[i]=x[i];
   fprintf(ficreseij,"\n");      p2[thetai]=x[thetai]+delti[thetai]/k;
       p2[thetaj]=x[thetaj]+delti[thetaj]/k;
   hstepm=1*YEARM; /*  Every j years of age (in month) */      k1=func(p2)-fx;
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    
       p2[thetai]=x[thetai]+delti[thetai]/k;
   agelim=AGESUP;      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */      k2=func(p2)-fx;
     /* nhstepm age range expressed in number of stepm */    
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);      p2[thetai]=x[thetai]-delti[thetai]/k;
     /* Typically if 20 years = 20*12/6=40 stepm */      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
     if (stepm >= YEARM) hstepm=1;      k3=func(p2)-fx;
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */    
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      p2[thetai]=x[thetai]-delti[thetai]/k;
     /* Computed by stepm unit matrices, product of hstepm matrices, stored      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */      k4=func(p2)-fx;
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);        res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
   #ifdef DEBUG
       printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
     for(i=1; i<=nlstate;i++)      fprintf(ficlog,"%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
       for(j=1; j<=nlstate;j++)  #endif
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){    }
           eij[i][j][(int)age] +=p3mat[i][j][h];    return res;
         }  }
      
     hf=1;  /************** Inverse of matrix **************/
     if (stepm >= YEARM) hf=stepm/YEARM;  void ludcmp(double **a, int n, int *indx, double *d) 
     fprintf(ficreseij,"%.0f",age );  { 
     for(i=1; i<=nlstate;i++)    int i,imax,j,k; 
       for(j=1; j<=nlstate;j++){    double big,dum,sum,temp; 
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);    double *vv; 
       }   
     fprintf(ficreseij,"\n");    vv=vector(1,n); 
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    *d=1.0; 
   }    for (i=1;i<=n;i++) { 
 }      big=0.0; 
       for (j=1;j<=n;j++) 
 /************ Variance ******************/        if ((temp=fabs(a[i][j])) > big) big=temp; 
 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)      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
 {      vv[i]=1.0/big; 
   /* Variance of health expectancies */    } 
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    for (j=1;j<=n;j++) { 
   double **newm;      for (i=1;i<j;i++) { 
   double **dnewm,**doldm;        sum=a[i][j]; 
   int i, j, nhstepm, hstepm, h;        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
   int k, cptcode;        a[i][j]=sum; 
    double *xp;      } 
   double **gp, **gm;      big=0.0; 
   double ***gradg, ***trgradg;      for (i=j;i<=n;i++) { 
   double ***p3mat;        sum=a[i][j]; 
   double age,agelim;        for (k=1;k<j;k++) 
   int theta;          sum -= a[i][k]*a[k][j]; 
         a[i][j]=sum; 
    fprintf(ficresvij,"# Covariances of life expectancies\n");        if ( (dum=vv[i]*fabs(sum)) >= big) { 
   fprintf(ficresvij,"# Age");          big=dum; 
   for(i=1; i<=nlstate;i++)          imax=i; 
     for(j=1; j<=nlstate;j++)        } 
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);      } 
   fprintf(ficresvij,"\n");      if (j != imax) { 
         for (k=1;k<=n;k++) { 
   xp=vector(1,npar);          dum=a[imax][k]; 
   dnewm=matrix(1,nlstate,1,npar);          a[imax][k]=a[j][k]; 
   doldm=matrix(1,nlstate,1,nlstate);          a[j][k]=dum; 
          } 
   hstepm=1*YEARM; /* Every year of age */        *d = -(*d); 
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */        vv[imax]=vv[j]; 
   agelim = AGESUP;      } 
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */      indx[j]=imax; 
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */      if (a[j][j] == 0.0) a[j][j]=TINY; 
     if (stepm >= YEARM) hstepm=1;      if (j != n) { 
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */        dum=1.0/(a[j][j]); 
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);      } 
     gp=matrix(0,nhstepm,1,nlstate);    } 
     gm=matrix(0,nhstepm,1,nlstate);    free_vector(vv,1,n);  /* Doesn't work */
   ;
     for(theta=1; theta <=npar; theta++){  } 
       for(i=1; i<=npar; i++){ /* Computes gradient */  
         xp[i] = x[i] + (i==theta ?delti[theta]:0);  void lubksb(double **a, int n, int *indx, double b[]) 
       }  { 
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);      int i,ii=0,ip,j; 
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    double sum; 
       for(j=1; j<= nlstate; j++){   
         for(h=0; h<=nhstepm; h++){    for (i=1;i<=n;i++) { 
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)      ip=indx[i]; 
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];      sum=b[ip]; 
         }      b[ip]=b[i]; 
       }      if (ii) 
            for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
       for(i=1; i<=npar; i++) /* Computes gradient */      else if (sum) ii=i; 
         xp[i] = x[i] - (i==theta ?delti[theta]:0);      b[i]=sum; 
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);      } 
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    for (i=n;i>=1;i--) { 
       for(j=1; j<= nlstate; j++){      sum=b[i]; 
         for(h=0; h<=nhstepm; h++){      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)      b[i]=sum/a[i][i]; 
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];    } 
         }  } 
       }  
       for(j=1; j<= nlstate; j++)  /************ Frequencies ********************/
         for(h=0; h<=nhstepm; h++){  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, double dateprev1,double dateprev2,double jprev1, double mprev1,double anprev1,double jprev2, double mprev2,double anprev2)
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];  {  /* Some frequencies */
         }    
     } /* End theta */    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
     int first;
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);    double ***freq; /* Frequencies */
     double *pp, **prop;
     for(h=0; h<=nhstepm; h++)    double pos,posprop, k2, dateintsum=0,k2cpt=0;
       for(j=1; j<=nlstate;j++)    FILE *ficresp;
         for(theta=1; theta <=npar; theta++)    char fileresp[FILENAMELENGTH];
           trgradg[h][j][theta]=gradg[h][theta][j];    
     pp=vector(1,nlstate);
     for(i=1;i<=nlstate;i++)    prop=matrix(1,nlstate,iagemin,iagemax+3);
       for(j=1;j<=nlstate;j++)    strcpy(fileresp,"p");
         vareij[i][j][(int)age] =0.;    strcat(fileresp,fileres);
     for(h=0;h<=nhstepm;h++){    if((ficresp=fopen(fileresp,"w"))==NULL) {
       for(k=0;k<=nhstepm;k++){      printf("Problem with prevalence resultfile: %s\n", fileresp);
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);      exit(0);
         for(i=1;i<=nlstate;i++)    }
           for(j=1;j<=nlstate;j++)    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
             vareij[i][j][(int)age] += doldm[i][j];    j1=0;
       }    
     }    j=cptcoveff;
     h=1;    if (cptcovn<1) {j=1;ncodemax[1]=1;}
     if (stepm >= YEARM) h=stepm/YEARM;  
     fprintf(ficresvij,"%.0f ",age );    first=1;
     for(i=1; i<=nlstate;i++)  
       for(j=1; j<=nlstate;j++){    for(k1=1; k1<=j;k1++){
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);      for(i1=1; i1<=ncodemax[k1];i1++){
       }        j1++;
     fprintf(ficresvij,"\n");        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
     free_matrix(gp,0,nhstepm,1,nlstate);          scanf("%d", i);*/
     free_matrix(gm,0,nhstepm,1,nlstate);        for (i=-1; i<=nlstate+ndeath; i++)  
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);          for (jk=-1; jk<=nlstate+ndeath; jk++)  
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);            for(m=iagemin; m <= iagemax+3; m++)
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);              freq[i][jk][m]=0;
   } /* End age */  
        for (i=1; i<=nlstate; i++)  
   free_vector(xp,1,npar);        for(m=iagemin; m <= iagemax+3; m++)
   free_matrix(doldm,1,nlstate,1,npar);          prop[i][m]=0;
   free_matrix(dnewm,1,nlstate,1,nlstate);        
         dateintsum=0;
 }        k2cpt=0;
         for (i=1; i<=imx; i++) {
 /************ Variance of prevlim ******************/          bool=1;
 void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)          if  (cptcovn>0) {
 {            for (z1=1; z1<=cptcoveff; z1++) 
   /* Variance of prevalence limit */              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/                bool=0;
   double **newm;          }
   double **dnewm,**doldm;          if (bool==1){
   int i, j, nhstepm, hstepm;            for(m=firstpass; m<=lastpass; m++){
   int k, cptcode;              k2=anint[m][i]+(mint[m][i]/12.);
   double *xp;              if ((k2>=dateprev1) && (k2<=dateprev2)) {
   double *gp, *gm;                if(agev[m][i]==0) agev[m][i]=iagemax+1;
   double **gradg, **trgradg;                if(agev[m][i]==1) agev[m][i]=iagemax+2;
   double age,agelim;                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
   int theta;                if (m<lastpass) {
                      freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
   fprintf(ficresvpl,"# Age");                }
   for(i=1; i<=nlstate;i++)                
       fprintf(ficresvpl," %1d-%1d",i,i);                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
   fprintf(ficresvpl,"\n");                  dateintsum=dateintsum+k2;
                   k2cpt++;
   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;        fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);
   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  (cptcovn>0) {
     if (stepm >= YEARM) hstepm=1;          fprintf(ficresp, "\n#********** Variable "); 
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
     gradg=matrix(1,npar,1,nlstate);          fprintf(ficresp, "**********\n#");
     gp=vector(1,nlstate);        }
     gm=vector(1,nlstate);        for(i=1; i<=nlstate;i++) 
           fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
     for(theta=1; theta <=npar; theta++){        fprintf(ficresp, "\n");
       for(i=1; i<=npar; i++){ /* Computes gradient */        
         xp[i] = x[i] + (i==theta ?delti[theta]:0);        for(i=iagemin; i <= iagemax+3; i++){
       }          if(i==iagemax+3){
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);            fprintf(ficlog,"Total");
       for(i=1;i<=nlstate;i++)          }else{
         gp[i] = prlim[i][i];            if(first==1){
                  first=0;
       for(i=1; i<=npar; i++) /* Computes gradient */              printf("See log file for details...\n");
         xp[i] = x[i] - (i==theta ?delti[theta]:0);            }
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);            fprintf(ficlog,"Age %d", i);
       for(i=1;i<=nlstate;i++)          }
         gm[i] = prlim[i][i];          for(jk=1; jk <=nlstate ; jk++){
             for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
       for(i=1;i<=nlstate;i++)              pp[jk] += freq[jk][m][i]; 
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];          }
     } /* End theta */          for(jk=1; jk <=nlstate ; jk++){
             for(m=-1, pos=0; m <=0 ; m++)
     trgradg =matrix(1,nlstate,1,npar);              pos += freq[jk][m][i];
             if(pp[jk]>=1.e-10){
     for(j=1; j<=nlstate;j++)              if(first==1){
       for(theta=1; theta <=npar; theta++)              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
         trgradg[j][theta]=gradg[theta][j];              }
               fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
     for(i=1;i<=nlstate;i++)            }else{
       varpl[i][(int)age] =0.;              if(first==1)
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
     for(i=1;i<=nlstate;i++)            }
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */          }
   
     fprintf(ficresvpl,"%.0f ",age );          for(jk=1; jk <=nlstate ; jk++){
     for(i=1; i<=nlstate;i++)            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));              pp[jk] += freq[jk][m][i];
     fprintf(ficresvpl,"\n");          }       
     free_vector(gp,1,nlstate);          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
     free_vector(gm,1,nlstate);            pos += pp[jk];
     free_matrix(gradg,1,npar,1,nlstate);            posprop += prop[jk][i];
     free_matrix(trgradg,1,nlstate,1,npar);          }
   } /* End age */          for(jk=1; jk <=nlstate ; jk++){
             if(pos>=1.e-5){
   free_vector(xp,1,npar);              if(first==1)
   free_matrix(doldm,1,nlstate,1,npar);                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
   free_matrix(dnewm,1,nlstate,1,nlstate);              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);
               fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
             }
 /***********************************************/            if( i <= iagemax){
 /**************** Main Program *****************/              if(pos>=1.e-5){
 /***********************************************/                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
                 probs[i][jk][j1]= pp[jk]/pos;
 /*int main(int argc, char *argv[])*/                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
 int main()              }
 {              else
                 fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;            }
   double agedeb, agefin,hf;          }
   double agemin=1.e20, agemax=-1.e20;          
           for(jk=-1; jk <=nlstate+ndeath; jk++)
   double fret;            for(m=-1; m <=nlstate+ndeath; m++)
   double **xi,tmp,delta;              if(freq[jk][m][i] !=0 ) {
               if(first==1)
   double dum; /* Dummy variable */                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
   double ***p3mat;                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
   int *indx;              }
   char line[MAXLINE], linepar[MAXLINE];          if(i <= iagemax)
   char title[MAXLINE];            fprintf(ficresp,"\n");
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];          if(first==1)
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];            printf("Others in log...\n");
   char filerest[FILENAMELENGTH];          fprintf(ficlog,"\n");
   char fileregp[FILENAMELENGTH];        }
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];      }
   int firstobs=1, lastobs=10;    }
   int sdeb, sfin; /* Status at beginning and end */    dateintmean=dateintsum/k2cpt; 
   int c,  h , cpt,l;   
   int ju,jl, mi;    fclose(ficresp);
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;    free_vector(pp,1,nlstate);
      free_matrix(prop,1,nlstate,iagemin, iagemax+3);
   int hstepm, nhstepm;    /* End of Freq */
   double bage, fage, age, agelim, agebase;  }
   double ftolpl=FTOL;  
   double **prlim;  /************ Prevalence ********************/
   double *severity;  void prevalence(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)
   double ***param; /* Matrix of parameters */  {  
   double  *p;    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
   double **matcov; /* Matrix of covariance */       in each health status at the date of interview (if between dateprev1 and dateprev2).
   double ***delti3; /* Scale */       We still use firstpass and lastpass as another selection.
   double *delti; /* Scale */    */
   double ***eij, ***vareij;   
   double **varpl; /* Variances of prevalence limits by age */    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
   double *epj, vepp;    double ***freq; /* Frequencies */
   char version[80]="Imach version 64b, May 2001, INED-EUROREVES ";    double *pp, **prop;
   char *alph[]={"a","a","b","c","d","e"}, str[4];    double pos,posprop; 
     double  y2; /* in fractional years */
   char z[1]="c", occ;    int iagemin, iagemax;
 #include <sys/time.h>  
 #include <time.h>    iagemin= (int) agemin;
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];    iagemax= (int) agemax;
   /* long total_usecs;    /*pp=vector(1,nlstate);*/
   struct timeval start_time, end_time;    prop=matrix(1,nlstate,iagemin,iagemax+3); 
      /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */    j1=0;
     
     j=cptcoveff;
   printf("\nIMACH, Version 0.64b");    if (cptcovn<1) {j=1;ncodemax[1]=1;}
   printf("\nEnter the parameter file name: ");    
     for(k1=1; k1<=j;k1++){
 #ifdef windows      for(i1=1; i1<=ncodemax[k1];i1++){
   scanf("%s",pathtot);        j1++;
   getcwd(pathcd, size);        
   /*cygwin_split_path(pathtot,path,optionfile);        for (i=1; i<=nlstate; i++)  
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/          for(m=iagemin; m <= iagemax+3; m++)
   /* cutv(path,optionfile,pathtot,'\\');*/            prop[i][m]=0.0;
        
 split(pathtot, path,optionfile);        for (i=1; i<=imx; i++) { /* Each individual */
   chdir(path);          bool=1;
   replace(pathc,path);          if  (cptcovn>0) {
 #endif            for (z1=1; z1<=cptcoveff; z1++) 
 #ifdef unix              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
   scanf("%s",optionfile);                bool=0;
 #endif          } 
           if (bool==1) { 
 /*-------- arguments in the command line --------*/            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
               y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
   strcpy(fileres,"r");              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
   strcat(fileres, optionfile);                if(agev[m][i]==0) agev[m][i]=iagemax+1;
                 if(agev[m][i]==1) agev[m][i]=iagemax+2;
   /*---------arguments file --------*/                if((int)agev[m][i] <iagemin || (int)agev[m][i] >iagemax+3) printf("Error on individual =%d agev[m][i]=%f m=%d\n",i, agev[m][i],m); 
                 if (s[m][i]>0 && s[m][i]<=nlstate) { 
   if((ficpar=fopen(optionfile,"r"))==NULL)    {                  /*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]]);*/
     printf("Problem with optionfile %s\n",optionfile);                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
     goto end;                  prop[s[m][i]][iagemax+3] += weight[i]; 
   }                } 
               }
   strcpy(filereso,"o");            } /* end selection of waves */
   strcat(filereso,fileres);          }
   if((ficparo=fopen(filereso,"w"))==NULL) {        }
     printf("Problem with Output resultfile: %s\n", filereso);goto end;        for(i=iagemin; i <= iagemax+3; i++){  
   }          
           for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
   /* Reads comments: lines beginning with '#' */            posprop += prop[jk][i]; 
   while((c=getc(ficpar))=='#' && c!= EOF){          } 
     ungetc(c,ficpar);  
     fgets(line, MAXLINE, ficpar);          for(jk=1; jk <=nlstate ; jk++){     
     puts(line);            if( i <=  iagemax){ 
     fputs(line,ficparo);              if(posprop>=1.e-5){ 
   }                probs[i][jk][j1]= prop[jk][i]/posprop;
   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);          }/* end jk */ 
   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);        }/* end i */ 
   fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncov,nlstate,ndeath,maxwav, mle, weightopt,model);      } /* end i1 */
     } /* end k1 */
   covar=matrix(0,NCOVMAX,1,n);    
   cptcovn=0;    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;    /*free_vector(pp,1,nlstate);*/
     free_matrix(prop,1,nlstate, iagemin,iagemax+3);
   ncovmodel=2+cptcovn;  }  /* End of prevalence */
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */  
    /************* Waves Concatenation ***************/
   /* Read guess parameters */  
   /* Reads comments: lines beginning with '#' */  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)
   while((c=getc(ficpar))=='#' && c!= EOF){  {
     ungetc(c,ficpar);    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
     fgets(line, MAXLINE, ficpar);       Death is a valid wave (if date is known).
     puts(line);       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
     fputs(line,ficparo);       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
   }       and mw[mi+1][i]. dh depends on stepm.
   ungetc(c,ficpar);       */
    
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    int i, mi, m;
     for(i=1; i <=nlstate; i++)    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
     for(j=1; j <=nlstate+ndeath-1; j++){       double sum=0., jmean=0.;*/
       fscanf(ficpar,"%1d%1d",&i1,&j1);    int first;
       fprintf(ficparo,"%1d%1d",i1,j1);    int j, k=0,jk, ju, jl;
       printf("%1d%1d",i,j);    double sum=0.;
       for(k=1; k<=ncovmodel;k++){    first=0;
         fscanf(ficpar," %lf",&param[i][j][k]);    jmin=1e+5;
         printf(" %lf",param[i][j][k]);    jmax=-1;
         fprintf(ficparo," %lf",param[i][j][k]);    jmean=0.;
       }    for(i=1; i<=imx; i++){
       fscanf(ficpar,"\n");      mi=0;
       printf("\n");      m=firstpass;
       fprintf(ficparo,"\n");      while(s[m][i] <= nlstate){
     }        if(s[m][i]>=1)
            mw[++mi][i]=m;
   npar= (nlstate+ndeath-1)*nlstate*ncovmodel;        if(m >=lastpass)
   p=param[1][1];          break;
          else
   /* Reads comments: lines beginning with '#' */          m++;
   while((c=getc(ficpar))=='#' && c!= EOF){      }/* end while */
     ungetc(c,ficpar);      if (s[m][i] > nlstate){
     fgets(line, MAXLINE, ficpar);        mi++;     /* Death is another wave */
     puts(line);        /* if(mi==0)  never been interviewed correctly before death */
     fputs(line,ficparo);           /* Only death is a correct wave */
   }        mw[mi][i]=m;
   ungetc(c,ficpar);      }
   
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);      wav[i]=mi;
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */      if(mi==0){
   for(i=1; i <=nlstate; i++){        if(first==0){
     for(j=1; j <=nlstate+ndeath-1; j++){          printf("Warning! None valid information for:%d line=%d (skipped) and may be others, see log file\n",num[i],i);
       fscanf(ficpar,"%1d%1d",&i1,&j1);          first=1;
       printf("%1d%1d",i,j);        }
       fprintf(ficparo,"%1d%1d",i1,j1);        if(first==1){
       for(k=1; k<=ncovmodel;k++){          fprintf(ficlog,"Warning! None valid information for:%d line=%d (skipped)\n",num[i],i);
         fscanf(ficpar,"%le",&delti3[i][j][k]);        }
         printf(" %le",delti3[i][j][k]);      } /* end mi==0 */
         fprintf(ficparo," %le",delti3[i][j][k]);    } /* End individuals */
       }  
       fscanf(ficpar,"\n");    for(i=1; i<=imx; i++){
       printf("\n");      for(mi=1; mi<wav[i];mi++){
       fprintf(ficparo,"\n");        if (stepm <=0)
     }          dh[mi][i]=1;
   }        else{
   delti=delti3[1][1];          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
              if (agedc[i] < 2*AGESUP) {
   /* Reads comments: lines beginning with '#' */            j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
   while((c=getc(ficpar))=='#' && c!= EOF){            if(j==0) j=1;  /* Survives at least one month after exam */
     ungetc(c,ficpar);            k=k+1;
     fgets(line, MAXLINE, ficpar);            if (j >= jmax) jmax=j;
     puts(line);            if (j <= jmin) jmin=j;
     fputs(line,ficparo);            sum=sum+j;
   }            /*if (j<0) printf("j=%d num=%d \n",j,i);*/
   ungetc(c,ficpar);            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
              if(j<0)printf("Error! Negative delay (%d to death) between waves %d and %d of individual %d 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]);
   matcov=matrix(1,npar,1,npar);            }
   for(i=1; i <=npar; i++){          }
     fscanf(ficpar,"%s",&str);          else{
     printf("%s",str);            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
     fprintf(ficparo,"%s",str);            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
     for(j=1; j <=i; j++){            k=k+1;
       fscanf(ficpar," %le",&matcov[i][j]);            if (j >= jmax) jmax=j;
       printf(" %.5le",matcov[i][j]);            else if (j <= jmin)jmin=j;
       fprintf(ficparo," %.5le",matcov[i][j]);            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
     }            /*printf("%d %lf %d %d %d\n", i,agev[mw[mi][i]][i],j,s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);*/
     fscanf(ficpar,"\n");            if(j<0)printf("Error! Negative delay (%d) between waves %d and %d of individual %d at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
     printf("\n");            sum=sum+j;
     fprintf(ficparo,"\n");          }
   }          jk= j/stepm;
   for(i=1; i <=npar; i++)          jl= j -jk*stepm;
     for(j=i+1;j<=npar;j++)          ju= j -(jk+1)*stepm;
       matcov[i][j]=matcov[j][i];          if(mle <=1){ 
                if(jl==0){
   printf("\n");              dh[mi][i]=jk;
               bh[mi][i]=0;
             }else{ /* We want a negative bias in order to only have interpolation ie
     /*-------- data file ----------*/                    * at the price of an extra matrix product in likelihood */
     if((ficres =fopen(fileres,"w"))==NULL) {              dh[mi][i]=jk+1;
       printf("Problem with resultfile: %s\n", fileres);goto end;              bh[mi][i]=ju;
     }            }
     fprintf(ficres,"#%s\n",version);          }else{
                if(jl <= -ju){
     if((fic=fopen(datafile,"r"))==NULL)    {              dh[mi][i]=jk;
       printf("Problem with datafile: %s\n", datafile);goto end;              bh[mi][i]=jl;       /* bias is positive if real duration
     }                                   * is higher than the multiple of stepm and negative otherwise.
                                    */
     n= lastobs;            }
     severity = vector(1,maxwav);            else{
     outcome=imatrix(1,maxwav+1,1,n);              dh[mi][i]=jk+1;
     num=ivector(1,n);              bh[mi][i]=ju;
     moisnais=vector(1,n);            }
     annais=vector(1,n);            if(dh[mi][i]==0){
     moisdc=vector(1,n);              dh[mi][i]=1; /* At least one step */
     andc=vector(1,n);              bh[mi][i]=ju; /* At least one step */
     agedc=vector(1,n);              /*  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);*/
     cod=ivector(1,n);            }
     weight=vector(1,n);          }
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */        } /* end if mle */
     mint=matrix(1,maxwav,1,n);      } /* end wave */
     anint=matrix(1,maxwav,1,n);    }
     s=imatrix(1,maxwav+1,1,n);    jmean=sum/k;
     adl=imatrix(1,maxwav+1,1,n);        printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
     tab=ivector(1,NCOVMAX);    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
     ncodemax=ivector(1,8);   }
   
     i=1;  /*********** Tricode ****************************/
     while (fgets(line, MAXLINE, fic) != NULL)    {  void tricode(int *Tvar, int **nbcode, int imx)
       if ((i >= firstobs) && (i <=lastobs)) {  {
            
         for (j=maxwav;j>=1;j--){    int Ndum[20],ij=1, k, j, i, maxncov=19;
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);    int cptcode=0;
           strcpy(line,stra);    cptcoveff=0; 
           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);    for (k=0; k<maxncov; k++) Ndum[k]=0;
         }    for (k=1; k<=7; k++) ncodemax[k]=0;
          
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
                                  modality*/ 
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);        Ndum[ij]++; /*store the modality */
         /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
         for (j=ncov;j>=1;j--){                                         Tvar[j]. If V=sex and male is 0 and 
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);                                         female is 1, then  cptcode=1.*/
         }      }
         num[i]=atol(stra);  
       for (i=0; i<=cptcode; i++) {
         /*printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));*/        if(Ndum[i]!=0) ncodemax[j]++; /* Nomber of modalities of the j th covariates. In fact ncodemax[j]=2 (dichotom. variables) but it can be more */
       }
         i=i+1;  
       }      ij=1; 
     }      for (i=1; i<=ncodemax[j]; i++) {
         for (k=0; k<= maxncov; k++) {
     /*scanf("%d",i);*/          if (Ndum[k] != 0) {
   imx=i-1; /* Number of individuals */            nbcode[Tvar[j]][ij]=k; 
             /* store the modality in an array. k is a modality. If we have model=V1+V1*sex then: nbcode[1][1]=0 ; nbcode[1][2]=1; nbcode[2][1]=0 ; nbcode[2][2]=1; */
   /* Calculation of the number of parameter from char model*/            
   Tvar=ivector(1,15);            ij++;
   Tprod=ivector(1,15);          }
   Tvaraff=ivector(1,15);          if (ij > ncodemax[j]) break; 
   Tvard=imatrix(1,15,1,2);        }  
   Tage=ivector(1,15);            } 
        }  
   if (strlen(model) >1){  
     j=0, j1=0, k1=1, k2=1;   for (k=0; k< maxncov; k++) Ndum[k]=0;
     j=nbocc(model,'+');  
     j1=nbocc(model,'*');   for (i=1; i<=ncovmodel-2; i++) { 
     cptcovn=j+1;     /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
     cptcovprod=j1;     ij=Tvar[i];
         Ndum[ij]++;
       }
     strcpy(modelsav,model);  
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){   ij=1;
       printf("Error. Non available option model=%s ",model);   for (i=1; i<= maxncov; i++) {
       goto end;     if((Ndum[i]!=0) && (i<=ncovcol)){
     }       Tvaraff[ij]=i; /*For printing */
           ij++;
     for(i=(j+1); i>=1;i--){     }
       cutv(stra,strb,modelsav,'+');   }
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);   
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/   cptcoveff=ij-1; /*Number of simple covariates*/
       /*scanf("%d",i);*/  }
       if (strchr(strb,'*')) {  
         cutv(strd,strc,strb,'*');  /*********** Health Expectancies ****************/
         if (strcmp(strc,"age")==0) {  
           cptcovprod--;  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 )
           cutv(strb,stre,strd,'V');  
           Tvar[i]=atoi(stre);  {
           cptcovage++;    /* Health expectancies */
             Tage[cptcovage]=i;    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
             /*printf("stre=%s ", stre);*/    double age, agelim, hf;
         }    double ***p3mat,***varhe;
         else if (strcmp(strd,"age")==0) {    double **dnewm,**doldm;
           cptcovprod--;    double *xp;
           cutv(strb,stre,strc,'V');    double **gp, **gm;
           Tvar[i]=atoi(stre);    double ***gradg, ***trgradg;
           cptcovage++;    int theta;
           Tage[cptcovage]=i;  
         }    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
         else {    xp=vector(1,npar);
           cutv(strb,stre,strc,'V');    dnewm=matrix(1,nlstate*nlstate,1,npar);
           Tvar[i]=ncov+k1;    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
           cutv(strb,strc,strd,'V');    
           Tprod[k1]=i;    fprintf(ficreseij,"# Health expectancies\n");
           Tvard[k1][1]=atoi(strc);    fprintf(ficreseij,"# Age");
           Tvard[k1][2]=atoi(stre);    for(i=1; i<=nlstate;i++)
           Tvar[cptcovn+k2]=Tvard[k1][1];      for(j=1; j<=nlstate;j++)
           Tvar[cptcovn+k2+1]=Tvard[k1][2];        fprintf(ficreseij," %1d-%1d (SE)",i,j);
           for (k=1; k<=lastobs;k++)    fprintf(ficreseij,"\n");
             covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];  
           k1++;    if(estepm < stepm){
           k2=k2+2;      printf ("Problem %d lower than %d\n",estepm, stepm);
         }    }
       }    else  hstepm=estepm;   
       else {    /* We compute the life expectancy from trapezoids spaced every estepm months
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/     * This is mainly to measure the difference between two models: for example
        /*  scanf("%d",i);*/     * if stepm=24 months pijx are given only every 2 years and by summing them
       cutv(strd,strc,strb,'V');     * we are calculating an estimate of the Life Expectancy assuming a linear 
       Tvar[i]=atoi(strc);     * progression in between and thus overestimating or underestimating according
       }     * to the curvature of the survival function. If, for the same date, we 
       strcpy(modelsav,stra);       * estimate the model with stepm=1 month, we can keep estepm to 24 months
       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);     * to compare the new estimate of Life expectancy with the same linear 
         scanf("%d",i);*/     * hypothesis. A more precise result, taking into account a more precise
     }     * curvature will be obtained if estepm is as small as stepm. */
 }  
      /* For example we decided to compute the life expectancy with the smallest unit */
   /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
   printf("cptcovprod=%d ", cptcovprod);       nhstepm is the number of hstepm from age to agelim 
   scanf("%d ",i);*/       nstepm is the number of stepm from age to agelin. 
     fclose(fic);       Look at hpijx to understand the reason of that which relies in memory size
        and note for a fixed period like estepm months */
     /*  if(mle==1){*/    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
     if (weightopt != 1) { /* Maximisation without weights*/       survival function given by stepm (the optimization length). Unfortunately it
       for(i=1;i<=n;i++) weight[i]=1.0;       means that if the survival funtion is printed only each two years of age and if
     }       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
     /*-calculation of age at interview from date of interview and age at death -*/       results. So we changed our mind and took the option of the best precision.
     agev=matrix(1,maxwav,1,imx);    */
        hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
     for (i=1; i<=imx; i++)  {  
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);    agelim=AGESUP;
       for(m=1; (m<= maxwav); m++){    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
         if(s[m][i] >0){      /* nhstepm age range expressed in number of stepm */
           if (s[m][i] == nlstate+1) {      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
             if(agedc[i]>0)      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
               if(moisdc[i]!=99 && andc[i]!=9999)      /* if (stepm >= YEARM) hstepm=1;*/
               agev[m][i]=agedc[i];      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
             else {      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
               if (andc[i]!=9999){      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
               printf("Warning negative age at death: %d line:%d\n",num[i],i);      gp=matrix(0,nhstepm,1,nlstate*nlstate);
               agev[m][i]=-1;      gm=matrix(0,nhstepm,1,nlstate*nlstate);
               }  
             }      /* Computed by stepm unit matrices, product of hstepm matrices, stored
           }         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
           else if(s[m][i] !=9){ /* Should no more exist */      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);   
             if(mint[m][i]==99 || anint[m][i]==9999)  
               agev[m][i]=1;      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
             else if(agev[m][i] <agemin){  
               agemin=agev[m][i];      /* Computing Variances of health expectancies */
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/  
             }       for(theta=1; theta <=npar; theta++){
             else if(agev[m][i] >agemax){        for(i=1; i<=npar; i++){ 
               agemax=agev[m][i];          xp[i] = x[i] + (i==theta ?delti[theta]:0);
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/        }
             }        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
             /*agev[m][i]=anint[m][i]-annais[i];*/    
             /*   agev[m][i] = age[i]+2*m;*/        cptj=0;
           }        for(j=1; j<= nlstate; j++){
           else { /* =9 */          for(i=1; i<=nlstate; i++){
             agev[m][i]=1;            cptj=cptj+1;
             s[m][i]=-1;            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
           }              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
         }            }
         else /*= 0 Unknown */          }
           agev[m][i]=1;        }
       }       
           
     }        for(i=1; i<=npar; i++) 
     for (i=1; i<=imx; i++)  {          xp[i] = x[i] - (i==theta ?delti[theta]:0);
       for(m=1; (m<= maxwav); m++){        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         if (s[m][i] > (nlstate+ndeath)) {        
           printf("Error: Wrong value in nlstate or ndeath\n");          cptj=0;
           goto end;        for(j=1; j<= nlstate; j++){
         }          for(i=1;i<=nlstate;i++){
       }            cptj=cptj+1;
     }            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
   
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);              gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
             }
     free_vector(severity,1,maxwav);          }
     free_imatrix(outcome,1,maxwav+1,1,n);        }
     free_vector(moisnais,1,n);        for(j=1; j<= nlstate*nlstate; j++)
     free_vector(annais,1,n);          for(h=0; h<=nhstepm-1; h++){
     free_matrix(mint,1,maxwav,1,n);            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
     free_matrix(anint,1,maxwav,1,n);          }
     free_vector(moisdc,1,n);       } 
     free_vector(andc,1,n);     
   /* End theta */
      
     wav=ivector(1,imx);       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
     dh=imatrix(1,lastpass-firstpass+1,1,imx);  
     mw=imatrix(1,lastpass-firstpass+1,1,imx);       for(h=0; h<=nhstepm-1; h++)
            for(j=1; j<=nlstate*nlstate;j++)
     /* Concatenates waves */          for(theta=1; theta <=npar; theta++)
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);            trgradg[h][j][theta]=gradg[h][theta][j];
        
   
       Tcode=ivector(1,100);       for(i=1;i<=nlstate*nlstate;i++)
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);        for(j=1;j<=nlstate*nlstate;j++)
       ncodemax[1]=1;          varhe[i][j][(int)age] =0.;
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);  
             printf("%d|",(int)age);fflush(stdout);
    codtab=imatrix(1,100,1,10);       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
    h=0;       for(h=0;h<=nhstepm-1;h++){
    m=pow(2,cptcoveff);        for(k=0;k<=nhstepm-1;k++){
            matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
    for(k=1;k<=cptcoveff; k++){          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
      for(i=1; i <=(m/pow(2,k));i++){          for(i=1;i<=nlstate*nlstate;i++)
        for(j=1; j <= ncodemax[k]; j++){            for(j=1;j<=nlstate*nlstate;j++)
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
            h++;        }
            if (h>m) h=1;codtab[h][k]=j;      }
          }      /* Computing expectancies */
        }      for(i=1; i<=nlstate;i++)
      }        for(j=1; j<=nlstate;j++)
    }          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
             eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
             
    /*for(i=1; i <=m ;i++){  /* if((int)age==70)printf("i=%2d,j=%2d,h=%2d,age=%3d,%9.4f,%9.4f,%9.4f\n",i,j,h,(int)age,p3mat[i][j][h],hf,eij[i][j][(int)age]);*/
      for(k=1; k <=cptcovn; k++){  
        printf("i=%d k=%d %d %d",i,k,codtab[i][k], cptcoveff);          }
      }  
      printf("\n");      fprintf(ficreseij,"%3.0f",age );
    }      cptj=0;
    scanf("%d",i);*/      for(i=1; i<=nlstate;i++)
            for(j=1; j<=nlstate;j++){
    /* Calculates basic frequencies. Computes observed prevalence at single age          cptj++;
        and prints on file fileres'p'. */          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);        }
       fprintf(ficreseij,"\n");
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */     
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
          free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     /* 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] */    printf("\n");
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */    fprintf(ficlog,"\n");
   
     if(mle==1){    free_vector(xp,1,npar);
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
     }    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
        free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
     /*--------- results files --------------*/  }
     fprintf(ficres,"\ntitle=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate, ndeath, maxwav, mle,weightopt,model);  
      /************ Variance ******************/
    jk=1;  void varevsij(char optionfilefiname[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij, int estepm, int cptcov, int cptcod, int popbased, int mobilav)
    fprintf(ficres,"# Parameters\n");  {
    printf("# Parameters\n");    /* Variance of health expectancies */
    for(i=1,jk=1; i <=nlstate; i++){    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
      for(k=1; k <=(nlstate+ndeath); k++){    /* double **newm;*/
        if (k != i)    double **dnewm,**doldm;
          {    double **dnewmp,**doldmp;
            printf("%d%d ",i,k);    int i, j, nhstepm, hstepm, h, nstepm ;
            fprintf(ficres,"%1d%1d ",i,k);    int k, cptcode;
            for(j=1; j <=ncovmodel; j++){    double *xp;
              printf("%f ",p[jk]);    double **gp, **gm;  /* for var eij */
              fprintf(ficres,"%f ",p[jk]);    double ***gradg, ***trgradg; /*for var eij */
              jk++;    double **gradgp, **trgradgp; /* for var p point j */
            }    double *gpp, *gmp; /* for var p point j */
            printf("\n");    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
            fprintf(ficres,"\n");    double ***p3mat;
          }    double age,agelim, hf;
      }    double ***mobaverage;
    }    int theta;
  if(mle==1){    char digit[4];
     /* Computing hessian and covariance matrix */    char digitp[25];
     ftolhess=ftol; /* Usually correct */  
     hesscov(matcov, p, npar, delti, ftolhess, func);    char fileresprobmorprev[FILENAMELENGTH];
  }  
     fprintf(ficres,"# Scales\n");    if(popbased==1){
     printf("# Scales\n");      if(mobilav!=0)
      for(i=1,jk=1; i <=nlstate; i++){        strcpy(digitp,"-populbased-mobilav-");
       for(j=1; j <=nlstate+ndeath; j++){      else strcpy(digitp,"-populbased-nomobil-");
         if (j!=i) {    }
           fprintf(ficres,"%1d%1d",i,j);    else 
           printf("%1d%1d",i,j);      strcpy(digitp,"-stablbased-");
           for(k=1; k<=ncovmodel;k++){  
             printf(" %.5e",delti[jk]);    if (mobilav!=0) {
             fprintf(ficres," %.5e",delti[jk]);      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
             jk++;      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
           }        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
           printf("\n");        printf(" Error in movingaverage mobilav=%d\n",mobilav);
           fprintf(ficres,"\n");      }
         }    }
       }  
       }    strcpy(fileresprobmorprev,"prmorprev"); 
        sprintf(digit,"%-d",ij);
     k=1;    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
     fprintf(ficres,"# Covariance\n");    strcat(fileresprobmorprev,digit); /* Tvar to be done */
     printf("# Covariance\n");    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
     for(i=1;i<=npar;i++){    strcat(fileresprobmorprev,fileres);
       /*  if (k>nlstate) k=1;    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
       i1=(i-1)/(ncovmodel*nlstate)+1;      printf("Problem with resultfile: %s\n", fileresprobmorprev);
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
       printf("%s%d%d",alph[k],i1,tab[i]);*/    }
       fprintf(ficres,"%3d",i);    printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
       printf("%3d",i);    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
       for(j=1; j<=i;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(ficres," %.5e",matcov[i][j]);    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
         printf(" %.5e",matcov[i][j]);    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
       }      fprintf(ficresprobmorprev," p.%-d SE",j);
       fprintf(ficres,"\n");      for(i=1; i<=nlstate;i++)
       printf("\n");        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
       k++;    }  
     }    fprintf(ficresprobmorprev,"\n");
        if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
     while((c=getc(ficpar))=='#' && c!= EOF){      printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
       ungetc(c,ficpar);      fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
       fgets(line, MAXLINE, ficpar);      exit(0);
       puts(line);    }
       fputs(line,ficparo);    else{
     }      fprintf(ficgp,"\n# Routine varevsij");
     ungetc(c,ficpar);    }
      if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);      printf("Problem with html file: %s\n", optionfilehtm);
          fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm);
     if (fage <= 2) {      exit(0);
       bage = agemin;    }
       fage = agemax;    else{
     }      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(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);    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   
        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");
 /*------------ gnuplot -------------*/    fprintf(ficresvij,"# Age");
 chdir(pathcd);    for(i=1; i<=nlstate;i++)
   if((ficgp=fopen("graph.plt","w"))==NULL) {      for(j=1; j<=nlstate;j++)
     printf("Problem with file graph.gp");goto end;        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
   }    fprintf(ficresvij,"\n");
 #ifdef windows  
   fprintf(ficgp,"cd \"%s\" \n",pathc);    xp=vector(1,npar);
 #endif    dnewm=matrix(1,nlstate,1,npar);
 m=pow(2,cptcoveff);    doldm=matrix(1,nlstate,1,nlstate);
      dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
  /* 1eme*/    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   for (cpt=1; cpt<= nlstate ; cpt ++) {  
    for (k1=1; k1<= m ; k1 ++) {    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
     gpp=vector(nlstate+1,nlstate+ndeath);
 #ifdef windows    gmp=vector(nlstate+1,nlstate+ndeath);
     fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",agemin,fage,fileres,k1-1,k1-1);    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
 #endif    
 #ifdef unix    if(estepm < stepm){
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);      printf ("Problem %d lower than %d\n",estepm, stepm);
 #endif    }
     else  hstepm=estepm;   
 for (i=1; i<= nlstate ; i ++) {    /* For example we decided to compute the life expectancy with the smallest unit */
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
   else fprintf(ficgp," \%%*lf (\%%*lf)");       nhstepm is the number of hstepm from age to agelim 
 }       nstepm is the number of stepm from age to agelin. 
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);       Look at hpijx to understand the reason of that which relies in memory size
     for (i=1; i<= nlstate ; i ++) {       and note for a fixed period like k years */
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
   else fprintf(ficgp," \%%*lf (\%%*lf)");       survival function given by stepm (the optimization length). Unfortunately it
 }       means that if the survival funtion is printed every two years of age and if
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
      for (i=1; i<= nlstate ; i ++) {       results. So we changed our mind and took the option of the best precision.
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    */
   else fprintf(ficgp," \%%*lf (\%%*lf)");    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
 }      agelim = AGESUP;
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 #ifdef unix      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 fprintf(ficgp,"\nset ter gif small size 400,300");      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
 #endif      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
    }      gp=matrix(0,nhstepm,1,nlstate);
   }      gm=matrix(0,nhstepm,1,nlstate);
   /*2 eme*/  
   
   for (k1=1; k1<= m ; k1 ++) {      for(theta=1; theta <=npar; theta++){
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
              xp[i] = x[i] + (i==theta ?delti[theta]:0);
     for (i=1; i<= nlstate+1 ; i ++) {        }
       k=2*i;        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
       for (j=1; j<= nlstate+1 ; j ++) {  
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");        if (popbased==1) {
   else fprintf(ficgp," \%%*lf (\%%*lf)");          if(mobilav ==0){
 }              for(i=1; i<=nlstate;i++)
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");              prlim[i][i]=probs[(int)age][i][ij];
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);          }else{ /* mobilav */ 
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);            for(i=1; i<=nlstate;i++)
       for (j=1; j<= nlstate+1 ; j ++) {              prlim[i][i]=mobaverage[(int)age][i][ij];
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");          }
         else fprintf(ficgp," \%%*lf (\%%*lf)");        }
 }      
       fprintf(ficgp,"\" t\"\" w l 0,");        for(j=1; j<= nlstate; j++){
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);          for(h=0; h<=nhstepm; h++){
       for (j=1; j<= nlstate+1 ; j ++) {            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
   else fprintf(ficgp," \%%*lf (\%%*lf)");          }
 }          }
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");        /* This for computing probability of death (h=1 means
       else fprintf(ficgp,"\" t\"\" w l 0,");           computed over hstepm matrices product = hstepm*stepm months) 
     }           as a weighted average of prlim.
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);        */
   }        for(j=nlstate+1;j<=nlstate+ndeath;j++){
            for(i=1,gpp[j]=0.; i<= nlstate; i++)
   /*3eme*/            gpp[j] += prlim[i][i]*p3mat[i][j][1];
         }    
   for (k1=1; k1<= m ; k1 ++) {        /* end probability of death */
     for (cpt=1; cpt<= nlstate ; cpt ++) {  
       k=2+nlstate*(cpt-1);        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
       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);          xp[i] = x[i] - (i==theta ?delti[theta]:0);
       for (i=1; i< nlstate ; i ++) {        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",fileres,k1-1,k1-1,k+i,cpt,i+1);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
       }   
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);        if (popbased==1) {
     }          if(mobilav ==0){
   }            for(i=1; i<=nlstate;i++)
                prlim[i][i]=probs[(int)age][i][ij];
   /* CV preval stat */          }else{ /* mobilav */ 
   for (k1=1; k1<= m ; k1 ++) {            for(i=1; i<=nlstate;i++)
     for (cpt=1; cpt<nlstate ; cpt ++) {              prlim[i][i]=mobaverage[(int)age][i][ij];
       k=3;          }
       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);        }
       for (i=1; i< nlstate ; i ++)  
         fprintf(ficgp,"+$%d",k+i+1);        for(j=1; j<= nlstate; j++){
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);          for(h=0; h<=nhstepm; h++){
                  for(i=1, gm[h][j]=0.;i<=nlstate;i++)
       l=3+(nlstate+ndeath)*cpt;              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);          }
       for (i=1; i< nlstate ; i ++) {        }
         l=3+(nlstate+ndeath)*cpt;        /* This for computing probability of death (h=1 means
         fprintf(ficgp,"+$%d",l+i+1);           computed over hstepm matrices product = hstepm*stepm months) 
       }           as a weighted average of prlim.
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);          */
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);        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];
         }    
   /* proba elementaires */        /* end probability of death */
    for(i=1,jk=1; i <=nlstate; i++){  
     for(k=1; k <=(nlstate+ndeath); k++){        for(j=1; j<= nlstate; j++) /* vareij */
       if (k != i) {          for(h=0; h<=nhstepm; h++){
         for(j=1; j <=ncovmodel; j++){            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/          }
           /*fprintf(ficgp,"%s",alph[1]);*/  
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);        for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
           jk++;          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
           fprintf(ficgp,"\n");        }
         }  
       }      } /* End theta */
     }  
     }      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
   
   for(jk=1; jk <=m; jk++) {      for(h=0; h<=nhstepm; h++) /* veij */
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);        for(j=1; j<=nlstate;j++)
    i=1;          for(theta=1; theta <=npar; theta++)
    for(k2=1; k2<=nlstate; k2++) {            trgradg[h][j][theta]=gradg[h][theta][j];
      k3=i;  
      for(k=1; k<=(nlstate+ndeath); k++) {      for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
        if (k != k2){        for(theta=1; theta <=npar; theta++)
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);          trgradgp[j][theta]=gradgp[theta][j];
 ij=1;    
         for(j=3; j <=ncovmodel; j++) {  
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
             fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);      for(i=1;i<=nlstate;i++)
             ij++;        for(j=1;j<=nlstate;j++)
           }          vareij[i][j][(int)age] =0.;
           else  
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);      for(h=0;h<=nhstepm;h++){
         }        for(k=0;k<=nhstepm;k++){
           fprintf(ficgp,")/(1");          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
                  matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
         for(k1=1; k1 <=nlstate; k1++){            for(i=1;i<=nlstate;i++)
           fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);            for(j=1;j<=nlstate;j++)
 ij=1;              vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
           for(j=3; j <=ncovmodel; j++){        }
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {      }
             fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);    
             ij++;      /* pptj */
           }      matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
           else      matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);      for(j=nlstate+1;j<=nlstate+ndeath;j++)
           }        for(i=nlstate+1;i<=nlstate+ndeath;i++)
           fprintf(ficgp,")");          varppt[j][i]=doldmp[j][i];
         }      /* end ppptj */
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);      /*  x centered again */
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
         i=i+ncovmodel;      prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
        }   
      }      if (popbased==1) {
    }        if(mobilav ==0){
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);          for(i=1; i<=nlstate;i++)
   }            prlim[i][i]=probs[(int)age][i][ij];
            }else{ /* mobilav */ 
   fclose(ficgp);          for(i=1; i<=nlstate;i++)
                prlim[i][i]=mobaverage[(int)age][i][ij];
 chdir(path);        }
     free_matrix(agev,1,maxwav,1,imx);      }
     free_ivector(wav,1,imx);               
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);      /* This for computing probability of death (h=1 means
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);         computed over hstepm (estepm) matrices product = hstepm*stepm months) 
             as a weighted average of prlim.
     free_imatrix(s,1,maxwav+1,1,n);      */
          for(j=nlstate+1;j<=nlstate+ndeath;j++){
            for(i=1,gmp[j]=0.;i<= nlstate; i++) 
     free_ivector(num,1,n);          gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
     free_vector(agedc,1,n);      }    
     free_vector(weight,1,n);      /* end probability of death */
     /*free_matrix(covar,1,NCOVMAX,1,n);*/  
     fclose(ficparo);      fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
     fclose(ficres);      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++){
    /*________fin mle=1_________*/          fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
            }
       } 
        fprintf(ficresprobmorprev,"\n");
     /* No more information from the sample is required now */  
   /* Reads comments: lines beginning with '#' */      fprintf(ficresvij,"%.0f ",age );
   while((c=getc(ficpar))=='#' && c!= EOF){      for(i=1; i<=nlstate;i++)
     ungetc(c,ficpar);        for(j=1; j<=nlstate;j++){
     fgets(line, MAXLINE, ficpar);          fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
     puts(line);        }
     fputs(line,ficparo);      fprintf(ficresvij,"\n");
   }      free_matrix(gp,0,nhstepm,1,nlstate);
   ungetc(c,ficpar);      free_matrix(gm,0,nhstepm,1,nlstate);
        free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);      free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);    } /* End age */
 /*--------- index.htm --------*/    free_vector(gpp,nlstate+1,nlstate+ndeath);
     free_vector(gmp,nlstate+1,nlstate+ndeath);
   strcpy(optionfilehtm,optionfile);    free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
   strcat(optionfilehtm,".htm");    free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {    fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
     printf("Problem with %s \n",optionfilehtm);goto end;    /* 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(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.64b </font> <hr size=\"2\" color=\"#EC5E5E\">  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
 Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
 Total number of observations=%d <br>    fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",fileresprobmorprev);
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",fileresprobmorprev);
 <hr  size=\"2\" color=\"#EC5E5E\">    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",fileresprobmorprev);
 <li>Outputs files<br><br>\n    fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",fileresprobmorprev,fileresprobmorprev);
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n    fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"varmuptjgr%s%s%s.png\"> <br>\n", estepm,digitp,optionfilefiname,digit);
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>    /*  fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months and then divided by estepm and multiplied by %.0f in order to have the probability to die over a year <br> <img src=\"varmuptjgr%s%s.png\"> <br>\n", stepm,YEARM,digitp,digit);
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>  */
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>    fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit);
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>  
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>    free_vector(xp,1,npar);
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>    free_matrix(doldm,1,nlstate,1,nlstate);
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>    free_matrix(dnewm,1,nlstate,1,npar);
         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br><br>",title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,jmin,jmax,jmean,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);    free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
  fprintf(fichtm," <li>Graphs</li><p>");    free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
  m=cptcoveff;    fclose(ficresprobmorprev);
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}    fclose(ficgp);
     fclose(fichtm);
  j1=0;  }  
  for(k1=1; k1<=m;k1++){  
    for(i1=1; i1<=ncodemax[k1];i1++){  /************ Variance of prevlim ******************/
        j1++;  void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)
        if (cptcovn > 0) {  {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");    /* Variance of prevalence limit */
          for (cpt=1; cpt<=cptcoveff;cpt++)    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);    double **newm;
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");    double **dnewm,**doldm;
        }    int i, j, nhstepm, hstepm;
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>    int k, cptcode;
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);        double *xp;
        for(cpt=1; cpt<nlstate;cpt++){    double *gp, *gm;
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>    double **gradg, **trgradg;
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);    double age,agelim;
        }    int theta;
     for(cpt=1; cpt<=nlstate;cpt++) {     
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident    fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
 interval) in state (%d): v%s%d%d.gif <br>    fprintf(ficresvpl,"# Age");
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);      for(i=1; i<=nlstate;i++)
      }        fprintf(ficresvpl," %1d-%1d",i,i);
      for(cpt=1; cpt<=nlstate;cpt++) {    fprintf(ficresvpl,"\n");
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>  
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);    xp=vector(1,npar);
      }    dnewm=matrix(1,nlstate,1,npar);
      fprintf(fichtm,"\n<br>- Total life expectancy by age and    doldm=matrix(1,nlstate,1,nlstate);
 health expectancies in states (1) and (2): e%s%d.gif<br>    
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);    hstepm=1*YEARM; /* Every year of age */
 fprintf(fichtm,"\n</body>");    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 */
 fclose(fichtm);      nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
       if (stepm >= YEARM) hstepm=1;
   /*--------------- Prevalence limit --------------*/      nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
        gradg=matrix(1,npar,1,nlstate);
   strcpy(filerespl,"pl");      gp=vector(1,nlstate);
   strcat(filerespl,fileres);      gm=vector(1,nlstate);
   if((ficrespl=fopen(filerespl,"w"))==NULL) {  
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;      for(theta=1; theta <=npar; theta++){
   }        for(i=1; i<=npar; i++){ /* Computes gradient */
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);          xp[i] = x[i] + (i==theta ?delti[theta]:0);
   fprintf(ficrespl,"#Prevalence limit\n");        }
   fprintf(ficrespl,"#Age ");        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);        for(i=1;i<=nlstate;i++)
   fprintf(ficrespl,"\n");          gp[i] = prlim[i][i];
        
   prlim=matrix(1,nlstate,1,nlstate);        for(i=1; i<=npar; i++) /* Computes gradient */
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          xp[i] = x[i] - (i==theta ?delti[theta]:0);
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        for(i=1;i<=nlstate;i++)
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          gm[i] = prlim[i][i];
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */  
   k=0;        for(i=1;i<=nlstate;i++)
   agebase=agemin;          gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
   agelim=agemax;      } /* End theta */
   ftolpl=1.e-10;  
   i1=cptcoveff;      trgradg =matrix(1,nlstate,1,npar);
   if (cptcovn < 1){i1=1;}  
       for(j=1; j<=nlstate;j++)
   for(cptcov=1;cptcov<=i1;cptcov++){        for(theta=1; theta <=npar; theta++)
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){          trgradg[j][theta]=gradg[theta][j];
         k=k+1;  
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/      for(i=1;i<=nlstate;i++)
         fprintf(ficrespl,"\n#******");        varpl[i][(int)age] =0.;
         for(j=1;j<=cptcoveff;j++)      matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);      matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
         fprintf(ficrespl,"******\n");      for(i=1;i<=nlstate;i++)
                varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
         for (age=agebase; age<=agelim; age++){  
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);      fprintf(ficresvpl,"%.0f ",age );
           fprintf(ficrespl,"%.0f",age );      for(i=1; i<=nlstate;i++)
           for(i=1; i<=nlstate;i++)        fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
           fprintf(ficrespl," %.5f", prlim[i][i]);      fprintf(ficresvpl,"\n");
           fprintf(ficrespl,"\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);
   fclose(ficrespl);    } /* End age */
   /*------------- h Pij x at various ages ------------*/  
      free_vector(xp,1,npar);
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);    free_matrix(doldm,1,nlstate,1,npar);
   if((ficrespij=fopen(filerespij,"w"))==NULL) {    free_matrix(dnewm,1,nlstate,1,nlstate);
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;  
   }  }
   printf("Computing pij: result on file '%s' \n", filerespij);  
    /************ Variance of one-step probabilities  ******************/
   stepsize=(int) (stepm+YEARM-1)/YEARM;  void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
   if (stepm<=24) stepsize=2;  {
     int i, j=0,  i1, k1, l1, t, tj;
   agelim=AGESUP;    int k2, l2, j1,  z1;
   hstepm=stepsize*YEARM; /* Every year of age */    int k=0,l, cptcode;
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */    int first=1, first1;
      double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
   k=0;    double **dnewm,**doldm;
   for(cptcov=1;cptcov<=i1;cptcov++){    double *xp;
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    double *gp, *gm;
       k=k+1;    double **gradg, **trgradg;
         fprintf(ficrespij,"\n#****** ");    double **mu;
         for(j=1;j<=cptcoveff;j++)    double age,agelim, cov[NCOVMAX];
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
         fprintf(ficrespij,"******\n");    int theta;
            char fileresprob[FILENAMELENGTH];
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */    char fileresprobcov[FILENAMELENGTH];
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    char fileresprobcor[FILENAMELENGTH];
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */  
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    double ***varpij;
           oldm=oldms;savm=savms;  
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);      strcpy(fileresprob,"prob"); 
           fprintf(ficrespij,"# Age");    strcat(fileresprob,fileres);
           for(i=1; i<=nlstate;i++)    if((ficresprob=fopen(fileresprob,"w"))==NULL) {
             for(j=1; j<=nlstate+ndeath;j++)      printf("Problem with resultfile: %s\n", fileresprob);
               fprintf(ficrespij," %1d-%1d",i,j);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
           fprintf(ficrespij,"\n");    }
           for (h=0; h<=nhstepm; h++){    strcpy(fileresprobcov,"probcov"); 
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );    strcat(fileresprobcov,fileres);
             for(i=1; i<=nlstate;i++)    if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
               for(j=1; j<=nlstate+ndeath;j++)      printf("Problem with resultfile: %s\n", fileresprobcov);
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
             fprintf(ficrespij,"\n");    }
           }    strcpy(fileresprobcor,"probcor"); 
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    strcat(fileresprobcor,fileres);
           fprintf(ficrespij,"\n");    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);
   fclose(ficrespij);    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);
   /*---------- Health expectancies and variances ------------*/    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);
   strcpy(filerest,"t");    fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
   strcat(filerest,fileres);    
   if((ficrest=fopen(filerest,"w"))==NULL) {    fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;    fprintf(ficresprob,"# Age");
   }    fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
   printf("Computing Total LEs with variances: file '%s' \n", filerest);    fprintf(ficresprobcov,"# Age");
     fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
     fprintf(ficresprobcov,"# Age");
   strcpy(filerese,"e");  
   strcat(filerese,fileres);  
   if((ficreseij=fopen(filerese,"w"))==NULL) {    for(i=1; i<=nlstate;i++)
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);      for(j=1; j<=(nlstate+ndeath);j++){
   }        fprintf(ficresprob," p%1d-%1d (SE)",i,j);
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);        fprintf(ficresprobcov," p%1d-%1d ",i,j);
         fprintf(ficresprobcor," p%1d-%1d ",i,j);
  strcpy(fileresv,"v");      }  
   strcat(fileresv,fileres);   /* fprintf(ficresprob,"\n");
   if((ficresvij=fopen(fileresv,"w"))==NULL) {    fprintf(ficresprobcov,"\n");
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);    fprintf(ficresprobcor,"\n");
   }   */
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);   xp=vector(1,npar);
     dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
   k=0;    doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
   for(cptcov=1;cptcov<=i1;cptcov++){    mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
       k=k+1;    first=1;
       fprintf(ficrest,"\n#****** ");    if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
       for(j=1;j<=cptcoveff;j++)      printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
         fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);      fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
       fprintf(ficrest,"******\n");      exit(0);
     }
       fprintf(ficreseij,"\n#****** ");    else{
       for(j=1;j<=cptcoveff;j++)      fprintf(ficgp,"\n# Routine varprob");
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);    }
       fprintf(ficreseij,"******\n");    if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
       printf("Problem with html file: %s\n", optionfilehtm);
       fprintf(ficresvij,"\n#****** ");      fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm);
       for(j=1;j<=cptcoveff;j++)      exit(0);
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);    }
       fprintf(ficresvij,"******\n");    else{
       fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);      fprintf(fichtm,"\n");
       oldm=oldms;savm=savms;  
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);        fprintf(fichtm,"\n<li><h4> Computing matrix of variance-covariance of step probabilities</h4></li>\n");
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);      fprintf(fichtm,"\nWe have drawn ellipsoids of confidence around the p<inf>ij</inf>, p<inf>kl</inf> to understand the covariance between two incidences. They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
       oldm=oldms;savm=savms;      fprintf(fichtm,"\n<br> We have drawn x'cov<sup>-1</sup>x = 4 where x is the column vector (pij,pkl). It means that if pij and pkl where uncorrelated the (2X2) matrix would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 standard deviations wide on each axis. <br> When both incidences are correlated we diagonalised the inverse of the covariance matrix and made the appropriate rotation.<br> \n");
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);  
          }
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");  
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);    cov[1]=1;
       fprintf(ficrest,"\n");    tj=cptcoveff;
            if (cptcovn<1) {tj=1;ncodemax[1]=1;}
       hf=1;    j1=0;
       if (stepm >= YEARM) hf=stepm/YEARM;    for(t=1; t<=tj;t++){
       epj=vector(1,nlstate+1);      for(i1=1; i1<=ncodemax[t];i1++){ 
       for(age=bage; age <=fage ;age++){        j1++;
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);        if  (cptcovn>0) {
         fprintf(ficrest," %.0f",age);          fprintf(ficresprob, "\n#********** Variable "); 
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           for(i=1, epj[j]=0.;i <=nlstate;i++) {          fprintf(ficresprob, "**********\n#\n");
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];          fprintf(ficresprobcov, "\n#********** Variable "); 
           }          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           epj[nlstate+1] +=epj[j];          fprintf(ficresprobcov, "**********\n#\n");
         }          
         for(i=1, vepp=0.;i <=nlstate;i++)          fprintf(ficgp, "\n#********** Variable "); 
           for(j=1;j <=nlstate;j++)          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
             vepp += vareij[i][j][(int)age];          fprintf(ficgp, "**********\n#\n");
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));          
         for(j=1;j <=nlstate;j++){          
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));          fprintf(fichtm, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
         }          for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
         fprintf(ficrest,"\n");          fprintf(fichtm, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
       }          
     }          fprintf(ficresprobcor, "\n#********** Variable ");    
   }          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
                  fprintf(ficresprobcor, "**********\n#");    
  fclose(ficreseij);        }
  fclose(ficresvij);        
   fclose(ficrest);        for (age=bage; age<=fage; age ++){ 
   fclose(ficpar);          cov[2]=age;
   free_vector(epj,1,nlstate+1);          for (k=1; k<=cptcovn;k++) {
   /*  scanf("%d ",i); */            cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
           }
   /*------- Variance limit prevalence------*/            for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
           for (k=1; k<=cptcovprod;k++)
 strcpy(fileresvpl,"vpl");            cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
   strcat(fileresvpl,fileres);          
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {          gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);          trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
     exit(0);          gp=vector(1,(nlstate)*(nlstate+ndeath));
   }          gm=vector(1,(nlstate)*(nlstate+ndeath));
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);      
           for(theta=1; theta <=npar; theta++){
  k=0;            for(i=1; i<=npar; i++)
  for(cptcov=1;cptcov<=i1;cptcov++){              xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){            
      k=k+1;            pmij(pmmij,cov,ncovmodel,xp,nlstate);
      fprintf(ficresvpl,"\n#****** ");            
      for(j=1;j<=cptcoveff;j++)            k=0;
        fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);            for(i=1; i<= (nlstate); i++){
      fprintf(ficresvpl,"******\n");              for(j=1; j<=(nlstate+ndeath);j++){
                      k=k+1;
      varpl=matrix(1,nlstate,(int) bage, (int) fage);                gp[k]=pmmij[i][j];
      oldm=oldms;savm=savms;              }
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);            }
    }            
  }            for(i=1; i<=npar; i++)
               xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
   fclose(ficresvpl);      
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
   /*---------- End : free ----------------*/            k=0;
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);            for(i=1; i<=(nlstate); i++){
                for(j=1; j<=(nlstate+ndeath);j++){
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);                k=k+1;
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);                gm[k]=pmmij[i][j];
                }
              }
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);       
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);            for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);              gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);          }
    
   free_matrix(matcov,1,npar,1,npar);          for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
   free_vector(delti,1,npar);            for(theta=1; theta <=npar; theta++)
                trgradg[j][theta]=gradg[theta][j];
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);          
           matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
   printf("End of Imach\n");          matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */          free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
            free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
   /* 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);*/          free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
   /*printf("Total time was %d uSec.\n", total_usecs);*/          free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
   /*------ End -----------*/  
           pmij(pmmij,cov,ncovmodel,x,nlstate);
  end:          
 #ifdef windows          k=0;
  chdir(pathcd);          for(i=1; i<=(nlstate); i++){
 #endif            for(j=1; j<=(nlstate+ndeath);j++){
  /*system("wgnuplot graph.plt");*/              k=k+1;
  system("../gp37mgw/wgnuplot graph.plt");              mu[k][(int) age]=pmmij[i][j];
             }
 #ifdef windows          }
   while (z[0] != 'q') {          for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
     chdir(pathcd);            for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
     printf("\nType e to edit output files, c to start again, and q for exiting: ");              varpij[i][j][(int)age] = doldm[i][j];
     scanf("%s",z);  
     if (z[0] == 'c') system("./imach");          /*printf("\n%d ",(int)age);
     else if (z[0] == 'e') {            for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
       chdir(path);            printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
       system(optionfilehtm);            fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
     }            }*/
     else if (z[0] == 'q') exit(0);  
   }          fprintf(ficresprob,"\n%d ",(int)age);
 #endif          fprintf(ficresprobcov,"\n%d ",(int)age);
 }          fprintf(ficresprobcor,"\n%d ",(int)age);
   
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
             fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
             fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
           }
           i=0;
           for (k=1; k<=(nlstate);k++){
             for (l=1; l<=(nlstate+ndeath);l++){ 
               i=i++;
               fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
               fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
               for (j=1; j<=i;j++){
                 fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
                 fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
               }
             }
           }/* end of loop for state */
         } /* end of loop for age */
   
         /* Confidence intervalle of pij  */
         /*
           fprintf(ficgp,"\nset noparametric;unset label");
           fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
           fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
           fprintf(fichtm,"\n<br>Probability with  confidence intervals expressed in year<sup>-1</sup> :<a href=\"pijgr%s.png\">pijgr%s.png</A>, ",optionfilefiname,optionfilefiname);
           fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
           fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
           fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
         */
   
         /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
         first1=1;
         for (k2=1; k2<=(nlstate);k2++){
           for (l2=1; l2<=(nlstate+ndeath);l2++){ 
             if(l2==k2) continue;
             j=(k2-1)*(nlstate+ndeath)+l2;
             for (k1=1; k1<=(nlstate);k1++){
               for (l1=1; l1<=(nlstate+ndeath);l1++){ 
                 if(l1==k1) continue;
                 i=(k1-1)*(nlstate+ndeath)+l1;
                 if(i<=j) continue;
                 for (age=bage; age<=fage; age ++){ 
                   if ((int)age %5==0){
                     v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
                     v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     mu1=mu[i][(int) age]/stepm*YEARM ;
                     mu2=mu[j][(int) age]/stepm*YEARM;
                     c12=cv12/sqrt(v1*v2);
                     /* Computing eigen value of matrix of covariance */
                     lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     /* Eigen vectors */
                     v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
                     /*v21=sqrt(1.-v11*v11); *//* error */
                     v21=(lc1-v1)/cv12*v11;
                     v12=-v21;
                     v22=v11;
                     tnalp=v21/v11;
                     if(first1==1){
                       first1=0;
                       printf("%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tang %.3f\nOthers in log...\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     }
                     fprintf(ficlog,"%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tan %.3f\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     /*printf(fignu*/
                     /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
                     /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
                     if(first==1){
                       first=0;
                       fprintf(ficgp,"\nset parametric;unset label");
                       fprintf(ficgp,"\nset log y;set log x; set xlabel \"p%1d%1d (year-1)\";set ylabel \"p%1d%1d (year-1)\"",k1,l1,k2,l2);
                       fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
                       fprintf(fichtm,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup> :<a href=\"varpijgr%s%d%1d%1d-%1d%1d.png\">varpijgr%s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,optionfilefiname, j1,k1,l1,k2,l2,optionfilefiname, j1,k1,l1,k2,l2);
                       fprintf(fichtm,"\n<br><img src=\"varpijgr%s%d%1d%1d-%1d%1d.png\"> ",optionfilefiname, j1,k1,l1,k2,l2);
                       fprintf(fichtm,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\"",optionfilefiname, j1,k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nplot [-pi:pi] %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }else{
                       first=0;
                       fprintf(fichtm," %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\nreplot %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }/* if first */
                   } /* age mod 5 */
                 } /* end loop age */
                 fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\";replot;",optionfilefiname, j1,k1,l1,k2,l2);
                 first=1;
               } /*l12 */
             } /* k12 */
           } /*l1 */
         }/* k1 */
       } /* loop covariates */
     }
     free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
     free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
     free_vector(xp,1,npar);
     fclose(ficresprob);
     fclose(ficresprobcov);
     fclose(ficresprobcor);
     fclose(ficgp);
     fclose(fichtm);
   }
   
   
   /******************* Printing html file ***********/
   void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
                     int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
                     int popforecast, int estepm ,\
                     double jprev1, double mprev1,double anprev1, \
                     double jprev2, double mprev2,double anprev2){
     int jj1, k1, i1, cpt;
     /*char optionfilehtm[FILENAMELENGTH];*/
     if((fichtm=fopen(optionfilehtm,"a"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
       fprintf(ficlog,"Problem with %s \n",optionfilehtm), exit(0);
     }
   
      fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n
    - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"p%s\">p%s</a> <br>\n
    - Estimated transition probabilities over %d (stepm) months: <a href=\"pij%s\">pij%s</a><br>\n
    - Stable prevalence in each health state: <a href=\"pl%s\">pl%s</a> <br>\n
    - Life expectancies by age and initial health status (estepm=%2d months): 
      <a href=\"e%s\">e%s</a> <br>\n</li>", \
     jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,fileres,fileres,stepm,fileres,fileres,fileres,fileres,estepm,fileres,fileres);
   
   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: pe%s%d1.png<br>
   <img src=\"pe%s%d1.png\">",stepm,strtok(optionfile, "."),jj1,strtok(optionfile, "."),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: pe%s%d2.png<br>
   <img src=\"pe%s%d2.png\">",stepm,strtok(optionfile, "."),jj1,strtok(optionfile, "."),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=\"p%s%d%d.png\">",strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);
          }
        for(cpt=1; cpt<=nlstate;cpt++) {
           fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.png <br>
   <img src=\"exp%s%d%d.png\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);
        }
        fprintf(fichtm,"\n<br>- Total life expectancy by age and
   health expectancies in states (1) and (2): e%s%d.png<br>
   <img src=\"e%s%d.png\">",strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
   
   
    fprintf(fichtm,"\n<br><li><h4> Result files (second order: variances)</h4>\n
    - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n
    - Variance of one-step probabilities: <a href=\"prob%s\">prob%s</a> <br>\n
    - Variance-covariance of one-step probabilities: <a href=\"probcov%s\">probcov%s</a> <br>\n
    - Correlation matrix of one-step probabilities: <a href=\"probcor%s\">probcor%s</a> <br>\n
    - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"v%s\">v%s</a><br>\n 
    - Health expectancies with their variances (no covariance): <a href=\"t%s\">t%s</a> <br>\n
    - Standard deviation of stable prevalences: <a href=\"vpl%s\">vpl%s</a> <br>\n",rfileres,rfileres,fileres,fileres,fileres,fileres,fileres,fileres, estepm, fileres,fileres,fileres,fileres,fileres,fileres);
   
   /*  if(popforecast==1) fprintf(fichtm,"\n */
   /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
   /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
   /*      <br>",fileres,fileres,fileres,fileres); */
   /*  else  */
   /*    fprintf(fichtm,"\n No population forecast: popforecast = %d (instead of 1) or stepm = %d (instead of 1) or model=%s (instead of .)<br><br></li>\n",popforecast, stepm, model); */
   fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        for(cpt=1; cpt<=nlstate;cpt++) {
          fprintf(fichtm,"<br>- Observed and period prevalence (with confident
   interval) in state (%d): v%s%d%d.png <br>
   <img src=\"v%s%d%d.png\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);  
        }
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
   fclose(fichtm);
   }
   
   /******************* Gnuplot file **************/
   void printinggnuplot(char fileres[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
   
     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);
     
    /* 1eme*/
     for (cpt=1; cpt<= nlstate ; cpt ++) {
      for (k1=1; k1<= m ; k1 ++) {
        fprintf(ficgp,"\nset out \"v%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
        fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,fileres,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,\"vpl%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",fileres,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,\"vpl%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",fileres,k1-1,k1-1); 
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }  
        fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));
      }
     }
     /*2 eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       fprintf(ficgp,"\nset out \"e%s%d.png\" \n",strtok(optionfile, "."),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,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,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,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,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,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,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 \"exp%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
         fprintf(ficgp,"set ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,fileres,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," ,\"e%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",fileres,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 \"p%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
         fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,fileres,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,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);
         for (i=1; i< nlstate ; i ++) {
           l=3+(nlstate+ndeath)*cpt;
           fprintf(ficgp,"+$%d",l+i+1);
         }
         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 \"pe%s%d%d.png\" \n",strtok(optionfile, "."),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 */
      fclose(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(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(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);
   }
   
   /***********************************************/
   /**************** 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;
     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[80],pathc[80],pathcd[80],pathtot[80],model[80];
     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;
   #include <sys/time.h>
   #include <time.h>
     char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
    
     /* long total_usecs;
        struct timeval start_time, end_time;
     
        gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
     getcwd(pathcd, size);
   
     printf("\n%s",version);
     if(argc <=1){
       printf("\nEnter the parameter file name: ");
       scanf("%s",pathtot);
     }
     else{
       strcpy(pathtot,argv[1]);
     }
     /*if(getcwd(pathcd, 80)!= 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, path=%s, optionfile=%s optionfilext=%s optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     chdir(path);
     replace(pathc,path);
   
     /*-------- 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",version);
     fprintf(ficlog,"\nEnter the parameter file name: ");
     fprintf(ficlog,"pathtot=%s, path=%s, optionfile=%s optionfilext=%s optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     fflush(ficlog);
   
     /* */
     strcpy(fileres,"r");
     strcat(fileres, optionfilefiname);
     strcat(fileres,".txt");    /* Other files have txt extension */
   
     /*---------arguments file --------*/
   
     if((ficpar=fopen(optionfile,"r"))==NULL)    {
       printf("Problem with optionfile %s\n",optionfile);
       fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
       goto end;
     }
   
     strcpy(filereso,"o");
     strcat(filereso,fileres);
     if((ficparo=fopen(filereso,"w"))==NULL) {
       printf("Problem with Output resultfile: %s\n", filereso);
       fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
       goto end;
     }
   
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     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);
     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);
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     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 */
     
     /* Read guess parameters */
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     for(i=1; i <=nlstate; i++)
       for(j=1; j <=nlstate+ndeath-1; j++){
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         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");
         if(mle==1)
           printf("\n");
         fprintf(ficlog,"\n");
         fprintf(ficparo,"\n");
       }
     
     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);
       puts(line);
       fputs(line,ficparo);
     }
     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);
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%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]);
         }
         fscanf(ficpar,"\n");
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     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);
       puts(line);
       fputs(line,ficparo);
     }
     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]);
         }
         else
           fprintf(ficlog," %.5le",matcov[i][j]);
         fprintf(ficparo," %.5le",matcov[i][j]);
       }
       fscanf(ficpar,"\n");
       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");
   
   
     /*-------- 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=ivector(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);
         } 
         num[i]=atol(stra);
           
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
           printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/
   
         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("%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]));}*/
     
    for (i=1; i<=imx; i++)
    
      /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
        else weight[i]=1;*/
   
     /* Calculation of the number of parameter from char model*/
     Tvar=ivector(1,15); /* stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
     Tprod=ivector(1,15); 
     Tvaraff=ivector(1,15); 
     Tvard=imatrix(1,15,1,2);
     Tage=ivector(1,15);      
      
     if (strlen(model) >1){ /* If there is at least 1 covariate */
       j=0, j1=0, k1=1, k2=1;
       j=nbocc(model,'+'); /* j=Number of '+' */
       j1=nbocc(model,'*'); /* j1=Number of '*' */
       cptcovn=j+1; 
       cptcovprod=j1; /*Number of products */
       
       strcpy(modelsav,model); 
       if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
         printf("Error. Non available option model=%s ",model);
         fprintf(ficlog,"Error. Non available option model=%s ",model);
         goto end;
       }
       
       /* This loop fills the array Tvar from the string 'model'.*/
   
       for(i=(j+1); i>=1;i--){
         cutv(stra,strb,modelsav,'+'); /* keeps in strb after the last + */ 
         if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
         /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
         /*scanf("%d",i);*/
         if (strchr(strb,'*')) {  /* Model includes a product */
           cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn (if not *age)*/
           if (strcmp(strc,"age")==0) { /* Vn*age */
             cptcovprod--;
             cutv(strb,stre,strd,'V');
             Tvar[i]=atoi(stre); /* computes n in Vn and stores in Tvar*/
             cptcovage++;
               Tage[cptcovage]=i;
               /*printf("stre=%s ", stre);*/
           }
           else if (strcmp(strd,"age")==0) { /* or age*Vn */
             cptcovprod--;
             cutv(strb,stre,strc,'V');
             Tvar[i]=atoi(stre);
             cptcovage++;
             Tage[cptcovage]=i;
           }
           else {  /* Age is not in the model */
             cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n*/
             Tvar[i]=ncovcol+k1;
             cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
             Tprod[k1]=i;
             Tvard[k1][1]=atoi(strc); /* m*/
             Tvard[k1][2]=atoi(stre); /* n */
             Tvar[cptcovn+k2]=Tvard[k1][1];
             Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
             for (k=1; k<=lastobs;k++) 
               covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
             k1++;
             k2=k2+2;
           }
         }
         else { /* no more sum */
           /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
          /*  scanf("%d",i);*/
         cutv(strd,strc,strb,'V');
         Tvar[i]=atoi(strc);
         }
         strcpy(modelsav,stra);  
         /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
           scanf("%d",i);*/
       } /* end of loop + */
     } /* end model */
     
     /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
       If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
   
     /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
     printf("cptcovprod=%d ", cptcovprod);
     fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
   
     scanf("%d ",i);
     fclose(fic);*/
   
       /*  if(mle==1){*/
     if (weightopt != 1) { /* Maximisation without weights*/
       for(i=1;i<=n;i++) weight[i]=1.0;
     }
       /*-calculation of age at interview from date of interview and age at death -*/
     agev=matrix(1,maxwav,1,imx);
   
     for (i=1; i<=imx; i++) {
       for(m=2; (m<= maxwav); m++) {
         if (((int)mint[m][i]== 99) && (s[m][i] <= nlstate)){
           anint[m][i]=9999;
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]==9999 && s[m][i]>nlstate){
           printf("Error! Date of death (month %2d and year %4d) of individual %d 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 %d on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
           printf("Error! Month of death of individual %d 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 %d 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;
         }
       }
     }
   
     for (i=1; i<=imx; i++)  {
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
       for(m=firstpass; (m<= lastpass); m++){
         if(s[m][i] >0){
           if (s[m][i] >= nlstate+1) {
             if(agedc[i]>0)
               if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
                 agev[m][i]=agedc[i];
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
               else {
                 if ((int)andc[i]!=9999){
                   printf("Warning negative age at death: %d line:%d\n",num[i],i);
                   fprintf(ficlog,"Warning negative age at death: %d line:%d\n",num[i],i);
                   agev[m][i]=-1;
                 }
               }
           }
           else if(s[m][i] !=9){ /* Standard case, age in fractional
                                    years but with the precision of a
                                    month */
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
             if((int)mint[m][i]==99 || (int)anint[m][i]==9999)
               agev[m][i]=1;
             else if(agev[m][i] <agemin){ 
               agemin=agev[m][i];
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
             }
             else if(agev[m][i] >agemax){
               agemax=agev[m][i];
               /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
             }
             /*agev[m][i]=anint[m][i]-annais[i];*/
             /*     agev[m][i] = age[i]+2*m;*/
           }
           else { /* =9 */
             agev[m][i]=1;
             s[m][i]=-1;
           }
         }
         else /*= 0 Unknown */
           agev[m][i]=1;
       }
       
     }
     for (i=1; i<=imx; i++)  {
       for(m=firstpass; (m<=lastpass); m++){
         if (s[m][i] > (nlstate+ndeath)) {
           printf("Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           fprintf(ficlog,"Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           goto end;
         }
       }
     }
   
     /*for (i=1; i<=imx; i++){
     for (m=firstpass; (m<lastpass); m++){
        printf("%d %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);*/
       
     /* Calculates basic frequencies. Computes observed prevalence at single age
        and prints on file fileres'p'. */
   
       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) */
   
     if(mle>=1){ /* Could be 1 or 2 */
       mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
     }
       
     /*--------- results files --------------*/
     fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle= 0 weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate, ndeath, maxwav, weightopt,model);
     
   
     jk=1;
     fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) 
           {
             printf("%d%d ",i,k);
             fprintf(ficlog,"%d%d ",i,k);
             fprintf(ficres,"%1d%1d ",i,k);
             for(j=1; j <=ncovmodel; j++){
               printf("%f ",p[jk]);
               fprintf(ficlog,"%f ",p[jk]);
               fprintf(ficres,"%f ",p[jk]);
               jk++; 
             }
             printf("\n");
             fprintf(ficlog,"\n");
             fprintf(ficres,"\n");
           }
       }
     }
     if(mle==1){
       /* Computing hessian and covariance matrix */
       ftolhess=ftol; /* Usually correct */
       hesscov(matcov, p, npar, delti, ftolhess, func);
     }
     fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath; j++){
         if (j!=i) {
           fprintf(ficres,"%1d%1d",i,j);
           printf("%1d%1d",i,j);
           fprintf(ficlog,"%1d%1d",i,j);
           for(k=1; k<=ncovmodel;k++){
             printf(" %.5e",delti[jk]);
             fprintf(ficlog," %.5e",delti[jk]);
             fprintf(ficres," %.5e",delti[jk]);
             jk++;
           }
           printf("\n");
           fprintf(ficlog,"\n");
           fprintf(ficres,"\n");
         }
       }
     }
      
     fprintf(ficres,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     if(mle==1)
       printf("# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     fprintf(ficlog,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     for(i=1,k=1;i<=npar;i++){
       /*  if (k>nlstate) k=1;
           i1=(i-1)/(ncovmodel*nlstate)+1; 
           fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);
           printf("%s%d%d",alph[k],i1,tab[i]);
       */
       fprintf(ficres,"%3d",i);
       if(mle==1)
         printf("%3d",i);
       fprintf(ficlog,"%3d",i);
       for(j=1; j<=i;j++){
         fprintf(ficres," %.5e",matcov[i][j]);
         if(mle==1)
           printf(" %.5e",matcov[i][j]);
         fprintf(ficlog," %.5e",matcov[i][j]);
       }
       fprintf(ficres,"\n");
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       k++;
     }
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     estepm=0;
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
     if (estepm==0 || estepm < stepm) estepm=stepm;
     if (fage <= 2) {
       bage = ageminpar;
       fage = agemaxpar;
     }
      
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mov_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);
     fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficlog,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
    
   
     dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
     dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
   
     fscanf(ficpar,"pop_based=%d\n",&popbased);
     fprintf(ficparo,"pop_based=%d\n",popbased);   
     fprintf(ficres,"pop_based=%d\n",popbased);   
     
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"prevforecast=%d starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf mobil_average=%d\n",&prevfcast,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2,&mobilavproj);
     fprintf(ficparo,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     printf("prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficlog,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficres,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     /* day and month of proj2 are not used but only year anproj2.*/
   
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"popforecast=%d popfile=%s popfiledate=%lf/%lf/%lf last-popfiledate=%lf/%lf/%lf\n",&popforecast,popfile,&jpyram,&mpyram,&anpyram,&jpyram1,&mpyram1,&anpyram1);
     fprintf(ficparo,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
     fprintf(ficres,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
   
     probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);
   
     /*------------ 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);
     printinggnuplot(fileres, ageminpar,agemaxpar,fage, pathc,p);
     /*--------- index.htm --------*/
   
     strcpy(optionfilehtm,optionfile);
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
     }
   
     fprintf(fichtm,"<body> <font size=\"2\">%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
   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
   <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></ul>\n",version,title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,agemin,agemax,jmin,jmax,jmean,fileres,fileres,filelog,filelog,optionfilegnuplot,optionfilegnuplot);
      fclose(fichtm);
   
     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_ivector(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);
   
   
     /*---------- 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(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);
   
     /*  fclose(fichtm);*/
     /*  fclose(ficgp);*/ /* ALready done */
     
   
     if(erreur >0){
       printf("End of Imach with error or warning %d\n",erreur);
       fprintf(ficlog,"End of Imach with error or warning %d\n",erreur);
     }else{
      printf("End of Imach\n");
      fprintf(ficlog,"End of Imach\n");
     }
     printf("See log file on %s\n",filelog);
     fclose(ficlog);
     /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
     
     /* 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);*/
     /*printf("Total time was %d uSec.\n", total_usecs);*/
     /*------ End -----------*/
   
     end:
   #ifdef windows
     /* chdir(pathcd);*/
   #endif 
    /*system("wgnuplot graph.plt");*/
    /*system("../gp37mgw/wgnuplot graph.plt");*/
    /*system("cd ../gp37mgw");*/
    /* system("..\\gp37mgw\\wgnuplot graph.plt");*/
     strcpy(plotcmd,GNUPLOTPROGRAM);
     strcat(plotcmd," ");
     strcat(plotcmd,optionfilegnuplot);
     printf("Starting graphs with: %s",plotcmd);fflush(stdout);
     system(plotcmd);
     printf(" Wait...");
   
    /*#ifdef windows*/
     while (z[0] != 'q') {
       /* chdir(path); */
       printf("\nType e to edit output files, g to graph again, c to start again, and q for exiting: ");
       scanf("%s",z);
       if (z[0] == 'c') system("./imach");
       else if (z[0] == 'e') system(optionfilehtm);
       else if (z[0] == 'g') system(plotcmd);
       else if (z[0] == 'q') exit(0);
     }
     /*#endif */
   }
   
   

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  Added in v.1.80


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