Diff for /imach/src/imach.c between versions 1.12 and 1.95

version 1.12, 2002/02/20 16:57:00 version 1.95, 2003/07/08 07:54:34
Line 1 Line 1
      /* $Id$
 /*********************** Imach **************************************            $State$
   This program computes Healthy Life Expectancies from cross-longitudinal    $Log$
   data. Cross-longitudinal consist in a first survey ("cross") where    Revision 1.95  2003/07/08 07:54:34  brouard
   individuals from different ages are interviewed on their health status    * imach.c (Repository):
   or degree of  disability. At least a second wave of interviews    (Repository): Using imachwizard code to output a more meaningful covariance
   ("longitudinal") should  measure each new individual health status.    matrix (cov(a12,c31) instead of numbers.
   Health expectancies are computed from the transistions observed between  
   waves and are computed for each degree of severity of disability (number    Revision 1.94  2003/06/27 13:00:02  brouard
   of life states). More degrees you consider, more time is necessary to    Just cleaning
   reach the Maximum Likelihood of the parameters involved in the model.  
   The simplest model is the multinomial logistic model where pij is    Revision 1.93  2003/06/25 16:33:55  brouard
   the probabibility to be observed in state j at the second wave conditional    (Module): On windows (cygwin) function asctime_r doesn't
   to be observed in state i at the first wave. Therefore the model is:    exist so I changed back to asctime which exists.
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'    (Module): Version 0.96b
   is a covariate. If you want to have a more complex model than "constant and  
   age", you should modify the program where the markup    Revision 1.92  2003/06/25 16:30:45  brouard
     *Covariates have to be included here again* invites you to do it.    (Module): On windows (cygwin) function asctime_r doesn't
   More covariates you add, less is the speed of the convergence.    exist so I changed back to asctime which exists.
   
   The advantage that this computer programme claims, comes from that if the    Revision 1.91  2003/06/25 15:30:29  brouard
   delay between waves is not identical for each individual, or if some    * imach.c (Repository): Duplicated warning errors corrected.
   individual missed an interview, the information is not rounded or lost, but    (Repository): Elapsed time after each iteration is now output. It
   taken into account using an interpolation or extrapolation.    helps to forecast when convergence will be reached. Elapsed time
   hPijx is the probability to be    is stamped in powell.  We created a new html file for the graphs
   observed in state i at age x+h conditional to the observed state i at age    concerning matrix of covariance. It has extension -cov.htm.
   x. The delay 'h' can be split into an exact number (nh*stepm) of  
   unobserved intermediate  states. This elementary transition (by month or    Revision 1.90  2003/06/24 12:34:15  brouard
   quarter trimester, semester or year) is model as a multinomial logistic.    (Module): Some bugs corrected for windows. Also, when
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices    mle=-1 a template is output in file "or"mypar.txt with the design
   and the contribution of each individual to the likelihood is simply hPijx.    of the covariance matrix to be input.
   
   Also this programme outputs the covariance matrix of the parameters but also    Revision 1.89  2003/06/24 12:30:52  brouard
   of the life expectancies. It also computes the prevalence limits.    (Module): Some bugs corrected for windows. Also, when
      mle=-1 a template is output in file "or"mypar.txt with the design
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    of the covariance matrix to be input.
            Institut national d'études démographiques, Paris.  
   This software have been partly granted by Euro-REVES, a concerted action    Revision 1.88  2003/06/23 17:54:56  brouard
   from the European Union.    * imach.c (Repository): Create a sub-directory where all the secondary files are. Only imach, htm, gp and r(imach) are on the main directory. Correct time and other things.
   It is copyrighted identically to a GNU software product, ie programme and  
   software can be distributed freely for non commercial use. Latest version    Revision 1.87  2003/06/18 12:26:01  brouard
   can be accessed at http://euroreves.ined.fr/imach .    Version 0.96
   **********************************************************************/  
      Revision 1.86  2003/06/17 20:04:08  brouard
 #include <math.h>    (Module): Change position of html and gnuplot routines and added
 #include <stdio.h>    routine fileappend.
 #include <stdlib.h>  
 #include <unistd.h>    Revision 1.85  2003/06/17 13:12:43  brouard
     * imach.c (Repository): Check when date of death was earlier that
 #define MAXLINE 256    current date of interview. It may happen when the death was just
 #define FILENAMELENGTH 80    prior to the death. In this case, dh was negative and likelihood
 /*#define DEBUG*/    was wrong (infinity). We still send an "Error" but patch by
 #define windows    assuming that the date of death was just one stepm after the
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    interview.
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */    (Repository): Because some people have very long ID (first column)
     we changed int to long in num[] and we added a new lvector for
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    memory allocation. But we also truncated to 8 characters (left
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    truncation)
     (Repository): No more line truncation errors.
 #define NINTERVMAX 8  
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    Revision 1.84  2003/06/13 21:44:43  brouard
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */    * imach.c (Repository): Replace "freqsummary" at a correct
 #define NCOVMAX 8 /* Maximum number of covariates */    place. It differs from routine "prevalence" which may be called
 #define MAXN 20000    many times. Probs is memory consuming and must be used with
 #define YEARM 12. /* Number of months per year */    parcimony.
 #define AGESUP 130    Version 0.95a3 (should output exactly the same maximization than 0.8a2)
 #define AGEBASE 40  
     Revision 1.83  2003/06/10 13:39:11  lievre
     *** empty log message ***
 int nvar;  
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;    Revision 1.82  2003/06/05 15:57:20  brouard
 int npar=NPARMAX;    Add log in  imach.c and  fullversion number is now printed.
 int nlstate=2; /* Number of live states */  
 int ndeath=1; /* Number of dead states */  */
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */  /*
      Interpolated Markov Chain
 int *wav; /* Number of waves for this individuual 0 is possible */  
 int maxwav; /* Maxim number of waves */    Short summary of the programme:
 int jmin, jmax; /* min, max spacing between 2 waves */    
 int mle, weightopt;    This program computes Healthy Life Expectancies from
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */    first survey ("cross") where individuals from different ages are
 double jmean; /* Mean space between 2 waves */    interviewed on their health status or degree of disability (in the
 double **oldm, **newm, **savm; /* Working pointers to matrices */    case of a health survey which is our main interest) -2- at least a
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    second wave of interviews ("longitudinal") which measure each change
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;    (if any) in individual health status.  Health expectancies are
 FILE *ficgp, *fichtm;    computed from the time spent in each health state according to a
 FILE *ficreseij;    model. More health states you consider, more time is necessary to reach the
   char filerese[FILENAMELENGTH];    Maximum Likelihood of the parameters involved in the model.  The
  FILE  *ficresvij;    simplest model is the multinomial logistic model where pij is the
   char fileresv[FILENAMELENGTH];    probability to be observed in state j at the second wave
  FILE  *ficresvpl;    conditional to be observed in state i at the first wave. Therefore
   char fileresvpl[FILENAMELENGTH];    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
     'age' is age and 'sex' is a covariate. If you want to have a more
 #define NR_END 1    complex model than "constant and age", you should modify the program
 #define FREE_ARG char*    where the markup *Covariates have to be included here again* invites
 #define FTOL 1.0e-10    you to do it.  More covariates you add, slower the
     convergence.
 #define NRANSI  
 #define ITMAX 200    The advantage of this computer programme, compared to a simple
     multinomial logistic model, is clear when the delay between waves is not
 #define TOL 2.0e-4    identical for each individual. Also, if a individual missed an
     intermediate interview, the information is lost, but taken into
 #define CGOLD 0.3819660    account using an interpolation or extrapolation.  
 #define ZEPS 1.0e-10  
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);    hPijx is the probability to be observed in state i at age x+h
     conditional to the observed state i at age x. The delay 'h' can be
 #define GOLD 1.618034    split into an exact number (nh*stepm) of unobserved intermediate
 #define GLIMIT 100.0    states. This elementary transition (by month, quarter,
 #define TINY 1.0e-20    semester or year) is modelled as a multinomial logistic.  The hPx
     matrix is simply the matrix product of nh*stepm elementary matrices
 static double maxarg1,maxarg2;    and the contribution of each individual to the likelihood is simply
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))    hPijx.
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))  
      Also this programme outputs the covariance matrix of the parameters but also
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))    of the life expectancies. It also computes the stable prevalence. 
 #define rint(a) floor(a+0.5)    
     Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
 static double sqrarg;             Institut national d'études démographiques, Paris.
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)    This software have been partly granted by Euro-REVES, a concerted action
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}    from the European Union.
     It is copyrighted identically to a GNU software product, ie programme and
 int imx;    software can be distributed freely for non commercial use. Latest version
 int stepm;    can be accessed at http://euroreves.ined.fr/imach .
 /* Stepm, step in month: minimum step interpolation*/  
     Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
 int m,nb;    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;    
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;    **********************************************************************/
 double **pmmij;  /*
     main
 double *weight;    read parameterfile
 int **s; /* Status */    read datafile
 double *agedc, **covar, idx;    concatwav
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;    freqsummary
     if (mle >= 1)
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */      mlikeli
 double ftolhess; /* Tolerance for computing hessian */    print results files
     if mle==1 
 /**************** split *************************/       computes hessian
 static  int split( char *path, char *dirc, char *name )    read end of parameter file: agemin, agemax, bage, fage, estepm
 {        begin-prev-date,...
    char *s;                             /* pointer */    open gnuplot file
    int  l1, l2;                         /* length counters */    open html file
     stable prevalence
    l1 = strlen( path );                 /* length of path */     for age prevalim()
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );    h Pij x
    s = strrchr( path, '\\' );           /* find last / */    variance of p varprob
    if ( s == NULL ) {                   /* no directory, so use current */    forecasting if prevfcast==1 prevforecast call prevalence()
 #if     defined(__bsd__)                /* get current working directory */    health expectancies
       extern char       *getwd( );    Variance-covariance of DFLE
     prevalence()
       if ( getwd( dirc ) == NULL ) {     movingaverage()
 #else    varevsij() 
       extern char       *getcwd( );    if popbased==1 varevsij(,popbased)
     total life expectancies
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {    Variance of stable prevalence
 #endif   end
          return( GLOCK_ERROR_GETCWD );  */
       }  
       strcpy( name, path );             /* we've got it */  
    } else {                             /* strip direcotry from path */  
       s++;                              /* after this, the filename */   
       l2 = strlen( s );                 /* length of filename */  #include <math.h>
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );  #include <stdio.h>
       strcpy( name, s );                /* save file name */  #include <stdlib.h>
       strncpy( dirc, path, l1 - l2 );   /* now the directory */  #include <unistd.h>
       dirc[l1-l2] = 0;                  /* add zero */  
    }  #include <sys/time.h>
    l1 = strlen( dirc );                 /* length of directory */  #include <time.h>
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  #include "timeval.h"
    return( 0 );                         /* we're done */  
 }  /* #include <libintl.h> */
   /* #define _(String) gettext (String) */
   
 /******************************************/  #define MAXLINE 256
   #define GNUPLOTPROGRAM "gnuplot"
 void replace(char *s, char*t)  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
 {  #define FILENAMELENGTH 132
   int i;  /*#define DEBUG*/
   int lg=20;  /*#define windows*/
   i=0;  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
   lg=strlen(t);  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
   for(i=0; i<= lg; i++) {  
     (s[i] = t[i]);  #define MAXPARM 30 /* Maximum number of parameters for the optimization */
     if (t[i]== '\\') s[i]='/';  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
   }  
 }  #define NINTERVMAX 8
   #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
 int nbocc(char *s, char occ)  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
 {  #define NCOVMAX 8 /* Maximum number of covariates */
   int i,j=0;  #define MAXN 20000
   int lg=20;  #define YEARM 12. /* Number of months per year */
   i=0;  #define AGESUP 130
   lg=strlen(s);  #define AGEBASE 40
   for(i=0; i<= lg; i++) {  #ifdef unix
   if  (s[i] == occ ) j++;  #define DIRSEPARATOR '/'
   }  #define ODIRSEPARATOR '\\'
   return j;  #else
 }  #define DIRSEPARATOR '\\'
   #define ODIRSEPARATOR '/'
 void cutv(char *u,char *v, char*t, char occ)  #endif
 {  
   int i,lg,j,p=0;  /* $Id$ */
   i=0;  /* $State$ */
   for(j=0; j<=strlen(t)-1; j++) {  
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;  char version[]="Imach version 0.96b, June 2003, INED-EUROREVES ";
   }  char fullversion[]="$Revision$ $Date$"; 
   int erreur, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
   lg=strlen(t);  int nvar;
   for(j=0; j<p; j++) {  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
     (u[j] = t[j]);  int npar=NPARMAX;
   }  int nlstate=2; /* Number of live states */
      u[p]='\0';  int ndeath=1; /* Number of dead states */
   int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
    for(j=0; j<= lg; j++) {  int popbased=0;
     if (j>=(p+1))(v[j-p-1] = t[j]);  
   }  int *wav; /* Number of waves for this individuual 0 is possible */
 }  int maxwav; /* Maxim number of waves */
   int jmin, jmax; /* min, max spacing between 2 waves */
 /********************** nrerror ********************/  int gipmx, gsw; /* Global variables on the number of contributions 
                      to the likelihood and the sum of weights (done by funcone)*/
 void nrerror(char error_text[])  int mle, weightopt;
 {  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
   fprintf(stderr,"ERREUR ...\n");  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
   fprintf(stderr,"%s\n",error_text);  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
   exit(1);             * wave mi and wave mi+1 is not an exact multiple of stepm. */
 }  double jmean; /* Mean space between 2 waves */
 /*********************** vector *******************/  double **oldm, **newm, **savm; /* Working pointers to matrices */
 double *vector(int nl, int nh)  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
 {  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
   double *v;  FILE *ficlog, *ficrespow;
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  int globpr; /* Global variable for printing or not */
   if (!v) nrerror("allocation failure in vector");  double fretone; /* Only one call to likelihood */
   return v-nl+NR_END;  long ipmx; /* Number of contributions */
 }  double sw; /* Sum of weights */
   char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
 /************************ free vector ******************/  FILE *ficresilk;
 void free_vector(double*v, int nl, int nh)  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
 {  FILE *ficresprobmorprev;
   free((FREE_ARG)(v+nl-NR_END));  FILE *fichtm, *fichtmcov; /* Html File */
 }  FILE *ficreseij;
   char filerese[FILENAMELENGTH];
 /************************ivector *******************************/  FILE  *ficresvij;
 int *ivector(long nl,long nh)  char fileresv[FILENAMELENGTH];
 {  FILE  *ficresvpl;
   int *v;  char fileresvpl[FILENAMELENGTH];
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  char title[MAXLINE];
   if (!v) nrerror("allocation failure in ivector");  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
   return v-nl+NR_END;  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
 }  char tmpout[FILENAMELENGTH]; 
   char command[FILENAMELENGTH];
 /******************free ivector **************************/  int  outcmd=0;
 void free_ivector(int *v, long nl, long nh)  
 {  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
   free((FREE_ARG)(v+nl-NR_END));  
 }  char filelog[FILENAMELENGTH]; /* Log file */
   char filerest[FILENAMELENGTH];
 /******************* imatrix *******************************/  char fileregp[FILENAMELENGTH];
 int **imatrix(long nrl, long nrh, long ncl, long nch)  char popfile[FILENAMELENGTH];
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */  
 {  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  
   int **m;  struct timeval start_time, end_time, curr_time, last_time, forecast_time;
    struct timezone tzp;
   /* allocate pointers to rows */  extern int gettimeofday();
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  struct tm tmg, tm, tmf, *gmtime(), *localtime();
   if (!m) nrerror("allocation failure 1 in matrix()");  long time_value;
   m += NR_END;  extern long time();
   m -= nrl;  char strcurr[80], strfor[80];
    
    #define NR_END 1
   /* allocate rows and set pointers to them */  #define FREE_ARG char*
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  #define FTOL 1.0e-10
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  
   m[nrl] += NR_END;  #define NRANSI 
   m[nrl] -= ncl;  #define ITMAX 200 
    
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  #define TOL 2.0e-4 
    
   /* return pointer to array of pointers to rows */  #define CGOLD 0.3819660 
   return m;  #define ZEPS 1.0e-10 
 }  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
   
 /****************** free_imatrix *************************/  #define GOLD 1.618034 
 void free_imatrix(m,nrl,nrh,ncl,nch)  #define GLIMIT 100.0 
       int **m;  #define TINY 1.0e-20 
       long nch,ncl,nrh,nrl;  
      /* free an int matrix allocated by imatrix() */  static double maxarg1,maxarg2;
 {  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
   free((FREE_ARG) (m+nrl-NR_END));    
 }  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
   #define rint(a) floor(a+0.5)
 /******************* matrix *******************************/  
 double **matrix(long nrl, long nrh, long ncl, long nch)  static double sqrarg;
 {  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
   double **m;  
   int imx; 
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  int stepm;
   if (!m) nrerror("allocation failure 1 in matrix()");  /* Stepm, step in month: minimum step interpolation*/
   m += NR_END;  
   m -= nrl;  int estepm;
   /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  int m,nb;
   m[nrl] += NR_END;  long *num;
   m[nrl] -= ncl;  int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
   double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  double **pmmij, ***probs;
   return m;  double dateintmean=0;
 }  
   double *weight;
 /*************************free matrix ************************/  int **s; /* Status */
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)  double *agedc, **covar, idx;
 {  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  
   free((FREE_ARG)(m+nrl-NR_END));  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
 }  double ftolhess; /* Tolerance for computing hessian */
   
 /******************* ma3x *******************************/  /**************** split *************************/
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
 {  {
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;    char  *ss;                            /* pointer */
   double ***m;    int   l1, l2;                         /* length counters */
   
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));    l1 = strlen(path );                   /* length of path */
   if (!m) nrerror("allocation failure 1 in matrix()");    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
   m += NR_END;    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
   m -= nrl;    if ( ss == NULL ) {                   /* no directory, so use current */
       /*if(strrchr(path, ODIRSEPARATOR )==NULL)
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");      /* get current working directory */
   m[nrl] += NR_END;      /*    extern  char* getcwd ( char *buf , int len);*/
   m[nrl] -= ncl;      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
         return( GLOCK_ERROR_GETCWD );
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;      }
       strcpy( name, path );               /* we've got it */
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));    } else {                              /* strip direcotry from path */
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");      ss++;                               /* after this, the filename */
   m[nrl][ncl] += NR_END;      l2 = strlen( ss );                  /* length of filename */
   m[nrl][ncl] -= nll;      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
   for (j=ncl+1; j<=nch; j++)      strcpy( name, ss );         /* save file name */
     m[nrl][j]=m[nrl][j-1]+nlay;      strncpy( dirc, path, l1 - l2 );     /* now the directory */
        dirc[l1-l2] = 0;                    /* add zero */
   for (i=nrl+1; i<=nrh; i++) {    }
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;    l1 = strlen( dirc );                  /* length of directory */
     for (j=ncl+1; j<=nch; j++)    /*#ifdef windows
       m[i][j]=m[i][j-1]+nlay;    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
   }  #else
   return m;    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
 }  #endif
     */
 /*************************free ma3x ************************/    ss = strrchr( name, '.' );            /* find last / */
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)    ss++;
 {    strcpy(ext,ss);                       /* save extension */
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));    l1= strlen( name);
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    l2= strlen(ss)+1;
   free((FREE_ARG)(m+nrl-NR_END));    strncpy( finame, name, l1-l2);
 }    finame[l1-l2]= 0;
     return( 0 );                          /* we're done */
 /***************** f1dim *************************/  }
 extern int ncom;  
 extern double *pcom,*xicom;  
 extern double (*nrfunc)(double []);  /******************************************/
    
 double f1dim(double x)  void replace_back_to_slash(char *s, char*t)
 {  {
   int j;    int i;
   double f;    int lg=0;
   double *xt;    i=0;
      lg=strlen(t);
   xt=vector(1,ncom);    for(i=0; i<= lg; i++) {
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];      (s[i] = t[i]);
   f=(*nrfunc)(xt);      if (t[i]== '\\') s[i]='/';
   free_vector(xt,1,ncom);    }
   return f;  }
 }  
   int nbocc(char *s, char occ)
 /*****************brent *************************/  {
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)    int i,j=0;
 {    int lg=20;
   int iter;    i=0;
   double a,b,d,etemp;    lg=strlen(s);
   double fu,fv,fw,fx;    for(i=0; i<= lg; i++) {
   double ftemp;    if  (s[i] == occ ) j++;
   double p,q,r,tol1,tol2,u,v,w,x,xm;    }
   double e=0.0;    return j;
    }
   a=(ax < cx ? ax : cx);  
   b=(ax > cx ? ax : cx);  void cutv(char *u,char *v, char*t, char occ)
   x=w=v=bx;  {
   fw=fv=fx=(*f)(x);    /* cuts string t into u and v where u is ended by char occ excluding it
   for (iter=1;iter<=ITMAX;iter++) {       and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
     xm=0.5*(a+b);       gives u="abcedf" and v="ghi2j" */
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);    int i,lg,j,p=0;
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/    i=0;
     printf(".");fflush(stdout);    for(j=0; j<=strlen(t)-1; j++) {
 #ifdef DEBUG      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
     printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);    }
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */  
 #endif    lg=strlen(t);
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){    for(j=0; j<p; j++) {
       *xmin=x;      (u[j] = t[j]);
       return fx;    }
     }       u[p]='\0';
     ftemp=fu;  
     if (fabs(e) > tol1) {     for(j=0; j<= lg; j++) {
       r=(x-w)*(fx-fv);      if (j>=(p+1))(v[j-p-1] = t[j]);
       q=(x-v)*(fx-fw);    }
       p=(x-v)*q-(x-w)*r;  }
       q=2.0*(q-r);  
       if (q > 0.0) p = -p;  /********************** nrerror ********************/
       q=fabs(q);  
       etemp=e;  void nrerror(char error_text[])
       e=d;  {
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))    fprintf(stderr,"ERREUR ...\n");
         d=CGOLD*(e=(x >= xm ? a-x : b-x));    fprintf(stderr,"%s\n",error_text);
       else {    exit(EXIT_FAILURE);
         d=p/q;  }
         u=x+d;  /*********************** vector *******************/
         if (u-a < tol2 || b-u < tol2)  double *vector(int nl, int nh)
           d=SIGN(tol1,xm-x);  {
       }    double *v;
     } else {    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
       d=CGOLD*(e=(x >= xm ? a-x : b-x));    if (!v) nrerror("allocation failure in vector");
     }    return v-nl+NR_END;
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));  }
     fu=(*f)(u);  
     if (fu <= fx) {  /************************ free vector ******************/
       if (u >= x) a=x; else b=x;  void free_vector(double*v, int nl, int nh)
       SHFT(v,w,x,u)  {
         SHFT(fv,fw,fx,fu)    free((FREE_ARG)(v+nl-NR_END));
         } else {  }
           if (u < x) a=u; else b=u;  
           if (fu <= fw || w == x) {  /************************ivector *******************************/
             v=w;  int *ivector(long nl,long nh)
             w=u;  {
             fv=fw;    int *v;
             fw=fu;    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
           } else if (fu <= fv || v == x || v == w) {    if (!v) nrerror("allocation failure in ivector");
             v=u;    return v-nl+NR_END;
             fv=fu;  }
           }  
         }  /******************free ivector **************************/
   }  void free_ivector(int *v, long nl, long nh)
   nrerror("Too many iterations in brent");  {
   *xmin=x;    free((FREE_ARG)(v+nl-NR_END));
   return fx;  }
 }  
   /************************lvector *******************************/
 /****************** mnbrak ***********************/  long *lvector(long nl,long nh)
   {
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,    long *v;
             double (*func)(double))    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
 {    if (!v) nrerror("allocation failure in ivector");
   double ulim,u,r,q, dum;    return v-nl+NR_END;
   double fu;  }
    
   *fa=(*func)(*ax);  /******************free lvector **************************/
   *fb=(*func)(*bx);  void free_lvector(long *v, long nl, long nh)
   if (*fb > *fa) {  {
     SHFT(dum,*ax,*bx,dum)    free((FREE_ARG)(v+nl-NR_END));
       SHFT(dum,*fb,*fa,dum)  }
       }  
   *cx=(*bx)+GOLD*(*bx-*ax);  /******************* imatrix *******************************/
   *fc=(*func)(*cx);  int **imatrix(long nrl, long nrh, long ncl, long nch) 
   while (*fb > *fc) {       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
     r=(*bx-*ax)*(*fb-*fc);  { 
     q=(*bx-*cx)*(*fb-*fa);    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/    int **m; 
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));    
     ulim=(*bx)+GLIMIT*(*cx-*bx);    /* allocate pointers to rows */ 
     if ((*bx-u)*(u-*cx) > 0.0) {    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
       fu=(*func)(u);    if (!m) nrerror("allocation failure 1 in matrix()"); 
     } else if ((*cx-u)*(u-ulim) > 0.0) {    m += NR_END; 
       fu=(*func)(u);    m -= nrl; 
       if (fu < *fc) {    
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))    
           SHFT(*fb,*fc,fu,(*func)(u))    /* allocate rows and set pointers to them */ 
           }    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
       u=ulim;    m[nrl] += NR_END; 
       fu=(*func)(u);    m[nrl] -= ncl; 
     } else {    
       u=(*cx)+GOLD*(*cx-*bx);    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
       fu=(*func)(u);    
     }    /* return pointer to array of pointers to rows */ 
     SHFT(*ax,*bx,*cx,u)    return m; 
       SHFT(*fa,*fb,*fc,fu)  } 
       }  
 }  /****************** free_imatrix *************************/
   void free_imatrix(m,nrl,nrh,ncl,nch)
 /*************** linmin ************************/        int **m;
         long nch,ncl,nrh,nrl; 
 int ncom;       /* free an int matrix allocated by imatrix() */ 
 double *pcom,*xicom;  { 
 double (*nrfunc)(double []);    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
      free((FREE_ARG) (m+nrl-NR_END)); 
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))  } 
 {  
   double brent(double ax, double bx, double cx,  /******************* matrix *******************************/
                double (*f)(double), double tol, double *xmin);  double **matrix(long nrl, long nrh, long ncl, long nch)
   double f1dim(double x);  {
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
               double *fc, double (*func)(double));    double **m;
   int j;  
   double xx,xmin,bx,ax;    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
   double fx,fb,fa;    if (!m) nrerror("allocation failure 1 in matrix()");
      m += NR_END;
   ncom=n;    m -= nrl;
   pcom=vector(1,n);  
   xicom=vector(1,n);    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   nrfunc=func;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   for (j=1;j<=n;j++) {    m[nrl] += NR_END;
     pcom[j]=p[j];    m[nrl] -= ncl;
     xicom[j]=xi[j];  
   }    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
   ax=0.0;    return m;
   xx=1.0;    /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);     */
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);  }
 #ifdef DEBUG  
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);  /*************************free matrix ************************/
 #endif  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
   for (j=1;j<=n;j++) {  {
     xi[j] *= xmin;    free((FREE_ARG)(m[nrl]+ncl-NR_END));
     p[j] += xi[j];    free((FREE_ARG)(m+nrl-NR_END));
   }  }
   free_vector(xicom,1,n);  
   free_vector(pcom,1,n);  /******************* ma3x *******************************/
 }  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
   {
 /*************** powell ************************/    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,    double ***m;
             double (*func)(double []))  
 {    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
   void linmin(double p[], double xi[], int n, double *fret,    if (!m) nrerror("allocation failure 1 in matrix()");
               double (*func)(double []));    m += NR_END;
   int i,ibig,j;    m -= nrl;
   double del,t,*pt,*ptt,*xit;  
   double fp,fptt;    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   double *xits;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   pt=vector(1,n);    m[nrl] += NR_END;
   ptt=vector(1,n);    m[nrl] -= ncl;
   xit=vector(1,n);  
   xits=vector(1,n);    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
   *fret=(*func)(p);  
   for (j=1;j<=n;j++) pt[j]=p[j];    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
   for (*iter=1;;++(*iter)) {    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
     fp=(*fret);    m[nrl][ncl] += NR_END;
     ibig=0;    m[nrl][ncl] -= nll;
     del=0.0;    for (j=ncl+1; j<=nch; j++) 
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);      m[nrl][j]=m[nrl][j-1]+nlay;
     for (i=1;i<=n;i++)    
       printf(" %d %.12f",i, p[i]);    for (i=nrl+1; i<=nrh; i++) {
     printf("\n");      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
     for (i=1;i<=n;i++) {      for (j=ncl+1; j<=nch; j++) 
       for (j=1;j<=n;j++) xit[j]=xi[j][i];        m[i][j]=m[i][j-1]+nlay;
       fptt=(*fret);    }
 #ifdef DEBUG    return m; 
       printf("fret=%lf \n",*fret);    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
 #endif             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
       printf("%d",i);fflush(stdout);    */
       linmin(p,xit,n,fret,func);  }
       if (fabs(fptt-(*fret)) > del) {  
         del=fabs(fptt-(*fret));  /*************************free ma3x ************************/
         ibig=i;  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
       }  {
 #ifdef DEBUG    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
       printf("%d %.12e",i,(*fret));    free((FREE_ARG)(m[nrl]+ncl-NR_END));
       for (j=1;j<=n;j++) {    free((FREE_ARG)(m+nrl-NR_END));
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);  }
         printf(" x(%d)=%.12e",j,xit[j]);  
       }  /*************** function subdirf ***********/
       for(j=1;j<=n;j++)  char *subdirf(char fileres[])
         printf(" p=%.12e",p[j]);  {
       printf("\n");    /* Caution optionfilefiname is hidden */
 #endif    strcpy(tmpout,optionfilefiname);
     }    strcat(tmpout,"/"); /* Add to the right */
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {    strcat(tmpout,fileres);
 #ifdef DEBUG    return tmpout;
       int k[2],l;  }
       k[0]=1;  
       k[1]=-1;  /*************** function subdirf2 ***********/
       printf("Max: %.12e",(*func)(p));  char *subdirf2(char fileres[], char *preop)
       for (j=1;j<=n;j++)  {
         printf(" %.12e",p[j]);    
       printf("\n");    /* Caution optionfilefiname is hidden */
       for(l=0;l<=1;l++) {    strcpy(tmpout,optionfilefiname);
         for (j=1;j<=n;j++) {    strcat(tmpout,"/");
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];    strcat(tmpout,preop);
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);    strcat(tmpout,fileres);
         }    return tmpout;
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));  }
       }  
 #endif  /*************** function subdirf3 ***********/
   char *subdirf3(char fileres[], char *preop, char *preop2)
   {
       free_vector(xit,1,n);    
       free_vector(xits,1,n);    /* Caution optionfilefiname is hidden */
       free_vector(ptt,1,n);    strcpy(tmpout,optionfilefiname);
       free_vector(pt,1,n);    strcat(tmpout,"/");
       return;    strcat(tmpout,preop);
     }    strcat(tmpout,preop2);
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");    strcat(tmpout,fileres);
     for (j=1;j<=n;j++) {    return tmpout;
       ptt[j]=2.0*p[j]-pt[j];  }
       xit[j]=p[j]-pt[j];  
       pt[j]=p[j];  /***************** f1dim *************************/
     }  extern int ncom; 
     fptt=(*func)(ptt);  extern double *pcom,*xicom;
     if (fptt < fp) {  extern double (*nrfunc)(double []); 
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);   
       if (t < 0.0) {  double f1dim(double x) 
         linmin(p,xit,n,fret,func);  { 
         for (j=1;j<=n;j++) {    int j; 
           xi[j][ibig]=xi[j][n];    double f;
           xi[j][n]=xit[j];    double *xt; 
         }   
 #ifdef DEBUG    xt=vector(1,ncom); 
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
         for(j=1;j<=n;j++)    f=(*nrfunc)(xt); 
           printf(" %.12e",xit[j]);    free_vector(xt,1,ncom); 
         printf("\n");    return f; 
 #endif  } 
       }  
     }  /*****************brent *************************/
   }  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
 }  { 
     int iter; 
 /**** Prevalence limit ****************/    double a,b,d,etemp;
     double fu,fv,fw,fx;
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)    double ftemp;
 {    double p,q,r,tol1,tol2,u,v,w,x,xm; 
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit    double e=0.0; 
      matrix by transitions matrix until convergence is reached */   
     a=(ax < cx ? ax : cx); 
   int i, ii,j,k;    b=(ax > cx ? ax : cx); 
   double min, max, maxmin, maxmax,sumnew=0.;    x=w=v=bx; 
   double **matprod2();    fw=fv=fx=(*f)(x); 
   double **out, cov[NCOVMAX], **pmij();    for (iter=1;iter<=ITMAX;iter++) { 
   double **newm;      xm=0.5*(a+b); 
   double agefin, delaymax=50 ; /* Max number of years to converge */      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
       /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
   for (ii=1;ii<=nlstate+ndeath;ii++)      printf(".");fflush(stdout);
     for (j=1;j<=nlstate+ndeath;j++){      fprintf(ficlog,".");fflush(ficlog);
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);  #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);
       fprintf(ficlog,"br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
    cov[1]=1.;      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
    #endif
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){        *xmin=x; 
     newm=savm;        return fx; 
     /* Covariates have to be included here again */      } 
      cov[2]=agefin;      ftemp=fu;
        if (fabs(e) > tol1) { 
       for (k=1; k<=cptcovn;k++) {        r=(x-w)*(fx-fv); 
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];        q=(x-v)*(fx-fw); 
         /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/        p=(x-v)*q-(x-w)*r; 
       }        q=2.0*(q-r); 
       for (k=1; k<=cptcovage;k++)        if (q > 0.0) p = -p; 
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];        q=fabs(q); 
       for (k=1; k<=cptcovprod;k++)        etemp=e; 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];        e=d; 
         if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/        else { 
           d=p/q; 
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);          u=x+d; 
           if (u-a < tol2 || b-u < tol2) 
     savm=oldm;            d=SIGN(tol1,xm-x); 
     oldm=newm;        } 
     maxmax=0.;      } else { 
     for(j=1;j<=nlstate;j++){        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
       min=1.;      } 
       max=0.;      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
       for(i=1; i<=nlstate; i++) {      fu=(*f)(u); 
         sumnew=0;      if (fu <= fx) { 
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];        if (u >= x) a=x; else b=x; 
         prlim[i][j]= newm[i][j]/(1-sumnew);        SHFT(v,w,x,u) 
         max=FMAX(max,prlim[i][j]);          SHFT(fv,fw,fx,fu) 
         min=FMIN(min,prlim[i][j]);          } else { 
       }            if (u < x) a=u; else b=u; 
       maxmin=max-min;            if (fu <= fw || w == x) { 
       maxmax=FMAX(maxmax,maxmin);              v=w; 
     }              w=u; 
     if(maxmax < ftolpl){              fv=fw; 
       return prlim;              fw=fu; 
     }            } else if (fu <= fv || v == x || v == w) { 
   }              v=u; 
 }              fv=fu; 
             } 
 /*************** transition probabilities ***************/          } 
     } 
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )    nrerror("Too many iterations in brent"); 
 {    *xmin=x; 
   double s1, s2;    return fx; 
   /*double t34;*/  } 
   int i,j,j1, nc, ii, jj;  
   /****************** mnbrak ***********************/
     for(i=1; i<= nlstate; i++){  
     for(j=1; j<i;j++){  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){              double (*func)(double)) 
         /*s2 += param[i][j][nc]*cov[nc];*/  { 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    double ulim,u,r,q, dum;
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/    double fu; 
       }   
       ps[i][j]=s2;    *fa=(*func)(*ax); 
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/    *fb=(*func)(*bx); 
     }    if (*fb > *fa) { 
     for(j=i+1; j<=nlstate+ndeath;j++){      SHFT(dum,*ax,*bx,dum) 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){        SHFT(dum,*fb,*fa,dum) 
         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);*/    *cx=(*bx)+GOLD*(*bx-*ax); 
       }    *fc=(*func)(*cx); 
       ps[i][j]=(s2);    while (*fb > *fc) { 
     }      r=(*bx-*ax)*(*fb-*fc); 
   }      q=(*bx-*cx)*(*fb-*fa); 
     /*ps[3][2]=1;*/      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
         (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
   for(i=1; i<= nlstate; i++){      ulim=(*bx)+GLIMIT*(*cx-*bx); 
      s1=0;      if ((*bx-u)*(u-*cx) > 0.0) { 
     for(j=1; j<i; j++)        fu=(*func)(u); 
       s1+=exp(ps[i][j]);      } else if ((*cx-u)*(u-ulim) > 0.0) { 
     for(j=i+1; j<=nlstate+ndeath; j++)        fu=(*func)(u); 
       s1+=exp(ps[i][j]);        if (fu < *fc) { 
     ps[i][i]=1./(s1+1.);          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
     for(j=1; j<i; j++)            SHFT(*fb,*fc,fu,(*func)(u)) 
       ps[i][j]= exp(ps[i][j])*ps[i][i];            } 
     for(j=i+1; j<=nlstate+ndeath; j++)      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
       ps[i][j]= exp(ps[i][j])*ps[i][i];        u=ulim; 
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */        fu=(*func)(u); 
   } /* end i */      } else { 
         u=(*cx)+GOLD*(*cx-*bx); 
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){        fu=(*func)(u); 
     for(jj=1; jj<= nlstate+ndeath; jj++){      } 
       ps[ii][jj]=0;      SHFT(*ax,*bx,*cx,u) 
       ps[ii][ii]=1;        SHFT(*fa,*fb,*fc,fu) 
     }        } 
   }  } 
   
   /*************** linmin ************************/
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){  
     for(jj=1; jj<= nlstate+ndeath; jj++){  int ncom; 
      printf("%lf ",ps[ii][jj]);  double *pcom,*xicom;
    }  double (*nrfunc)(double []); 
     printf("\n ");   
     }  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
     printf("\n ");printf("%lf ",cov[2]);*/  { 
 /*    double brent(double ax, double bx, double cx, 
   for(i=1; i<= npar; i++) printf("%f ",x[i]);                 double (*f)(double), double tol, double *xmin); 
   goto end;*/    double f1dim(double x); 
     return ps;    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
 }                double *fc, double (*func)(double)); 
     int j; 
 /**************** Product of 2 matrices ******************/    double xx,xmin,bx,ax; 
     double fx,fb,fa;
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)   
 {    ncom=n; 
   /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times    pcom=vector(1,n); 
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */    xicom=vector(1,n); 
   /* in, b, out are matrice of pointers which should have been initialized    nrfunc=func; 
      before: only the contents of out is modified. The function returns    for (j=1;j<=n;j++) { 
      a pointer to pointers identical to out */      pcom[j]=p[j]; 
   long i, j, k;      xicom[j]=xi[j]; 
   for(i=nrl; i<= nrh; i++)    } 
     for(k=ncolol; k<=ncoloh; k++)    ax=0.0; 
       for(j=ncl,out[i][k]=0.; j<=nch; j++)    xx=1.0; 
         out[i][k] +=in[i][j]*b[j][k];    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
     *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
   return out;  #ifdef DEBUG
 }    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
     fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
   #endif
 /************* Higher Matrix Product ***************/    for (j=1;j<=n;j++) { 
       xi[j] *= xmin; 
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )      p[j] += xi[j]; 
 {    } 
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month    free_vector(xicom,1,n); 
      duration (i.e. until    free_vector(pcom,1,n); 
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.  } 
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step  
      (typically every 2 years instead of every month which is too big).  char *asc_diff_time(long time_sec, char ascdiff[])
      Model is determined by parameters x and covariates have to be  {
      included manually here.    long sec_left, days, hours, minutes;
     days = (time_sec) / (60*60*24);
      */    sec_left = (time_sec) % (60*60*24);
     hours = (sec_left) / (60*60) ;
   int i, j, d, h, k;    sec_left = (sec_left) %(60*60);
   double **out, cov[NCOVMAX];    minutes = (sec_left) /60;
   double **newm;    sec_left = (sec_left) % (60);
     sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
   /* Hstepm could be zero and should return the unit matrix */    return ascdiff;
   for (i=1;i<=nlstate+ndeath;i++)  }
     for (j=1;j<=nlstate+ndeath;j++){  
       oldm[i][j]=(i==j ? 1.0 : 0.0);  /*************** powell ************************/
       po[i][j][0]=(i==j ? 1.0 : 0.0);  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
     }              double (*func)(double [])) 
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */  { 
   for(h=1; h <=nhstepm; h++){    void linmin(double p[], double xi[], int n, double *fret, 
     for(d=1; d <=hstepm; d++){                double (*func)(double [])); 
       newm=savm;    int i,ibig,j; 
       /* Covariates have to be included here again */    double del,t,*pt,*ptt,*xit;
       cov[1]=1.;    double fp,fptt;
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;    double *xits;
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];    int niterf, itmp;
       for (k=1; k<=cptcovage;k++)  
         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); 
     *fret=(*func)(p); 
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/    for (j=1;j<=n;j++) pt[j]=p[j]; 
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/    for (*iter=1;;++(*iter)) { 
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,      fp=(*fret); 
                    pmij(pmmij,cov,ncovmodel,x,nlstate));      ibig=0; 
       savm=oldm;      del=0.0; 
       oldm=newm;      last_time=curr_time;
     }      (void) gettimeofday(&curr_time,&tzp);
     for(i=1; i<=nlstate+ndeath; i++)      printf("\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec);fflush(stdout);
       for(j=1;j<=nlstate+ndeath;j++) {      fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec);
         po[i][j][h]=newm[i][j];      fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec);
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);      for (i=1;i<=n;i++) {
          */        printf(" %d %.12f",i, p[i]);
       }        fprintf(ficlog," %d %.12lf",i, p[i]);
   } /* end h */        fprintf(ficrespow," %.12lf", p[i]);
   return po;      }
 }      printf("\n");
       fprintf(ficlog,"\n");
       fprintf(ficrespow,"\n");fflush(ficrespow);
 /*************** log-likelihood *************/      if(*iter <=3){
 double func( double *x)        tm = *localtime(&curr_time.tv_sec);
 {        strcpy(strcurr,asctime(&tmf));
   int i, ii, j, k, mi, d, kk;  /*       asctime_r(&tm,strcurr); */
   double l, ll[NLSTATEMAX], cov[NCOVMAX];        forecast_time=curr_time;
   double **out;        itmp = strlen(strcurr);
   double sw; /* Sum of weights */        if(strcurr[itmp-1]=='\n')
   double lli; /* Individual log likelihood */          strcurr[itmp-1]='\0';
   long ipmx;        printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
   /*extern weight */        fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
   /* We are differentiating ll according to initial status */        for(niterf=10;niterf<=30;niterf+=10){
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/          forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
   /*for(i=1;i<imx;i++)          tmf = *localtime(&forecast_time.tv_sec);
     printf(" %d\n",s[4][i]);  /*      asctime_r(&tmf,strfor); */
   */          strcpy(strfor,asctime(&tmf));
   cov[1]=1.;          itmp = strlen(strfor);
           if(strfor[itmp-1]=='\n')
   for(k=1; k<=nlstate; k++) ll[k]=0.;          strfor[itmp-1]='\0';
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){          printf("   - if your program needs %d iterations to converge, convergence will be \n   reached in %s or\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];          fprintf(ficlog,"   - if your program needs %d iterations to converge, convergence will be \n   reached in %s or\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
     for(mi=1; mi<= wav[i]-1; mi++){        }
       for (ii=1;ii<=nlstate+ndeath;ii++)      }
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);      for (i=1;i<=n;i++) { 
       for(d=0; d<dh[mi][i]; d++){        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
         newm=savm;        fptt=(*fret); 
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;  #ifdef DEBUG
         for (kk=1; kk<=cptcovage;kk++) {        printf("fret=%lf \n",*fret);
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];        fprintf(ficlog,"fret=%lf \n",*fret);
         }  #endif
                printf("%d",i);fflush(stdout);
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,        fprintf(ficlog,"%d",i);fflush(ficlog);
                      1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));        linmin(p,xit,n,fret,func); 
         savm=oldm;        if (fabs(fptt-(*fret)) > del) { 
         oldm=newm;          del=fabs(fptt-(*fret)); 
                  ibig=i; 
                } 
       } /* end mult */  #ifdef DEBUG
              printf("%d %.12e",i,(*fret));
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);        fprintf(ficlog,"%d %.12e",i,(*fret));
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/        for (j=1;j<=n;j++) {
       ipmx +=1;          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
       sw += weight[i];          printf(" x(%d)=%.12e",j,xit[j]);
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
     } /* end of wave */        }
   } /* end of individual */        for(j=1;j<=n;j++) {
           printf(" p=%.12e",p[j]);
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];          fprintf(ficlog," p=%.12e",p[j]);
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */        }
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */        printf("\n");
   return -l;        fprintf(ficlog,"\n");
 }  #endif
       } 
       if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
 /*********** Maximum Likelihood Estimation ***************/  #ifdef DEBUG
         int k[2],l;
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))        k[0]=1;
 {        k[1]=-1;
   int i,j, iter;        printf("Max: %.12e",(*func)(p));
   double **xi,*delti;        fprintf(ficlog,"Max: %.12e",(*func)(p));
   double fret;        for (j=1;j<=n;j++) {
   xi=matrix(1,npar,1,npar);          printf(" %.12e",p[j]);
   for (i=1;i<=npar;i++)          fprintf(ficlog," %.12e",p[j]);
     for (j=1;j<=npar;j++)        }
       xi[i][j]=(i==j ? 1.0 : 0.0);        printf("\n");
   printf("Powell\n");        fprintf(ficlog,"\n");
   powell(p,xi,npar,ftol,&iter,&fret,func);        for(l=0;l<=1;l++) {
           for (j=1;j<=n;j++) {
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
             fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
 }          }
           printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
 /**** Computes Hessian and covariance matrix ***/          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))        }
 {  #endif
   double  **a,**y,*x,pd;  
   double **hess;  
   int i, j,jk;        free_vector(xit,1,n); 
   int *indx;        free_vector(xits,1,n); 
         free_vector(ptt,1,n); 
   double hessii(double p[], double delta, int theta, double delti[]);        free_vector(pt,1,n); 
   double hessij(double p[], double delti[], int i, int j);        return; 
   void lubksb(double **a, int npar, int *indx, double b[]) ;      } 
   void ludcmp(double **a, int npar, int *indx, double *d) ;      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
       for (j=1;j<=n;j++) { 
   hess=matrix(1,npar,1,npar);        ptt[j]=2.0*p[j]-pt[j]; 
         xit[j]=p[j]-pt[j]; 
   printf("\nCalculation of the hessian matrix. Wait...\n");        pt[j]=p[j]; 
   for (i=1;i<=npar;i++){      } 
     printf("%d",i);fflush(stdout);      fptt=(*func)(ptt); 
     hess[i][i]=hessii(p,ftolhess,i,delti);      if (fptt < fp) { 
     /*printf(" %f ",p[i]);*/        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
     /*printf(" %lf ",hess[i][i]);*/        if (t < 0.0) { 
   }          linmin(p,xit,n,fret,func); 
            for (j=1;j<=n;j++) { 
   for (i=1;i<=npar;i++) {            xi[j][ibig]=xi[j][n]; 
     for (j=1;j<=npar;j++)  {            xi[j][n]=xit[j]; 
       if (j>i) {          }
         printf(".%d%d",i,j);fflush(stdout);  #ifdef DEBUG
         hess[i][j]=hessij(p,delti,i,j);          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
         hess[j][i]=hess[i][j];              fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
         /*printf(" %lf ",hess[i][j]);*/          for(j=1;j<=n;j++){
       }            printf(" %.12e",xit[j]);
     }            fprintf(ficlog," %.12e",xit[j]);
   }          }
   printf("\n");          printf("\n");
           fprintf(ficlog,"\n");
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");  #endif
          }
   a=matrix(1,npar,1,npar);      } 
   y=matrix(1,npar,1,npar);    } 
   x=vector(1,npar);  } 
   indx=ivector(1,npar);  
   for (i=1;i<=npar;i++)  /**** Prevalence limit (stable prevalence)  ****************/
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];  
   ludcmp(a,npar,indx,&pd);  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
   {
   for (j=1;j<=npar;j++) {    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
     for (i=1;i<=npar;i++) x[i]=0;       matrix by transitions matrix until convergence is reached */
     x[j]=1;  
     lubksb(a,npar,indx,x);    int i, ii,j,k;
     for (i=1;i<=npar;i++){    double min, max, maxmin, maxmax,sumnew=0.;
       matcov[i][j]=x[i];    double **matprod2();
     }    double **out, cov[NCOVMAX], **pmij();
   }    double **newm;
     double agefin, delaymax=50 ; /* Max number of years to converge */
   printf("\n#Hessian matrix#\n");  
   for (i=1;i<=npar;i++) {    for (ii=1;ii<=nlstate+ndeath;ii++)
     for (j=1;j<=npar;j++) {      for (j=1;j<=nlstate+ndeath;j++){
       printf("%.3e ",hess[i][j]);        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     }      }
     printf("\n");  
   }     cov[1]=1.;
    
   /* Recompute Inverse */   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
   for (i=1;i<=npar;i++)    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];      newm=savm;
   ludcmp(a,npar,indx,&pd);      /* Covariates have to be included here again */
        cov[2]=agefin;
   /*  printf("\n#Hessian matrix recomputed#\n");    
         for (k=1; k<=cptcovn;k++) {
   for (j=1;j<=npar;j++) {          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
     for (i=1;i<=npar;i++) x[i]=0;          /*      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]]);*/
     x[j]=1;        }
     lubksb(a,npar,indx,x);        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
     for (i=1;i<=npar;i++){        for (k=1; k<=cptcovprod;k++)
       y[i][j]=x[i];          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
       printf("%.3e ",y[i][j]);  
     }        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
     printf("\n");        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
   }        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
   */      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
   
   free_matrix(a,1,npar,1,npar);      savm=oldm;
   free_matrix(y,1,npar,1,npar);      oldm=newm;
   free_vector(x,1,npar);      maxmax=0.;
   free_ivector(indx,1,npar);      for(j=1;j<=nlstate;j++){
   free_matrix(hess,1,npar,1,npar);        min=1.;
         max=0.;
         for(i=1; i<=nlstate; i++) {
 }          sumnew=0;
           for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
 /*************** hessian matrix ****************/          prlim[i][j]= newm[i][j]/(1-sumnew);
 double hessii( double x[], double delta, int theta, double delti[])          max=FMAX(max,prlim[i][j]);
 {          min=FMIN(min,prlim[i][j]);
   int i;        }
   int l=1, lmax=20;        maxmin=max-min;
   double k1,k2;        maxmax=FMAX(maxmax,maxmin);
   double p2[NPARMAX+1];      }
   double res;      if(maxmax < ftolpl){
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;        return prlim;
   double fx;      }
   int k=0,kmax=10;    }
   double l1;  }
   
   fx=func(x);  /*************** transition probabilities ***************/ 
   for (i=1;i<=npar;i++) p2[i]=x[i];  
   for(l=0 ; l <=lmax; l++){  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
     l1=pow(10,l);  {
     delts=delt;    double s1, s2;
     for(k=1 ; k <kmax; k=k+1){    /*double t34;*/
       delt = delta*(l1*k);    int i,j,j1, nc, ii, jj;
       p2[theta]=x[theta] +delt;  
       k1=func(p2)-fx;      for(i=1; i<= nlstate; i++){
       p2[theta]=x[theta]-delt;      for(j=1; j<i;j++){
       k2=func(p2)-fx;        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
       /*res= (k1-2.0*fx+k2)/delt/delt; */          /*s2 += param[i][j][nc]*cov[nc];*/
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */          s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
                /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
 #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);        ps[i][j]=s2;
 #endif        /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */      }
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){      for(j=i+1; j<=nlstate+ndeath;j++){
         k=kmax;        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];
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */          /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
         k=kmax; l=lmax*10.;        }
       }        ps[i][j]=s2;
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){      }
         delts=delt;    }
       }      /*ps[3][2]=1;*/
     }  
   }    for(i=1; i<= nlstate; i++){
   delti[theta]=delts;       s1=0;
   return res;      for(j=1; j<i; j++)
          s1+=exp(ps[i][j]);
 }      for(j=i+1; j<=nlstate+ndeath; j++)
         s1+=exp(ps[i][j]);
 double hessij( double x[], double delti[], int thetai,int thetaj)      ps[i][i]=1./(s1+1.);
 {      for(j=1; j<i; j++)
   int i;        ps[i][j]= exp(ps[i][j])*ps[i][i];
   int l=1, l1, lmax=20;      for(j=i+1; j<=nlstate+ndeath; j++)
   double k1,k2,k3,k4,res,fx;        ps[i][j]= exp(ps[i][j])*ps[i][i];
   double p2[NPARMAX+1];      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
   int k;    } /* end i */
   
   fx=func(x);    for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
   for (k=1; k<=2; k++) {      for(jj=1; jj<= nlstate+ndeath; jj++){
     for (i=1;i<=npar;i++) p2[i]=x[i];        ps[ii][jj]=0;
     p2[thetai]=x[thetai]+delti[thetai]/k;        ps[ii][ii]=1;
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;      }
     k1=func(p2)-fx;    }
    
     p2[thetai]=x[thetai]+delti[thetai]/k;  
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
     k2=func(p2)-fx;      for(jj=1; jj<= nlstate+ndeath; jj++){
         printf("%lf ",ps[ii][jj]);
     p2[thetai]=x[thetai]-delti[thetai]/k;     }
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;      printf("\n ");
     k3=func(p2)-fx;      }
        printf("\n ");printf("%lf ",cov[2]);*/
     p2[thetai]=x[thetai]-delti[thetai]/k;  /*
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;    for(i=1; i<= npar; i++) printf("%f ",x[i]);
     k4=func(p2)-fx;    goto end;*/
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */      return ps;
 #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);  
 #endif  /**************** Product of 2 matrices ******************/
   }  
   return res;  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
 }  {
     /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
 /************** Inverse of matrix **************/       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
 void ludcmp(double **a, int n, int *indx, double *d)    /* in, b, out are matrice of pointers which should have been initialized 
 {       before: only the contents of out is modified. The function returns
   int i,imax,j,k;       a pointer to pointers identical to out */
   double big,dum,sum,temp;    long i, j, k;
   double *vv;    for(i=nrl; i<= nrh; i++)
        for(k=ncolol; k<=ncoloh; k++)
   vv=vector(1,n);        for(j=ncl,out[i][k]=0.; j<=nch; j++)
   *d=1.0;          out[i][k] +=in[i][j]*b[j][k];
   for (i=1;i<=n;i++) {  
     big=0.0;    return out;
     for (j=1;j<=n;j++)  }
       if ((temp=fabs(a[i][j])) > big) big=temp;  
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");  
     vv[i]=1.0/big;  /************* Higher Matrix Product ***************/
   }  
   for (j=1;j<=n;j++) {  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
     for (i=1;i<j;i++) {  {
       sum=a[i][j];    /* Computes the transition matrix starting at age 'age' over 
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];       'nhstepm*hstepm*stepm' months (i.e. until
       a[i][j]=sum;       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
     }       nhstepm*hstepm matrices. 
     big=0.0;       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
     for (i=j;i<=n;i++) {       (typically every 2 years instead of every month which is too big 
       sum=a[i][j];       for the memory).
       for (k=1;k<j;k++)       Model is determined by parameters x and covariates have to be 
         sum -= a[i][k]*a[k][j];       included manually here. 
       a[i][j]=sum;  
       if ( (dum=vv[i]*fabs(sum)) >= big) {       */
         big=dum;  
         imax=i;    int i, j, d, h, k;
       }    double **out, cov[NCOVMAX];
     }    double **newm;
     if (j != imax) {  
       for (k=1;k<=n;k++) {    /* Hstepm could be zero and should return the unit matrix */
         dum=a[imax][k];    for (i=1;i<=nlstate+ndeath;i++)
         a[imax][k]=a[j][k];      for (j=1;j<=nlstate+ndeath;j++){
         a[j][k]=dum;        oldm[i][j]=(i==j ? 1.0 : 0.0);
       }        po[i][j][0]=(i==j ? 1.0 : 0.0);
       *d = -(*d);      }
       vv[imax]=vv[j];    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     }    for(h=1; h <=nhstepm; h++){
     indx[j]=imax;      for(d=1; d <=hstepm; d++){
     if (a[j][j] == 0.0) a[j][j]=TINY;        newm=savm;
     if (j != n) {        /* Covariates have to be included here again */
       dum=1.0/(a[j][j]);        cov[1]=1.;
       for (i=j+1;i<=n;i++) a[i][j] *= dum;        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++)
   free_vector(vv,1,n);  /* Doesn't work */          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
 ;        for (k=1; k<=cptcovprod;k++)
 }          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
   
 void lubksb(double **a, int n, int *indx, double b[])  
 {        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
   int i,ii=0,ip,j;        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
   double sum;        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
                       pmij(pmmij,cov,ncovmodel,x,nlstate));
   for (i=1;i<=n;i++) {        savm=oldm;
     ip=indx[i];        oldm=newm;
     sum=b[ip];      }
     b[ip]=b[i];      for(i=1; i<=nlstate+ndeath; i++)
     if (ii)        for(j=1;j<=nlstate+ndeath;j++) {
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];          po[i][j][h]=newm[i][j];
     else if (sum) ii=i;          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
     b[i]=sum;           */
   }        }
   for (i=n;i>=1;i--) {    } /* end h */
     sum=b[i];    return po;
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];  }
     b[i]=sum/a[i][i];  
   }  
 }  /*************** log-likelihood *************/
   double func( double *x)
 /************ Frequencies ********************/  {
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)    int i, ii, j, k, mi, d, kk;
 {  /* Some frequencies */    double l, ll[NLSTATEMAX], cov[NCOVMAX];
      double **out;
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;    double sw; /* Sum of weights */
   double ***freq; /* Frequencies */    double lli; /* Individual log likelihood */
   double *pp;    int s1, s2;
   double pos;    double bbh, survp;
   FILE *ficresp;    long ipmx;
   char fileresp[FILENAMELENGTH];    /*extern weight */
     /* We are differentiating ll according to initial status */
   pp=vector(1,nlstate);    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
     /*for(i=1;i<imx;i++) 
   strcpy(fileresp,"p");      printf(" %d\n",s[4][i]);
   strcat(fileresp,fileres);    */
   if((ficresp=fopen(fileresp,"w"))==NULL) {    cov[1]=1.;
     printf("Problem with prevalence resultfile: %s\n", fileresp);  
     exit(0);    for(k=1; k<=nlstate; k++) ll[k]=0.;
   }  
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);    if(mle==1){
   j1=0;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   j=cptcoveff;        for(mi=1; mi<= wav[i]-1; mi++){
   if (cptcovn<1) {j=1;ncodemax[1]=1;}          for (ii=1;ii<=nlstate+ndeath;ii++)
             for (j=1;j<=nlstate+ndeath;j++){
   for(k1=1; k1<=j;k1++){              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
    for(i1=1; i1<=ncodemax[k1];i1++){              savm[ii][j]=(ii==j ? 1.0 : 0.0);
        j1++;            }
        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);          for(d=0; d<dh[mi][i]; d++){
          scanf("%d", i);*/            newm=savm;
         for (i=-1; i<=nlstate+ndeath; i++)              cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
          for (jk=-1; jk<=nlstate+ndeath; jk++)              for (kk=1; kk<=cptcovage;kk++) {
            for(m=agemin; m <= agemax+3; m++)              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
              freq[i][jk][m]=0;            }
                    out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
        for (i=1; i<=imx; i++) {                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
          bool=1;            savm=oldm;
          if  (cptcovn>0) {            oldm=newm;
            for (z1=1; z1<=cptcoveff; z1++)          } /* end mult */
              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])        
                bool=0;          /*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.
           if (bool==1) {           * If stepm is larger than one month (smallest stepm) and if the exact delay 
            for(m=firstpass; m<=lastpass-1; m++){           * (in months) between two waves is not a multiple of stepm, we rounded to 
              if(agev[m][i]==0) agev[m][i]=agemax+1;           * the nearest (and in case of equal distance, to the lowest) interval but now
              if(agev[m][i]==1) agev[m][i]=agemax+2;           * we keep into memory the bias bh[mi][i] and also the previous matrix product
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];           * 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
          }           * -stepm/2 to stepm/2 .
        }           * For stepm=1 the results are the same as for previous versions of Imach.
         if  (cptcovn>0) {           * For stepm > 1 the results are less biased than in previous versions. 
          fprintf(ficresp, "\n#********** Variable ");           */
          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);          s1=s[mw[mi][i]][i];
        fprintf(ficresp, "**********\n#");          s2=s[mw[mi+1][i]][i];
         }          bbh=(double)bh[mi][i]/(double)stepm; 
        for(i=1; i<=nlstate;i++)          /* bias is positive if real duration
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);           * is higher than the multiple of stepm and negative otherwise.
        fprintf(ficresp, "\n");           */
                  /* 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=(int)agemin; i <= (int)agemax+3; i++){          if( s2 > nlstate){ 
     if(i==(int)agemax+3)            /* i.e. if s2 is a death state and if the date of death is known then the contribution
       printf("Total");               to the likelihood is the probability to die between last step unit time and current 
     else               step unit time, which is also the differences between probability to die before dh 
       printf("Age %d", i);               and probability to die before dh-stepm . 
     for(jk=1; jk <=nlstate ; jk++){               In version up to 0.92 likelihood was computed
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)          as if date of death was unknown. Death was treated as any other
         pp[jk] += freq[jk][m][i];          health state: the date of the interview describes the actual state
     }          and not the date of a change in health state. The former idea was
     for(jk=1; jk <=nlstate ; jk++){          to consider that at each interview the state was recorded
       for(m=-1, pos=0; m <=0 ; m++)          (healthy, disable or death) and IMaCh was corrected; but when we
         pos += freq[jk][m][i];          introduced the exact date of death then we should have modified
       if(pp[jk]>=1.e-10)          the contribution of an exact death to the likelihood. This new
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);          contribution is smaller and very dependent of the step unit
       else          stepm. It is no more the probability to die between last interview
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);          and month of death but the probability to survive from last
     }          interview up to one month before death multiplied by the
     for(jk=1; jk <=nlstate ; jk++){          probability to die within a month. Thanks to Chris
       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)          Jackson for correcting this bug.  Former versions increased
         pp[jk] += freq[jk][m][i];          mortality artificially. The bad side is that we add another loop
     }          which slows down the processing. The difference can be up to 10%
     for(jk=1,pos=0; jk <=nlstate ; jk++)          lower mortality.
       pos += pp[jk];            */
     for(jk=1; jk <=nlstate ; jk++){            lli=log(out[s1][s2] - savm[s1][s2]);
       if(pos>=1.e-5)          }else{
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
       else            /*  lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2]));*/ /* linear interpolation */
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);          } 
       if( i <= (int) agemax){          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
         if(pos>=1.e-5)          /*if(lli ==000.0)*/
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);          /*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); */
       else          ipmx +=1;
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);          sw += weight[i];
       }          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     }        } /* end of wave */
     for(jk=-1; jk <=nlstate+ndeath; jk++)      } /* end of individual */
       for(m=-1; m <=nlstate+ndeath; m++)    }  else if(mle==2){
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     if(i <= (int) agemax)        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       fprintf(ficresp,"\n");        for(mi=1; mi<= wav[i]-1; mi++){
     printf("\n");          for (ii=1;ii<=nlstate+ndeath;ii++)
     }            for (j=1;j<=nlstate+ndeath;j++){
     }              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
  }              savm[ii][j]=(ii==j ? 1.0 : 0.0);
              }
   fclose(ficresp);          for(d=0; d<=dh[mi][i]; d++){
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);            newm=savm;
   free_vector(pp,1,nlstate);            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
             for (kk=1; kk<=cptcovage;kk++) {
 }  /* End of Freq */              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
             }
 /************* Waves Concatenation ***************/            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
                          1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)            savm=oldm;
 {            oldm=newm;
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.          } /* end mult */
      Death is a valid wave (if date is known).        
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i          s1=s[mw[mi][i]][i];
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]          s2=s[mw[mi+1][i]][i];
      and mw[mi+1][i]. dh depends on stepm.          bbh=(double)bh[mi][i]/(double)stepm; 
      */          lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
           ipmx +=1;
   int i, mi, m;          sw += weight[i];
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
      double sum=0., jmean=0.;*/        } /* end of wave */
       } /* end of individual */
   int j, k=0,jk, ju, jl;    }  else if(mle==3){  /* exponential inter-extrapolation */
   double sum=0.;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   jmin=1e+5;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   jmax=-1;        for(mi=1; mi<= wav[i]-1; mi++){
   jmean=0.;          for (ii=1;ii<=nlstate+ndeath;ii++)
   for(i=1; i<=imx; i++){            for (j=1;j<=nlstate+ndeath;j++){
     mi=0;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     m=firstpass;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     while(s[m][i] <= nlstate){            }
       if(s[m][i]>=1)          for(d=0; d<dh[mi][i]; d++){
         mw[++mi][i]=m;            newm=savm;
       if(m >=lastpass)            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
         break;            for (kk=1; kk<=cptcovage;kk++) {
       else              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
         m++;            }
     }/* end while */            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     if (s[m][i] > nlstate){                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       mi++;     /* Death is another wave */            savm=oldm;
       /* if(mi==0)  never been interviewed correctly before death */            oldm=newm;
          /* Only death is a correct wave */          } /* end mult */
       mw[mi][i]=m;        
     }          s1=s[mw[mi][i]][i];
           s2=s[mw[mi+1][i]][i];
     wav[i]=mi;          bbh=(double)bh[mi][i]/(double)stepm; 
     if(mi==0)          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 */
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);          ipmx +=1;
   }          sw += weight[i];
           ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   for(i=1; i<=imx; i++){        } /* end of wave */
     for(mi=1; mi<wav[i];mi++){      } /* end of individual */
       if (stepm <=0)    }else if (mle==4){  /* ml=4 no inter-extrapolation */
         dh[mi][i]=1;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
       else{        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         if (s[mw[mi+1][i]][i] > nlstate) {        for(mi=1; mi<= wav[i]-1; mi++){
           if (agedc[i] < 2*AGESUP) {          for (ii=1;ii<=nlstate+ndeath;ii++)
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);            for (j=1;j<=nlstate+ndeath;j++){
           if(j==0) j=1;  /* Survives at least one month after exam */              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
           k=k+1;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
           if (j >= jmax) jmax=j;            }
           if (j <= jmin) jmin=j;          for(d=0; d<dh[mi][i]; d++){
           sum=sum+j;            newm=savm;
           /* if (j<10) printf("j=%d num=%d ",j,i); */            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
           }            for (kk=1; kk<=cptcovage;kk++) {
         }              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
         else{            }
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));          
           k=k+1;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
           if (j >= jmax) jmax=j;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
           else if (j <= jmin)jmin=j;            savm=oldm;
           /*   if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */            oldm=newm;
           sum=sum+j;          } /* end mult */
         }        
         jk= j/stepm;          s1=s[mw[mi][i]][i];
         jl= j -jk*stepm;          s2=s[mw[mi+1][i]][i];
         ju= j -(jk+1)*stepm;          if( s2 > nlstate){ 
         if(jl <= -ju)            lli=log(out[s1][s2] - savm[s1][s2]);
           dh[mi][i]=jk;          }else{
         else            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
           dh[mi][i]=jk+1;          }
         if(dh[mi][i]==0)          ipmx +=1;
           dh[mi][i]=1; /* At least one step */          sw += weight[i];
       }          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     }  /*      printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
   }        } /* end of wave */
   jmean=sum/k;      } /* end of individual */
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
  }      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 /*********** Tricode ****************************/        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 void tricode(int *Tvar, int **nbcode, int imx)        for(mi=1; mi<= wav[i]-1; mi++){
 {          for (ii=1;ii<=nlstate+ndeath;ii++)
   int Ndum[20],ij=1, k, j, i;            for (j=1;j<=nlstate+ndeath;j++){
   int cptcode=0;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   cptcoveff=0;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
              }
   for (k=0; k<19; k++) Ndum[k]=0;          for(d=0; d<dh[mi][i]; d++){
   for (k=1; k<=7; k++) ncodemax[k]=0;            newm=savm;
             cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {            for (kk=1; kk<=cptcovage;kk++) {
     for (i=1; i<=imx; i++) {              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       ij=(int)(covar[Tvar[j]][i]);            }
       Ndum[ij]++;          
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       if (ij > cptcode) cptcode=ij;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     }            savm=oldm;
             oldm=newm;
     for (i=0; i<=cptcode; i++) {          } /* end mult */
       if(Ndum[i]!=0) ncodemax[j]++;        
     }          s1=s[mw[mi][i]][i];
     ij=1;          s2=s[mw[mi+1][i]][i];
           lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
           ipmx +=1;
     for (i=1; i<=ncodemax[j]; i++) {          sw += weight[i];
       for (k=0; k<=19; k++) {          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         if (Ndum[k] != 0) {          /*printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]);*/
           nbcode[Tvar[j]][ij]=k;        } /* end of wave */
           ij++;      } /* end of individual */
         }    } /* End of if */
         if (ij > ncodemax[j]) break;    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
       }      /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
     }    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
   }      return -l;
   }
  for (k=0; k<19; k++) Ndum[k]=0;  
   /*************** log-likelihood *************/
  for (i=1; i<=ncovmodel-2; i++) {  double funcone( double *x)
       ij=Tvar[i];  {
       Ndum[ij]++;    /* Same as likeli but slower because of a lot of printf and if */
     }    int i, ii, j, k, mi, d, kk;
     double l, ll[NLSTATEMAX], cov[NCOVMAX];
  ij=1;    double **out;
  for (i=1; i<=10; i++) {    double lli; /* Individual log likelihood */
    if((Ndum[i]!=0) && (i<=ncov)){    double llt;
      Tvaraff[ij]=i;    int s1, s2;
      ij++;    double bbh, survp;
    }    /*extern weight */
  }    /* We are differentiating ll according to initial status */
      /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
     cptcoveff=ij-1;    /*for(i=1;i<imx;i++) 
 }      printf(" %d\n",s[4][i]);
     */
 /*********** Health Expectancies ****************/    cov[1]=1.;
   
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)    for(k=1; k<=nlstate; k++) ll[k]=0.;
 {  
   /* Health expectancies */    for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   int i, j, nhstepm, hstepm, h;      for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   double age, agelim,hf;      for(mi=1; mi<= wav[i]-1; mi++){
   double ***p3mat;        for (ii=1;ii<=nlstate+ndeath;ii++)
            for (j=1;j<=nlstate+ndeath;j++){
   fprintf(ficreseij,"# Health expectancies\n");            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   fprintf(ficreseij,"# Age");            savm[ii][j]=(ii==j ? 1.0 : 0.0);
   for(i=1; i<=nlstate;i++)          }
     for(j=1; j<=nlstate;j++)        for(d=0; d<dh[mi][i]; d++){
       fprintf(ficreseij," %1d-%1d",i,j);          newm=savm;
   fprintf(ficreseij,"\n");          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
           for (kk=1; kk<=cptcovage;kk++) {
   hstepm=1*YEARM; /*  Every j years of age (in month) */            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */          }
           out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   agelim=AGESUP;                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */          savm=oldm;
     /* nhstepm age range expressed in number of stepm */          oldm=newm;
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);        } /* end mult */
     /* Typically if 20 years = 20*12/6=40 stepm */        
     if (stepm >= YEARM) hstepm=1;        s1=s[mw[mi][i]][i];
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */        s2=s[mw[mi+1][i]][i];
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        bbh=(double)bh[mi][i]/(double)stepm; 
     /* Computed by stepm unit matrices, product of hstepm matrices, stored        /* bias is positive if real duration
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */         * is higher than the multiple of stepm and negative otherwise.
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);           */
         if( s2 > nlstate && (mle <5) ){  /* Jackson */
           lli=log(out[s1][s2] - savm[s1][s2]);
     for(i=1; i<=nlstate;i++)        } else if (mle==1){
       for(j=1; j<=nlstate;j++)          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){        } else if(mle==2){
           eij[i][j][(int)age] +=p3mat[i][j][h];          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 */
         }        } else if(mle==3){  /* exponential inter-extrapolation */
              lli= (savm[s1][s2]>(double)1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
     hf=1;        } else if (mle==4){  /* mle=4 no inter-extrapolation */
     if (stepm >= YEARM) hf=stepm/YEARM;          lli=log(out[s1][s2]); /* Original formula */
     fprintf(ficreseij,"%.0f",age );        } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
     for(i=1; i<=nlstate;i++)          lli=log(out[s1][s2]); /* Original formula */
       for(j=1; j<=nlstate;j++){        } /* End of if */
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);        ipmx +=1;
       }        sw += weight[i];
     fprintf(ficreseij,"\n");        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  /*       printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
   }        if(globpr){
 }          fprintf(ficresilk,"%9d %6d %1d %1d %1d %1d %3d %10.6f %6.4f\
    %10.6f %10.6f %10.6f ", \
 /************ Variance ******************/                  num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
 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)                  2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
 {          for(k=1,llt=0.,l=0.; k<=nlstate; k++){
   /* Variance of health expectancies */            llt +=ll[k]*gipmx/gsw;
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/            fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
   double **newm;          }
   double **dnewm,**doldm;          fprintf(ficresilk," %10.6f\n", -llt);
   int i, j, nhstepm, hstepm, h;        }
   int k, cptcode;      } /* end of wave */
   double *xp;    } /* end of individual */
   double **gp, **gm;    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
   double ***gradg, ***trgradg;    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
   double ***p3mat;    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
   double age,agelim;    if(globpr==0){ /* First time we count the contributions and weights */
   int theta;      gipmx=ipmx;
       gsw=sw;
    fprintf(ficresvij,"# Covariances of life expectancies\n");    }
   fprintf(ficresvij,"# Age");    return -l;
   for(i=1; i<=nlstate;i++)  }
     for(j=1; j<=nlstate;j++)  
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);  
   fprintf(ficresvij,"\n");  /*************** function likelione ***********/
   void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
   xp=vector(1,npar);  {
   dnewm=matrix(1,nlstate,1,npar);    /* This routine should help understanding what is done with 
   doldm=matrix(1,nlstate,1,nlstate);       the selection of individuals/waves and
         to check the exact contribution to the likelihood.
   hstepm=1*YEARM; /* Every year of age */       Plotting could be done.
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */     */
   agelim = AGESUP;    int k;
   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(*globpri !=0){ /* Just counts and sums, no printings */
     if (stepm >= YEARM) hstepm=1;      strcpy(fileresilk,"ilk"); 
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */      strcat(fileresilk,fileres);
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      if((ficresilk=fopen(fileresilk,"w"))==NULL) {
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);        printf("Problem with resultfile: %s\n", fileresilk);
     gp=matrix(0,nhstepm,1,nlstate);        fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
     gm=matrix(0,nhstepm,1,nlstate);      }
       fprintf(ficresilk, "#individual(line's_record) s1 s2 wave# effective_wave# number_of_matrices_product pij weight -2ln(pij)*weight 0pij_x 0pij_(x-stepm) cumulating_loglikeli_by_health_state(reweighted=-2ll*weightXnumber_of_contribs/sum_of_weights) and_total\n");
     for(theta=1; theta <=npar; theta++){      fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
       for(i=1; i<=npar; i++){ /* Computes gradient */      /*  i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
         xp[i] = x[i] + (i==theta ?delti[theta]:0);      for(k=1; k<=nlstate; k++) 
       }        fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);        fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    }
       for(j=1; j<= nlstate; j++){  
         for(h=0; h<=nhstepm; h++){    *fretone=(*funcone)(p);
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)    if(*globpri !=0){
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];      fclose(ficresilk);
         }      fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
       }      fflush(fichtm); 
        } 
       for(i=1; i<=npar; i++) /* Computes gradient */    return;
         xp[i] = x[i] - (i==theta ?delti[theta]:0);  }
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);    
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);  
       for(j=1; j<= nlstate; j++){  /*********** Maximum Likelihood Estimation ***************/
         for(h=0; h<=nhstepm; h++){  
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];  {
         }    int i,j, iter;
       }    double **xi;
       for(j=1; j<= nlstate; j++)    double fret;
         for(h=0; h<=nhstepm; h++){    double fretone; /* Only one call to likelihood */
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];    char filerespow[FILENAMELENGTH];
         }    xi=matrix(1,npar,1,npar);
     } /* End theta */    for (i=1;i<=npar;i++)
       for (j=1;j<=npar;j++)
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);        xi[i][j]=(i==j ? 1.0 : 0.0);
     printf("Powell\n");  fprintf(ficlog,"Powell\n");
     for(h=0; h<=nhstepm; h++)    strcpy(filerespow,"pow"); 
       for(j=1; j<=nlstate;j++)    strcat(filerespow,fileres);
         for(theta=1; theta <=npar; theta++)    if((ficrespow=fopen(filerespow,"w"))==NULL) {
           trgradg[h][j][theta]=gradg[h][theta][j];      printf("Problem with resultfile: %s\n", filerespow);
       fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
     for(i=1;i<=nlstate;i++)    }
       for(j=1;j<=nlstate;j++)    fprintf(ficrespow,"# Powell\n# iter -2*LL");
         vareij[i][j][(int)age] =0.;    for (i=1;i<=nlstate;i++)
     for(h=0;h<=nhstepm;h++){      for(j=1;j<=nlstate+ndeath;j++)
       for(k=0;k<=nhstepm;k++){        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);    fprintf(ficrespow,"\n");
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);  
         for(i=1;i<=nlstate;i++)    powell(p,xi,npar,ftol,&iter,&fret,func);
           for(j=1;j<=nlstate;j++)  
             vareij[i][j][(int)age] += doldm[i][j];    fclose(ficrespow);
       }    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
     }    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
     h=1;    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
     if (stepm >= YEARM) h=stepm/YEARM;  
     fprintf(ficresvij,"%.0f ",age );  }
     for(i=1; i<=nlstate;i++)  
       for(j=1; j<=nlstate;j++){  /**** Computes Hessian and covariance matrix ***/
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
       }  {
     fprintf(ficresvij,"\n");    double  **a,**y,*x,pd;
     free_matrix(gp,0,nhstepm,1,nlstate);    double **hess;
     free_matrix(gm,0,nhstepm,1,nlstate);    int i, j,jk;
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);    int *indx;
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);  
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    double hessii(double p[], double delta, int theta, double delti[]);
   } /* End age */    double hessij(double p[], double delti[], int i, int j);
      void lubksb(double **a, int npar, int *indx, double b[]) ;
   free_vector(xp,1,npar);    void ludcmp(double **a, int npar, int *indx, double *d) ;
   free_matrix(doldm,1,nlstate,1,npar);  
   free_matrix(dnewm,1,nlstate,1,nlstate);    hess=matrix(1,npar,1,npar);
   
 }    printf("\nCalculation of the hessian matrix. Wait...\n");
     fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
 /************ Variance of prevlim ******************/    for (i=1;i<=npar;i++){
 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)      printf("%d",i);fflush(stdout);
 {      fprintf(ficlog,"%d",i);fflush(ficlog);
   /* Variance of prevalence limit */      hess[i][i]=hessii(p,ftolhess,i,delti);
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/      /*printf(" %f ",p[i]);*/
   double **newm;      /*printf(" %lf ",hess[i][i]);*/
   double **dnewm,**doldm;    }
   int i, j, nhstepm, hstepm;    
   int k, cptcode;    for (i=1;i<=npar;i++) {
   double *xp;      for (j=1;j<=npar;j++)  {
   double *gp, *gm;        if (j>i) { 
   double **gradg, **trgradg;          printf(".%d%d",i,j);fflush(stdout);
   double age,agelim;          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
   int theta;          hess[i][j]=hessij(p,delti,i,j);
              hess[j][i]=hess[i][j];    
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");          /*printf(" %lf ",hess[i][j]);*/
   fprintf(ficresvpl,"# Age");        }
   for(i=1; i<=nlstate;i++)      }
       fprintf(ficresvpl," %1d-%1d",i,i);    }
   fprintf(ficresvpl,"\n");    printf("\n");
     fprintf(ficlog,"\n");
   xp=vector(1,npar);  
   dnewm=matrix(1,nlstate,1,npar);    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
   doldm=matrix(1,nlstate,1,nlstate);    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
      
   hstepm=1*YEARM; /* Every year of age */    a=matrix(1,npar,1,npar);
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    y=matrix(1,npar,1,npar);
   agelim = AGESUP;    x=vector(1,npar);
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    indx=ivector(1,npar);
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    for (i=1;i<=npar;i++)
     if (stepm >= YEARM) hstepm=1;      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    ludcmp(a,npar,indx,&pd);
     gradg=matrix(1,npar,1,nlstate);  
     gp=vector(1,nlstate);    for (j=1;j<=npar;j++) {
     gm=vector(1,nlstate);      for (i=1;i<=npar;i++) x[i]=0;
       x[j]=1;
     for(theta=1; theta <=npar; theta++){      lubksb(a,npar,indx,x);
       for(i=1; i<=npar; i++){ /* Computes gradient */      for (i=1;i<=npar;i++){ 
         xp[i] = x[i] + (i==theta ?delti[theta]:0);        matcov[i][j]=x[i];
       }      }
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    }
       for(i=1;i<=nlstate;i++)  
         gp[i] = prlim[i][i];    printf("\n#Hessian matrix#\n");
        fprintf(ficlog,"\n#Hessian matrix#\n");
       for(i=1; i<=npar; i++) /* Computes gradient */    for (i=1;i<=npar;i++) { 
         xp[i] = x[i] - (i==theta ?delti[theta]:0);      for (j=1;j<=npar;j++) { 
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);        printf("%.3e ",hess[i][j]);
       for(i=1;i<=nlstate;i++)        fprintf(ficlog,"%.3e ",hess[i][j]);
         gm[i] = prlim[i][i];      }
       printf("\n");
       for(i=1;i<=nlstate;i++)      fprintf(ficlog,"\n");
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];    }
     } /* End theta */  
     /* Recompute Inverse */
     trgradg =matrix(1,nlstate,1,npar);    for (i=1;i<=npar;i++)
       for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
     for(j=1; j<=nlstate;j++)    ludcmp(a,npar,indx,&pd);
       for(theta=1; theta <=npar; theta++)  
         trgradg[j][theta]=gradg[theta][j];    /*  printf("\n#Hessian matrix recomputed#\n");
   
     for(i=1;i<=nlstate;i++)    for (j=1;j<=npar;j++) {
       varpl[i][(int)age] =0.;      for (i=1;i<=npar;i++) x[i]=0;
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);      x[j]=1;
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);      lubksb(a,npar,indx,x);
     for(i=1;i<=nlstate;i++)      for (i=1;i<=npar;i++){ 
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */        y[i][j]=x[i];
         printf("%.3e ",y[i][j]);
     fprintf(ficresvpl,"%.0f ",age );        fprintf(ficlog,"%.3e ",y[i][j]);
     for(i=1; i<=nlstate;i++)      }
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));      printf("\n");
     fprintf(ficresvpl,"\n");      fprintf(ficlog,"\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);    free_matrix(a,1,npar,1,npar);
   } /* End age */    free_matrix(y,1,npar,1,npar);
     free_vector(x,1,npar);
   free_vector(xp,1,npar);    free_ivector(indx,1,npar);
   free_matrix(doldm,1,nlstate,1,npar);    free_matrix(hess,1,npar,1,npar);
   free_matrix(dnewm,1,nlstate,1,nlstate);  
   
 }  }
   
   /*************** hessian matrix ****************/
   double hessii( double x[], double delta, int theta, double delti[])
 /***********************************************/  {
 /**************** Main Program *****************/    int i;
 /***********************************************/    int l=1, lmax=20;
     double k1,k2;
 /*int main(int argc, char *argv[])*/    double p2[NPARMAX+1];
 int main()    double res;
 {    double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
     double fx;
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;    int k=0,kmax=10;
   double agedeb, agefin,hf;    double l1;
   double agemin=1.e20, agemax=-1.e20;  
     fx=func(x);
   double fret;    for (i=1;i<=npar;i++) p2[i]=x[i];
   double **xi,tmp,delta;    for(l=0 ; l <=lmax; l++){
       l1=pow(10,l);
   double dum; /* Dummy variable */      delts=delt;
   double ***p3mat;      for(k=1 ; k <kmax; k=k+1){
   int *indx;        delt = delta*(l1*k);
   char line[MAXLINE], linepar[MAXLINE];        p2[theta]=x[theta] +delt;
   char title[MAXLINE];        k1=func(p2)-fx;
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];        p2[theta]=x[theta]-delt;
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];        k2=func(p2)-fx;
   char filerest[FILENAMELENGTH];        /*res= (k1-2.0*fx+k2)/delt/delt; */
   char fileregp[FILENAMELENGTH];        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];        
   int firstobs=1, lastobs=10;  #ifdef DEBUG
   int sdeb, sfin; /* Status at beginning and end */        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);
   int c,  h , cpt,l;        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);
   int ju,jl, mi;  #endif
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
            k=kmax;
   int hstepm, nhstepm;        }
   double bage, fage, age, agelim, agebase;        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
   double ftolpl=FTOL;          k=kmax; l=lmax*10.;
   double **prlim;        }
   double *severity;        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
   double ***param; /* Matrix of parameters */          delts=delt;
   double  *p;        }
   double **matcov; /* Matrix of covariance */      }
   double ***delti3; /* Scale */    }
   double *delti; /* Scale */    delti[theta]=delts;
   double ***eij, ***vareij;    return res; 
   double **varpl; /* Variances of prevalence limits by age */    
   double *epj, vepp;  }
   char version[80]="Imach version 64b, May 2001, INED-EUROREVES ";  
   char *alph[]={"a","a","b","c","d","e"}, str[4];  double hessij( double x[], double delti[], int thetai,int thetaj)
   {
   char z[1]="c", occ;    int i;
 #include <sys/time.h>    int l=1, l1, lmax=20;
 #include <time.h>    double k1,k2,k3,k4,res,fx;
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];    double p2[NPARMAX+1];
   /* long total_usecs;    int k;
   struct timeval start_time, end_time;  
      fx=func(x);
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */    for (k=1; k<=2; k++) {
       for (i=1;i<=npar;i++) p2[i]=x[i];
       p2[thetai]=x[thetai]+delti[thetai]/k;
   printf("\nIMACH, Version 0.64b");      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
   printf("\nEnter the parameter file name: ");      k1=func(p2)-fx;
     
 #ifdef windows      p2[thetai]=x[thetai]+delti[thetai]/k;
   scanf("%s",pathtot);      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
   getcwd(pathcd, size);      k2=func(p2)-fx;
   /*cygwin_split_path(pathtot,path,optionfile);    
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/      p2[thetai]=x[thetai]-delti[thetai]/k;
   /* cutv(path,optionfile,pathtot,'\\');*/      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
       k3=func(p2)-fx;
 split(pathtot, path,optionfile);    
   chdir(path);      p2[thetai]=x[thetai]-delti[thetai]/k;
   replace(pathc,path);      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
 #endif      k4=func(p2)-fx;
 #ifdef unix      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
   scanf("%s",optionfile);  #ifdef DEBUG
 #endif      printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
       fprintf(ficlog,"%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
 /*-------- arguments in the command line --------*/  #endif
     }
   strcpy(fileres,"r");    return res;
   strcat(fileres, optionfile);  }
   
   /*---------arguments file --------*/  /************** Inverse of matrix **************/
   void ludcmp(double **a, int n, int *indx, double *d) 
   if((ficpar=fopen(optionfile,"r"))==NULL)    {  { 
     printf("Problem with optionfile %s\n",optionfile);    int i,imax,j,k; 
     goto end;    double big,dum,sum,temp; 
   }    double *vv; 
    
   strcpy(filereso,"o");    vv=vector(1,n); 
   strcat(filereso,fileres);    *d=1.0; 
   if((ficparo=fopen(filereso,"w"))==NULL) {    for (i=1;i<=n;i++) { 
     printf("Problem with Output resultfile: %s\n", filereso);goto end;      big=0.0; 
   }      for (j=1;j<=n;j++) 
         if ((temp=fabs(a[i][j])) > big) big=temp; 
   /* Reads comments: lines beginning with '#' */      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
   while((c=getc(ficpar))=='#' && c!= EOF){      vv[i]=1.0/big; 
     ungetc(c,ficpar);    } 
     fgets(line, MAXLINE, ficpar);    for (j=1;j<=n;j++) { 
     puts(line);      for (i=1;i<j;i++) { 
     fputs(line,ficparo);        sum=a[i][j]; 
   }        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
   ungetc(c,ficpar);        a[i][j]=sum; 
       } 
   fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncov, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);      big=0.0; 
   printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate,ndeath, maxwav, mle, weightopt,model);      for (i=j;i<=n;i++) { 
   fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncov,nlstate,ndeath,maxwav, mle, weightopt,model);        sum=a[i][j]; 
         for (k=1;k<j;k++) 
   covar=matrix(0,NCOVMAX,1,n);          sum -= a[i][k]*a[k][j]; 
   cptcovn=0;        a[i][j]=sum; 
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;        if ( (dum=vv[i]*fabs(sum)) >= big) { 
           big=dum; 
   ncovmodel=2+cptcovn;          imax=i; 
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */        } 
        } 
   /* Read guess parameters */      if (j != imax) { 
   /* Reads comments: lines beginning with '#' */        for (k=1;k<=n;k++) { 
   while((c=getc(ficpar))=='#' && c!= EOF){          dum=a[imax][k]; 
     ungetc(c,ficpar);          a[imax][k]=a[j][k]; 
     fgets(line, MAXLINE, ficpar);          a[j][k]=dum; 
     puts(line);        } 
     fputs(line,ficparo);        *d = -(*d); 
   }        vv[imax]=vv[j]; 
   ungetc(c,ficpar);      } 
        indx[j]=imax; 
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);      if (a[j][j] == 0.0) a[j][j]=TINY; 
     for(i=1; i <=nlstate; i++)      if (j != n) { 
     for(j=1; j <=nlstate+ndeath-1; j++){        dum=1.0/(a[j][j]); 
       fscanf(ficpar,"%1d%1d",&i1,&j1);        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
       fprintf(ficparo,"%1d%1d",i1,j1);      } 
       printf("%1d%1d",i,j);    } 
       for(k=1; k<=ncovmodel;k++){    free_vector(vv,1,n);  /* Doesn't work */
         fscanf(ficpar," %lf",&param[i][j][k]);  ;
         printf(" %lf",param[i][j][k]);  } 
         fprintf(ficparo," %lf",param[i][j][k]);  
       }  void lubksb(double **a, int n, int *indx, double b[]) 
       fscanf(ficpar,"\n");  { 
       printf("\n");    int i,ii=0,ip,j; 
       fprintf(ficparo,"\n");    double sum; 
     }   
      for (i=1;i<=n;i++) { 
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel;      ip=indx[i]; 
       sum=b[ip]; 
   p=param[1][1];      b[ip]=b[i]; 
        if (ii) 
   /* Reads comments: lines beginning with '#' */        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
   while((c=getc(ficpar))=='#' && c!= EOF){      else if (sum) ii=i; 
     ungetc(c,ficpar);      b[i]=sum; 
     fgets(line, MAXLINE, ficpar);    } 
     puts(line);    for (i=n;i>=1;i--) { 
     fputs(line,ficparo);      sum=b[i]; 
   }      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
   ungetc(c,ficpar);      b[i]=sum/a[i][i]; 
     } 
   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++){  /************ Frequencies ********************/
     for(j=1; j <=nlstate+ndeath-1; j++){  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)
       fscanf(ficpar,"%1d%1d",&i1,&j1);  {  /* Some frequencies */
       printf("%1d%1d",i,j);    
       fprintf(ficparo,"%1d%1d",i1,j1);    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
       for(k=1; k<=ncovmodel;k++){    int first;
         fscanf(ficpar,"%le",&delti3[i][j][k]);    double ***freq; /* Frequencies */
         printf(" %le",delti3[i][j][k]);    double *pp, **prop;
         fprintf(ficparo," %le",delti3[i][j][k]);    double pos,posprop, k2, dateintsum=0,k2cpt=0;
       }    FILE *ficresp;
       fscanf(ficpar,"\n");    char fileresp[FILENAMELENGTH];
       printf("\n");    
       fprintf(ficparo,"\n");    pp=vector(1,nlstate);
     }    prop=matrix(1,nlstate,iagemin,iagemax+3);
   }    strcpy(fileresp,"p");
   delti=delti3[1][1];    strcat(fileresp,fileres);
      if((ficresp=fopen(fileresp,"w"))==NULL) {
   /* Reads comments: lines beginning with '#' */      printf("Problem with prevalence resultfile: %s\n", fileresp);
   while((c=getc(ficpar))=='#' && c!= EOF){      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
     ungetc(c,ficpar);      exit(0);
     fgets(line, MAXLINE, ficpar);    }
     puts(line);    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
     fputs(line,ficparo);    j1=0;
   }    
   ungetc(c,ficpar);    j=cptcoveff;
      if (cptcovn<1) {j=1;ncodemax[1]=1;}
   matcov=matrix(1,npar,1,npar);  
   for(i=1; i <=npar; i++){    first=1;
     fscanf(ficpar,"%s",&str);  
     printf("%s",str);    for(k1=1; k1<=j;k1++){
     fprintf(ficparo,"%s",str);      for(i1=1; i1<=ncodemax[k1];i1++){
     for(j=1; j <=i; j++){        j1++;
       fscanf(ficpar," %le",&matcov[i][j]);        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
       printf(" %.5le",matcov[i][j]);          scanf("%d", i);*/
       fprintf(ficparo," %.5le",matcov[i][j]);        for (i=-1; i<=nlstate+ndeath; i++)  
     }          for (jk=-1; jk<=nlstate+ndeath; jk++)  
     fscanf(ficpar,"\n");            for(m=iagemin; m <= iagemax+3; m++)
     printf("\n");              freq[i][jk][m]=0;
     fprintf(ficparo,"\n");  
   }      for (i=1; i<=nlstate; i++)  
   for(i=1; i <=npar; i++)        for(m=iagemin; m <= iagemax+3; m++)
     for(j=i+1;j<=npar;j++)          prop[i][m]=0;
       matcov[i][j]=matcov[j][i];        
            dateintsum=0;
   printf("\n");        k2cpt=0;
         for (i=1; i<=imx; i++) {
           bool=1;
     /*-------- data file ----------*/          if  (cptcovn>0) {
     if((ficres =fopen(fileres,"w"))==NULL) {            for (z1=1; z1<=cptcoveff; z1++) 
       printf("Problem with resultfile: %s\n", fileres);goto end;              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
     }                bool=0;
     fprintf(ficres,"#%s\n",version);          }
              if (bool==1){
     if((fic=fopen(datafile,"r"))==NULL)    {            for(m=firstpass; m<=lastpass; m++){
       printf("Problem with datafile: %s\n", datafile);goto end;              k2=anint[m][i]+(mint[m][i]/12.);
     }              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
                 if(agev[m][i]==0) agev[m][i]=iagemax+1;
     n= lastobs;                if(agev[m][i]==1) agev[m][i]=iagemax+2;
     severity = vector(1,maxwav);                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
     outcome=imatrix(1,maxwav+1,1,n);                if (m<lastpass) {
     num=ivector(1,n);                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
     moisnais=vector(1,n);                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
     annais=vector(1,n);                }
     moisdc=vector(1,n);                
     andc=vector(1,n);                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
     agedc=vector(1,n);                  dateintsum=dateintsum+k2;
     cod=ivector(1,n);                  k2cpt++;
     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);        }
     adl=imatrix(1,maxwav+1,1,n);             
     tab=ivector(1,NCOVMAX);        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
     ncodemax=ivector(1,8);  
         if  (cptcovn>0) {
     i=1;          fprintf(ficresp, "\n#********** Variable "); 
     while (fgets(line, MAXLINE, fic) != NULL)    {          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
       if ((i >= firstobs) && (i <=lastobs)) {          fprintf(ficresp, "**********\n#");
                }
         for (j=maxwav;j>=1;j--){        for(i=1; i<=nlstate;i++) 
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
           strcpy(line,stra);        fprintf(ficresp, "\n");
           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(i=iagemin; i <= iagemax+3; i++){
         }          if(i==iagemax+3){
                    fprintf(ficlog,"Total");
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);          }else{
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);            if(first==1){
               first=0;
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);              printf("See log file for details...\n");
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);            }
             fprintf(ficlog,"Age %d", i);
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);          }
         for (j=ncov;j>=1;j--){          for(jk=1; jk <=nlstate ; jk++){
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
         }              pp[jk] += freq[jk][m][i]; 
         num[i]=atol(stra);          }
                  for(jk=1; jk <=nlstate ; jk++){
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){            for(m=-1, pos=0; m <=0 ; m++)
           printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/              pos += freq[jk][m][i];
             if(pp[jk]>=1.e-10){
         i=i+1;              if(first==1){
       }              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
     }              }
     /* printf("ii=%d", ij);              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
        scanf("%d",i);*/            }else{
   imx=i-1; /* Number of individuals */              if(first==1)
                 printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
   /* for (i=1; i<=imx; i++){              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
     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(jk=1; jk <=nlstate ; jk++){
   for (i=1; i<=imx; 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]));*/            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
               pp[jk] += freq[jk][m][i];
   /* Calculation of the number of parameter from char model*/          }       
   Tvar=ivector(1,15);          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
   Tprod=ivector(1,15);            pos += pp[jk];
   Tvaraff=ivector(1,15);            posprop += prop[jk][i];
   Tvard=imatrix(1,15,1,2);          }
   Tage=ivector(1,15);                for(jk=1; jk <=nlstate ; jk++){
                if(pos>=1.e-5){
   if (strlen(model) >1){              if(first==1)
     j=0, j1=0, k1=1, k2=1;                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
     j=nbocc(model,'+');              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
     j1=nbocc(model,'*');            }else{
     cptcovn=j+1;              if(first==1)
     cptcovprod=j1;                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
                  fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
                }
     strcpy(modelsav,model);            if( i <= iagemax){
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){              if(pos>=1.e-5){
       printf("Error. Non available option model=%s ",model);                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
       goto end;                /*probs[i][jk][j1]= pp[jk]/pos;*/
     }                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
                  }
     for(i=(j+1); i>=1;i--){              else
       cutv(stra,strb,modelsav,'+');                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);            }
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/          }
       /*scanf("%d",i);*/          
       if (strchr(strb,'*')) {          for(jk=-1; jk <=nlstate+ndeath; jk++)
         cutv(strd,strc,strb,'*');            for(m=-1; m <=nlstate+ndeath; m++)
         if (strcmp(strc,"age")==0) {              if(freq[jk][m][i] !=0 ) {
           cptcovprod--;              if(first==1)
           cutv(strb,stre,strd,'V');                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
           Tvar[i]=atoi(stre);                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
           cptcovage++;              }
             Tage[cptcovage]=i;          if(i <= iagemax)
             /*printf("stre=%s ", stre);*/            fprintf(ficresp,"\n");
         }          if(first==1)
         else if (strcmp(strd,"age")==0) {            printf("Others in log...\n");
           cptcovprod--;          fprintf(ficlog,"\n");
           cutv(strb,stre,strc,'V');        }
           Tvar[i]=atoi(stre);      }
           cptcovage++;    }
           Tage[cptcovage]=i;    dateintmean=dateintsum/k2cpt; 
         }   
         else {    fclose(ficresp);
           cutv(strb,stre,strc,'V');    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
           Tvar[i]=ncov+k1;    free_vector(pp,1,nlstate);
           cutv(strb,strc,strd,'V');    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
           Tprod[k1]=i;    /* End of Freq */
           Tvard[k1][1]=atoi(strc);  }
           Tvard[k1][2]=atoi(stre);  
           Tvar[cptcovn+k2]=Tvard[k1][1];  /************ Prevalence ********************/
           Tvar[cptcovn+k2+1]=Tvard[k1][2];  void prevalence(double ***probs, double agemin, double agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, int firstpass, int lastpass)
           for (k=1; k<=lastobs;k++)  {  
             covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
           k1++;       in each health status at the date of interview (if between dateprev1 and dateprev2).
           k2=k2+2;       We still use firstpass and lastpass as another selection.
         }    */
       }   
       else {    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/    double ***freq; /* Frequencies */
        /*  scanf("%d",i);*/    double *pp, **prop;
       cutv(strd,strc,strb,'V');    double pos,posprop; 
       Tvar[i]=atoi(strc);    double  y2; /* in fractional years */
       }    int iagemin, iagemax;
       strcpy(modelsav,stra);    
       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);    iagemin= (int) agemin;
         scanf("%d",i);*/    iagemax= (int) agemax;
     }    /*pp=vector(1,nlstate);*/
 }    prop=matrix(1,nlstate,iagemin,iagemax+3); 
      /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
   /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);    j1=0;
   printf("cptcovprod=%d ", cptcovprod);    
   scanf("%d ",i);*/    j=cptcoveff;
     fclose(fic);    if (cptcovn<1) {j=1;ncodemax[1]=1;}
     
     /*  if(mle==1){*/    for(k1=1; k1<=j;k1++){
     if (weightopt != 1) { /* Maximisation without weights*/      for(i1=1; i1<=ncodemax[k1];i1++){
       for(i=1;i<=n;i++) weight[i]=1.0;        j1++;
     }        
     /*-calculation of age at interview from date of interview and age at death -*/        for (i=1; i<=nlstate; i++)  
     agev=matrix(1,maxwav,1,imx);          for(m=iagemin; m <= iagemax+3; m++)
             prop[i][m]=0.0;
    for (i=1; i<=imx; i++)       
      for(m=2; (m<= maxwav); m++)        for (i=1; i<=imx; i++) { /* Each individual */
        if ((mint[m][i]== 99) && (s[m][i] <= nlstate)){          bool=1;
          anint[m][i]=9999;          if  (cptcovn>0) {
          s[m][i]=-1;            for (z1=1; z1<=cptcoveff; z1++) 
        }              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
                    bool=0;
     for (i=1; i<=imx; i++)  {          } 
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);          if (bool==1) { 
       for(m=1; (m<= maxwav); m++){            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
         if(s[m][i] >0){              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
           if (s[m][i] == nlstate+1) {              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
             if(agedc[i]>0)                if(agev[m][i]==0) agev[m][i]=iagemax+1;
               if(moisdc[i]!=99 && andc[i]!=9999)                if(agev[m][i]==1) agev[m][i]=iagemax+2;
               agev[m][i]=agedc[i];                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); 
             else {                if (s[m][i]>0 && s[m][i]<=nlstate) { 
               if (andc[i]!=9999){                  /*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("Warning negative age at death: %d line:%d\n",num[i],i);                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
               agev[m][i]=-1;                  prop[s[m][i]][iagemax+3] += weight[i]; 
               }                } 
             }              }
           }            } /* end selection of waves */
           else if(s[m][i] !=9){ /* Should no more exist */          }
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);        }
             if(mint[m][i]==99 || anint[m][i]==9999)        for(i=iagemin; i <= iagemax+3; i++){  
               agev[m][i]=1;          
             else if(agev[m][i] <agemin){          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
               agemin=agev[m][i];            posprop += prop[jk][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){          for(jk=1; jk <=nlstate ; jk++){     
               agemax=agev[m][i];            if( i <=  iagemax){ 
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/              if(posprop>=1.e-5){ 
             }                probs[i][jk][j1]= prop[jk][i]/posprop;
             /*agev[m][i]=anint[m][i]-annais[i];*/              } 
             /*   agev[m][i] = age[i]+2*m;*/            } 
           }          }/* end jk */ 
           else { /* =9 */        }/* end i */ 
             agev[m][i]=1;      } /* end i1 */
             s[m][i]=-1;    } /* end k1 */
           }    
         }    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
         else /*= 0 Unknown */    /*free_vector(pp,1,nlstate);*/
           agev[m][i]=1;    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
       }  }  /* End of prevalence */
      
     }  /************* Waves Concatenation ***************/
     for (i=1; i<=imx; i++)  {  
       for(m=1; (m<= maxwav); m++){  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)
         if (s[m][i] > (nlstate+ndeath)) {  {
           printf("Error: Wrong value in nlstate or ndeath\n");      /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
           goto end;       Death is a valid wave (if date is known).
         }       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
       }       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.
        */
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);  
     int i, mi, m;
     free_vector(severity,1,maxwav);    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
     free_imatrix(outcome,1,maxwav+1,1,n);       double sum=0., jmean=0.;*/
     free_vector(moisnais,1,n);    int first;
     free_vector(annais,1,n);    int j, k=0,jk, ju, jl;
     free_matrix(mint,1,maxwav,1,n);    double sum=0.;
     free_matrix(anint,1,maxwav,1,n);    first=0;
     free_vector(moisdc,1,n);    jmin=1e+5;
     free_vector(andc,1,n);    jmax=-1;
     jmean=0.;
        for(i=1; i<=imx; i++){
     wav=ivector(1,imx);      mi=0;
     dh=imatrix(1,lastpass-firstpass+1,1,imx);      m=firstpass;
     mw=imatrix(1,lastpass-firstpass+1,1,imx);      while(s[m][i] <= nlstate){
            if(s[m][i]>=1)
     /* Concatenates waves */          mw[++mi][i]=m;
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);        if(m >=lastpass)
           break;
         else
       Tcode=ivector(1,100);          m++;
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);      }/* end while */
       ncodemax[1]=1;      if (s[m][i] > nlstate){
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);        mi++;     /* Death is another wave */
              /* if(mi==0)  never been interviewed correctly before death */
    codtab=imatrix(1,100,1,10);           /* Only death is a correct wave */
    h=0;        mw[mi][i]=m;
    m=pow(2,cptcoveff);      }
    
    for(k=1;k<=cptcoveff; k++){      wav[i]=mi;
      for(i=1; i <=(m/pow(2,k));i++){      if(mi==0){
        for(j=1; j <= ncodemax[k]; j++){        nbwarn++;
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){        if(first==0){
            h++;          printf("Warning! None valid information for:%ld line=%d (skipped) and may be others, see log file\n",num[i],i);
            if (h>m) h=1;codtab[h][k]=j;          first=1;
          }        }
        }        if(first==1){
      }          fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
    }        }
       } /* end mi==0 */
     } /* End individuals */
    /*for(i=1; i <=m ;i++){  
      for(k=1; k <=cptcovn; k++){    for(i=1; i<=imx; i++){
        printf("i=%d k=%d %d %d",i,k,codtab[i][k], cptcoveff);      for(mi=1; mi<wav[i];mi++){
      }        if (stepm <=0)
      printf("\n");          dh[mi][i]=1;
    }        else{
    scanf("%d",i);*/          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
                if (agedc[i] < 2*AGESUP) {
    /* Calculates basic frequencies. Computes observed prevalence at single age              j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
        and prints on file fileres'p'. */              if(j==0) j=1;  /* Survives at least one month after exam */
   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);              else if(j<0){
                 nberr++;
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */                printf("Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */                j=1; /* Temporary Dangerous patch */
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */                printf("   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview.\n  You MUST fix the contradiction between dates.\n",stepm);
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */                fprintf(ficlog,"Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */                fprintf(ficlog,"   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview.\n  You MUST fix the contradiction between dates.\n",stepm);
                    }
     /* For Powell, parameters are in a vector p[] starting at p[1]              k=k+1;
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */              if (j >= jmax) jmax=j;
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */              if (j <= jmin) jmin=j;
               sum=sum+j;
     if(mle==1){              /*if (j<0) printf("j=%d num=%d \n",j,i);*/
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);              /*    printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
     }            }
              }
     /*--------- results files --------------*/          else{
     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);            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
                /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
    jk=1;            k=k+1;
    fprintf(ficres,"# Parameters\n");            if (j >= jmax) jmax=j;
    printf("# Parameters\n");            else if (j <= jmin)jmin=j;
    for(i=1,jk=1; i <=nlstate; i++){            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
      for(k=1; k <=(nlstate+ndeath); k++){            /*printf("%d %lf %d %d %d\n", i,agev[mw[mi][i]][i],j,s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);*/
        if (k != i)            if(j<0){
          {              nberr++;
            printf("%d%d ",i,k);              printf("Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
            fprintf(ficres,"%1d%1d ",i,k);              fprintf(ficlog,"Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
            for(j=1; j <=ncovmodel; j++){            }
              printf("%f ",p[jk]);            sum=sum+j;
              fprintf(ficres,"%f ",p[jk]);          }
              jk++;          jk= j/stepm;
            }          jl= j -jk*stepm;
            printf("\n");          ju= j -(jk+1)*stepm;
            fprintf(ficres,"\n");          if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
          }            if(jl==0){
      }              dh[mi][i]=jk;
    }              bh[mi][i]=0;
  if(mle==1){            }else{ /* We want a negative bias in order to only have interpolation ie
     /* Computing hessian and covariance matrix */                    * at the price of an extra matrix product in likelihood */
     ftolhess=ftol; /* Usually correct */              dh[mi][i]=jk+1;
     hesscov(matcov, p, npar, delti, ftolhess, func);              bh[mi][i]=ju;
  }            }
     fprintf(ficres,"# Scales\n");          }else{
     printf("# Scales\n");            if(jl <= -ju){
      for(i=1,jk=1; i <=nlstate; i++){              dh[mi][i]=jk;
       for(j=1; j <=nlstate+ndeath; j++){              bh[mi][i]=jl;       /* bias is positive if real duration
         if (j!=i) {                                   * is higher than the multiple of stepm and negative otherwise.
           fprintf(ficres,"%1d%1d",i,j);                                   */
           printf("%1d%1d",i,j);            }
           for(k=1; k<=ncovmodel;k++){            else{
             printf(" %.5e",delti[jk]);              dh[mi][i]=jk+1;
             fprintf(ficres," %.5e",delti[jk]);              bh[mi][i]=ju;
             jk++;            }
           }            if(dh[mi][i]==0){
           printf("\n");              dh[mi][i]=1; /* At least one step */
           fprintf(ficres,"\n");              bh[mi][i]=ju; /* At least one step */
         }              /*  printf(" bh=%d ju=%d jl=%d dh=%d jk=%d stepm=%d %d\n",bh[mi][i],ju,jl,dh[mi][i],jk,stepm,i);*/
       }            }
       }          } /* end if mle */
            }
     k=1;      } /* end wave */
     fprintf(ficres,"# Covariance\n");    }
     printf("# Covariance\n");    jmean=sum/k;
     for(i=1;i<=npar;i++){    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
       /*  if (k>nlstate) k=1;    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
       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]);*/  /*********** Tricode ****************************/
       fprintf(ficres,"%3d",i);  void tricode(int *Tvar, int **nbcode, int imx)
       printf("%3d",i);  {
       for(j=1; j<=i;j++){    
         fprintf(ficres," %.5e",matcov[i][j]);    int Ndum[20],ij=1, k, j, i, maxncov=19;
         printf(" %.5e",matcov[i][j]);    int cptcode=0;
       }    cptcoveff=0; 
       fprintf(ficres,"\n");   
       printf("\n");    for (k=0; k<maxncov; k++) Ndum[k]=0;
       k++;    for (k=1; k<=7; k++) ncodemax[k]=0;
     }  
        for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
     while((c=getc(ficpar))=='#' && c!= EOF){      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
       ungetc(c,ficpar);                                 modality*/ 
       fgets(line, MAXLINE, ficpar);        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
       puts(line);        Ndum[ij]++; /*store the modality */
       fputs(line,ficparo);        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
     }        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
     ungetc(c,ficpar);                                         Tvar[j]. If V=sex and male is 0 and 
                                           female is 1, then  cptcode=1.*/
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);      }
      
     if (fage <= 2) {      for (i=0; i<=cptcode; i++) {
       bage = agemin;        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 */
       fage = agemax;      }
     }  
       ij=1; 
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");      for (i=1; i<=ncodemax[j]; i++) {
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);        for (k=0; k<= maxncov; k++) {
           if (Ndum[k] != 0) {
                nbcode[Tvar[j]][ij]=k; 
 /*------------ gnuplot -------------*/            /* 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; */
 chdir(pathcd);            
   if((ficgp=fopen("graph.plt","w"))==NULL) {            ij++;
     printf("Problem with file graph.gp");goto end;          }
   }          if (ij > ncodemax[j]) break; 
 #ifdef windows        }  
   fprintf(ficgp,"cd \"%s\" \n",pathc);      } 
 #endif    }  
 m=pow(2,cptcoveff);  
     for (k=0; k< maxncov; k++) Ndum[k]=0;
  /* 1eme*/  
   for (cpt=1; cpt<= nlstate ; cpt ++) {   for (i=1; i<=ncovmodel-2; i++) { 
    for (k1=1; k1<= m ; k1 ++) {     /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
      ij=Tvar[i];
 #ifdef windows     Ndum[ij]++;
     fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",agemin,fage,fileres,k1-1,k1-1);   }
 #endif  
 #ifdef unix   ij=1;
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);   for (i=1; i<= maxncov; i++) {
 #endif     if((Ndum[i]!=0) && (i<=ncovcol)){
        Tvaraff[ij]=i; /*For printing */
 for (i=1; i<= nlstate ; i ++) {       ij++;
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");     }
   else fprintf(ficgp," \%%*lf (\%%*lf)");   }
 }   
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);   cptcoveff=ij-1; /*Number of simple covariates*/
     for (i=1; i<= nlstate ; i ++) {  }
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");  
   else fprintf(ficgp," \%%*lf (\%%*lf)");  /*********** Health Expectancies ****************/
 }  
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);  void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij, int estepm,double delti[],double **matcov )
      for (i=1; i<= nlstate ; i ++) {  
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");  {
   else fprintf(ficgp," \%%*lf (\%%*lf)");    /* Health expectancies */
 }      int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));    double age, agelim, hf;
 #ifdef unix    double ***p3mat,***varhe;
 fprintf(ficgp,"\nset ter gif small size 400,300");    double **dnewm,**doldm;
 #endif    double *xp;
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    double **gp, **gm;
    }    double ***gradg, ***trgradg;
   }    int theta;
   /*2 eme*/  
     varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
   for (k1=1; k1<= m ; k1 ++) {    xp=vector(1,npar);
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);    dnewm=matrix(1,nlstate*nlstate,1,npar);
        doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
     for (i=1; i<= nlstate+1 ; i ++) {    
       k=2*i;    fprintf(ficreseij,"# Health expectancies\n");
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);    fprintf(ficreseij,"# Age");
       for (j=1; j<= nlstate+1 ; j ++) {    for(i=1; i<=nlstate;i++)
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");      for(j=1; j<=nlstate;j++)
   else fprintf(ficgp," \%%*lf (\%%*lf)");        fprintf(ficreseij," %1d-%1d (SE)",i,j);
 }      fprintf(ficreseij,"\n");
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");  
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);    if(estepm < stepm){
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);      printf ("Problem %d lower than %d\n",estepm, stepm);
       for (j=1; j<= nlstate+1 ; j ++) {    }
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    else  hstepm=estepm;   
         else fprintf(ficgp," \%%*lf (\%%*lf)");    /* We compute the life expectancy from trapezoids spaced every estepm months
 }       * This is mainly to measure the difference between two models: for example
       fprintf(ficgp,"\" t\"\" w l 0,");     * if stepm=24 months pijx are given only every 2 years and by summing them
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);     * we are calculating an estimate of the Life Expectancy assuming a linear 
       for (j=1; j<= nlstate+1 ; j ++) {     * progression in between and thus overestimating or underestimating according
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");     * to the curvature of the survival function. If, for the same date, we 
   else fprintf(ficgp," \%%*lf (\%%*lf)");     * estimate the model with stepm=1 month, we can keep estepm to 24 months
 }       * to compare the new estimate of Life expectancy with the same linear 
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");     * hypothesis. A more precise result, taking into account a more precise
       else fprintf(ficgp,"\" t\"\" w l 0,");     * curvature will be obtained if estepm is as small as stepm. */
     }  
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);    /* For example we decided to compute the life expectancy with the smallest unit */
   }    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
         nhstepm is the number of hstepm from age to agelim 
   /*3eme*/       nstepm is the number of stepm from age to agelin. 
        Look at hpijx to understand the reason of that which relies in memory size
   for (k1=1; k1<= m ; k1 ++) {       and note for a fixed period like estepm months */
     for (cpt=1; cpt<= nlstate ; cpt ++) {    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
       k=2+nlstate*(cpt-1);       survival function given by stepm (the optimization length). Unfortunately it
       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);       means that if the survival funtion is printed only each two years of age and if
       for (i=1; i< nlstate ; i ++) {       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
         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);       results. So we changed our mind and took the option of the best precision.
       }    */
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
     }  
   }    agelim=AGESUP;
      for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
   /* CV preval stat */      /* nhstepm age range expressed in number of stepm */
   for (k1=1; k1<= m ; k1 ++) {      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
     for (cpt=1; cpt<nlstate ; cpt ++) {      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
       k=3;      /* if (stepm >= YEARM) hstepm=1;*/
       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/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
       for (i=1; i< nlstate ; i ++)      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
         fprintf(ficgp,"+$%d",k+i+1);      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);      gp=matrix(0,nhstepm,1,nlstate*nlstate);
            gm=matrix(0,nhstepm,1,nlstate*nlstate);
       l=3+(nlstate+ndeath)*cpt;  
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);      /* Computed by stepm unit matrices, product of hstepm matrices, stored
       for (i=1; i< nlstate ; i ++) {         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
         l=3+(nlstate+ndeath)*cpt;      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
         fprintf(ficgp,"+$%d",l+i+1);   
       }  
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);        hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);  
     }      /* Computing  Variances of health expectancies */
   }  
        for(theta=1; theta <=npar; theta++){
   /* proba elementaires */        for(i=1; i<=npar; i++){ 
    for(i=1,jk=1; i <=nlstate; i++){          xp[i] = x[i] + (i==theta ?delti[theta]:0);
     for(k=1; k <=(nlstate+ndeath); k++){        }
       if (k != i) {        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         for(j=1; j <=ncovmodel; j++){    
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/        cptj=0;
           /*fprintf(ficgp,"%s",alph[1]);*/        for(j=1; j<= nlstate; j++){
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);          for(i=1; i<=nlstate; i++){
           jk++;            cptj=cptj+1;
           fprintf(ficgp,"\n");            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
         }              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
       }            }
     }          }
     }        }
        
   for(jk=1; jk <=m; jk++) {       
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);        for(i=1; i<=npar; i++) 
    i=1;          xp[i] = x[i] - (i==theta ?delti[theta]:0);
    for(k2=1; k2<=nlstate; k2++) {        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
      k3=i;        
      for(k=1; k<=(nlstate+ndeath); k++) {        cptj=0;
        if (k != k2){        for(j=1; j<= nlstate; j++){
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);          for(i=1;i<=nlstate;i++){
 ij=1;            cptj=cptj+1;
         for(j=3; j <=ncovmodel; j++) {            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
           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]]]);              gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
             ij++;            }
           }          }
           else        }
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);        for(j=1; j<= nlstate*nlstate; j++)
         }          for(h=0; h<=nhstepm-1; h++){
           fprintf(ficgp,")/(1");            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
                  }
         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;  /* End theta */
           for(j=3; j <=ncovmodel; j++){  
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
             fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);  
             ij++;       for(h=0; h<=nhstepm-1; h++)
           }        for(j=1; j<=nlstate*nlstate;j++)
           else          for(theta=1; theta <=npar; theta++)
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);            trgradg[h][j][theta]=gradg[h][theta][j];
           }       
           fprintf(ficgp,")");  
         }       for(i=1;i<=nlstate*nlstate;i++)
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);        for(j=1;j<=nlstate*nlstate;j++)
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");          varhe[i][j][(int)age] =0.;
         i=i+ncovmodel;  
        }       printf("%d|",(int)age);fflush(stdout);
      }       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
    }       for(h=0;h<=nhstepm-1;h++){
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);        for(k=0;k<=nhstepm-1;k++){
   }          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
              matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
   fclose(ficgp);          for(i=1;i<=nlstate*nlstate;i++)
                for(j=1;j<=nlstate*nlstate;j++)
 chdir(path);              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
     free_matrix(agev,1,maxwav,1,imx);        }
     free_ivector(wav,1,imx);      }
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);      /* Computing expectancies */
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);      for(i=1; i<=nlstate;i++)
            for(j=1; j<=nlstate;j++)
     free_imatrix(s,1,maxwav+1,1,n);          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;
                
     free_ivector(num,1,n);  /* if((int)age==70)printf("i=%2d,j=%2d,h=%2d,age=%3d,%9.4f,%9.4f,%9.4f\n",i,j,h,(int)age,p3mat[i][j][h],hf,eij[i][j][(int)age]);*/
     free_vector(agedc,1,n);  
     free_vector(weight,1,n);          }
     /*free_matrix(covar,1,NCOVMAX,1,n);*/  
     fclose(ficparo);      fprintf(ficreseij,"%3.0f",age );
     fclose(ficres);      cptj=0;
     /*  }*/      for(i=1; i<=nlstate;i++)
            for(j=1; j<=nlstate;j++){
    /*________fin mle=1_________*/          cptj++;
              fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
         }
        fprintf(ficreseij,"\n");
     /* No more information from the sample is required now */     
   /* Reads comments: lines beginning with '#' */      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
   while((c=getc(ficpar))=='#' && c!= EOF){      free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
     ungetc(c,ficpar);      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
     fgets(line, MAXLINE, ficpar);      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
     puts(line);      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     fputs(line,ficparo);    }
   }    printf("\n");
   ungetc(c,ficpar);    fprintf(ficlog,"\n");
    
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);    free_vector(xp,1,npar);
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
 /*--------- index.htm --------*/    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
   }
   strcpy(optionfilehtm,optionfile);  
   strcat(optionfilehtm,".htm");  /************ Variance ******************/
   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {  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)
     printf("Problem with %s \n",optionfilehtm);goto end;  {
   }    /* Variance of health expectancies */
     /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
  fprintf(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.64b </font> <hr size=\"2\" color=\"#EC5E5E\">    /* double **newm;*/
 Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>    double **dnewm,**doldm;
 Total number of observations=%d <br>    double **dnewmp,**doldmp;
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>    int i, j, nhstepm, hstepm, h, nstepm ;
 <hr  size=\"2\" color=\"#EC5E5E\">    int k, cptcode;
 <li>Outputs files<br><br>\n    double *xp;
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n    double **gp, **gm;  /* for var eij */
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>    double ***gradg, ***trgradg; /*for var eij */
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>    double **gradgp, **trgradgp; /* for var p point j */
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>    double *gpp, *gmp; /* for var p point j */
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>    double ***p3mat;
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>    double age,agelim, hf;
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>    double ***mobaverage;
         - 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);    int theta;
     char digit[4];
  fprintf(fichtm," <li>Graphs</li><p>");    char digitp[25];
   
  m=cptcoveff;    char fileresprobmorprev[FILENAMELENGTH];
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}  
     if(popbased==1){
  j1=0;      if(mobilav!=0)
  for(k1=1; k1<=m;k1++){        strcpy(digitp,"-populbased-mobilav-");
    for(i1=1; i1<=ncodemax[k1];i1++){      else strcpy(digitp,"-populbased-nomobil-");
        j1++;    }
        if (cptcovn > 0) {    else 
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");      strcpy(digitp,"-stablbased-");
          for (cpt=1; cpt<=cptcoveff;cpt++)  
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);    if (mobilav!=0) {
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
        }      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);            printf(" Error in movingaverage mobilav=%d\n",mobilav);
        for(cpt=1; cpt<nlstate;cpt++){      }
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>    }
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);  
        }    strcpy(fileresprobmorprev,"prmorprev"); 
     for(cpt=1; cpt<=nlstate;cpt++) {    sprintf(digit,"%-d",ij);
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
 interval) in state (%d): v%s%d%d.gif <br>    strcat(fileresprobmorprev,digit); /* Tvar to be done */
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);      strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
      }    strcat(fileresprobmorprev,fileres);
      for(cpt=1; cpt<=nlstate;cpt++) {    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>      printf("Problem with resultfile: %s\n", fileresprobmorprev);
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
      }    }
      fprintf(fichtm,"\n<br>- Total life expectancy by age and    printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
 health expectancies in states (1) and (2): e%s%d.gif<br>    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);    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(fichtm,"\n</body>");    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
    }    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
  }      fprintf(ficresprobmorprev," p.%-d SE",j);
 fclose(fichtm);      for(i=1; i<=nlstate;i++)
         fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
   /*--------------- Prevalence limit --------------*/    }  
      fprintf(ficresprobmorprev,"\n");
   strcpy(filerespl,"pl");    fprintf(ficgp,"\n# Routine varevsij");
   strcat(filerespl,fileres);    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");
   if((ficrespl=fopen(filerespl,"w"))==NULL) {    fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;  /*   } */
   }    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);  
   fprintf(ficrespl,"#Prevalence limit\n");    fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n#  (weighted average of eij where weights are the stable prevalence in health states i\n");
   fprintf(ficrespl,"#Age ");    fprintf(ficresvij,"# Age");
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);    for(i=1; i<=nlstate;i++)
   fprintf(ficrespl,"\n");      for(j=1; j<=nlstate;j++)
          fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
   prlim=matrix(1,nlstate,1,nlstate);    fprintf(ficresvij,"\n");
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    xp=vector(1,npar);
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    dnewm=matrix(1,nlstate,1,npar);
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    doldm=matrix(1,nlstate,1,nlstate);
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
   k=0;    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   agebase=agemin;  
   agelim=agemax;    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
   ftolpl=1.e-10;    gpp=vector(nlstate+1,nlstate+ndeath);
   i1=cptcoveff;    gmp=vector(nlstate+1,nlstate+ndeath);
   if (cptcovn < 1){i1=1;}    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
     
   for(cptcov=1;cptcov<=i1;cptcov++){    if(estepm < stepm){
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){      printf ("Problem %d lower than %d\n",estepm, stepm);
         k=k+1;    }
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/    else  hstepm=estepm;   
         fprintf(ficrespl,"\n#******");    /* For example we decided to compute the life expectancy with the smallest unit */
         for(j=1;j<=cptcoveff;j++)    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);       nhstepm is the number of hstepm from age to agelim 
         fprintf(ficrespl,"******\n");       nstepm is the number of stepm from age to agelin. 
               Look at hpijx to understand the reason of that which relies in memory size
         for (age=agebase; age<=agelim; age++){       and note for a fixed period like k years */
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
           fprintf(ficrespl,"%.0f",age );       survival function given by stepm (the optimization length). Unfortunately it
           for(i=1; i<=nlstate;i++)       means that if the survival funtion is printed every two years of age and if
           fprintf(ficrespl," %.5f", prlim[i][i]);       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
           fprintf(ficrespl,"\n");       results. So we changed our mind and took the option of the best precision.
         }    */
       }    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
     }    agelim = AGESUP;
   fclose(ficrespl);    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
   /*------------- h Pij x at various ages ------------*/      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
        nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   if((ficrespij=fopen(filerespij,"w"))==NULL) {      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;      gp=matrix(0,nhstepm,1,nlstate);
   }      gm=matrix(0,nhstepm,1,nlstate);
   printf("Computing pij: result on file '%s' \n", filerespij);  
    
   stepsize=(int) (stepm+YEARM-1)/YEARM;      for(theta=1; theta <=npar; theta++){
   if (stepm<=24) stepsize=2;        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
           xp[i] = x[i] + (i==theta ?delti[theta]:0);
   agelim=AGESUP;        }
   hstepm=stepsize*YEARM; /* Every year of age */        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
    
   k=0;        if (popbased==1) {
   for(cptcov=1;cptcov<=i1;cptcov++){          if(mobilav ==0){
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){            for(i=1; i<=nlstate;i++)
       k=k+1;              prlim[i][i]=probs[(int)age][i][ij];
         fprintf(ficrespij,"\n#****** ");          }else{ /* mobilav */ 
         for(j=1;j<=cptcoveff;j++)            for(i=1; i<=nlstate;i++)
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);              prlim[i][i]=mobaverage[(int)age][i][ij];
         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 */        for(j=1; j<= nlstate; j++){
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */          for(h=0; h<=nhstepm; h++){
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
           oldm=oldms;savm=savms;              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);            }
           fprintf(ficrespij,"# Age");        }
           for(i=1; i<=nlstate;i++)        /* This for computing probability of death (h=1 means
             for(j=1; j<=nlstate+ndeath;j++)           computed over hstepm matrices product = hstepm*stepm months) 
               fprintf(ficrespij," %1d-%1d",i,j);           as a weighted average of prlim.
           fprintf(ficrespij,"\n");        */
           for (h=0; h<=nhstepm; h++){        for(j=nlstate+1;j<=nlstate+ndeath;j++){
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );          for(i=1,gpp[j]=0.; i<= nlstate; i++)
             for(i=1; i<=nlstate;i++)            gpp[j] += prlim[i][i]*p3mat[i][j][1];
               for(j=1; j<=nlstate+ndeath;j++)        }    
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);        /* end probability of death */
             fprintf(ficrespij,"\n");  
           }        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          xp[i] = x[i] - (i==theta ?delti[theta]:0);
           fprintf(ficrespij,"\n");        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         }        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
     }   
   }        if (popbased==1) {
           if(mobilav ==0){
   fclose(ficrespij);            for(i=1; i<=nlstate;i++)
               prlim[i][i]=probs[(int)age][i][ij];
   /*---------- Health expectancies and variances ------------*/          }else{ /* mobilav */ 
             for(i=1; i<=nlstate;i++)
   strcpy(filerest,"t");              prlim[i][i]=mobaverage[(int)age][i][ij];
   strcat(filerest,fileres);          }
   if((ficrest=fopen(filerest,"w"))==NULL) {        }
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;  
   }        for(j=1; j<= nlstate; j++){
   printf("Computing Total LEs with variances: file '%s' \n", filerest);          for(h=0; h<=nhstepm; h++){
             for(i=1, gm[h][j]=0.;i<=nlstate;i++)
               gm[h][j] += prlim[i][i]*p3mat[i][j][h];
   strcpy(filerese,"e");          }
   strcat(filerese,fileres);        }
   if((ficreseij=fopen(filerese,"w"))==NULL) {        /* This for computing probability of death (h=1 means
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);           computed over hstepm matrices product = hstepm*stepm months) 
   }           as a weighted average of prlim.
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);        */
         for(j=nlstate+1;j<=nlstate+ndeath;j++){
  strcpy(fileresv,"v");          for(i=1,gmp[j]=0.; i<= nlstate; i++)
   strcat(fileresv,fileres);           gmp[j] += prlim[i][i]*p3mat[i][j][1];
   if((ficresvij=fopen(fileresv,"w"))==NULL) {        }    
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);        /* end probability of death */
   }  
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);        for(j=1; j<= nlstate; j++) /* vareij */
           for(h=0; h<=nhstepm; h++){
   k=0;            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
   for(cptcov=1;cptcov<=i1;cptcov++){          }
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){  
       k=k+1;        for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
       fprintf(ficrest,"\n#****** ");          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
       for(j=1;j<=cptcoveff;j++)        }
         fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);  
       fprintf(ficrest,"******\n");      } /* End theta */
   
       fprintf(ficreseij,"\n#****** ");      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
       for(j=1;j<=cptcoveff;j++)  
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);      for(h=0; h<=nhstepm; h++) /* veij */
       fprintf(ficreseij,"******\n");        for(j=1; j<=nlstate;j++)
           for(theta=1; theta <=npar; theta++)
       fprintf(ficresvij,"\n#****** ");            trgradg[h][j][theta]=gradg[h][theta][j];
       for(j=1;j<=cptcoveff;j++)  
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);      for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
       fprintf(ficresvij,"******\n");        for(theta=1; theta <=npar; theta++)
           trgradgp[j][theta]=gradgp[theta][j];
       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);        hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);      for(i=1;i<=nlstate;i++)
       oldm=oldms;savm=savms;        for(j=1;j<=nlstate;j++)
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);          vareij[i][j][(int)age] =0.;
        
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");      for(h=0;h<=nhstepm;h++){
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);        for(k=0;k<=nhstepm;k++){
       fprintf(ficrest,"\n");          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
                  matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
       hf=1;          for(i=1;i<=nlstate;i++)
       if (stepm >= YEARM) hf=stepm/YEARM;            for(j=1;j<=nlstate;j++)
       epj=vector(1,nlstate+1);              vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
       for(age=bage; age <=fage ;age++){        }
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);      }
         fprintf(ficrest," %.0f",age);    
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){      /* pptj */
           for(i=1, epj[j]=0.;i <=nlstate;i++) {      matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];      matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
           }      for(j=nlstate+1;j<=nlstate+ndeath;j++)
           epj[nlstate+1] +=epj[j];        for(i=nlstate+1;i<=nlstate+ndeath;i++)
         }          varppt[j][i]=doldmp[j][i];
         for(i=1, vepp=0.;i <=nlstate;i++)      /* end ppptj */
           for(j=1;j <=nlstate;j++)      /*  x centered again */
             vepp += vareij[i][j][(int)age];      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));      prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
         for(j=1;j <=nlstate;j++){   
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));      if (popbased==1) {
         }        if(mobilav ==0){
         fprintf(ficrest,"\n");          for(i=1; i<=nlstate;i++)
       }            prlim[i][i]=probs[(int)age][i][ij];
     }        }else{ /* mobilav */ 
   }          for(i=1; i<=nlstate;i++)
                    prlim[i][i]=mobaverage[(int)age][i][ij];
  fclose(ficreseij);        }
  fclose(ficresvij);      }
   fclose(ficrest);               
   fclose(ficpar);      /* This for computing probability of death (h=1 means
   free_vector(epj,1,nlstate+1);         computed over hstepm (estepm) matrices product = hstepm*stepm months) 
   /*  scanf("%d ",i); */         as a weighted average of prlim.
       */
   /*------- Variance limit prevalence------*/        for(j=nlstate+1;j<=nlstate+ndeath;j++){
         for(i=1,gmp[j]=0.;i<= nlstate; i++) 
 strcpy(fileresvpl,"vpl");          gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
   strcat(fileresvpl,fileres);      }    
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {      /* end probability of death */
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);  
     exit(0);      fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
   }      for(j=nlstate+1; j<=(nlstate+ndeath);j++){
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);        fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
         for(i=1; i<=nlstate;i++){
  k=0;          fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
  for(cptcov=1;cptcov<=i1;cptcov++){        }
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){      } 
      k=k+1;      fprintf(ficresprobmorprev,"\n");
      fprintf(ficresvpl,"\n#****** ");  
      for(j=1;j<=cptcoveff;j++)      fprintf(ficresvij,"%.0f ",age );
        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;j++){
                fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
      varpl=matrix(1,nlstate,(int) bage, (int) fage);        }
      oldm=oldms;savm=savms;      fprintf(ficresvij,"\n");
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);      free_matrix(gp,0,nhstepm,1,nlstate);
    }      free_matrix(gm,0,nhstepm,1,nlstate);
  }      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
       free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
   fclose(ficresvpl);      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     } /* End age */
   /*---------- End : free ----------------*/    free_vector(gpp,nlstate+1,nlstate+ndeath);
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);    free_vector(gmp,nlstate+1,nlstate+ndeath);
      free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);    free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);    fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
      /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
      fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);  /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);    fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
      fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
   free_matrix(matcov,1,npar,1,npar);    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",subdirf(fileresprobmorprev));
   free_vector(delti,1,npar);    fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev));
      fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"%s%s.png\"> <br>\n", estepm,subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);    /*  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);
   */
   printf("End of Imach\n");  /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */    fprintf(ficgp,"\nset out \"%s%s.png\";replot;\n",subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
    
   /* 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_vector(xp,1,npar);
   /*printf("Total time was %d uSec.\n", total_usecs);*/    free_matrix(doldm,1,nlstate,1,nlstate);
   /*------ End -----------*/    free_matrix(dnewm,1,nlstate,1,npar);
     free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
  end:    free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 #ifdef windows    if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
  chdir(pathcd);    fclose(ficresprobmorprev);
 #endif    fflush(ficgp);
  /*system("wgnuplot graph.plt");*/    fflush(fichtm); 
  /*system("../gp37mgw/wgnuplot graph.plt");*/  }  /* end varevsij */
  /*system("cd ../gp37mgw");*/  
  system("..\\gp37mgw\\wgnuplot graph.plt");  /************ Variance of prevlim ******************/
   void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)
 #ifdef windows  {
   while (z[0] != 'q') {    /* Variance of prevalence limit */
     chdir(pathcd);    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
     printf("\nType e to edit output files, c to start again, and q for exiting: ");    double **newm;
     scanf("%s",z);    double **dnewm,**doldm;
     if (z[0] == 'c') system("./imach");    int i, j, nhstepm, hstepm;
     else if (z[0] == 'e') {    int k, cptcode;
       chdir(path);    double *xp;
       system(optionfilehtm);    double *gp, *gm;
     }    double **gradg, **trgradg;
     else if (z[0] == 'q') exit(0);    double age,agelim;
   }    int theta;
 #endif     
 }    fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
     fprintf(ficresvpl,"# Age");
     for(i=1; i<=nlstate;i++)
         fprintf(ficresvpl," %1d-%1d",i,i);
     fprintf(ficresvpl,"\n");
   
     xp=vector(1,npar);
     dnewm=matrix(1,nlstate,1,npar);
     doldm=matrix(1,nlstate,1,nlstate);
     
     hstepm=1*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
     agelim = AGESUP;
     for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
       if (stepm >= YEARM) hstepm=1;
       nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
       gradg=matrix(1,npar,1,nlstate);
       gp=vector(1,nlstate);
       gm=vector(1,nlstate);
   
       for(theta=1; theta <=npar; theta++){
         for(i=1; i<=npar; i++){ /* Computes gradient */
           xp[i] = x[i] + (i==theta ?delti[theta]:0);
         }
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(i=1;i<=nlstate;i++)
           gp[i] = prlim[i][i];
       
         for(i=1; i<=npar; i++) /* Computes gradient */
           xp[i] = x[i] - (i==theta ?delti[theta]:0);
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(i=1;i<=nlstate;i++)
           gm[i] = prlim[i][i];
   
         for(i=1;i<=nlstate;i++)
           gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
       } /* End theta */
   
       trgradg =matrix(1,nlstate,1,npar);
   
       for(j=1; j<=nlstate;j++)
         for(theta=1; theta <=npar; theta++)
           trgradg[j][theta]=gradg[theta][j];
   
       for(i=1;i<=nlstate;i++)
         varpl[i][(int)age] =0.;
       matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
       matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
       for(i=1;i<=nlstate;i++)
         varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
   
       fprintf(ficresvpl,"%.0f ",age );
       for(i=1; i<=nlstate;i++)
         fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
       fprintf(ficresvpl,"\n");
       free_vector(gp,1,nlstate);
       free_vector(gm,1,nlstate);
       free_matrix(gradg,1,npar,1,nlstate);
       free_matrix(trgradg,1,nlstate,1,npar);
     } /* End age */
   
     free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,npar);
     free_matrix(dnewm,1,nlstate,1,nlstate);
   
   }
   
   /************ Variance of one-step probabilities  ******************/
   void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
   {
     int i, j=0,  i1, k1, l1, t, tj;
     int k2, l2, j1,  z1;
     int k=0,l, cptcode;
     int first=1, first1;
     double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
     double **dnewm,**doldm;
     double *xp;
     double *gp, *gm;
     double **gradg, **trgradg;
     double **mu;
     double age,agelim, cov[NCOVMAX];
     double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
     int theta;
     char fileresprob[FILENAMELENGTH];
     char fileresprobcov[FILENAMELENGTH];
     char fileresprobcor[FILENAMELENGTH];
   
     double ***varpij;
   
     strcpy(fileresprob,"prob"); 
     strcat(fileresprob,fileres);
     if((ficresprob=fopen(fileresprob,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprob);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
     }
     strcpy(fileresprobcov,"probcov"); 
     strcat(fileresprobcov,fileres);
     if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcov);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
     }
     strcpy(fileresprobcor,"probcor"); 
     strcat(fileresprobcor,fileres);
     if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcor);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
     }
     printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     
     fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
     fprintf(ficresprob,"# Age");
     fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
     fprintf(ficresprobcov,"# Age");
     fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
     fprintf(ficresprobcov,"# Age");
   
   
     for(i=1; i<=nlstate;i++)
       for(j=1; j<=(nlstate+ndeath);j++){
         fprintf(ficresprob," p%1d-%1d (SE)",i,j);
         fprintf(ficresprobcov," p%1d-%1d ",i,j);
         fprintf(ficresprobcor," p%1d-%1d ",i,j);
       }  
    /* fprintf(ficresprob,"\n");
     fprintf(ficresprobcov,"\n");
     fprintf(ficresprobcor,"\n");
    */
    xp=vector(1,npar);
     dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
     doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
     mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
     varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
     first=1;
     fprintf(ficgp,"\n# Routine varprob");
     fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
     fprintf(fichtm,"\n");
   
     fprintf(fichtm,"\n<li><h4> <a href=\"%s\">Matrix of variance-covariance of pairs of step probabilities (drawings)</a></h4></li>\n",optionfilehtmcov);
     fprintf(fichtmcov,"\n<h4>Matrix of variance-covariance of pairs of step probabilities</h4>\n\
     file %s<br>\n",optionfilehtmcov);
     fprintf(fichtmcov,"\nEllipsoids of confidence centered on point (p<inf>ij</inf>, p<inf>kl</inf>) are estimated\
   and drawn. It helps understanding how is the covariance between two incidences.\
    They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
     fprintf(fichtmcov,"\n<br> Contour plot corresponding to x'cov<sup>-1</sup>x = 4 (where x is the column vector (pij,pkl)) are drawn. \
   It can be understood this way: if pij and pkl where uncorrelated the (2x2) matrix of covariance \
   would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 \
   standard deviations wide on each axis. <br>\
    Now, if both incidences are correlated (usual case) we diagonalised the inverse of the covariance matrix\
    and made the appropriate rotation to look at the uncorrelated principal directions.<br>\
   To be simple, these graphs help to understand the significativity of each parameter in relation to a second other one.<br> \n");
   
     cov[1]=1;
     tj=cptcoveff;
     if (cptcovn<1) {tj=1;ncodemax[1]=1;}
     j1=0;
     for(t=1; t<=tj;t++){
       for(i1=1; i1<=ncodemax[t];i1++){ 
         j1++;
         if  (cptcovn>0) {
           fprintf(ficresprob, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprob, "**********\n#\n");
           fprintf(ficresprobcov, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcov, "**********\n#\n");
           
           fprintf(ficgp, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficgp, "**********\n#\n");
           
           
           fprintf(fichtm, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(fichtm, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
           
           fprintf(ficresprobcor, "\n#********** Variable ");    
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcor, "**********\n#");    
         }
         
         for (age=bage; age<=fage; age ++){ 
           cov[2]=age;
           for (k=1; k<=cptcovn;k++) {
             cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
           }
           for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
           for (k=1; k<=cptcovprod;k++)
             cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
           
           gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
           trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
           gp=vector(1,(nlstate)*(nlstate+ndeath));
           gm=vector(1,(nlstate)*(nlstate+ndeath));
       
           for(theta=1; theta <=npar; theta++){
             for(i=1; i<=npar; i++)
               xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
             
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             
             k=0;
             for(i=1; i<= (nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gp[k]=pmmij[i][j];
               }
             }
             
             for(i=1; i<=npar; i++)
               xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
       
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             k=0;
             for(i=1; i<=(nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gm[k]=pmmij[i][j];
               }
             }
        
             for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
               gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
           }
   
           for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
             for(theta=1; theta <=npar; theta++)
               trgradg[j][theta]=gradg[theta][j];
           
           matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
           matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
           free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
           free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
   
           pmij(pmmij,cov,ncovmodel,x,nlstate);
           
           k=0;
           for(i=1; i<=(nlstate); i++){
             for(j=1; j<=(nlstate+ndeath);j++){
               k=k+1;
               mu[k][(int) age]=pmmij[i][j];
             }
           }
           for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
             for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
               varpij[i][j][(int)age] = doldm[i][j];
   
           /*printf("\n%d ",(int)age);
             for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             }*/
   
           fprintf(ficresprob,"\n%d ",(int)age);
           fprintf(ficresprobcov,"\n%d ",(int)age);
           fprintf(ficresprobcor,"\n%d ",(int)age);
   
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
             fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
             fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
           }
           i=0;
           for (k=1; k<=(nlstate);k++){
             for (l=1; l<=(nlstate+ndeath);l++){ 
               i=i++;
               fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
               fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
               for (j=1; j<=i;j++){
                 fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
                 fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
               }
             }
           }/* end of loop for state */
         } /* end of loop for age */
   
         /* Confidence intervalle of pij  */
         /*
           fprintf(ficgp,"\nset noparametric;unset label");
           fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
           fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
           fprintf(fichtm,"\n<br>Probability with  confidence intervals expressed in year<sup>-1</sup> :<a href=\"pijgr%s.png\">pijgr%s.png</A>, ",optionfilefiname,optionfilefiname);
           fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
           fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
           fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
         */
   
         /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
         first1=1;
         for (k2=1; k2<=(nlstate);k2++){
           for (l2=1; l2<=(nlstate+ndeath);l2++){ 
             if(l2==k2) continue;
             j=(k2-1)*(nlstate+ndeath)+l2;
             for (k1=1; k1<=(nlstate);k1++){
               for (l1=1; l1<=(nlstate+ndeath);l1++){ 
                 if(l1==k1) continue;
                 i=(k1-1)*(nlstate+ndeath)+l1;
                 if(i<=j) continue;
                 for (age=bage; age<=fage; age ++){ 
                   if ((int)age %5==0){
                     v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
                     v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     mu1=mu[i][(int) age]/stepm*YEARM ;
                     mu2=mu[j][(int) age]/stepm*YEARM;
                     c12=cv12/sqrt(v1*v2);
                     /* Computing eigen value of matrix of covariance */
                     lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     /* Eigen vectors */
                     v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
                     /*v21=sqrt(1.-v11*v11); *//* error */
                     v21=(lc1-v1)/cv12*v11;
                     v12=-v21;
                     v22=v11;
                     tnalp=v21/v11;
                     if(first1==1){
                       first1=0;
                       printf("%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tang %.3f\nOthers in log...\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     }
                     fprintf(ficlog,"%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tan %.3f\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     /*printf(fignu*/
                     /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
                     /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
                     if(first==1){
                       first=0;
                       fprintf(ficgp,"\nset parametric;unset label");
                       fprintf(ficgp,"\nset log y;set log x; set xlabel \"p%1d%1d (year-1)\";set ylabel \"p%1d%1d (year-1)\"",k1,l1,k2,l2);
                       fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
                       fprintf(fichtmcov,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
    :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
   %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br><img src=\"%s%d%1d%1d-%1d%1d.png\"> ",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nplot [-pi:pi] %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }else{
                       first=0;
                       fprintf(fichtmcov," %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\nreplot %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }/* if first */
                   } /* age mod 5 */
                 } /* end loop age */
                 fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                 first=1;
               } /*l12 */
             } /* k12 */
           } /*l1 */
         }/* k1 */
       } /* loop covariates */
     }
     free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
     free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
     free_vector(xp,1,npar);
     fclose(ficresprob);
     fclose(ficresprobcov);
     fclose(ficresprobcor);
     fflush(ficgp);
     fflush(fichtmcov);
   }
   
   
   /******************* Printing html file ***********/
   void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
                     int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
                     int popforecast, int estepm ,\
                     double jprev1, double mprev1,double anprev1, \
                     double jprev2, double mprev2,double anprev2){
     int jj1, k1, i1, cpt;
     /*char optionfilehtm[FILENAMELENGTH];*/
   /*   if((fichtm=fopen(optionfilehtm,"a"))==NULL)    { */
   /*     printf("Problem with %s \n",optionfilehtm), exit(0); */
   /*     fprintf(ficlog,"Problem with %s \n",optionfilehtm), exit(0); */
   /*   } */
   
      fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n \
    - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"%s\">%s</a> <br>\n \
    - Estimated transition probabilities over %d (stepm) months: <a href=\"%s\">%s</a><br>\n \
    - Stable prevalence in each health state: <a href=\"%s\">%s</a> <br>\n \
    - Life expectancies by age and initial health status (estepm=%2d months): \
      <a href=\"%s\">%s</a> <br>\n</li>", \
              jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,subdirf2(fileres,"p"),subdirf2(fileres,"p"),\
              stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"),\
              subdirf2(fileres,"pl"),subdirf2(fileres,"pl"),\
              estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
   
   fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        /* Pij */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i, %d (stepm) months before: %s%d1.png<br> \
   <img src=\"%s%d1.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1);     
        /* Quasi-incidences */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months\
    before but expressed in per year i.e. quasi incidences if stepm is small and probabilities too: %s%d2.png<br> \
   <img src=\"%s%d2.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1); 
          /* Stable prevalence in each health state */
          for(cpt=1; cpt<nlstate;cpt++){
            fprintf(fichtm,"<br>- Stable prevalence in each health state : p%s%d%d.png<br> \
   <img src=\"%s%d%d.png\">",subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1);
          }
        for(cpt=1; cpt<=nlstate;cpt++) {
           fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): %s%d%d.png <br> \
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"exp"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,jj1);
        }
        fprintf(fichtm,"\n<br>- Total life expectancy by age and \
   health expectancies in states (1) and (2): %s%d.png<br>\
   <img src=\"%s%d.png\">",subdirf2(optionfilefiname,"e"),jj1,subdirf2(optionfilefiname,"e"),jj1);
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
   
   
    fprintf(fichtm,"\n<br><li><h4> Result files (second order: variances)</h4>\n\
    - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n\
    - Variance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n\
    - Variance-covariance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n\
    - Correlation matrix of one-step probabilities: <a href=\"%s\">%s</a> <br>\n\
    - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"%s\">%s</a><br>\n\
    - Health expectancies with their variances (no covariance): <a href=\"%s\">%s</a> <br>\n\
    - Standard deviation of stable prevalences: <a href=\"%s\">%s</a> <br>\n",\
            rfileres,rfileres,\
            subdirf2(fileres,"prob"),subdirf2(fileres,"prob"),\
            subdirf2(fileres,"probcov"),subdirf2(fileres,"probcov"),\
            subdirf2(fileres,"probcor"),subdirf2(fileres,"probcor"),\
            estepm, subdirf2(fileres,"v"),subdirf2(fileres,"v"),\
            subdirf2(fileres,"t"),subdirf2(fileres,"t"),\
            subdirf2(fileres,"vpl"),subdirf2(fileres,"vpl"));
   
   /*  if(popforecast==1) fprintf(fichtm,"\n */
   /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
   /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
   /*      <br>",fileres,fileres,fileres,fileres); */
   /*  else  */
   /*    fprintf(fichtm,"\n No population forecast: popforecast = %d (instead of 1) or stepm = %d (instead of 1) or model=%s (instead of .)<br><br></li>\n",popforecast, stepm, model); */
   fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        for(cpt=1; cpt<=nlstate;cpt++) {
          fprintf(fichtm,"<br>- Observed (cross-sectional) and period (incidence based) \
   prevalence (with 95%% confidence interval) in state (%d): %s%d%d.png <br>\
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"v"),cpt,jj1,subdirf2(optionfilefiname,"v"),cpt,jj1);  
        }
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
    fflush(fichtm);
   }
   
   /******************* Gnuplot file **************/
   void printinggnuplot(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
   
     char dirfileres[132],optfileres[132];
     int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
     int ng;
   /*   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) { */
   /*     printf("Problem with file %s",optionfilegnuplot); */
   /*     fprintf(ficlog,"Problem with file %s",optionfilegnuplot); */
   /*   } */
   
     /*#ifdef windows */
     fprintf(ficgp,"cd \"%s\" \n",pathc);
       /*#endif */
     m=pow(2,cptcoveff);
   
     strcpy(dirfileres,optionfilefiname);
     strcpy(optfileres,"vpl");
    /* 1eme*/
     for (cpt=1; cpt<= nlstate ; cpt ++) {
      for (k1=1; k1<= m ; k1 ++) {
        fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"v"),cpt,k1);
        fprintf(ficgp,"\n#set out \"v%s%d%d.png\" \n",optionfilefiname,cpt,k1);
        fprintf(ficgp,"set xlabel \"Age\" \n\
   set ylabel \"Probability\" \n\
   set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,subdirf2(fileres,"vpl"),k1-1,k1-1);
   
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }
        fprintf(ficgp,"\" t\"Stable prevalence\" w l 0,\"%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1);
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        } 
        fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1); 
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }  
        fprintf(ficgp,"\" t\"\" w l 1,\"%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",subdirf2(fileres,"p"),k1-1,k1-1,2+4*(cpt-1));
      }
     }
     /*2 eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       fprintf(ficgp,"\nset out \"%s%d.png\" \n",subdirf2(optionfilefiname,"e"),k1);
       fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
       
       for (i=1; i<= nlstate+1 ; i ++) {
         k=2*i;
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:2 \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
         else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         fprintf(ficgp,"\" t\"\" w l 0,");
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
         else fprintf(ficgp,"\" t\"\" w l 0,");
       }
     }
     
     /*3eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<= nlstate ; cpt ++) {
         k=2+nlstate*(2*cpt-2);
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"exp"),cpt,k1);
         fprintf(ficgp,"set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,subdirf2(fileres,"e"),k1-1,k1-1,k,cpt);
         /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           
         */
         for (i=1; i< nlstate ; i ++) {
           fprintf(ficgp," ,\"%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",subdirf2(fileres,"e"),k1-1,k1-1,k+2*i,cpt,i+1);
           
         } 
       }
     }
     
     /* CV preval stable (period) */
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<=nlstate ; cpt ++) {
         k=3;
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"p"),cpt,k1);
         fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \n\
   set ter png small\nset size 0.65,0.65\n\
   unset log y\n\
   plot [%.f:%.f] \"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,subdirf2(fileres,"pij"),k1,k+cpt+1,k+1);
         
         for (i=1; i< nlstate ; i ++)
           fprintf(ficgp,"+$%d",k+i+1);
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
         
         l=3+(nlstate+ndeath)*cpt;
         fprintf(ficgp,",\"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",subdirf2(fileres,"pij"),k1,l+cpt+1,l+1);
         for (i=1; i< nlstate ; i ++) {
           l=3+(nlstate+ndeath)*cpt;
           fprintf(ficgp,"+$%d",l+i+1);
         }
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
       } 
     }  
     
     /* proba elementaires */
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) {
           for(j=1; j <=ncovmodel; j++){
             fprintf(ficgp,"p%d=%f ",jk,p[jk]);
             jk++; 
             fprintf(ficgp,"\n");
           }
         }
       }
      }
   
      for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
        for(jk=1; jk <=m; jk++) {
          fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"pe"),jk,ng); 
          if (ng==2)
            fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
          else
            fprintf(ficgp,"\nset title \"Probability\"\n");
          fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
          i=1;
          for(k2=1; k2<=nlstate; k2++) {
            k3=i;
            for(k=1; k<=(nlstate+ndeath); k++) {
              if (k != k2){
                if(ng==2)
                  fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
                else
                  fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
                ij=1;
                for(j=3; j <=ncovmodel; j++) {
                  if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                    fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                    ij++;
                  }
                  else
                    fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                }
                fprintf(ficgp,")/(1");
                
                for(k1=1; k1 <=nlstate; k1++){   
                  fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
                  ij=1;
                  for(j=3; j <=ncovmodel; j++){
                    if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                      fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                      ij++;
                    }
                    else
                      fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                  }
                  fprintf(ficgp,")");
                }
                fprintf(ficgp,") t \"p%d%d\" ", k2,k);
                if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
                i=i+ncovmodel;
              }
            } /* end k */
          } /* end k2 */
        } /* end jk */
      } /* end ng */
      fflush(ficgp); 
   }  /* end gnuplot */
   
   
   /*************** Moving average **************/
   int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
   
     int i, cpt, cptcod;
     int modcovmax =1;
     int mobilavrange, mob;
     double age;
   
     modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
                              a covariate has 2 modalities */
     if (cptcovn<1) modcovmax=1; /* At least 1 pass */
   
     if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
       if(mobilav==1) mobilavrange=5; /* default */
       else mobilavrange=mobilav;
       for (age=bage; age<=fage; age++)
         for (i=1; i<=nlstate;i++)
           for (cptcod=1;cptcod<=modcovmax;cptcod++)
             mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
       /* We keep the original values on the extreme ages bage, fage and for 
          fage+1 and bage-1 we use a 3 terms moving average; for fage+2 bage+2
          we use a 5 terms etc. until the borders are no more concerned. 
       */ 
       for (mob=3;mob <=mobilavrange;mob=mob+2){
         for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
           for (i=1; i<=nlstate;i++){
             for (cptcod=1;cptcod<=modcovmax;cptcod++){
               mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
                 for (cpt=1;cpt<=(mob-1)/2;cpt++){
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
                 }
               mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
             }
           }
         }/* end age */
       }/* end mob */
     }else return -1;
     return 0;
   }/* End movingaverage */
   
   
   /************** Forecasting ******************/
   prevforecast(char fileres[], double anproj1, double mproj1, double jproj1, double ageminpar, double agemax, double dateprev1, double dateprev2, int mobilav, double bage, double fage, int firstpass, int lastpass, double anproj2, double p[], int cptcoveff){
     /* proj1, year, month, day of starting projection 
        agemin, agemax range of age
        dateprev1 dateprev2 range of dates during which prevalence is computed
        anproj2 year of en of projection (same day and month as proj1).
     */
     int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
     int *popage;
     double agec; /* generic age */
     double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
     double *popeffectif,*popcount;
     double ***p3mat;
     double ***mobaverage;
     char fileresf[FILENAMELENGTH];
   
     agelim=AGESUP;
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
    
     strcpy(fileresf,"f"); 
     strcat(fileresf,fileres);
     if((ficresf=fopen(fileresf,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", fileresf);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
     }
     printf("Computing forecasting: result on file '%s' \n", fileresf);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     if(estepm < stepm){
       printf ("Problem %d lower than %d\n",estepm, stepm);
     }
     else  hstepm=estepm;   
   
     hstepm=hstepm/stepm; 
     yp1=modf(dateintmean,&yp);/* extracts integral of datemean in yp  and
                                  fractional in yp1 */
     anprojmean=yp;
     yp2=modf((yp1*12),&yp);
     mprojmean=yp;
     yp1=modf((yp2*30.5),&yp);
     jprojmean=yp;
     if(jprojmean==0) jprojmean=1;
     if(mprojmean==0) jprojmean=1;
   
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
     
     fprintf(ficresf,"# Mean day of interviews %.lf/%.lf/%.lf (%.2f) between %.2f and %.2f \n",jprojmean,mprojmean,anprojmean,dateintmean,dateprev1,dateprev2); 
     
     fprintf(ficresf,"#****** Routine prevforecast **\n");
   
   /*            if (h==(int)(YEARM*yearp)){ */
     for(cptcov=1, k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficresf,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficresf," V%d=%d, hpijx=probability over h years, hp.jx is weighted by observed prev ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficresf,"******\n");
         fprintf(ficresf,"# Covariate valuofcovar yearproj age");
         for(j=1; j<=nlstate+ndeath;j++){ 
           for(i=1; i<=nlstate;i++)              
             fprintf(ficresf," p%d%d",i,j);
           fprintf(ficresf," p.%d",j);
         }
         for (yearp=0; yearp<=(anproj2-anproj1);yearp +=stepsize) { 
           fprintf(ficresf,"\n");
           fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+yearp);   
   
           for (agec=fage; agec>=(ageminpar-1); agec--){ 
             nhstepm=(int) rint((agelim-agec)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agec,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h*hstepm/YEARM*stepm ==yearp) {
                 fprintf(ficresf,"\n");
                 for(j=1;j<=cptcoveff;j++) 
                   fprintf(ficresf,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
                 fprintf(ficresf,"%.f %.f ",anproj1+yearp,agec+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 ppij=0.;
                 for(i=1; i<=nlstate;i++) {
                   if (mobilav==1) 
                     ppij=ppij+p3mat[i][j][h]*mobaverage[(int)agec][i][cptcod];
                   else {
                     ppij=ppij+p3mat[i][j][h]*probs[(int)(agec)][i][cptcod];
                   }
                   if (h*hstepm/YEARM*stepm== yearp) {
                     fprintf(ficresf," %.3f", p3mat[i][j][h]);
                   }
                 } /* end i */
                 if (h*hstepm/YEARM*stepm==yearp) {
                   fprintf(ficresf," %.3f", ppij);
                 }
               }/* end j */
             } /* end h */
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           } /* end agec */
         } /* end yearp */
       } /* end cptcod */
     } /* end  cptcov */
          
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     fclose(ficresf);
   }
   
   /************** Forecasting *****not tested NB*************/
   populforecast(char fileres[], double anpyram,double mpyram,double jpyram,double ageminpar, double agemax,double dateprev1, double dateprev2, int mobilav, double agedeb, double fage, int popforecast, char popfile[], double anpyram1,double p[], int i2){
     
     int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
     int *popage;
     double calagedatem, agelim, kk1, kk2;
     double *popeffectif,*popcount;
     double ***p3mat,***tabpop,***tabpopprev;
     double ***mobaverage;
     char filerespop[FILENAMELENGTH];
   
     tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     agelim=AGESUP;
     calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
     
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     
     
     strcpy(filerespop,"pop"); 
     strcat(filerespop,fileres);
     if((ficrespop=fopen(filerespop,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", filerespop);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
     }
     printf("Computing forecasting: result on file '%s' \n", filerespop);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     
     agelim=AGESUP;
     
     hstepm=1;
     hstepm=hstepm/stepm; 
     
     if (popforecast==1) {
       if((ficpop=fopen(popfile,"r"))==NULL) {
         printf("Problem with population file : %s\n",popfile);exit(0);
         fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
       } 
       popage=ivector(0,AGESUP);
       popeffectif=vector(0,AGESUP);
       popcount=vector(0,AGESUP);
       
       i=1;   
       while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
      
       imx=i;
       for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
     }
   
     for(cptcov=1,k=0;cptcov<=i2;cptcov++){
      for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficrespop,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespop,"******\n");
         fprintf(ficrespop,"# Age");
         for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
         if (popforecast==1)  fprintf(ficrespop," [Population]");
         
         for (cpt=0; cpt<=0;cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   if (mobilav==1) 
                     kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
                   else {
                     kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
                   }
                 }
                 if (h==(int)(calagedatem+12*cpt)){
                   tabpop[(int)(agedeb)][j][cptcod]=kk1;
                     /*fprintf(ficrespop," %.3f", kk1);
                       if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
                 }
               }
               for(i=1; i<=nlstate;i++){
                 kk1=0.;
                   for(j=1; j<=nlstate;j++){
                     kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
                   }
                     tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
               }
   
               if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
                 fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
    
     /******/
   
         for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];    
                 }
                 if (h==(int)(calagedatem+12*cpt)) fprintf(ficresf," %15.2f", kk1);        
               }
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
      } 
     }
    
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     if (popforecast==1) {
       free_ivector(popage,0,AGESUP);
       free_vector(popeffectif,0,AGESUP);
       free_vector(popcount,0,AGESUP);
     }
     free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficrespop);
   } /* End of popforecast */
   
   int fileappend(FILE *fichier, char *optionfich)
   {
     if((fichier=fopen(optionfich,"a"))==NULL) {
       printf("Problem with file: %s\n", optionfich);
       fprintf(ficlog,"Problem with file: %s\n", optionfich);
       return (0);
     }
     fflush(fichier);
     return (1);
   }
   
   
   /**************** function prwizard **********************/
   void prwizard(int ncovmodel, int nlstate, int ndeath,  char model[], FILE *ficparo)
   {
   
     /* Wizard to print covariance matrix template */
   
     char ca[32], cb[32], cc[32];
     int i,j, k, l, li, lj, lk, ll, jj, npar, itimes;
     int numlinepar;
   
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficparo,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         /*ca[0]= k+'a'-1;ca[1]='\0';*/
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           /*        printf(" %lf",param[i][j][k]); */
           /*        fprintf(ficparo," %lf",param[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficparo,"# Scales (for hessian or gradient estimation)\n");
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/ 
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         fprintf(ficparo,"%1d%1d",i,j);
         printf("%1d%1d",i,j);
         fflush(stdout);
         for(k=1; k<=ncovmodel;k++){
           /*      printf(" %le",delti3[i][j][k]); */
           /*      fprintf(ficparo," %le",delti3[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         numlinepar++;
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Covariance matrix\n");
   /* # 121 Var(a12)\n\ */
   /* # 122 Cov(b12,a12) Var(b12)\n\ */
   /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
   /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
   /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
   /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
   /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
   /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
     fflush(stdout);
     fprintf(ficparo,"# Covariance matrix\n");
     /* # 121 Var(a12)\n\ */
     /* # 122 Cov(b12,a12) Var(b12)\n\ */
     /* #   ...\n\ */
     /* # 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n" */
     
     for(itimes=1;itimes<=2;itimes++){
       jj=0;
       for(i=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath; j++){
           if(j==i) continue;
           for(k=1; k<=ncovmodel;k++){
             jj++;
             ca[0]= k+'a'-1;ca[1]='\0';
             if(itimes==1){
               printf("#%1d%1d%d",i,j,k);
               fprintf(ficparo,"#%1d%1d%d",i,j,k);
             }else{
               printf("%1d%1d%d",i,j,k);
               fprintf(ficparo,"%1d%1d%d",i,j,k);
               /*  printf(" %.5le",matcov[i][j]); */
             }
             ll=0;
             for(li=1;li <=nlstate; li++){
               for(lj=1;lj <=nlstate+ndeath; lj++){
                 if(lj==li) continue;
                 for(lk=1;lk<=ncovmodel;lk++){
                   ll++;
                   if(ll<=jj){
                     cb[0]= lk +'a'-1;cb[1]='\0';
                     if(ll<jj){
                       if(itimes==1){
                         printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         fprintf(ficparo," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }else{
                       if(itimes==1){
                         printf(" Var(%s%1d%1d)",ca,i,j);
                         fprintf(ficparo," Var(%s%1d%1d)",ca,i,j);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }
                   }
                 } /* end lk */
               } /* end lj */
             } /* end li */
             printf("\n");
             fprintf(ficparo,"\n");
             numlinepar++;
           } /* end k*/
         } /*end j */
       } /* end i */
     } /* end itimes */
   
   } /* end of prwizard */
   
   
   /***********************************************/
   /**************** Main Program *****************/
   /***********************************************/
   
   int main(int argc, char *argv[])
   {
     int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
     int i,j, k, n=MAXN,iter,m,size=100,cptcode, cptcod;
     int jj, ll, li, lj, lk, imk;
     int numlinepar=0; /* Current linenumber of parameter file */
     int itimes;
   
     char ca[32], cb[32], cc[32];
     /*  FILE *fichtm; *//* Html File */
     /* FILE *ficgp;*/ /*Gnuplot File */
     double agedeb, agefin,hf;
     double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
   
     double fret;
     double **xi,tmp,delta;
   
     double dum; /* Dummy variable */
     double ***p3mat;
     double ***mobaverage;
     int *indx;
     char line[MAXLINE], linepar[MAXLINE];
     char path[MAXLINE],pathc[MAXLINE],pathcd[MAXLINE],pathtot[MAXLINE],model[MAXLINE];
     char pathr[MAXLINE]; 
     int firstobs=1, lastobs=10;
     int sdeb, sfin; /* Status at beginning and end */
     int c,  h , cpt,l;
     int ju,jl, mi;
     int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
     int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,*tab; 
     int mobilavproj=0 , prevfcast=0 ; /* moving average of prev, If prevfcast=1 prevalence projection */
     int mobilav=0,popforecast=0;
     int hstepm, nhstepm;
     double jprev1=1, mprev1=1,anprev1=2000,jprev2=1, mprev2=1,anprev2=2000;
     double jpyram=1, mpyram=1,anpyram=2000,jpyram1=1, mpyram1=1,anpyram1=2000;
   
     double bage, fage, age, agelim, agebase;
     double ftolpl=FTOL;
     double **prlim;
     double *severity;
     double ***param; /* Matrix of parameters */
     double  *p;
     double **matcov; /* Matrix of covariance */
     double ***delti3; /* Scale */
     double *delti; /* Scale */
     double ***eij, ***vareij;
     double **varpl; /* Variances of prevalence limits by age */
     double *epj, vepp;
     double kk1, kk2;
     double dateprev1, dateprev2,jproj1=1,mproj1=1,anproj1=2000,jproj2=1,mproj2=1,anproj2=2000;
   
     char *alph[]={"a","a","b","c","d","e"}, str[4];
   
   
     char z[1]="c", occ;
   
     char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
     char strstart[80], *strt, strtend[80];
     char *stratrunc;
     int lstra;
   
     long total_usecs;
    
   /*   setlocale (LC_ALL, ""); */
   /*   bindtextdomain (PACKAGE, LOCALEDIR); */
   /*   textdomain (PACKAGE); */
   /*   setlocale (LC_CTYPE, ""); */
   /*   setlocale (LC_MESSAGES, ""); */
   
     /*   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
     (void) gettimeofday(&start_time,&tzp);
     curr_time=start_time;
     tm = *localtime(&start_time.tv_sec);
     tmg = *gmtime(&start_time.tv_sec);
     strcpy(strstart,asctime(&tm));
   
   /*  printf("Localtime (at start)=%s",strstart); */
   /*  tp.tv_sec = tp.tv_sec +86400; */
   /*  tm = *localtime(&start_time.tv_sec); */
   /*   tmg.tm_year=tmg.tm_year +dsign*dyear; */
   /*   tmg.tm_mon=tmg.tm_mon +dsign*dmonth; */
   /*   tmg.tm_hour=tmg.tm_hour + 1; */
   /*   tp.tv_sec = mktime(&tmg); */
   /*   strt=asctime(&tmg); */
   /*   printf("Time(after) =%s",strstart);  */
   /*  (void) time (&time_value);
   *  printf("time=%d,t-=%d\n",time_value,time_value-86400);
   *  tm = *localtime(&time_value);
   *  strstart=asctime(&tm);
   *  printf("tim_value=%d,asctime=%s\n",time_value,strstart); 
   */
   
     nberr=0; /* Number of errors and warnings */
     nbwarn=0;
     getcwd(pathcd, size);
   
     printf("\n%s\n%s",version,fullversion);
     if(argc <=1){
       printf("\nEnter the parameter file name: ");
       scanf("%s",pathtot);
     }
     else{
       strcpy(pathtot,argv[1]);
     }
     /*if(getcwd(pathcd, MAXLINE)!= NULL)printf ("Error pathcd\n");*/
     /*cygwin_split_path(pathtot,path,optionfile);
       printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
     /* cutv(path,optionfile,pathtot,'\\');*/
   
     split(pathtot,path,optionfile,optionfilext,optionfilefiname);
     printf("pathtot=%s,\npath=%s,\noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     chdir(path);
     strcpy(command,"mkdir ");
     strcat(command,optionfilefiname);
     if((outcmd=system(command)) != 0){
       printf("Problem creating directory or it already exists %s%s, err=%d\n",path,optionfilefiname,outcmd);
       /* fprintf(ficlog,"Problem creating directory %s%s\n",path,optionfilefiname); */
       /* fclose(ficlog); */
   /*     exit(1); */
     }
   /*   if((imk=mkdir(optionfilefiname))<0){ */
   /*     perror("mkdir"); */
   /*   } */
   
     /*-------- arguments in the command line --------*/
   
     /* Log file */
     strcat(filelog, optionfilefiname);
     strcat(filelog,".log");    /* */
     if((ficlog=fopen(filelog,"w"))==NULL)    {
       printf("Problem with logfile %s\n",filelog);
       goto end;
     }
     fprintf(ficlog,"Log filename:%s\n",filelog);
     fprintf(ficlog,"\n%s\n%s",version,fullversion);
     fprintf(ficlog,"\nEnter the parameter file name: ");
     fprintf(ficlog,"pathtot=%s\n\
    path=%s \n\
    optionfile=%s\n\
    optionfilext=%s\n\
    optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
   
     printf("Local time (at start):%s",strstart);
     fprintf(ficlog,"Local time (at start): %s",strstart);
     fflush(ficlog);
   /*   (void) gettimeofday(&curr_time,&tzp); */
   /*   printf("Elapsed time %d\n", asc_diff_time(curr_time.tv_sec-start_time.tv_sec,tmpout)); */
   
     /* */
     strcpy(fileres,"r");
     strcat(fileres, optionfilefiname);
     strcat(fileres,".txt");    /* Other files have txt extension */
   
     /*---------arguments file --------*/
   
     if((ficpar=fopen(optionfile,"r"))==NULL)    {
       printf("Problem with optionfile %s\n",optionfile);
       fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
       fflush(ficlog);
       goto end;
     }
   
   
   
     strcpy(filereso,"o");
     strcat(filereso,fileres);
     if((ficparo=fopen(filereso,"w"))==NULL) { /* opened on subdirectory */
       printf("Problem with Output resultfile: %s\n", filereso);
       fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
       fflush(ficlog);
       goto end;
     }
   
     /* Reads comments: lines beginning with '#' */
     numlinepar=0;
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
     numlinepar++;
     printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model);
     fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fprintf(ficlog,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fflush(ficlog);
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
      
     covar=matrix(0,NCOVMAX,1,n); 
     cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
     if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
   
     ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
     nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
    
     if(mle==-1){ /* Print a wizard for help writing covariance matrix */
       prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
       printf(" You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       fprintf(ficlog," You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       fclose (ficparo);
       fclose (ficlog);
       exit(0);
     }
     /* Read guess parameters */
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     for(i=1; i <=nlstate; i++){
       j=0;
       for(jj=1; jj <=nlstate+ndeath; jj++){
         if(jj==i) continue;
         j++;
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         if ((i1 != i) && (j1 != j)){
           printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
           exit(1);
         }
         fprintf(ficparo,"%1d%1d",i1,j1);
         if(mle==1)
           printf("%1d%1d",i,j);
         fprintf(ficlog,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar," %lf",&param[i][j][k]);
           if(mle==1){
             printf(" %lf",param[i][j][k]);
             fprintf(ficlog," %lf",param[i][j][k]);
           }
           else
             fprintf(ficlog," %lf",param[i][j][k]);
           fprintf(ficparo," %lf",param[i][j][k]);
         }
         fscanf(ficpar,"\n");
         numlinepar++;
         if(mle==1)
           printf("\n");
         fprintf(ficlog,"\n");
         fprintf(ficparo,"\n");
       }
     }  
     fflush(ficlog);
   
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
   
     p=param[1][1];
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     /* delti=vector(1,npar); *//* Scale of each paramater (output from hesscov) */
     for(i=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath-1; j++){
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         if ((i1-i)*(j1-j)!=0){
           printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
           exit(1);
         }
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i1,j1);
         fprintf(ficlog,"%1d%1d",i1,j1);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar,"%le",&delti3[i][j][k]);
           printf(" %le",delti3[i][j][k]);
           fprintf(ficparo," %le",delti3[i][j][k]);
           fprintf(ficlog," %le",delti3[i][j][k]);
         }
         fscanf(ficpar,"\n");
         numlinepar++;
         printf("\n");
         fprintf(ficparo,"\n");
         fprintf(ficlog,"\n");
       }
     }
     fflush(ficlog);
   
     delti=delti3[1][1];
   
   
     /* free_ma3x(delti3,1,nlstate,1,nlstate+ndeath-1,1,ncovmodel); */ /* Hasn't to to freed here otherwise delti is no more allocated */
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
     
     matcov=matrix(1,npar,1,npar);
     for(i=1; i <=npar; i++){
       fscanf(ficpar,"%s",&str);
       if(mle==1)
         printf("%s",str);
       fprintf(ficlog,"%s",str);
       fprintf(ficparo,"%s",str);
       for(j=1; j <=i; j++){
         fscanf(ficpar," %le",&matcov[i][j]);
         if(mle==1){
           printf(" %.5le",matcov[i][j]);
         }
         fprintf(ficlog," %.5le",matcov[i][j]);
         fprintf(ficparo," %.5le",matcov[i][j]);
       }
       fscanf(ficpar,"\n");
       numlinepar++;
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       fprintf(ficparo,"\n");
     }
     for(i=1; i <=npar; i++)
       for(j=i+1;j<=npar;j++)
         matcov[i][j]=matcov[j][i];
      
     if(mle==1)
       printf("\n");
     fprintf(ficlog,"\n");
   
     fflush(ficlog);
   
     /*-------- Rewriting paramater file ----------*/
     strcpy(rfileres,"r");    /* "Rparameterfile */
     strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
     strcat(rfileres,".");    /* */
     strcat(rfileres,optionfilext);    /* Other files have txt extension */
     if((ficres =fopen(rfileres,"w"))==NULL) {
       printf("Problem writing new parameter file: %s\n", fileres);goto end;
       fprintf(ficlog,"Problem writing new parameter file: %s\n", fileres);goto end;
     }
     fprintf(ficres,"#%s\n",version);
       
     /*-------- data file ----------*/
     if((fic=fopen(datafile,"r"))==NULL)    {
       printf("Problem with datafile: %s\n", datafile);goto end;
       fprintf(ficlog,"Problem with datafile: %s\n", datafile);goto end;
     }
   
     n= lastobs;
     severity = vector(1,maxwav);
     outcome=imatrix(1,maxwav+1,1,n);
     num=lvector(1,n);
     moisnais=vector(1,n);
     annais=vector(1,n);
     moisdc=vector(1,n);
     andc=vector(1,n);
     agedc=vector(1,n);
     cod=ivector(1,n);
     weight=vector(1,n);
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
     mint=matrix(1,maxwav,1,n);
     anint=matrix(1,maxwav,1,n);
     s=imatrix(1,maxwav+1,1,n);
     tab=ivector(1,NCOVMAX);
     ncodemax=ivector(1,8);
   
     i=1;
     while (fgets(line, MAXLINE, fic) != NULL)    {
       if ((i >= firstobs) && (i <=lastobs)) {
           
         for (j=maxwav;j>=1;j--){
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb); 
           strcpy(line,stra);
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         }
           
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
         for (j=ncovcol;j>=1;j--){
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         } 
         lstra=strlen(stra);
         if(lstra > 9){ /* More than 2**32 or max of what printf can write with %ld */
           stratrunc = &(stra[lstra-9]);
           num[i]=atol(stratrunc);
         }
         else
           num[i]=atol(stra);
           
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
           printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/
   
         i=i+1;
       }
     }
     /* printf("ii=%d", ij);
        scanf("%d",i);*/
     imx=i-1; /* Number of individuals */
   
     /* for (i=1; i<=imx; i++){
       if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
       if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
       if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
       }*/
      /*  for (i=1; i<=imx; i++){
        if (s[4][i]==9)  s[4][i]=-1; 
        printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));}*/
     
    for (i=1; i<=imx; i++)
    
      /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
        else weight[i]=1;*/
   
     /* Calculation of the number of parameter from char model*/
     Tvar=ivector(1,15); /* stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
     Tprod=ivector(1,15); 
     Tvaraff=ivector(1,15); 
     Tvard=imatrix(1,15,1,2);
     Tage=ivector(1,15);      
      
     if (strlen(model) >1){ /* If there is at least 1 covariate */
       j=0, j1=0, k1=1, k2=1;
       j=nbocc(model,'+'); /* j=Number of '+' */
       j1=nbocc(model,'*'); /* j1=Number of '*' */
       cptcovn=j+1; 
       cptcovprod=j1; /*Number of products */
       
       strcpy(modelsav,model); 
       if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
         printf("Error. Non available option model=%s ",model);
         fprintf(ficlog,"Error. Non available option model=%s ",model);
         goto end;
       }
       
       /* This loop fills the array Tvar from the string 'model'.*/
   
       for(i=(j+1); i>=1;i--){
         cutv(stra,strb,modelsav,'+'); /* keeps in strb after the last + */ 
         if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
         /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
         /*scanf("%d",i);*/
         if (strchr(strb,'*')) {  /* Model includes a product */
           cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn (if not *age)*/
           if (strcmp(strc,"age")==0) { /* Vn*age */
             cptcovprod--;
             cutv(strb,stre,strd,'V');
             Tvar[i]=atoi(stre); /* computes n in Vn and stores in Tvar*/
             cptcovage++;
               Tage[cptcovage]=i;
               /*printf("stre=%s ", stre);*/
           }
           else if (strcmp(strd,"age")==0) { /* or age*Vn */
             cptcovprod--;
             cutv(strb,stre,strc,'V');
             Tvar[i]=atoi(stre);
             cptcovage++;
             Tage[cptcovage]=i;
           }
           else {  /* Age is not in the model */
             cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n*/
             Tvar[i]=ncovcol+k1;
             cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
             Tprod[k1]=i;
             Tvard[k1][1]=atoi(strc); /* m*/
             Tvard[k1][2]=atoi(stre); /* n */
             Tvar[cptcovn+k2]=Tvard[k1][1];
             Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
             for (k=1; k<=lastobs;k++) 
               covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
             k1++;
             k2=k2+2;
           }
         }
         else { /* no more sum */
           /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
          /*  scanf("%d",i);*/
         cutv(strd,strc,strb,'V');
         Tvar[i]=atoi(strc);
         }
         strcpy(modelsav,stra);  
         /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
           scanf("%d",i);*/
       } /* end of loop + */
     } /* end model */
     
     /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
       If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
   
     /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
     printf("cptcovprod=%d ", cptcovprod);
     fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
   
     scanf("%d ",i);
     fclose(fic);*/
   
       /*  if(mle==1){*/
     if (weightopt != 1) { /* Maximisation without weights*/
       for(i=1;i<=n;i++) weight[i]=1.0;
     }
       /*-calculation of age at interview from date of interview and age at death -*/
     agev=matrix(1,maxwav,1,imx);
   
     for (i=1; i<=imx; i++) {
       for(m=2; (m<= maxwav); m++) {
         if (((int)mint[m][i]== 99) && (s[m][i] <= nlstate)){
           anint[m][i]=9999;
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]==9999 && s[m][i]>nlstate){
           nberr++;
           printf("Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           fprintf(ficlog,"Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
           nberr++;
           printf("Error! Month of death of individual %ld on line %d was unknown %2d, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,(int)moisdc[i]); 
           fprintf(ficlog,"Error! Month of death of individual %ld on line %d was unknown %f, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,moisdc[i]); 
           s[m][i]=-1; /* We prefer to skip it (and to skip it in version 0.8a1 too */
         }
       }
     }
   
     for (i=1; i<=imx; i++)  {
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
       for(m=firstpass; (m<= lastpass); m++){
         if(s[m][i] >0){
           if (s[m][i] >= nlstate+1) {
             if(agedc[i]>0)
               if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
                 agev[m][i]=agedc[i];
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
               else {
                 if ((int)andc[i]!=9999){
                   nbwarn++;
                   printf("Warning negative age at death: %ld line:%d\n",num[i],i);
                   fprintf(ficlog,"Warning negative age at death: %ld line:%d\n",num[i],i);
                   agev[m][i]=-1;
                 }
               }
           }
           else if(s[m][i] !=9){ /* Standard case, age in fractional
                                    years but with the precision of a
                                    month */
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
             if((int)mint[m][i]==99 || (int)anint[m][i]==9999)
               agev[m][i]=1;
             else if(agev[m][i] <agemin){ 
               agemin=agev[m][i];
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
             }
             else if(agev[m][i] >agemax){
               agemax=agev[m][i];
               /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
             }
             /*agev[m][i]=anint[m][i]-annais[i];*/
             /*     agev[m][i] = age[i]+2*m;*/
           }
           else { /* =9 */
             agev[m][i]=1;
             s[m][i]=-1;
           }
         }
         else /*= 0 Unknown */
           agev[m][i]=1;
       }
       
     }
     for (i=1; i<=imx; i++)  {
       for(m=firstpass; (m<=lastpass); m++){
         if (s[m][i] > (nlstate+ndeath)) {
           nberr++;
           printf("Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           fprintf(ficlog,"Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           goto end;
         }
       }
     }
   
     /*for (i=1; i<=imx; i++){
     for (m=firstpass; (m<lastpass); m++){
        printf("%ld %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
   }
   
   }*/
   
     printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
     fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
   
     free_vector(severity,1,maxwav);
     free_imatrix(outcome,1,maxwav+1,1,n);
     free_vector(moisnais,1,n);
     free_vector(annais,1,n);
     /* free_matrix(mint,1,maxwav,1,n);
        free_matrix(anint,1,maxwav,1,n);*/
     free_vector(moisdc,1,n);
     free_vector(andc,1,n);
   
      
     wav=ivector(1,imx);
     dh=imatrix(1,lastpass-firstpass+1,1,imx);
     bh=imatrix(1,lastpass-firstpass+1,1,imx);
     mw=imatrix(1,lastpass-firstpass+1,1,imx);
      
     /* Concatenates waves */
     concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
   
     /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
   
     Tcode=ivector(1,100);
     nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
     ncodemax[1]=1;
     if (cptcovn > 0) tricode(Tvar,nbcode,imx);
         
     codtab=imatrix(1,100,1,10); /* Cross tabulation to get the order of 
                                    the estimations*/
     h=0;
     m=pow(2,cptcoveff);
    
     for(k=1;k<=cptcoveff; k++){
       for(i=1; i <=(m/pow(2,k));i++){
         for(j=1; j <= ncodemax[k]; j++){
           for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
             h++;
             if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;
             /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/
           } 
         }
       }
     } 
     /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
        codtab[1][2]=1;codtab[2][2]=2; */
     /* for(i=1; i <=m ;i++){ 
        for(k=1; k <=cptcovn; k++){
        printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
        }
        printf("\n");
        }
        scanf("%d",i);*/
       
     /*------------ gnuplot -------------*/
     strcpy(optionfilegnuplot,optionfilefiname);
     strcat(optionfilegnuplot,".gp");
     if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
       printf("Problem with file %s",optionfilegnuplot);
     }
     else{
       fprintf(ficgp,"\n# %s\n", version); 
       fprintf(ficgp,"# %s\n", optionfilegnuplot); 
       fprintf(ficgp,"set missing 'NaNq'\n");
     }
     /*  fclose(ficgp);*/
     /*--------- index.htm --------*/
   
     strcpy(optionfilehtm,optionfilefiname); /* Main html file */
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
     }
   
     strcpy(optionfilehtmcov,optionfilefiname); /* Only for matrix of covariance */
     strcat(optionfilehtmcov,"-cov.htm");
     if((fichtmcov=fopen(optionfilehtmcov,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtmcov), exit(0);
     }
     else{
     fprintf(fichtmcov,"<body>\n<title>IMaCh Cov %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model);
     }
   
     fprintf(fichtm,"<body>\n<title>IMaCh %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n\
   \n\
   <hr  size=\"2\" color=\"#EC5E5E\">\
    <ul><li><h4>Parameter files</h4>\n\
    - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n\
    - Log file of the run: <a href=\"%s\">%s</a><br>\n\
    - Gnuplot file name: <a href=\"%s\">%s</a><br>\n\
    - Date and time at start: %s</ul>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model,\
             fileres,fileres,\
             filelog,filelog,optionfilegnuplot,optionfilegnuplot,strstart);
     fflush(fichtm);
   
     strcpy(pathr,path);
     strcat(pathr,optionfilefiname);
     chdir(optionfilefiname); /* Move to directory named optionfile */
     
     /* Calculates basic frequencies. Computes observed prevalence at single age
        and prints on file fileres'p'. */
     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);
   
     fprintf(fichtm,"\n");
     fprintf(fichtm,"<br>Total number of observations=%d <br>\n\
   Youngest age at first (selected) pass %.2f, oldest age %.2f<br>\n\
   Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n",\
             imx,agemin,agemax,jmin,jmax,jmean);
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
       
      
     /* For Powell, parameters are in a vector p[] starting at p[1]
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */
   
     globpr=0; /* To get the number ipmx of contributions and the sum of weights*/
     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
     printf("First Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
     for (k=1; k<=npar;k++)
       printf(" %d %8.5f",k,p[k]);
     printf("\n");
     globpr=1; /* to print the contributions */
     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
     printf("Second Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
     for (k=1; k<=npar;k++)
       printf(" %d %8.5f",k,p[k]);
     printf("\n");
     if(mle>=1){ /* Could be 1 or 2 */
       mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
     }
       
     /*--------- results files --------------*/
     fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle= 0 weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate, ndeath, maxwav, weightopt,model);
     
   
     fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) {
           printf("%d%d ",i,k);
           fprintf(ficlog,"%d%d ",i,k);
           fprintf(ficres,"%1d%1d ",i,k);
           for(j=1; j <=ncovmodel; j++){
             printf("%f ",p[jk]);
             fprintf(ficlog,"%f ",p[jk]);
             fprintf(ficres,"%f ",p[jk]);
             jk++; 
           }
           printf("\n");
           fprintf(ficlog,"\n");
           fprintf(ficres,"\n");
         }
       }
     }
     if(mle!=0){
       /* Computing hessian and covariance matrix */
       ftolhess=ftol; /* Usually correct */
       hesscov(matcov, p, npar, delti, ftolhess, func);
     }
     fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath; j++){
         if (j!=i) {
           fprintf(ficres,"%1d%1d",i,j);
           printf("%1d%1d",i,j);
           fprintf(ficlog,"%1d%1d",i,j);
           for(k=1; k<=ncovmodel;k++){
             printf(" %.5e",delti[jk]);
             fprintf(ficlog," %.5e",delti[jk]);
             fprintf(ficres," %.5e",delti[jk]);
             jk++;
           }
           printf("\n");
           fprintf(ficlog,"\n");
           fprintf(ficres,"\n");
         }
       }
     }
      
     fprintf(ficres,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     if(mle>=1)
       printf("# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     fprintf(ficlog,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
   /* # 121 Var(a12)\n\ */
   /* # 122 Cov(b12,a12) Var(b12)\n\ */
   /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
   /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
   /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
   /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
   /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
   /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
   
   
   /* Just to have a covariance matrix which will be more understandable
      even is we still don't want to manage dictionary of variables
   */
     for(itimes=1;itimes<=2;itimes++){
       jj=0;
       for(i=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath; j++){
           if(j==i) continue;
           for(k=1; k<=ncovmodel;k++){
             jj++;
             ca[0]= k+'a'-1;ca[1]='\0';
             if(itimes==1){
               if(mle>=1)
                 printf("#%1d%1d%d",i,j,k);
               fprintf(ficlog,"#%1d%1d%d",i,j,k);
               fprintf(ficres,"#%1d%1d%d",i,j,k);
             }else{
               if(mle>=1)
                 printf("%1d%1d%d",i,j,k);
               fprintf(ficlog,"%1d%1d%d",i,j,k);
               fprintf(ficres,"%1d%1d%d",i,j,k);
             }
             ll=0;
             for(li=1;li <=nlstate; li++){
               for(lj=1;lj <=nlstate+ndeath; lj++){
                 if(lj==li) continue;
                 for(lk=1;lk<=ncovmodel;lk++){
                   ll++;
                   if(ll<=jj){
                     cb[0]= lk +'a'-1;cb[1]='\0';
                     if(ll<jj){
                       if(itimes==1){
                         if(mle>=1)
                           printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         fprintf(ficlog," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         fprintf(ficres," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                       }else{
                         if(mle>=1)
                           printf(" %.5e",matcov[jj][ll]); 
                         fprintf(ficlog," %.5e",matcov[jj][ll]); 
                         fprintf(ficres," %.5e",matcov[jj][ll]); 
                       }
                     }else{
                       if(itimes==1){
                         if(mle>=1)
                           printf(" Var(%s%1d%1d)",ca,i,j);
                         fprintf(ficlog," Var(%s%1d%1d)",ca,i,j);
                         fprintf(ficres," Var(%s%1d%1d)",ca,i,j);
                       }else{
                         if(mle>=1)
                           printf(" %.5e",matcov[jj][ll]); 
                         fprintf(ficlog," %.5e",matcov[jj][ll]); 
                         fprintf(ficres," %.5e",matcov[jj][ll]); 
                       }
                     }
                   }
                 } /* end lk */
               } /* end lj */
             } /* end li */
             if(mle>=1)
               printf("\n");
             fprintf(ficlog,"\n");
             fprintf(ficres,"\n");
             numlinepar++;
           } /* end k*/
         } /*end j */
       } /* end i */
     } /* end itimes */
   
     fflush(ficlog);
     fflush(ficres);
   
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     estepm=0;
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
     if (estepm==0 || estepm < stepm) estepm=stepm;
     if (fage <= 2) {
       bage = ageminpar;
       fage = agemaxpar;
     }
      
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mov_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);
     fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficlog,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
    
   
     dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
     dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
   
     fscanf(ficpar,"pop_based=%d\n",&popbased);
     fprintf(ficparo,"pop_based=%d\n",popbased);   
     fprintf(ficres,"pop_based=%d\n",popbased);   
     
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"prevforecast=%d starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf mobil_average=%d\n",&prevfcast,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2,&mobilavproj);
     fprintf(ficparo,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     printf("prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficlog,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficres,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     /* day and month of proj2 are not used but only year anproj2.*/
   
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"popforecast=%d popfile=%s popfiledate=%lf/%lf/%lf last-popfiledate=%lf/%lf/%lf\n",&popforecast,popfile,&jpyram,&mpyram,&anpyram,&jpyram1,&mpyram1,&anpyram1);
     fprintf(ficparo,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
     fprintf(ficres,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
   
     /*  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);*/
     /*,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
   
     replace_back_to_slash(pathc,path); /* Even gnuplot wants a / */
     printinggnuplot(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
   
     printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,\
                  model,imx,jmin,jmax,jmean,rfileres,popforecast,estepm,\
                  jprev1,mprev1,anprev1,jprev2,mprev2,anprev2);
    
     /*------------ free_vector  -------------*/
     /*  chdir(path); */
    
     free_ivector(wav,1,imx);
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(bh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
     free_lvector(num,1,n);
     free_vector(agedc,1,n);
     /*free_matrix(covar,0,NCOVMAX,1,n);*/
     /*free_matrix(covar,1,NCOVMAX,1,n);*/
     fclose(ficparo);
     fclose(ficres);
   
   
     /*--------------- Prevalence limit  (stable prevalence) --------------*/
     
     strcpy(filerespl,"pl");
     strcat(filerespl,fileres);
     if((ficrespl=fopen(filerespl,"w"))==NULL) {
       printf("Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
       fprintf(ficlog,"Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
     }
     printf("Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficlog,"Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficrespl,"#Stable prevalence \n");
     fprintf(ficrespl,"#Age ");
     for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
     fprintf(ficrespl,"\n");
     
     prlim=matrix(1,nlstate,1,nlstate);
   
     agebase=ageminpar;
     agelim=agemaxpar;
     ftolpl=1.e-10;
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
         fprintf(ficrespl,"\n#******");
         printf("\n#******");
         fprintf(ficlog,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespl,"******\n");
         printf("******\n");
         fprintf(ficlog,"******\n");
           
         for (age=agebase; age<=agelim; age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           fprintf(ficrespl,"%.0f ",age );
           for(j=1;j<=cptcoveff;j++)
             fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           for(i=1; i<=nlstate;i++)
             fprintf(ficrespl," %.5f", prlim[i][i]);
           fprintf(ficrespl,"\n");
         }
       }
     }
     fclose(ficrespl);
   
     /*------------- h Pij x at various ages ------------*/
     
     strcpy(filerespij,"pij");  strcat(filerespij,fileres);
     if((ficrespij=fopen(filerespij,"w"))==NULL) {
       printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
       fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij);goto end;
     }
     printf("Computing pij: result on file '%s' \n", filerespij);
     fprintf(ficlog,"Computing pij: result on file '%s' \n", filerespij);
     
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     /*if (stepm<=24) stepsize=2;*/
   
     agelim=AGESUP;
     hstepm=stepsize*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
   
     /* hstepm=1;   aff par mois*/
   
     fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x ");
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficrespij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrespij,"******\n");
           
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   
           /*        nhstepm=nhstepm*YEARM; aff par mois*/
   
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           oldm=oldms;savm=savms;
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j=");
           for(i=1; i<=nlstate;i++)
             for(j=1; j<=nlstate+ndeath;j++)
               fprintf(ficrespij," %1d-%1d",i,j);
           fprintf(ficrespij,"\n");
           for (h=0; h<=nhstepm; h++){
             fprintf(ficrespij,"%d %3.f %3.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
             for(i=1; i<=nlstate;i++)
               for(j=1; j<=nlstate+ndeath;j++)
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);
             fprintf(ficrespij,"\n");
           }
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           fprintf(ficrespij,"\n");
         }
       }
     }
   
     varprob(optionfilefiname, matcov, p, delti, nlstate, bage, fage,k,Tvar,nbcode, ncodemax);
   
     fclose(ficrespij);
   
     probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     /*---------- Forecasting ------------------*/
     /*if((stepm == 1) && (strcmp(model,".")==0)){*/
     if(prevfcast==1){
       /*    if(stepm ==1){*/
         prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
         /* (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);*/
   /*      }  */
   /*      else{ */
   /*        erreur=108; */
   /*        printf("Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*        fprintf(ficlog,"Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*      } */
     }
     
   
     /*---------- Health expectancies and variances ------------*/
   
     strcpy(filerest,"t");
     strcat(filerest,fileres);
     if((ficrest=fopen(filerest,"w"))==NULL) {
       printf("Problem with total LE resultfile: %s\n", filerest);goto end;
       fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
     }
     printf("Computing Total LEs with variances: file '%s' \n", filerest); 
     fprintf(ficlog,"Computing Total LEs with variances: file '%s' \n", filerest); 
   
   
     strcpy(filerese,"e");
     strcat(filerese,fileres);
     if((ficreseij=fopen(filerese,"w"))==NULL) {
       printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
       fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
     }
     printf("Computing Health Expectancies: result on file '%s' \n", filerese);
     fprintf(ficlog,"Computing Health Expectancies: result on file '%s' \n", filerese);
   
     strcpy(fileresv,"v");
     strcat(fileresv,fileres);
     if((ficresvij=fopen(fileresv,"w"))==NULL) {
       printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
       fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
     }
     printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
     fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
   
     /* Computes prevalence between agemin (i.e minimal age computed) and no more ageminpar */
     prevalence(probs, agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     /*  printf("ageminpar=%f, agemax=%f, s[lastpass][imx]=%d, agev[lastpass][imx]=%f, nlstate=%d, imx=%d,  mint[lastpass][imx]=%f, anint[lastpass][imx]=%f,dateprev1=%f, dateprev2=%f, firstpass=%d, lastpass=%d\n",\
   ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
     */
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1; 
         fprintf(ficrest,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrest,"******\n");
   
         fprintf(ficreseij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficreseij,"******\n");
   
         fprintf(ficresvij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvij,"******\n");
   
         eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov);  
    
         vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,0, mobilav);
         if(popbased==1){
           varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,popbased,mobilav);
         }
   
    
         fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
         for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
         fprintf(ficrest,"\n");
   
         epj=vector(1,nlstate+1);
         for(age=bage; age <=fage ;age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           if (popbased==1) {
             if(mobilav ==0){
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=probs[(int)age][i][k];
             }else{ /* mobilav */ 
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=mobaverage[(int)age][i][k];
             }
           }
           
           fprintf(ficrest," %4.0f",age);
           for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
             for(i=1, epj[j]=0.;i <=nlstate;i++) {
               epj[j] += prlim[i][i]*eij[i][j][(int)age];
               /*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
             }
             epj[nlstate+1] +=epj[j];
           }
   
           for(i=1, vepp=0.;i <=nlstate;i++)
             for(j=1;j <=nlstate;j++)
               vepp += vareij[i][j][(int)age];
           fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
           for(j=1;j <=nlstate;j++){
             fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
           }
           fprintf(ficrest,"\n");
         }
         free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_vector(epj,1,nlstate+1);
       }
     }
     free_vector(weight,1,n);
     free_imatrix(Tvard,1,15,1,2);
     free_imatrix(s,1,maxwav+1,1,n);
     free_matrix(anint,1,maxwav,1,n); 
     free_matrix(mint,1,maxwav,1,n);
     free_ivector(cod,1,n);
     free_ivector(tab,1,NCOVMAX);
     fclose(ficreseij);
     fclose(ficresvij);
     fclose(ficrest);
     fclose(ficpar);
     
     /*------- Variance of stable prevalence------*/   
   
     strcpy(fileresvpl,"vpl");
     strcat(fileresvpl,fileres);
     if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
       printf("Problem with variance of stable prevalence  resultfile: %s\n", fileresvpl);
       exit(0);
     }
     printf("Computing Variance-covariance of stable prevalence: file '%s' \n", fileresvpl);
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficresvpl,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvpl,"******\n");
         
         varpl=matrix(1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
         free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
       }
     }
   
     fclose(ficresvpl);
   
     /*---------- End : free ----------------*/
     free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
     
     free_matrix(covar,0,NCOVMAX,1,n);
     free_matrix(matcov,1,npar,1,npar);
     /*free_vector(delti,1,npar);*/
     free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
     free_matrix(agev,1,maxwav,1,imx);
     free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     free_ivector(ncodemax,1,8);
     free_ivector(Tvar,1,15);
     free_ivector(Tprod,1,15);
     free_ivector(Tvaraff,1,15);
     free_ivector(Tage,1,15);
     free_ivector(Tcode,1,100);
   
     fflush(fichtm);
     fflush(ficgp);
     
   
     if((nberr >0) || (nbwarn>0)){
       printf("End of Imach with %d errors and/or %d warnings\n",nberr,nbwarn);
       fprintf(ficlog,"End of Imach with %d errors and/or warnings %d\n",nberr,nbwarn);
     }else{
       printf("End of Imach\n");
       fprintf(ficlog,"End of Imach\n");
     }
     printf("See log file on %s\n",filelog);
     /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
     (void) gettimeofday(&end_time,&tzp);
     tm = *localtime(&end_time.tv_sec);
     tmg = *gmtime(&end_time.tv_sec);
     strcpy(strtend,asctime(&tm));
     printf("Local time at start %s\nLocaltime at end   %s",strstart, strtend); 
     fprintf(ficlog,"Local time at start %s\nLocal time at end   %s\n",strstart, strtend); 
     printf("Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
   
     printf("Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     fprintf(ficlog,"Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
     fprintf(ficlog,"Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     /*  printf("Total time was %d uSec.\n", total_usecs);*/
   /*   if(fileappend(fichtm,optionfilehtm)){ */
     fprintf(fichtm,"<br>Local time at start %s<br>Local time at end   %s<br>",strstart, strtend);
     fclose(fichtm);
     fclose(fichtmcov);
     fclose(ficgp);
     fclose(ficlog);
     /*------ End -----------*/
   
     chdir(path);
     strcpy(plotcmd,GNUPLOTPROGRAM);
     strcat(plotcmd," ");
     strcat(plotcmd,optionfilegnuplot);
     printf("Starting graphs with: %s",plotcmd);fflush(stdout);
     if((outcmd=system(plotcmd)) != 0){
       printf(" Problem with gnuplot\n");
     }
     printf(" Wait...");
     while (z[0] != 'q') {
       /* chdir(path); */
       printf("\nType e to edit output files, g to graph again and q for exiting: ");
       scanf("%s",z);
   /*     if (z[0] == 'c') system("./imach"); */
       if (z[0] == 'e') system(optionfilehtm);
       else if (z[0] == 'g') system(plotcmd);
       else if (z[0] == 'q') exit(0);
     }
     end:
     while (z[0] != 'q') {
       printf("\nType  q for exiting: ");
       scanf("%s",z);
     }
   }
   
   
   

Removed from v.1.12  
changed lines
  Added in v.1.95


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