Diff for /imach/src/imach.c between versions 1.13 and 1.120

version 1.13, 2002/02/20 17:02:08 version 1.120, 2006/03/16 15:10:38
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 1.120  2006/03/16 15:10:38  lievre
   individuals from different ages are interviewed on their health status    (Module): refinements in the computation of lli if
   or degree of  disability. At least a second wave of interviews    status=-2 in order to have more reliable computation if stepm is
   ("longitudinal") should  measure each new individual health status.    not 1 month. Version 0.98f
   Health expectancies are computed from the transistions observed between  
   waves and are computed for each degree of severity of disability (number    Revision 1.119  2006/03/15 17:42:26  brouard
   of life states). More degrees you consider, more time is necessary to    (Module): Bug if status = -2, the loglikelihood was
   reach the Maximum Likelihood of the parameters involved in the model.    computed as likelihood omitting the logarithm. Version O.98e
   The simplest model is the multinomial logistic model where pij is  
   the probabibility to be observed in state j at the second wave conditional    Revision 1.118  2006/03/14 18:20:07  brouard
   to be observed in state i at the first wave. Therefore the model is:    (Module): varevsij Comments added explaining the second
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'    table of variances if popbased=1 .
   is a covariate. If you want to have a more complex model than "constant and    (Module): Covariances of eij, ekl added, graphs fixed, new html link.
   age", you should modify the program where the markup    (Module): Function pstamp added
     *Covariates have to be included here again* invites you to do it.    (Module): Version 0.98d
   More covariates you add, less is the speed of the convergence.  
     Revision 1.117  2006/03/14 17:16:22  brouard
   The advantage that this computer programme claims, comes from that if the    (Module): varevsij Comments added explaining the second
   delay between waves is not identical for each individual, or if some    table of variances if popbased=1 .
   individual missed an interview, the information is not rounded or lost, but    (Module): Covariances of eij, ekl added, graphs fixed, new html link.
   taken into account using an interpolation or extrapolation.    (Module): Function pstamp added
   hPijx is the probability to be    (Module): Version 0.98d
   observed in state i at age x+h conditional to the observed state i at age  
   x. The delay 'h' can be split into an exact number (nh*stepm) of    Revision 1.116  2006/03/06 10:29:27  brouard
   unobserved intermediate  states. This elementary transition (by month or    (Module): Variance-covariance wrong links and
   quarter trimester, semester or year) is model as a multinomial logistic.    varian-covariance of ej. is needed (Saito).
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices  
   and the contribution of each individual to the likelihood is simply hPijx.    Revision 1.115  2006/02/27 12:17:45  brouard
     (Module): One freematrix added in mlikeli! 0.98c
   Also this programme outputs the covariance matrix of the parameters but also  
   of the life expectancies. It also computes the prevalence limits.    Revision 1.114  2006/02/26 12:57:58  brouard
      (Module): Some improvements in processing parameter
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    filename with strsep.
            Institut national d'études démographiques, Paris.  
   This software have been partly granted by Euro-REVES, a concerted action    Revision 1.113  2006/02/24 14:20:24  brouard
   from the European Union.    (Module): Memory leaks checks with valgrind and:
   It is copyrighted identically to a GNU software product, ie programme and    datafile was not closed, some imatrix were not freed and on matrix
   software can be distributed freely for non commercial use. Latest version    allocation too.
   can be accessed at http://euroreves.ined.fr/imach .  
   **********************************************************************/    Revision 1.112  2006/01/30 09:55:26  brouard
      (Module): Back to gnuplot.exe instead of wgnuplot.exe
 #include <math.h>  
 #include <stdio.h>    Revision 1.111  2006/01/25 20:38:18  brouard
 #include <stdlib.h>    (Module): Lots of cleaning and bugs added (Gompertz)
 #include <unistd.h>    (Module): Comments can be added in data file. Missing date values
     can be a simple dot '.'.
 #define MAXLINE 256  
 #define FILENAMELENGTH 80    Revision 1.110  2006/01/25 00:51:50  brouard
 /*#define DEBUG*/    (Module): Lots of cleaning and bugs added (Gompertz)
 #define windows  
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    Revision 1.109  2006/01/24 19:37:15  brouard
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */    (Module): Comments (lines starting with a #) are allowed in data.
   
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    Revision 1.108  2006/01/19 18:05:42  lievre
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    Gnuplot problem appeared...
     To be fixed
 #define NINTERVMAX 8  
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    Revision 1.107  2006/01/19 16:20:37  brouard
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */    Test existence of gnuplot in imach path
 #define NCOVMAX 8 /* Maximum number of covariates */  
 #define MAXN 20000    Revision 1.106  2006/01/19 13:24:36  brouard
 #define YEARM 12. /* Number of months per year */    Some cleaning and links added in html output
 #define AGESUP 130  
 #define AGEBASE 40    Revision 1.105  2006/01/05 20:23:19  lievre
     *** empty log message ***
   
 int nvar;    Revision 1.104  2005/09/30 16:11:43  lievre
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;    (Module): sump fixed, loop imx fixed, and simplifications.
 int npar=NPARMAX;    (Module): If the status is missing at the last wave but we know
 int nlstate=2; /* Number of live states */    that the person is alive, then we can code his/her status as -2
 int ndeath=1; /* Number of dead states */    (instead of missing=-1 in earlier versions) and his/her
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    contributions to the likelihood is 1 - Prob of dying from last
     health status (= 1-p13= p11+p12 in the easiest case of somebody in
 int *wav; /* Number of waves for this individuual 0 is possible */    the healthy state at last known wave). Version is 0.98
 int maxwav; /* Maxim number of waves */  
 int jmin, jmax; /* min, max spacing between 2 waves */    Revision 1.103  2005/09/30 15:54:49  lievre
 int mle, weightopt;    (Module): sump fixed, loop imx fixed, and simplifications.
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */  
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */    Revision 1.102  2004/09/15 17:31:30  brouard
 double jmean; /* Mean space between 2 waves */    Add the possibility to read data file including tab characters.
 double **oldm, **newm, **savm; /* Working pointers to matrices */  
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    Revision 1.101  2004/09/15 10:38:38  brouard
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf;    Fix on curr_time
 FILE *ficgp, *fichtm,*ficresprob;  
 FILE *ficreseij;    Revision 1.100  2004/07/12 18:29:06  brouard
   char filerese[FILENAMELENGTH];    Add version for Mac OS X. Just define UNIX in Makefile
  FILE  *ficresvij;  
   char fileresv[FILENAMELENGTH];    Revision 1.99  2004/06/05 08:57:40  brouard
  FILE  *ficresvpl;    *** empty log message ***
   char fileresvpl[FILENAMELENGTH];  
     Revision 1.98  2004/05/16 15:05:56  brouard
 #define NR_END 1    New version 0.97 . First attempt to estimate force of mortality
 #define FREE_ARG char*    directly from the data i.e. without the need of knowing the health
 #define FTOL 1.0e-10    state at each age, but using a Gompertz model: log u =a + b*age .
     This is the basic analysis of mortality and should be done before any
 #define NRANSI    other analysis, in order to test if the mortality estimated from the
 #define ITMAX 200    cross-longitudinal survey is different from the mortality estimated
     from other sources like vital statistic data.
 #define TOL 2.0e-4  
     The same imach parameter file can be used but the option for mle should be -3.
 #define CGOLD 0.3819660  
 #define ZEPS 1.0e-10    Agnès, who wrote this part of the code, tried to keep most of the
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);    former routines in order to include the new code within the former code.
   
 #define GOLD 1.618034    The output is very simple: only an estimate of the intercept and of
 #define GLIMIT 100.0    the slope with 95% confident intervals.
 #define TINY 1.0e-20  
     Current limitations:
 static double maxarg1,maxarg2;    A) Even if you enter covariates, i.e. with the
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))    model= V1+V2 equation for example, the programm does only estimate a unique global model without covariates.
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))    B) There is no computation of Life Expectancy nor Life Table.
    
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))    Revision 1.97  2004/02/20 13:25:42  lievre
 #define rint(a) floor(a+0.5)    Version 0.96d. Population forecasting command line is (temporarily)
     suppressed.
 static double sqrarg;  
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)    Revision 1.96  2003/07/15 15:38:55  brouard
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}    * imach.c (Repository): Errors in subdirf, 2, 3 while printing tmpout is
     rewritten within the same printf. Workaround: many printfs.
 int imx;  
 int stepm;    Revision 1.95  2003/07/08 07:54:34  brouard
 /* Stepm, step in month: minimum step interpolation*/    * imach.c (Repository):
     (Repository): Using imachwizard code to output a more meaningful covariance
 int m,nb;    matrix (cov(a12,c31) instead of numbers.
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;  
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;    Revision 1.94  2003/06/27 13:00:02  brouard
 double **pmmij, ***probs, ***mobaverage;    Just cleaning
   
 double *weight;    Revision 1.93  2003/06/25 16:33:55  brouard
 int **s; /* Status */    (Module): On windows (cygwin) function asctime_r doesn't
 double *agedc, **covar, idx;    exist so I changed back to asctime which exists.
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;    (Module): Version 0.96b
   
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */    Revision 1.92  2003/06/25 16:30:45  brouard
 double ftolhess; /* Tolerance for computing hessian */    (Module): On windows (cygwin) function asctime_r doesn't
     exist so I changed back to asctime which exists.
 /**************** split *************************/  
 static  int split( char *path, char *dirc, char *name )    Revision 1.91  2003/06/25 15:30:29  brouard
 {    * imach.c (Repository): Duplicated warning errors corrected.
    char *s;                             /* pointer */    (Repository): Elapsed time after each iteration is now output. It
    int  l1, l2;                         /* length counters */    helps to forecast when convergence will be reached. Elapsed time
     is stamped in powell.  We created a new html file for the graphs
    l1 = strlen( path );                 /* length of path */    concerning matrix of covariance. It has extension -cov.htm.
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );  
    s = strrchr( path, '\\' );           /* find last / */    Revision 1.90  2003/06/24 12:34:15  brouard
    if ( s == NULL ) {                   /* no directory, so use current */    (Module): Some bugs corrected for windows. Also, when
 #if     defined(__bsd__)                /* get current working directory */    mle=-1 a template is output in file "or"mypar.txt with the design
       extern char       *getwd( );    of the covariance matrix to be input.
   
       if ( getwd( dirc ) == NULL ) {    Revision 1.89  2003/06/24 12:30:52  brouard
 #else    (Module): Some bugs corrected for windows. Also, when
       extern char       *getcwd( );    mle=-1 a template is output in file "or"mypar.txt with the design
     of the covariance matrix to be input.
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {  
 #endif    Revision 1.88  2003/06/23 17:54:56  brouard
          return( GLOCK_ERROR_GETCWD );    * 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.
       }  
       strcpy( name, path );             /* we've got it */    Revision 1.87  2003/06/18 12:26:01  brouard
    } else {                             /* strip direcotry from path */    Version 0.96
       s++;                              /* after this, the filename */  
       l2 = strlen( s );                 /* length of filename */    Revision 1.86  2003/06/17 20:04:08  brouard
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );    (Module): Change position of html and gnuplot routines and added
       strcpy( name, s );                /* save file name */    routine fileappend.
       strncpy( dirc, path, l1 - l2 );   /* now the directory */  
       dirc[l1-l2] = 0;                  /* add zero */    Revision 1.85  2003/06/17 13:12:43  brouard
    }    * imach.c (Repository): Check when date of death was earlier that
    l1 = strlen( dirc );                 /* length of directory */    current date of interview. It may happen when the death was just
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }    prior to the death. In this case, dh was negative and likelihood
    return( 0 );                         /* we're done */    was wrong (infinity). We still send an "Error" but patch by
 }    assuming that the date of death was just one stepm after the
     interview.
     (Repository): Because some people have very long ID (first column)
 /******************************************/    we changed int to long in num[] and we added a new lvector for
     memory allocation. But we also truncated to 8 characters (left
 void replace(char *s, char*t)    truncation)
 {    (Repository): No more line truncation errors.
   int i;  
   int lg=20;    Revision 1.84  2003/06/13 21:44:43  brouard
   i=0;    * imach.c (Repository): Replace "freqsummary" at a correct
   lg=strlen(t);    place. It differs from routine "prevalence" which may be called
   for(i=0; i<= lg; i++) {    many times. Probs is memory consuming and must be used with
     (s[i] = t[i]);    parcimony.
     if (t[i]== '\\') s[i]='/';    Version 0.95a3 (should output exactly the same maximization than 0.8a2)
   }  
 }    Revision 1.83  2003/06/10 13:39:11  lievre
     *** empty log message ***
 int nbocc(char *s, char occ)  
 {    Revision 1.82  2003/06/05 15:57:20  brouard
   int i,j=0;    Add log in  imach.c and  fullversion number is now printed.
   int lg=20;  
   i=0;  */
   lg=strlen(s);  /*
   for(i=0; i<= lg; i++) {     Interpolated Markov Chain
   if  (s[i] == occ ) j++;  
   }    Short summary of the programme:
   return j;    
 }    This program computes Healthy Life Expectancies from
     cross-longitudinal data. Cross-longitudinal data consist in: -1- a
 void cutv(char *u,char *v, char*t, char occ)    first survey ("cross") where individuals from different ages are
 {    interviewed on their health status or degree of disability (in the
   int i,lg,j,p=0;    case of a health survey which is our main interest) -2- at least a
   i=0;    second wave of interviews ("longitudinal") which measure each change
   for(j=0; j<=strlen(t)-1; j++) {    (if any) in individual health status.  Health expectancies are
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;    computed from the time spent in each health state according to a
   }    model. More health states you consider, more time is necessary to reach the
     Maximum Likelihood of the parameters involved in the model.  The
   lg=strlen(t);    simplest model is the multinomial logistic model where pij is the
   for(j=0; j<p; j++) {    probability to be observed in state j at the second wave
     (u[j] = t[j]);    conditional to be observed in state i at the first wave. Therefore
   }    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
      u[p]='\0';    'age' is age and 'sex' is a covariate. If you want to have a more
     complex model than "constant and age", you should modify the program
    for(j=0; j<= lg; j++) {    where the markup *Covariates have to be included here again* invites
     if (j>=(p+1))(v[j-p-1] = t[j]);    you to do it.  More covariates you add, slower the
   }    convergence.
 }  
     The advantage of this computer programme, compared to a simple
 /********************** nrerror ********************/    multinomial logistic model, is clear when the delay between waves is not
     identical for each individual. Also, if a individual missed an
 void nrerror(char error_text[])    intermediate interview, the information is lost, but taken into
 {    account using an interpolation or extrapolation.  
   fprintf(stderr,"ERREUR ...\n");  
   fprintf(stderr,"%s\n",error_text);    hPijx is the probability to be observed in state i at age x+h
   exit(1);    conditional to the observed state i at age x. The delay 'h' can be
 }    split into an exact number (nh*stepm) of unobserved intermediate
 /*********************** vector *******************/    states. This elementary transition (by month, quarter,
 double *vector(int nl, int nh)    semester or year) is modelled as a multinomial logistic.  The hPx
 {    matrix is simply the matrix product of nh*stepm elementary matrices
   double *v;    and the contribution of each individual to the likelihood is simply
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));    hPijx.
   if (!v) nrerror("allocation failure in vector");  
   return v-nl+NR_END;    Also this programme outputs the covariance matrix of the parameters but also
 }    of the life expectancies. It also computes the period (stable) prevalence. 
     
 /************************ free vector ******************/    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
 void free_vector(double*v, int nl, int nh)             Institut national d'études démographiques, Paris.
 {    This software have been partly granted by Euro-REVES, a concerted action
   free((FREE_ARG)(v+nl-NR_END));    from the European Union.
 }    It is copyrighted identically to a GNU software product, ie programme and
     software can be distributed freely for non commercial use. Latest version
 /************************ivector *******************************/    can be accessed at http://euroreves.ined.fr/imach .
 int *ivector(long nl,long nh)  
 {    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
   int *v;    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));    
   if (!v) nrerror("allocation failure in ivector");    **********************************************************************/
   return v-nl+NR_END;  /*
 }    main
     read parameterfile
 /******************free ivector **************************/    read datafile
 void free_ivector(int *v, long nl, long nh)    concatwav
 {    freqsummary
   free((FREE_ARG)(v+nl-NR_END));    if (mle >= 1)
 }      mlikeli
     print results files
 /******************* imatrix *******************************/    if mle==1 
 int **imatrix(long nrl, long nrh, long ncl, long nch)       computes hessian
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */    read end of parameter file: agemin, agemax, bage, fage, estepm
 {        begin-prev-date,...
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;    open gnuplot file
   int **m;    open html file
      period (stable) prevalence
   /* allocate pointers to rows */     for age prevalim()
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));    h Pij x
   if (!m) nrerror("allocation failure 1 in matrix()");    variance of p varprob
   m += NR_END;    forecasting if prevfcast==1 prevforecast call prevalence()
   m -= nrl;    health expectancies
      Variance-covariance of DFLE
      prevalence()
   /* allocate rows and set pointers to them */     movingaverage()
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));    varevsij() 
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    if popbased==1 varevsij(,popbased)
   m[nrl] += NR_END;    total life expectancies
   m[nrl] -= ncl;    Variance of period (stable) prevalence
     end
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  */
    
   /* return pointer to array of pointers to rows */  
   return m;  
 }   
   #include <math.h>
 /****************** free_imatrix *************************/  #include <stdio.h>
 void free_imatrix(m,nrl,nrh,ncl,nch)  #include <stdlib.h>
       int **m;  #include <string.h>
       long nch,ncl,nrh,nrl;  #include <unistd.h>
      /* free an int matrix allocated by imatrix() */  
 {  #include <limits.h>
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  #include <sys/types.h>
   free((FREE_ARG) (m+nrl-NR_END));  #include <sys/stat.h>
 }  #include <errno.h>
   extern int errno;
 /******************* matrix *******************************/  
 double **matrix(long nrl, long nrh, long ncl, long nch)  /* #include <sys/time.h> */
 {  #include <time.h>
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;  #include "timeval.h"
   double **m;  
   /* #include <libintl.h> */
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  /* #define _(String) gettext (String) */
   if (!m) nrerror("allocation failure 1 in matrix()");  
   m += NR_END;  #define MAXLINE 256
   m -= nrl;  
   #define GNUPLOTPROGRAM "gnuplot"
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  #define FILENAMELENGTH 132
   m[nrl] += NR_END;  
   m[nrl] -= ncl;  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
   #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  
   return m;  #define MAXPARM 30 /* Maximum number of parameters for the optimization */
 }  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
   
 /*************************free matrix ************************/  #define NINTERVMAX 8
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
 {  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  #define NCOVMAX 8 /* Maximum number of covariates */
   free((FREE_ARG)(m+nrl-NR_END));  #define MAXN 20000
 }  #define YEARM 12. /* Number of months per year */
   #define AGESUP 130
 /******************* ma3x *******************************/  #define AGEBASE 40
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)  #define AGEGOMP 10. /* Minimal age for Gompertz adjustment */
 {  #ifdef UNIX
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;  #define DIRSEPARATOR '/'
   double ***m;  #define CHARSEPARATOR "/"
   #define ODIRSEPARATOR '\\'
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  #else
   if (!m) nrerror("allocation failure 1 in matrix()");  #define DIRSEPARATOR '\\'
   m += NR_END;  #define CHARSEPARATOR "\\"
   m -= nrl;  #define ODIRSEPARATOR '/'
   #endif
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  /* $Id$ */
   m[nrl] += NR_END;  /* $State$ */
   m[nrl] -= ncl;  
   char version[]="Imach version 0.98f, March 2006, INED-EUROREVES-Institut de longevite ";
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  char fullversion[]="$Revision$ $Date$"; 
   char strstart[80];
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));  char optionfilext[10], optionfilefiname[FILENAMELENGTH];
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");  int erreur, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
   m[nrl][ncl] += NR_END;  int nvar;
   m[nrl][ncl] -= nll;  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
   for (j=ncl+1; j<=nch; j++)  int npar=NPARMAX;
     m[nrl][j]=m[nrl][j-1]+nlay;  int nlstate=2; /* Number of live states */
    int ndeath=1; /* Number of dead states */
   for (i=nrl+1; i<=nrh; i++) {  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;  int popbased=0;
     for (j=ncl+1; j<=nch; j++)  
       m[i][j]=m[i][j-1]+nlay;  int *wav; /* Number of waves for this individuual 0 is possible */
   }  int maxwav; /* Maxim number of waves */
   return m;  int jmin, jmax; /* min, max spacing between 2 waves */
 }  int ijmin, ijmax; /* Individuals having jmin and jmax */ 
   int gipmx, gsw; /* Global variables on the number of contributions 
 /*************************free ma3x ************************/                     to the likelihood and the sum of weights (done by funcone)*/
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)  int mle, weightopt;
 {  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
   free((FREE_ARG)(m+nrl-NR_END));             * wave mi and wave mi+1 is not an exact multiple of stepm. */
 }  double jmean; /* Mean space between 2 waves */
   double **oldm, **newm, **savm; /* Working pointers to matrices */
 /***************** f1dim *************************/  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
 extern int ncom;  FILE *fic,*ficpar, *ficparo,*ficres, *ficresp, *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
 extern double *pcom,*xicom;  FILE *ficlog, *ficrespow;
 extern double (*nrfunc)(double []);  int globpr; /* Global variable for printing or not */
    double fretone; /* Only one call to likelihood */
 double f1dim(double x)  long ipmx; /* Number of contributions */
 {  double sw; /* Sum of weights */
   int j;  char filerespow[FILENAMELENGTH];
   double f;  char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
   double *xt;  FILE *ficresilk;
    FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
   xt=vector(1,ncom);  FILE *ficresprobmorprev;
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];  FILE *fichtm, *fichtmcov; /* Html File */
   f=(*nrfunc)(xt);  FILE *ficreseij;
   free_vector(xt,1,ncom);  char filerese[FILENAMELENGTH];
   return f;  FILE *ficresstdeij;
 }  char fileresstde[FILENAMELENGTH];
   FILE *ficrescveij;
 /*****************brent *************************/  char filerescve[FILENAMELENGTH];
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)  FILE  *ficresvij;
 {  char fileresv[FILENAMELENGTH];
   int iter;  FILE  *ficresvpl;
   double a,b,d,etemp;  char fileresvpl[FILENAMELENGTH];
   double fu,fv,fw,fx;  char title[MAXLINE];
   double ftemp;  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
   double p,q,r,tol1,tol2,u,v,w,x,xm;  char plotcmd[FILENAMELENGTH], pplotcmd[FILENAMELENGTH];
   double e=0.0;  char tmpout[FILENAMELENGTH],  tmpout2[FILENAMELENGTH]; 
    char command[FILENAMELENGTH];
   a=(ax < cx ? ax : cx);  int  outcmd=0;
   b=(ax > cx ? ax : cx);  
   x=w=v=bx;  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
   fw=fv=fx=(*f)(x);  
   for (iter=1;iter<=ITMAX;iter++) {  char filelog[FILENAMELENGTH]; /* Log file */
     xm=0.5*(a+b);  char filerest[FILENAMELENGTH];
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);  char fileregp[FILENAMELENGTH];
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/  char popfile[FILENAMELENGTH];
     printf(".");fflush(stdout);  
 #ifdef DEBUG  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
     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)))) { */  struct timeval start_time, end_time, curr_time, last_time, forecast_time;
 #endif  struct timezone tzp;
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){  extern int gettimeofday();
       *xmin=x;  struct tm tmg, tm, tmf, *gmtime(), *localtime();
       return fx;  long time_value;
     }  extern long time();
     ftemp=fu;  char strcurr[80], strfor[80];
     if (fabs(e) > tol1) {  
       r=(x-w)*(fx-fv);  char *endptr;
       q=(x-v)*(fx-fw);  long lval;
       p=(x-v)*q-(x-w)*r;  
       q=2.0*(q-r);  #define NR_END 1
       if (q > 0.0) p = -p;  #define FREE_ARG char*
       q=fabs(q);  #define FTOL 1.0e-10
       etemp=e;  
       e=d;  #define NRANSI 
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))  #define ITMAX 200 
         d=CGOLD*(e=(x >= xm ? a-x : b-x));  
       else {  #define TOL 2.0e-4 
         d=p/q;  
         u=x+d;  #define CGOLD 0.3819660 
         if (u-a < tol2 || b-u < tol2)  #define ZEPS 1.0e-10 
           d=SIGN(tol1,xm-x);  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
       }  
     } else {  #define GOLD 1.618034 
       d=CGOLD*(e=(x >= xm ? a-x : b-x));  #define GLIMIT 100.0 
     }  #define TINY 1.0e-20 
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));  
     fu=(*f)(u);  static double maxarg1,maxarg2;
     if (fu <= fx) {  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
       if (u >= x) a=x; else b=x;  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
       SHFT(v,w,x,u)    
         SHFT(fv,fw,fx,fu)  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
         } else {  #define rint(a) floor(a+0.5)
           if (u < x) a=u; else b=u;  
           if (fu <= fw || w == x) {  static double sqrarg;
             v=w;  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
             w=u;  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
             fv=fw;  int agegomp= AGEGOMP;
             fw=fu;  
           } else if (fu <= fv || v == x || v == w) {  int imx; 
             v=u;  int stepm=1;
             fv=fu;  /* Stepm, step in month: minimum step interpolation*/
           }  
         }  int estepm;
   }  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
   nrerror("Too many iterations in brent");  
   *xmin=x;  int m,nb;
   return fx;  long *num;
 }  int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage,*cens;
   double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
 /****************** mnbrak ***********************/  double **pmmij, ***probs;
   double *ageexmed,*agecens;
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,  double dateintmean=0;
             double (*func)(double))  
 {  double *weight;
   double ulim,u,r,q, dum;  int **s; /* Status */
   double fu;  double *agedc, **covar, idx;
    int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
   *fa=(*func)(*ax);  double *lsurv, *lpop, *tpop;
   *fb=(*func)(*bx);  
   if (*fb > *fa) {  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
     SHFT(dum,*ax,*bx,dum)  double ftolhess; /* Tolerance for computing hessian */
       SHFT(dum,*fb,*fa,dum)  
       }  /**************** split *************************/
   *cx=(*bx)+GOLD*(*bx-*ax);  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
   *fc=(*func)(*cx);  {
   while (*fb > *fc) {    /* From a file name with (full) path (either Unix or Windows) we extract the directory (dirc)
     r=(*bx-*ax)*(*fb-*fc);       the name of the file (name), its extension only (ext) and its first part of the name (finame)
     q=(*bx-*cx)*(*fb-*fa);    */ 
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/    char  *ss;                            /* pointer */
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));    int   l1, l2;                         /* length counters */
     ulim=(*bx)+GLIMIT*(*cx-*bx);  
     if ((*bx-u)*(u-*cx) > 0.0) {    l1 = strlen(path );                   /* length of path */
       fu=(*func)(u);    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
     } else if ((*cx-u)*(u-ulim) > 0.0) {    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
       fu=(*func)(u);    if ( ss == NULL ) {                   /* no directory, so determine current directory */
       if (fu < *fc) {      strcpy( name, path );               /* we got the fullname name because no directory */
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
           SHFT(*fb,*fc,fu,(*func)(u))        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
           }      /* get current working directory */
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {      /*    extern  char* getcwd ( char *buf , int len);*/
       u=ulim;      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
       fu=(*func)(u);        return( GLOCK_ERROR_GETCWD );
     } else {      }
       u=(*cx)+GOLD*(*cx-*bx);      /* got dirc from getcwd*/
       fu=(*func)(u);      printf(" DIRC = %s \n",dirc);
     }    } else {                              /* strip direcotry from path */
     SHFT(*ax,*bx,*cx,u)      ss++;                               /* after this, the filename */
       SHFT(*fa,*fb,*fc,fu)      l2 = strlen( ss );                  /* length of filename */
       }      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
 }      strcpy( name, ss );         /* save file name */
       strncpy( dirc, path, l1 - l2 );     /* now the directory */
 /*************** linmin ************************/      dirc[l1-l2] = 0;                    /* add zero */
       printf(" DIRC2 = %s \n",dirc);
 int ncom;    }
 double *pcom,*xicom;    /* We add a separator at the end of dirc if not exists */
 double (*nrfunc)(double []);    l1 = strlen( dirc );                  /* length of directory */
      if( dirc[l1-1] != DIRSEPARATOR ){
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))      dirc[l1] =  DIRSEPARATOR;
 {      dirc[l1+1] = 0; 
   double brent(double ax, double bx, double cx,      printf(" DIRC3 = %s \n",dirc);
                double (*f)(double), double tol, double *xmin);    }
   double f1dim(double x);    ss = strrchr( name, '.' );            /* find last / */
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,    if (ss >0){
               double *fc, double (*func)(double));      ss++;
   int j;      strcpy(ext,ss);                     /* save extension */
   double xx,xmin,bx,ax;      l1= strlen( name);
   double fx,fb,fa;      l2= strlen(ss)+1;
        strncpy( finame, name, l1-l2);
   ncom=n;      finame[l1-l2]= 0;
   pcom=vector(1,n);    }
   xicom=vector(1,n);  
   nrfunc=func;    return( 0 );                          /* we're done */
   for (j=1;j<=n;j++) {  }
     pcom[j]=p[j];  
     xicom[j]=xi[j];  
   }  /******************************************/
   ax=0.0;  
   xx=1.0;  void replace_back_to_slash(char *s, char*t)
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);  {
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);    int i;
 #ifdef DEBUG    int lg=0;
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);    i=0;
 #endif    lg=strlen(t);
   for (j=1;j<=n;j++) {    for(i=0; i<= lg; i++) {
     xi[j] *= xmin;      (s[i] = t[i]);
     p[j] += xi[j];      if (t[i]== '\\') s[i]='/';
   }    }
   free_vector(xicom,1,n);  }
   free_vector(pcom,1,n);  
 }  int nbocc(char *s, char occ)
   {
 /*************** powell ************************/    int i,j=0;
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,    int lg=20;
             double (*func)(double []))    i=0;
 {    lg=strlen(s);
   void linmin(double p[], double xi[], int n, double *fret,    for(i=0; i<= lg; i++) {
               double (*func)(double []));    if  (s[i] == occ ) j++;
   int i,ibig,j;    }
   double del,t,*pt,*ptt,*xit;    return j;
   double fp,fptt;  }
   double *xits;  
   pt=vector(1,n);  void cutv(char *u,char *v, char*t, char occ)
   ptt=vector(1,n);  {
   xit=vector(1,n);    /* cuts string t into u and v where u ends before first occurence of char 'occ' 
   xits=vector(1,n);       and v starts after first occurence of char 'occ' : ex cutv(u,v,"abcdef2ghi2j",'2')
   *fret=(*func)(p);       gives u="abcedf" and v="ghi2j" */
   for (j=1;j<=n;j++) pt[j]=p[j];    int i,lg,j,p=0;
   for (*iter=1;;++(*iter)) {    i=0;
     fp=(*fret);    for(j=0; j<=strlen(t)-1; j++) {
     ibig=0;      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
     del=0.0;    }
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);  
     for (i=1;i<=n;i++)    lg=strlen(t);
       printf(" %d %.12f",i, p[i]);    for(j=0; j<p; j++) {
     printf("\n");      (u[j] = t[j]);
     for (i=1;i<=n;i++) {    }
       for (j=1;j<=n;j++) xit[j]=xi[j][i];       u[p]='\0';
       fptt=(*fret);  
 #ifdef DEBUG     for(j=0; j<= lg; j++) {
       printf("fret=%lf \n",*fret);      if (j>=(p+1))(v[j-p-1] = t[j]);
 #endif    }
       printf("%d",i);fflush(stdout);  }
       linmin(p,xit,n,fret,func);  
       if (fabs(fptt-(*fret)) > del) {  /********************** nrerror ********************/
         del=fabs(fptt-(*fret));  
         ibig=i;  void nrerror(char error_text[])
       }  {
 #ifdef DEBUG    fprintf(stderr,"ERREUR ...\n");
       printf("%d %.12e",i,(*fret));    fprintf(stderr,"%s\n",error_text);
       for (j=1;j<=n;j++) {    exit(EXIT_FAILURE);
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);  }
         printf(" x(%d)=%.12e",j,xit[j]);  /*********************** vector *******************/
       }  double *vector(int nl, int nh)
       for(j=1;j<=n;j++)  {
         printf(" p=%.12e",p[j]);    double *v;
       printf("\n");    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
 #endif    if (!v) nrerror("allocation failure in vector");
     }    return v-nl+NR_END;
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {  }
 #ifdef DEBUG  
       int k[2],l;  /************************ free vector ******************/
       k[0]=1;  void free_vector(double*v, int nl, int nh)
       k[1]=-1;  {
       printf("Max: %.12e",(*func)(p));    free((FREE_ARG)(v+nl-NR_END));
       for (j=1;j<=n;j++)  }
         printf(" %.12e",p[j]);  
       printf("\n");  /************************ivector *******************************/
       for(l=0;l<=1;l++) {  int *ivector(long nl,long nh)
         for (j=1;j<=n;j++) {  {
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];    int *v;
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
         }    if (!v) nrerror("allocation failure in ivector");
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));    return v-nl+NR_END;
       }  }
 #endif  
   /******************free ivector **************************/
   void free_ivector(int *v, long nl, long nh)
       free_vector(xit,1,n);  {
       free_vector(xits,1,n);    free((FREE_ARG)(v+nl-NR_END));
       free_vector(ptt,1,n);  }
       free_vector(pt,1,n);  
       return;  /************************lvector *******************************/
     }  long *lvector(long nl,long nh)
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");  {
     for (j=1;j<=n;j++) {    long *v;
       ptt[j]=2.0*p[j]-pt[j];    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
       xit[j]=p[j]-pt[j];    if (!v) nrerror("allocation failure in ivector");
       pt[j]=p[j];    return v-nl+NR_END;
     }  }
     fptt=(*func)(ptt);  
     if (fptt < fp) {  /******************free lvector **************************/
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);  void free_lvector(long *v, long nl, long nh)
       if (t < 0.0) {  {
         linmin(p,xit,n,fret,func);    free((FREE_ARG)(v+nl-NR_END));
         for (j=1;j<=n;j++) {  }
           xi[j][ibig]=xi[j][n];  
           xi[j][n]=xit[j];  /******************* imatrix *******************************/
         }  int **imatrix(long nrl, long nrh, long ncl, long nch) 
 #ifdef DEBUG       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);  { 
         for(j=1;j<=n;j++)    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
           printf(" %.12e",xit[j]);    int **m; 
         printf("\n");    
 #endif    /* allocate pointers to rows */ 
       }    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
     }    if (!m) nrerror("allocation failure 1 in matrix()"); 
   }    m += NR_END; 
 }    m -= nrl; 
     
 /**** Prevalence limit ****************/    
     /* allocate rows and set pointers to them */ 
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
 {    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit    m[nrl] += NR_END; 
      matrix by transitions matrix until convergence is reached */    m[nrl] -= ncl; 
     
   int i, ii,j,k;    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
   double min, max, maxmin, maxmax,sumnew=0.;    
   double **matprod2();    /* return pointer to array of pointers to rows */ 
   double **out, cov[NCOVMAX], **pmij();    return m; 
   double **newm;  } 
   double agefin, delaymax=50 ; /* Max number of years to converge */  
   /****************** free_imatrix *************************/
   for (ii=1;ii<=nlstate+ndeath;ii++)  void free_imatrix(m,nrl,nrh,ncl,nch)
     for (j=1;j<=nlstate+ndeath;j++){        int **m;
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);        long nch,ncl,nrh,nrl; 
     }       /* free an int matrix allocated by imatrix() */ 
   { 
    cov[1]=1.;    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
      free((FREE_ARG) (m+nrl-NR_END)); 
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */  } 
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){  
     newm=savm;  /******************* matrix *******************************/
     /* Covariates have to be included here again */  double **matrix(long nrl, long nrh, long ncl, long nch)
      cov[2]=agefin;  {
      long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
       for (k=1; k<=cptcovn;k++) {    double **m;
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];  
         /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
       }    if (!m) nrerror("allocation failure 1 in matrix()");
       for (k=1; k<=cptcovage;k++)    m += NR_END;
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];    m -= nrl;
       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]]];    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
     if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/    m[nrl] += NR_END;
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/    m[nrl] -= ncl;
   
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
     return m;
     savm=oldm;    /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
     oldm=newm;     */
     maxmax=0.;  }
     for(j=1;j<=nlstate;j++){  
       min=1.;  /*************************free matrix ************************/
       max=0.;  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
       for(i=1; i<=nlstate; i++) {  {
         sumnew=0;    free((FREE_ARG)(m[nrl]+ncl-NR_END));
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];    free((FREE_ARG)(m+nrl-NR_END));
         prlim[i][j]= newm[i][j]/(1-sumnew);  }
         max=FMAX(max,prlim[i][j]);  
         min=FMIN(min,prlim[i][j]);  /******************* ma3x *******************************/
       }  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
       maxmin=max-min;  {
       maxmax=FMAX(maxmax,maxmin);    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
     }    double ***m;
     if(maxmax < ftolpl){  
       return prlim;    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
     }    if (!m) nrerror("allocation failure 1 in matrix()");
   }    m += NR_END;
 }    m -= nrl;
   
 /*************** transition probabilities ***************/    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
     if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )    m[nrl] += NR_END;
 {    m[nrl] -= ncl;
   double s1, s2;  
   /*double t34;*/    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
   int i,j,j1, nc, ii, jj;  
     m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
     for(i=1; i<= nlstate; i++){    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
     for(j=1; j<i;j++){    m[nrl][ncl] += NR_END;
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){    m[nrl][ncl] -= nll;
         /*s2 += param[i][j][nc]*cov[nc];*/    for (j=ncl+1; j<=nch; j++) 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];      m[nrl][j]=m[nrl][j-1]+nlay;
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/    
       }    for (i=nrl+1; i<=nrh; i++) {
       ps[i][j]=s2;      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/      for (j=ncl+1; j<=nch; j++) 
     }        m[i][j]=m[i][j-1]+nlay;
     for(j=i+1; j<=nlstate+ndeath;j++){    }
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){    return m; 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
       }    */
       ps[i][j]=(s2);  }
     }  
   }  /*************************free ma3x ************************/
     /*ps[3][2]=1;*/  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
   {
   for(i=1; i<= nlstate; i++){    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
      s1=0;    free((FREE_ARG)(m[nrl]+ncl-NR_END));
     for(j=1; j<i; j++)    free((FREE_ARG)(m+nrl-NR_END));
       s1+=exp(ps[i][j]);  }
     for(j=i+1; j<=nlstate+ndeath; j++)  
       s1+=exp(ps[i][j]);  /*************** function subdirf ***********/
     ps[i][i]=1./(s1+1.);  char *subdirf(char fileres[])
     for(j=1; j<i; j++)  {
       ps[i][j]= exp(ps[i][j])*ps[i][i];    /* Caution optionfilefiname is hidden */
     for(j=i+1; j<=nlstate+ndeath; j++)    strcpy(tmpout,optionfilefiname);
       ps[i][j]= exp(ps[i][j])*ps[i][i];    strcat(tmpout,"/"); /* Add to the right */
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */    strcat(tmpout,fileres);
   } /* end i */    return tmpout;
   }
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){  
     for(jj=1; jj<= nlstate+ndeath; jj++){  /*************** function subdirf2 ***********/
       ps[ii][jj]=0;  char *subdirf2(char fileres[], char *preop)
       ps[ii][ii]=1;  {
     }    
   }    /* Caution optionfilefiname is hidden */
     strcpy(tmpout,optionfilefiname);
     strcat(tmpout,"/");
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){    strcat(tmpout,preop);
     for(jj=1; jj<= nlstate+ndeath; jj++){    strcat(tmpout,fileres);
      printf("%lf ",ps[ii][jj]);    return tmpout;
    }  }
     printf("\n ");  
     }  /*************** function subdirf3 ***********/
     printf("\n ");printf("%lf ",cov[2]);*/  char *subdirf3(char fileres[], char *preop, char *preop2)
 /*  {
   for(i=1; i<= npar; i++) printf("%f ",x[i]);    
   goto end;*/    /* Caution optionfilefiname is hidden */
     return ps;    strcpy(tmpout,optionfilefiname);
 }    strcat(tmpout,"/");
     strcat(tmpout,preop);
 /**************** Product of 2 matrices ******************/    strcat(tmpout,preop2);
     strcat(tmpout,fileres);
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)    return tmpout;
 {  }
   /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times  
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */  /***************** f1dim *************************/
   /* in, b, out are matrice of pointers which should have been initialized  extern int ncom; 
      before: only the contents of out is modified. The function returns  extern double *pcom,*xicom;
      a pointer to pointers identical to out */  extern double (*nrfunc)(double []); 
   long i, j, k;   
   for(i=nrl; i<= nrh; i++)  double f1dim(double x) 
     for(k=ncolol; k<=ncoloh; k++)  { 
       for(j=ncl,out[i][k]=0.; j<=nch; j++)    int j; 
         out[i][k] +=in[i][j]*b[j][k];    double f;
     double *xt; 
   return out;   
 }    xt=vector(1,ncom); 
     for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
     f=(*nrfunc)(xt); 
 /************* Higher Matrix Product ***************/    free_vector(xt,1,ncom); 
     return f; 
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )  } 
 {  
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month  /*****************brent *************************/
      duration (i.e. until  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
      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    int iter; 
      (typically every 2 years instead of every month which is too big).    double a,b,d,etemp;
      Model is determined by parameters x and covariates have to be    double fu,fv,fw,fx;
      included manually here.    double ftemp;
     double p,q,r,tol1,tol2,u,v,w,x,xm; 
      */    double e=0.0; 
    
   int i, j, d, h, k;    a=(ax < cx ? ax : cx); 
   double **out, cov[NCOVMAX];    b=(ax > cx ? ax : cx); 
   double **newm;    x=w=v=bx; 
     fw=fv=fx=(*f)(x); 
   /* Hstepm could be zero and should return the unit matrix */    for (iter=1;iter<=ITMAX;iter++) { 
   for (i=1;i<=nlstate+ndeath;i++)      xm=0.5*(a+b); 
     for (j=1;j<=nlstate+ndeath;j++){      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
       oldm[i][j]=(i==j ? 1.0 : 0.0);      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
       po[i][j][0]=(i==j ? 1.0 : 0.0);      printf(".");fflush(stdout);
     }      fprintf(ficlog,".");fflush(ficlog);
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */  #ifdef DEBUG
   for(h=1; h <=nhstepm; h++){      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);
     for(d=1; d <=hstepm; d++){      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);
       newm=savm;      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
       /* Covariates have to be included here again */  #endif
       cov[1]=1.;      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;        *xmin=x; 
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];        return fx; 
       for (k=1; k<=cptcovage;k++)      } 
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];      ftemp=fu;
       for (k=1; k<=cptcovprod;k++)      if (fabs(e) > tol1) { 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];        r=(x-w)*(fx-fv); 
         q=(x-v)*(fx-fw); 
         p=(x-v)*q-(x-w)*r; 
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/        q=2.0*(q-r); 
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/        if (q > 0.0) p = -p; 
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,        q=fabs(q); 
                    pmij(pmmij,cov,ncovmodel,x,nlstate));        etemp=e; 
       savm=oldm;        e=d; 
       oldm=newm;        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
     }          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
     for(i=1; i<=nlstate+ndeath; i++)        else { 
       for(j=1;j<=nlstate+ndeath;j++) {          d=p/q; 
         po[i][j][h]=newm[i][j];          u=x+d; 
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);          if (u-a < tol2 || b-u < tol2) 
          */            d=SIGN(tol1,xm-x); 
       }        } 
   } /* end h */      } else { 
   return po;        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
 }      } 
       u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
       fu=(*f)(u); 
 /*************** log-likelihood *************/      if (fu <= fx) { 
 double func( double *x)        if (u >= x) a=x; else b=x; 
 {        SHFT(v,w,x,u) 
   int i, ii, j, k, mi, d, kk;          SHFT(fv,fw,fx,fu) 
   double l, ll[NLSTATEMAX], cov[NCOVMAX];          } else { 
   double **out;            if (u < x) a=u; else b=u; 
   double sw; /* Sum of weights */            if (fu <= fw || w == x) { 
   double lli; /* Individual log likelihood */              v=w; 
   long ipmx;              w=u; 
   /*extern weight */              fv=fw; 
   /* We are differentiating ll according to initial status */              fw=fu; 
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/            } else if (fu <= fv || v == x || v == w) { 
   /*for(i=1;i<imx;i++)              v=u; 
     printf(" %d\n",s[4][i]);              fv=fu; 
   */            } 
   cov[1]=1.;          } 
     } 
   for(k=1; k<=nlstate; k++) ll[k]=0.;    nrerror("Too many iterations in brent"); 
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){    *xmin=x; 
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];    return fx; 
     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);  /****************** mnbrak ***********************/
       for(d=0; d<dh[mi][i]; d++){  
         newm=savm;  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;              double (*func)(double)) 
         for (kk=1; kk<=cptcovage;kk++) {  { 
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];    double ulim,u,r,q, dum;
         }    double fu; 
           
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,    *fa=(*func)(*ax); 
                      1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));    *fb=(*func)(*bx); 
         savm=oldm;    if (*fb > *fa) { 
         oldm=newm;      SHFT(dum,*ax,*bx,dum) 
                SHFT(dum,*fb,*fa,dum) 
                } 
       } /* end mult */    *cx=(*bx)+GOLD*(*bx-*ax); 
          *fc=(*func)(*cx); 
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);    while (*fb > *fc) { 
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/      r=(*bx-*ax)*(*fb-*fc); 
       ipmx +=1;      q=(*bx-*cx)*(*fb-*fa); 
       sw += weight[i];      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
     } /* end of wave */      ulim=(*bx)+GLIMIT*(*cx-*bx); 
   } /* end of individual */      if ((*bx-u)*(u-*cx) > 0.0) { 
         fu=(*func)(u); 
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];      } else if ((*cx-u)*(u-ulim) > 0.0) { 
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */        fu=(*func)(u); 
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */        if (fu < *fc) { 
   return -l;          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
 }            SHFT(*fb,*fc,fu,(*func)(u)) 
             } 
       } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
 /*********** Maximum Likelihood Estimation ***************/        u=ulim; 
         fu=(*func)(u); 
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))      } else { 
 {        u=(*cx)+GOLD*(*cx-*bx); 
   int i,j, iter;        fu=(*func)(u); 
   double **xi,*delti;      } 
   double fret;      SHFT(*ax,*bx,*cx,u) 
   xi=matrix(1,npar,1,npar);        SHFT(*fa,*fb,*fc,fu) 
   for (i=1;i<=npar;i++)        } 
     for (j=1;j<=npar;j++)  } 
       xi[i][j]=(i==j ? 1.0 : 0.0);  
   printf("Powell\n");  /*************** linmin ************************/
   powell(p,xi,npar,ftol,&iter,&fret,func);  
   int ncom; 
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));  double *pcom,*xicom;
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));  double (*nrfunc)(double []); 
    
 }  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
   { 
 /**** Computes Hessian and covariance matrix ***/    double brent(double ax, double bx, double cx, 
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))                 double (*f)(double), double tol, double *xmin); 
 {    double f1dim(double x); 
   double  **a,**y,*x,pd;    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
   double **hess;                double *fc, double (*func)(double)); 
   int i, j,jk;    int j; 
   int *indx;    double xx,xmin,bx,ax; 
     double fx,fb,fa;
   double hessii(double p[], double delta, int theta, double delti[]);   
   double hessij(double p[], double delti[], int i, int j);    ncom=n; 
   void lubksb(double **a, int npar, int *indx, double b[]) ;    pcom=vector(1,n); 
   void ludcmp(double **a, int npar, int *indx, double *d) ;    xicom=vector(1,n); 
     nrfunc=func; 
   hess=matrix(1,npar,1,npar);    for (j=1;j<=n;j++) { 
       pcom[j]=p[j]; 
   printf("\nCalculation of the hessian matrix. Wait...\n");      xicom[j]=xi[j]; 
   for (i=1;i<=npar;i++){    } 
     printf("%d",i);fflush(stdout);    ax=0.0; 
     hess[i][i]=hessii(p,ftolhess,i,delti);    xx=1.0; 
     /*printf(" %f ",p[i]);*/    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
     /*printf(" %lf ",hess[i][i]);*/    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
   }  #ifdef DEBUG
      printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
   for (i=1;i<=npar;i++) {    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
     for (j=1;j<=npar;j++)  {  #endif
       if (j>i) {    for (j=1;j<=n;j++) { 
         printf(".%d%d",i,j);fflush(stdout);      xi[j] *= xmin; 
         hess[i][j]=hessij(p,delti,i,j);      p[j] += xi[j]; 
         hess[j][i]=hess[i][j];        } 
         /*printf(" %lf ",hess[i][j]);*/    free_vector(xicom,1,n); 
       }    free_vector(pcom,1,n); 
     }  } 
   }  
   printf("\n");  char *asc_diff_time(long time_sec, char ascdiff[])
   {
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");    long sec_left, days, hours, minutes;
      days = (time_sec) / (60*60*24);
   a=matrix(1,npar,1,npar);    sec_left = (time_sec) % (60*60*24);
   y=matrix(1,npar,1,npar);    hours = (sec_left) / (60*60) ;
   x=vector(1,npar);    sec_left = (sec_left) %(60*60);
   indx=ivector(1,npar);    minutes = (sec_left) /60;
   for (i=1;i<=npar;i++)    sec_left = (sec_left) % (60);
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];    sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
   ludcmp(a,npar,indx,&pd);    return ascdiff;
   }
   for (j=1;j<=npar;j++) {  
     for (i=1;i<=npar;i++) x[i]=0;  /*************** powell ************************/
     x[j]=1;  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
     lubksb(a,npar,indx,x);              double (*func)(double [])) 
     for (i=1;i<=npar;i++){  { 
       matcov[i][j]=x[i];    void linmin(double p[], double xi[], int n, double *fret, 
     }                double (*func)(double [])); 
   }    int i,ibig,j; 
     double del,t,*pt,*ptt,*xit;
   printf("\n#Hessian matrix#\n");    double fp,fptt;
   for (i=1;i<=npar;i++) {    double *xits;
     for (j=1;j<=npar;j++) {    int niterf, itmp;
       printf("%.3e ",hess[i][j]);  
     }    pt=vector(1,n); 
     printf("\n");    ptt=vector(1,n); 
   }    xit=vector(1,n); 
     xits=vector(1,n); 
   /* Recompute Inverse */    *fret=(*func)(p); 
   for (i=1;i<=npar;i++)    for (j=1;j<=n;j++) pt[j]=p[j]; 
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];    for (*iter=1;;++(*iter)) { 
   ludcmp(a,npar,indx,&pd);      fp=(*fret); 
       ibig=0; 
   /*  printf("\n#Hessian matrix recomputed#\n");      del=0.0; 
       last_time=curr_time;
   for (j=1;j<=npar;j++) {      (void) gettimeofday(&curr_time,&tzp);
     for (i=1;i<=npar;i++) x[i]=0;      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);
     x[j]=1;      /*    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);
     lubksb(a,npar,indx,x);      fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec);
     for (i=1;i<=npar;i++){      */
       y[i][j]=x[i];     for (i=1;i<=n;i++) {
       printf("%.3e ",y[i][j]);        printf(" %d %.12f",i, p[i]);
     }        fprintf(ficlog," %d %.12lf",i, p[i]);
     printf("\n");        fprintf(ficrespow," %.12lf", p[i]);
   }      }
   */      printf("\n");
       fprintf(ficlog,"\n");
   free_matrix(a,1,npar,1,npar);      fprintf(ficrespow,"\n");fflush(ficrespow);
   free_matrix(y,1,npar,1,npar);      if(*iter <=3){
   free_vector(x,1,npar);        tm = *localtime(&curr_time.tv_sec);
   free_ivector(indx,1,npar);        strcpy(strcurr,asctime(&tm));
   free_matrix(hess,1,npar,1,npar);  /*       asctime_r(&tm,strcurr); */
         forecast_time=curr_time; 
         itmp = strlen(strcurr);
 }        if(strcurr[itmp-1]=='\n')  /* Windows outputs with a new line */
           strcurr[itmp-1]='\0';
 /*************** hessian matrix ****************/        printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
 double hessii( double x[], double delta, int theta, double delti[])        fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
 {        for(niterf=10;niterf<=30;niterf+=10){
   int i;          forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
   int l=1, lmax=20;          tmf = *localtime(&forecast_time.tv_sec);
   double k1,k2;  /*      asctime_r(&tmf,strfor); */
   double p2[NPARMAX+1];          strcpy(strfor,asctime(&tmf));
   double res;          itmp = strlen(strfor);
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;          if(strfor[itmp-1]=='\n')
   double fx;          strfor[itmp-1]='\0';
   int k=0,kmax=10;          printf("   - if your program needs %d iterations to converge, convergence will be \n   reached in %s i.e.\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
   double l1;          fprintf(ficlog,"   - if your program needs %d iterations to converge, convergence will be \n   reached in %s i.e.\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
         }
   fx=func(x);      }
   for (i=1;i<=npar;i++) p2[i]=x[i];      for (i=1;i<=n;i++) { 
   for(l=0 ; l <=lmax; l++){        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
     l1=pow(10,l);        fptt=(*fret); 
     delts=delt;  #ifdef DEBUG
     for(k=1 ; k <kmax; k=k+1){        printf("fret=%lf \n",*fret);
       delt = delta*(l1*k);        fprintf(ficlog,"fret=%lf \n",*fret);
       p2[theta]=x[theta] +delt;  #endif
       k1=func(p2)-fx;        printf("%d",i);fflush(stdout);
       p2[theta]=x[theta]-delt;        fprintf(ficlog,"%d",i);fflush(ficlog);
       k2=func(p2)-fx;        linmin(p,xit,n,fret,func); 
       /*res= (k1-2.0*fx+k2)/delt/delt; */        if (fabs(fptt-(*fret)) > del) { 
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */          del=fabs(fptt-(*fret)); 
                ibig=i; 
 #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);  #ifdef DEBUG
 #endif        printf("%d %.12e",i,(*fret));
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */        fprintf(ficlog,"%d %.12e",i,(*fret));
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){        for (j=1;j<=n;j++) {
         k=kmax;          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
       }          printf(" x(%d)=%.12e",j,xit[j]);
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
         k=kmax; l=lmax*10.;        }
       }        for(j=1;j<=n;j++) {
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){          printf(" p=%.12e",p[j]);
         delts=delt;          fprintf(ficlog," p=%.12e",p[j]);
       }        }
     }        printf("\n");
   }        fprintf(ficlog,"\n");
   delti[theta]=delts;  #endif
   return res;      } 
        if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
 }  #ifdef DEBUG
         int k[2],l;
 double hessij( double x[], double delti[], int thetai,int thetaj)        k[0]=1;
 {        k[1]=-1;
   int i;        printf("Max: %.12e",(*func)(p));
   int l=1, l1, lmax=20;        fprintf(ficlog,"Max: %.12e",(*func)(p));
   double k1,k2,k3,k4,res,fx;        for (j=1;j<=n;j++) {
   double p2[NPARMAX+1];          printf(" %.12e",p[j]);
   int k;          fprintf(ficlog," %.12e",p[j]);
         }
   fx=func(x);        printf("\n");
   for (k=1; k<=2; k++) {        fprintf(ficlog,"\n");
     for (i=1;i<=npar;i++) p2[i]=x[i];        for(l=0;l<=1;l++) {
     p2[thetai]=x[thetai]+delti[thetai]/k;          for (j=1;j<=n;j++) {
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
     k1=func(p2)-fx;            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]);
     p2[thetai]=x[thetai]+delti[thetai]/k;          }
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
     k2=func(p2)-fx;          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
          }
     p2[thetai]=x[thetai]-delti[thetai]/k;  #endif
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;  
     k3=func(p2)-fx;  
          free_vector(xit,1,n); 
     p2[thetai]=x[thetai]-delti[thetai]/k;        free_vector(xits,1,n); 
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;        free_vector(ptt,1,n); 
     k4=func(p2)-fx;        free_vector(pt,1,n); 
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */        return; 
 #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);      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
 #endif      for (j=1;j<=n;j++) { 
   }        ptt[j]=2.0*p[j]-pt[j]; 
   return res;        xit[j]=p[j]-pt[j]; 
 }        pt[j]=p[j]; 
       } 
 /************** Inverse of matrix **************/      fptt=(*func)(ptt); 
 void ludcmp(double **a, int n, int *indx, double *d)      if (fptt < fp) { 
 {        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
   int i,imax,j,k;        if (t < 0.0) { 
   double big,dum,sum,temp;          linmin(p,xit,n,fret,func); 
   double *vv;          for (j=1;j<=n;j++) { 
              xi[j][ibig]=xi[j][n]; 
   vv=vector(1,n);            xi[j][n]=xit[j]; 
   *d=1.0;          }
   for (i=1;i<=n;i++) {  #ifdef DEBUG
     big=0.0;          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
     for (j=1;j<=n;j++)          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
       if ((temp=fabs(a[i][j])) > big) big=temp;          for(j=1;j<=n;j++){
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");            printf(" %.12e",xit[j]);
     vv[i]=1.0/big;            fprintf(ficlog," %.12e",xit[j]);
   }          }
   for (j=1;j<=n;j++) {          printf("\n");
     for (i=1;i<j;i++) {          fprintf(ficlog,"\n");
       sum=a[i][j];  #endif
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];        }
       a[i][j]=sum;      } 
     }    } 
     big=0.0;  } 
     for (i=j;i<=n;i++) {  
       sum=a[i][j];  /**** Prevalence limit (stable or period prevalence)  ****************/
       for (k=1;k<j;k++)  
         sum -= a[i][k]*a[k][j];  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
       a[i][j]=sum;  {
       if ( (dum=vv[i]*fabs(sum)) >= big) {    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
         big=dum;       matrix by transitions matrix until convergence is reached */
         imax=i;  
       }    int i, ii,j,k;
     }    double min, max, maxmin, maxmax,sumnew=0.;
     if (j != imax) {    double **matprod2();
       for (k=1;k<=n;k++) {    double **out, cov[NCOVMAX], **pmij();
         dum=a[imax][k];    double **newm;
         a[imax][k]=a[j][k];    double agefin, delaymax=50 ; /* Max number of years to converge */
         a[j][k]=dum;  
       }    for (ii=1;ii<=nlstate+ndeath;ii++)
       *d = -(*d);      for (j=1;j<=nlstate+ndeath;j++){
       vv[imax]=vv[j];        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     }      }
     indx[j]=imax;  
     if (a[j][j] == 0.0) a[j][j]=TINY;     cov[1]=1.;
     if (j != n) {   
       dum=1.0/(a[j][j]);   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
       for (i=j+1;i<=n;i++) a[i][j] *= dum;    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
     }      newm=savm;
   }      /* Covariates have to be included here again */
   free_vector(vv,1,n);  /* Doesn't work */       cov[2]=agefin;
 ;    
 }        for (k=1; k<=cptcovn;k++) {
           cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
 void lubksb(double **a, int n, int *indx, double b[])          /*      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]]);*/
 {        }
   int i,ii=0,ip,j;        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
   double sum;        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]]];
   for (i=1;i<=n;i++) {  
     ip=indx[i];        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
     sum=b[ip];        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
     b[ip]=b[i];        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
     if (ii)      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];  
     else if (sum) ii=i;      savm=oldm;
     b[i]=sum;      oldm=newm;
   }      maxmax=0.;
   for (i=n;i>=1;i--) {      for(j=1;j<=nlstate;j++){
     sum=b[i];        min=1.;
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];        max=0.;
     b[i]=sum/a[i][i];        for(i=1; i<=nlstate; i++) {
   }          sumnew=0;
 }          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
           prlim[i][j]= newm[i][j]/(1-sumnew);
 /************ Frequencies ********************/          max=FMAX(max,prlim[i][j]);
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)          min=FMIN(min,prlim[i][j]);
 {  /* Some frequencies */        }
          maxmin=max-min;
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;        maxmax=FMAX(maxmax,maxmin);
   double ***freq; /* Frequencies */      }
   double *pp;      if(maxmax < ftolpl){
   double pos;        return prlim;
   FILE *ficresp;      }
   char fileresp[FILENAMELENGTH];    }
   }
   pp=vector(1,nlstate);  
  probs= ma3x(1,130 ,1,8, 1,8);  /*************** transition probabilities ***************/ 
   strcpy(fileresp,"p");  
   strcat(fileresp,fileres);  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
   if((ficresp=fopen(fileresp,"w"))==NULL) {  {
     printf("Problem with prevalence resultfile: %s\n", fileresp);    double s1, s2;
     exit(0);    /*double t34;*/
   }    int i,j,j1, nc, ii, jj;
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);  
   j1=0;      for(i=1; i<= nlstate; i++){
         for(j=1; j<i;j++){
   j=cptcoveff;          for (nc=1, s2=0.;nc <=ncovmodel; nc++){
   if (cptcovn<1) {j=1;ncodemax[1]=1;}            /*s2 += param[i][j][nc]*cov[nc];*/
             s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
   for(k1=1; k1<=j;k1++){  /*       printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2); */
    for(i1=1; i1<=ncodemax[k1];i1++){          }
        j1++;          ps[i][j]=s2;
        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);  /*      printf("s1=%.17e, s2=%.17e\n",s1,s2); */
          scanf("%d", i);*/        }
         for (i=-1; i<=nlstate+ndeath; i++)          for(j=i+1; j<=nlstate+ndeath;j++){
          for (jk=-1; jk<=nlstate+ndeath; jk++)            for (nc=1, s2=0.;nc <=ncovmodel; nc++){
            for(m=agemin; m <= agemax+3; m++)            s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
              freq[i][jk][m]=0;  /*        printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2); */
                  }
        for (i=1; i<=imx; i++) {          ps[i][j]=s2;
          bool=1;        }
          if  (cptcovn>0) {      }
            for (z1=1; z1<=cptcoveff; z1++)      /*ps[3][2]=1;*/
              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])      
                bool=0;      for(i=1; i<= nlstate; i++){
          }        s1=0;
           if (bool==1) {        for(j=1; j<i; j++)
            for(m=firstpass; m<=lastpass-1; m++){          s1+=exp(ps[i][j]);
              if(agev[m][i]==0) agev[m][i]=agemax+1;        for(j=i+1; j<=nlstate+ndeath; j++)
              if(agev[m][i]==1) agev[m][i]=agemax+2;          s1+=exp(ps[i][j]);
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];        ps[i][i]=1./(s1+1.);
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];        for(j=1; j<i; j++)
            }          ps[i][j]= exp(ps[i][j])*ps[i][i];
          }        for(j=i+1; j<=nlstate+ndeath; j++)
        }          ps[i][j]= exp(ps[i][j])*ps[i][i];
         if  (cptcovn>0) {        /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
          fprintf(ficresp, "\n#********** Variable ");      } /* end i */
          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);      
        fprintf(ficresp, "**********\n#");      for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
         }        for(jj=1; jj<= nlstate+ndeath; jj++){
        for(i=1; i<=nlstate;i++)          ps[ii][jj]=0;
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);          ps[ii][ii]=1;
        fprintf(ficresp, "\n");        }
              }
   for(i=(int)agemin; i <= (int)agemax+3; i++){      
     if(i==(int)agemax+3)  
       printf("Total");  /*        for(ii=1; ii<= nlstate+ndeath; ii++){ */
     else  /*       for(jj=1; jj<= nlstate+ndeath; jj++){ */
       printf("Age %d", i);  /*         printf("ddd %lf ",ps[ii][jj]); */
     for(jk=1; jk <=nlstate ; jk++){  /*       } */
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)  /*       printf("\n "); */
         pp[jk] += freq[jk][m][i];  /*        } */
     }  /*        printf("\n ");printf("%lf ",cov[2]); */
     for(jk=1; jk <=nlstate ; jk++){         /*
       for(m=-1, pos=0; m <=0 ; m++)        for(i=1; i<= npar; i++) printf("%f ",x[i]);
         pos += freq[jk][m][i];        goto end;*/
       if(pp[jk]>=1.e-10)      return ps;
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);  }
       else  
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);  /**************** Product of 2 matrices ******************/
     }  
     for(jk=1; jk <=nlstate ; jk++){  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)  {
         pp[jk] += freq[jk][m][i];    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
     }       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
     for(jk=1,pos=0; jk <=nlstate ; jk++)    /* in, b, out are matrice of pointers which should have been initialized 
       pos += pp[jk];       before: only the contents of out is modified. The function returns
     for(jk=1; jk <=nlstate ; jk++){       a pointer to pointers identical to out */
       if(pos>=1.e-5)    long i, j, k;
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);    for(i=nrl; i<= nrh; i++)
       else      for(k=ncolol; k<=ncoloh; k++)
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);        for(j=ncl,out[i][k]=0.; j<=nch; j++)
       if( i <= (int) agemax){          out[i][k] +=in[i][j]*b[j][k];
         if(pos>=1.e-5){  
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);    return out;
           probs[i][jk][j1]= pp[jk]/pos;  }
           /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/  
         }  
       else  /************* Higher Matrix Product ***************/
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);  
       }  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
     }  {
     for(jk=-1; jk <=nlstate+ndeath; jk++)    /* Computes the transition matrix starting at age 'age' over 
       for(m=-1; m <=nlstate+ndeath; m++)       'nhstepm*hstepm*stepm' months (i.e. until
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
     if(i <= (int) agemax)       nhstepm*hstepm matrices. 
       fprintf(ficresp,"\n");       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
     printf("\n");       (typically every 2 years instead of every month which is too big 
     }       for the memory).
     }       Model is determined by parameters x and covariates have to be 
  }       included manually here. 
    
   fclose(ficresp);       */
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);  
   free_vector(pp,1,nlstate);    int i, j, d, h, k;
     double **out, cov[NCOVMAX];
 }  /* End of Freq */    double **newm;
   
 /************* Waves Concatenation ***************/    /* Hstepm could be zero and should return the unit matrix */
     for (i=1;i<=nlstate+ndeath;i++)
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)      for (j=1;j<=nlstate+ndeath;j++){
 {        oldm[i][j]=(i==j ? 1.0 : 0.0);
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.        po[i][j][0]=(i==j ? 1.0 : 0.0);
      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    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]    for(h=1; h <=nhstepm; h++){
      and mw[mi+1][i]. dh depends on stepm.      for(d=1; d <=hstepm; d++){
      */        newm=savm;
         /* Covariates have to be included here again */
   int i, mi, m;        cov[1]=1.;
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
      double sum=0., jmean=0.;*/        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
         for (k=1; k<=cptcovage;k++)
   int j, k=0,jk, ju, jl;          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
   double sum=0.;        for (k=1; k<=cptcovprod;k++)
   jmin=1e+5;          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
   jmax=-1;  
   jmean=0.;  
   for(i=1; i<=imx; i++){        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
     mi=0;        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
     m=firstpass;        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
     while(s[m][i] <= nlstate){                     pmij(pmmij,cov,ncovmodel,x,nlstate));
       if(s[m][i]>=1)        savm=oldm;
         mw[++mi][i]=m;        oldm=newm;
       if(m >=lastpass)      }
         break;      for(i=1; i<=nlstate+ndeath; i++)
       else        for(j=1;j<=nlstate+ndeath;j++) {
         m++;          po[i][j][h]=newm[i][j];
     }/* end while */          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
     if (s[m][i] > nlstate){           */
       mi++;     /* Death is another wave */        }
       /* if(mi==0)  never been interviewed correctly before death */    } /* end h */
          /* Only death is a correct wave */    return po;
       mw[mi][i]=m;  }
     }  
   
     wav[i]=mi;  /*************** log-likelihood *************/
     if(mi==0)  double func( double *x)
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);  {
   }    int i, ii, j, k, mi, d, kk;
     double l, ll[NLSTATEMAX], cov[NCOVMAX];
   for(i=1; i<=imx; i++){    double **out;
     for(mi=1; mi<wav[i];mi++){    double sw; /* Sum of weights */
       if (stepm <=0)    double lli; /* Individual log likelihood */
         dh[mi][i]=1;    int s1, s2;
       else{    double bbh, survp;
         if (s[mw[mi+1][i]][i] > nlstate) {    long ipmx;
           if (agedc[i] < 2*AGESUP) {    /*extern weight */
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);    /* We are differentiating ll according to initial status */
           if(j==0) j=1;  /* Survives at least one month after exam */    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
           k=k+1;    /*for(i=1;i<imx;i++) 
           if (j >= jmax) jmax=j;      printf(" %d\n",s[4][i]);
           if (j <= jmin) jmin=j;    */
           sum=sum+j;    cov[1]=1.;
           /* if (j<10) printf("j=%d num=%d ",j,i); */  
           }    for(k=1; k<=nlstate; k++) ll[k]=0.;
         }  
         else{    if(mle==1){
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
           k=k+1;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
           if (j >= jmax) jmax=j;        for(mi=1; mi<= wav[i]-1; mi++){
           else if (j <= jmin)jmin=j;          for (ii=1;ii<=nlstate+ndeath;ii++)
           /*   if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */            for (j=1;j<=nlstate+ndeath;j++){
           sum=sum+j;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
         }              savm[ii][j]=(ii==j ? 1.0 : 0.0);
         jk= j/stepm;            }
         jl= j -jk*stepm;          for(d=0; d<dh[mi][i]; d++){
         ju= j -(jk+1)*stepm;            newm=savm;
         if(jl <= -ju)            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
           dh[mi][i]=jk;            for (kk=1; kk<=cptcovage;kk++) {
         else              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
           dh[mi][i]=jk+1;            }
         if(dh[mi][i]==0)            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
           dh[mi][i]=1; /* At least one step */                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       }            savm=oldm;
     }            oldm=newm;
   }          } /* end mult */
   jmean=sum/k;        
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);          /*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 at large stepm.
 /*********** Tricode ****************************/           * If stepm is larger than one month (smallest stepm) and if the exact delay 
 void tricode(int *Tvar, int **nbcode, int imx)           * (in months) between two waves is not a multiple of stepm, we rounded to 
 {           * the nearest (and in case of equal distance, to the lowest) interval but now
   int Ndum[20],ij=1, k, j, i;           * we keep into memory the bias bh[mi][i] and also the previous matrix product
   int cptcode=0;           * (i.e to dh[mi][i]-1) saved in 'savm'. Then we inter(extra)polate the
   cptcoveff=0;           * probability in order to take into account the bias as a fraction of the way
             * from savm to out if bh is negative or even beyond if bh is positive. bh varies
   for (k=0; k<19; k++) Ndum[k]=0;           * -stepm/2 to stepm/2 .
   for (k=1; k<=7; k++) ncodemax[k]=0;           * For stepm=1 the results are the same as for previous versions of Imach.
            * For stepm > 1 the results are less biased than in previous versions. 
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {           */
     for (i=1; i<=imx; i++) {          s1=s[mw[mi][i]][i];
       ij=(int)(covar[Tvar[j]][i]);          s2=s[mw[mi+1][i]][i];
       Ndum[ij]++;          bbh=(double)bh[mi][i]/(double)stepm; 
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/          /* bias bh is positive if real duration
       if (ij > cptcode) cptcode=ij;           * is higher than the multiple of stepm and negative otherwise.
     }           */
           /* 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=0; i<=cptcode; i++) {          if( s2 > nlstate){ 
       if(Ndum[i]!=0) ncodemax[j]++;            /* i.e. if s2 is a death state and if the date of death is known 
     }               then the contribution to the likelihood is the probability to 
     ij=1;               die between last step unit time and current  step unit time, 
                which is also equal to probability to die before dh 
                minus probability to die before dh-stepm . 
     for (i=1; i<=ncodemax[j]; i++) {               In version up to 0.92 likelihood was computed
       for (k=0; k<=19; k++) {          as if date of death was unknown. Death was treated as any other
         if (Ndum[k] != 0) {          health state: the date of the interview describes the actual state
           nbcode[Tvar[j]][ij]=k;          and not the date of a change in health state. The former idea was
           ij++;          to consider that at each interview the state was recorded
         }          (healthy, disable or death) and IMaCh was corrected; but when we
         if (ij > ncodemax[j]) break;          introduced the exact date of death then we should have modified
       }            the contribution of an exact death to the likelihood. This new
     }          contribution is smaller and very dependent of the step unit
   }            stepm. It is no more the probability to die between last interview
           and month of death but the probability to survive from last
  for (k=0; k<19; k++) Ndum[k]=0;          interview up to one month before death multiplied by the
           probability to die within a month. Thanks to Chris
  for (i=1; i<=ncovmodel-2; i++) {          Jackson for correcting this bug.  Former versions increased
       ij=Tvar[i];          mortality artificially. The bad side is that we add another loop
       Ndum[ij]++;          which slows down the processing. The difference can be up to 10%
     }          lower mortality.
             */
  ij=1;            lli=log(out[s1][s2] - savm[s1][s2]);
  for (i=1; i<=10; i++) {  
    if((Ndum[i]!=0) && (i<=ncov)){  
      Tvaraff[ij]=i;          } else if  (s2==-2) {
      ij++;            for (j=1,survp=0. ; j<=nlstate; j++) 
    }              survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
  }            /*survp += out[s1][j]; */
              lli= log(survp);
     cptcoveff=ij-1;          }
 }          
           else if  (s2==-4) { 
 /*********** Health Expectancies ****************/            for (j=3,survp=0. ; j<=nlstate; j++)  
               survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)            lli= log(survp); 
 {          } 
   /* Health expectancies */  
   int i, j, nhstepm, hstepm, h;          else if  (s2==-5) { 
   double age, agelim,hf;            for (j=1,survp=0. ; j<=2; j++)  
   double ***p3mat;              survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
              lli= log(survp); 
   fprintf(ficreseij,"# Health expectancies\n");          } 
   fprintf(ficreseij,"# Age");          
   for(i=1; i<=nlstate;i++)          else{
     for(j=1; j<=nlstate;j++)            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
       fprintf(ficreseij," %1d-%1d",i,j);            /*  lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2]));*/ /* linear interpolation */
   fprintf(ficreseij,"\n");          } 
           /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
   hstepm=1*YEARM; /*  Every j years of age (in month) */          /*if(lli ==000.0)*/
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
           ipmx +=1;
   agelim=AGESUP;          sw += weight[i];
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     /* nhstepm age range expressed in number of stepm */        } /* end of wave */
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);      } /* end of individual */
     /* Typically if 20 years = 20*12/6=40 stepm */    }  else if(mle==2){
     if (stepm >= YEARM) hstepm=1;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        for(mi=1; mi<= wav[i]-1; mi++){
     /* Computed by stepm unit matrices, product of hstepm matrices, stored          for (ii=1;ii<=nlstate+ndeath;ii++)
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */            for (j=1;j<=nlstate+ndeath;j++){
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);                oldm[ii][j]=(ii==j ? 1.0 : 0.0);
               savm[ii][j]=(ii==j ? 1.0 : 0.0);
             }
     for(i=1; i<=nlstate;i++)          for(d=0; d<=dh[mi][i]; d++){
       for(j=1; j<=nlstate;j++)            newm=savm;
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
           eij[i][j][(int)age] +=p3mat[i][j][h];            for (kk=1; kk<=cptcovage;kk++) {
         }              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
                }
     hf=1;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     if (stepm >= YEARM) hf=stepm/YEARM;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     fprintf(ficreseij,"%.0f",age );            savm=oldm;
     for(i=1; i<=nlstate;i++)            oldm=newm;
       for(j=1; j<=nlstate;j++){          } /* end mult */
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);        
       }          s1=s[mw[mi][i]][i];
     fprintf(ficreseij,"\n");          s2=s[mw[mi+1][i]][i];
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          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;
           sw += weight[i];
 /************ Variance ******************/          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 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)        } /* end of wave */
 {      } /* end of individual */
   /* Variance of health expectancies */    }  else if(mle==3){  /* exponential inter-extrapolation */
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   double **newm;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   double **dnewm,**doldm;        for(mi=1; mi<= wav[i]-1; mi++){
   int i, j, nhstepm, hstepm, h;          for (ii=1;ii<=nlstate+ndeath;ii++)
   int k, cptcode;            for (j=1;j<=nlstate+ndeath;j++){
   double *xp;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   double **gp, **gm;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
   double ***gradg, ***trgradg;            }
   double ***p3mat;          for(d=0; d<dh[mi][i]; d++){
   double age,agelim;            newm=savm;
   int theta;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
             for (kk=1; kk<=cptcovage;kk++) {
    fprintf(ficresvij,"# Covariances of life expectancies\n");              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   fprintf(ficresvij,"# Age");            }
   for(i=1; i<=nlstate;i++)            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     for(j=1; j<=nlstate;j++)                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);            savm=oldm;
   fprintf(ficresvij,"\n");            oldm=newm;
           } /* end mult */
   xp=vector(1,npar);        
   dnewm=matrix(1,nlstate,1,npar);          s1=s[mw[mi][i]][i];
   doldm=matrix(1,nlstate,1,nlstate);          s2=s[mw[mi+1][i]][i];
            bbh=(double)bh[mi][i]/(double)stepm; 
   hstepm=1*YEARM; /* Every year of age */          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 */
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */          ipmx +=1;
   agelim = AGESUP;          sw += weight[i];
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */        } /* end of wave */
     if (stepm >= YEARM) hstepm=1;      } /* end of individual */
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    }else if (mle==4){  /* ml=4 no inter-extrapolation */
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     gp=matrix(0,nhstepm,1,nlstate);        for(mi=1; mi<= wav[i]-1; mi++){
     gm=matrix(0,nhstepm,1,nlstate);          for (ii=1;ii<=nlstate+ndeath;ii++)
             for (j=1;j<=nlstate+ndeath;j++){
     for(theta=1; theta <=npar; theta++){              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       for(i=1; i<=npar; i++){ /* Computes gradient */              savm[ii][j]=(ii==j ? 1.0 : 0.0);
         xp[i] = x[i] + (i==theta ?delti[theta]:0);            }
       }          for(d=0; d<dh[mi][i]; d++){
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);              newm=savm;
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       for(j=1; j<= nlstate; j++){            for (kk=1; kk<=cptcovage;kk++) {
         for(h=0; h<=nhstepm; h++){              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)            }
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];          
         }            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       }                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
                savm=oldm;
       for(i=1; i<=npar; i++) /* Computes gradient */            oldm=newm;
         xp[i] = x[i] - (i==theta ?delti[theta]:0);          } /* end mult */
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);          
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);          s1=s[mw[mi][i]][i];
       for(j=1; j<= nlstate; j++){          s2=s[mw[mi+1][i]][i];
         for(h=0; h<=nhstepm; h++){          if( s2 > nlstate){ 
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)            lli=log(out[s1][s2] - savm[s1][s2]);
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];          }else{
         }            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
       }          }
       for(j=1; j<= nlstate; j++)          ipmx +=1;
         for(h=0; h<=nhstepm; h++){          sw += weight[i];
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];          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 theta */        } /* end of wave */
       } /* end of individual */
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
       for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     for(h=0; h<=nhstepm; h++)        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       for(j=1; j<=nlstate;j++)        for(mi=1; mi<= wav[i]-1; mi++){
         for(theta=1; theta <=npar; theta++)          for (ii=1;ii<=nlstate+ndeath;ii++)
           trgradg[h][j][theta]=gradg[h][theta][j];            for (j=1;j<=nlstate+ndeath;j++){
               oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     for(i=1;i<=nlstate;i++)              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       for(j=1;j<=nlstate;j++)            }
         vareij[i][j][(int)age] =0.;          for(d=0; d<dh[mi][i]; d++){
     for(h=0;h<=nhstepm;h++){            newm=savm;
       for(k=0;k<=nhstepm;k++){            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);            for (kk=1; kk<=cptcovage;kk++) {
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
         for(i=1;i<=nlstate;i++)            }
           for(j=1;j<=nlstate;j++)          
             vareij[i][j][(int)age] += doldm[i][j];            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       }                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     }            savm=oldm;
     h=1;            oldm=newm;
     if (stepm >= YEARM) h=stepm/YEARM;          } /* end mult */
     fprintf(ficresvij,"%.0f ",age );        
     for(i=1; i<=nlstate;i++)          s1=s[mw[mi][i]][i];
       for(j=1; j<=nlstate;j++){          s2=s[mw[mi+1][i]][i];
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
       }          ipmx +=1;
     fprintf(ficresvij,"\n");          sw += weight[i];
     free_matrix(gp,0,nhstepm,1,nlstate);          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     free_matrix(gm,0,nhstepm,1,nlstate);          /*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]);*/
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);        } /* end of wave */
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);      } /* end of individual */
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    } /* End of if */
   } /* End age */    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
      /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
   free_vector(xp,1,npar);    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
   free_matrix(doldm,1,nlstate,1,npar);    return -l;
   free_matrix(dnewm,1,nlstate,1,nlstate);  }
   
 }  /*************** log-likelihood *************/
   double funcone( double *x)
 /************ 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)    /* Same as likeli but slower because of a lot of printf and if */
 {    int i, ii, j, k, mi, d, kk;
   /* Variance of prevalence limit */    double l, ll[NLSTATEMAX], cov[NCOVMAX];
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    double **out;
   double **newm;    double lli; /* Individual log likelihood */
   double **dnewm,**doldm;    double llt;
   int i, j, nhstepm, hstepm;    int s1, s2;
   int k, cptcode;    double bbh, survp;
   double *xp;    /*extern weight */
   double *gp, *gm;    /* We are differentiating ll according to initial status */
   double **gradg, **trgradg;    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
   double age,agelim;    /*for(i=1;i<imx;i++) 
   int theta;      printf(" %d\n",s[4][i]);
        */
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");    cov[1]=1.;
   fprintf(ficresvpl,"# Age");  
   for(i=1; i<=nlstate;i++)    for(k=1; k<=nlstate; k++) ll[k]=0.;
       fprintf(ficresvpl," %1d-%1d",i,i);  
   fprintf(ficresvpl,"\n");    for (i=1,ipmx=0, sw=0.; i<=imx; i++){
       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   xp=vector(1,npar);      for(mi=1; mi<= wav[i]-1; mi++){
   dnewm=matrix(1,nlstate,1,npar);        for (ii=1;ii<=nlstate+ndeath;ii++)
   doldm=matrix(1,nlstate,1,nlstate);          for (j=1;j<=nlstate+ndeath;j++){
              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   hstepm=1*YEARM; /* Every year of age */            savm[ii][j]=(ii==j ? 1.0 : 0.0);
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */          }
   agelim = AGESUP;        for(d=0; d<dh[mi][i]; d++){
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */          newm=savm;
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     if (stepm >= YEARM) hstepm=1;          for (kk=1; kk<=cptcovage;kk++) {
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     gradg=matrix(1,npar,1,nlstate);          }
     gp=vector(1,nlstate);          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     gm=vector(1,nlstate);                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
           savm=oldm;
     for(theta=1; theta <=npar; theta++){          oldm=newm;
       for(i=1; i<=npar; i++){ /* Computes gradient */        } /* end mult */
         xp[i] = x[i] + (i==theta ?delti[theta]:0);        
       }        s1=s[mw[mi][i]][i];
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);        s2=s[mw[mi+1][i]][i];
       for(i=1;i<=nlstate;i++)        bbh=(double)bh[mi][i]/(double)stepm; 
         gp[i] = prlim[i][i];        /* bias is positive if real duration
             * is higher than the multiple of stepm and negative otherwise.
       for(i=1; i<=npar; i++) /* Computes gradient */         */
         xp[i] = x[i] - (i==theta ?delti[theta]:0);        if( s2 > nlstate && (mle <5) ){  /* Jackson */
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);          lli=log(out[s1][s2] - savm[s1][s2]);
       for(i=1;i<=nlstate;i++)        } else if  (s2==-2) {
         gm[i] = prlim[i][i];          for (j=1,survp=0. ; j<=nlstate; j++) 
             survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
       for(i=1;i<=nlstate;i++)          lli= log(survp);
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];        }else if (mle==1){
     } /* End theta */          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
         } else if(mle==2){
     trgradg =matrix(1,nlstate,1,npar);          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 */
     for(j=1; j<=nlstate;j++)          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 */
       for(theta=1; theta <=npar; theta++)        } else if (mle==4){  /* mle=4 no inter-extrapolation */
         trgradg[j][theta]=gradg[theta][j];          lli=log(out[s1][s2]); /* Original formula */
         } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
     for(i=1;i<=nlstate;i++)          lli=log(out[s1][s2]); /* Original formula */
       varpl[i][(int)age] =0.;        } /* End of if */
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);        ipmx +=1;
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);        sw += weight[i];
     for(i=1;i<=nlstate;i++)        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */  /*       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(ficresvpl,"%.0f ",age );          fprintf(ficresilk,"%9d %6d %2d %2d %1d %1d %3d %11.6f %8.4f\
     for(i=1; i<=nlstate;i++)   %11.6f %11.6f %11.6f ", \
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));                  num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
     fprintf(ficresvpl,"\n");                  2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
     free_vector(gp,1,nlstate);          for(k=1,llt=0.,l=0.; k<=nlstate; k++){
     free_vector(gm,1,nlstate);            llt +=ll[k]*gipmx/gsw;
     free_matrix(gradg,1,npar,1,nlstate);            fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
     free_matrix(trgradg,1,nlstate,1,npar);          }
   } /* End age */          fprintf(ficresilk," %10.6f\n", -llt);
         }
   free_vector(xp,1,npar);      } /* end of wave */
   free_matrix(doldm,1,nlstate,1,npar);    } /* end of individual */
   free_matrix(dnewm,1,nlstate,1,nlstate);    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 */
     if(globpr==0){ /* First time we count the contributions and weights */
 /************ Variance of one-step probabilities  ******************/      gipmx=ipmx;
 void varprob(char fileres[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij)      gsw=sw;
 {    }
   int i, j;    return -l;
   int k=0, cptcode;  }
   double **dnewm,**doldm;  
   double *xp;  
   double *gp, *gm;  /*************** function likelione ***********/
   double **gradg, **trgradg;  void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
   double age,agelim, cov[NCOVMAX];  {
   int theta;    /* This routine should help understanding what is done with 
   char fileresprob[FILENAMELENGTH];       the selection of individuals/waves and
        to check the exact contribution to the likelihood.
   strcpy(fileresprob,"prob");       Plotting could be done.
   strcat(fileresprob,fileres);     */
   if((ficresprob=fopen(fileresprob,"w"))==NULL) {    int k;
     printf("Problem with resultfile: %s\n", fileresprob);  
   }    if(*globpri !=0){ /* Just counts and sums, no printings */
   printf("Computing variance of one-step probabilities: result on file '%s' \n",fileresprob);      strcpy(fileresilk,"ilk"); 
        strcat(fileresilk,fileres);
       if((ficresilk=fopen(fileresilk,"w"))==NULL) {
   xp=vector(1,npar);        printf("Problem with resultfile: %s\n", fileresilk);
   dnewm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);        fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
   doldm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,(nlstate+ndeath)*(nlstate+ndeath));      }
        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");
   cov[1]=1;      fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
   for (age=bage; age<=fage; age ++){      /*  i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
     cov[2]=age;      for(k=1; k<=nlstate; k++) 
     gradg=matrix(1,npar,1,9);        fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
     trgradg=matrix(1,9,1,npar);      fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
     gp=vector(1,(nlstate+ndeath)*(nlstate+ndeath));    }
     gm=vector(1,(nlstate+ndeath)*(nlstate+ndeath));  
        *fretone=(*funcone)(p);
     for(theta=1; theta <=npar; theta++){    if(*globpri !=0){
       for(i=1; i<=npar; i++)      fclose(ficresilk);
         xp[i] = x[i] + (i==theta ?delti[theta]:0);      fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
            fflush(fichtm); 
       pmij(pmmij,cov,ncovmodel,xp,nlstate);    } 
        return;
       k=0;  }
       for(i=1; i<= (nlstate+ndeath); i++){  
         for(j=1; j<=(nlstate+ndeath);j++){  
            k=k+1;  /*********** Maximum Likelihood Estimation ***************/
           gp[k]=pmmij[i][j];  
         }  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
       }  {
     int i,j, iter;
       for(i=1; i<=npar; i++)    double **xi;
         xp[i] = x[i] - (i==theta ?delti[theta]:0);    double fret;
        double fretone; /* Only one call to likelihood */
     /*  char filerespow[FILENAMELENGTH];*/
       pmij(pmmij,cov,ncovmodel,xp,nlstate);    xi=matrix(1,npar,1,npar);
       k=0;    for (i=1;i<=npar;i++)
       for(i=1; i<=(nlstate+ndeath); i++){      for (j=1;j<=npar;j++)
         for(j=1; j<=(nlstate+ndeath);j++){        xi[i][j]=(i==j ? 1.0 : 0.0);
           k=k+1;    printf("Powell\n");  fprintf(ficlog,"Powell\n");
           gm[k]=pmmij[i][j];    strcpy(filerespow,"pow"); 
         }    strcat(filerespow,fileres);
       }    if((ficrespow=fopen(filerespow,"w"))==NULL) {
            printf("Problem with resultfile: %s\n", filerespow);
        for(i=1; i<= (nlstate+ndeath)*(nlstate+ndeath); i++)      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
            gradg[theta][i]=(gp[i]-gm[i])/2./delti[theta];      }
     }    fprintf(ficrespow,"# Powell\n# iter -2*LL");
     for (i=1;i<=nlstate;i++)
      for(j=1; j<=(nlstate+ndeath)*(nlstate+ndeath);j++)      for(j=1;j<=nlstate+ndeath;j++)
       for(theta=1; theta <=npar; theta++)        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
       trgradg[j][theta]=gradg[theta][j];    fprintf(ficrespow,"\n");
    
      matprod2(dnewm,trgradg,1,9,1,npar,1,npar,matcov);    powell(p,xi,npar,ftol,&iter,&fret,func);
      matprod2(doldm,dnewm,1,9,1,npar,1,9,gradg);  
     free_matrix(xi,1,npar,1,npar);
      pmij(pmmij,cov,ncovmodel,x,nlstate);    fclose(ficrespow);
     printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
      k=0;    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
      for(i=1; i<=(nlstate+ndeath); i++){    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
        for(j=1; j<=(nlstate+ndeath);j++){  
          k=k+1;  }
          gm[k]=pmmij[i][j];  
         }  /**** Computes Hessian and covariance matrix ***/
      }  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
        {
      /*printf("\n%d ",(int)age);    double  **a,**y,*x,pd;
      for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){    double **hess;
            int i, j,jk;
     int *indx;
        printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));  
      }*/    double hessii(double p[], double delta, int theta, double delti[],double (*func)(double []),int npar);
     double hessij(double p[], double delti[], int i, int j,double (*func)(double []),int npar);
   fprintf(ficresprob,"\n%d ",(int)age);    void lubksb(double **a, int npar, int *indx, double b[]) ;
     void ludcmp(double **a, int npar, int *indx, double *d) ;
   for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){    double gompertz(double p[]);
     if (i== 2) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);    hess=matrix(1,npar,1,npar);
 if (i== 4) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);  
   }    printf("\nCalculation of the hessian matrix. Wait...\n");
     fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
     free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));    for (i=1;i<=npar;i++){
     free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));      printf("%d",i);fflush(stdout);
     free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);      fprintf(ficlog,"%d",i);fflush(ficlog);
     free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);     
 }       hess[i][i]=hessii(p,ftolhess,i,delti,func,npar);
  free_vector(xp,1,npar);      
 fclose(ficresprob);      /*  printf(" %f ",p[i]);
  exit(0);          printf(" %lf %lf %lf",hess[i][i],ftolhess,delti[i]);*/
 }    }
     
 /***********************************************/    for (i=1;i<=npar;i++) {
 /**************** Main Program *****************/      for (j=1;j<=npar;j++)  {
 /***********************************************/        if (j>i) { 
           printf(".%d%d",i,j);fflush(stdout);
 /*int main(int argc, char *argv[])*/          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
 int main()          hess[i][j]=hessij(p,delti,i,j,func,npar);
 {          
           hess[j][i]=hess[i][j];    
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;          /*printf(" %lf ",hess[i][j]);*/
   double agedeb, agefin,hf;        }
   double agemin=1.e20, agemax=-1.e20;      }
     }
   double fret;    printf("\n");
   double **xi,tmp,delta;    fprintf(ficlog,"\n");
   
   double dum; /* Dummy variable */    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
   double ***p3mat;    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
   int *indx;    
   char line[MAXLINE], linepar[MAXLINE];    a=matrix(1,npar,1,npar);
   char title[MAXLINE];    y=matrix(1,npar,1,npar);
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];    x=vector(1,npar);
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], fileresf[FILENAMELENGTH];    indx=ivector(1,npar);
   char filerest[FILENAMELENGTH];    for (i=1;i<=npar;i++)
   char fileregp[FILENAMELENGTH];      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];    ludcmp(a,npar,indx,&pd);
   int firstobs=1, lastobs=10;  
   int sdeb, sfin; /* Status at beginning and end */    for (j=1;j<=npar;j++) {
   int c,  h , cpt,l;      for (i=1;i<=npar;i++) x[i]=0;
   int ju,jl, mi;      x[j]=1;
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;      lubksb(a,npar,indx,x);
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;      for (i=1;i<=npar;i++){ 
          matcov[i][j]=x[i];
   int hstepm, nhstepm;      }
   double bage, fage, age, agelim, agebase;    }
   double ftolpl=FTOL;  
   double **prlim;    printf("\n#Hessian matrix#\n");
   double *severity;    fprintf(ficlog,"\n#Hessian matrix#\n");
   double ***param; /* Matrix of parameters */    for (i=1;i<=npar;i++) { 
   double  *p;      for (j=1;j<=npar;j++) { 
   double **matcov; /* Matrix of covariance */        printf("%.3e ",hess[i][j]);
   double ***delti3; /* Scale */        fprintf(ficlog,"%.3e ",hess[i][j]);
   double *delti; /* Scale */      }
   double ***eij, ***vareij;      printf("\n");
   double **varpl; /* Variances of prevalence limits by age */      fprintf(ficlog,"\n");
   double *epj, vepp;    }
   double kk1;  
     /* Recompute Inverse */
   char version[80]="Imach version 64b, May 2001, INED-EUROREVES ";    for (i=1;i<=npar;i++)
   char *alph[]={"a","a","b","c","d","e"}, str[4];      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
     ludcmp(a,npar,indx,&pd);
   
   char z[1]="c", occ;    /*  printf("\n#Hessian matrix recomputed#\n");
 #include <sys/time.h>  
 #include <time.h>    for (j=1;j<=npar;j++) {
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];      for (i=1;i<=npar;i++) x[i]=0;
   /* long total_usecs;      x[j]=1;
   struct timeval start_time, end_time;      lubksb(a,npar,indx,x);
        for (i=1;i<=npar;i++){ 
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */        y[i][j]=x[i];
         printf("%.3e ",y[i][j]);
         fprintf(ficlog,"%.3e ",y[i][j]);
   printf("\nIMACH, Version 0.64b");      }
   printf("\nEnter the parameter file name: ");      printf("\n");
       fprintf(ficlog,"\n");
 #ifdef windows    }
   scanf("%s",pathtot);    */
   getcwd(pathcd, size);  
   /*cygwin_split_path(pathtot,path,optionfile);    free_matrix(a,1,npar,1,npar);
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/    free_matrix(y,1,npar,1,npar);
   /* cutv(path,optionfile,pathtot,'\\');*/    free_vector(x,1,npar);
     free_ivector(indx,1,npar);
 split(pathtot, path,optionfile);    free_matrix(hess,1,npar,1,npar);
   chdir(path);  
   replace(pathc,path);  
 #endif  }
 #ifdef unix  
   scanf("%s",optionfile);  /*************** hessian matrix ****************/
 #endif  double hessii(double x[], double delta, int theta, double delti[], double (*func)(double []), int npar)
   {
 /*-------- arguments in the command line --------*/    int i;
     int l=1, lmax=20;
   strcpy(fileres,"r");    double k1,k2;
   strcat(fileres, optionfile);    double p2[NPARMAX+1];
     double res;
   /*---------arguments file --------*/    double delt=0.0001, delts, nkhi=10.,nkhif=1., khi=1.e-4;
     double fx;
   if((ficpar=fopen(optionfile,"r"))==NULL)    {    int k=0,kmax=10;
     printf("Problem with optionfile %s\n",optionfile);    double l1;
     goto end;  
   }    fx=func(x);
     for (i=1;i<=npar;i++) p2[i]=x[i];
   strcpy(filereso,"o");    for(l=0 ; l <=lmax; l++){
   strcat(filereso,fileres);      l1=pow(10,l);
   if((ficparo=fopen(filereso,"w"))==NULL) {      delts=delt;
     printf("Problem with Output resultfile: %s\n", filereso);goto end;      for(k=1 ; k <kmax; k=k+1){
   }        delt = delta*(l1*k);
         p2[theta]=x[theta] +delt;
   /* Reads comments: lines beginning with '#' */        k1=func(p2)-fx;
   while((c=getc(ficpar))=='#' && c!= EOF){        p2[theta]=x[theta]-delt;
     ungetc(c,ficpar);        k2=func(p2)-fx;
     fgets(line, MAXLINE, ficpar);        /*res= (k1-2.0*fx+k2)/delt/delt; */
     puts(line);        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
     fputs(line,ficparo);        
   }  #ifdef DEBUG
   ungetc(c,ficpar);        printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
         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);
   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);  #endif
   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);        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
   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);        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
           k=kmax;
   covar=matrix(0,NCOVMAX,1,n);        }
   cptcovn=0;        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;          k=kmax; l=lmax*10.;
         }
   ncovmodel=2+cptcovn;        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */          delts=delt;
          }
   /* Read guess parameters */      }
   /* Reads comments: lines beginning with '#' */    }
   while((c=getc(ficpar))=='#' && c!= EOF){    delti[theta]=delts;
     ungetc(c,ficpar);    return res; 
     fgets(line, MAXLINE, ficpar);    
     puts(line);  }
     fputs(line,ficparo);  
   }  double hessij( double x[], double delti[], int thetai,int thetaj,double (*func)(double []),int npar)
   ungetc(c,ficpar);  {
      int i;
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    int l=1, l1, lmax=20;
     for(i=1; i <=nlstate; i++)    double k1,k2,k3,k4,res,fx;
     for(j=1; j <=nlstate+ndeath-1; j++){    double p2[NPARMAX+1];
       fscanf(ficpar,"%1d%1d",&i1,&j1);    int k;
       fprintf(ficparo,"%1d%1d",i1,j1);  
       printf("%1d%1d",i,j);    fx=func(x);
       for(k=1; k<=ncovmodel;k++){    for (k=1; k<=2; k++) {
         fscanf(ficpar," %lf",&param[i][j][k]);      for (i=1;i<=npar;i++) p2[i]=x[i];
         printf(" %lf",param[i][j][k]);      p2[thetai]=x[thetai]+delti[thetai]/k;
         fprintf(ficparo," %lf",param[i][j][k]);      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
       }      k1=func(p2)-fx;
       fscanf(ficpar,"\n");    
       printf("\n");      p2[thetai]=x[thetai]+delti[thetai]/k;
       fprintf(ficparo,"\n");      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
     }      k2=func(p2)-fx;
      
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel;      p2[thetai]=x[thetai]-delti[thetai]/k;
       p2[thetaj]=x[thetaj]+delti[thetaj]/k;
   p=param[1][1];      k3=func(p2)-fx;
      
   /* Reads comments: lines beginning with '#' */      p2[thetai]=x[thetai]-delti[thetai]/k;
   while((c=getc(ficpar))=='#' && c!= EOF){      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
     ungetc(c,ficpar);      k4=func(p2)-fx;
     fgets(line, MAXLINE, ficpar);      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
     puts(line);  #ifdef DEBUG
     fputs(line,ficparo);      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);
   ungetc(c,ficpar);  #endif
     }
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    return res;
   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++){  /************** Inverse of matrix **************/
       fscanf(ficpar,"%1d%1d",&i1,&j1);  void ludcmp(double **a, int n, int *indx, double *d) 
       printf("%1d%1d",i,j);  { 
       fprintf(ficparo,"%1d%1d",i1,j1);    int i,imax,j,k; 
       for(k=1; k<=ncovmodel;k++){    double big,dum,sum,temp; 
         fscanf(ficpar,"%le",&delti3[i][j][k]);    double *vv; 
         printf(" %le",delti3[i][j][k]);   
         fprintf(ficparo," %le",delti3[i][j][k]);    vv=vector(1,n); 
       }    *d=1.0; 
       fscanf(ficpar,"\n");    for (i=1;i<=n;i++) { 
       printf("\n");      big=0.0; 
       fprintf(ficparo,"\n");      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"); 
   delti=delti3[1][1];      vv[i]=1.0/big; 
      } 
   /* Reads comments: lines beginning with '#' */    for (j=1;j<=n;j++) { 
   while((c=getc(ficpar))=='#' && c!= EOF){      for (i=1;i<j;i++) { 
     ungetc(c,ficpar);        sum=a[i][j]; 
     fgets(line, MAXLINE, ficpar);        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
     puts(line);        a[i][j]=sum; 
     fputs(line,ficparo);      } 
   }      big=0.0; 
   ungetc(c,ficpar);      for (i=j;i<=n;i++) { 
          sum=a[i][j]; 
   matcov=matrix(1,npar,1,npar);        for (k=1;k<j;k++) 
   for(i=1; i <=npar; i++){          sum -= a[i][k]*a[k][j]; 
     fscanf(ficpar,"%s",&str);        a[i][j]=sum; 
     printf("%s",str);        if ( (dum=vv[i]*fabs(sum)) >= big) { 
     fprintf(ficparo,"%s",str);          big=dum; 
     for(j=1; j <=i; j++){          imax=i; 
       fscanf(ficpar," %le",&matcov[i][j]);        } 
       printf(" %.5le",matcov[i][j]);      } 
       fprintf(ficparo," %.5le",matcov[i][j]);      if (j != imax) { 
     }        for (k=1;k<=n;k++) { 
     fscanf(ficpar,"\n");          dum=a[imax][k]; 
     printf("\n");          a[imax][k]=a[j][k]; 
     fprintf(ficparo,"\n");          a[j][k]=dum; 
   }        } 
   for(i=1; i <=npar; i++)        *d = -(*d); 
     for(j=i+1;j<=npar;j++)        vv[imax]=vv[j]; 
       matcov[i][j]=matcov[j][i];      } 
          indx[j]=imax; 
   printf("\n");      if (a[j][j] == 0.0) a[j][j]=TINY; 
       if (j != n) { 
         dum=1.0/(a[j][j]); 
     /*-------- data file ----------*/        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
     if((ficres =fopen(fileres,"w"))==NULL) {      } 
       printf("Problem with resultfile: %s\n", fileres);goto end;    } 
     }    free_vector(vv,1,n);  /* Doesn't work */
     fprintf(ficres,"#%s\n",version);  ;
      } 
     if((fic=fopen(datafile,"r"))==NULL)    {  
       printf("Problem with datafile: %s\n", datafile);goto end;  void lubksb(double **a, int n, int *indx, double b[]) 
     }  { 
     int i,ii=0,ip,j; 
     n= lastobs;    double sum; 
     severity = vector(1,maxwav);   
     outcome=imatrix(1,maxwav+1,1,n);    for (i=1;i<=n;i++) { 
     num=ivector(1,n);      ip=indx[i]; 
     moisnais=vector(1,n);      sum=b[ip]; 
     annais=vector(1,n);      b[ip]=b[i]; 
     moisdc=vector(1,n);      if (ii) 
     andc=vector(1,n);        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
     agedc=vector(1,n);      else if (sum) ii=i; 
     cod=ivector(1,n);      b[i]=sum; 
     weight=vector(1,n);    } 
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */    for (i=n;i>=1;i--) { 
     mint=matrix(1,maxwav,1,n);      sum=b[i]; 
     anint=matrix(1,maxwav,1,n);      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
     s=imatrix(1,maxwav+1,1,n);      b[i]=sum/a[i][i]; 
     adl=imatrix(1,maxwav+1,1,n);        } 
     tab=ivector(1,NCOVMAX);  } 
     ncodemax=ivector(1,8);  
   void pstamp(FILE *fichier)
     i=1;  {
     while (fgets(line, MAXLINE, fic) != NULL)    {    fprintf(fichier,"# %s.%s\n#%s\n#%s\n# %s", optionfilefiname,optionfilext,version,fullversion,strstart);
       if ((i >= firstobs) && (i <=lastobs)) {  }
          
         for (j=maxwav;j>=1;j--){  /************ Frequencies ********************/
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);  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, char strstart[])
           strcpy(line,stra);  {  /* Some frequencies */
           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);    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
         }    int first;
            double ***freq; /* Frequencies */
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);    double *pp, **prop;
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);    double pos,posprop, k2, dateintsum=0,k2cpt=0;
     char fileresp[FILENAMELENGTH];
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);    
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);    pp=vector(1,nlstate);
     prop=matrix(1,nlstate,iagemin,iagemax+3);
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);    strcpy(fileresp,"p");
         for (j=ncov;j>=1;j--){    strcat(fileresp,fileres);
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);    if((ficresp=fopen(fileresp,"w"))==NULL) {
         }      printf("Problem with prevalence resultfile: %s\n", fileresp);
         num[i]=atol(stra);      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
              exit(0);
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){    }
           printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/    freq= ma3x(-5,nlstate+ndeath,-5,nlstate+ndeath,iagemin,iagemax+3);
     j1=0;
         i=i+1;    
       }    j=cptcoveff;
     }    if (cptcovn<1) {j=1;ncodemax[1]=1;}
     /* printf("ii=%d", ij);  
        scanf("%d",i);*/    first=1;
   imx=i-1; /* Number of individuals */  
     for(k1=1; k1<=j;k1++){
   /* for (i=1; i<=imx; i++){      for(i1=1; i1<=ncodemax[k1];i1++){
     if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;        j1++;
     if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
     if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;          scanf("%d", i);*/
   }        for (i=-5; i<=nlstate+ndeath; i++)  
   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 (jk=-5; jk<=nlstate+ndeath; jk++)  
             for(m=iagemin; m <= iagemax+3; m++)
   /* Calculation of the number of parameter from char model*/              freq[i][jk][m]=0;
   Tvar=ivector(1,15);  
   Tprod=ivector(1,15);      for (i=1; i<=nlstate; i++)  
   Tvaraff=ivector(1,15);        for(m=iagemin; m <= iagemax+3; m++)
   Tvard=imatrix(1,15,1,2);          prop[i][m]=0;
   Tage=ivector(1,15);              
            dateintsum=0;
   if (strlen(model) >1){        k2cpt=0;
     j=0, j1=0, k1=1, k2=1;        for (i=1; i<=imx; i++) {
     j=nbocc(model,'+');          bool=1;
     j1=nbocc(model,'*');          if  (cptcovn>0) {
     cptcovn=j+1;            for (z1=1; z1<=cptcoveff; z1++) 
     cptcovprod=j1;              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
                    bool=0;
              }
     strcpy(modelsav,model);          if (bool==1){
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){            for(m=firstpass; m<=lastpass; m++){
       printf("Error. Non available option model=%s ",model);              k2=anint[m][i]+(mint[m][i]/12.);
       goto end;              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
     }                if(agev[m][i]==0) agev[m][i]=iagemax+1;
                    if(agev[m][i]==1) agev[m][i]=iagemax+2;
     for(i=(j+1); i>=1;i--){                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
       cutv(stra,strb,modelsav,'+');                if (m<lastpass) {
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
       /*scanf("%d",i);*/                }
       if (strchr(strb,'*')) {                
         cutv(strd,strc,strb,'*');                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
         if (strcmp(strc,"age")==0) {                  dateintsum=dateintsum+k2;
           cptcovprod--;                  k2cpt++;
           cutv(strb,stre,strd,'V');                }
           Tvar[i]=atoi(stre);                /*}*/
           cptcovage++;            }
             Tage[cptcovage]=i;          }
             /*printf("stre=%s ", stre);*/        }
         }         
         else if (strcmp(strd,"age")==0) {        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
           cptcovprod--;        pstamp(ficresp);
           cutv(strb,stre,strc,'V');        if  (cptcovn>0) {
           Tvar[i]=atoi(stre);          fprintf(ficresp, "\n#********** Variable "); 
           cptcovage++;          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           Tage[cptcovage]=i;          fprintf(ficresp, "**********\n#");
         }        }
         else {        for(i=1; i<=nlstate;i++) 
           cutv(strb,stre,strc,'V');          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
           Tvar[i]=ncov+k1;        fprintf(ficresp, "\n");
           cutv(strb,strc,strd,'V');        
           Tprod[k1]=i;        for(i=iagemin; i <= iagemax+3; i++){
           Tvard[k1][1]=atoi(strc);          if(i==iagemax+3){
           Tvard[k1][2]=atoi(stre);            fprintf(ficlog,"Total");
           Tvar[cptcovn+k2]=Tvard[k1][1];          }else{
           Tvar[cptcovn+k2+1]=Tvard[k1][2];            if(first==1){
           for (k=1; k<=lastobs;k++)              first=0;
             covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];              printf("See log file for details...\n");
           k1++;            }
           k2=k2+2;            fprintf(ficlog,"Age %d", i);
         }          }
       }          for(jk=1; jk <=nlstate ; jk++){
       else {            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/              pp[jk] += freq[jk][m][i]; 
        /*  scanf("%d",i);*/          }
       cutv(strd,strc,strb,'V');          for(jk=1; jk <=nlstate ; jk++){
       Tvar[i]=atoi(strc);            for(m=-1, pos=0; m <=0 ; m++)
       }              pos += freq[jk][m][i];
       strcpy(modelsav,stra);              if(pp[jk]>=1.e-10){
       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);              if(first==1){
         scanf("%d",i);*/              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
     }              }
 }              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
              }else{
   /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);              if(first==1)
   printf("cptcovprod=%d ", cptcovprod);                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
   scanf("%d ",i);*/              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
     fclose(fic);            }
           }
     /*  if(mle==1){*/  
     if (weightopt != 1) { /* Maximisation without weights*/          for(jk=1; jk <=nlstate ; jk++){
       for(i=1;i<=n;i++) weight[i]=1.0;            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
     }              pp[jk] += freq[jk][m][i];
     /*-calculation of age at interview from date of interview and age at death -*/          }       
     agev=matrix(1,maxwav,1,imx);          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
             pos += pp[jk];
    for (i=1; i<=imx; i++)            posprop += prop[jk][i];
      for(m=2; (m<= maxwav); m++)          }
        if ((mint[m][i]== 99) && (s[m][i] <= nlstate)){          for(jk=1; jk <=nlstate ; jk++){
          anint[m][i]=9999;            if(pos>=1.e-5){
          s[m][i]=-1;              if(first==1)
        }                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
                  fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
     for (i=1; i<=imx; i++)  {            }else{
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);              if(first==1)
       for(m=1; (m<= maxwav); m++){                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
         if(s[m][i] >0){              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
           if (s[m][i] == nlstate+1) {            }
             if(agedc[i]>0)            if( i <= iagemax){
               if(moisdc[i]!=99 && andc[i]!=9999)              if(pos>=1.e-5){
               agev[m][i]=agedc[i];                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
             else {                /*probs[i][jk][j1]= pp[jk]/pos;*/
               if (andc[i]!=9999){                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
               printf("Warning negative age at death: %d line:%d\n",num[i],i);              }
               agev[m][i]=-1;              else
               }                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
             }            }
           }          }
           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]);          for(jk=-1; jk <=nlstate+ndeath; jk++)
             if(mint[m][i]==99 || anint[m][i]==9999)            for(m=-1; m <=nlstate+ndeath; m++)
               agev[m][i]=1;              if(freq[jk][m][i] !=0 ) {
             else if(agev[m][i] <agemin){              if(first==1)
               agemin=agev[m][i];                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
             }              }
             else if(agev[m][i] >agemax){          if(i <= iagemax)
               agemax=agev[m][i];            fprintf(ficresp,"\n");
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/          if(first==1)
             }            printf("Others in log...\n");
             /*agev[m][i]=anint[m][i]-annais[i];*/          fprintf(ficlog,"\n");
             /*   agev[m][i] = age[i]+2*m;*/        }
           }      }
           else { /* =9 */    }
             agev[m][i]=1;    dateintmean=dateintsum/k2cpt; 
             s[m][i]=-1;   
           }    fclose(ficresp);
         }    free_ma3x(freq,-5,nlstate+ndeath,-5,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 Freq */
      }
     }  
     for (i=1; i<=imx; i++)  {  /************ Prevalence ********************/
       for(m=1; (m<= maxwav); m++){  void prevalence(double ***probs, double agemin, double agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, int firstpass, int lastpass)
         if (s[m][i] > (nlstate+ndeath)) {  {  
           printf("Error: Wrong value in nlstate or ndeath\n");      /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
           goto end;       in each health status at the date of interview (if between dateprev1 and dateprev2).
         }       We still use firstpass and lastpass as another selection.
       }    */
     }   
     int i, m, jk, k1, i1, j1, bool, z1,z2,j;
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);    double ***freq; /* Frequencies */
     double *pp, **prop;
     free_vector(severity,1,maxwav);    double pos,posprop; 
     free_imatrix(outcome,1,maxwav+1,1,n);    double  y2; /* in fractional years */
     free_vector(moisnais,1,n);    int iagemin, iagemax;
     free_vector(annais,1,n);  
     free_matrix(mint,1,maxwav,1,n);    iagemin= (int) agemin;
     free_matrix(anint,1,maxwav,1,n);    iagemax= (int) agemax;
     free_vector(moisdc,1,n);    /*pp=vector(1,nlstate);*/
     free_vector(andc,1,n);    prop=matrix(1,nlstate,iagemin,iagemax+3); 
     /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
        j1=0;
     wav=ivector(1,imx);    
     dh=imatrix(1,lastpass-firstpass+1,1,imx);    j=cptcoveff;
     mw=imatrix(1,lastpass-firstpass+1,1,imx);    if (cptcovn<1) {j=1;ncodemax[1]=1;}
        
     /* Concatenates waves */    for(k1=1; k1<=j;k1++){
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);      for(i1=1; i1<=ncodemax[k1];i1++){
         j1++;
         
       Tcode=ivector(1,100);        for (i=1; i<=nlstate; i++)  
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);          for(m=iagemin; m <= iagemax+3; m++)
       ncodemax[1]=1;            prop[i][m]=0.0;
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);       
              for (i=1; i<=imx; i++) { /* Each individual */
    codtab=imatrix(1,100,1,10);          bool=1;
    h=0;          if  (cptcovn>0) {
    m=pow(2,cptcoveff);            for (z1=1; z1<=cptcoveff; z1++) 
                if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
    for(k=1;k<=cptcoveff; k++){                bool=0;
      for(i=1; i <=(m/pow(2,k));i++){          } 
        for(j=1; j <= ncodemax[k]; j++){          if (bool==1) { 
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
            h++;              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
            if (h>m) h=1;codtab[h][k]=j;              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
          }                if(agev[m][i]==0) agev[m][i]=iagemax+1;
        }                if(agev[m][i]==1) agev[m][i]=iagemax+2;
      }                if((int)agev[m][i] <iagemin || (int)agev[m][i] >iagemax+3) printf("Error on individual =%d agev[m][i]=%f m=%d\n",i, agev[m][i],m); 
    }                if (s[m][i]>0 && s[m][i]<=nlstate) { 
                   /*if(i>4620) printf(" i=%d m=%d s[m][i]=%d (int)agev[m][i]=%d weight[i]=%f prop=%f\n",i,m,s[m][i],(int)agev[m][m],weight[i],prop[s[m][i]][(int)agev[m][i]]);*/
                   prop[s[m][i]][(int)agev[m][i]] += weight[i];
    /*for(i=1; i <=m ;i++){                  prop[s[m][i]][iagemax+3] += weight[i]; 
      for(k=1; k <=cptcovn; k++){                } 
        printf("i=%d k=%d %d %d",i,k,codtab[i][k], cptcoveff);              }
      }            } /* end selection of waves */
      printf("\n");          }
    }        }
    scanf("%d",i);*/        for(i=iagemin; i <= iagemax+3; i++){  
              
    /* Calculates basic frequencies. Computes observed prevalence at single age          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
        and prints on file fileres'p'. */            posprop += prop[jk][i]; 
   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);          } 
   
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          for(jk=1; jk <=nlstate ; jk++){     
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */            if( i <=  iagemax){ 
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */              if(posprop>=1.e-5){ 
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */                probs[i][jk][j1]= prop[jk][i]/posprop;
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */              } 
                  } 
     /* For Powell, parameters are in a vector p[] starting at p[1]          }/* end jk */ 
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */        }/* end i */ 
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */      } /* end i1 */
     } /* end k1 */
     if(mle==1){    
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
     }    /*free_vector(pp,1,nlstate);*/
        free_matrix(prop,1,nlstate, iagemin,iagemax+3);
     /*--------- results files --------------*/  }  /* End of prevalence */
     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);  
      /************* Waves Concatenation ***************/
    jk=1;  
    fprintf(ficres,"# Parameters\n");  void  concatwav(int wav[], int **dh, int **bh,  int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)
    printf("# Parameters\n");  {
    for(i=1,jk=1; i <=nlstate; i++){    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
      for(k=1; k <=(nlstate+ndeath); k++){       Death is a valid wave (if date is known).
        if (k != i)       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]
            printf("%d%d ",i,k);       and mw[mi+1][i]. dh depends on stepm.
            fprintf(ficres,"%1d%1d ",i,k);       */
            for(j=1; j <=ncovmodel; j++){  
              printf("%f ",p[jk]);    int i, mi, m;
              fprintf(ficres,"%f ",p[jk]);    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
              jk++;       double sum=0., jmean=0.;*/
            }    int first;
            printf("\n");    int j, k=0,jk, ju, jl;
            fprintf(ficres,"\n");    double sum=0.;
          }    first=0;
      }    jmin=1e+5;
    }    jmax=-1;
  if(mle==1){    jmean=0.;
     /* Computing hessian and covariance matrix */    for(i=1; i<=imx; i++){
     ftolhess=ftol; /* Usually correct */      mi=0;
     hesscov(matcov, p, npar, delti, ftolhess, func);      m=firstpass;
  }      while(s[m][i] <= nlstate){
     fprintf(ficres,"# Scales\n");        if(s[m][i]>=1 || s[m][i]==-2 || s[m][i]==-4 || s[m][i]==-5)
     printf("# Scales\n");          mw[++mi][i]=m;
      for(i=1,jk=1; i <=nlstate; i++){        if(m >=lastpass)
       for(j=1; j <=nlstate+ndeath; j++){          break;
         if (j!=i) {        else
           fprintf(ficres,"%1d%1d",i,j);          m++;
           printf("%1d%1d",i,j);      }/* end while */
           for(k=1; k<=ncovmodel;k++){      if (s[m][i] > nlstate){
             printf(" %.5e",delti[jk]);        mi++;     /* Death is another wave */
             fprintf(ficres," %.5e",delti[jk]);        /* if(mi==0)  never been interviewed correctly before death */
             jk++;           /* Only death is a correct wave */
           }        mw[mi][i]=m;
           printf("\n");      }
           fprintf(ficres,"\n");  
         }      wav[i]=mi;
       }      if(mi==0){
       }        nbwarn++;
            if(first==0){
     k=1;          printf("Warning! No valid information for individual %ld line=%d (skipped) and may be others, see log file\n",num[i],i);
     fprintf(ficres,"# Covariance\n");          first=1;
     printf("# Covariance\n");        }
     for(i=1;i<=npar;i++){        if(first==1){
       /*  if (k>nlstate) k=1;          fprintf(ficlog,"Warning! No valid information for individual %ld line=%d (skipped)\n",num[i],i);
       i1=(i-1)/(ncovmodel*nlstate)+1;        }
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);      } /* end mi==0 */
       printf("%s%d%d",alph[k],i1,tab[i]);*/    } /* End individuals */
       fprintf(ficres,"%3d",i);  
       printf("%3d",i);    for(i=1; i<=imx; i++){
       for(j=1; j<=i;j++){      for(mi=1; mi<wav[i];mi++){
         fprintf(ficres," %.5e",matcov[i][j]);        if (stepm <=0)
         printf(" %.5e",matcov[i][j]);          dh[mi][i]=1;
       }        else{
       fprintf(ficres,"\n");          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
       printf("\n");            if (agedc[i] < 2*AGESUP) {
       k++;              j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
     }              if(j==0) j=1;  /* Survives at least one month after exam */
                  else if(j<0){
     while((c=getc(ficpar))=='#' && c!= EOF){                nberr++;
       ungetc(c,ficpar);                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]);
       fgets(line, MAXLINE, ficpar);                j=1; /* Temporary Dangerous patch */
       puts(line);                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. You MUST fix the contradiction between dates.\n",stepm);
       fputs(line,ficparo);                fprintf(ficlog,"Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
     }                fprintf(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. You MUST fix the contradiction between dates.\n",stepm);
     ungetc(c,ficpar);              }
                k=k+1;
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);              if (j >= jmax){
                    jmax=j;
     if (fage <= 2) {                ijmax=i;
       bage = agemin;              }
       fage = agemax;              if (j <= jmin){
     }                jmin=j;
                 ijmin=i;
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");              }
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);              sum=sum+j;
               /*if (j<0) printf("j=%d num=%d \n",j,i);*/
                  /*    printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
 /*------------ gnuplot -------------*/            }
 chdir(pathcd);          }
   if((ficgp=fopen("graph.plt","w"))==NULL) {          else{
     printf("Problem with file graph.gp");goto end;            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
   }  /*        if (j<0) printf("%d %lf %lf %d %d %d\n", i,agev[mw[mi+1][i]][i], agev[mw[mi][i]][i],j,s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]); */
 #ifdef windows  
   fprintf(ficgp,"cd \"%s\" \n",pathc);            k=k+1;
 #endif            if (j >= jmax) {
 m=pow(2,cptcoveff);              jmax=j;
                ijmax=i;
  /* 1eme*/            }
   for (cpt=1; cpt<= nlstate ; cpt ++) {            else if (j <= jmin){
    for (k1=1; k1<= m ; k1 ++) {              jmin=j;
               ijmin=i;
 #ifdef windows            }
     fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",agemin,fage,fileres,k1-1,k1-1);            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
 #endif            /*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]);*/
 #ifdef unix            if(j<0){
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);              nberr++;
 #endif              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(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 (i=1; i<= nlstate ; i ++) {            }
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");            sum=sum+j;
   else fprintf(ficgp," \%%*lf (\%%*lf)");          }
 }          jk= j/stepm;
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);          jl= j -jk*stepm;
     for (i=1; i<= nlstate ; i ++) {          ju= j -(jk+1)*stepm;
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");          if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
   else fprintf(ficgp," \%%*lf (\%%*lf)");            if(jl==0){
 }              dh[mi][i]=jk;
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);              bh[mi][i]=0;
      for (i=1; i<= nlstate ; i ++) {            }else{ /* We want a negative bias in order to only have interpolation ie
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");                    * at the price of an extra matrix product in likelihood */
   else fprintf(ficgp," \%%*lf (\%%*lf)");              dh[mi][i]=jk+1;
 }                bh[mi][i]=ju;
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));            }
 #ifdef unix          }else{
 fprintf(ficgp,"\nset ter gif small size 400,300");            if(jl <= -ju){
 #endif              dh[mi][i]=jk;
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);              bh[mi][i]=jl;       /* bias is positive if real duration
    }                                   * is higher than the multiple of stepm and negative otherwise.
   }                                   */
   /*2 eme*/            }
             else{
   for (k1=1; k1<= m ; k1 ++) {              dh[mi][i]=jk+1;
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);              bh[mi][i]=ju;
                }
     for (i=1; i<= nlstate+1 ; i ++) {            if(dh[mi][i]==0){
       k=2*i;              dh[mi][i]=1; /* At least one step */
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);              bh[mi][i]=ju; /* At least one step */
       for (j=1; j<= nlstate+1 ; j ++) {              /*  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);*/
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");            }
   else fprintf(ficgp," \%%*lf (\%%*lf)");          } /* end if mle */
 }          }
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");      } /* end wave */
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);    }
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);    jmean=sum/k;
       for (j=1; j<= nlstate+1 ; j ++) {    printf("Delay (in months) between two waves Min=%d (for indiviudal %ld) Max=%d (%ld) Mean=%f\n\n ",jmin, num[ijmin], jmax, num[ijmax], jmean);
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    fprintf(ficlog,"Delay (in months) between two waves Min=%d (for indiviudal %ld) Max=%d (%ld) Mean=%f\n\n ",jmin, ijmin, jmax, ijmax, jmean);
         else fprintf(ficgp," \%%*lf (\%%*lf)");   }
 }    
       fprintf(ficgp,"\" t\"\" w l 0,");  /*********** Tricode ****************************/
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);  void tricode(int *Tvar, int **nbcode, int imx)
       for (j=1; j<= nlstate+1 ; j ++) {  {
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    
   else fprintf(ficgp," \%%*lf (\%%*lf)");    int Ndum[20],ij=1, k, j, i, maxncov=19;
 }      int cptcode=0;
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");    cptcoveff=0; 
       else fprintf(ficgp,"\" t\"\" w l 0,");   
     }    for (k=0; k<maxncov; k++) Ndum[k]=0;
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);    for (k=1; k<=7; k++) ncodemax[k]=0;
   }  
      for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
   /*3eme*/      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
                                  modality*/ 
   for (k1=1; k1<= m ; k1 ++) {        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
     for (cpt=1; cpt<= nlstate ; cpt ++) {        Ndum[ij]++; /*store the modality */
       k=2+nlstate*(cpt-1);        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
       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);        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
       for (i=1; i< nlstate ; i ++) {                                         Tvar[j]. If V=sex and male is 0 and 
         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);                                         female is 1, then  cptcode=1.*/
       }      }
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);  
     }      for (i=0; i<=cptcode; i++) {
   }        if(Ndum[i]!=0) ncodemax[j]++; /* Nomber of modalities of the j th covariates. In fact ncodemax[j]=2 (dichotom. variables) but it can be more */
        }
   /* CV preval stat */  
   for (k1=1; k1<= m ; k1 ++) {      ij=1; 
     for (cpt=1; cpt<nlstate ; cpt ++) {      for (i=1; i<=ncodemax[j]; i++) {
       k=3;        for (k=0; k<= maxncov; k++) {
       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/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);          if (Ndum[k] != 0) {
       for (i=1; i< nlstate ; i ++)            nbcode[Tvar[j]][ij]=k; 
         fprintf(ficgp,"+$%d",k+i+1);            /* store the modality in an array. k is a modality. If we have model=V1+V1*sex then: nbcode[1][1]=0 ; nbcode[1][2]=1; nbcode[2][1]=0 ; nbcode[2][2]=1; */
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);            
                  ij++;
       l=3+(nlstate+ndeath)*cpt;          }
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);          if (ij > ncodemax[j]) break; 
       for (i=1; i< nlstate ; i ++) {        }  
         l=3+(nlstate+ndeath)*cpt;      } 
         fprintf(ficgp,"+$%d",l+i+1);    }  
       }  
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);     for (k=0; k< maxncov; k++) Ndum[k]=0;
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);  
     }   for (i=1; i<=ncovmodel-2; i++) { 
   }       /* Listing of all covariables in statement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
      ij=Tvar[i];
   /* proba elementaires */     Ndum[ij]++;
    for(i=1,jk=1; i <=nlstate; i++){   }
     for(k=1; k <=(nlstate+ndeath); k++){  
       if (k != i) {   ij=1;
         for(j=1; j <=ncovmodel; j++){   for (i=1; i<= maxncov; i++) {
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/     if((Ndum[i]!=0) && (i<=ncovcol)){
           /*fprintf(ficgp,"%s",alph[1]);*/       Tvaraff[ij]=i; /*For printing */
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);       ij++;
           jk++;     }
           fprintf(ficgp,"\n");   }
         }   
       }   cptcoveff=ij-1; /*Number of simple covariates*/
     }  }
     }  
   /*********** Health Expectancies ****************/
   for(jk=1; jk <=m; jk++) {  
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);  void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int cij, int estepm,char strstart[] )
    i=1;  
    for(k2=1; k2<=nlstate; k2++) {  {
      k3=i;    /* Health expectancies, no variances */
      for(k=1; k<=(nlstate+ndeath); k++) {    int i, j, nhstepm, hstepm, h, nstepm, k, cptj, cptj2, i2, j2;
        if (k != k2){    double age, agelim, hf;
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);    double ***p3mat;
 ij=1;    double eip;
         for(j=3; j <=ncovmodel; j++) {  
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {    pstamp(ficreseij);
             fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);    fprintf(ficreseij,"# (a) Life expectancies by health status at initial age and (b) health expectancies by health status at initial age\n");
             ij++;    fprintf(ficreseij,"# Age");
           }    for(i=1; i<=nlstate;i++){
           else      for(j=1; j<=nlstate;j++){
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);        fprintf(ficreseij," e%1d%1d ",i,j);
         }      }
           fprintf(ficgp,")/(1");      fprintf(ficreseij," e%1d. ",i);
            }
         for(k1=1; k1 <=nlstate; k1++){      fprintf(ficreseij,"\n");
           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(estepm < stepm){
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {      printf ("Problem %d lower than %d\n",estepm, stepm);
             fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);    }
             ij++;    else  hstepm=estepm;   
           }    /* We compute the life expectancy from trapezoids spaced every estepm months
           else     * This is mainly to measure the difference between two models: for example
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);     * if stepm=24 months pijx are given only every 2 years and by summing them
           }     * we are calculating an estimate of the Life Expectancy assuming a linear 
           fprintf(ficgp,")");     * progression in between and thus overestimating or underestimating according
         }     * to the curvature of the survival function. If, for the same date, we 
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);     * estimate the model with stepm=1 month, we can keep estepm to 24 months
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");     * to compare the new estimate of Life expectancy with the same linear 
         i=i+ncovmodel;     * hypothesis. A more precise result, taking into account a more precise
        }     * curvature will be obtained if estepm is as small as stepm. */
      }  
    }    /* For example we decided to compute the life expectancy with the smallest unit */
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);    /* 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 
           nstepm is the number of stepm from age to agelin. 
   fclose(ficgp);       Look at hpijx to understand the reason of that which relies in memory size
           and note for a fixed period like estepm months */
 chdir(path);    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
     free_matrix(agev,1,maxwav,1,imx);       survival function given by stepm (the optimization length). Unfortunately it
     free_ivector(wav,1,imx);       means that if the survival funtion is printed only each two years of age and if
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);       results. So we changed our mind and took the option of the best precision.
        */
     free_imatrix(s,1,maxwav+1,1,n);    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
      
        agelim=AGESUP;
     free_ivector(num,1,n);    /* nhstepm age range expressed in number of stepm */
     free_vector(agedc,1,n);    nstepm=(int) rint((agelim-age)*YEARM/stepm); 
     free_vector(weight,1,n);    /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
     /*free_matrix(covar,1,NCOVMAX,1,n);*/    /* if (stepm >= YEARM) hstepm=1;*/
     fclose(ficparo);    nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
     fclose(ficres);    p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     /*  }*/  
        for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
    /*________fin mle=1_________*/      /* Computed by stepm unit matrices, product of hstepm matrices, stored
             in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
       
        hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, cij);  
     /* No more information from the sample is required now */      
   /* Reads comments: lines beginning with '#' */      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
   while((c=getc(ficpar))=='#' && c!= EOF){      
     ungetc(c,ficpar);      printf("%d|",(int)age);fflush(stdout);
     fgets(line, MAXLINE, ficpar);      fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
     puts(line);      
     fputs(line,ficparo);      /* Computing expectancies */
   }      for(i=1; i<=nlstate;i++)
   ungetc(c,ficpar);        for(j=1; j<=nlstate;j++)
            for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);            
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);            /* if((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]);*/
 /*--------- index.htm --------*/  
           }
   strcpy(optionfilehtm,optionfile);  
   strcat(optionfilehtm,".htm");      fprintf(ficreseij,"%3.0f",age );
   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {      for(i=1; i<=nlstate;i++){
     printf("Problem with %s \n",optionfilehtm);goto end;        eip=0;
   }        for(j=1; j<=nlstate;j++){
           eip +=eij[i][j][(int)age];
  fprintf(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.64b </font> <hr size=\"2\" color=\"#EC5E5E\">          fprintf(ficreseij,"%9.4f", eij[i][j][(int)age] );
 Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>        }
 Total number of observations=%d <br>        fprintf(ficreseij,"%9.4f", eip );
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>      }
 <hr  size=\"2\" color=\"#EC5E5E\">      fprintf(ficreseij,"\n");
 <li>Outputs files<br><br>\n      
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n    }
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>    free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>    printf("\n");
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>    fprintf(ficlog,"\n");
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>    
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>  }
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>  
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>  void cvevsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int cij, int estepm,double delti[],double **matcov,char strstart[] )
         - 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);  
   {
  fprintf(fichtm," <li>Graphs</li><p>");    /* Covariances of health expectancies eij and of total life expectancies according
      to initial status i, ei. .
  m=cptcoveff;    */
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}    int i, j, nhstepm, hstepm, h, nstepm, k, cptj, cptj2, i2, j2, ij, ji;
     double age, agelim, hf;
  j1=0;    double ***p3matp, ***p3matm, ***varhe;
  for(k1=1; k1<=m;k1++){    double **dnewm,**doldm;
    for(i1=1; i1<=ncodemax[k1];i1++){    double *xp, *xm;
        j1++;    double **gp, **gm;
        if (cptcovn > 0) {    double ***gradg, ***trgradg;
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");    int theta;
          for (cpt=1; cpt<=cptcoveff;cpt++)  
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);    double eip, vip;
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");  
        }    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>    xp=vector(1,npar);
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);        xm=vector(1,npar);
        for(cpt=1; cpt<nlstate;cpt++){    dnewm=matrix(1,nlstate*nlstate,1,npar);
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);    
        }    pstamp(ficresstdeij);
     for(cpt=1; cpt<=nlstate;cpt++) {    fprintf(ficresstdeij,"# Health expectancies with standard errors\n");
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident    fprintf(ficresstdeij,"# Age");
 interval) in state (%d): v%s%d%d.gif <br>    for(i=1; i<=nlstate;i++){
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);        for(j=1; j<=nlstate;j++)
      }        fprintf(ficresstdeij," e%1d%1d (SE)",i,j);
      for(cpt=1; cpt<=nlstate;cpt++) {      fprintf(ficresstdeij," e%1d. ",i);
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>    }
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);    fprintf(ficresstdeij,"\n");
      }  
      fprintf(fichtm,"\n<br>- Total life expectancy by age and    pstamp(ficrescveij);
 health expectancies in states (1) and (2): e%s%d.gif<br>    fprintf(ficrescveij,"# Subdiagonal matrix of covariances of health expectancies by age: cov(eij,ekl)\n");
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);    fprintf(ficrescveij,"# Age");
 fprintf(fichtm,"\n</body>");    for(i=1; i<=nlstate;i++)
    }      for(j=1; j<=nlstate;j++){
  }        cptj= (j-1)*nlstate+i;
 fclose(fichtm);        for(i2=1; i2<=nlstate;i2++)
           for(j2=1; j2<=nlstate;j2++){
   /*--------------- Prevalence limit --------------*/            cptj2= (j2-1)*nlstate+i2;
              if(cptj2 <= cptj)
   strcpy(filerespl,"pl");              fprintf(ficrescveij,"  %1d%1d,%1d%1d",i,j,i2,j2);
   strcat(filerespl,fileres);          }
   if((ficrespl=fopen(filerespl,"w"))==NULL) {      }
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;    fprintf(ficrescveij,"\n");
   }    
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);    if(estepm < stepm){
   fprintf(ficrespl,"#Prevalence limit\n");      printf ("Problem %d lower than %d\n",estepm, stepm);
   fprintf(ficrespl,"#Age ");    }
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);    else  hstepm=estepm;   
   fprintf(ficrespl,"\n");    /* We compute the life expectancy from trapezoids spaced every estepm months
       * This is mainly to measure the difference between two models: for example
   prlim=matrix(1,nlstate,1,nlstate);     * if stepm=24 months pijx are given only every 2 years and by summing them
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */     * we are calculating an estimate of the Life Expectancy assuming a linear 
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */     * progression in between and thus overestimating or underestimating according
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */     * to the curvature of the survival function. If, for the same date, we 
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */     * estimate the model with stepm=1 month, we can keep estepm to 24 months
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */     * to compare the new estimate of Life expectancy with the same linear 
   k=0;     * hypothesis. A more precise result, taking into account a more precise
   agebase=agemin;     * curvature will be obtained if estepm is as small as stepm. */
   agelim=agemax;  
   ftolpl=1.e-10;    /* For example we decided to compute the life expectancy with the smallest unit */
   i1=cptcoveff;    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
   if (cptcovn < 1){i1=1;}       nhstepm is the number of hstepm from age to agelim 
        nstepm is the number of stepm from age to agelin. 
   for(cptcov=1;cptcov<=i1;cptcov++){       Look at hpijx to understand the reason of that which relies in memory size
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){       and note for a fixed period like estepm months */
         k=k+1;    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/       survival function given by stepm (the optimization length). Unfortunately it
         fprintf(ficrespl,"\n#******");       means that if the survival funtion is printed only each two years of age and if
         for(j=1;j<=cptcoveff;j++)       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);       results. So we changed our mind and took the option of the best precision.
         fprintf(ficrespl,"******\n");    */
            hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
         for (age=agebase; age<=agelim; age++){  
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);    /* If stepm=6 months */
           fprintf(ficrespl,"%.0f",age );    /* nhstepm age range expressed in number of stepm */
           for(i=1; i<=nlstate;i++)    agelim=AGESUP;
           fprintf(ficrespl," %.5f", prlim[i][i]);    nstepm=(int) rint((agelim-age)*YEARM/stepm); 
           fprintf(ficrespl,"\n");    /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
         }    /* if (stepm >= YEARM) hstepm=1;*/
       }    nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
     }    
   fclose(ficrespl);    p3matp=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     p3matm=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   /*------------- h Pij x at various ages ------------*/    gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
      trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);    gp=matrix(0,nhstepm,1,nlstate*nlstate);
   if((ficrespij=fopen(filerespij,"w"))==NULL) {    gm=matrix(0,nhstepm,1,nlstate*nlstate);
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;  
   }    for (age=bage; age<=fage; age ++){ 
   printf("Computing pij: result on file '%s' \n", filerespij);  
        /* Computed by stepm unit matrices, product of hstepm matrices, stored
   stepsize=(int) (stepm+YEARM-1)/YEARM;         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
   /*if (stepm<=24) stepsize=2;*/   
       hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
   agelim=AGESUP;  
   hstepm=stepsize*YEARM; /* Every year of age */      /* Computing  Variances of health expectancies */
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */      /* Gradient is computed with plus gp and minus gm. Code is duplicated in order to
           decrease memory allocation */
   k=0;      for(theta=1; theta <=npar; theta++){
   for(cptcov=1;cptcov<=i1;cptcov++){        for(i=1; i<=npar; i++){ 
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){          xp[i] = x[i] + (i==theta ?delti[theta]:0);
       k=k+1;          xm[i] = x[i] - (i==theta ?delti[theta]:0);
         fprintf(ficrespij,"\n#****** ");        }
         for(j=1;j<=cptcoveff;j++)        hpxij(p3matp,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, cij);  
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);        hpxij(p3matm,nhstepm,age,hstepm,xm,nlstate,stepm,oldm,savm, cij);  
         fprintf(ficrespij,"******\n");    
                for(j=1; j<= nlstate; j++){
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */          for(i=1; i<=nlstate; i++){
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */            for(h=0; h<=nhstepm-1; h++){
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */              gp[h][(j-1)*nlstate + i] = (p3matp[i][j][h]+p3matp[i][j][h+1])/2.;
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);              gm[h][(j-1)*nlstate + i] = (p3matm[i][j][h]+p3matm[i][j][h+1])/2.;
           oldm=oldms;savm=savms;            }
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);            }
           fprintf(ficrespij,"# Age");        }
           for(i=1; i<=nlstate;i++)       
             for(j=1; j<=nlstate+ndeath;j++)        for(ij=1; ij<= nlstate*nlstate; ij++)
               fprintf(ficrespij," %1d-%1d",i,j);          for(h=0; h<=nhstepm-1; h++){
           fprintf(ficrespij,"\n");            gradg[h][theta][ij]= (gp[h][ij]-gm[h][ij])/2./delti[theta];
           for (h=0; h<=nhstepm; h++){          }
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );      }/* End theta */
             for(i=1; i<=nlstate;i++)      
               for(j=1; j<=nlstate+ndeath;j++)      
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);      for(h=0; h<=nhstepm-1; h++)
             fprintf(ficrespij,"\n");        for(j=1; j<=nlstate*nlstate;j++)
           }          for(theta=1; theta <=npar; theta++)
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);            trgradg[h][j][theta]=gradg[h][theta][j];
           fprintf(ficrespij,"\n");      
         }  
     }       for(ij=1;ij<=nlstate*nlstate;ij++)
   }        for(ji=1;ji<=nlstate*nlstate;ji++)
           varhe[ij][ji][(int)age] =0.;
   /* varprob(fileres, matcov, p, delti, nlstate, (int) bage, (int) fage,k);*/  
        printf("%d|",(int)age);fflush(stdout);
   fclose(ficrespij);       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
        for(h=0;h<=nhstepm-1;h++){
   exit(0);        for(k=0;k<=nhstepm-1;k++){
   /*---------- Forecasting ------------------*/          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]);
   strcpy(fileresf,"f");          for(ij=1;ij<=nlstate*nlstate;ij++)
   strcat(fileresf,fileres);            for(ji=1;ji<=nlstate*nlstate;ji++)
   if((ficresf=fopen(fileresf,"w"))==NULL) {              varhe[ij][ji][(int)age] += doldm[ij][ji]*hf*hf;
     printf("Problem with forecast resultfile: %s\n", fileresf);goto end;        }
   }      }
   printf("Computing forecasting: result on file '%s' \n", fileresf);      /* Computing expectancies */
       hpxij(p3matm,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, cij);  
   /* Mobile average */      for(i=1; i<=nlstate;i++)
         for(j=1; j<=nlstate;j++)
   /* for (agedeb=bage; agedeb<=fage; agedeb++)          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
     for (i=1; i<=nlstate;i++)            eij[i][j][(int)age] += (p3matm[i][j][h]+p3matm[i][j][h+1])/2.0*hf;
       for (cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++)            
       printf("%f %d i=%d j1=%d\n", probs[(int)agedeb][i][cptcod],(int) agedeb,i,cptcod);*/            /* if((int)age==70)printf("i=%2d,j=%2d,h=%2d,age=%3d,%9.4f,%9.4f,%9.4f\n",i,j,h,(int)age,p3mat[i][j][h],hf,eij[i][j][(int)age]);*/
   
   if (cptcoveff==0) ncodemax[cptcoveff]=1;          }
   
   mobaverage= ma3x(1,130 ,1,8, 1,8);      fprintf(ficresstdeij,"%3.0f",age );
   for (agedeb=bage+3; agedeb<=fage-2; agedeb++)      for(i=1; i<=nlstate;i++){
     for (i=1; i<=nlstate;i++)        eip=0.;
       for (cptcod=1;cptcod<=ncodemax[cptcov];cptcod++)        vip=0.;
         mobaverage[(int)agedeb][i][cptcod]=0.;        for(j=1; j<=nlstate;j++){
            eip += eij[i][j][(int)age];
   for (agedeb=bage+4; agedeb<=fage; agedeb++){          for(k=1; k<=nlstate;k++) /* Sum on j and k of cov(eij,eik) */
     for (i=1; i<=nlstate;i++){            vip += varhe[(j-1)*nlstate+i][(k-1)*nlstate+i][(int)age];
       for (cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){          fprintf(ficresstdeij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[(j-1)*nlstate+i][(j-1)*nlstate+i][(int)age]) );
         for (cpt=0;cpt<=4;cpt++){        }
           mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]+probs[(int)agedeb-cpt][i][cptcod];        fprintf(ficresstdeij," %9.4f (%.4f)", eip, sqrt(vip));
           }      }
           mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]/5;      fprintf(ficresstdeij,"\n");
       }  
     }      fprintf(ficrescveij,"%3.0f",age );
   }      for(i=1; i<=nlstate;i++)
         for(j=1; j<=nlstate;j++){
 /* if (cptcod==2) printf("m=%f p=%f %d age=%d ",mobaverage[(int)agedeb-2][i][cptcod],probs[(int)agedeb-cpt][i][cptcod],cpt,(int)agedeb-2);*/          cptj= (j-1)*nlstate+i;
           for(i2=1; i2<=nlstate;i2++)
             for(j2=1; j2<=nlstate;j2++){
   stepsize=(int) (stepm+YEARM-1)/YEARM;              cptj2= (j2-1)*nlstate+i2;
   if (stepm<=24) stepsize=2;              if(cptj2 <= cptj)
                 fprintf(ficrescveij," %.4f", varhe[cptj][cptj2][(int)age]);
   agelim=AGESUP;            }
   hstepm=stepsize*YEARM; /* Every year of age */        }
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */      fprintf(ficrescveij,"\n");
   hstepm=12;     
    k=0;    }
   for(cptcov=1;cptcov<=i1;cptcov++){    free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
     for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){    free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
       k=k+1;    free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
       fprintf(ficresf,"\n#****** ");    free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
       for(j=1;j<=cptcoveff;j++) {    free_ma3x(p3matm,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
         fprintf(ficresf,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    free_ma3x(p3matp,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
       }    printf("\n");
          fprintf(ficlog,"\n");
       fprintf(ficresf,"******\n");  
     free_vector(xm,1,npar);
       fprintf(ficresf,"# StartingAge FinalAge Horizon(in years)");    free_vector(xp,1,npar);
       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficresf," P.%d",j);    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
     free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
       for (agedeb=fage; agedeb>=bage; agedeb--){    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
         fprintf(ficresf,"\n%d %.f %.f 0 ",k,agedeb, agedeb);  }
         for(j=1; j<=nlstate;j++)  
           fprintf(ficresf,"%.3f ",mobaverage[(int)agedeb][j][cptcod]);  /************ Variance ******************/
       }  void varevsij(char optionfilefiname[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij, int estepm, int cptcov, int cptcod, int popbased, int mobilav, char strstart[])
       for(j=1; j<=ndeath;j++) fprintf(ficresf,"0.");  {
     /* Variance of health expectancies */
       for (cpt=1; cpt<=8;cpt++)      /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
       for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */    /* double **newm;*/
            double **dnewm,**doldm;
         nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    double **dnewmp,**doldmp;
         nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    int i, j, nhstepm, hstepm, h, nstepm ;
         /*printf("stepm=%d hstepm=%d nhstepm=%d \n",stepm,hstepm,nhstepm);*/    int k, cptcode;
     double *xp;
         p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    double **gp, **gm;  /* for var eij */
         oldm=oldms;savm=savms;    double ***gradg, ***trgradg; /*for var eij */
         hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);      double **gradgp, **trgradgp; /* for var p point j */
                    double *gpp, *gmp; /* for var p point j */
         for (h=0; h<=nhstepm; h++){    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
            double ***p3mat;
           if (h*hstepm/YEARM*stepm==cpt)    double age,agelim, hf;
  fprintf(ficresf,"\n%d %.f %.f %.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm, h*hstepm/YEARM*stepm);    double ***mobaverage;
              int theta;
           for(j=1; j<=nlstate+ndeath;j++) {    char digit[4];
             kk1=0.;    char digitp[25];
             for(i=1; i<=nlstate;i++) {          
               /*   kk1=kk1+p3mat[i][j][h]*probs[(int)agedeb][i][cptcod];*/    char fileresprobmorprev[FILENAMELENGTH];
                 kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb][i][cptcod];  
             }    if(popbased==1){
                  if(mobilav!=0)
             if (h*hstepm/YEARM*stepm==cpt)        strcpy(digitp,"-populbased-mobilav-");
               fprintf(ficresf," %.5f ", kk1);      else strcpy(digitp,"-populbased-nomobil-");
           }    }
           }    else 
         free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      strcpy(digitp,"-stablbased-");
         }  
       }    if (mobilav!=0) {
     }      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   fclose(ficresf);      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
   /*---------- Health expectancies and variances ------------*/        printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
   strcpy(filerest,"t");    }
   strcat(filerest,fileres);  
   if((ficrest=fopen(filerest,"w"))==NULL) {    strcpy(fileresprobmorprev,"prmorprev"); 
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;    sprintf(digit,"%-d",ij);
   }    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
   printf("Computing Total LEs with variances: file '%s' \n", filerest);    strcat(fileresprobmorprev,digit); /* Tvar to be done */
     strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
     strcat(fileresprobmorprev,fileres);
   strcpy(filerese,"e");    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
   strcat(filerese,fileres);      printf("Problem with resultfile: %s\n", fileresprobmorprev);
   if((ficreseij=fopen(filerese,"w"))==NULL) {      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);    }
   }    printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);   
     fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
  strcpy(fileresv,"v");    pstamp(ficresprobmorprev);
   strcat(fileresv,fileres);    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);
   if((ficresvij=fopen(fileresv,"w"))==NULL) {    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
   }      fprintf(ficresprobmorprev," p.%-d SE",j);
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);      for(i=1; i<=nlstate;i++)
         fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
   k=0;    }  
   for(cptcov=1;cptcov<=i1;cptcov++){    fprintf(ficresprobmorprev,"\n");
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    fprintf(ficgp,"\n# Routine varevsij");
       k=k+1;    /* fprintf(fichtm, "#Local time at start: %s", strstart);*/
       fprintf(ficrest,"\n#****** ");    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");
       for(j=1;j<=cptcoveff;j++)    fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
         fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);  /*   } */
       fprintf(ficrest,"******\n");    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     pstamp(ficresvij);
       fprintf(ficreseij,"\n#****** ");    fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n#  (weighted average of eij where weights are ");
       for(j=1;j<=cptcoveff;j++)    if(popbased==1)
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);      fprintf(ficresvij,"the age specific prevalence observed in the population i.e cross-sectionally\n in each health state (popbased=1)");
       fprintf(ficreseij,"******\n");    else
       fprintf(ficresvij,"the age specific period (stable) prevalences in each health state \n");
       fprintf(ficresvij,"\n#****** ");    fprintf(ficresvij,"# Age");
       for(j=1;j<=cptcoveff;j++)    for(i=1; i<=nlstate;i++)
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);      for(j=1; j<=nlstate;j++)
       fprintf(ficresvij,"******\n");        fprintf(ficresvij," Cov(e.%1d, e.%1d)",i,j);
     fprintf(ficresvij,"\n");
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);  
       oldm=oldms;savm=savms;    xp=vector(1,npar);
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);      dnewm=matrix(1,nlstate,1,npar);
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);    doldm=matrix(1,nlstate,1,nlstate);
       oldm=oldms;savm=savms;    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
        
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);    gpp=vector(nlstate+1,nlstate+ndeath);
       fprintf(ficrest,"\n");    gmp=vector(nlstate+1,nlstate+ndeath);
            trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
       hf=1;    
       if (stepm >= YEARM) hf=stepm/YEARM;    if(estepm < stepm){
       epj=vector(1,nlstate+1);      printf ("Problem %d lower than %d\n",estepm, stepm);
       for(age=bage; age <=fage ;age++){    }
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);    else  hstepm=estepm;   
         fprintf(ficrest," %.0f",age);    /* For example we decided to compute the life expectancy with the smallest unit */
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
           for(i=1, epj[j]=0.;i <=nlstate;i++) {       nhstepm is the number of hstepm from age to agelim 
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];       nstepm is the number of stepm from age to agelin. 
           }       Look at hpijx to understand the reason of that which relies in memory size
           epj[nlstate+1] +=epj[j];       and note for a fixed period like k years */
         }    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
         for(i=1, vepp=0.;i <=nlstate;i++)       survival function given by stepm (the optimization length). Unfortunately it
           for(j=1;j <=nlstate;j++)       means that if the survival funtion is printed every two years of age and if
             vepp += vareij[i][j][(int)age];       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));       results. So we changed our mind and took the option of the best precision.
         for(j=1;j <=nlstate;j++){    */
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
         }    agelim = AGESUP;
         fprintf(ficrest,"\n");    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       }      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 */
   }      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
              gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
              gp=matrix(0,nhstepm,1,nlstate);
       gm=matrix(0,nhstepm,1,nlstate);
   
  fclose(ficreseij);  
  fclose(ficresvij);      for(theta=1; theta <=npar; theta++){
   fclose(ficrest);        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
   fclose(ficpar);          xp[i] = x[i] + (i==theta ?delti[theta]:0);
   free_vector(epj,1,nlstate+1);        }
   /*  scanf("%d ",i); */        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   /*------- Variance limit prevalence------*/    
         if (popbased==1) {
 strcpy(fileresvpl,"vpl");          if(mobilav ==0){
   strcat(fileresvpl,fileres);            for(i=1; i<=nlstate;i++)
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {              prlim[i][i]=probs[(int)age][i][ij];
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);          }else{ /* mobilav */ 
     exit(0);            for(i=1; i<=nlstate;i++)
   }              prlim[i][i]=mobaverage[(int)age][i][ij];
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);          }
         }
  k=0;    
  for(cptcov=1;cptcov<=i1;cptcov++){        for(j=1; j<= nlstate; j++){
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){          for(h=0; h<=nhstepm; h++){
      k=k+1;            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
      fprintf(ficresvpl,"\n#****** ");              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
      for(j=1;j<=cptcoveff;j++)          }
        fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);        }
      fprintf(ficresvpl,"******\n");        /* This for computing probability of death (h=1 means
                 computed over hstepm matrices product = hstepm*stepm months) 
      varpl=matrix(1,nlstate,(int) bage, (int) fage);           as a weighted average of prlim.
      oldm=oldms;savm=savms;        */
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);        for(j=nlstate+1;j<=nlstate+ndeath;j++){
    }          for(i=1,gpp[j]=0.; i<= nlstate; i++)
  }            gpp[j] += prlim[i][i]*p3mat[i][j][1];
         }    
   fclose(ficresvpl);        /* end probability of death */
   
   /*---------- End : free ----------------*/        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);          xp[i] = x[i] - (i==theta ?delti[theta]:0);
          hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);   
          if (popbased==1) {
            if(mobilav ==0){
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);            for(i=1; i<=nlstate;i++)
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);              prlim[i][i]=probs[(int)age][i][ij];
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);          }else{ /* mobilav */ 
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);            for(i=1; i<=nlstate;i++)
                prlim[i][i]=mobaverage[(int)age][i][ij];
   free_matrix(matcov,1,npar,1,npar);          }
   free_vector(delti,1,npar);        }
    
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);        for(j=1; j<= nlstate; j++){
           for(h=0; h<=nhstepm; h++){
   printf("End of Imach\n");            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
            }
   /* printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);*/        }
   /*printf("Total time was %d uSec.\n", total_usecs);*/        /* This for computing probability of death (h=1 means
   /*------ End -----------*/           computed over hstepm matrices product = hstepm*stepm months) 
            as a weighted average of prlim.
         */
  end:        for(j=nlstate+1;j<=nlstate+ndeath;j++){
 #ifdef windows          for(i=1,gmp[j]=0.; i<= nlstate; i++)
  chdir(pathcd);           gmp[j] += prlim[i][i]*p3mat[i][j][1];
 #endif        }    
          /* end probability of death */
  system("..\\gp37mgw\\wgnuplot graph.plt");  
         for(j=1; j<= nlstate; j++) /* vareij */
 #ifdef windows          for(h=0; h<=nhstepm; h++){
   while (z[0] != 'q') {            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
     chdir(pathcd);          }
     printf("\nType e to edit output files, c to start again, and q for exiting: ");  
     scanf("%s",z);        for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
     if (z[0] == 'c') system("./imach");          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
     else if (z[0] == 'e') {        }
       chdir(path);  
       system(optionfilehtm);      } /* End theta */
     }  
     else if (z[0] == 'q') exit(0);      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
   }  
 #endif      for(h=0; h<=nhstepm; h++) /* veij */
 }        for(j=1; j<=nlstate;j++)
           for(theta=1; theta <=npar; theta++)
             trgradg[h][j][theta]=gradg[h][theta][j];
   
       for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
         for(theta=1; theta <=npar; theta++)
           trgradgp[j][theta]=gradgp[theta][j];
     
   
       hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
       for(i=1;i<=nlstate;i++)
         for(j=1;j<=nlstate;j++)
           vareij[i][j][(int)age] =0.;
   
       for(h=0;h<=nhstepm;h++){
         for(k=0;k<=nhstepm;k++){
           matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
           matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
           for(i=1;i<=nlstate;i++)
             for(j=1;j<=nlstate;j++)
               vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
         }
       }
     
       /* pptj */
       matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
       matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
       for(j=nlstate+1;j<=nlstate+ndeath;j++)
         for(i=nlstate+1;i<=nlstate+ndeath;i++)
           varppt[j][i]=doldmp[j][i];
       /* end ppptj */
       /*  x centered again */
       hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
       prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
    
       if (popbased==1) {
         if(mobilav ==0){
           for(i=1; i<=nlstate;i++)
             prlim[i][i]=probs[(int)age][i][ij];
         }else{ /* mobilav */ 
           for(i=1; i<=nlstate;i++)
             prlim[i][i]=mobaverage[(int)age][i][ij];
         }
       }
                
       /* This for computing probability of death (h=1 means
          computed over hstepm (estepm) matrices product = hstepm*stepm months) 
          as a weighted average of prlim.
       */
       for(j=nlstate+1;j<=nlstate+ndeath;j++){
         for(i=1,gmp[j]=0.;i<= nlstate; i++) 
           gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
       }    
       /* end probability of death */
   
       fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
       for(j=nlstate+1; j<=(nlstate+ndeath);j++){
         fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
         for(i=1; i<=nlstate;i++){
           fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
         }
       } 
       fprintf(ficresprobmorprev,"\n");
   
       fprintf(ficresvij,"%.0f ",age );
       for(i=1; i<=nlstate;i++)
         for(j=1; j<=nlstate;j++){
           fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
         }
       fprintf(ficresvij,"\n");
       free_matrix(gp,0,nhstepm,1,nlstate);
       free_matrix(gm,0,nhstepm,1,nlstate);
       free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
       free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
       free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     } /* End age */
     free_vector(gpp,nlstate+1,nlstate+ndeath);
     free_vector(gmp,nlstate+1,nlstate+ndeath);
     free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
     free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
     fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
     /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
     fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
   /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
   /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
   /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
     fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
     fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
     fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",subdirf(fileresprobmorprev));
     fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev));
     fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"%s%s.png\"> <br>\n", estepm,subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
     /*  fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months and then divided by estepm and multiplied by %.0f in order to have the probability to die over a year <br> <img src=\"varmuptjgr%s%s.png\"> <br>\n", stepm,YEARM,digitp,digit);
   */
   /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
     fprintf(ficgp,"\nset out \"%s%s.png\";replot;\n",subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
   
     free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,nlstate);
     free_matrix(dnewm,1,nlstate,1,npar);
     free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
     free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficresprobmorprev);
     fflush(ficgp);
     fflush(fichtm); 
   }  /* end varevsij */
   
   /************ Variance of prevlim ******************/
   void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij, char strstart[])
   {
     /* Variance of prevalence limit */
     /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
     double **newm;
     double **dnewm,**doldm;
     int i, j, nhstepm, hstepm;
     int k, cptcode;
     double *xp;
     double *gp, *gm;
     double **gradg, **trgradg;
     double age,agelim;
     int theta;
     
     pstamp(ficresvpl);
     fprintf(ficresvpl,"# Standard deviation of period (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, char strstart[])
   {
     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);
     pstamp(ficresprob);
     fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
     fprintf(ficresprob,"# Age");
     pstamp(ficresprobcov);
     fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
     fprintf(ficresprobcov,"# Age");
     pstamp(ficresprobcor);
     fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
     fprintf(ficresprobcor,"# Age");
   
   
     for(i=1; i<=nlstate;i++)
       for(j=1; j<=(nlstate+ndeath);j++){
         fprintf(ficresprob," p%1d-%1d (SE)",i,j);
         fprintf(ficresprobcov," p%1d-%1d ",i,j);
         fprintf(ficresprobcor," p%1d-%1d ",i,j);
       }  
    /* fprintf(ficresprob,"\n");
     fprintf(ficresprobcov,"\n");
     fprintf(ficresprobcor,"\n");
    */
    xp=vector(1,npar);
     dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
     doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
     mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
     varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
     first=1;
     fprintf(ficgp,"\n# Routine varprob");
     fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
     fprintf(fichtm,"\n");
   
     fprintf(fichtm,"\n<li><h4> <a href=\"%s\">Matrix of variance-covariance of pairs of step probabilities (drawings)</a></h4></li>\n",optionfilehtmcov);
     fprintf(fichtmcov,"\n<h4>Matrix of variance-covariance of pairs of step probabilities</h4>\n\
     file %s<br>\n",optionfilehtmcov);
     fprintf(fichtmcov,"\nEllipsoids of confidence centered on point (p<inf>ij</inf>, p<inf>kl</inf>) are estimated\
   and drawn. It helps understanding how is the covariance between two incidences.\
    They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
     fprintf(fichtmcov,"\n<br> Contour plot corresponding to x'cov<sup>-1</sup>x = 4 (where x is the column vector (pij,pkl)) are drawn. \
   It can be understood this way: if pij and pkl where uncorrelated the (2x2) matrix of covariance \
   would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 \
   standard deviations wide on each axis. <br>\
    Now, if both incidences are correlated (usual case) we diagonalised the inverse of the covariance matrix\
    and made the appropriate rotation to look at the uncorrelated principal directions.<br>\
   To be simple, these graphs help to understand the significativity of each parameter in relation to a second other one.<br> \n");
   
     cov[1]=1;
     tj=cptcoveff;
     if (cptcovn<1) {tj=1;ncodemax[1]=1;}
     j1=0;
     for(t=1; t<=tj;t++){
       for(i1=1; i1<=ncodemax[t];i1++){ 
         j1++;
         if  (cptcovn>0) {
           fprintf(ficresprob, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprob, "**********\n#\n");
           fprintf(ficresprobcov, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcov, "**********\n#\n");
           
           fprintf(ficgp, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficgp, "**********\n#\n");
           
           
           fprintf(fichtmcov, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(fichtmcov, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
           
           fprintf(ficresprobcor, "\n#********** Variable ");    
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcor, "**********\n#");    
         }
         
         for (age=bage; age<=fage; age ++){ 
           cov[2]=age;
           for (k=1; k<=cptcovn;k++) {
             cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
           }
           for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
           for (k=1; k<=cptcovprod;k++)
             cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
           
           gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
           trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
           gp=vector(1,(nlstate)*(nlstate+ndeath));
           gm=vector(1,(nlstate)*(nlstate+ndeath));
       
           for(theta=1; theta <=npar; theta++){
             for(i=1; i<=npar; i++)
               xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
             
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             
             k=0;
             for(i=1; i<= (nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gp[k]=pmmij[i][j];
               }
             }
             
             for(i=1; i<=npar; i++)
               xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
       
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             k=0;
             for(i=1; i<=(nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gm[k]=pmmij[i][j];
               }
             }
        
             for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
               gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
           }
   
           for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
             for(theta=1; theta <=npar; theta++)
               trgradg[j][theta]=gradg[theta][j];
           
           matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
           matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
           free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
           free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
   
           pmij(pmmij,cov,ncovmodel,x,nlstate);
           
           k=0;
           for(i=1; i<=(nlstate); i++){
             for(j=1; j<=(nlstate+ndeath);j++){
               k=k+1;
               mu[k][(int) age]=pmmij[i][j];
             }
           }
           for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
             for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
               varpij[i][j][(int)age] = doldm[i][j];
   
           /*printf("\n%d ",(int)age);
             for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             }*/
   
           fprintf(ficresprob,"\n%d ",(int)age);
           fprintf(ficresprobcov,"\n%d ",(int)age);
           fprintf(ficresprobcor,"\n%d ",(int)age);
   
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
             fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
             fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
           }
           i=0;
           for (k=1; k<=(nlstate);k++){
             for (l=1; l<=(nlstate+ndeath);l++){ 
               i=i++;
               fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
               fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
               for (j=1; j<=i;j++){
                 fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
                 fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
               }
             }
           }/* end of loop for state */
         } /* end of loop for age */
   
         /* Confidence intervalle of pij  */
         /*
           fprintf(ficgp,"\nset noparametric;unset label");
           fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
           fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
           fprintf(fichtm,"\n<br>Probability with  confidence intervals expressed in year<sup>-1</sup> :<a href=\"pijgr%s.png\">pijgr%s.png</A>, ",optionfilefiname,optionfilefiname);
           fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
           fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
           fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
         */
   
         /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
         first1=1;
         for (k2=1; k2<=(nlstate);k2++){
           for (l2=1; l2<=(nlstate+ndeath);l2++){ 
             if(l2==k2) continue;
             j=(k2-1)*(nlstate+ndeath)+l2;
             for (k1=1; k1<=(nlstate);k1++){
               for (l1=1; l1<=(nlstate+ndeath);l1++){ 
                 if(l1==k1) continue;
                 i=(k1-1)*(nlstate+ndeath)+l1;
                 if(i<=j) continue;
                 for (age=bage; age<=fage; age ++){ 
                   if ((int)age %5==0){
                     v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
                     v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     mu1=mu[i][(int) age]/stepm*YEARM ;
                     mu2=mu[j][(int) age]/stepm*YEARM;
                     c12=cv12/sqrt(v1*v2);
                     /* Computing eigen value of matrix of covariance */
                     lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     /* Eigen vectors */
                     v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
                     /*v21=sqrt(1.-v11*v11); *//* error */
                     v21=(lc1-v1)/cv12*v11;
                     v12=-v21;
                     v22=v11;
                     tnalp=v21/v11;
                     if(first1==1){
                       first1=0;
                       printf("%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tang %.3f\nOthers in log...\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     }
                     fprintf(ficlog,"%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tan %.3f\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     /*printf(fignu*/
                     /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
                     /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
                     if(first==1){
                       first=0;
                       fprintf(ficgp,"\nset parametric;unset label");
                       fprintf(ficgp,"\nset log y;set log x; set xlabel \"p%1d%1d (year-1)\";set ylabel \"p%1d%1d (year-1)\"",k1,l1,k2,l2);
                       fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
                       fprintf(fichtmcov,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
    :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
   %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br><img src=\"%s%d%1d%1d-%1d%1d.png\"> ",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nplot [-pi:pi] %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }else{
                       first=0;
                       fprintf(fichtmcov," %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\nreplot %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }/* if first */
                   } /* age mod 5 */
                 } /* end loop age */
                 fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                 first=1;
               } /*l12 */
             } /* k12 */
           } /*l1 */
         }/* k1 */
       } /* loop covariates */
     }
     free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
     free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
     free_matrix(doldm,1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
     free_matrix(dnewm,1,(nlstate)*(nlstate+ndeath),1,npar);
     free_vector(xp,1,npar);
     fclose(ficresprob);
     fclose(ficresprobcov);
     fclose(ficresprobcor);
     fflush(ficgp);
     fflush(fichtmcov);
   }
   
   
   /******************* Printing html file ***********/
   void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
                     int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
                     int popforecast, int estepm ,\
                     double jprev1, double mprev1,double anprev1, \
                     double jprev2, double mprev2,double anprev2){
     int jj1, k1, i1, cpt;
   
      fprintf(fichtm,"<ul><li><a href='#firstorder'>Result files (first order: no variance)</a>\n \
      <li><a href='#secondorder'>Result files (second order (variance)</a>\n \
   </ul>");
      fprintf(fichtm,"<ul><li><h4><a name='firstorder'>Result files (first order: no variance)</a></h4>\n \
    - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"%s\">%s</a> <br>\n ",
              jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,subdirf2(fileres,"p"),subdirf2(fileres,"p"));
      fprintf(fichtm,"\
    - Estimated transition probabilities over %d (stepm) months: <a href=\"%s\">%s</a><br>\n ",
              stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"));
      fprintf(fichtm,"\
    - Period (stable) prevalence in each health state: <a href=\"%s\">%s</a> <br>\n",
              subdirf2(fileres,"pl"),subdirf2(fileres,"pl"));
      fprintf(fichtm,"\
    - (a) Life expectancies by health status at initial age, (b) health expectancies by health status at initial age:  ei., eij (estepm=%2d months): \
      <a href=\"%s\">%s</a> <br>\n</li>",
              estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
   
   
   fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        /* Pij */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i, %d (stepm) months before: <a href=\"%s%d1.png\">%s%d1.png</a><br> \
   <img src=\"%s%d1.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,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: <a href=\"%s%d2.png\">%s%d2.png</a><br> \
   <img src=\"%s%d2.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1); 
          /* Period (stable) prevalence in each health state */
          for(cpt=1; cpt<nlstate;cpt++){
            fprintf(fichtm,"<br>- Period (stable) prevalence in each health state : <a href=\"%s%d%d.png\">%s%d%d.png</a><br> \
   <img src=\"%s%d%d.png\">",subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1);
          }
        for(cpt=1; cpt<=nlstate;cpt++) {
           fprintf(fichtm,"\n<br>- Life expectancy by health state (%d) at initial age and its decomposition into health expectancies : <a href=\"%s%d%d.png\">%s%d%d.png</a> <br> \
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"exp"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,jj1);
        }
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
   
   
    fprintf(fichtm,"\
   \n<br><li><h4> <a name='secondorder'>Result files (second order: variances)</a></h4>\n\
    - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n", rfileres,rfileres);
   
    fprintf(fichtm," - Variance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"prob"),subdirf2(fileres,"prob"));
    fprintf(fichtm,"\
    - Variance-covariance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"probcov"),subdirf2(fileres,"probcov"));
   
    fprintf(fichtm,"\
    - Correlation matrix of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"probcor"),subdirf2(fileres,"probcor"));
    fprintf(fichtm,"\
    - Variances and covariances of health expectancies by age and <b>initial health status</b> (cov(e<sup>ij</sup>,e<sup>kl</sup>)(estepm=%2d months): \
      <a href=\"%s\">%s</a> <br>\n</li>",
              estepm,subdirf2(fileres,"cve"),subdirf2(fileres,"cve"));
    fprintf(fichtm,"\
    - (a) Health expectancies by health status at initial age (e<sup>ij</sup>) and standard errors (in parentheses) (b) life expectancies and standard errors (e<sup>i.</sup>=e<sup>i1</sup>+e<sup>i2</sup>+...)(estepm=%2d months): \
      <a href=\"%s\">%s</a> <br>\n</li>",
              estepm,subdirf2(fileres,"stde"),subdirf2(fileres,"stde"));
    fprintf(fichtm,"\
    - Variances and covariances of health expectancies by age. Status (i) based health expectancies (in state j), eij are weighted by the period prevalences in each state i (if popbased=1, an additional computation is done using the cross-sectional prevalences (i.e population based) (estepm=%d months): <a href=\"%s\">%s</a><br>\n",
            estepm, subdirf2(fileres,"v"),subdirf2(fileres,"v"));
    fprintf(fichtm,"\
    - Total life expectancy and total health expectancies to be spent in each health state e<sup>.j</sup> with their standard errors: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"t"),subdirf2(fileres,"t"));
    fprintf(fichtm,"\
    - Standard deviation of period (stable) prevalences: <a href=\"%s\">%s</a> <br>\n",\
            subdirf2(fileres,"vpl"),subdirf2(fileres,"vpl"));
   
   /*  if(popforecast==1) fprintf(fichtm,"\n */
   /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
   /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
   /*      <br>",fileres,fileres,fileres,fileres); */
   /*  else  */
   /*    fprintf(fichtm,"\n No population forecast: popforecast = %d (instead of 1) or stepm = %d (instead of 1) or model=%s (instead of .)<br><br></li>\n",popforecast, stepm, model); */
    fflush(fichtm);
    fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        for(cpt=1; cpt<=nlstate;cpt++) {
          fprintf(fichtm,"<br>- Observed (cross-sectional) and period (incidence based) \
   prevalence (with 95%% confidence interval) in state (%d): %s%d%d.png <br>\
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"v"),cpt,jj1,subdirf2(optionfilefiname,"v"),cpt,jj1);  
        }
        fprintf(fichtm,"\n<br>- Total life expectancy by age and \
   health expectancies in states (1) and (2): %s%d.png<br>\
   <img src=\"%s%d.png\">",subdirf2(optionfilefiname,"e"),jj1,subdirf2(optionfilefiname,"e"),jj1);
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
    fflush(fichtm);
   }
   
   /******************* Gnuplot file **************/
   void printinggnuplot(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
   
     char dirfileres[132],optfileres[132];
     int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
     int ng;
   /*   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) { */
   /*     printf("Problem with file %s",optionfilegnuplot); */
   /*     fprintf(ficlog,"Problem with file %s",optionfilegnuplot); */
   /*   } */
   
     /*#ifdef windows */
     fprintf(ficgp,"cd \"%s\" \n",pathc);
       /*#endif */
     m=pow(2,cptcoveff);
   
     strcpy(dirfileres,optionfilefiname);
     strcpy(optfileres,"vpl");
    /* 1eme*/
     for (cpt=1; cpt<= nlstate ; cpt ++) {
      for (k1=1; k1<= m ; k1 ++) {
        fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"v"),cpt,k1);
        fprintf(ficgp,"\n#set out \"v%s%d%d.png\" \n",optionfilefiname,cpt,k1);
        fprintf(ficgp,"set xlabel \"Age\" \n\
   set ylabel \"Probability\" \n\
   set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,subdirf2(fileres,"vpl"),k1-1,k1-1);
   
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }
        fprintf(ficgp,"\" t\"Period (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); */
         k=2+(nlstate+1)*(cpt-1);
         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+i,cpt,i+1);
           /*      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);*/
           
         } 
         fprintf(ficgp," ,\"%s\" every :::%d::%d u 1:%d t \"e%d.\" w l",subdirf2(fileres,"e"),k1-1,k1-1,k+nlstate,cpt);
       }
     }
     
     /* 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 */
   /******************* Gompertz Likelihood ******************************/
   double gompertz(double x[])
   { 
     double A,B,L=0.0,sump=0.,num=0.;
     int i,n=0; /* n is the size of the sample */
   
     for (i=0;i<=imx-1 ; i++) {
       sump=sump+weight[i];
       /*    sump=sump+1;*/
       num=num+1;
     }
    
    
     /* for (i=0; i<=imx; i++) 
        if (wav[i]>0) printf("i=%d ageex=%lf agecens=%lf agedc=%lf cens=%d %d\n" ,i,ageexmed[i],agecens[i],agedc[i],cens[i],wav[i]);*/
   
     for (i=1;i<=imx ; i++)
       {
         if (cens[i] == 1 && wav[i]>1)
           A=-x[1]/(x[2])*(exp(x[2]*(agecens[i]-agegomp))-exp(x[2]*(ageexmed[i]-agegomp)));
         
         if (cens[i] == 0 && wav[i]>1)
           A=-x[1]/(x[2])*(exp(x[2]*(agedc[i]-agegomp))-exp(x[2]*(ageexmed[i]-agegomp)))
                +log(x[1]/YEARM)+x[2]*(agedc[i]-agegomp)+log(YEARM);  
         
         /*if (wav[i] > 1 && agecens[i] > 15) {*/ /* ??? */
         if (wav[i] > 1 ) { /* ??? */
           L=L+A*weight[i];
           /*      printf("\ni=%d A=%f L=%lf x[1]=%lf x[2]=%lf ageex=%lf agecens=%lf cens=%d agedc=%lf weight=%lf\n",i,A,L,x[1],x[2],ageexmed[i]*12,agecens[i]*12,cens[i],agedc[i]*12,weight[i]);*/
         }
       }
   
    /*printf("x1=%2.9f x2=%2.9f x3=%2.9f L=%f\n",x[1],x[2],x[3],L);*/
    
     return -2*L*num/sump;
   }
   
   /******************* Printing html file ***********/
   void printinghtmlmort(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
                     int imx,  double p[],double **matcov,double agemortsup){
     int i,k;
   
     fprintf(fichtm,"<ul><li><h4>Result files </h4>\n Force of mortality. Parameters of the Gompertz fit (with confidence interval in brackets):<br>");
     fprintf(fichtm,"  mu(age) =%lf*exp(%lf*(age-%d)) per year<br><br>",p[1],p[2],agegomp);
     for (i=1;i<=2;i++) 
       fprintf(fichtm," p[%d] = %lf [%f ; %f]<br>\n",i,p[i],p[i]-2*sqrt(matcov[i][i]),p[i]+2*sqrt(matcov[i][i]));
     fprintf(fichtm,"<br><br><img src=\"graphmort.png\">");
     fprintf(fichtm,"</ul>");
   
   fprintf(fichtm,"<ul><li><h4>Life table</h4>\n <br>");
   
    fprintf(fichtm,"\nAge   l<inf>x</inf>     q<inf>x</inf> d(x,x+1)    L<inf>x</inf>     T<inf>x</inf>     e<infx</inf><br>");
   
    for (k=agegomp;k<(agemortsup-2);k++) 
      fprintf(fichtm,"%d %.0lf %lf %.0lf %.0lf %.0lf %lf<br>\n",k,lsurv[k],p[1]*exp(p[2]*(k-agegomp)),(p[1]*exp(p[2]*(k-agegomp)))*lsurv[k],lpop[k],tpop[k],tpop[k]/lsurv[k]);
   
    
     fflush(fichtm);
   }
   
   /******************* Gnuplot file **************/
   void printinggnuplotmort(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;
   
   
     /*#ifdef windows */
     fprintf(ficgp,"cd \"%s\" \n",pathc);
       /*#endif */
   
   
     strcpy(dirfileres,optionfilefiname);
     strcpy(optfileres,"vpl");
     fprintf(ficgp,"set out \"graphmort.png\"\n "); 
     fprintf(ficgp,"set xlabel \"Age\"\n set ylabel \"Force of mortality (per year)\" \n "); 
     fprintf(ficgp, "set ter png small\n set log y\n"); 
     fprintf(ficgp, "set size 0.65,0.65\n");
     fprintf(ficgp,"plot [%d:100] %lf*exp(%lf*(x-%d))",agegomp,p[1],p[2],agegomp);
   
   } 
   
   
   
   
   
   /***********************************************/
   /**************** 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 linei, month, year,iout;
     int jj, ll, li, lj, lk, imk;
     int numlinepar=0; /* Current linenumber of parameter file */
     int itimes;
     int NDIM=2;
   
     char ca[32], cb[32], cc[32];
     char dummy[]="                         ";
     /*  FILE *fichtm; *//* Html File */
     /* FILE *ficgp;*/ /*Gnuplot File */
     struct stat info;
     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], pathimach[MAXLINE]; 
     char **bp, *tok, *val; /* pathtot */
     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;
     int agemortsup;
     float  sumlpop=0.;
     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;
     double **ximort;
     char *alph[]={"a","a","b","c","d","e"}, str[4];
     int *dcwave;
   
     char z[1]="c", occ;
   
     char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
     char  *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: ");
       fgets(pathr,FILENAMELENGTH,stdin);
       i=strlen(pathr);
       if(pathr[i-1]=='\n')
         pathr[i-1]='\0';
      for (tok = pathr; tok != NULL; ){
         printf("Pathr |%s|\n",pathr);
         while ((val = strsep(&tok, "\"" )) != NULL && *val == '\0');
         printf("val= |%s| pathr=%s\n",val,pathr);
         strcpy (pathtot, val);
         if(pathr[0] == '\0') break; /* Dirty */
       }
     }
     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 argv[0], imach program to get pathimach */
     printf("\nargv[0]=%s argv[1]=%s, \n",argv[0],argv[1]);
     split(argv[0],pathimach,optionfile,optionfilext,optionfilefiname);
     printf("\nargv[0]=%s pathimach=%s, \noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",argv[0],pathimach,optionfile,optionfilext,optionfilefiname);
    /*   strcpy(pathimach,argv[0]); */
     /* Split argv[1]=pathtot, parameter file name to get path, optionfile, extension and name */
     split(pathtot,path,optionfile,optionfilext,optionfilefiname);
     printf("\npathtot=%s,\npath=%s,\noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     chdir(path); /* Can be a relative path */
     if(getcwd(pathcd,MAXLINE) > 0) /* So pathcd is the full path */
       printf("Current directory %s!\n",pathcd);
     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: \n");
     fprintf(ficlog,"pathimach=%s\npathtot=%s\n\
    path=%s \n\
    optionfile=%s\n\
    optionfilext=%s\n\
    optionfilefiname=%s\n",pathimach,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 */
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
   
     delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     delti=delti3[1][1];
     /*delti=vector(1,npar); *//* Scale of each paramater (output from hesscov)*/
     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);
       free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
       fclose (ficparo);
       fclose (ficlog);
       exit(0);
     }
     else if(mle==-3) {
       prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
       printf(" You choose mle=-3, look at file %s for a template of covariance matrix \n",filereso);
       fprintf(ficlog," You choose mle=-3, look at file %s for a template of covariance matrix \n",filereso);
       param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
       matcov=matrix(1,npar,1,npar);
     }
     else{
       /* 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);
   
       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);
   
       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 parameter 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);
     }    /* End of mle != -3 */
   
     /*-------- data file ----------*/
     if((fic=fopen(datafile,"r"))==NULL)    {
       printf("Problem while opening datafile: %s\n", datafile);goto end;
       fprintf(ficlog,"Problem while opening 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;
     linei=0;
     while ((fgets(line, MAXLINE, fic) != NULL) &&((i >= firstobs) && (i <=lastobs))) {
       linei=linei+1;
       for(j=strlen(line); j>=0;j--){  /* Untabifies line */
         if(line[j] == '\t')
           line[j] = ' ';
       }
       for(j=strlen(line)-1; (line[j]==' ')||(line[j]==10)||(line[j]==13);j--){
         ;
       };
       line[j+1]=0;  /* Trims blanks at end of line */
       if(line[0]=='#'){
         fprintf(ficlog,"Comment line\n%s\n",line);
         printf("Comment line\n%s\n",line);
         continue;
       }
   
       for (j=maxwav;j>=1;j--){
         cutv(stra, strb,line,' '); 
         errno=0;
         lval=strtol(strb,&endptr,10); 
         /*        if (errno == ERANGE && (lval == LONG_MAX || lval == LONG_MIN))*/
         if( strb[0]=='\0' || (*endptr != '\0')){
           printf("Error reading data around '%d' at line number %d %s for individual %d, '%s'\nShould be a status of wave %d. Setting maxwav=%d might be wrong.  Exiting.\n", strb, linei,i,line,j,maxwav);
           exit(1);
         }
         s[j][i]=lval;
         
         strcpy(line,stra);
         cutv(stra, strb,line,' ');
         if(iout=sscanf(strb,"%d/%d",&month, &year) != 0){
         }
         else  if(iout=sscanf(strb,"%s.") != 0){
           month=99;
           year=9999;
         }else{
           printf("Error reading data around '%s' at line number %ld %s for individual %d, '%s'\nShould be a date of interview (mm/yyyy or .) at wave %d.  Exiting.\n",strb, linei,i, line,j);
           exit(1);
         }
         anint[j][i]= (double) year; 
         mint[j][i]= (double)month; 
         strcpy(line,stra);
       } /* ENd Waves */
       
       cutv(stra, strb,line,' '); 
       if(iout=sscanf(strb,"%d/%d",&month, &year) != 0){
       }
       else  if(iout=sscanf(strb,"%s.",dummy) != 0){
         month=99;
         year=9999;
       }else{
         printf("Error reading data around '%s' at line number %ld %s for individual %d, '%s'\nShould be a date of death (mm/yyyy or .).  Exiting.\n",strb, linei,i,line);
         exit(1);
       }
       andc[i]=(double) year; 
       moisdc[i]=(double) month; 
       strcpy(line,stra);
       
       cutv(stra, strb,line,' '); 
       if(iout=sscanf(strb,"%d/%d",&month, &year) != 0){
       }
       else  if(iout=sscanf(strb,"%s.") != 0){
         month=99;
         year=9999;
       }else{
         printf("Error reading data around '%s' at line number %ld %s for individual %d, '%s'\nShould be a date of birth (mm/yyyy or .).  Exiting.\n",strb, linei,i,line,j);
         exit(1);
       }
       annais[i]=(double)(year);
       moisnais[i]=(double)(month); 
       strcpy(line,stra);
       
       cutv(stra, strb,line,' '); 
       errno=0;
       lval=strtol(strb,&endptr,10); 
       if( strb[0]=='\0' || (*endptr != '\0')){
         printf("Error reading data around '%d' at line number %ld %s for individual %d\nShould be a weight.  Exiting.\n",lval, i,line,linei);
         exit(1);
       }
       weight[i]=(double)(lval); 
       strcpy(line,stra);
       
       for (j=ncovcol;j>=1;j--){
         cutv(stra, strb,line,' '); 
         errno=0;
         lval=strtol(strb,&endptr,10); 
         if( strb[0]=='\0' || (*endptr != '\0')){
           printf("Error reading data around '%d' at line number %ld %s for individual %d, '%s'\nShould be a covar (meaning 0 for the reference or 1).  Exiting.\n",lval, linei,i, line);
           exit(1);
         }
         if(lval <-1 || lval >1){
           printf("Error reading data around '%d' at line number %ld %s for individual %d, '%s'\nShould be a value of the %d covar (meaning 0 for the reference or 1. IMaCh does not build design variables, do it your self).  Exiting.\n",lval,linei, i,line,j);
           exit(1);
         }
         covar[j][i]=(double)(lval);
         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;
     } /* End loop reading  data */
     fclose(fic);
     /* 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 parameters 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);*/
   
       /*  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 || s[m][i]==-2 || s[m][i]==-4 || s[m][i]==-5){
           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); 
   
     agegomp=(int)agemin;
     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);
     if(mle==-3)
       strcat(optionfilegnuplot,"-mort");
     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 */
     if(mle==-3)
       strcat(optionfilehtm,"-mort");
     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\
    - Parameter file: <a href=\"%s.%s\">%s.%s</a><br>\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,\
             optionfilefiname,optionfilext,optionfilefiname,optionfilext,\
             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,strstart);
   
     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*/
   
     if (mle==-3){
       ximort=matrix(1,NDIM,1,NDIM);
       cens=ivector(1,n);
       ageexmed=vector(1,n);
       agecens=vector(1,n);
       dcwave=ivector(1,n);
    
       for (i=1; i<=imx; i++){
         dcwave[i]=-1;
         for (m=firstpass; m<=lastpass; m++)
           if (s[m][i]>nlstate) {
             dcwave[i]=m;
             /*    printf("i=%d j=%d s=%d dcwave=%d\n",i,j, s[j][i],dcwave[i]);*/
             break;
           }
       }
   
       for (i=1; i<=imx; i++) {
         if (wav[i]>0){
           ageexmed[i]=agev[mw[1][i]][i];
           j=wav[i];
           agecens[i]=1.; 
   
           if (ageexmed[i]> 1 && wav[i] > 0){
             agecens[i]=agev[mw[j][i]][i];
             cens[i]= 1;
           }else if (ageexmed[i]< 1) 
             cens[i]= -1;
           if (agedc[i]< AGESUP && agedc[i]>1 && dcwave[i]>firstpass && dcwave[i]<=lastpass)
             cens[i]=0 ;
         }
         else cens[i]=-1;
       }
       
       for (i=1;i<=NDIM;i++) {
         for (j=1;j<=NDIM;j++)
           ximort[i][j]=(i == j ? 1.0 : 0.0);
       }
       
       p[1]=0.0268; p[NDIM]=0.083;
       /*printf("%lf %lf", p[1], p[2]);*/
       
       
       printf("Powell\n");  fprintf(ficlog,"Powell\n");
       strcpy(filerespow,"pow-mort"); 
       strcat(filerespow,fileres);
       if((ficrespow=fopen(filerespow,"w"))==NULL) {
         printf("Problem with resultfile: %s\n", filerespow);
         fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
       }
       fprintf(ficrespow,"# Powell\n# iter -2*LL");
       /*  for (i=1;i<=nlstate;i++)
           for(j=1;j<=nlstate+ndeath;j++)
           if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
       */
       fprintf(ficrespow,"\n");
       
       powell(p,ximort,NDIM,ftol,&iter,&fret,gompertz);
       fclose(ficrespow);
       
       hesscov(matcov, p, NDIM, delti, 1e-4, gompertz); 
   
       for(i=1; i <=NDIM; i++)
         for(j=i+1;j<=NDIM;j++)
           matcov[i][j]=matcov[j][i];
       
       printf("\nCovariance matrix\n ");
       for(i=1; i <=NDIM; i++) {
         for(j=1;j<=NDIM;j++){ 
           printf("%f ",matcov[i][j]);
         }
         printf("\n ");
       }
       
       printf("iter=%d MLE=%f Eq=%lf*exp(%lf*(age-%d))\n",iter,-gompertz(p),p[1],p[2],agegomp);
       for (i=1;i<=NDIM;i++) 
         printf("%f [%f ; %f]\n",p[i],p[i]-2*sqrt(matcov[i][i]),p[i]+2*sqrt(matcov[i][i]));
   
       lsurv=vector(1,AGESUP);
       lpop=vector(1,AGESUP);
       tpop=vector(1,AGESUP);
       lsurv[agegomp]=100000;
       
       for (k=agegomp;k<=AGESUP;k++) {
         agemortsup=k;
         if (p[1]*exp(p[2]*(k-agegomp))>1) break;
       }
       
       for (k=agegomp;k<agemortsup;k++)
         lsurv[k+1]=lsurv[k]-lsurv[k]*(p[1]*exp(p[2]*(k-agegomp)));
       
       for (k=agegomp;k<agemortsup;k++){
         lpop[k]=(lsurv[k]+lsurv[k+1])/2.;
         sumlpop=sumlpop+lpop[k];
       }
       
       tpop[agegomp]=sumlpop;
       for (k=agegomp;k<(agemortsup-3);k++){
         /*  tpop[k+1]=2;*/
         tpop[k+1]=tpop[k]-lpop[k];
       }
       
       
       printf("\nAge   lx     qx    dx    Lx     Tx     e(x)\n");
       for (k=agegomp;k<(agemortsup-2);k++) 
         printf("%d %.0lf %lf %.0lf %.0lf %.0lf %lf\n",k,lsurv[k],p[1]*exp(p[2]*(k-agegomp)),(p[1]*exp(p[2]*(k-agegomp)))*lsurv[k],lpop[k],tpop[k],tpop[k]/lsurv[k]);
       
       
       replace_back_to_slash(pathc,pathcd); /* Even gnuplot wants a / */
       printinggnuplotmort(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
       
       printinghtmlmort(fileres,title,datafile, firstpass, lastpass, \
                        stepm, weightopt,\
                        model,imx,p,matcov,agemortsup);
       
       free_vector(lsurv,1,AGESUP);
       free_vector(lpop,1,AGESUP);
       free_vector(tpop,1,AGESUP);
     } /* Endof if mle==-3 */
     
     else{ /* For mle >=1 */
     
       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.*/
       
       
       
       /*  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,pathcd); /* 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  (period or stable prevalence) --------------*/
     
       strcpy(filerespl,"pl");
       strcat(filerespl,fileres);
       if((ficrespl=fopen(filerespl,"w"))==NULL) {
         printf("Problem with period (stable) prevalence resultfile: %s\n", filerespl);goto end;
         fprintf(ficlog,"Problem with period (stable) prevalence resultfile: %s\n", filerespl);goto end;
       }
       printf("Computing period (stable) prevalence: result on file '%s' \n", filerespl);
       fprintf(ficlog,"Computing period (stable) prevalence: result on file '%s' \n", filerespl);
       pstamp(ficrespl);
       fprintf(ficrespl,"# Period (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*/
       pstamp(ficrespij);
       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,strstart);
   
       fclose(ficrespij);
   
       probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
       for(i=1;i<=AGESUP;i++)
         for(j=1;j<=NCOVMAX;j++)
           for(k=1;k<=NCOVMAX;k++)
             probs[i][j][k]=0.;
   
       /*---------- Forecasting ------------------*/
       /*if((stepm == 1) && (strcmp(model,".")==0)){*/
       if(prevfcast==1){
         /*    if(stepm ==1){*/
         prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
         /* (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);*/
         /*      }  */
         /*      else{ */
         /*        erreur=108; */
         /*        printf("Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
         /*        fprintf(ficlog,"Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
         /*      } */
       }
     
   
       /*---------- Health expectancies and variances ------------*/
   
       strcpy(filerest,"t");
       strcat(filerest,fileres);
       if((ficrest=fopen(filerest,"w"))==NULL) {
         printf("Problem with total LE resultfile: %s\n", filerest);goto end;
         fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
       }
       printf("Computing Total Life expectancies with their standard errors: file '%s' \n", filerest); 
       fprintf(ficlog,"Computing Total Life expectancies with their standard errors: 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(fileresstde,"stde");
       strcat(fileresstde,fileres);
       if((ficresstdeij=fopen(fileresstde,"w"))==NULL) {
         printf("Problem with Health Exp. and std errors resultfile: %s\n", fileresstde); exit(0);
         fprintf(ficlog,"Problem with Health Exp. and std errors resultfile: %s\n", fileresstde); exit(0);
       }
       printf("Computing Health Expectancies and standard errors: result on file '%s' \n", fileresstde);
       fprintf(ficlog,"Computing Health Expectancies and standard errors: result on file '%s' \n", fileresstde);
   
       strcpy(filerescve,"cve");
       strcat(filerescve,fileres);
       if((ficrescveij=fopen(filerescve,"w"))==NULL) {
         printf("Problem with Covar. Health Exp. resultfile: %s\n", filerescve); exit(0);
         fprintf(ficlog,"Problem with Covar. Health Exp. resultfile: %s\n", filerescve); exit(0);
       }
       printf("Computing Covar. of Health Expectancies: result on file '%s' \n", filerescve);
       fprintf(ficlog,"Computing Covar. of Health Expectancies: result on file '%s' \n", filerescve);
   
       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#****** ");
           fprintf(ficresstdeij,"\n#****** ");
           fprintf(ficrescveij,"\n#****** ");
           for(j=1;j<=cptcoveff;j++) {
             fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
             fprintf(ficresstdeij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
             fprintf(ficrescveij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           }
           fprintf(ficreseij,"******\n");
           fprintf(ficresstdeij,"******\n");
           fprintf(ficrescveij,"******\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, strstart);  
           cvevsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov, strstart);  
    
           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, strstart);
           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, strstart);
           }
   
           pstamp(ficrest);
           fprintf(ficrest,"# Total life expectancy with std error and decomposition into time to be expected in each health state\n# Age ( 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(ficresstdeij);
       fclose(ficrescveij);
       fclose(ficresvij);
       fclose(ficrest);
       fclose(ficpar);
     
       /*------- Variance of period (stable) prevalence------*/   
   
       strcpy(fileresvpl,"vpl");
       strcat(fileresvpl,fileres);
       if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
         printf("Problem with variance of period (stable) prevalence  resultfile: %s\n", fileresvpl);
         exit(0);
       }
       printf("Computing Variance-covariance of period (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,strstart);
           free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
         }
       }
   
       fclose(ficresvpl);
   
       /*---------- End : free ----------------*/
       if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     }  /* mle==-3 arrives here for freeing */
     free_matrix(prlim,1,nlstate,1,nlstate);
       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);
   
       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);
   
       free_imatrix(nbcode,0,NCOVMAX,0,NCOVMAX);
       free_imatrix(codtab,1,100,1,10);
     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\nLocal time 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 -----------*/
   
   
      printf("Before Current directory %s!\n",pathcd);
      if(chdir(pathcd) != 0)
       printf("Can't move to directory %s!\n",path);
     if(getcwd(pathcd,MAXLINE) > 0)
       printf("Current directory %s!\n",pathcd);
     /*strcat(plotcmd,CHARSEPARATOR);*/
     sprintf(plotcmd,"gnuplot");
   #ifndef UNIX
     sprintf(plotcmd,"\"%sgnuplot.exe\"",pathimach);
   #endif
     if(!stat(plotcmd,&info)){
       printf("Error gnuplot program not found: %s\n",plotcmd);fflush(stdout);
       if(!stat(getenv("GNUPLOTBIN"),&info)){
         printf("Error gnuplot program not found: %s Environment GNUPLOTBIN not set.\n",plotcmd);fflush(stdout);
       }else
         strcpy(pplotcmd,plotcmd);
   #ifdef UNIX
       strcpy(plotcmd,GNUPLOTPROGRAM);
       if(!stat(plotcmd,&info)){
         printf("Error gnuplot program not found: %s\n",plotcmd);fflush(stdout);
       }else
         strcpy(pplotcmd,plotcmd);
   #endif
     }else
       strcpy(pplotcmd,plotcmd);
     
     sprintf(plotcmd,"%s %s",pplotcmd, optionfilegnuplot);
     printf("Starting graphs with: %s\n",plotcmd);fflush(stdout);
   
     if((outcmd=system(plotcmd)) != 0){
       printf("\n 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') {
         printf("Starting browser with: %s",optionfilehtm);fflush(stdout);
         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.1.13  
changed lines
  Added in v.1.120


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