Diff for /imach/src/imach.c between versions 1.35 and 1.120

version 1.35, 2002/03/26 17:08:39 version 1.120, 2006/03/16 15:10:38
Line 1 Line 1
 /* $Id$  /* $Id$
    Interpolated Markov Chain    $State$
     $Log$
   Short summary of the programme:    Revision 1.120  2006/03/16 15:10:38  lievre
      (Module): refinements in the computation of lli if
   This program computes Healthy Life Expectancies from    status=-2 in order to have more reliable computation if stepm is
   cross-longitudinal data. Cross-longitudinal data consist in: -1- a    not 1 month. Version 0.98f
   first survey ("cross") where individuals from different ages are  
   interviewed on their health status or degree of disability (in the    Revision 1.119  2006/03/15 17:42:26  brouard
   case of a health survey which is our main interest) -2- at least a    (Module): Bug if status = -2, the loglikelihood was
   second wave of interviews ("longitudinal") which measure each change    computed as likelihood omitting the logarithm. Version O.98e
   (if any) in individual health status.  Health expectancies are  
   computed from the time spent in each health state according to a    Revision 1.118  2006/03/14 18:20:07  brouard
   model. More health states you consider, more time is necessary to reach the    (Module): varevsij Comments added explaining the second
   Maximum Likelihood of the parameters involved in the model.  The    table of variances if popbased=1 .
   simplest model is the multinomial logistic model where pij is the    (Module): Covariances of eij, ekl added, graphs fixed, new html link.
   probabibility to be observed in state j at the second wave    (Module): Function pstamp added
   conditional to be observed in state i at the first wave. Therefore    (Module): Version 0.98d
   the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where  
   'age' is age and 'sex' is a covariate. If you want to have a more    Revision 1.117  2006/03/14 17:16:22  brouard
   complex model than "constant and age", you should modify the program    (Module): varevsij Comments added explaining the second
   where the markup *Covariates have to be included here again* invites    table of variances if popbased=1 .
   you to do it.  More covariates you add, slower the    (Module): Covariances of eij, ekl added, graphs fixed, new html link.
   convergence.    (Module): Function pstamp added
     (Module): Version 0.98d
   The advantage of this computer programme, compared to a simple  
   multinomial logistic model, is clear when the delay between waves is not    Revision 1.116  2006/03/06 10:29:27  brouard
   identical for each individual. Also, if a individual missed an    (Module): Variance-covariance wrong links and
   intermediate interview, the information is lost, but taken into    varian-covariance of ej. is needed (Saito).
   account using an interpolation or extrapolation.    
     Revision 1.115  2006/02/27 12:17:45  brouard
   hPijx is the probability to be observed in state i at age x+h    (Module): One freematrix added in mlikeli! 0.98c
   conditional to the observed state i at age x. The delay 'h' can be  
   split into an exact number (nh*stepm) of unobserved intermediate    Revision 1.114  2006/02/26 12:57:58  brouard
   states. This elementary transition (by month or quarter trimester,    (Module): Some improvements in processing parameter
   semester or year) is model as a multinomial logistic.  The hPx    filename with strsep.
   matrix is simply the matrix product of nh*stepm elementary matrices  
   and the contribution of each individual to the likelihood is simply    Revision 1.113  2006/02/24 14:20:24  brouard
   hPijx.    (Module): Memory leaks checks with valgrind and:
     datafile was not closed, some imatrix were not freed and on matrix
   Also this programme outputs the covariance matrix of the parameters but also    allocation too.
   of the life expectancies. It also computes the prevalence limits.  
      Revision 1.112  2006/01/30 09:55:26  brouard
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    (Module): Back to gnuplot.exe instead of wgnuplot.exe
            Institut national d'études démographiques, Paris.  
   This software have been partly granted by Euro-REVES, a concerted action    Revision 1.111  2006/01/25 20:38:18  brouard
   from the European Union.    (Module): Lots of cleaning and bugs added (Gompertz)
   It is copyrighted identically to a GNU software product, ie programme and    (Module): Comments can be added in data file. Missing date values
   software can be distributed freely for non commercial use. Latest version    can be a simple dot '.'.
   can be accessed at http://euroreves.ined.fr/imach .  
   **********************************************************************/    Revision 1.110  2006/01/25 00:51:50  brouard
      (Module): Lots of cleaning and bugs added (Gompertz)
 #include <math.h>  
 #include <stdio.h>    Revision 1.109  2006/01/24 19:37:15  brouard
 #include <stdlib.h>    (Module): Comments (lines starting with a #) are allowed in data.
 #include <unistd.h>  
     Revision 1.108  2006/01/19 18:05:42  lievre
 #define MAXLINE 256    Gnuplot problem appeared...
 #define GNUPLOTPROGRAM "wgnuplot"    To be fixed
 /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/  
 #define FILENAMELENGTH 80    Revision 1.107  2006/01/19 16:20:37  brouard
 /*#define DEBUG*/    Test existence of gnuplot in imach path
 #define windows  
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    Revision 1.106  2006/01/19 13:24:36  brouard
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */    Some cleaning and links added in html output
   
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    Revision 1.105  2006/01/05 20:23:19  lievre
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    *** empty log message ***
   
 #define NINTERVMAX 8    Revision 1.104  2005/09/30 16:11:43  lievre
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    (Module): sump fixed, loop imx fixed, and simplifications.
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */    (Module): If the status is missing at the last wave but we know
 #define NCOVMAX 8 /* Maximum number of covariates */    that the person is alive, then we can code his/her status as -2
 #define MAXN 20000    (instead of missing=-1 in earlier versions) and his/her
 #define YEARM 12. /* Number of months per year */    contributions to the likelihood is 1 - Prob of dying from last
 #define AGESUP 130    health status (= 1-p13= p11+p12 in the easiest case of somebody in
 #define AGEBASE 40    the healthy state at last known wave). Version is 0.98
   
     Revision 1.103  2005/09/30 15:54:49  lievre
 int erreur; /* Error number */    (Module): sump fixed, loop imx fixed, and simplifications.
 int nvar;  
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;    Revision 1.102  2004/09/15 17:31:30  brouard
 int npar=NPARMAX;    Add the possibility to read data file including tab characters.
 int nlstate=2; /* Number of live states */  
 int ndeath=1; /* Number of dead states */    Revision 1.101  2004/09/15 10:38:38  brouard
 int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    Fix on curr_time
 int popbased=0;  
     Revision 1.100  2004/07/12 18:29:06  brouard
 int *wav; /* Number of waves for this individuual 0 is possible */    Add version for Mac OS X. Just define UNIX in Makefile
 int maxwav; /* Maxim number of waves */  
 int jmin, jmax; /* min, max spacing between 2 waves */    Revision 1.99  2004/06/05 08:57:40  brouard
 int mle, weightopt;    *** empty log message ***
 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 1.98  2004/05/16 15:05:56  brouard
 double jmean; /* Mean space between 2 waves */    New version 0.97 . First attempt to estimate force of mortality
 double **oldm, **newm, **savm; /* Working pointers to matrices */    directly from the data i.e. without the need of knowing the health
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    state at each age, but using a Gompertz model: log u =a + b*age .
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;    This is the basic analysis of mortality and should be done before any
 FILE *ficgp,*ficresprob,*ficpop;    other analysis, in order to test if the mortality estimated from the
 FILE *ficreseij;    cross-longitudinal survey is different from the mortality estimated
   char filerese[FILENAMELENGTH];    from other sources like vital statistic data.
  FILE  *ficresvij;  
   char fileresv[FILENAMELENGTH];    The same imach parameter file can be used but the option for mle should be -3.
  FILE  *ficresvpl;  
   char fileresvpl[FILENAMELENGTH];    Agnès, who wrote this part of the code, tried to keep most of the
     former routines in order to include the new code within the former code.
 #define NR_END 1  
 #define FREE_ARG char*    The output is very simple: only an estimate of the intercept and of
 #define FTOL 1.0e-10    the slope with 95% confident intervals.
   
 #define NRANSI    Current limitations:
 #define ITMAX 200    A) Even if you enter covariates, i.e. with the
     model= V1+V2 equation for example, the programm does only estimate a unique global model without covariates.
 #define TOL 2.0e-4    B) There is no computation of Life Expectancy nor Life Table.
   
 #define CGOLD 0.3819660    Revision 1.97  2004/02/20 13:25:42  lievre
 #define ZEPS 1.0e-10    Version 0.96d. Population forecasting command line is (temporarily)
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);    suppressed.
   
 #define GOLD 1.618034    Revision 1.96  2003/07/15 15:38:55  brouard
 #define GLIMIT 100.0    * imach.c (Repository): Errors in subdirf, 2, 3 while printing tmpout is
 #define TINY 1.0e-20    rewritten within the same printf. Workaround: many printfs.
   
 static double maxarg1,maxarg2;    Revision 1.95  2003/07/08 07:54:34  brouard
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))    * imach.c (Repository):
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))    (Repository): Using imachwizard code to output a more meaningful covariance
      matrix (cov(a12,c31) instead of numbers.
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))  
 #define rint(a) floor(a+0.5)    Revision 1.94  2003/06/27 13:00:02  brouard
     Just cleaning
 static double sqrarg;  
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)    Revision 1.93  2003/06/25 16:33:55  brouard
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}    (Module): On windows (cygwin) function asctime_r doesn't
     exist so I changed back to asctime which exists.
 int imx;    (Module): Version 0.96b
 int stepm;  
 /* Stepm, step in month: minimum step interpolation*/    Revision 1.92  2003/06/25 16:30:45  brouard
     (Module): On windows (cygwin) function asctime_r doesn't
 int m,nb;    exist so I changed back to asctime which exists.
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;  
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;    Revision 1.91  2003/06/25 15:30:29  brouard
 double **pmmij, ***probs, ***mobaverage;    * imach.c (Repository): Duplicated warning errors corrected.
 double dateintmean=0;    (Repository): Elapsed time after each iteration is now output. It
     helps to forecast when convergence will be reached. Elapsed time
 double *weight;    is stamped in powell.  We created a new html file for the graphs
 int **s; /* Status */    concerning matrix of covariance. It has extension -cov.htm.
 double *agedc, **covar, idx;  
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;    Revision 1.90  2003/06/24 12:34:15  brouard
     (Module): Some bugs corrected for windows. Also, when
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */    mle=-1 a template is output in file "or"mypar.txt with the design
 double ftolhess; /* Tolerance for computing hessian */    of the covariance matrix to be input.
   
 /**************** split *************************/    Revision 1.89  2003/06/24 12:30:52  brouard
 static  int split( char *path, char *dirc, char *name, char *ext, char *finame )    (Module): Some bugs corrected for windows. Also, when
 {    mle=-1 a template is output in file "or"mypar.txt with the design
    char *s;                             /* pointer */    of the covariance matrix to be input.
    int  l1, l2;                         /* length counters */  
     Revision 1.88  2003/06/23 17:54:56  brouard
    l1 = strlen( path );                 /* length of path */    * 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.
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );  
 #ifdef windows    Revision 1.87  2003/06/18 12:26:01  brouard
    s = strrchr( path, '\\' );           /* find last / */    Version 0.96
 #else  
    s = strrchr( path, '/' );            /* find last / */    Revision 1.86  2003/06/17 20:04:08  brouard
 #endif    (Module): Change position of html and gnuplot routines and added
    if ( s == NULL ) {                   /* no directory, so use current */    routine fileappend.
 #if     defined(__bsd__)                /* get current working directory */  
       extern char       *getwd( );    Revision 1.85  2003/06/17 13:12:43  brouard
     * imach.c (Repository): Check when date of death was earlier that
       if ( getwd( dirc ) == NULL ) {    current date of interview. It may happen when the death was just
 #else    prior to the death. In this case, dh was negative and likelihood
       extern char       *getcwd( );    was wrong (infinity). We still send an "Error" but patch by
     assuming that the date of death was just one stepm after the
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {    interview.
 #endif    (Repository): Because some people have very long ID (first column)
          return( GLOCK_ERROR_GETCWD );    we changed int to long in num[] and we added a new lvector for
       }    memory allocation. But we also truncated to 8 characters (left
       strcpy( name, path );             /* we've got it */    truncation)
    } else {                             /* strip direcotry from path */    (Repository): No more line truncation errors.
       s++;                              /* after this, the filename */  
       l2 = strlen( s );                 /* length of filename */    Revision 1.84  2003/06/13 21:44:43  brouard
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );    * imach.c (Repository): Replace "freqsummary" at a correct
       strcpy( name, s );                /* save file name */    place. It differs from routine "prevalence" which may be called
       strncpy( dirc, path, l1 - l2 );   /* now the directory */    many times. Probs is memory consuming and must be used with
       dirc[l1-l2] = 0;                  /* add zero */    parcimony.
    }    Version 0.95a3 (should output exactly the same maximization than 0.8a2)
    l1 = strlen( dirc );                 /* length of directory */  
 #ifdef windows    Revision 1.83  2003/06/10 13:39:11  lievre
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }    *** empty log message ***
 #else  
    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }    Revision 1.82  2003/06/05 15:57:20  brouard
 #endif    Add log in  imach.c and  fullversion number is now printed.
    s = strrchr( name, '.' );            /* find last / */  
    s++;  */
    strcpy(ext,s);                       /* save extension */  /*
    l1= strlen( name);     Interpolated Markov Chain
    l2= strlen( s)+1;  
    strncpy( finame, name, l1-l2);    Short summary of the programme:
    finame[l1-l2]= 0;    
    return( 0 );                         /* we're done */    This program computes Healthy Life Expectancies from
 }    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
     first survey ("cross") where individuals from different ages are
     interviewed on their health status or degree of disability (in the
 /******************************************/    case of a health survey which is our main interest) -2- at least a
     second wave of interviews ("longitudinal") which measure each change
 void replace(char *s, char*t)    (if any) in individual health status.  Health expectancies are
 {    computed from the time spent in each health state according to a
   int i;    model. More health states you consider, more time is necessary to reach the
   int lg=20;    Maximum Likelihood of the parameters involved in the model.  The
   i=0;    simplest model is the multinomial logistic model where pij is the
   lg=strlen(t);    probability to be observed in state j at the second wave
   for(i=0; i<= lg; i++) {    conditional to be observed in state i at the first wave. Therefore
     (s[i] = t[i]);    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
     if (t[i]== '\\') s[i]='/';    '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
 }    where the markup *Covariates have to be included here again* invites
     you to do it.  More covariates you add, slower the
 int nbocc(char *s, char occ)    convergence.
 {  
   int i,j=0;    The advantage of this computer programme, compared to a simple
   int lg=20;    multinomial logistic model, is clear when the delay between waves is not
   i=0;    identical for each individual. Also, if a individual missed an
   lg=strlen(s);    intermediate interview, the information is lost, but taken into
   for(i=0; i<= lg; i++) {    account using an interpolation or extrapolation.  
   if  (s[i] == occ ) j++;  
   }    hPijx is the probability to be observed in state i at age x+h
   return j;    conditional to the observed state i at age x. The delay 'h' can be
 }    split into an exact number (nh*stepm) of unobserved intermediate
     states. This elementary transition (by month, quarter,
 void cutv(char *u,char *v, char*t, char occ)    semester or year) is modelled as a multinomial logistic.  The hPx
 {    matrix is simply the matrix product of nh*stepm elementary matrices
   int i,lg,j,p=0;    and the contribution of each individual to the likelihood is simply
   i=0;    hPijx.
   for(j=0; j<=strlen(t)-1; j++) {  
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;    Also this programme outputs the covariance matrix of the parameters but also
   }    of the life expectancies. It also computes the period (stable) prevalence. 
     
   lg=strlen(t);    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
   for(j=0; j<p; j++) {             Institut national d'études démographiques, Paris.
     (u[j] = t[j]);    This software have been partly granted by Euro-REVES, a concerted action
   }    from the European Union.
      u[p]='\0';    It is copyrighted identically to a GNU software product, ie programme and
     software can be distributed freely for non commercial use. Latest version
    for(j=0; j<= lg; j++) {    can be accessed at http://euroreves.ined.fr/imach .
     if (j>=(p+1))(v[j-p-1] = t[j]);  
   }    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
 }    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
     
 /********************** nrerror ********************/    **********************************************************************/
   /*
 void nrerror(char error_text[])    main
 {    read parameterfile
   fprintf(stderr,"ERREUR ...\n");    read datafile
   fprintf(stderr,"%s\n",error_text);    concatwav
   exit(1);    freqsummary
 }    if (mle >= 1)
 /*********************** vector *******************/      mlikeli
 double *vector(int nl, int nh)    print results files
 {    if mle==1 
   double *v;       computes hessian
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));    read end of parameter file: agemin, agemax, bage, fage, estepm
   if (!v) nrerror("allocation failure in vector");        begin-prev-date,...
   return v-nl+NR_END;    open gnuplot file
 }    open html file
     period (stable) prevalence
 /************************ free vector ******************/     for age prevalim()
 void free_vector(double*v, int nl, int nh)    h Pij x
 {    variance of p varprob
   free((FREE_ARG)(v+nl-NR_END));    forecasting if prevfcast==1 prevforecast call prevalence()
 }    health expectancies
     Variance-covariance of DFLE
 /************************ivector *******************************/    prevalence()
 int *ivector(long nl,long nh)     movingaverage()
 {    varevsij() 
   int *v;    if popbased==1 varevsij(,popbased)
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));    total life expectancies
   if (!v) nrerror("allocation failure in ivector");    Variance of period (stable) prevalence
   return v-nl+NR_END;   end
 }  */
   
 /******************free ivector **************************/  
 void free_ivector(int *v, long nl, long nh)  
 {   
   free((FREE_ARG)(v+nl-NR_END));  #include <math.h>
 }  #include <stdio.h>
   #include <stdlib.h>
 /******************* imatrix *******************************/  #include <string.h>
 int **imatrix(long nrl, long nrh, long ncl, long nch)  #include <unistd.h>
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */  
 {  #include <limits.h>
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  #include <sys/types.h>
   int **m;  #include <sys/stat.h>
    #include <errno.h>
   /* allocate pointers to rows */  extern int errno;
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  
   if (!m) nrerror("allocation failure 1 in matrix()");  /* #include <sys/time.h> */
   m += NR_END;  #include <time.h>
   m -= nrl;  #include "timeval.h"
    
    /* #include <libintl.h> */
   /* allocate rows and set pointers to them */  /* #define _(String) gettext (String) */
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  #define MAXLINE 256
   m[nrl] += NR_END;  
   m[nrl] -= ncl;  #define GNUPLOTPROGRAM "gnuplot"
    /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  #define FILENAMELENGTH 132
    
   /* return pointer to array of pointers to rows */  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
   return m;  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
 }  
   #define MAXPARM 30 /* Maximum number of parameters for the optimization */
 /****************** free_imatrix *************************/  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
 void free_imatrix(m,nrl,nrh,ncl,nch)  
       int **m;  #define NINTERVMAX 8
       long nch,ncl,nrh,nrl;  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
      /* free an int matrix allocated by imatrix() */  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
 {  #define NCOVMAX 8 /* Maximum number of covariates */
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  #define MAXN 20000
   free((FREE_ARG) (m+nrl-NR_END));  #define YEARM 12. /* Number of months per year */
 }  #define AGESUP 130
   #define AGEBASE 40
 /******************* matrix *******************************/  #define AGEGOMP 10. /* Minimal age for Gompertz adjustment */
 double **matrix(long nrl, long nrh, long ncl, long nch)  #ifdef UNIX
 {  #define DIRSEPARATOR '/'
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;  #define CHARSEPARATOR "/"
   double **m;  #define ODIRSEPARATOR '\\'
   #else
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  #define DIRSEPARATOR '\\'
   if (!m) nrerror("allocation failure 1 in matrix()");  #define CHARSEPARATOR "\\"
   m += NR_END;  #define ODIRSEPARATOR '/'
   m -= nrl;  #endif
   
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  /* $Id$ */
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  /* $State$ */
   m[nrl] += NR_END;  
   m[nrl] -= ncl;  char version[]="Imach version 0.98f, March 2006, INED-EUROREVES-Institut de longevite ";
   char fullversion[]="$Revision$ $Date$"; 
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  char strstart[80];
   return m;  char optionfilext[10], optionfilefiname[FILENAMELENGTH];
 }  int erreur, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
   int nvar;
 /*************************free matrix ************************/  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)  int npar=NPARMAX;
 {  int nlstate=2; /* Number of live states */
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  int ndeath=1; /* Number of dead states */
   free((FREE_ARG)(m+nrl-NR_END));  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
 }  int popbased=0;
   
 /******************* ma3x *******************************/  int *wav; /* Number of waves for this individuual 0 is possible */
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)  int maxwav; /* Maxim number of waves */
 {  int jmin, jmax; /* min, max spacing between 2 waves */
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;  int ijmin, ijmax; /* Individuals having jmin and jmax */ 
   double ***m;  int gipmx, gsw; /* Global variables on the number of contributions 
                      to the likelihood and the sum of weights (done by funcone)*/
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  int mle, weightopt;
   if (!m) nrerror("allocation failure 1 in matrix()");  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
   m += NR_END;  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
   m -= nrl;  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
              * wave mi and wave mi+1 is not an exact multiple of stepm. */
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  double jmean; /* Mean space between 2 waves */
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  double **oldm, **newm, **savm; /* Working pointers to matrices */
   m[nrl] += NR_END;  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
   m[nrl] -= ncl;  FILE *fic,*ficpar, *ficparo,*ficres, *ficresp, *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
   FILE *ficlog, *ficrespow;
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  int globpr; /* Global variable for printing or not */
   double fretone; /* Only one call to likelihood */
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));  long ipmx; /* Number of contributions */
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");  double sw; /* Sum of weights */
   m[nrl][ncl] += NR_END;  char filerespow[FILENAMELENGTH];
   m[nrl][ncl] -= nll;  char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
   for (j=ncl+1; j<=nch; j++)  FILE *ficresilk;
     m[nrl][j]=m[nrl][j-1]+nlay;  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
    FILE *ficresprobmorprev;
   for (i=nrl+1; i<=nrh; i++) {  FILE *fichtm, *fichtmcov; /* Html File */
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;  FILE *ficreseij;
     for (j=ncl+1; j<=nch; j++)  char filerese[FILENAMELENGTH];
       m[i][j]=m[i][j-1]+nlay;  FILE *ficresstdeij;
   }  char fileresstde[FILENAMELENGTH];
   return m;  FILE *ficrescveij;
 }  char filerescve[FILENAMELENGTH];
   FILE  *ficresvij;
 /*************************free ma3x ************************/  char fileresv[FILENAMELENGTH];
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)  FILE  *ficresvpl;
 {  char fileresvpl[FILENAMELENGTH];
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));  char title[MAXLINE];
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
   free((FREE_ARG)(m+nrl-NR_END));  char plotcmd[FILENAMELENGTH], pplotcmd[FILENAMELENGTH];
 }  char tmpout[FILENAMELENGTH],  tmpout2[FILENAMELENGTH]; 
   char command[FILENAMELENGTH];
 /***************** f1dim *************************/  int  outcmd=0;
 extern int ncom;  
 extern double *pcom,*xicom;  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
 extern double (*nrfunc)(double []);  
    char filelog[FILENAMELENGTH]; /* Log file */
 double f1dim(double x)  char filerest[FILENAMELENGTH];
 {  char fileregp[FILENAMELENGTH];
   int j;  char popfile[FILENAMELENGTH];
   double f;  
   double *xt;  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
    
   xt=vector(1,ncom);  struct timeval start_time, end_time, curr_time, last_time, forecast_time;
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];  struct timezone tzp;
   f=(*nrfunc)(xt);  extern int gettimeofday();
   free_vector(xt,1,ncom);  struct tm tmg, tm, tmf, *gmtime(), *localtime();
   return f;  long time_value;
 }  extern long time();
   char strcurr[80], strfor[80];
 /*****************brent *************************/  
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)  char *endptr;
 {  long lval;
   int iter;  
   double a,b,d,etemp;  #define NR_END 1
   double fu,fv,fw,fx;  #define FREE_ARG char*
   double ftemp;  #define FTOL 1.0e-10
   double p,q,r,tol1,tol2,u,v,w,x,xm;  
   double e=0.0;  #define NRANSI 
    #define ITMAX 200 
   a=(ax < cx ? ax : cx);  
   b=(ax > cx ? ax : cx);  #define TOL 2.0e-4 
   x=w=v=bx;  
   fw=fv=fx=(*f)(x);  #define CGOLD 0.3819660 
   for (iter=1;iter<=ITMAX;iter++) {  #define ZEPS 1.0e-10 
     xm=0.5*(a+b);  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);  
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/  #define GOLD 1.618034 
     printf(".");fflush(stdout);  #define GLIMIT 100.0 
 #ifdef DEBUG  #define TINY 1.0e-20 
     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)))) { */  static double maxarg1,maxarg2;
 #endif  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
       *xmin=x;    
       return fx;  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
     }  #define rint(a) floor(a+0.5)
     ftemp=fu;  
     if (fabs(e) > tol1) {  static double sqrarg;
       r=(x-w)*(fx-fv);  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
       q=(x-v)*(fx-fw);  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
       p=(x-v)*q-(x-w)*r;  int agegomp= AGEGOMP;
       q=2.0*(q-r);  
       if (q > 0.0) p = -p;  int imx; 
       q=fabs(q);  int stepm=1;
       etemp=e;  /* Stepm, step in month: minimum step interpolation*/
       e=d;  
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))  int estepm;
         d=CGOLD*(e=(x >= xm ? a-x : b-x));  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
       else {  
         d=p/q;  int m,nb;
         u=x+d;  long *num;
         if (u-a < tol2 || b-u < tol2)  int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage,*cens;
           d=SIGN(tol1,xm-x);  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
       }  double **pmmij, ***probs;
     } else {  double *ageexmed,*agecens;
       d=CGOLD*(e=(x >= xm ? a-x : b-x));  double dateintmean=0;
     }  
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));  double *weight;
     fu=(*f)(u);  int **s; /* Status */
     if (fu <= fx) {  double *agedc, **covar, idx;
       if (u >= x) a=x; else b=x;  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
       SHFT(v,w,x,u)  double *lsurv, *lpop, *tpop;
         SHFT(fv,fw,fx,fu)  
         } else {  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
           if (u < x) a=u; else b=u;  double ftolhess; /* Tolerance for computing hessian */
           if (fu <= fw || w == x) {  
             v=w;  /**************** split *************************/
             w=u;  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
             fv=fw;  {
             fw=fu;    /* From a file name with (full) path (either Unix or Windows) we extract the directory (dirc)
           } else if (fu <= fv || v == x || v == w) {       the name of the file (name), its extension only (ext) and its first part of the name (finame)
             v=u;    */ 
             fv=fu;    char  *ss;                            /* pointer */
           }    int   l1, l2;                         /* length counters */
         }  
   }    l1 = strlen(path );                   /* length of path */
   nrerror("Too many iterations in brent");    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
   *xmin=x;    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
   return fx;    if ( ss == NULL ) {                   /* no directory, so determine current directory */
 }      strcpy( name, path );               /* we got the fullname name because no directory */
       /*if(strrchr(path, ODIRSEPARATOR )==NULL)
 /****************** mnbrak ***********************/        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
       /* get current working directory */
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,      /*    extern  char* getcwd ( char *buf , int len);*/
             double (*func)(double))      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
 {        return( GLOCK_ERROR_GETCWD );
   double ulim,u,r,q, dum;      }
   double fu;      /* got dirc from getcwd*/
        printf(" DIRC = %s \n",dirc);
   *fa=(*func)(*ax);    } else {                              /* strip direcotry from path */
   *fb=(*func)(*bx);      ss++;                               /* after this, the filename */
   if (*fb > *fa) {      l2 = strlen( ss );                  /* length of filename */
     SHFT(dum,*ax,*bx,dum)      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
       SHFT(dum,*fb,*fa,dum)      strcpy( name, ss );         /* save file name */
       }      strncpy( dirc, path, l1 - l2 );     /* now the directory */
   *cx=(*bx)+GOLD*(*bx-*ax);      dirc[l1-l2] = 0;                    /* add zero */
   *fc=(*func)(*cx);      printf(" DIRC2 = %s \n",dirc);
   while (*fb > *fc) {    }
     r=(*bx-*ax)*(*fb-*fc);    /* We add a separator at the end of dirc if not exists */
     q=(*bx-*cx)*(*fb-*fa);    l1 = strlen( dirc );                  /* length of directory */
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/    if( dirc[l1-1] != DIRSEPARATOR ){
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));      dirc[l1] =  DIRSEPARATOR;
     ulim=(*bx)+GLIMIT*(*cx-*bx);      dirc[l1+1] = 0; 
     if ((*bx-u)*(u-*cx) > 0.0) {      printf(" DIRC3 = %s \n",dirc);
       fu=(*func)(u);    }
     } else if ((*cx-u)*(u-ulim) > 0.0) {    ss = strrchr( name, '.' );            /* find last / */
       fu=(*func)(u);    if (ss >0){
       if (fu < *fc) {      ss++;
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))      strcpy(ext,ss);                     /* save extension */
           SHFT(*fb,*fc,fu,(*func)(u))      l1= strlen( name);
           }      l2= strlen(ss)+1;
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {      strncpy( finame, name, l1-l2);
       u=ulim;      finame[l1-l2]= 0;
       fu=(*func)(u);    }
     } else {  
       u=(*cx)+GOLD*(*cx-*bx);    return( 0 );                          /* we're done */
       fu=(*func)(u);  }
     }  
     SHFT(*ax,*bx,*cx,u)  
       SHFT(*fa,*fb,*fc,fu)  /******************************************/
       }  
 }  void replace_back_to_slash(char *s, char*t)
   {
 /*************** linmin ************************/    int i;
     int lg=0;
 int ncom;    i=0;
 double *pcom,*xicom;    lg=strlen(t);
 double (*nrfunc)(double []);    for(i=0; i<= lg; i++) {
        (s[i] = t[i]);
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))      if (t[i]== '\\') s[i]='/';
 {    }
   double brent(double ax, double bx, double cx,  }
                double (*f)(double), double tol, double *xmin);  
   double f1dim(double x);  int nbocc(char *s, char occ)
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,  {
               double *fc, double (*func)(double));    int i,j=0;
   int j;    int lg=20;
   double xx,xmin,bx,ax;    i=0;
   double fx,fb,fa;    lg=strlen(s);
      for(i=0; i<= lg; i++) {
   ncom=n;    if  (s[i] == occ ) j++;
   pcom=vector(1,n);    }
   xicom=vector(1,n);    return j;
   nrfunc=func;  }
   for (j=1;j<=n;j++) {  
     pcom[j]=p[j];  void cutv(char *u,char *v, char*t, char occ)
     xicom[j]=xi[j];  {
   }    /* cuts string t into u and v where u ends before first occurence of char 'occ' 
   ax=0.0;       and v starts after first occurence of char 'occ' : ex cutv(u,v,"abcdef2ghi2j",'2')
   xx=1.0;       gives u="abcedf" and v="ghi2j" */
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);    int i,lg,j,p=0;
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);    i=0;
 #ifdef DEBUG    for(j=0; j<=strlen(t)-1; j++) {
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
 #endif    }
   for (j=1;j<=n;j++) {  
     xi[j] *= xmin;    lg=strlen(t);
     p[j] += xi[j];    for(j=0; j<p; j++) {
   }      (u[j] = t[j]);
   free_vector(xicom,1,n);    }
   free_vector(pcom,1,n);       u[p]='\0';
 }  
      for(j=0; j<= lg; j++) {
 /*************** powell ************************/      if (j>=(p+1))(v[j-p-1] = t[j]);
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,    }
             double (*func)(double []))  }
 {  
   void linmin(double p[], double xi[], int n, double *fret,  /********************** nrerror ********************/
               double (*func)(double []));  
   int i,ibig,j;  void nrerror(char error_text[])
   double del,t,*pt,*ptt,*xit;  {
   double fp,fptt;    fprintf(stderr,"ERREUR ...\n");
   double *xits;    fprintf(stderr,"%s\n",error_text);
   pt=vector(1,n);    exit(EXIT_FAILURE);
   ptt=vector(1,n);  }
   xit=vector(1,n);  /*********************** vector *******************/
   xits=vector(1,n);  double *vector(int nl, int nh)
   *fret=(*func)(p);  {
   for (j=1;j<=n;j++) pt[j]=p[j];    double *v;
   for (*iter=1;;++(*iter)) {    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
     fp=(*fret);    if (!v) nrerror("allocation failure in vector");
     ibig=0;    return v-nl+NR_END;
     del=0.0;  }
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);  
     for (i=1;i<=n;i++)  /************************ free vector ******************/
       printf(" %d %.12f",i, p[i]);  void free_vector(double*v, int nl, int nh)
     printf("\n");  {
     for (i=1;i<=n;i++) {    free((FREE_ARG)(v+nl-NR_END));
       for (j=1;j<=n;j++) xit[j]=xi[j][i];  }
       fptt=(*fret);  
 #ifdef DEBUG  /************************ivector *******************************/
       printf("fret=%lf \n",*fret);  int *ivector(long nl,long nh)
 #endif  {
       printf("%d",i);fflush(stdout);    int *v;
       linmin(p,xit,n,fret,func);    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
       if (fabs(fptt-(*fret)) > del) {    if (!v) nrerror("allocation failure in ivector");
         del=fabs(fptt-(*fret));    return v-nl+NR_END;
         ibig=i;  }
       }  
 #ifdef DEBUG  /******************free ivector **************************/
       printf("%d %.12e",i,(*fret));  void free_ivector(int *v, long nl, long nh)
       for (j=1;j<=n;j++) {  {
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);    free((FREE_ARG)(v+nl-NR_END));
         printf(" x(%d)=%.12e",j,xit[j]);  }
       }  
       for(j=1;j<=n;j++)  /************************lvector *******************************/
         printf(" p=%.12e",p[j]);  long *lvector(long nl,long nh)
       printf("\n");  {
 #endif    long *v;
     }    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {    if (!v) nrerror("allocation failure in ivector");
 #ifdef DEBUG    return v-nl+NR_END;
       int k[2],l;  }
       k[0]=1;  
       k[1]=-1;  /******************free lvector **************************/
       printf("Max: %.12e",(*func)(p));  void free_lvector(long *v, long nl, long nh)
       for (j=1;j<=n;j++)  {
         printf(" %.12e",p[j]);    free((FREE_ARG)(v+nl-NR_END));
       printf("\n");  }
       for(l=0;l<=1;l++) {  
         for (j=1;j<=n;j++) {  /******************* imatrix *******************************/
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];  int **imatrix(long nrl, long nrh, long ncl, long nch) 
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
         }  { 
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
       }    int **m; 
 #endif    
     /* allocate pointers to rows */ 
     m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
       free_vector(xit,1,n);    if (!m) nrerror("allocation failure 1 in matrix()"); 
       free_vector(xits,1,n);    m += NR_END; 
       free_vector(ptt,1,n);    m -= nrl; 
       free_vector(pt,1,n);    
       return;    
     }    /* allocate rows and set pointers to them */ 
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
     for (j=1;j<=n;j++) {    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
       ptt[j]=2.0*p[j]-pt[j];    m[nrl] += NR_END; 
       xit[j]=p[j]-pt[j];    m[nrl] -= ncl; 
       pt[j]=p[j];    
     }    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
     fptt=(*func)(ptt);    
     if (fptt < fp) {    /* return pointer to array of pointers to rows */ 
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);    return m; 
       if (t < 0.0) {  } 
         linmin(p,xit,n,fret,func);  
         for (j=1;j<=n;j++) {  /****************** free_imatrix *************************/
           xi[j][ibig]=xi[j][n];  void free_imatrix(m,nrl,nrh,ncl,nch)
           xi[j][n]=xit[j];        int **m;
         }        long nch,ncl,nrh,nrl; 
 #ifdef DEBUG       /* free an int matrix allocated by imatrix() */ 
         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++)    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
           printf(" %.12e",xit[j]);    free((FREE_ARG) (m+nrl-NR_END)); 
         printf("\n");  } 
 #endif  
       }  /******************* matrix *******************************/
     }  double **matrix(long nrl, long nrh, long ncl, long nch)
   }  {
 }    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
     double **m;
 /**** Prevalence limit ****************/  
     m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)    if (!m) nrerror("allocation failure 1 in matrix()");
 {    m += NR_END;
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit    m -= nrl;
      matrix by transitions matrix until convergence is reached */  
     m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   int i, ii,j,k;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   double min, max, maxmin, maxmax,sumnew=0.;    m[nrl] += NR_END;
   double **matprod2();    m[nrl] -= ncl;
   double **out, cov[NCOVMAX], **pmij();  
   double **newm;    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
   double agefin, delaymax=50 ; /* Max number of years to converge */    return m;
     /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
   for (ii=1;ii<=nlstate+ndeath;ii++)     */
     for (j=1;j<=nlstate+ndeath;j++){  }
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);  
     }  /*************************free matrix ************************/
   void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
    cov[1]=1.;  {
      free((FREE_ARG)(m[nrl]+ncl-NR_END));
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */    free((FREE_ARG)(m+nrl-NR_END));
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){  }
     newm=savm;  
     /* Covariates have to be included here again */  /******************* ma3x *******************************/
      cov[2]=agefin;  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
    {
       for (k=1; k<=cptcovn;k++) {    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];    double ***m;
         /*      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]]);*/  
       }    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
       for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];    if (!m) nrerror("allocation failure 1 in matrix()");
       for (k=1; k<=cptcovprod;k++)    m += NR_END;
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];    m -= nrl;
   
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
       /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/    m[nrl] += NR_END;
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);    m[nrl] -= ncl;
   
     savm=oldm;    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
     oldm=newm;  
     maxmax=0.;    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
     for(j=1;j<=nlstate;j++){    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
       min=1.;    m[nrl][ncl] += NR_END;
       max=0.;    m[nrl][ncl] -= nll;
       for(i=1; i<=nlstate; i++) {    for (j=ncl+1; j<=nch; j++) 
         sumnew=0;      m[nrl][j]=m[nrl][j-1]+nlay;
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];    
         prlim[i][j]= newm[i][j]/(1-sumnew);    for (i=nrl+1; i<=nrh; i++) {
         max=FMAX(max,prlim[i][j]);      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
         min=FMIN(min,prlim[i][j]);      for (j=ncl+1; j<=nch; j++) 
       }        m[i][j]=m[i][j-1]+nlay;
       maxmin=max-min;    }
       maxmax=FMAX(maxmax,maxmin);    return m; 
     }    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
     if(maxmax < ftolpl){             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
       return prlim;    */
     }  }
   }  
 }  /*************************free ma3x ************************/
   void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
 /*************** transition probabilities ***************/  {
     free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )    free((FREE_ARG)(m[nrl]+ncl-NR_END));
 {    free((FREE_ARG)(m+nrl-NR_END));
   double s1, s2;  }
   /*double t34;*/  
   int i,j,j1, nc, ii, jj;  /*************** function subdirf ***********/
   char *subdirf(char fileres[])
     for(i=1; i<= nlstate; i++){  {
     for(j=1; j<i;j++){    /* Caution optionfilefiname is hidden */
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){    strcpy(tmpout,optionfilefiname);
         /*s2 += param[i][j][nc]*cov[nc];*/    strcat(tmpout,"/"); /* Add to the right */
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    strcat(tmpout,fileres);
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/    return tmpout;
       }  }
       ps[i][j]=s2;  
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/  /*************** function subdirf2 ***********/
     }  char *subdirf2(char fileres[], char *preop)
     for(j=i+1; j<=nlstate+ndeath;j++){  {
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){    
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    /* Caution optionfilefiname is hidden */
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/    strcpy(tmpout,optionfilefiname);
       }    strcat(tmpout,"/");
       ps[i][j]=s2;    strcat(tmpout,preop);
     }    strcat(tmpout,fileres);
   }    return tmpout;
     /*ps[3][2]=1;*/  }
   
   for(i=1; i<= nlstate; i++){  /*************** function subdirf3 ***********/
      s1=0;  char *subdirf3(char fileres[], char *preop, char *preop2)
     for(j=1; j<i; j++)  {
       s1+=exp(ps[i][j]);    
     for(j=i+1; j<=nlstate+ndeath; j++)    /* Caution optionfilefiname is hidden */
       s1+=exp(ps[i][j]);    strcpy(tmpout,optionfilefiname);
     ps[i][i]=1./(s1+1.);    strcat(tmpout,"/");
     for(j=1; j<i; j++)    strcat(tmpout,preop);
       ps[i][j]= exp(ps[i][j])*ps[i][i];    strcat(tmpout,preop2);
     for(j=i+1; j<=nlstate+ndeath; j++)    strcat(tmpout,fileres);
       ps[i][j]= exp(ps[i][j])*ps[i][i];    return tmpout;
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */  }
   } /* end i */  
   /***************** f1dim *************************/
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){  extern int ncom; 
     for(jj=1; jj<= nlstate+ndeath; jj++){  extern double *pcom,*xicom;
       ps[ii][jj]=0;  extern double (*nrfunc)(double []); 
       ps[ii][ii]=1;   
     }  double f1dim(double x) 
   }  { 
     int j; 
     double f;
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){    double *xt; 
     for(jj=1; jj<= nlstate+ndeath; jj++){   
      printf("%lf ",ps[ii][jj]);    xt=vector(1,ncom); 
    }    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
     printf("\n ");    f=(*nrfunc)(xt); 
     }    free_vector(xt,1,ncom); 
     printf("\n ");printf("%lf ",cov[2]);*/    return f; 
 /*  } 
   for(i=1; i<= npar; i++) printf("%f ",x[i]);  
   goto end;*/  /*****************brent *************************/
     return ps;  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
 }  { 
     int iter; 
 /**************** Product of 2 matrices ******************/    double a,b,d,etemp;
     double fu,fv,fw,fx;
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)    double ftemp;
 {    double p,q,r,tol1,tol2,u,v,w,x,xm; 
   /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times    double e=0.0; 
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */   
   /* in, b, out are matrice of pointers which should have been initialized    a=(ax < cx ? ax : cx); 
      before: only the contents of out is modified. The function returns    b=(ax > cx ? ax : cx); 
      a pointer to pointers identical to out */    x=w=v=bx; 
   long i, j, k;    fw=fv=fx=(*f)(x); 
   for(i=nrl; i<= nrh; i++)    for (iter=1;iter<=ITMAX;iter++) { 
     for(k=ncolol; k<=ncoloh; k++)      xm=0.5*(a+b); 
       for(j=ncl,out[i][k]=0.; j<=nch; j++)      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
         out[i][k] +=in[i][j]*b[j][k];      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
       printf(".");fflush(stdout);
   return out;      fprintf(ficlog,".");fflush(ficlog);
 }  #ifdef DEBUG
       printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
       fprintf(ficlog,"br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
 /************* Higher Matrix Product ***************/      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
   #endif
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
 {        *xmin=x; 
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month        return fx; 
      duration (i.e. until      } 
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.      ftemp=fu;
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step      if (fabs(e) > tol1) { 
      (typically every 2 years instead of every month which is too big).        r=(x-w)*(fx-fv); 
      Model is determined by parameters x and covariates have to be        q=(x-v)*(fx-fw); 
      included manually here.        p=(x-v)*q-(x-w)*r; 
         q=2.0*(q-r); 
      */        if (q > 0.0) p = -p; 
         q=fabs(q); 
   int i, j, d, h, k;        etemp=e; 
   double **out, cov[NCOVMAX];        e=d; 
   double **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)); 
   /* Hstepm could be zero and should return the unit matrix */        else { 
   for (i=1;i<=nlstate+ndeath;i++)          d=p/q; 
     for (j=1;j<=nlstate+ndeath;j++){          u=x+d; 
       oldm[i][j]=(i==j ? 1.0 : 0.0);          if (u-a < tol2 || b-u < tol2) 
       po[i][j][0]=(i==j ? 1.0 : 0.0);            d=SIGN(tol1,xm-x); 
     }        } 
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */      } else { 
   for(h=1; h <=nhstepm; h++){        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
     for(d=1; d <=hstepm; d++){      } 
       newm=savm;      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
       /* Covariates have to be included here again */      fu=(*f)(u); 
       cov[1]=1.;      if (fu <= fx) { 
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;        if (u >= x) a=x; else b=x; 
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];        SHFT(v,w,x,u) 
       for (k=1; k<=cptcovage;k++)          SHFT(fv,fw,fx,fu) 
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];          } else { 
       for (k=1; k<=cptcovprod;k++)            if (u < x) a=u; else b=u; 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];            if (fu <= fw || w == x) { 
               v=w; 
               w=u; 
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/              fv=fw; 
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/              fw=fu; 
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,            } else if (fu <= fv || v == x || v == w) { 
                    pmij(pmmij,cov,ncovmodel,x,nlstate));              v=u; 
       savm=oldm;              fv=fu; 
       oldm=newm;            } 
     }          } 
     for(i=1; i<=nlstate+ndeath; i++)    } 
       for(j=1;j<=nlstate+ndeath;j++) {    nrerror("Too many iterations in brent"); 
         po[i][j][h]=newm[i][j];    *xmin=x; 
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);    return fx; 
          */  } 
       }  
   } /* end h */  /****************** mnbrak ***********************/
   return po;  
 }  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
               double (*func)(double)) 
   { 
 /*************** log-likelihood *************/    double ulim,u,r,q, dum;
 double func( double *x)    double fu; 
 {   
   int i, ii, j, k, mi, d, kk;    *fa=(*func)(*ax); 
   double l, ll[NLSTATEMAX], cov[NCOVMAX];    *fb=(*func)(*bx); 
   double **out;    if (*fb > *fa) { 
   double sw; /* Sum of weights */      SHFT(dum,*ax,*bx,dum) 
   double lli; /* Individual log likelihood */        SHFT(dum,*fb,*fa,dum) 
   long ipmx;        } 
   /*extern weight */    *cx=(*bx)+GOLD*(*bx-*ax); 
   /* We are differentiating ll according to initial status */    *fc=(*func)(*cx); 
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/    while (*fb > *fc) { 
   /*for(i=1;i<imx;i++)      r=(*bx-*ax)*(*fb-*fc); 
     printf(" %d\n",s[4][i]);      q=(*bx-*cx)*(*fb-*fa); 
   */      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
   cov[1]=1.;        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
       ulim=(*bx)+GLIMIT*(*cx-*bx); 
   for(k=1; k<=nlstate; k++) ll[k]=0.;      if ((*bx-u)*(u-*cx) > 0.0) { 
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){        fu=(*func)(u); 
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];      } else if ((*cx-u)*(u-ulim) > 0.0) { 
     for(mi=1; mi<= wav[i]-1; mi++){        fu=(*func)(u); 
       for (ii=1;ii<=nlstate+ndeath;ii++)        if (fu < *fc) { 
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
       for(d=0; d<dh[mi][i]; d++){            SHFT(*fb,*fc,fu,(*func)(u)) 
         newm=savm;            } 
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
         for (kk=1; kk<=cptcovage;kk++) {        u=ulim; 
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];        fu=(*func)(u); 
         }      } else { 
                u=(*cx)+GOLD*(*cx-*bx); 
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,        fu=(*func)(u); 
                      1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));      } 
         savm=oldm;      SHFT(*ax,*bx,*cx,u) 
         oldm=newm;        SHFT(*fa,*fb,*fc,fu) 
                } 
          } 
       } /* end mult */  
        /*************** linmin ************************/
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);  
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/  int ncom; 
       ipmx +=1;  double *pcom,*xicom;
       sw += weight[i];  double (*nrfunc)(double []); 
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;   
     } /* end of wave */  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
   } /* end of individual */  { 
     double brent(double ax, double bx, double cx, 
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];                 double (*f)(double), double tol, double *xmin); 
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */    double f1dim(double x); 
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
   return -l;                double *fc, double (*func)(double)); 
 }    int j; 
     double xx,xmin,bx,ax; 
     double fx,fb,fa;
 /*********** Maximum Likelihood Estimation ***************/   
     ncom=n; 
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))    pcom=vector(1,n); 
 {    xicom=vector(1,n); 
   int i,j, iter;    nrfunc=func; 
   double **xi,*delti;    for (j=1;j<=n;j++) { 
   double fret;      pcom[j]=p[j]; 
   xi=matrix(1,npar,1,npar);      xicom[j]=xi[j]; 
   for (i=1;i<=npar;i++)    } 
     for (j=1;j<=npar;j++)    ax=0.0; 
       xi[i][j]=(i==j ? 1.0 : 0.0);    xx=1.0; 
   printf("Powell\n");    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
   powell(p,xi,npar,ftol,&iter,&fret,func);    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
   #ifdef DEBUG
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
   #endif
 }    for (j=1;j<=n;j++) { 
       xi[j] *= xmin; 
 /**** Computes Hessian and covariance matrix ***/      p[j] += xi[j]; 
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))    } 
 {    free_vector(xicom,1,n); 
   double  **a,**y,*x,pd;    free_vector(pcom,1,n); 
   double **hess;  } 
   int i, j,jk;  
   int *indx;  char *asc_diff_time(long time_sec, char ascdiff[])
   {
   double hessii(double p[], double delta, int theta, double delti[]);    long sec_left, days, hours, minutes;
   double hessij(double p[], double delti[], int i, int j);    days = (time_sec) / (60*60*24);
   void lubksb(double **a, int npar, int *indx, double b[]) ;    sec_left = (time_sec) % (60*60*24);
   void ludcmp(double **a, int npar, int *indx, double *d) ;    hours = (sec_left) / (60*60) ;
     sec_left = (sec_left) %(60*60);
   hess=matrix(1,npar,1,npar);    minutes = (sec_left) /60;
     sec_left = (sec_left) % (60);
   printf("\nCalculation of the hessian matrix. Wait...\n");    sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
   for (i=1;i<=npar;i++){    return ascdiff;
     printf("%d",i);fflush(stdout);  }
     hess[i][i]=hessii(p,ftolhess,i,delti);  
     /*printf(" %f ",p[i]);*/  /*************** powell ************************/
     /*printf(" %lf ",hess[i][i]);*/  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
   }              double (*func)(double [])) 
    { 
   for (i=1;i<=npar;i++) {    void linmin(double p[], double xi[], int n, double *fret, 
     for (j=1;j<=npar;j++)  {                double (*func)(double [])); 
       if (j>i) {    int i,ibig,j; 
         printf(".%d%d",i,j);fflush(stdout);    double del,t,*pt,*ptt,*xit;
         hess[i][j]=hessij(p,delti,i,j);    double fp,fptt;
         hess[j][i]=hess[i][j];        double *xits;
         /*printf(" %lf ",hess[i][j]);*/    int niterf, itmp;
       }  
     }    pt=vector(1,n); 
   }    ptt=vector(1,n); 
   printf("\n");    xit=vector(1,n); 
     xits=vector(1,n); 
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");    *fret=(*func)(p); 
      for (j=1;j<=n;j++) pt[j]=p[j]; 
   a=matrix(1,npar,1,npar);    for (*iter=1;;++(*iter)) { 
   y=matrix(1,npar,1,npar);      fp=(*fret); 
   x=vector(1,npar);      ibig=0; 
   indx=ivector(1,npar);      del=0.0; 
   for (i=1;i<=npar;i++)      last_time=curr_time;
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];      (void) gettimeofday(&curr_time,&tzp);
   ludcmp(a,npar,indx,&pd);      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);
       /*    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);
   for (j=1;j<=npar;j++) {      fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec);
     for (i=1;i<=npar;i++) x[i]=0;      */
     x[j]=1;     for (i=1;i<=n;i++) {
     lubksb(a,npar,indx,x);        printf(" %d %.12f",i, p[i]);
     for (i=1;i<=npar;i++){        fprintf(ficlog," %d %.12lf",i, p[i]);
       matcov[i][j]=x[i];        fprintf(ficrespow," %.12lf", p[i]);
     }      }
   }      printf("\n");
       fprintf(ficlog,"\n");
   printf("\n#Hessian matrix#\n");      fprintf(ficrespow,"\n");fflush(ficrespow);
   for (i=1;i<=npar;i++) {      if(*iter <=3){
     for (j=1;j<=npar;j++) {        tm = *localtime(&curr_time.tv_sec);
       printf("%.3e ",hess[i][j]);        strcpy(strcurr,asctime(&tm));
     }  /*       asctime_r(&tm,strcurr); */
     printf("\n");        forecast_time=curr_time; 
   }        itmp = strlen(strcurr);
         if(strcurr[itmp-1]=='\n')  /* Windows outputs with a new line */
   /* Recompute Inverse */          strcurr[itmp-1]='\0';
   for (i=1;i<=npar;i++)        printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];        fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
   ludcmp(a,npar,indx,&pd);        for(niterf=10;niterf<=30;niterf+=10){
           forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
   /*  printf("\n#Hessian matrix recomputed#\n");          tmf = *localtime(&forecast_time.tv_sec);
   /*      asctime_r(&tmf,strfor); */
   for (j=1;j<=npar;j++) {          strcpy(strfor,asctime(&tmf));
     for (i=1;i<=npar;i++) x[i]=0;          itmp = strlen(strfor);
     x[j]=1;          if(strfor[itmp-1]=='\n')
     lubksb(a,npar,indx,x);          strfor[itmp-1]='\0';
     for (i=1;i<=npar;i++){          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);
       y[i][j]=x[i];          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);
       printf("%.3e ",y[i][j]);        }
     }      }
     printf("\n");      for (i=1;i<=n;i++) { 
   }        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
   */        fptt=(*fret); 
   #ifdef DEBUG
   free_matrix(a,1,npar,1,npar);        printf("fret=%lf \n",*fret);
   free_matrix(y,1,npar,1,npar);        fprintf(ficlog,"fret=%lf \n",*fret);
   free_vector(x,1,npar);  #endif
   free_ivector(indx,1,npar);        printf("%d",i);fflush(stdout);
   free_matrix(hess,1,npar,1,npar);        fprintf(ficlog,"%d",i);fflush(ficlog);
         linmin(p,xit,n,fret,func); 
         if (fabs(fptt-(*fret)) > del) { 
 }          del=fabs(fptt-(*fret)); 
           ibig=i; 
 /*************** hessian matrix ****************/        } 
 double hessii( double x[], double delta, int theta, double delti[])  #ifdef DEBUG
 {        printf("%d %.12e",i,(*fret));
   int i;        fprintf(ficlog,"%d %.12e",i,(*fret));
   int l=1, lmax=20;        for (j=1;j<=n;j++) {
   double k1,k2;          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
   double p2[NPARMAX+1];          printf(" x(%d)=%.12e",j,xit[j]);
   double res;          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;        }
   double fx;        for(j=1;j<=n;j++) {
   int k=0,kmax=10;          printf(" p=%.12e",p[j]);
   double l1;          fprintf(ficlog," p=%.12e",p[j]);
         }
   fx=func(x);        printf("\n");
   for (i=1;i<=npar;i++) p2[i]=x[i];        fprintf(ficlog,"\n");
   for(l=0 ; l <=lmax; l++){  #endif
     l1=pow(10,l);      } 
     delts=delt;      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
     for(k=1 ; k <kmax; k=k+1){  #ifdef DEBUG
       delt = delta*(l1*k);        int k[2],l;
       p2[theta]=x[theta] +delt;        k[0]=1;
       k1=func(p2)-fx;        k[1]=-1;
       p2[theta]=x[theta]-delt;        printf("Max: %.12e",(*func)(p));
       k2=func(p2)-fx;        fprintf(ficlog,"Max: %.12e",(*func)(p));
       /*res= (k1-2.0*fx+k2)/delt/delt; */        for (j=1;j<=n;j++) {
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */          printf(" %.12e",p[j]);
                fprintf(ficlog," %.12e",p[j]);
 #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);        printf("\n");
 #endif        fprintf(ficlog,"\n");
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */        for(l=0;l<=1;l++) {
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){          for (j=1;j<=n;j++) {
         k=kmax;            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
       }            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
         k=kmax; l=lmax*10.;          }
       }          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
         delts=delt;        }
       }  #endif
     }  
   }  
   delti[theta]=delts;        free_vector(xit,1,n); 
   return res;        free_vector(xits,1,n); 
          free_vector(ptt,1,n); 
 }        free_vector(pt,1,n); 
         return; 
 double hessij( double x[], double delti[], int thetai,int thetaj)      } 
 {      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
   int i;      for (j=1;j<=n;j++) { 
   int l=1, l1, lmax=20;        ptt[j]=2.0*p[j]-pt[j]; 
   double k1,k2,k3,k4,res,fx;        xit[j]=p[j]-pt[j]; 
   double p2[NPARMAX+1];        pt[j]=p[j]; 
   int k;      } 
       fptt=(*func)(ptt); 
   fx=func(x);      if (fptt < fp) { 
   for (k=1; k<=2; k++) {        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
     for (i=1;i<=npar;i++) p2[i]=x[i];        if (t < 0.0) { 
     p2[thetai]=x[thetai]+delti[thetai]/k;          linmin(p,xit,n,fret,func); 
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;          for (j=1;j<=n;j++) { 
     k1=func(p2)-fx;            xi[j][ibig]=xi[j][n]; 
              xi[j][n]=xit[j]; 
     p2[thetai]=x[thetai]+delti[thetai]/k;          }
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;  #ifdef DEBUG
     k2=func(p2)-fx;          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
            fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
     p2[thetai]=x[thetai]-delti[thetai]/k;          for(j=1;j<=n;j++){
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;            printf(" %.12e",xit[j]);
     k3=func(p2)-fx;            fprintf(ficlog," %.12e",xit[j]);
            }
     p2[thetai]=x[thetai]-delti[thetai]/k;          printf("\n");
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;          fprintf(ficlog,"\n");
     k4=func(p2)-fx;  #endif
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */        }
 #ifdef DEBUG      } 
     printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);    } 
 #endif  } 
   }  
   return res;  /**** Prevalence limit (stable or period prevalence)  ****************/
 }  
   double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
 /************** Inverse of matrix **************/  {
 void ludcmp(double **a, int n, int *indx, double *d)    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
 {       matrix by transitions matrix until convergence is reached */
   int i,imax,j,k;  
   double big,dum,sum,temp;    int i, ii,j,k;
   double *vv;    double min, max, maxmin, maxmax,sumnew=0.;
      double **matprod2();
   vv=vector(1,n);    double **out, cov[NCOVMAX], **pmij();
   *d=1.0;    double **newm;
   for (i=1;i<=n;i++) {    double agefin, delaymax=50 ; /* Max number of years to converge */
     big=0.0;  
     for (j=1;j<=n;j++)    for (ii=1;ii<=nlstate+ndeath;ii++)
       if ((temp=fabs(a[i][j])) > big) big=temp;      for (j=1;j<=nlstate+ndeath;j++){
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     vv[i]=1.0/big;      }
   }  
   for (j=1;j<=n;j++) {     cov[1]=1.;
     for (i=1;i<j;i++) {   
       sum=a[i][j];   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
       a[i][j]=sum;      newm=savm;
     }      /* Covariates have to be included here again */
     big=0.0;       cov[2]=agefin;
     for (i=j;i<=n;i++) {    
       sum=a[i][j];        for (k=1; k<=cptcovn;k++) {
       for (k=1;k<j;k++)          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
         sum -= a[i][k]*a[k][j];          /*      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]]);*/
       a[i][j]=sum;        }
       if ( (dum=vv[i]*fabs(sum)) >= big) {        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
         big=dum;        for (k=1; k<=cptcovprod;k++)
         imax=i;          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
       }  
     }        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
     if (j != imax) {        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
       for (k=1;k<=n;k++) {        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
         dum=a[imax][k];      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
         a[imax][k]=a[j][k];  
         a[j][k]=dum;      savm=oldm;
       }      oldm=newm;
       *d = -(*d);      maxmax=0.;
       vv[imax]=vv[j];      for(j=1;j<=nlstate;j++){
     }        min=1.;
     indx[j]=imax;        max=0.;
     if (a[j][j] == 0.0) a[j][j]=TINY;        for(i=1; i<=nlstate; i++) {
     if (j != n) {          sumnew=0;
       dum=1.0/(a[j][j]);          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
       for (i=j+1;i<=n;i++) a[i][j] *= dum;          prlim[i][j]= newm[i][j]/(1-sumnew);
     }          max=FMAX(max,prlim[i][j]);
   }          min=FMIN(min,prlim[i][j]);
   free_vector(vv,1,n);  /* Doesn't work */        }
 ;        maxmin=max-min;
 }        maxmax=FMAX(maxmax,maxmin);
       }
 void lubksb(double **a, int n, int *indx, double b[])      if(maxmax < ftolpl){
 {        return prlim;
   int i,ii=0,ip,j;      }
   double sum;    }
    }
   for (i=1;i<=n;i++) {  
     ip=indx[i];  /*************** transition probabilities ***************/ 
     sum=b[ip];  
     b[ip]=b[i];  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
     if (ii)  {
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];    double s1, s2;
     else if (sum) ii=i;    /*double t34;*/
     b[i]=sum;    int i,j,j1, nc, ii, jj;
   }  
   for (i=n;i>=1;i--) {      for(i=1; i<= nlstate; i++){
     sum=b[i];        for(j=1; j<i;j++){
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];          for (nc=1, s2=0.;nc <=ncovmodel; nc++){
     b[i]=sum/a[i][i];            /*s2 += param[i][j][nc]*cov[nc];*/
   }            s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
 }  /*       printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2); */
           }
 /************ Frequencies ********************/          ps[i][j]=s2;
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2,double jprev1, double mprev1,double anprev1,double jprev2, double mprev2,double anprev2)  /*      printf("s1=%.17e, s2=%.17e\n",s1,s2); */
 {  /* Some frequencies */        }
          for(j=i+1; j<=nlstate+ndeath;j++){
   int i, m, jk, k1,i1, j1, bool, z1,z2,j;          for (nc=1, s2=0.;nc <=ncovmodel; nc++){
   double ***freq; /* Frequencies */            s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
   double *pp;  /*        printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2); */
   double pos, k2, dateintsum=0,k2cpt=0;          }
   FILE *ficresp;          ps[i][j]=s2;
   char fileresp[FILENAMELENGTH];        }
        }
   pp=vector(1,nlstate);      /*ps[3][2]=1;*/
   probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);      
   strcpy(fileresp,"p");      for(i=1; i<= nlstate; i++){
   strcat(fileresp,fileres);        s1=0;
   if((ficresp=fopen(fileresp,"w"))==NULL) {        for(j=1; j<i; j++)
     printf("Problem with prevalence resultfile: %s\n", fileresp);          s1+=exp(ps[i][j]);
     exit(0);        for(j=i+1; j<=nlstate+ndeath; j++)
   }          s1+=exp(ps[i][j]);
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);        ps[i][i]=1./(s1+1.);
   j1=0;        for(j=1; j<i; j++)
            ps[i][j]= exp(ps[i][j])*ps[i][i];
   j=cptcoveff;        for(j=i+1; j<=nlstate+ndeath; j++)
   if (cptcovn<1) {j=1;ncodemax[1]=1;}          ps[i][j]= exp(ps[i][j])*ps[i][i];
          /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
   for(k1=1; k1<=j;k1++){      } /* end i */
     for(i1=1; i1<=ncodemax[k1];i1++){      
       j1++;      for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
       /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);        for(jj=1; jj<= nlstate+ndeath; jj++){
         scanf("%d", i);*/          ps[ii][jj]=0;
       for (i=-1; i<=nlstate+ndeath; i++)            ps[ii][ii]=1;
         for (jk=-1; jk<=nlstate+ndeath; jk++)          }
           for(m=agemin; m <= agemax+3; m++)      }
             freq[i][jk][m]=0;      
        
       dateintsum=0;  /*        for(ii=1; ii<= nlstate+ndeath; ii++){ */
       k2cpt=0;  /*       for(jj=1; jj<= nlstate+ndeath; jj++){ */
       for (i=1; i<=imx; i++) {  /*         printf("ddd %lf ",ps[ii][jj]); */
         bool=1;  /*       } */
         if  (cptcovn>0) {  /*       printf("\n "); */
           for (z1=1; z1<=cptcoveff; z1++)  /*        } */
             if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])  /*        printf("\n ");printf("%lf ",cov[2]); */
               bool=0;         /*
         }        for(i=1; i<= npar; i++) printf("%f ",x[i]);
         if (bool==1) {        goto end;*/
           for(m=firstpass; m<=lastpass; m++){      return ps;
             k2=anint[m][i]+(mint[m][i]/12.);  }
             if ((k2>=dateprev1) && (k2<=dateprev2)) {  
               if(agev[m][i]==0) agev[m][i]=agemax+1;  /**************** Product of 2 matrices ******************/
               if(agev[m][i]==1) agev[m][i]=agemax+2;  
               if (m<lastpass) {  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
                 freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];  {
                 freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];    /* 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(...) */
                  /* in, b, out are matrice of pointers which should have been initialized 
               if ((agev[m][i]>1) && (agev[m][i]< (agemax+3))) {       before: only the contents of out is modified. The function returns
                 dateintsum=dateintsum+k2;       a pointer to pointers identical to out */
                 k2cpt++;    long i, j, k;
               }    for(i=nrl; i<= nrh; i++)
             }      for(k=ncolol; k<=ncoloh; k++)
           }        for(j=ncl,out[i][k]=0.; j<=nch; j++)
         }          out[i][k] +=in[i][j]*b[j][k];
       }  
            return out;
       fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);  }
   
       if  (cptcovn>0) {  
         fprintf(ficresp, "\n#********** Variable ");  /************* Higher Matrix Product ***************/
         for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);  
         fprintf(ficresp, "**********\n#");  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
       }  {
       for(i=1; i<=nlstate;i++)    /* Computes the transition matrix starting at age 'age' over 
         fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);       'nhstepm*hstepm*stepm' months (i.e. until
       fprintf(ficresp, "\n");       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
             nhstepm*hstepm matrices. 
       for(i=(int)agemin; i <= (int)agemax+3; i++){       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
         if(i==(int)agemax+3)       (typically every 2 years instead of every month which is too big 
           printf("Total");       for the memory).
         else       Model is determined by parameters x and covariates have to be 
           printf("Age %d", i);       included manually here. 
         for(jk=1; jk <=nlstate ; jk++){  
           for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)       */
             pp[jk] += freq[jk][m][i];  
         }    int i, j, d, h, k;
         for(jk=1; jk <=nlstate ; jk++){    double **out, cov[NCOVMAX];
           for(m=-1, pos=0; m <=0 ; m++)    double **newm;
             pos += freq[jk][m][i];  
           if(pp[jk]>=1.e-10)    /* Hstepm could be zero and should return the unit matrix */
             printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);    for (i=1;i<=nlstate+ndeath;i++)
           else      for (j=1;j<=nlstate+ndeath;j++){
             printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);        oldm[i][j]=(i==j ? 1.0 : 0.0);
         }        po[i][j][0]=(i==j ? 1.0 : 0.0);
       }
         for(jk=1; jk <=nlstate ; jk++){    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
           for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)    for(h=1; h <=nhstepm; h++){
             pp[jk] += freq[jk][m][i];      for(d=1; d <=hstepm; d++){
         }        newm=savm;
         /* Covariates have to be included here again */
         for(jk=1,pos=0; jk <=nlstate ; jk++)        cov[1]=1.;
           pos += pp[jk];        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
         for(jk=1; jk <=nlstate ; jk++){        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
           if(pos>=1.e-5)        for (k=1; k<=cptcovage;k++)
             printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
           else        for (k=1; k<=cptcovprod;k++)
             printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
           if( i <= (int) agemax){  
             if(pos>=1.e-5){  
               fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
               probs[i][jk][j1]= pp[jk]/pos;        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
               /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
             }                     pmij(pmmij,cov,ncovmodel,x,nlstate));
             else        savm=oldm;
               fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);        oldm=newm;
           }      }
         }      for(i=1; i<=nlstate+ndeath; i++)
                for(j=1;j<=nlstate+ndeath;j++) {
         for(jk=-1; jk <=nlstate+ndeath; jk++)          po[i][j][h]=newm[i][j];
           for(m=-1; m <=nlstate+ndeath; m++)          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
             if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);           */
         if(i <= (int) agemax)        }
           fprintf(ficresp,"\n");    } /* end h */
         printf("\n");    return po;
       }  }
     }  
   }  
   dateintmean=dateintsum/k2cpt;  /*************** log-likelihood *************/
    double func( double *x)
   fclose(ficresp);  {
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);    int i, ii, j, k, mi, d, kk;
   free_vector(pp,1,nlstate);    double l, ll[NLSTATEMAX], cov[NCOVMAX];
      double **out;
   /* End of Freq */    double sw; /* Sum of weights */
 }    double lli; /* Individual log likelihood */
     int s1, s2;
 /************ Prevalence ********************/    double bbh, survp;
 void prevalence(int agemin, float agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, double calagedate)    long ipmx;
 {  /* Some frequencies */    /*extern weight */
      /* We are differentiating ll according to initial status */
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
   double ***freq; /* Frequencies */    /*for(i=1;i<imx;i++) 
   double *pp;      printf(" %d\n",s[4][i]);
   double pos, k2;    */
     cov[1]=1.;
   pp=vector(1,nlstate);  
   probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);    for(k=1; k<=nlstate; k++) ll[k]=0.;
    
   freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);    if(mle==1){
   j1=0;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
          for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   j=cptcoveff;        for(mi=1; mi<= wav[i]-1; mi++){
   if (cptcovn<1) {j=1;ncodemax[1]=1;}          for (ii=1;ii<=nlstate+ndeath;ii++)
              for (j=1;j<=nlstate+ndeath;j++){
  for(k1=1; k1<=j;k1++){              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     for(i1=1; i1<=ncodemax[k1];i1++){              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       j1++;            }
            for(d=0; d<dh[mi][i]; d++){
       for (i=-1; i<=nlstate+ndeath; i++)              newm=savm;
         for (jk=-1; jk<=nlstate+ndeath; jk++)              cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
           for(m=agemin; m <= agemax+3; m++)            for (kk=1; kk<=cptcovage;kk++) {
             freq[i][jk][m]=0;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
                  }
       for (i=1; i<=imx; i++) {            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
         bool=1;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
         if  (cptcovn>0) {            savm=oldm;
           for (z1=1; z1<=cptcoveff; z1++)            oldm=newm;
             if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])          } /* end mult */
               bool=0;        
         }          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
         if (bool==1) {          /* But now since version 0.9 we anticipate for bias at large stepm.
           for(m=firstpass; m<=lastpass; m++){           * If stepm is larger than one month (smallest stepm) and if the exact delay 
             k2=anint[m][i]+(mint[m][i]/12.);           * (in months) between two waves is not a multiple of stepm, we rounded to 
             if ((k2>=dateprev1) && (k2<=dateprev2)) {           * the nearest (and in case of equal distance, to the lowest) interval but now
               if(agev[m][i]==0) agev[m][i]=agemax+1;           * we keep into memory the bias bh[mi][i] and also the previous matrix product
               if(agev[m][i]==1) agev[m][i]=agemax+2;           * (i.e to dh[mi][i]-1) saved in 'savm'. Then we inter(extra)polate the
               if (m<lastpass) freq[s[m][i]][s[m+1][i]][(int)(agev[m][i]+1-((int)calagedate %12)/12.)] += weight[i];           * probability in order to take into account the bias as a fraction of the way
               /* freq[s[m][i]][s[m+1][i]][(int)(agemax+3+1)] += weight[i];  */           * from savm to out if bh is negative or even beyond if bh is positive. bh varies
             }           * -stepm/2 to stepm/2 .
           }           * For stepm=1 the results are the same as for previous versions of Imach.
         }           * For stepm > 1 the results are less biased than in previous versions. 
       }           */
         for(i=(int)agemin; i <= (int)agemax+3; i++){          s1=s[mw[mi][i]][i];
           for(jk=1; jk <=nlstate ; jk++){          s2=s[mw[mi+1][i]][i];
             for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)          bbh=(double)bh[mi][i]/(double)stepm; 
               pp[jk] += freq[jk][m][i];          /* bias bh is positive if real duration
           }           * is higher than the multiple of stepm and negative otherwise.
           for(jk=1; jk <=nlstate ; jk++){           */
             for(m=-1, pos=0; m <=0 ; m++)          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
             pos += freq[jk][m][i];          if( s2 > nlstate){ 
         }            /* 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 
          for(jk=1; jk <=nlstate ; jk++){               die between last step unit time and current  step unit time, 
            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)               which is also equal to probability to die before dh 
              pp[jk] += freq[jk][m][i];               minus probability to die before dh-stepm . 
          }               In version up to 0.92 likelihood was computed
                    as if date of death was unknown. Death was treated as any other
          for(jk=1,pos=0; jk <=nlstate ; jk++) pos += pp[jk];          health state: the date of the interview describes the actual state
           and not the date of a change in health state. The former idea was
          for(jk=1; jk <=nlstate ; jk++){                    to consider that at each interview the state was recorded
            if( i <= (int) agemax){          (healthy, disable or death) and IMaCh was corrected; but when we
              if(pos>=1.e-5){          introduced the exact date of death then we should have modified
                probs[i][jk][j1]= pp[jk]/pos;          the contribution of an exact death to the likelihood. This new
              }          contribution is smaller and very dependent of the step unit
            }          stepm. It is no more the probability to die between last interview
          }          and month of death but the probability to survive from last
                    interview up to one month before death multiplied by the
         }          probability to die within a month. Thanks to Chris
     }          Jackson for correcting this bug.  Former versions increased
   }          mortality artificially. The bad side is that we add another loop
            which slows down the processing. The difference can be up to 10%
            lower mortality.
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);            */
   free_vector(pp,1,nlstate);            lli=log(out[s1][s2] - savm[s1][s2]);
    
 }  /* End of Freq */  
           } else if  (s2==-2) {
 /************* Waves Concatenation ***************/            for (j=1,survp=0. ; j<=nlstate; j++) 
               survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)            /*survp += out[s1][j]; */
 {            lli= log(survp);
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.          }
      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          else if  (s2==-4) { 
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]            for (j=3,survp=0. ; j<=nlstate; j++)  
      and mw[mi+1][i]. dh depends on stepm.              survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
      */            lli= log(survp); 
           } 
   int i, mi, m;  
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;          else if  (s2==-5) { 
      double sum=0., jmean=0.;*/            for (j=1,survp=0. ; j<=2; j++)  
               survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
   int j, k=0,jk, ju, jl;            lli= log(survp); 
   double sum=0.;          } 
   jmin=1e+5;          
   jmax=-1;          else{
   jmean=0.;            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
   for(i=1; i<=imx; i++){            /*  lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2]));*/ /* linear interpolation */
     mi=0;          } 
     m=firstpass;          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
     while(s[m][i] <= nlstate){          /*if(lli ==000.0)*/
       if(s[m][i]>=1)          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
         mw[++mi][i]=m;          ipmx +=1;
       if(m >=lastpass)          sw += weight[i];
         break;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
       else        } /* end of wave */
         m++;      } /* end of individual */
     }/* end while */    }  else if(mle==2){
     if (s[m][i] > nlstate){      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
       mi++;     /* Death is another wave */        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       /* if(mi==0)  never been interviewed correctly before death */        for(mi=1; mi<= wav[i]-1; mi++){
          /* Only death is a correct wave */          for (ii=1;ii<=nlstate+ndeath;ii++)
       mw[mi][i]=m;            for (j=1;j<=nlstate+ndeath;j++){
     }              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
               savm[ii][j]=(ii==j ? 1.0 : 0.0);
     wav[i]=mi;            }
     if(mi==0)          for(d=0; d<=dh[mi][i]; d++){
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);            newm=savm;
   }            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
             for (kk=1; kk<=cptcovage;kk++) {
   for(i=1; i<=imx; i++){              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     for(mi=1; mi<wav[i];mi++){            }
       if (stepm <=0)            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
         dh[mi][i]=1;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       else{            savm=oldm;
         if (s[mw[mi+1][i]][i] > nlstate) {            oldm=newm;
           if (agedc[i] < 2*AGESUP) {          } /* end mult */
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);        
           if(j==0) j=1;  /* Survives at least one month after exam */          s1=s[mw[mi][i]][i];
           k=k+1;          s2=s[mw[mi+1][i]][i];
           if (j >= jmax) jmax=j;          bbh=(double)bh[mi][i]/(double)stepm; 
           if (j <= jmin) jmin=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 */
           sum=sum+j;          ipmx +=1;
           /*if (j<0) printf("j=%d num=%d \n",j,i); */          sw += weight[i];
           }          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         }        } /* end of wave */
         else{      } /* end of individual */
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));    }  else if(mle==3){  /* exponential inter-extrapolation */
           k=k+1;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
           if (j >= jmax) jmax=j;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
           else if (j <= jmin)jmin=j;        for(mi=1; mi<= wav[i]-1; mi++){
           /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */          for (ii=1;ii<=nlstate+ndeath;ii++)
           sum=sum+j;            for (j=1;j<=nlstate+ndeath;j++){
         }              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
         jk= j/stepm;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
         jl= j -jk*stepm;            }
         ju= j -(jk+1)*stepm;          for(d=0; d<dh[mi][i]; d++){
         if(jl <= -ju)            newm=savm;
           dh[mi][i]=jk;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
         else            for (kk=1; kk<=cptcovage;kk++) {
           dh[mi][i]=jk+1;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
         if(dh[mi][i]==0)            }
           dh[mi][i]=1; /* At least one step */            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       }                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     }            savm=oldm;
   }            oldm=newm;
   jmean=sum/k;          } /* end mult */
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);        
  }          s1=s[mw[mi][i]][i];
 /*********** Tricode ****************************/          s2=s[mw[mi+1][i]][i];
 void tricode(int *Tvar, int **nbcode, int imx)          bbh=(double)bh[mi][i]/(double)stepm; 
 {          lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
   int Ndum[20],ij=1, k, j, i;          ipmx +=1;
   int cptcode=0;          sw += weight[i];
   cptcoveff=0;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
          } /* end of wave */
   for (k=0; k<19; k++) Ndum[k]=0;      } /* end of individual */
   for (k=1; k<=7; k++) ncodemax[k]=0;    }else if (mle==4){  /* ml=4 no inter-extrapolation */
       for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     for (i=1; i<=imx; i++) {        for(mi=1; mi<= wav[i]-1; mi++){
       ij=(int)(covar[Tvar[j]][i]);          for (ii=1;ii<=nlstate+ndeath;ii++)
       Ndum[ij]++;            for (j=1;j<=nlstate+ndeath;j++){
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       if (ij > cptcode) cptcode=ij;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     }            }
           for(d=0; d<dh[mi][i]; d++){
     for (i=0; i<=cptcode; i++) {            newm=savm;
       if(Ndum[i]!=0) ncodemax[j]++;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     }            for (kk=1; kk<=cptcovage;kk++) {
     ij=1;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
             }
           
     for (i=1; i<=ncodemax[j]; i++) {            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       for (k=0; k<=19; k++) {                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
         if (Ndum[k] != 0) {            savm=oldm;
           nbcode[Tvar[j]][ij]=k;            oldm=newm;
           /*     printf("nbcodeaaaaaaaaaaa=%d Tvar[j]=%d ij=%d j=%d",nbcode[Tvar[j]][ij],Tvar[j],ij,j);*/          } /* end mult */
           ij++;        
         }          s1=s[mw[mi][i]][i];
         if (ij > ncodemax[j]) break;          s2=s[mw[mi+1][i]][i];
       }            if( s2 > nlstate){ 
     }            lli=log(out[s1][s2] - savm[s1][s2]);
   }            }else{
             lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
  for (k=0; k<19; k++) Ndum[k]=0;          }
           ipmx +=1;
  for (i=1; i<=ncovmodel-2; i++) {          sw += weight[i];
       ij=Tvar[i];          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
       Ndum[ij]++;  /*      printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
     }        } /* end of wave */
       } /* end of individual */
  ij=1;    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
  for (i=1; i<=10; i++) {      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
    if((Ndum[i]!=0) && (i<=ncovcol)){        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
      Tvaraff[ij]=i;        for(mi=1; mi<= wav[i]-1; mi++){
      ij++;          for (ii=1;ii<=nlstate+ndeath;ii++)
    }            for (j=1;j<=nlstate+ndeath;j++){
  }              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
                savm[ii][j]=(ii==j ? 1.0 : 0.0);
     cptcoveff=ij-1;            }
 }          for(d=0; d<dh[mi][i]; d++){
             newm=savm;
 /*********** Health Expectancies ****************/            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
             for (kk=1; kk<=cptcovage;kk++) {
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 {            }
   /* Health expectancies */          
   int i, j, nhstepm, hstepm, h, nstepm, k;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   double age, agelim, hf;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   double ***p3mat;            savm=oldm;
              oldm=newm;
   fprintf(ficreseij,"# Health expectancies\n");          } /* end mult */
   fprintf(ficreseij,"# Age");        
   for(i=1; i<=nlstate;i++)          s1=s[mw[mi][i]][i];
     for(j=1; j<=nlstate;j++)          s2=s[mw[mi+1][i]][i];
       fprintf(ficreseij," %1d-%1d",i,j);          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
   fprintf(ficreseij,"\n");          ipmx +=1;
           sw += weight[i];
   k=1;             /* For example stepm=6 months */          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   hstepm=k*YEARM; /* (a) Every k years of age (in months), for example every k=2 years 24 m */          /*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]);*/
   hstepm=stepm;   /* or (b) We decided to compute the life expectancy with the smallest unit */        } /* end of wave */
   /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm.      } /* end of individual */
      nhstepm is the number of hstepm from age to agelim    } /* End of if */
      nstepm is the number of stepm from age to agelin.    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
      Look at hpijx to understand the reason of that which relies in memory size    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
      and note for a fixed period like k years */    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
   /* We decided (b) to get a life expectancy respecting the most precise curvature of the    return -l;
      survival function given by stepm (the optimization length). Unfortunately it  }
      means that if the survival funtion is printed only each two years of age and if  
      you sum them up and add 1 year (area under the trapezoids) you won't get the same  /*************** log-likelihood *************/
      results. So we changed our mind and took the option of the best precision.  double funcone( double *x)
   */  {
   hstepm=hstepm/stepm; /* Typically in stepm units, if k= 2 years, = 2/6 months = 4 */    /* Same as likeli but slower because of a lot of printf and if */
     int i, ii, j, k, mi, d, kk;
   agelim=AGESUP;    double l, ll[NLSTATEMAX], cov[NCOVMAX];
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    double **out;
     /* nhstepm age range expressed in number of stepm */    double lli; /* Individual log likelihood */
     nstepm=(int) rint((agelim-age)*YEARM/stepm);    double llt;
     /* Typically if 20 years nstepm = 20*12/6=40 stepm */    int s1, s2;
     /* if (stepm >= YEARM) hstepm=1;*/    double bbh, survp;
     nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */    /*extern weight */
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    /* We are differentiating ll according to initial status */
     /* Computed by stepm unit matrices, product of hstepm matrices, stored    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */    /*for(i=1;i<imx;i++) 
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);        printf(" %d\n",s[4][i]);
     hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */    */
     for(i=1; i<=nlstate;i++)    cov[1]=1.;
       for(j=1; j<=nlstate;j++)  
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){    for(k=1; k<=nlstate; k++) ll[k]=0.;
           eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;  
           /* if((int)age==70)printf("i=%2d,j=%2d,h=%2d,age=%3d,%9.4f,%9.4f,%9.4f\n",i,j,h,(int)age,p3mat[i][j][h],hf,eij[i][j][(int)age]);*/    for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         }      for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     fprintf(ficreseij,"%3.0f",age );      for(mi=1; mi<= wav[i]-1; mi++){
     for(i=1; i<=nlstate;i++)        for (ii=1;ii<=nlstate+ndeath;ii++)
       for(j=1; j<=nlstate;j++){          for (j=1;j<=nlstate+ndeath;j++){
         fprintf(ficreseij," %9.4f", eij[i][j][(int)age]);            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       }            savm[ii][j]=(ii==j ? 1.0 : 0.0);
     fprintf(ficreseij,"\n");          }
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        for(d=0; d<dh[mi][i]; d++){
   }          newm=savm;
 }          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
           for (kk=1; kk<=cptcovage;kk++) {
 /************ Variance ******************/            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 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)          }
 {          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   /* Variance of health expectancies */                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/          savm=oldm;
   double **newm;          oldm=newm;
   double **dnewm,**doldm;        } /* end mult */
   int i, j, nhstepm, hstepm, h, nstepm, kk;        
   int k, cptcode;        s1=s[mw[mi][i]][i];
   double *xp;        s2=s[mw[mi+1][i]][i];
   double **gp, **gm;        bbh=(double)bh[mi][i]/(double)stepm; 
   double ***gradg, ***trgradg;        /* bias is positive if real duration
   double ***p3mat;         * is higher than the multiple of stepm and negative otherwise.
   double age,agelim, hf;         */
   int theta;        if( s2 > nlstate && (mle <5) ){  /* Jackson */
           lli=log(out[s1][s2] - savm[s1][s2]);
    fprintf(ficresvij,"# Covariances of life expectancies\n");        } else if  (s2==-2) {
   fprintf(ficresvij,"# Age");          for (j=1,survp=0. ; j<=nlstate; j++) 
   for(i=1; i<=nlstate;i++)            survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
     for(j=1; j<=nlstate;j++)          lli= log(survp);
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);        }else if (mle==1){
   fprintf(ficresvij,"\n");          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
         } else if(mle==2){
   xp=vector(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 */
   dnewm=matrix(1,nlstate,1,npar);        } else if(mle==3){  /* exponential inter-extrapolation */
   doldm=matrix(1,nlstate,1,nlstate);          lli= (savm[s1][s2]>(double)1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
          } else if (mle==4){  /* mle=4 no inter-extrapolation */
   kk=1;             /* For example stepm=6 months */          lli=log(out[s1][s2]); /* Original formula */
   hstepm=kk*YEARM; /* (a) Every k years of age (in months), for example every k=2 years 24 m */        } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
   hstepm=stepm;   /* or (b) We decided to compute the life expectancy with the smallest unit */          lli=log(out[s1][s2]); /* Original formula */
   /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm.        } /* End of if */
      nhstepm is the number of hstepm from age to agelim        ipmx +=1;
      nstepm is the number of stepm from age to agelin.        sw += weight[i];
      Look at hpijx to understand the reason of that which relies in memory size        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
      and note for a fixed period like k years */  /*       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]); */
   /* We decided (b) to get a life expectancy respecting the most precise curvature of the        if(globpr){
      survival function given by stepm (the optimization length). Unfortunately it          fprintf(ficresilk,"%9d %6d %2d %2d %1d %1d %3d %11.6f %8.4f\
      means that if the survival funtion is printed only each two years of age and if   %11.6f %11.6f %11.6f ", \
      you sum them up and add 1 year (area under the trapezoids) you won't get the same                  num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
      results. So we changed our mind and took the option of the best precision.                  2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
   */          for(k=1,llt=0.,l=0.; k<=nlstate; k++){
   hstepm=hstepm/stepm; /* Typically in stepm units, if k= 2 years, = 2/6 months = 4 */            llt +=ll[k]*gipmx/gsw;
   agelim = AGESUP;            fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */          }
     nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */          fprintf(ficresilk," %10.6f\n", -llt);
     nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */        }
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      } /* end of wave */
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);    } /* end of individual */
     gp=matrix(0,nhstepm,1,nlstate);    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
     gm=matrix(0,nhstepm,1,nlstate);    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
     l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
     for(theta=1; theta <=npar; theta++){    if(globpr==0){ /* First time we count the contributions and weights */
       for(i=1; i<=npar; i++){ /* Computes gradient */      gipmx=ipmx;
         xp[i] = x[i] + (i==theta ?delti[theta]:0);      gsw=sw;
       }    }
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);      return -l;
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);  }
   
       if (popbased==1) {  
         for(i=1; i<=nlstate;i++)  /*************** function likelione ***********/
           prlim[i][i]=probs[(int)age][i][ij];  void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
       }  {
      /* This routine should help understanding what is done with 
       for(j=1; j<= nlstate; j++){       the selection of individuals/waves and
         for(h=0; h<=nhstepm; h++){       to check the exact contribution to the likelihood.
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)       Plotting could be done.
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];     */
         }    int k;
       }  
        if(*globpri !=0){ /* Just counts and sums, no printings */
       for(i=1; i<=npar; i++) /* Computes gradient */      strcpy(fileresilk,"ilk"); 
         xp[i] = x[i] - (i==theta ?delti[theta]:0);      strcat(fileresilk,fileres);
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);        if((ficresilk=fopen(fileresilk,"w"))==NULL) {
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);        printf("Problem with resultfile: %s\n", fileresilk);
          fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
       if (popbased==1) {      }
         for(i=1; i<=nlstate;i++)      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");
           prlim[i][i]=probs[(int)age][i][ij];      fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
       }      /*  i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
       for(k=1; k<=nlstate; k++) 
       for(j=1; j<= nlstate; j++){        fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
         for(h=0; h<=nhstepm; h++){      fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)    }
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];  
         }    *fretone=(*funcone)(p);
       }    if(*globpri !=0){
       fclose(ficresilk);
       for(j=1; j<= nlstate; j++)      fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
         for(h=0; h<=nhstepm; h++){      fflush(fichtm); 
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];    } 
         }    return;
     } /* End theta */  }
   
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);  
   /*********** Maximum Likelihood Estimation ***************/
     for(h=0; h<=nhstepm; h++)  
       for(j=1; j<=nlstate;j++)  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
         for(theta=1; theta <=npar; theta++)  {
           trgradg[h][j][theta]=gradg[h][theta][j];    int i,j, iter;
     double **xi;
     hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */    double fret;
     for(i=1;i<=nlstate;i++)    double fretone; /* Only one call to likelihood */
       for(j=1;j<=nlstate;j++)    /*  char filerespow[FILENAMELENGTH];*/
         vareij[i][j][(int)age] =0.;    xi=matrix(1,npar,1,npar);
     for (i=1;i<=npar;i++)
     for(h=0;h<=nhstepm;h++){      for (j=1;j<=npar;j++)
       for(k=0;k<=nhstepm;k++){        xi[i][j]=(i==j ? 1.0 : 0.0);
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);    printf("Powell\n");  fprintf(ficlog,"Powell\n");
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);    strcpy(filerespow,"pow"); 
         for(i=1;i<=nlstate;i++)    strcat(filerespow,fileres);
           for(j=1;j<=nlstate;j++)    if((ficrespow=fopen(filerespow,"w"))==NULL) {
             vareij[i][j][(int)age] += doldm[i][j]*hf*hf;      printf("Problem with resultfile: %s\n", filerespow);
       }      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
     }    }
     fprintf(ficrespow,"# Powell\n# iter -2*LL");
     fprintf(ficresvij,"%.0f ",age );    for (i=1;i<=nlstate;i++)
     for(i=1; i<=nlstate;i++)      for(j=1;j<=nlstate+ndeath;j++)
       for(j=1; j<=nlstate;j++){        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
         fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);    fprintf(ficrespow,"\n");
       }  
     fprintf(ficresvij,"\n");    powell(p,xi,npar,ftol,&iter,&fret,func);
     free_matrix(gp,0,nhstepm,1,nlstate);  
     free_matrix(gm,0,nhstepm,1,nlstate);    free_matrix(xi,1,npar,1,npar);
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);    fclose(ficrespow);
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
   } /* End age */    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
    
   free_vector(xp,1,npar);  }
   free_matrix(doldm,1,nlstate,1,npar);  
   free_matrix(dnewm,1,nlstate,1,nlstate);  /**** Computes Hessian and covariance matrix ***/
   void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
 }  {
     double  **a,**y,*x,pd;
 /************ Variance of prevlim ******************/    double **hess;
 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)    int i, j,jk;
 {    int *indx;
   /* Variance of prevalence limit */  
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    double hessii(double p[], double delta, int theta, double delti[],double (*func)(double []),int npar);
   double **newm;    double hessij(double p[], double delti[], int i, int j,double (*func)(double []),int npar);
   double **dnewm,**doldm;    void lubksb(double **a, int npar, int *indx, double b[]) ;
   int i, j, nhstepm, hstepm;    void ludcmp(double **a, int npar, int *indx, double *d) ;
   int k, cptcode;    double gompertz(double p[]);
   double *xp;    hess=matrix(1,npar,1,npar);
   double *gp, *gm;  
   double **gradg, **trgradg;    printf("\nCalculation of the hessian matrix. Wait...\n");
   double age,agelim;    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
   int theta;    for (i=1;i<=npar;i++){
          printf("%d",i);fflush(stdout);
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");      fprintf(ficlog,"%d",i);fflush(ficlog);
   fprintf(ficresvpl,"# Age");     
   for(i=1; i<=nlstate;i++)       hess[i][i]=hessii(p,ftolhess,i,delti,func,npar);
       fprintf(ficresvpl," %1d-%1d",i,i);      
   fprintf(ficresvpl,"\n");      /*  printf(" %f ",p[i]);
           printf(" %lf %lf %lf",hess[i][i],ftolhess,delti[i]);*/
   xp=vector(1,npar);    }
   dnewm=matrix(1,nlstate,1,npar);    
   doldm=matrix(1,nlstate,1,nlstate);    for (i=1;i<=npar;i++) {
        for (j=1;j<=npar;j++)  {
   hstepm=1*YEARM; /* Every year of age */        if (j>i) { 
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */          printf(".%d%d",i,j);fflush(stdout);
   agelim = AGESUP;          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */          hess[i][j]=hessij(p,delti,i,j,func,npar);
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */          
     if (stepm >= YEARM) hstepm=1;          hess[j][i]=hess[i][j];    
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */          /*printf(" %lf ",hess[i][j]);*/
     gradg=matrix(1,npar,1,nlstate);        }
     gp=vector(1,nlstate);      }
     gm=vector(1,nlstate);    }
     printf("\n");
     for(theta=1; theta <=npar; theta++){    fprintf(ficlog,"\n");
       for(i=1; i<=npar; i++){ /* Computes gradient */  
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
       }    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    
       for(i=1;i<=nlstate;i++)    a=matrix(1,npar,1,npar);
         gp[i] = prlim[i][i];    y=matrix(1,npar,1,npar);
        x=vector(1,npar);
       for(i=1; i<=npar; i++) /* Computes gradient */    indx=ivector(1,npar);
         xp[i] = x[i] - (i==theta ?delti[theta]:0);    for (i=1;i<=npar;i++)
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
       for(i=1;i<=nlstate;i++)    ludcmp(a,npar,indx,&pd);
         gm[i] = prlim[i][i];  
     for (j=1;j<=npar;j++) {
       for(i=1;i<=nlstate;i++)      for (i=1;i<=npar;i++) x[i]=0;
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];      x[j]=1;
     } /* End theta */      lubksb(a,npar,indx,x);
       for (i=1;i<=npar;i++){ 
     trgradg =matrix(1,nlstate,1,npar);        matcov[i][j]=x[i];
       }
     for(j=1; j<=nlstate;j++)    }
       for(theta=1; theta <=npar; theta++)  
         trgradg[j][theta]=gradg[theta][j];    printf("\n#Hessian matrix#\n");
     fprintf(ficlog,"\n#Hessian matrix#\n");
     for(i=1;i<=nlstate;i++)    for (i=1;i<=npar;i++) { 
       varpl[i][(int)age] =0.;      for (j=1;j<=npar;j++) { 
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);        printf("%.3e ",hess[i][j]);
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);        fprintf(ficlog,"%.3e ",hess[i][j]);
     for(i=1;i<=nlstate;i++)      }
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */      printf("\n");
       fprintf(ficlog,"\n");
     fprintf(ficresvpl,"%.0f ",age );    }
     for(i=1; i<=nlstate;i++)  
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));    /* Recompute Inverse */
     fprintf(ficresvpl,"\n");    for (i=1;i<=npar;i++)
     free_vector(gp,1,nlstate);      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
     free_vector(gm,1,nlstate);    ludcmp(a,npar,indx,&pd);
     free_matrix(gradg,1,npar,1,nlstate);  
     free_matrix(trgradg,1,nlstate,1,npar);    /*  printf("\n#Hessian matrix recomputed#\n");
   } /* End age */  
     for (j=1;j<=npar;j++) {
   free_vector(xp,1,npar);      for (i=1;i<=npar;i++) x[i]=0;
   free_matrix(doldm,1,nlstate,1,npar);      x[j]=1;
   free_matrix(dnewm,1,nlstate,1,nlstate);      lubksb(a,npar,indx,x);
       for (i=1;i<=npar;i++){ 
 }        y[i][j]=x[i];
         printf("%.3e ",y[i][j]);
 /************ Variance of one-step probabilities  ******************/        fprintf(ficlog,"%.3e ",y[i][j]);
 void varprob(char fileres[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij)      }
 {      printf("\n");
   int i, j;      fprintf(ficlog,"\n");
   int k=0, cptcode;    }
   double **dnewm,**doldm;    */
   double *xp;  
   double *gp, *gm;    free_matrix(a,1,npar,1,npar);
   double **gradg, **trgradg;    free_matrix(y,1,npar,1,npar);
   double age,agelim, cov[NCOVMAX];    free_vector(x,1,npar);
   int theta;    free_ivector(indx,1,npar);
   char fileresprob[FILENAMELENGTH];    free_matrix(hess,1,npar,1,npar);
   
   strcpy(fileresprob,"prob");  
   strcat(fileresprob,fileres);  }
   if((ficresprob=fopen(fileresprob,"w"))==NULL) {  
     printf("Problem with resultfile: %s\n", fileresprob);  /*************** hessian matrix ****************/
   }  double hessii(double x[], double delta, int theta, double delti[], double (*func)(double []), int npar)
   printf("Computing variance of one-step probabilities: result on file '%s' \n",fileresprob);  {
      int i;
     int l=1, lmax=20;
   xp=vector(1,npar);    double k1,k2;
   dnewm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);    double p2[NPARMAX+1];
   doldm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,(nlstate+ndeath)*(nlstate+ndeath));    double res;
      double delt=0.0001, delts, nkhi=10.,nkhif=1., khi=1.e-4;
   cov[1]=1;    double fx;
   for (age=bage; age<=fage; age ++){    int k=0,kmax=10;
     cov[2]=age;    double l1;
     gradg=matrix(1,npar,1,9);  
     trgradg=matrix(1,9,1,npar);    fx=func(x);
     gp=vector(1,(nlstate+ndeath)*(nlstate+ndeath));    for (i=1;i<=npar;i++) p2[i]=x[i];
     gm=vector(1,(nlstate+ndeath)*(nlstate+ndeath));    for(l=0 ; l <=lmax; l++){
          l1=pow(10,l);
     for(theta=1; theta <=npar; theta++){      delts=delt;
       for(i=1; i<=npar; i++)      for(k=1 ; k <kmax; k=k+1){
         xp[i] = x[i] + (i==theta ?delti[theta]:0);        delt = delta*(l1*k);
              p2[theta]=x[theta] +delt;
       pmij(pmmij,cov,ncovmodel,xp,nlstate);        k1=func(p2)-fx;
            p2[theta]=x[theta]-delt;
       k=0;        k2=func(p2)-fx;
       for(i=1; i<= (nlstate+ndeath); i++){        /*res= (k1-2.0*fx+k2)/delt/delt; */
         for(j=1; j<=(nlstate+ndeath);j++){        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
            k=k+1;        
           gp[k]=pmmij[i][j];  #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);
       }        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);
   #endif
       for(i=1; i<=npar; i++)        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
         xp[i] = x[i] - (i==theta ?delti[theta]:0);        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
              k=kmax;
         }
       pmij(pmmij,cov,ncovmodel,xp,nlstate);        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
       k=0;          k=kmax; l=lmax*10.;
       for(i=1; i<=(nlstate+ndeath); i++){        }
         for(j=1; j<=(nlstate+ndeath);j++){        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
           k=k+1;          delts=delt;
           gm[k]=pmmij[i][j];        }
         }      }
       }    }
          delti[theta]=delts;
        for(i=1; i<= (nlstate+ndeath)*(nlstate+ndeath); i++)    return res; 
            gradg[theta][i]=(gp[i]-gm[i])/2./delti[theta];      
     }  }
   
      for(j=1; j<=(nlstate+ndeath)*(nlstate+ndeath);j++)  double hessij( double x[], double delti[], int thetai,int thetaj,double (*func)(double []),int npar)
       for(theta=1; theta <=npar; theta++)  {
       trgradg[j][theta]=gradg[theta][j];    int i;
      int l=1, l1, lmax=20;
      matprod2(dnewm,trgradg,1,9,1,npar,1,npar,matcov);    double k1,k2,k3,k4,res,fx;
      matprod2(doldm,dnewm,1,9,1,npar,1,9,gradg);    double p2[NPARMAX+1];
     int k;
      pmij(pmmij,cov,ncovmodel,x,nlstate);  
     fx=func(x);
      k=0;    for (k=1; k<=2; k++) {
      for(i=1; i<=(nlstate+ndeath); i++){      for (i=1;i<=npar;i++) p2[i]=x[i];
        for(j=1; j<=(nlstate+ndeath);j++){      p2[thetai]=x[thetai]+delti[thetai]/k;
          k=k+1;      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
          gm[k]=pmmij[i][j];      k1=func(p2)-fx;
         }    
      }      p2[thetai]=x[thetai]+delti[thetai]/k;
            p2[thetaj]=x[thetaj]-delti[thetaj]/k;
      /*printf("\n%d ",(int)age);      k2=func(p2)-fx;
      for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){    
              p2[thetai]=x[thetai]-delti[thetai]/k;
       p2[thetaj]=x[thetaj]+delti[thetaj]/k;
        printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));      k3=func(p2)-fx;
      }*/    
       p2[thetai]=x[thetai]-delti[thetai]/k;
   fprintf(ficresprob,"\n%d ",(int)age);      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
       k4=func(p2)-fx;
   for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
     if (i== 2) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);  #ifdef DEBUG
 if (i== 4) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);      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);
   #endif
     free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));    }
     free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));    return res;
     free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);  }
     free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);  
 }  /************** Inverse of matrix **************/
  free_vector(xp,1,npar);  void ludcmp(double **a, int n, int *indx, double *d) 
 fclose(ficresprob);  { 
     int i,imax,j,k; 
 }    double big,dum,sum,temp; 
     double *vv; 
 /******************* Printing html file ***********/   
 void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \    vv=vector(1,n); 
  int lastpass, int stepm, int weightopt, char model[],\    *d=1.0; 
  int imx,int jmin, int jmax, double jmeanint,char optionfile[], \    for (i=1;i<=n;i++) { 
  char optionfilehtm[],char rfileres[], char optionfilegnuplot[],\      big=0.0; 
  char version[], int popforecast ){      for (j=1;j<=n;j++) 
   int jj1, k1, i1, cpt;        if ((temp=fabs(a[i][j])) > big) big=temp; 
   FILE *fichtm;      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
   /*char optionfilehtm[FILENAMELENGTH];*/      vv[i]=1.0/big; 
     } 
   strcpy(optionfilehtm,optionfile);    for (j=1;j<=n;j++) { 
   strcat(optionfilehtm,".htm");      for (i=1;i<j;i++) { 
   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {        sum=a[i][j]; 
     printf("Problem with %s \n",optionfilehtm), exit(0);        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
   }        a[i][j]=sum; 
       } 
  fprintf(fichtm,"<body> <font size=\"2\">Imach, Version %s </font> <hr size=\"2\" color=\"#EC5E5E\"> \n      big=0.0; 
 Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n      for (i=j;i<=n;i++) { 
 \n        sum=a[i][j]; 
 Total number of observations=%d <br>\n        for (k=1;k<j;k++) 
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n          sum -= a[i][k]*a[k][j]; 
 <hr  size=\"2\" color=\"#EC5E5E\">        a[i][j]=sum; 
  <ul><li>Outputs files<br>\n        if ( (dum=vv[i]*fabs(sum)) >= big) { 
  - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n          big=dum; 
  - Gnuplot file name: <a href=\"%s\">%s</a><br>\n          imax=i; 
  - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n        } 
  - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>\n      } 
  - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>\n      if (j != imax) { 
  - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>\n",version,title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,jmin,jmax,jmean,fileres,fileres,optionfilegnuplot,optionfilegnuplot,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);        for (k=1;k<=n;k++) { 
           dum=a[imax][k]; 
  fprintf(fichtm,"\n          a[imax][k]=a[j][k]; 
  - Parameter file with estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>\n          a[j][k]=dum; 
  - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>\n        } 
  - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>\n        *d = -(*d); 
  - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br>\n",rfileres,rfileres,fileres,fileres,fileres,fileres,fileres,fileres);        vv[imax]=vv[j]; 
       } 
  if(popforecast==1) fprintf(fichtm,"\n      indx[j]=imax; 
  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n      if (a[j][j] == 0.0) a[j][j]=TINY; 
  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n      if (j != n) { 
         <br>",fileres,fileres,fileres,fileres);        dum=1.0/(a[j][j]); 
  else        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
    fprintf(fichtm,"\n No population forecast: popforecast = %d (instead of 1) or stepm = %d (instead of 1) or model=%s (instead of .)<br><br></li>\n",popforecast, stepm, model);      } 
 fprintf(fichtm," <li>Graphs</li><p>");    } 
     free_vector(vv,1,n);  /* Doesn't work */
  m=cptcoveff;  ;
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}  } 
   
  jj1=0;  void lubksb(double **a, int n, int *indx, double b[]) 
  for(k1=1; k1<=m;k1++){  { 
    for(i1=1; i1<=ncodemax[k1];i1++){    int i,ii=0,ip,j; 
        jj1++;    double sum; 
        if (cptcovn > 0) {   
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");    for (i=1;i<=n;i++) { 
          for (cpt=1; cpt<=cptcoveff;cpt++)      ip=indx[i]; 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);      sum=b[ip]; 
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");      b[ip]=b[i]; 
        }      if (ii) 
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);          else if (sum) ii=i; 
        for(cpt=1; cpt<nlstate;cpt++){      b[i]=sum; 
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>    } 
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);    for (i=n;i>=1;i--) { 
        }      sum=b[i]; 
     for(cpt=1; cpt<=nlstate;cpt++) {      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident      b[i]=sum/a[i][i]; 
 interval) in state (%d): v%s%d%d.gif <br>    } 
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);    } 
      }  
      for(cpt=1; cpt<=nlstate;cpt++) {  void pstamp(FILE *fichier)
         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,jj1,strtok(optionfile, "."),cpt,jj1);    fprintf(fichier,"# %s.%s\n#%s\n#%s\n# %s", optionfilefiname,optionfilext,version,fullversion,strstart);
      }  }
      fprintf(fichtm,"\n<br>- Total life expectancy by age and  
 health expectancies in states (1) and (2): e%s%d.gif<br>  /************ Frequencies ********************/
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);  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[])
 fprintf(fichtm,"\n</body>");  {  /* Some frequencies */
    }    
    }    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
 fclose(fichtm);    int first;
 }    double ***freq; /* Frequencies */
     double *pp, **prop;
 /******************* Gnuplot file **************/    double pos,posprop, k2, dateintsum=0,k2cpt=0;
 void printinggnuplot(char fileres[],char optionfilefiname[],char optionfile[],char optionfilegnuplot[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){    char fileresp[FILENAMELENGTH];
     
   int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;    pp=vector(1,nlstate);
     prop=matrix(1,nlstate,iagemin,iagemax+3);
   strcpy(optionfilegnuplot,optionfilefiname);    strcpy(fileresp,"p");
   strcat(optionfilegnuplot,".gp.txt");    strcat(fileresp,fileres);
   if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {    if((ficresp=fopen(fileresp,"w"))==NULL) {
     printf("Problem with file %s",optionfilegnuplot);      printf("Problem with prevalence resultfile: %s\n", fileresp);
   }      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
       exit(0);
 #ifdef windows    }
     fprintf(ficgp,"cd \"%s\" \n",pathc);    freq= ma3x(-5,nlstate+ndeath,-5,nlstate+ndeath,iagemin,iagemax+3);
 #endif    j1=0;
 m=pow(2,cptcoveff);    
      j=cptcoveff;
  /* 1eme*/    if (cptcovn<1) {j=1;ncodemax[1]=1;}
   for (cpt=1; cpt<= nlstate ; cpt ++) {  
    for (k1=1; k1<= m ; k1 ++) {    first=1;
   
 #ifdef windows    for(k1=1; k1<=j;k1++){
     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",ageminpar,fage,fileres,k1-1,k1-1);      for(i1=1; i1<=ncodemax[k1];i1++){
 #endif        j1++;
 #ifdef unix        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",ageminpar,fage,fileres);          scanf("%d", i);*/
 #endif        for (i=-5; i<=nlstate+ndeath; i++)  
           for (jk=-5; jk<=nlstate+ndeath; jk++)  
 for (i=1; i<= nlstate ; i ++) {            for(m=iagemin; m <= iagemax+3; m++)
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");              freq[i][jk][m]=0;
   else fprintf(ficgp," \%%*lf (\%%*lf)");  
 }      for (i=1; i<=nlstate; i++)  
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);        for(m=iagemin; m <= iagemax+3; m++)
     for (i=1; i<= nlstate ; i ++) {          prop[i][m]=0;
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");        
   else fprintf(ficgp," \%%*lf (\%%*lf)");        dateintsum=0;
 }        k2cpt=0;
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);        for (i=1; i<=imx; i++) {
      for (i=1; i<= nlstate ; i ++) {          bool=1;
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");          if  (cptcovn>0) {
   else fprintf(ficgp," \%%*lf (\%%*lf)");            for (z1=1; z1<=cptcoveff; z1++) 
 }                if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));                bool=0;
 #ifdef unix          }
 fprintf(ficgp,"\nset ter gif small size 400,300");          if (bool==1){
 #endif            for(m=firstpass; m<=lastpass; m++){
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);              k2=anint[m][i]+(mint[m][i]/12.);
    }              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
   }                if(agev[m][i]==0) agev[m][i]=iagemax+1;
   /*2 eme*/                if(agev[m][i]==1) agev[m][i]=iagemax+2;
                 if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
   for (k1=1; k1<= m ; k1 ++) {                if (m<lastpass) {
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",ageminpar,fage);                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
                      freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
     for (i=1; i<= nlstate+1 ; i ++) {                }
       k=2*i;                
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
       for (j=1; j<= nlstate+1 ; j ++) {                  dateintsum=dateintsum+k2;
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");                  k2cpt++;
   else fprintf(ficgp," \%%*lf (\%%*lf)");                }
 }                  /*}*/
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");            }
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);          }
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);        }
       for (j=1; j<= nlstate+1 ; j ++) {         
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
         else fprintf(ficgp," \%%*lf (\%%*lf)");        pstamp(ficresp);
 }          if  (cptcovn>0) {
       fprintf(ficgp,"\" t\"\" w l 0,");          fprintf(ficresp, "\n#********** Variable "); 
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
       for (j=1; j<= nlstate+1 ; j ++) {          fprintf(ficresp, "**********\n#");
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");        }
   else fprintf(ficgp," \%%*lf (\%%*lf)");        for(i=1; i<=nlstate;i++) 
 }            fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");        fprintf(ficresp, "\n");
       else fprintf(ficgp,"\" t\"\" w l 0,");        
     }        for(i=iagemin; i <= iagemax+3; i++){
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);          if(i==iagemax+3){
   }            fprintf(ficlog,"Total");
            }else{
   /*3eme*/            if(first==1){
               first=0;
   for (k1=1; k1<= m ; k1 ++) {              printf("See log file for details...\n");
     for (cpt=1; cpt<= nlstate ; cpt ++) {            }
       k=2+nlstate*(cpt-1);            fprintf(ficlog,"Age %d", i);
       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",ageminpar,fage,fileres,k1-1,k1-1,k,cpt);          }
       for (i=1; i< nlstate ; i ++) {          for(jk=1; jk <=nlstate ; jk++){
         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);            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
       }              pp[jk] += freq[jk][m][i]; 
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);          }
     }          for(jk=1; jk <=nlstate ; jk++){
     }            for(m=-1, pos=0; m <=0 ; m++)
                pos += freq[jk][m][i];
   /* CV preval stat */            if(pp[jk]>=1.e-10){
     for (k1=1; k1<= m ; k1 ++) {              if(first==1){
     for (cpt=1; cpt<nlstate ; cpt ++) {              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
       k=3;              }
       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,fileres,k1,k+cpt+1,k+1);              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
             }else{
       for (i=1; i< nlstate ; i ++)              if(first==1)
         fprintf(ficgp,"+$%d",k+i+1);                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
                  }
       l=3+(nlstate+ndeath)*cpt;          }
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);  
       for (i=1; i< nlstate ; i ++) {          for(jk=1; jk <=nlstate ; jk++){
         l=3+(nlstate+ndeath)*cpt;            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
         fprintf(ficgp,"+$%d",l+i+1);              pp[jk] += freq[jk][m][i];
       }          }       
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);            for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);            pos += pp[jk];
     }            posprop += prop[jk][i];
   }            }
            for(jk=1; jk <=nlstate ; jk++){
   /* proba elementaires */            if(pos>=1.e-5){
    for(i=1,jk=1; i <=nlstate; i++){              if(first==1)
     for(k=1; k <=(nlstate+ndeath); k++){                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
       if (k != i) {              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
         for(j=1; j <=ncovmodel; j++){            }else{
                      if(first==1)
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
           jk++;              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
           fprintf(ficgp,"\n");            }
         }            if( i <= iagemax){
       }              if(pos>=1.e-5){
     }                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
     }                /*probs[i][jk][j1]= pp[jk]/pos;*/
                 /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
     for(jk=1; jk <=m; jk++) {              }
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);              else
    i=1;                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
    for(k2=1; k2<=nlstate; k2++) {            }
      k3=i;          }
      for(k=1; k<=(nlstate+ndeath); k++) {          
        if (k != k2){          for(jk=-1; jk <=nlstate+ndeath; jk++)
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);            for(m=-1; m <=nlstate+ndeath; m++)
 ij=1;              if(freq[jk][m][i] !=0 ) {
         for(j=3; j <=ncovmodel; j++) {              if(first==1)
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
             fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
             ij++;              }
           }          if(i <= iagemax)
           else            fprintf(ficresp,"\n");
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);          if(first==1)
         }            printf("Others in log...\n");
           fprintf(ficgp,")/(1");          fprintf(ficlog,"\n");
                }
         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;    dateintmean=dateintsum/k2cpt; 
           for(j=3; j <=ncovmodel; j++){   
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {    fclose(ficresp);
             fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);    free_ma3x(freq,-5,nlstate+ndeath,-5,nlstate+ndeath, iagemin, iagemax+3);
             ij++;    free_vector(pp,1,nlstate);
           }    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
           else    /* End of Freq */
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);  }
           }  
           fprintf(ficgp,")");  /************ Prevalence ********************/
         }  void prevalence(double ***probs, double agemin, double agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, int firstpass, int lastpass)
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);  {  
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
         i=i+ncovmodel;       in each health status at the date of interview (if between dateprev1 and dateprev2).
        }       We still use firstpass and lastpass as another selection.
      }    */
    }   
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
    }    double ***freq; /* Frequencies */
        double *pp, **prop;
   fclose(ficgp);    double pos,posprop; 
 }  /* end gnuplot */    double  y2; /* in fractional years */
     int iagemin, iagemax;
   
 /*************** Moving average **************/    iagemin= (int) agemin;
 void movingaverage(double agedeb, double fage,double ageminpar, double ***mobaverage){    iagemax= (int) agemax;
     /*pp=vector(1,nlstate);*/
   int i, cpt, cptcod;    prop=matrix(1,nlstate,iagemin,iagemax+3); 
     for (agedeb=ageminpar; agedeb<=fage; agedeb++)    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
       for (i=1; i<=nlstate;i++)    j1=0;
         for (cptcod=1;cptcod<=ncodemax[cptcov];cptcod++)    
           mobaverage[(int)agedeb][i][cptcod]=0.;    j=cptcoveff;
        if (cptcovn<1) {j=1;ncodemax[1]=1;}
     for (agedeb=ageminpar+4; agedeb<=fage; agedeb++){    
       for (i=1; i<=nlstate;i++){    for(k1=1; k1<=j;k1++){
         for (cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){      for(i1=1; i1<=ncodemax[k1];i1++){
           for (cpt=0;cpt<=4;cpt++){        j1++;
             mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]+probs[(int)agedeb-cpt][i][cptcod];        
           }        for (i=1; i<=nlstate; i++)  
           mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]/5;          for(m=iagemin; m <= iagemax+3; m++)
         }            prop[i][m]=0.0;
       }       
     }        for (i=1; i<=imx; i++) { /* Each individual */
              bool=1;
 }          if  (cptcovn>0) {
             for (z1=1; z1<=cptcoveff; z1++) 
               if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
 /************** Forecasting ******************/                bool=0;
 prevforecast(char fileres[], double anproj1,double mproj1,double jproj1,double ageminpar, double agemax,double dateprev1, double dateprev2, int mobilav, double agedeb, double fage, int popforecast, char popfile[], double anproj2,double p[], int i2){          } 
            if (bool==1) { 
   int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
   int *popage;              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
   double calagedate, agelim, kk1, kk2, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
   double *popeffectif,*popcount;                if(agev[m][i]==0) agev[m][i]=iagemax+1;
   double ***p3mat;                if(agev[m][i]==1) agev[m][i]=iagemax+2;
   char fileresf[FILENAMELENGTH];                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) { 
  agelim=AGESUP;                  /*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]]);*/
 calagedate=(anproj1+mproj1/12.+jproj1/365.-dateintmean)*YEARM;                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
                   prop[s[m][i]][iagemax+3] += weight[i]; 
   prevalence(ageminpar, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2, calagedate);                } 
                }
              } /* end selection of waves */
   strcpy(fileresf,"f");          }
   strcat(fileresf,fileres);        }
   if((ficresf=fopen(fileresf,"w"))==NULL) {        for(i=iagemin; i <= iagemax+3; i++){  
     printf("Problem with forecast resultfile: %s\n", fileresf);          
   }          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
   printf("Computing forecasting: result on file '%s' \n", fileresf);            posprop += prop[jk][i]; 
           } 
   if (cptcoveff==0) ncodemax[cptcoveff]=1;  
           for(jk=1; jk <=nlstate ; jk++){     
   if (mobilav==1) {            if( i <=  iagemax){ 
     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);              if(posprop>=1.e-5){ 
     movingaverage(agedeb, fage, ageminpar, mobaverage);                probs[i][jk][j1]= prop[jk][i]/posprop;
   }              } 
             } 
   stepsize=(int) (stepm+YEARM-1)/YEARM;          }/* end jk */ 
   if (stepm<=12) stepsize=1;        }/* end i */ 
        } /* end i1 */
   agelim=AGESUP;    } /* end k1 */
      
   hstepm=1;    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
   hstepm=hstepm/stepm;    /*free_vector(pp,1,nlstate);*/
   yp1=modf(dateintmean,&yp);    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
   anprojmean=yp;  }  /* End of prevalence */
   yp2=modf((yp1*12),&yp);  
   mprojmean=yp;  /************* Waves Concatenation ***************/
   yp1=modf((yp2*30.5),&yp);  
   jprojmean=yp;  void  concatwav(int wav[], int **dh, int **bh,  int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)
   if(jprojmean==0) jprojmean=1;  {
   if(mprojmean==0) jprojmean=1;    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
         Death is a valid wave (if date is known).
   fprintf(ficresf,"# Estimated date of observed prevalence: %.lf/%.lf/%.lf ",jprojmean,mprojmean,anprojmean);       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]
   for(cptcov=1;cptcov<=i2;cptcov++){       and mw[mi+1][i]. dh depends on stepm.
     for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){       */
       k=k+1;  
       fprintf(ficresf,"\n#******");    int i, mi, m;
       for(j=1;j<=cptcoveff;j++) {    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
         fprintf(ficresf," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);       double sum=0., jmean=0.;*/
       }    int first;
       fprintf(ficresf,"******\n");    int j, k=0,jk, ju, jl;
       fprintf(ficresf,"# StartingAge FinalAge");    double sum=0.;
       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficresf," P.%d",j);    first=0;
          jmin=1e+5;
          jmax=-1;
       for (cpt=0; cpt<=(anproj2-anproj1);cpt++) {    jmean=0.;
         fprintf(ficresf,"\n");    for(i=1; i<=imx; i++){
         fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+cpt);        mi=0;
       m=firstpass;
         for (agedeb=(fage-((int)calagedate %12/12.)); agedeb>=(ageminpar-((int)calagedate %12)/12.); agedeb--){      while(s[m][i] <= nlstate){
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm);        if(s[m][i]>=1 || s[m][i]==-2 || s[m][i]==-4 || s[m][i]==-5)
           nhstepm = nhstepm/hstepm;          mw[++mi][i]=m;
                  if(m >=lastpass)
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          break;
           oldm=oldms;savm=savms;        else
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);            m++;
              }/* end while */
           for (h=0; h<=nhstepm; h++){      if (s[m][i] > nlstate){
             if (h==(int) (calagedate+YEARM*cpt)) {        mi++;     /* Death is another wave */
               fprintf(ficresf,"\n %.f %.f ",anproj1+cpt,agedeb+h*hstepm/YEARM*stepm);        /* if(mi==0)  never been interviewed correctly before death */
             }           /* Only death is a correct wave */
             for(j=1; j<=nlstate+ndeath;j++) {        mw[mi][i]=m;
               kk1=0.;kk2=0;      }
               for(i=1; i<=nlstate;i++) {                
                 if (mobilav==1)      wav[i]=mi;
                   kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];      if(mi==0){
                 else {        nbwarn++;
                   kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];        if(first==0){
                 }          printf("Warning! No valid information for individual %ld line=%d (skipped) and may be others, see log file\n",num[i],i);
                          first=1;
               }        }
               if (h==(int)(calagedate+12*cpt)){        if(first==1){
                 fprintf(ficresf," %.3f", kk1);          fprintf(ficlog,"Warning! No valid information for individual %ld line=%d (skipped)\n",num[i],i);
                                }
               }      } /* end mi==0 */
             }    } /* End individuals */
           }  
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    for(i=1; i<=imx; i++){
         }      for(mi=1; mi<wav[i];mi++){
       }        if (stepm <=0)
     }          dh[mi][i]=1;
   }        else{
                  if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
   if (mobilav==1) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);            if (agedc[i] < 2*AGESUP) {
               j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
   fclose(ficresf);              if(j==0) j=1;  /* Survives at least one month after exam */
 }              else if(j<0){
 /************** Forecasting ******************/                nberr++;
 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){                printf("Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
                  j=1; /* Temporary Dangerous patch */
   int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;                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);
   int *popage;                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]);
   double calagedate, agelim, kk1, kk2, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;                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);
   double *popeffectif,*popcount;              }
   double ***p3mat,***tabpop,***tabpopprev;              k=k+1;
   char filerespop[FILENAMELENGTH];              if (j >= jmax){
                 jmax=j;
   tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);                ijmax=i;
   tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);              }
   agelim=AGESUP;              if (j <= jmin){
   calagedate=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;                jmin=j;
                  ijmin=i;
   prevalence(ageminpar, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2, calagedate);              }
                sum=sum+j;
                /*if (j<0) printf("j=%d num=%d \n",j,i);*/
   strcpy(filerespop,"pop");              /*    printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
   strcat(filerespop,fileres);            }
   if((ficrespop=fopen(filerespop,"w"))==NULL) {          }
     printf("Problem with forecast resultfile: %s\n", filerespop);          else{
   }            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
   printf("Computing forecasting: result on file '%s' \n", filerespop);  /*        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]); */
   
   if (cptcoveff==0) ncodemax[cptcoveff]=1;            k=k+1;
             if (j >= jmax) {
   if (mobilav==1) {              jmax=j;
     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);              ijmax=i;
     movingaverage(agedeb, fage, ageminpar, mobaverage);            }
   }            else if (j <= jmin){
               jmin=j;
   stepsize=(int) (stepm+YEARM-1)/YEARM;              ijmin=i;
   if (stepm<=12) stepsize=1;            }
              /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
   agelim=AGESUP;            /*printf("%d %lf %d %d %d\n", i,agev[mw[mi][i]][i],j,s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);*/
              if(j<0){
   hstepm=1;              nberr++;
   hstepm=hstepm/stepm;              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]);
   if (popforecast==1) {            }
     if((ficpop=fopen(popfile,"r"))==NULL) {            sum=sum+j;
       printf("Problem with population file : %s\n",popfile);exit(0);          }
     }          jk= j/stepm;
     popage=ivector(0,AGESUP);          jl= j -jk*stepm;
     popeffectif=vector(0,AGESUP);          ju= j -(jk+1)*stepm;
     popcount=vector(0,AGESUP);          if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
                if(jl==0){
     i=1;                dh[mi][i]=jk;
     while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;              bh[mi][i]=0;
                }else{ /* We want a negative bias in order to only have interpolation ie
     imx=i;                    * at the price of an extra matrix product in likelihood */
     for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];              dh[mi][i]=jk+1;
   }              bh[mi][i]=ju;
             }
   for(cptcov=1;cptcov<=i2;cptcov++){          }else{
    for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){            if(jl <= -ju){
       k=k+1;              dh[mi][i]=jk;
       fprintf(ficrespop,"\n#******");              bh[mi][i]=jl;       /* bias is positive if real duration
       for(j=1;j<=cptcoveff;j++) {                                   * is higher than the multiple of stepm and negative otherwise.
         fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);                                   */
       }            }
       fprintf(ficrespop,"******\n");            else{
       fprintf(ficrespop,"# Age");              dh[mi][i]=jk+1;
       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);              bh[mi][i]=ju;
       if (popforecast==1)  fprintf(ficrespop," [Population]");            }
                  if(dh[mi][i]==0){
       for (cpt=0; cpt<=0;cpt++) {              dh[mi][i]=1; /* At least one step */
         fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);                bh[mi][i]=ju; /* At least one step */
                      /*  printf(" bh=%d ju=%d jl=%d dh=%d jk=%d stepm=%d %d\n",bh[mi][i],ju,jl,dh[mi][i],jk,stepm,i);*/
         for (agedeb=(fage-((int)calagedate %12/12.)); agedeb>=(ageminpar-((int)calagedate %12)/12.); agedeb--){            }
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm);          } /* end if mle */
           nhstepm = nhstepm/hstepm;        }
                } /* end wave */
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    }
           oldm=oldms;savm=savms;    jmean=sum/k;
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);      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);
            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);
           for (h=0; h<=nhstepm; h++){   }
             if (h==(int) (calagedate+YEARM*cpt)) {  
               fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);  /*********** Tricode ****************************/
             }  void tricode(int *Tvar, int **nbcode, int imx)
             for(j=1; j<=nlstate+ndeath;j++) {  {
               kk1=0.;kk2=0;    
               for(i=1; i<=nlstate;i++) {                  int Ndum[20],ij=1, k, j, i, maxncov=19;
                 if (mobilav==1)    int cptcode=0;
                   kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];    cptcoveff=0; 
                 else {   
                   kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];    for (k=0; k<maxncov; k++) Ndum[k]=0;
                 }    for (k=1; k<=7; k++) ncodemax[k]=0;
               }  
               if (h==(int)(calagedate+12*cpt)){    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
                 tabpop[(int)(agedeb)][j][cptcod]=kk1;      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
                   /*fprintf(ficrespop," %.3f", kk1);                                 modality*/ 
                     if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
               }        Ndum[ij]++; /*store the modality */
             }        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
             for(i=1; i<=nlstate;i++){        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
               kk1=0.;                                         Tvar[j]. If V=sex and male is 0 and 
                 for(j=1; j<=nlstate;j++){                                         female is 1, then  cptcode=1.*/
                   kk1= kk1+tabpop[(int)(agedeb)][j][cptcod];      }
                 }  
                   tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedate+12*cpt)*hstepm/YEARM*stepm-1)];      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 */
       }
             if (h==(int)(calagedate+12*cpt)) for(j=1; j<=nlstate;j++)  
               fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);      ij=1; 
           }      for (i=1; i<=ncodemax[j]; i++) {
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        for (k=0; k<= maxncov; k++) {
         }          if (Ndum[k] != 0) {
       }            nbcode[Tvar[j]][ij]=k; 
              /* store the modality in an array. k is a modality. If we have model=V1+V1*sex then: nbcode[1][1]=0 ; nbcode[1][2]=1; nbcode[2][1]=0 ; nbcode[2][2]=1; */
   /******/            
             ij++;
       for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) {          }
         fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);            if (ij > ncodemax[j]) break; 
         for (agedeb=(fage-((int)calagedate %12/12.)); agedeb>=(ageminpar-((int)calagedate %12)/12.); agedeb--){        }  
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm);      } 
           nhstepm = nhstepm/hstepm;    }  
            
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);   for (k=0; k< maxncov; k++) Ndum[k]=0;
           oldm=oldms;savm=savms;  
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);     for (i=1; i<=ncovmodel-2; i++) { 
           for (h=0; h<=nhstepm; h++){     /* Listing of all covariables in statement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
             if (h==(int) (calagedate+YEARM*cpt)) {     ij=Tvar[i];
               fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);     Ndum[ij]++;
             }   }
             for(j=1; j<=nlstate+ndeath;j++) {  
               kk1=0.;kk2=0;   ij=1;
               for(i=1; i<=nlstate;i++) {                 for (i=1; i<= maxncov; i++) {
                 kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];         if((Ndum[i]!=0) && (i<=ncovcol)){
               }       Tvaraff[ij]=i; /*For printing */
               if (h==(int)(calagedate+12*cpt)) fprintf(ficresf," %15.2f", kk1);       ij++;
             }     }
           }   }
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);   
         }   cptcoveff=ij-1; /*Number of simple covariates*/
       }  }
    }  
   }  /*********** Health Expectancies ****************/
    
   if (mobilav==1) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);  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[] )
   
   if (popforecast==1) {  {
     free_ivector(popage,0,AGESUP);    /* Health expectancies, no variances */
     free_vector(popeffectif,0,AGESUP);    int i, j, nhstepm, hstepm, h, nstepm, k, cptj, cptj2, i2, j2;
     free_vector(popcount,0,AGESUP);    double age, agelim, hf;
   }    double ***p3mat;
   free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);    double eip;
   free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);  
   fclose(ficrespop);    pstamp(ficreseij);
 }    fprintf(ficreseij,"# (a) Life expectancies by health status at initial age and (b) health expectancies by health status at initial age\n");
     fprintf(ficreseij,"# Age");
 /***********************************************/    for(i=1; i<=nlstate;i++){
 /**************** Main Program *****************/      for(j=1; j<=nlstate;j++){
 /***********************************************/        fprintf(ficreseij," e%1d%1d ",i,j);
       }
 int main(int argc, char *argv[])      fprintf(ficreseij," e%1d. ",i);
 {    }
     fprintf(ficreseij,"\n");
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;  
   double agedeb, agefin,hf;    
   double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;    if(estepm < stepm){
       printf ("Problem %d lower than %d\n",estepm, stepm);
   double fret;    }
   double **xi,tmp,delta;    else  hstepm=estepm;   
     /* We compute the life expectancy from trapezoids spaced every estepm months
   double dum; /* Dummy variable */     * This is mainly to measure the difference between two models: for example
   double ***p3mat;     * if stepm=24 months pijx are given only every 2 years and by summing them
   int *indx;     * we are calculating an estimate of the Life Expectancy assuming a linear 
   char line[MAXLINE], linepar[MAXLINE];     * progression in between and thus overestimating or underestimating according
   char title[MAXLINE];     * to the curvature of the survival function. If, for the same date, we 
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];     * estimate the model with stepm=1 month, we can keep estepm to 24 months
   char optionfilext[10], optionfilefiname[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilegnuplot[FILENAMELENGTH], plotcmd[FILENAMELENGTH];     * to compare the new estimate of Life expectancy with the same linear 
       * hypothesis. A more precise result, taking into account a more precise
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];     * curvature will be obtained if estepm is as small as stepm. */
   
   char filerest[FILENAMELENGTH];    /* For example we decided to compute the life expectancy with the smallest unit */
   char fileregp[FILENAMELENGTH];    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
   char popfile[FILENAMELENGTH];       nhstepm is the number of hstepm from age to agelim 
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];       nstepm is the number of stepm from age to agelin. 
   int firstobs=1, lastobs=10;       Look at hpijx to understand the reason of that which relies in memory size
   int sdeb, sfin; /* Status at beginning and end */       and note for a fixed period like estepm months */
   int c,  h , cpt,l;    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
   int ju,jl, mi;       survival function given by stepm (the optimization length). Unfortunately it
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;       means that if the survival funtion is printed only each two years of age and if
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
   int mobilav=0,popforecast=0;       results. So we changed our mind and took the option of the best precision.
   int hstepm, nhstepm;    */
   double jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,jpyram, mpyram,anpyram,jpyram1, mpyram1,anpyram1;    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
   
   double bage, fage, age, agelim, agebase;    agelim=AGESUP;
   double ftolpl=FTOL;    /* nhstepm age range expressed in number of stepm */
   double **prlim;    nstepm=(int) rint((agelim-age)*YEARM/stepm); 
   double *severity;    /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
   double ***param; /* Matrix of parameters */    /* if (stepm >= YEARM) hstepm=1;*/
   double  *p;    nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
   double **matcov; /* Matrix of covariance */    p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   double ***delti3; /* Scale */  
   double *delti; /* Scale */    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
   double ***eij, ***vareij;      /* Computed by stepm unit matrices, product of hstepm matrices, stored
   double **varpl; /* Variances of prevalence limits by age */         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
   double *epj, vepp;      
   double kk1, kk2;      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, cij);  
   double dateprev1, dateprev2,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2;      
        hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
       
   char version[80]="Imach version 0.8a, March 2002, INED-EUROREVES ";      printf("%d|",(int)age);fflush(stdout);
   char *alph[]={"a","a","b","c","d","e"}, str[4];      fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
       
       /* Computing expectancies */
   char z[1]="c", occ;      for(i=1; i<=nlstate;i++)
 #include <sys/time.h>        for(j=1; j<=nlstate;j++)
 #include <time.h>          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
              
   /* long total_usecs;            /* 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]);*/
   struct timeval start_time, end_time;  
            }
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */  
   getcwd(pathcd, size);      fprintf(ficreseij,"%3.0f",age );
       for(i=1; i<=nlstate;i++){
   printf("\n%s",version);        eip=0;
   if(argc <=1){        for(j=1; j<=nlstate;j++){
     printf("\nEnter the parameter file name: ");          eip +=eij[i][j][(int)age];
     scanf("%s",pathtot);          fprintf(ficreseij,"%9.4f", eij[i][j][(int)age] );
   }        }
   else{        fprintf(ficreseij,"%9.4f", eip );
     strcpy(pathtot,argv[1]);      }
   }      fprintf(ficreseij,"\n");
   /*if(getcwd(pathcd, 80)!= NULL)printf ("Error pathcd\n");*/      
   /*cygwin_split_path(pathtot,path,optionfile);    }
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/    free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   /* cutv(path,optionfile,pathtot,'\\');*/    printf("\n");
     fprintf(ficlog,"\n");
   split(pathtot,path,optionfile,optionfilext,optionfilefiname);    
    printf("pathtot=%s, path=%s, optionfile=%s optionfilext=%s optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);  }
   chdir(path);  
   replace(pathc,path);  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[] )
   
 /*-------- arguments in the command line --------*/  {
     /* Covariances of health expectancies eij and of total life expectancies according
   strcpy(fileres,"r");     to initial status i, ei. .
   strcat(fileres, optionfilefiname);    */
   strcat(fileres,".txt");    /* Other files have txt extension */    int i, j, nhstepm, hstepm, h, nstepm, k, cptj, cptj2, i2, j2, ij, ji;
     double age, agelim, hf;
   /*---------arguments file --------*/    double ***p3matp, ***p3matm, ***varhe;
     double **dnewm,**doldm;
   if((ficpar=fopen(optionfile,"r"))==NULL)    {    double *xp, *xm;
     printf("Problem with optionfile %s\n",optionfile);    double **gp, **gm;
     goto end;    double ***gradg, ***trgradg;
   }    int theta;
   
   strcpy(filereso,"o");    double eip, vip;
   strcat(filereso,fileres);  
   if((ficparo=fopen(filereso,"w"))==NULL) {    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
     printf("Problem with Output resultfile: %s\n", filereso);goto end;    xp=vector(1,npar);
   }    xm=vector(1,npar);
     dnewm=matrix(1,nlstate*nlstate,1,npar);
   /* Reads comments: lines beginning with '#' */    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
   while((c=getc(ficpar))=='#' && c!= EOF){    
     ungetc(c,ficpar);    pstamp(ficresstdeij);
     fgets(line, MAXLINE, ficpar);    fprintf(ficresstdeij,"# Health expectancies with standard errors\n");
     puts(line);    fprintf(ficresstdeij,"# Age");
     fputs(line,ficparo);    for(i=1; i<=nlstate;i++){
   }      for(j=1; j<=nlstate;j++)
   ungetc(c,ficpar);        fprintf(ficresstdeij," e%1d%1d (SE)",i,j);
       fprintf(ficresstdeij," e%1d. ",i);
   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\nmodel=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);    }
   printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model);    fprintf(ficresstdeij,"\n");
   fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);  
 while((c=getc(ficpar))=='#' && c!= EOF){    pstamp(ficrescveij);
     ungetc(c,ficpar);    fprintf(ficrescveij,"# Subdiagonal matrix of covariances of health expectancies by age: cov(eij,ekl)\n");
     fgets(line, MAXLINE, ficpar);    fprintf(ficrescveij,"# Age");
     puts(line);    for(i=1; i<=nlstate;i++)
     fputs(line,ficparo);      for(j=1; j<=nlstate;j++){
   }        cptj= (j-1)*nlstate+i;
   ungetc(c,ficpar);        for(i2=1; i2<=nlstate;i2++)
            for(j2=1; j2<=nlstate;j2++){
                cptj2= (j2-1)*nlstate+i2;
   covar=matrix(0,NCOVMAX,1,n);            if(cptj2 <= cptj)
   cptcovn=0;              fprintf(ficrescveij,"  %1d%1d,%1d%1d",i,j,i2,j2);
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;          }
       }
   ncovmodel=2+cptcovn;    fprintf(ficrescveij,"\n");
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */    
      if(estepm < stepm){
   /* Read guess parameters */      printf ("Problem %d lower than %d\n",estepm, stepm);
   /* Reads comments: lines beginning with '#' */    }
   while((c=getc(ficpar))=='#' && c!= EOF){    else  hstepm=estepm;   
     ungetc(c,ficpar);    /* We compute the life expectancy from trapezoids spaced every estepm months
     fgets(line, MAXLINE, ficpar);     * This is mainly to measure the difference between two models: for example
     puts(line);     * if stepm=24 months pijx are given only every 2 years and by summing them
     fputs(line,ficparo);     * we are calculating an estimate of the Life Expectancy assuming a linear 
   }     * progression in between and thus overestimating or underestimating according
   ungetc(c,ficpar);     * to the curvature of the survival function. If, for the same date, we 
       * estimate the model with stepm=1 month, we can keep estepm to 24 months
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);     * to compare the new estimate of Life expectancy with the same linear 
     for(i=1; i <=nlstate; i++)     * hypothesis. A more precise result, taking into account a more precise
     for(j=1; j <=nlstate+ndeath-1; j++){     * curvature will be obtained if estepm is as small as stepm. */
       fscanf(ficpar,"%1d%1d",&i1,&j1);  
       fprintf(ficparo,"%1d%1d",i1,j1);    /* For example we decided to compute the life expectancy with the smallest unit */
       printf("%1d%1d",i,j);    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
       for(k=1; k<=ncovmodel;k++){       nhstepm is the number of hstepm from age to agelim 
         fscanf(ficpar," %lf",&param[i][j][k]);       nstepm is the number of stepm from age to agelin. 
         printf(" %lf",param[i][j][k]);       Look at hpijx to understand the reason of that which relies in memory size
         fprintf(ficparo," %lf",param[i][j][k]);       and note for a fixed period like estepm months */
       }    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
       fscanf(ficpar,"\n");       survival function given by stepm (the optimization length). Unfortunately it
       printf("\n");       means that if the survival funtion is printed only each two years of age and if
       fprintf(ficparo,"\n");       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
     }       results. So we changed our mind and took the option of the best precision.
      */
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel;    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
   
   p=param[1][1];    /* If stepm=6 months */
      /* nhstepm age range expressed in number of stepm */
   /* Reads comments: lines beginning with '#' */    agelim=AGESUP;
   while((c=getc(ficpar))=='#' && c!= EOF){    nstepm=(int) rint((agelim-age)*YEARM/stepm); 
     ungetc(c,ficpar);    /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
     fgets(line, MAXLINE, ficpar);    /* if (stepm >= YEARM) hstepm=1;*/
     puts(line);    nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
     fputs(line,ficparo);    
   }    p3matp=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   ungetc(c,ficpar);    p3matm=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */    gp=matrix(0,nhstepm,1,nlstate*nlstate);
   for(i=1; i <=nlstate; i++){    gm=matrix(0,nhstepm,1,nlstate*nlstate);
     for(j=1; j <=nlstate+ndeath-1; j++){  
       fscanf(ficpar,"%1d%1d",&i1,&j1);    for (age=bage; age<=fage; age ++){ 
       printf("%1d%1d",i,j);  
       fprintf(ficparo,"%1d%1d",i1,j1);      /* Computed by stepm unit matrices, product of hstepm matrices, stored
       for(k=1; k<=ncovmodel;k++){         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
         fscanf(ficpar,"%le",&delti3[i][j][k]);   
         printf(" %le",delti3[i][j][k]);      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
         fprintf(ficparo," %le",delti3[i][j][k]);  
       }      /* Computing  Variances of health expectancies */
       fscanf(ficpar,"\n");      /* Gradient is computed with plus gp and minus gm. Code is duplicated in order to
       printf("\n");         decrease memory allocation */
       fprintf(ficparo,"\n");      for(theta=1; theta <=npar; theta++){
     }        for(i=1; i<=npar; i++){ 
   }          xp[i] = x[i] + (i==theta ?delti[theta]:0);
   delti=delti3[1][1];          xm[i] = x[i] - (i==theta ?delti[theta]:0);
          }
   /* Reads comments: lines beginning with '#' */        hpxij(p3matp,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, cij);  
   while((c=getc(ficpar))=='#' && c!= EOF){        hpxij(p3matm,nhstepm,age,hstepm,xm,nlstate,stepm,oldm,savm, cij);  
     ungetc(c,ficpar);    
     fgets(line, MAXLINE, ficpar);        for(j=1; j<= nlstate; j++){
     puts(line);          for(i=1; i<=nlstate; i++){
     fputs(line,ficparo);            for(h=0; h<=nhstepm-1; h++){
   }              gp[h][(j-1)*nlstate + i] = (p3matp[i][j][h]+p3matp[i][j][h+1])/2.;
   ungetc(c,ficpar);              gm[h][(j-1)*nlstate + i] = (p3matm[i][j][h]+p3matm[i][j][h+1])/2.;
              }
   matcov=matrix(1,npar,1,npar);          }
   for(i=1; i <=npar; i++){        }
     fscanf(ficpar,"%s",&str);       
     printf("%s",str);        for(ij=1; ij<= nlstate*nlstate; ij++)
     fprintf(ficparo,"%s",str);          for(h=0; h<=nhstepm-1; h++){
     for(j=1; j <=i; j++){            gradg[h][theta][ij]= (gp[h][ij]-gm[h][ij])/2./delti[theta];
       fscanf(ficpar," %le",&matcov[i][j]);          }
       printf(" %.5le",matcov[i][j]);      }/* End theta */
       fprintf(ficparo," %.5le",matcov[i][j]);      
     }      
     fscanf(ficpar,"\n");      for(h=0; h<=nhstepm-1; h++)
     printf("\n");        for(j=1; j<=nlstate*nlstate;j++)
     fprintf(ficparo,"\n");          for(theta=1; theta <=npar; theta++)
   }            trgradg[h][j][theta]=gradg[h][theta][j];
   for(i=1; i <=npar; i++)      
     for(j=i+1;j<=npar;j++)  
       matcov[i][j]=matcov[j][i];       for(ij=1;ij<=nlstate*nlstate;ij++)
            for(ji=1;ji<=nlstate*nlstate;ji++)
   printf("\n");          varhe[ij][ji][(int)age] =0.;
   
        printf("%d|",(int)age);fflush(stdout);
     /*-------- Rewriting paramater file ----------*/       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
      strcpy(rfileres,"r");    /* "Rparameterfile */       for(h=0;h<=nhstepm-1;h++){
      strcat(rfileres,optionfilefiname);    /* Parameter file first name*/        for(k=0;k<=nhstepm-1;k++){
      strcat(rfileres,".");    /* */          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
      strcat(rfileres,optionfilext);    /* Other files have txt extension */          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
     if((ficres =fopen(rfileres,"w"))==NULL) {          for(ij=1;ij<=nlstate*nlstate;ij++)
       printf("Problem writing new parameter file: %s\n", fileres);goto end;            for(ji=1;ji<=nlstate*nlstate;ji++)
     }              varhe[ij][ji][(int)age] += doldm[ij][ji]*hf*hf;
     fprintf(ficres,"#%s\n",version);        }
          }
     /*-------- data file ----------*/      /* Computing expectancies */
     if((fic=fopen(datafile,"r"))==NULL)    {      hpxij(p3matm,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, cij);  
       printf("Problem with datafile: %s\n", datafile);goto end;      for(i=1; i<=nlstate;i++)
     }        for(j=1; j<=nlstate;j++)
           for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
     n= lastobs;            eij[i][j][(int)age] += (p3matm[i][j][h]+p3matm[i][j][h+1])/2.0*hf;
     severity = vector(1,maxwav);            
     outcome=imatrix(1,maxwav+1,1,n);            /* if((int)age==70)printf("i=%2d,j=%2d,h=%2d,age=%3d,%9.4f,%9.4f,%9.4f\n",i,j,h,(int)age,p3mat[i][j][h],hf,eij[i][j][(int)age]);*/
     num=ivector(1,n);  
     moisnais=vector(1,n);          }
     annais=vector(1,n);  
     moisdc=vector(1,n);      fprintf(ficresstdeij,"%3.0f",age );
     andc=vector(1,n);      for(i=1; i<=nlstate;i++){
     agedc=vector(1,n);        eip=0.;
     cod=ivector(1,n);        vip=0.;
     weight=vector(1,n);        for(j=1; j<=nlstate;j++){
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */          eip += eij[i][j][(int)age];
     mint=matrix(1,maxwav,1,n);          for(k=1; k<=nlstate;k++) /* Sum on j and k of cov(eij,eik) */
     anint=matrix(1,maxwav,1,n);            vip += varhe[(j-1)*nlstate+i][(k-1)*nlstate+i][(int)age];
     s=imatrix(1,maxwav+1,1,n);          fprintf(ficresstdeij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[(j-1)*nlstate+i][(j-1)*nlstate+i][(int)age]) );
     adl=imatrix(1,maxwav+1,1,n);            }
     tab=ivector(1,NCOVMAX);        fprintf(ficresstdeij," %9.4f (%.4f)", eip, sqrt(vip));
     ncodemax=ivector(1,8);      }
       fprintf(ficresstdeij,"\n");
     i=1;  
     while (fgets(line, MAXLINE, fic) != NULL)    {      fprintf(ficrescveij,"%3.0f",age );
       if ((i >= firstobs) && (i <=lastobs)) {      for(i=1; i<=nlstate;i++)
                for(j=1; j<=nlstate;j++){
         for (j=maxwav;j>=1;j--){          cptj= (j-1)*nlstate+i;
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);          for(i2=1; i2<=nlstate;i2++)
           strcpy(line,stra);            for(j2=1; j2<=nlstate;j2++){
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);              cptj2= (j2-1)*nlstate+i2;
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);              if(cptj2 <= cptj)
         }                fprintf(ficrescveij," %.4f", varhe[cptj][cptj2][(int)age]);
                    }
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);        }
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);      fprintf(ficrescveij,"\n");
      
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);    }
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);    free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
     free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);    free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
         for (j=ncovcol;j>=1;j--){    free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);    free_ma3x(p3matm,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
         }    free_ma3x(p3matp,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
         num[i]=atol(stra);    printf("\n");
            fprintf(ficlog,"\n");
         /*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;}*/    free_vector(xm,1,npar);
     free_vector(xp,1,npar);
         i=i+1;    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
       }    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
     }    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
     /* printf("ii=%d", ij);  }
        scanf("%d",i);*/  
   imx=i-1; /* Number of individuals */  /************ 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 (i=1; i<=imx; i++){  {
     if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;    /* Variance of health expectancies */
     if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
     if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;    /* double **newm;*/
     }*/    double **dnewm,**doldm;
      double **dnewmp,**doldmp;
   /* for (i=1; i<=imx; i++){    int i, j, nhstepm, hstepm, h, nstepm ;
      if (s[4][i]==9)  s[4][i]=-1;    int k, cptcode;
      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]));}    double *xp;
   */    double **gp, **gm;  /* for var eij */
      double ***gradg, ***trgradg; /*for var eij */
   /* Calculation of the number of parameter from char model*/    double **gradgp, **trgradgp; /* for var p point j */
   Tvar=ivector(1,15);    double *gpp, *gmp; /* for var p point j */
   Tprod=ivector(1,15);    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
   Tvaraff=ivector(1,15);    double ***p3mat;
   Tvard=imatrix(1,15,1,2);    double age,agelim, hf;
   Tage=ivector(1,15);          double ***mobaverage;
        int theta;
   if (strlen(model) >1){    char digit[4];
     j=0, j1=0, k1=1, k2=1;    char digitp[25];
     j=nbocc(model,'+');  
     j1=nbocc(model,'*');    char fileresprobmorprev[FILENAMELENGTH];
     cptcovn=j+1;  
     cptcovprod=j1;    if(popbased==1){
          if(mobilav!=0)
     strcpy(modelsav,model);        strcpy(digitp,"-populbased-mobilav-");
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){      else strcpy(digitp,"-populbased-nomobil-");
       printf("Error. Non available option model=%s ",model);    }
       goto end;    else 
     }      strcpy(digitp,"-stablbased-");
      
     for(i=(j+1); i>=1;i--){    if (mobilav!=0) {
       cutv(stra,strb,modelsav,'+');      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
       /*scanf("%d",i);*/        printf(" Error in movingaverage mobilav=%d\n",mobilav);
       if (strchr(strb,'*')) {      }
         cutv(strd,strc,strb,'*');    }
         if (strcmp(strc,"age")==0) {  
           cptcovprod--;    strcpy(fileresprobmorprev,"prmorprev"); 
           cutv(strb,stre,strd,'V');    sprintf(digit,"%-d",ij);
           Tvar[i]=atoi(stre);    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
           cptcovage++;    strcat(fileresprobmorprev,digit); /* Tvar to be done */
             Tage[cptcovage]=i;    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
             /*printf("stre=%s ", stre);*/    strcat(fileresprobmorprev,fileres);
         }    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
         else if (strcmp(strd,"age")==0) {      printf("Problem with resultfile: %s\n", fileresprobmorprev);
           cptcovprod--;      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
           cutv(strb,stre,strc,'V');    }
           Tvar[i]=atoi(stre);    printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
           cptcovage++;   
           Tage[cptcovage]=i;    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
         }    pstamp(ficresprobmorprev);
         else {    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);
           cutv(strb,stre,strc,'V');    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
           Tvar[i]=ncovcol+k1;    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
           cutv(strb,strc,strd,'V');      fprintf(ficresprobmorprev," p.%-d SE",j);
           Tprod[k1]=i;      for(i=1; i<=nlstate;i++)
           Tvard[k1][1]=atoi(strc);        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
           Tvard[k1][2]=atoi(stre);    }  
           Tvar[cptcovn+k2]=Tvard[k1][1];    fprintf(ficresprobmorprev,"\n");
           Tvar[cptcovn+k2+1]=Tvard[k1][2];    fprintf(ficgp,"\n# Routine varevsij");
           for (k=1; k<=lastobs;k++)    /* fprintf(fichtm, "#Local time at start: %s", strstart);*/
             covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];    fprintf(fichtm,"\n<li><h4> Computing probabilities of dying over estepm months as a weighted average (i.e global mortality independent of initial healh state)</h4></li>\n");
           k1++;    fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
           k2=k2+2;  /*   } */
         }    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
       }    pstamp(ficresvij);
       else {    fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n#  (weighted average of eij where weights are ");
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/    if(popbased==1)
        /*  scanf("%d",i);*/      fprintf(ficresvij,"the age specific prevalence observed in the population i.e cross-sectionally\n in each health state (popbased=1)");
       cutv(strd,strc,strb,'V');    else
       Tvar[i]=atoi(strc);      fprintf(ficresvij,"the age specific period (stable) prevalences in each health state \n");
       }    fprintf(ficresvij,"# Age");
       strcpy(modelsav,stra);      for(i=1; i<=nlstate;i++)
       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);      for(j=1; j<=nlstate;j++)
         scanf("%d",i);*/        fprintf(ficresvij," Cov(e.%1d, e.%1d)",i,j);
     }    fprintf(ficresvij,"\n");
 }  
      xp=vector(1,npar);
   /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);    dnewm=matrix(1,nlstate,1,npar);
   printf("cptcovprod=%d ", cptcovprod);    doldm=matrix(1,nlstate,1,nlstate);
   scanf("%d ",i);*/    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
     fclose(fic);    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   
     /*  if(mle==1){*/    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
     if (weightopt != 1) { /* Maximisation without weights*/    gpp=vector(nlstate+1,nlstate+ndeath);
       for(i=1;i<=n;i++) weight[i]=1.0;    gmp=vector(nlstate+1,nlstate+ndeath);
     }    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
     /*-calculation of age at interview from date of interview and age at death -*/    
     agev=matrix(1,maxwav,1,imx);    if(estepm < stepm){
       printf ("Problem %d lower than %d\n",estepm, stepm);
     for (i=1; i<=imx; i++) {    }
       for(m=2; (m<= maxwav); m++) {    else  hstepm=estepm;   
        if ((mint[m][i]== 99) && (s[m][i] <= nlstate)){    /* For example we decided to compute the life expectancy with the smallest unit */
          anint[m][i]=9999;    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
          s[m][i]=-1;       nhstepm is the number of hstepm from age to agelim 
        }       nstepm is the number of stepm from age to agelin. 
      if(moisdc[i]==99 && andc[i]==9999 & s[m][i]>nlstate) s[m][i]=-1;       Look at hpijx to understand the reason of that which relies in memory size
       }       and note for a fixed period like k years */
     }    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
        survival function given by stepm (the optimization length). Unfortunately it
     for (i=1; i<=imx; i++)  {       means that if the survival funtion is printed every two years of age and if
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
       for(m=1; (m<= maxwav); m++){       results. So we changed our mind and took the option of the best precision.
         if(s[m][i] >0){    */
           if (s[m][i] >= nlstate+1) {    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
             if(agedc[i]>0)    agelim = AGESUP;
               if(moisdc[i]!=99 && andc[i]!=9999)    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
                 agev[m][i]=agedc[i];      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
            else {      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
               if (andc[i]!=9999){      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
               printf("Warning negative age at death: %d line:%d\n",num[i],i);      gp=matrix(0,nhstepm,1,nlstate);
               agev[m][i]=-1;      gm=matrix(0,nhstepm,1,nlstate);
               }  
             }  
           }      for(theta=1; theta <=npar; theta++){
           else if(s[m][i] !=9){ /* Should no more exist */        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);          xp[i] = x[i] + (i==theta ?delti[theta]:0);
             if(mint[m][i]==99 || anint[m][i]==9999)        }
               agev[m][i]=1;        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
             else if(agev[m][i] <agemin){        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
               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);*/        if (popbased==1) {
             }          if(mobilav ==0){
             else if(agev[m][i] >agemax){            for(i=1; i<=nlstate;i++)
               agemax=agev[m][i];              prlim[i][i]=probs[(int)age][i][ij];
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/          }else{ /* mobilav */ 
             }            for(i=1; i<=nlstate;i++)
             /*agev[m][i]=anint[m][i]-annais[i];*/              prlim[i][i]=mobaverage[(int)age][i][ij];
             /*   agev[m][i] = age[i]+2*m;*/          }
           }        }
           else { /* =9 */    
             agev[m][i]=1;        for(j=1; j<= nlstate; j++){
             s[m][i]=-1;          for(h=0; h<=nhstepm; h++){
           }            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
         }              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
         else /*= 0 Unknown */          }
           agev[m][i]=1;        }
       }        /* This for computing probability of death (h=1 means
               computed over hstepm matrices product = hstepm*stepm months) 
     }           as a weighted average of prlim.
     for (i=1; i<=imx; i++)  {        */
       for(m=1; (m<= maxwav); m++){        for(j=nlstate+1;j<=nlstate+ndeath;j++){
         if (s[m][i] > (nlstate+ndeath)) {          for(i=1,gpp[j]=0.; i<= nlstate; i++)
           printf("Error: Wrong value in nlstate or ndeath\n");              gpp[j] += prlim[i][i]*p3mat[i][j][1];
           goto end;        }    
         }        /* end probability of death */
       }  
     }        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
           xp[i] = x[i] - (i==theta ?delti[theta]:0);
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
     free_vector(severity,1,maxwav);   
     free_imatrix(outcome,1,maxwav+1,1,n);        if (popbased==1) {
     free_vector(moisnais,1,n);          if(mobilav ==0){
     free_vector(annais,1,n);            for(i=1; i<=nlstate;i++)
     /* free_matrix(mint,1,maxwav,1,n);              prlim[i][i]=probs[(int)age][i][ij];
        free_matrix(anint,1,maxwav,1,n);*/          }else{ /* mobilav */ 
     free_vector(moisdc,1,n);            for(i=1; i<=nlstate;i++)
     free_vector(andc,1,n);              prlim[i][i]=mobaverage[(int)age][i][ij];
           }
            }
     wav=ivector(1,imx);  
     dh=imatrix(1,lastpass-firstpass+1,1,imx);        for(j=1; j<= nlstate; j++){
     mw=imatrix(1,lastpass-firstpass+1,1,imx);          for(h=0; h<=nhstepm; h++){
                for(i=1, gm[h][j]=0.;i<=nlstate;i++)
     /* Concatenates waves */              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);          }
         }
         /* This for computing probability of death (h=1 means
       Tcode=ivector(1,100);           computed over hstepm matrices product = hstepm*stepm months) 
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);           as a weighted average of prlim.
       ncodemax[1]=1;        */
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);        for(j=nlstate+1;j<=nlstate+ndeath;j++){
                for(i=1,gmp[j]=0.; i<= nlstate; i++)
    codtab=imatrix(1,100,1,10);           gmp[j] += prlim[i][i]*p3mat[i][j][1];
    h=0;        }    
    m=pow(2,cptcoveff);        /* end probability of death */
    
    for(k=1;k<=cptcoveff; k++){        for(j=1; j<= nlstate; j++) /* vareij */
      for(i=1; i <=(m/pow(2,k));i++){          for(h=0; h<=nhstepm; h++){
        for(j=1; j <= ncodemax[k]; j++){            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
          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;        for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
            /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
          }        }
        }  
      }      } /* End theta */
    }  
    /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]);      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
       codtab[1][2]=1;codtab[2][2]=2; */  
    /* for(i=1; i <=m ;i++){      for(h=0; h<=nhstepm; h++) /* veij */
       for(k=1; k <=cptcovn; k++){        for(j=1; j<=nlstate;j++)
       printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);          for(theta=1; theta <=npar; theta++)
       }            trgradg[h][j][theta]=gradg[h][theta][j];
       printf("\n");  
       }      for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
       scanf("%d",i);*/        for(theta=1; theta <=npar; theta++)
              trgradgp[j][theta]=gradgp[theta][j];
    /* Calculates basic frequencies. Computes observed prevalence at single age    
        and prints on file fileres'p'. */  
       hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
          for(i=1;i<=nlstate;i++)
            for(j=1;j<=nlstate;j++)
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          vareij[i][j][(int)age] =0.;
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      for(h=0;h<=nhstepm;h++){
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        for(k=0;k<=nhstepm;k++){
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
                matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
     /* For Powell, parameters are in a vector p[] starting at p[1]          for(i=1;i<=nlstate;i++)
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */            for(j=1;j<=nlstate;j++)
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */              vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
         }
     if(mle==1){      }
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);    
     }      /* pptj */
          matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
     /*--------- results files --------------*/      matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
     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);      for(j=nlstate+1;j<=nlstate+ndeath;j++)
          for(i=nlstate+1;i<=nlstate+ndeath;i++)
           varppt[j][i]=doldmp[j][i];
    jk=1;      /* end ppptj */
    fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");      /*  x centered again */
    printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
    for(i=1,jk=1; i <=nlstate; i++){      prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
      for(k=1; k <=(nlstate+ndeath); k++){   
        if (k != i)      if (popbased==1) {
          {        if(mobilav ==0){
            printf("%d%d ",i,k);          for(i=1; i<=nlstate;i++)
            fprintf(ficres,"%1d%1d ",i,k);            prlim[i][i]=probs[(int)age][i][ij];
            for(j=1; j <=ncovmodel; j++){        }else{ /* mobilav */ 
              printf("%f ",p[jk]);          for(i=1; i<=nlstate;i++)
              fprintf(ficres,"%f ",p[jk]);            prlim[i][i]=mobaverage[(int)age][i][ij];
              jk++;        }
            }      }
            printf("\n");               
            fprintf(ficres,"\n");      /* This for computing probability of death (h=1 means
          }         computed over hstepm (estepm) matrices product = hstepm*stepm months) 
      }         as a weighted average of prlim.
    }      */
  if(mle==1){      for(j=nlstate+1;j<=nlstate+ndeath;j++){
     /* Computing hessian and covariance matrix */        for(i=1,gmp[j]=0.;i<= nlstate; i++) 
     ftolhess=ftol; /* Usually correct */          gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
     hesscov(matcov, p, npar, delti, ftolhess, func);      }    
  }      /* end probability of death */
     fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");  
     printf("# Scales (for hessian or gradient estimation)\n");      fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
      for(i=1,jk=1; i <=nlstate; i++){      for(j=nlstate+1; j<=(nlstate+ndeath);j++){
       for(j=1; j <=nlstate+ndeath; j++){        fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
         if (j!=i) {        for(i=1; i<=nlstate;i++){
           fprintf(ficres,"%1d%1d",i,j);          fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
           printf("%1d%1d",i,j);        }
           for(k=1; k<=ncovmodel;k++){      } 
             printf(" %.5e",delti[jk]);      fprintf(ficresprobmorprev,"\n");
             fprintf(ficres," %.5e",delti[jk]);  
             jk++;      fprintf(ficresvij,"%.0f ",age );
           }      for(i=1; i<=nlstate;i++)
           printf("\n");        for(j=1; j<=nlstate;j++){
           fprintf(ficres,"\n");          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);
     k=1;      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
     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");      free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
     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");      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     for(i=1;i<=npar;i++){    } /* End age */
       /*  if (k>nlstate) k=1;    free_vector(gpp,nlstate+1,nlstate+ndeath);
       i1=(i-1)/(ncovmodel*nlstate)+1;    free_vector(gmp,nlstate+1,nlstate+ndeath);
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);    free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
       printf("%s%d%d",alph[k],i1,tab[i]);*/    free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
       fprintf(ficres,"%3d",i);    fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
       printf("%3d",i);    /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
       for(j=1; j<=i;j++){    fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
         fprintf(ficres," %.5e",matcov[i][j]);  /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
         printf(" %.5e",matcov[i][j]);  /*   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(ficres,"\n");    fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
       printf("\n");    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
       k++;    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);
     while((c=getc(ficpar))=='#' && c!= EOF){    /*  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);
       ungetc(c,ficpar);  */
       fgets(line, MAXLINE, ficpar);  /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
       puts(line);    fprintf(ficgp,"\nset out \"%s%s.png\";replot;\n",subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
       fputs(line,ficparo);  
     }    free_vector(xp,1,npar);
     ungetc(c,ficpar);    free_matrix(doldm,1,nlstate,1,nlstate);
      free_matrix(dnewm,1,nlstate,1,npar);
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&ageminpar,&agemaxpar, &bage, &fage);    free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
        free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
     if (fage <= 2) {    free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
       bage = ageminpar;    if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       fage = agemaxpar;    fclose(ficresprobmorprev);
     }    fflush(ficgp);
        fflush(fichtm); 
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");  }  /* end varevsij */
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",ageminpar,agemaxpar,bage,fage);  
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",ageminpar,agemaxpar,bage,fage);  /************ 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[])
     while((c=getc(ficpar))=='#' && c!= EOF){  {
     ungetc(c,ficpar);    /* Variance of prevalence limit */
     fgets(line, MAXLINE, ficpar);    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
     puts(line);    double **newm;
     fputs(line,ficparo);    double **dnewm,**doldm;
   }    int i, j, nhstepm, hstepm;
   ungetc(c,ficpar);    int k, cptcode;
      double *xp;
   fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2);    double *gp, *gm;
   fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);    double **gradg, **trgradg;
  fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);    double age,agelim;
          int theta;
   while((c=getc(ficpar))=='#' && c!= EOF){    
     ungetc(c,ficpar);    pstamp(ficresvpl);
     fgets(line, MAXLINE, ficpar);    fprintf(ficresvpl,"# Standard deviation of period (stable) prevalences \n");
     puts(line);    fprintf(ficresvpl,"# Age");
     fputs(line,ficparo);    for(i=1; i<=nlstate;i++)
   }        fprintf(ficresvpl," %1d-%1d",i,i);
   ungetc(c,ficpar);    fprintf(ficresvpl,"\n");
    
     xp=vector(1,npar);
    dateprev1=anprev1+mprev1/12.+jprev1/365.;    dnewm=matrix(1,nlstate,1,npar);
    dateprev2=anprev2+mprev2/12.+jprev2/365.;    doldm=matrix(1,nlstate,1,nlstate);
     
   fscanf(ficpar,"pop_based=%d\n",&popbased);    hstepm=1*YEARM; /* Every year of age */
   fprintf(ficparo,"pop_based=%d\n",popbased);      hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
   fprintf(ficres,"pop_based=%d\n",popbased);      agelim = AGESUP;
      for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
   while((c=getc(ficpar))=='#' && c!= EOF){      nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
     ungetc(c,ficpar);      if (stepm >= YEARM) hstepm=1;
     fgets(line, MAXLINE, ficpar);      nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
     puts(line);      gradg=matrix(1,npar,1,nlstate);
     fputs(line,ficparo);      gp=vector(1,nlstate);
   }      gm=vector(1,nlstate);
   ungetc(c,ficpar);  
       for(theta=1; theta <=npar; theta++){
   fscanf(ficpar,"starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf mov_average=%d\n",&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2,&mobilav);        for(i=1; i<=npar; i++){ /* Computes gradient */
 fprintf(ficparo,"starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mov_average=%d\n",jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilav);          xp[i] = x[i] + (i==theta ?delti[theta]:0);
 fprintf(ficres,"starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mov_average=%d\n",jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilav);        }
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(i=1;i<=nlstate;i++)
 while((c=getc(ficpar))=='#' && c!= EOF){          gp[i] = prlim[i][i];
     ungetc(c,ficpar);      
     fgets(line, MAXLINE, ficpar);        for(i=1; i<=npar; i++) /* Computes gradient */
     puts(line);          xp[i] = x[i] - (i==theta ?delti[theta]:0);
     fputs(line,ficparo);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   }        for(i=1;i<=nlstate;i++)
   ungetc(c,ficpar);          gm[i] = prlim[i][i];
   
   fscanf(ficpar,"popforecast=%d popfile=%s popfiledate=%lf/%lf/%lf last-popfiledate=%lf/%lf/%lf\n",&popforecast,popfile,&jpyram,&mpyram,&anpyram,&jpyram1,&mpyram1,&anpyram1);        for(i=1;i<=nlstate;i++)
   fprintf(ficparo,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);          gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
   fprintf(ficres,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);      } /* End theta */
   
  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);      trgradg =matrix(1,nlstate,1,npar);
   
 /*------------ gnuplot -------------*/      for(j=1; j<=nlstate;j++)
  printinggnuplot(fileres,optionfilefiname,optionfile,optionfilegnuplot, ageminpar,agemaxpar,fage, pathc,p);        for(theta=1; theta <=npar; theta++)
            trgradg[j][theta]=gradg[theta][j];
 /*------------ free_vector  -------------*/  
  chdir(path);      for(i=1;i<=nlstate;i++)
          varpl[i][(int)age] =0.;
  free_ivector(wav,1,imx);      matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
  free_imatrix(dh,1,lastpass-firstpass+1,1,imx);      matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
  free_imatrix(mw,1,lastpass-firstpass+1,1,imx);        for(i=1;i<=nlstate;i++)
  free_ivector(num,1,n);        varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
  free_vector(agedc,1,n);  
  /*free_matrix(covar,1,NCOVMAX,1,n);*/      fprintf(ficresvpl,"%.0f ",age );
  fclose(ficparo);      for(i=1; i<=nlstate;i++)
  fclose(ficres);        fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
       fprintf(ficresvpl,"\n");
 /*--------- index.htm --------*/      free_vector(gp,1,nlstate);
       free_vector(gm,1,nlstate);
   printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,model,imx,jmin,jmax,jmean,optionfile,optionfilehtm,rfileres,optionfilegnuplot,version,popforecast);      free_matrix(gradg,1,npar,1,nlstate);
       free_matrix(trgradg,1,nlstate,1,npar);
      } /* End age */
   /*--------------- Prevalence limit --------------*/  
      free_vector(xp,1,npar);
   strcpy(filerespl,"pl");    free_matrix(doldm,1,nlstate,1,npar);
   strcat(filerespl,fileres);    free_matrix(dnewm,1,nlstate,1,nlstate);
   if((ficrespl=fopen(filerespl,"w"))==NULL) {  
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;  }
   }  
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);  /************ Variance of one-step probabilities  ******************/
   fprintf(ficrespl,"#Prevalence limit\n");  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[])
   fprintf(ficrespl,"#Age ");  {
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);    int i, j=0,  i1, k1, l1, t, tj;
   fprintf(ficrespl,"\n");    int k2, l2, j1,  z1;
      int k=0,l, cptcode;
   prlim=matrix(1,nlstate,1,nlstate);    int first=1, first1;
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    double **dnewm,**doldm;
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    double *xp;
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    double *gp, *gm;
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */    double **gradg, **trgradg;
   k=0;    double **mu;
   agebase=ageminpar;    double age,agelim, cov[NCOVMAX];
   agelim=agemaxpar;    double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
   ftolpl=1.e-10;    int theta;
   i1=cptcoveff;    char fileresprob[FILENAMELENGTH];
   if (cptcovn < 1){i1=1;}    char fileresprobcov[FILENAMELENGTH];
     char fileresprobcor[FILENAMELENGTH];
   for(cptcov=1;cptcov<=i1;cptcov++){  
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    double ***varpij;
         k=k+1;  
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/    strcpy(fileresprob,"prob"); 
         fprintf(ficrespl,"\n#******");    strcat(fileresprob,fileres);
         for(j=1;j<=cptcoveff;j++)    if((ficresprob=fopen(fileresprob,"w"))==NULL) {
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);      printf("Problem with resultfile: %s\n", fileresprob);
         fprintf(ficrespl,"******\n");      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
            }
         for (age=agebase; age<=agelim; age++){    strcpy(fileresprobcov,"probcov"); 
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);    strcat(fileresprobcov,fileres);
           fprintf(ficrespl,"%.0f",age );    if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
           for(i=1; i<=nlstate;i++)      printf("Problem with resultfile: %s\n", fileresprobcov);
           fprintf(ficrespl," %.5f", prlim[i][i]);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
           fprintf(ficrespl,"\n");    }
         }    strcpy(fileresprobcor,"probcor"); 
       }    strcat(fileresprobcor,fileres);
     }    if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
   fclose(ficrespl);      printf("Problem with resultfile: %s\n", fileresprobcor);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
   /*------------- h Pij x at various ages ------------*/    }
      printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);    fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
   if((ficrespij=fopen(filerespij,"w"))==NULL) {    printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;    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);
   printf("Computing pij: result on file '%s' \n", filerespij);    fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
      pstamp(ficresprob);
   stepsize=(int) (stepm+YEARM-1)/YEARM;    fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
   /*if (stepm<=24) stepsize=2;*/    fprintf(ficresprob,"# Age");
     pstamp(ficresprobcov);
   agelim=AGESUP;    fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
   hstepm=stepsize*YEARM; /* Every year of age */    fprintf(ficresprobcov,"# Age");
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */    pstamp(ficresprobcor);
      fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
   k=0;    fprintf(ficresprobcor,"# Age");
   for(cptcov=1;cptcov<=i1;cptcov++){  
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){  
       k=k+1;    for(i=1; i<=nlstate;i++)
         fprintf(ficrespij,"\n#****** ");      for(j=1; j<=(nlstate+ndeath);j++){
         for(j=1;j<=cptcoveff;j++)        fprintf(ficresprob," p%1d-%1d (SE)",i,j);
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);        fprintf(ficresprobcov," p%1d-%1d ",i,j);
         fprintf(ficrespij,"******\n");        fprintf(ficresprobcor," p%1d-%1d ",i,j);
              }  
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */   /* fprintf(ficresprob,"\n");
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    fprintf(ficresprobcov,"\n");
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    fprintf(ficresprobcor,"\n");
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);   */
           oldm=oldms;savm=savms;   xp=vector(1,npar);
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);      dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
           fprintf(ficrespij,"# Age");    doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
           for(i=1; i<=nlstate;i++)    mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
             for(j=1; j<=nlstate+ndeath;j++)    varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
               fprintf(ficrespij," %1d-%1d",i,j);    first=1;
           fprintf(ficrespij,"\n");    fprintf(ficgp,"\n# Routine varprob");
           for (h=0; h<=nhstepm; h++){    fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );    fprintf(fichtm,"\n");
             for(i=1; i<=nlstate;i++)  
               for(j=1; j<=nlstate+ndeath;j++)    fprintf(fichtm,"\n<li><h4> <a href=\"%s\">Matrix of variance-covariance of pairs of step probabilities (drawings)</a></h4></li>\n",optionfilehtmcov);
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);    fprintf(fichtmcov,"\n<h4>Matrix of variance-covariance of pairs of step probabilities</h4>\n\
             fprintf(ficrespij,"\n");    file %s<br>\n",optionfilehtmcov);
           }    fprintf(fichtmcov,"\nEllipsoids of confidence centered on point (p<inf>ij</inf>, p<inf>kl</inf>) are estimated\
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  and drawn. It helps understanding how is the covariance between two incidences.\
           fprintf(ficrespij,"\n");   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>\
   /* varprob(fileres, matcov, p, delti, nlstate, (int) bage, (int) fage,k);*/   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>\
   fclose(ficrespij);  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;
   /*---------- Forecasting ------------------*/    tj=cptcoveff;
   if((stepm == 1) && (strcmp(model,".")==0)){    if (cptcovn<1) {tj=1;ncodemax[1]=1;}
     prevforecast(fileres, anproj1,mproj1,jproj1, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anproj2,p, i1);    j1=0;
     if (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);    for(t=1; t<=tj;t++){
     free_matrix(mint,1,maxwav,1,n);      for(i1=1; i1<=ncodemax[t];i1++){ 
     free_matrix(anint,1,maxwav,1,n); free_imatrix(s,1,maxwav+1,1,n);        j1++;
     free_vector(weight,1,n);}        if  (cptcovn>0) {
   else{          fprintf(ficresprob, "\n#********** Variable "); 
     erreur=108;          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
     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(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");
   /*---------- Health expectancies and variances ------------*/          
           fprintf(ficgp, "\n#********** Variable "); 
   strcpy(filerest,"t");          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   strcat(filerest,fileres);          fprintf(ficgp, "**********\n#\n");
   if((ficrest=fopen(filerest,"w"))==NULL) {          
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;          
   }          fprintf(fichtmcov, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
   printf("Computing Total LEs with variances: file '%s' \n", filerest);          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\">");
           
   strcpy(filerese,"e");          fprintf(ficresprobcor, "\n#********** Variable ");    
   strcat(filerese,fileres);          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   if((ficreseij=fopen(filerese,"w"))==NULL) {          fprintf(ficresprobcor, "**********\n#");    
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);        }
   }        
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);        for (age=bage; age<=fage; age ++){ 
           cov[2]=age;
  strcpy(fileresv,"v");          for (k=1; k<=cptcovn;k++) {
   strcat(fileresv,fileres);            cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
   if((ficresvij=fopen(fileresv,"w"))==NULL) {          }
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);          for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
   }          for (k=1; k<=cptcovprod;k++)
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);            cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
           
   k=0;          gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
   for(cptcov=1;cptcov<=i1;cptcov++){          trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){          gp=vector(1,(nlstate)*(nlstate+ndeath));
       k=k+1;          gm=vector(1,(nlstate)*(nlstate+ndeath));
       fprintf(ficrest,"\n#****** ");      
       for(j=1;j<=cptcoveff;j++)          for(theta=1; theta <=npar; theta++){
         fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);            for(i=1; i<=npar; i++)
       fprintf(ficrest,"******\n");              xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
             
       fprintf(ficreseij,"\n#****** ");            pmij(pmmij,cov,ncovmodel,xp,nlstate);
       for(j=1;j<=cptcoveff;j++)            
         fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);            k=0;
       fprintf(ficreseij,"******\n");            for(i=1; i<= (nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
       fprintf(ficresvij,"\n#****** ");                k=k+1;
       for(j=1;j<=cptcoveff;j++)                gp[k]=pmmij[i][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);            for(i=1; i<=npar; i++)
       oldm=oldms;savm=savms;              xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);        
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);            pmij(pmmij,cov,ncovmodel,xp,nlstate);
       oldm=oldms;savm=savms;            k=0;
        varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);            for(i=1; i<=(nlstate); i++){
                  for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                  gm[k]=pmmij[i][j];
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");              }
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);            }
       fprintf(ficrest,"\n");       
             for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
       epj=vector(1,nlstate+1);              gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
       for(age=bage; age <=fage ;age++){          }
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);  
         if (popbased==1) {          for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
           for(i=1; i<=nlstate;i++)            for(theta=1; theta <=npar; theta++)
             prlim[i][i]=probs[(int)age][i][k];              trgradg[j][theta]=gradg[theta][j];
         }          
                  matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
         fprintf(ficrest," %4.0f",age);          matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){          free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
           for(i=1, epj[j]=0.;i <=nlstate;i++) {          free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
             epj[j] += prlim[i][i]*eij[i][j][(int)age];          free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
           }          free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
           epj[nlstate+1] +=epj[j];  
         }          pmij(pmmij,cov,ncovmodel,x,nlstate);
         for(i=1, vepp=0.;i <=nlstate;i++)          
           for(j=1;j <=nlstate;j++)          k=0;
             vepp += vareij[i][j][(int)age];          for(i=1; i<=(nlstate); i++){
         fprintf(ficrest," %7.2f (%7.2f)", epj[nlstate+1],sqrt(vepp));            for(j=1; j<=(nlstate+ndeath);j++){
         for(j=1;j <=nlstate;j++){              k=k+1;
           fprintf(ficrest," %7.2f (%7.2f)", epj[j],sqrt(vareij[j][j][(int)age]));              mu[k][(int) age]=pmmij[i][j];
         }            }
         fprintf(ficrest,"\n");          }
       }          for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
     }            for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
   }              varpij[i][j][(int)age] = doldm[i][j];
   
   fclose(ficreseij);          /*printf("\n%d ",(int)age);
   fclose(ficresvij);            for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
   fclose(ficrest);            printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
   fclose(ficpar);            fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
   free_vector(epj,1,nlstate+1);            }*/
    
   /*------- Variance limit prevalence------*/            fprintf(ficresprob,"\n%d ",(int)age);
           fprintf(ficresprobcov,"\n%d ",(int)age);
   strcpy(fileresvpl,"vpl");          fprintf(ficresprobcor,"\n%d ",(int)age);
   strcat(fileresvpl,fileres);  
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {          for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);            fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
     exit(0);          for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
   }            fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);            fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
           }
   k=0;          i=0;
   for(cptcov=1;cptcov<=i1;cptcov++){          for (k=1; k<=(nlstate);k++){
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){            for (l=1; l<=(nlstate+ndeath);l++){ 
       k=k+1;              i=i++;
       fprintf(ficresvpl,"\n#****** ");              fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
       for(j=1;j<=cptcoveff;j++)              fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
         fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);              for (j=1; j<=i;j++){
       fprintf(ficresvpl,"******\n");                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]));
       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);          }/* end of loop for state */
     }        } /* end of loop for age */
  }  
         /* Confidence intervalle of pij  */
   fclose(ficresvpl);        /*
           fprintf(ficgp,"\nset noparametric;unset label");
   /*---------- End : free ----------------*/          fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);          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);
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);          fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);          fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
            fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
          */
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);  
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);        /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);        first1=1;
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);        for (k2=1; k2<=(nlstate);k2++){
            for (l2=1; l2<=(nlstate+ndeath);l2++){ 
   free_matrix(matcov,1,npar,1,npar);            if(l2==k2) continue;
   free_vector(delti,1,npar);            j=(k2-1)*(nlstate+ndeath)+l2;
   free_matrix(agev,1,maxwav,1,imx);            for (k1=1; k1<=(nlstate);k1++){
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);              for (l1=1; l1<=(nlstate+ndeath);l1++){ 
                 if(l1==k1) continue;
   if(erreur >0)                i=(k1-1)*(nlstate+ndeath)+l1;
     printf("End of Imach with error or warning %d\n",erreur);                if(i<=j) continue;
   else   printf("End of Imach\n");                for (age=bage; age<=fage; age ++){ 
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */                  if ((int)age %5==0){
                      v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
   /* 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);*/                    v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
   /*printf("Total time was %d uSec.\n", total_usecs);*/                    cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
   /*------ End -----------*/                    mu1=mu[i][(int) age]/stepm*YEARM ;
                     mu2=mu[j][(int) age]/stepm*YEARM;
                     c12=cv12/sqrt(v1*v2);
  end:                    /* Computing eigen value of matrix of covariance */
 #ifdef windows                    lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
   /* chdir(pathcd);*/                    lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
 #endif                    /* Eigen vectors */
  /*system("wgnuplot graph.plt");*/                    v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
  /*system("../gp37mgw/wgnuplot graph.plt");*/                    /*v21=sqrt(1.-v11*v11); *//* error */
  /*system("cd ../gp37mgw");*/                    v21=(lc1-v1)/cv12*v11;
  /* system("..\\gp37mgw\\wgnuplot graph.plt");*/                    v12=-v21;
  strcpy(plotcmd,GNUPLOTPROGRAM);                    v22=v11;
  strcat(plotcmd," ");                    tnalp=v21/v11;
  strcat(plotcmd,optionfilegnuplot);                    if(first1==1){
  system(plotcmd);                      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);
 #ifdef windows                    }
   while (z[0] != 'q') {                    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);
     /* chdir(path); */                    /*printf(fignu*/
     printf("\nType e to edit output files, g to graph again, c to start again, and q for exiting: ");                    /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
     scanf("%s",z);                    /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
     if (z[0] == 'c') system("./imach");                    if(first==1){
     else if (z[0] == 'e') system(optionfilehtm);                      first=0;
     else if (z[0] == 'g') system(plotcmd);                      fprintf(ficgp,"\nset parametric;unset label");
     else if (z[0] == 'q') exit(0);                      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");
 #endif                      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.1.35  
changed lines
  Added in v.1.120


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