Diff for /imach/src/imach.c between versions 1.12 and 1.135

version 1.12, 2002/02/20 16:57:00 version 1.135, 2009/10/29 15:33:14
Line 1 Line 1
      /* $Id$
 /*********************** Imach **************************************            $State$
   This program computes Healthy Life Expectancies from cross-longitudinal    $Log$
   data. Cross-longitudinal consist in a first survey ("cross") where    Revision 1.135  2009/10/29 15:33:14  brouard
   individuals from different ages are interviewed on their health status    (Module): Now imach stops if date of birth, at least year of birth, is not given. Some cleaning of the code.
   or degree of  disability. At least a second wave of interviews  
   ("longitudinal") should  measure each new individual health status.    Revision 1.134  2009/10/29 13:18:53  brouard
   Health expectancies are computed from the transistions observed between    (Module): Now imach stops if date of birth, at least year of birth, is not given. Some cleaning of the code.
   waves and are computed for each degree of severity of disability (number  
   of life states). More degrees you consider, more time is necessary to    Revision 1.133  2009/07/06 10:21:25  brouard
   reach the Maximum Likelihood of the parameters involved in the model.    just nforces
   The simplest model is the multinomial logistic model where pij is  
   the probabibility to be observed in state j at the second wave conditional    Revision 1.132  2009/07/06 08:22:05  brouard
   to be observed in state i at the first wave. Therefore the model is:    Many tings
   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 complex model than "constant and    Revision 1.131  2009/06/20 16:22:47  brouard
   age", you should modify the program where the markup    Some dimensions resccaled
     *Covariates have to be included here again* invites you to do it.  
   More covariates you add, less is the speed of the convergence.    Revision 1.130  2009/05/26 06:44:34  brouard
     (Module): Max Covariate is now set to 20 instead of 8. A
   The advantage that this computer programme claims, comes from that if the    lot of cleaning with variables initialized to 0. Trying to make
   delay between waves is not identical for each individual, or if some    V2+V3*age+V1+V4 strb=V3*age+V1+V4 working better.
   individual missed an interview, the information is not rounded or lost, but  
   taken into account using an interpolation or extrapolation.    Revision 1.129  2007/08/31 13:49:27  lievre
   hPijx is the probability to be    Modification of the way of exiting when the covariate is not binary in order to see on the window the error message before exiting
   observed in state i at age x+h conditional to the observed state i at age  
   x. The delay 'h' can be split into an exact number (nh*stepm) of    Revision 1.128  2006/06/30 13:02:05  brouard
   unobserved intermediate  states. This elementary transition (by month or    (Module): Clarifications on computing e.j
   quarter trimester, semester or year) is model as a multinomial logistic.  
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices    Revision 1.127  2006/04/28 18:11:50  brouard
   and the contribution of each individual to the likelihood is simply hPijx.    (Module): Yes the sum of survivors was wrong since
     imach-114 because nhstepm was no more computed in the age
   Also this programme outputs the covariance matrix of the parameters but also    loop. Now we define nhstepma in the age loop.
   of the life expectancies. It also computes the prevalence limits.    (Module): In order to speed up (in case of numerous covariates) we
      compute health expectancies (without variances) in a first step
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    and then all the health expectancies with variances or standard
            Institut national d'études démographiques, Paris.    deviation (needs data from the Hessian matrices) which slows the
   This software have been partly granted by Euro-REVES, a concerted action    computation.
   from the European Union.    In the future we should be able to stop the program is only health
   It is copyrighted identically to a GNU software product, ie programme and    expectancies and graph are needed without standard deviations.
   software can be distributed freely for non commercial use. Latest version  
   can be accessed at http://euroreves.ined.fr/imach .    Revision 1.126  2006/04/28 17:23:28  brouard
   **********************************************************************/    (Module): Yes the sum of survivors was wrong since
      imach-114 because nhstepm was no more computed in the age
 #include <math.h>    loop. Now we define nhstepma in the age loop.
 #include <stdio.h>    Version 0.98h
 #include <stdlib.h>  
 #include <unistd.h>    Revision 1.125  2006/04/04 15:20:31  lievre
     Errors in calculation of health expectancies. Age was not initialized.
 #define MAXLINE 256    Forecasting file added.
 #define FILENAMELENGTH 80  
 /*#define DEBUG*/    Revision 1.124  2006/03/22 17:13:53  lievre
 #define windows    Parameters are printed with %lf instead of %f (more numbers after the comma).
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    The log-likelihood is printed in the log file
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */  
     Revision 1.123  2006/03/20 10:52:43  brouard
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    * imach.c (Module): <title> changed, corresponds to .htm file
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    name. <head> headers where missing.
   
 #define NINTERVMAX 8    * imach.c (Module): Weights can have a decimal point as for
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    English (a comma might work with a correct LC_NUMERIC environment,
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */    otherwise the weight is truncated).
 #define NCOVMAX 8 /* Maximum number of covariates */    Modification of warning when the covariates values are not 0 or
 #define MAXN 20000    1.
 #define YEARM 12. /* Number of months per year */    Version 0.98g
 #define AGESUP 130  
 #define AGEBASE 40    Revision 1.122  2006/03/20 09:45:41  brouard
     (Module): Weights can have a decimal point as for
     English (a comma might work with a correct LC_NUMERIC environment,
 int nvar;    otherwise the weight is truncated).
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;    Modification of warning when the covariates values are not 0 or
 int npar=NPARMAX;    1.
 int nlstate=2; /* Number of live states */    Version 0.98g
 int ndeath=1; /* Number of dead states */  
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    Revision 1.121  2006/03/16 17:45:01  lievre
     * imach.c (Module): Comments concerning covariates added
 int *wav; /* Number of waves for this individuual 0 is possible */  
 int maxwav; /* Maxim number of waves */    * imach.c (Module): refinements in the computation of lli if
 int jmin, jmax; /* min, max spacing between 2 waves */    status=-2 in order to have more reliable computation if stepm is
 int mle, weightopt;    not 1 month. Version 0.98f
 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 1.120  2006/03/16 15:10:38  lievre
 double jmean; /* Mean space between 2 waves */    (Module): refinements in the computation of lli if
 double **oldm, **newm, **savm; /* Working pointers to matrices */    status=-2 in order to have more reliable computation if stepm is
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    not 1 month. Version 0.98f
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;  
 FILE *ficgp, *fichtm;    Revision 1.119  2006/03/15 17:42:26  brouard
 FILE *ficreseij;    (Module): Bug if status = -2, the loglikelihood was
   char filerese[FILENAMELENGTH];    computed as likelihood omitting the logarithm. Version O.98e
  FILE  *ficresvij;  
   char fileresv[FILENAMELENGTH];    Revision 1.118  2006/03/14 18:20:07  brouard
  FILE  *ficresvpl;    (Module): varevsij Comments added explaining the second
   char fileresvpl[FILENAMELENGTH];    table of variances if popbased=1 .
     (Module): Covariances of eij, ekl added, graphs fixed, new html link.
 #define NR_END 1    (Module): Function pstamp added
 #define FREE_ARG char*    (Module): Version 0.98d
 #define FTOL 1.0e-10  
     Revision 1.117  2006/03/14 17:16:22  brouard
 #define NRANSI    (Module): varevsij Comments added explaining the second
 #define ITMAX 200    table of variances if popbased=1 .
     (Module): Covariances of eij, ekl added, graphs fixed, new html link.
 #define TOL 2.0e-4    (Module): Function pstamp added
     (Module): Version 0.98d
 #define CGOLD 0.3819660  
 #define ZEPS 1.0e-10    Revision 1.116  2006/03/06 10:29:27  brouard
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);    (Module): Variance-covariance wrong links and
     varian-covariance of ej. is needed (Saito).
 #define GOLD 1.618034  
 #define GLIMIT 100.0    Revision 1.115  2006/02/27 12:17:45  brouard
 #define TINY 1.0e-20    (Module): One freematrix added in mlikeli! 0.98c
   
 static double maxarg1,maxarg2;    Revision 1.114  2006/02/26 12:57:58  brouard
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))    (Module): Some improvements in processing parameter
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))    filename with strsep.
    
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))    Revision 1.113  2006/02/24 14:20:24  brouard
 #define rint(a) floor(a+0.5)    (Module): Memory leaks checks with valgrind and:
     datafile was not closed, some imatrix were not freed and on matrix
 static double sqrarg;    allocation too.
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)  
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}    Revision 1.112  2006/01/30 09:55:26  brouard
     (Module): Back to gnuplot.exe instead of wgnuplot.exe
 int imx;  
 int stepm;    Revision 1.111  2006/01/25 20:38:18  brouard
 /* Stepm, step in month: minimum step interpolation*/    (Module): Lots of cleaning and bugs added (Gompertz)
     (Module): Comments can be added in data file. Missing date values
 int m,nb;    can be a simple dot '.'.
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;  
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;    Revision 1.110  2006/01/25 00:51:50  brouard
 double **pmmij;    (Module): Lots of cleaning and bugs added (Gompertz)
   
 double *weight;    Revision 1.109  2006/01/24 19:37:15  brouard
 int **s; /* Status */    (Module): Comments (lines starting with a #) are allowed in data.
 double *agedc, **covar, idx;  
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;    Revision 1.108  2006/01/19 18:05:42  lievre
     Gnuplot problem appeared...
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */    To be fixed
 double ftolhess; /* Tolerance for computing hessian */  
     Revision 1.107  2006/01/19 16:20:37  brouard
 /**************** split *************************/    Test existence of gnuplot in imach path
 static  int split( char *path, char *dirc, char *name )  
 {    Revision 1.106  2006/01/19 13:24:36  brouard
    char *s;                             /* pointer */    Some cleaning and links added in html output
    int  l1, l2;                         /* length counters */  
     Revision 1.105  2006/01/05 20:23:19  lievre
    l1 = strlen( path );                 /* length of path */    *** empty log message ***
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );  
    s = strrchr( path, '\\' );           /* find last / */    Revision 1.104  2005/09/30 16:11:43  lievre
    if ( s == NULL ) {                   /* no directory, so use current */    (Module): sump fixed, loop imx fixed, and simplifications.
 #if     defined(__bsd__)                /* get current working directory */    (Module): If the status is missing at the last wave but we know
       extern char       *getwd( );    that the person is alive, then we can code his/her status as -2
     (instead of missing=-1 in earlier versions) and his/her
       if ( getwd( dirc ) == NULL ) {    contributions to the likelihood is 1 - Prob of dying from last
 #else    health status (= 1-p13= p11+p12 in the easiest case of somebody in
       extern char       *getcwd( );    the healthy state at last known wave). Version is 0.98
   
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {    Revision 1.103  2005/09/30 15:54:49  lievre
 #endif    (Module): sump fixed, loop imx fixed, and simplifications.
          return( GLOCK_ERROR_GETCWD );  
       }    Revision 1.102  2004/09/15 17:31:30  brouard
       strcpy( name, path );             /* we've got it */    Add the possibility to read data file including tab characters.
    } else {                             /* strip direcotry from path */  
       s++;                              /* after this, the filename */    Revision 1.101  2004/09/15 10:38:38  brouard
       l2 = strlen( s );                 /* length of filename */    Fix on curr_time
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );  
       strcpy( name, s );                /* save file name */    Revision 1.100  2004/07/12 18:29:06  brouard
       strncpy( dirc, path, l1 - l2 );   /* now the directory */    Add version for Mac OS X. Just define UNIX in Makefile
       dirc[l1-l2] = 0;                  /* add zero */  
    }    Revision 1.99  2004/06/05 08:57:40  brouard
    l1 = strlen( dirc );                 /* length of directory */    *** empty log message ***
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  
    return( 0 );                         /* we're done */    Revision 1.98  2004/05/16 15:05:56  brouard
 }    New version 0.97 . First attempt to estimate force of mortality
     directly from the data i.e. without the need of knowing the health
     state at each age, but using a Gompertz model: log u =a + b*age .
 /******************************************/    This is the basic analysis of mortality and should be done before any
     other analysis, in order to test if the mortality estimated from the
 void replace(char *s, char*t)    cross-longitudinal survey is different from the mortality estimated
 {    from other sources like vital statistic data.
   int i;  
   int lg=20;    The same imach parameter file can be used but the option for mle should be -3.
   i=0;  
   lg=strlen(t);    Agnès, who wrote this part of the code, tried to keep most of the
   for(i=0; i<= lg; i++) {    former routines in order to include the new code within the former code.
     (s[i] = t[i]);  
     if (t[i]== '\\') s[i]='/';    The output is very simple: only an estimate of the intercept and of
   }    the slope with 95% confident intervals.
 }  
     Current limitations:
 int nbocc(char *s, char occ)    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.
   int i,j=0;    B) There is no computation of Life Expectancy nor Life Table.
   int lg=20;  
   i=0;    Revision 1.97  2004/02/20 13:25:42  lievre
   lg=strlen(s);    Version 0.96d. Population forecasting command line is (temporarily)
   for(i=0; i<= lg; i++) {    suppressed.
   if  (s[i] == occ ) j++;  
   }    Revision 1.96  2003/07/15 15:38:55  brouard
   return j;    * imach.c (Repository): Errors in subdirf, 2, 3 while printing tmpout is
 }    rewritten within the same printf. Workaround: many printfs.
   
 void cutv(char *u,char *v, char*t, char occ)    Revision 1.95  2003/07/08 07:54:34  brouard
 {    * imach.c (Repository):
   int i,lg,j,p=0;    (Repository): Using imachwizard code to output a more meaningful covariance
   i=0;    matrix (cov(a12,c31) instead of numbers.
   for(j=0; j<=strlen(t)-1; j++) {  
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;    Revision 1.94  2003/06/27 13:00:02  brouard
   }    Just cleaning
   
   lg=strlen(t);    Revision 1.93  2003/06/25 16:33:55  brouard
   for(j=0; j<p; j++) {    (Module): On windows (cygwin) function asctime_r doesn't
     (u[j] = t[j]);    exist so I changed back to asctime which exists.
   }    (Module): Version 0.96b
      u[p]='\0';  
     Revision 1.92  2003/06/25 16:30:45  brouard
    for(j=0; j<= lg; j++) {    (Module): On windows (cygwin) function asctime_r doesn't
     if (j>=(p+1))(v[j-p-1] = t[j]);    exist so I changed back to asctime which exists.
   }  
 }    Revision 1.91  2003/06/25 15:30:29  brouard
     * imach.c (Repository): Duplicated warning errors corrected.
 /********************** nrerror ********************/    (Repository): Elapsed time after each iteration is now output. It
     helps to forecast when convergence will be reached. Elapsed time
 void nrerror(char error_text[])    is stamped in powell.  We created a new html file for the graphs
 {    concerning matrix of covariance. It has extension -cov.htm.
   fprintf(stderr,"ERREUR ...\n");  
   fprintf(stderr,"%s\n",error_text);    Revision 1.90  2003/06/24 12:34:15  brouard
   exit(1);    (Module): Some bugs corrected for windows. Also, when
 }    mle=-1 a template is output in file "or"mypar.txt with the design
 /*********************** vector *******************/    of the covariance matrix to be input.
 double *vector(int nl, int nh)  
 {    Revision 1.89  2003/06/24 12:30:52  brouard
   double *v;    (Module): Some bugs corrected for windows. Also, when
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));    mle=-1 a template is output in file "or"mypar.txt with the design
   if (!v) nrerror("allocation failure in vector");    of the covariance matrix to be input.
   return v-nl+NR_END;  
 }    Revision 1.88  2003/06/23 17:54:56  brouard
     * 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.
 /************************ free vector ******************/  
 void free_vector(double*v, int nl, int nh)    Revision 1.87  2003/06/18 12:26:01  brouard
 {    Version 0.96
   free((FREE_ARG)(v+nl-NR_END));  
 }    Revision 1.86  2003/06/17 20:04:08  brouard
     (Module): Change position of html and gnuplot routines and added
 /************************ivector *******************************/    routine fileappend.
 int *ivector(long nl,long nh)  
 {    Revision 1.85  2003/06/17 13:12:43  brouard
   int *v;    * imach.c (Repository): Check when date of death was earlier that
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));    current date of interview. It may happen when the death was just
   if (!v) nrerror("allocation failure in ivector");    prior to the death. In this case, dh was negative and likelihood
   return v-nl+NR_END;    was wrong (infinity). We still send an "Error" but patch by
 }    assuming that the date of death was just one stepm after the
     interview.
 /******************free ivector **************************/    (Repository): Because some people have very long ID (first column)
 void free_ivector(int *v, long nl, long nh)    we changed int to long in num[] and we added a new lvector for
 {    memory allocation. But we also truncated to 8 characters (left
   free((FREE_ARG)(v+nl-NR_END));    truncation)
 }    (Repository): No more line truncation errors.
   
 /******************* imatrix *******************************/    Revision 1.84  2003/06/13 21:44:43  brouard
 int **imatrix(long nrl, long nrh, long ncl, long nch)    * imach.c (Repository): Replace "freqsummary" at a correct
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */    place. It differs from routine "prevalence" which may be called
 {    many times. Probs is memory consuming and must be used with
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;    parcimony.
   int **m;    Version 0.95a3 (should output exactly the same maximization than 0.8a2)
    
   /* allocate pointers to rows */    Revision 1.83  2003/06/10 13:39:11  lievre
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));    *** empty log message ***
   if (!m) nrerror("allocation failure 1 in matrix()");  
   m += NR_END;    Revision 1.82  2003/06/05 15:57:20  brouard
   m -= nrl;    Add log in  imach.c and  fullversion number is now printed.
    
    */
   /* allocate rows and set pointers to them */  /*
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));     Interpolated Markov Chain
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  
   m[nrl] += NR_END;    Short summary of the programme:
   m[nrl] -= ncl;    
      This program computes Healthy Life Expectancies from
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
      first survey ("cross") where individuals from different ages are
   /* return pointer to array of pointers to rows */    interviewed on their health status or degree of disability (in the
   return m;    case of a health survey which is our main interest) -2- at least a
 }    second wave of interviews ("longitudinal") which measure each change
     (if any) in individual health status.  Health expectancies are
 /****************** free_imatrix *************************/    computed from the time spent in each health state according to a
 void free_imatrix(m,nrl,nrh,ncl,nch)    model. More health states you consider, more time is necessary to reach the
       int **m;    Maximum Likelihood of the parameters involved in the model.  The
       long nch,ncl,nrh,nrl;    simplest model is the multinomial logistic model where pij is the
      /* free an int matrix allocated by imatrix() */    probability to be observed in state j at the second wave
 {    conditional to be observed in state i at the first wave. Therefore
   free((FREE_ARG) (m[nrl]+ncl-NR_END));    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
   free((FREE_ARG) (m+nrl-NR_END));    '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
 /******************* matrix *******************************/    you to do it.  More covariates you add, slower the
 double **matrix(long nrl, long nrh, long ncl, long nch)    convergence.
 {  
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;    The advantage of this computer programme, compared to a simple
   double **m;    multinomial logistic model, is clear when the delay between waves is not
     identical for each individual. Also, if a individual missed an
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));    intermediate interview, the information is lost, but taken into
   if (!m) nrerror("allocation failure 1 in matrix()");    account using an interpolation or extrapolation.  
   m += NR_END;  
   m -= nrl;    hPijx is the probability to be observed in state i at age x+h
     conditional to the observed state i at age x. The delay 'h' can be
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    split into an exact number (nh*stepm) of unobserved intermediate
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    states. This elementary transition (by month, quarter,
   m[nrl] += NR_END;    semester or year) is modelled as a multinomial logistic.  The hPx
   m[nrl] -= ncl;    matrix is simply the matrix product of nh*stepm elementary matrices
     and the contribution of each individual to the likelihood is simply
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    hPijx.
   return m;  
 }    Also this programme outputs the covariance matrix of the parameters but also
     of the life expectancies. It also computes the period (stable) prevalence. 
 /*************************free matrix ************************/    
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
 {             Institut national d'études démographiques, Paris.
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    This software have been partly granted by Euro-REVES, a concerted action
   free((FREE_ARG)(m+nrl-NR_END));    from the European Union.
 }    It is copyrighted identically to a GNU software product, ie programme and
     software can be distributed freely for non commercial use. Latest version
 /******************* ma3x *******************************/    can be accessed at http://euroreves.ined.fr/imach .
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)  
 {    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
   double ***m;    
     **********************************************************************/
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  /*
   if (!m) nrerror("allocation failure 1 in matrix()");    main
   m += NR_END;    read parameterfile
   m -= nrl;    read datafile
     concatwav
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    freqsummary
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    if (mle >= 1)
   m[nrl] += NR_END;      mlikeli
   m[nrl] -= ncl;    print results files
     if mle==1 
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;       computes hessian
     read end of parameter file: agemin, agemax, bage, fage, estepm
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));        begin-prev-date,...
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");    open gnuplot file
   m[nrl][ncl] += NR_END;    open html file
   m[nrl][ncl] -= nll;    period (stable) prevalence
   for (j=ncl+1; j<=nch; j++)     for age prevalim()
     m[nrl][j]=m[nrl][j-1]+nlay;    h Pij x
      variance of p varprob
   for (i=nrl+1; i<=nrh; i++) {    forecasting if prevfcast==1 prevforecast call prevalence()
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;    health expectancies
     for (j=ncl+1; j<=nch; j++)    Variance-covariance of DFLE
       m[i][j]=m[i][j-1]+nlay;    prevalence()
   }     movingaverage()
   return m;    varevsij() 
 }    if popbased==1 varevsij(,popbased)
     total life expectancies
 /*************************free ma3x ************************/    Variance of period (stable) prevalence
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)   end
 {  */
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));  
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  
   free((FREE_ARG)(m+nrl-NR_END));  
 }   
   #include <math.h>
 /***************** f1dim *************************/  #include <stdio.h>
 extern int ncom;  #include <stdlib.h>
 extern double *pcom,*xicom;  #include <string.h>
 extern double (*nrfunc)(double []);  #include <unistd.h>
    
 double f1dim(double x)  #include <limits.h>
 {  #include <sys/types.h>
   int j;  #include <sys/stat.h>
   double f;  #include <errno.h>
   double *xt;  extern int errno;
    
   xt=vector(1,ncom);  /* #include <sys/time.h> */
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];  #include <time.h>
   f=(*nrfunc)(xt);  #include "timeval.h"
   free_vector(xt,1,ncom);  
   return f;  /* #include <libintl.h> */
 }  /* #define _(String) gettext (String) */
   
 /*****************brent *************************/  #define MAXLINE 256
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)  
 {  #define GNUPLOTPROGRAM "gnuplot"
   int iter;  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
   double a,b,d,etemp;  #define FILENAMELENGTH 132
   double fu,fv,fw,fx;  
   double ftemp;  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
   double p,q,r,tol1,tol2,u,v,w,x,xm;  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
   double e=0.0;  
    #define MAXPARM 128 /* Maximum number of parameters for the optimization */
   a=(ax < cx ? ax : cx);  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
   b=(ax > cx ? ax : cx);  
   x=w=v=bx;  #define NINTERVMAX 8
   fw=fv=fx=(*f)(x);  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
   for (iter=1;iter<=ITMAX;iter++) {  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
     xm=0.5*(a+b);  #define NCOVMAX 20 /* Maximum number of covariates */
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);  #define MAXN 20000
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/  #define YEARM 12. /* Number of months per year */
     printf(".");fflush(stdout);  #define AGESUP 130
 #ifdef DEBUG  #define AGEBASE 40
     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);  #define AGEGOMP 10. /* Minimal age for Gompertz adjustment */
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */  #ifdef UNIX
 #endif  #define DIRSEPARATOR '/'
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){  #define CHARSEPARATOR "/"
       *xmin=x;  #define ODIRSEPARATOR '\\'
       return fx;  #else
     }  #define DIRSEPARATOR '\\'
     ftemp=fu;  #define CHARSEPARATOR "\\"
     if (fabs(e) > tol1) {  #define ODIRSEPARATOR '/'
       r=(x-w)*(fx-fv);  #endif
       q=(x-v)*(fx-fw);  
       p=(x-v)*q-(x-w)*r;  /* $Id$ */
       q=2.0*(q-r);  /* $State$ */
       if (q > 0.0) p = -p;  
       q=fabs(q);  char version[]="Imach version 0.98l, October 2009, INED-EUROREVES-Institut de longevite ";
       etemp=e;  char fullversion[]="$Revision$ $Date$"; 
       e=d;  char strstart[80];
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))  char optionfilext[10], optionfilefiname[FILENAMELENGTH];
         d=CGOLD*(e=(x >= xm ? a-x : b-x));  int erreur=0, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
       else {  int nvar=0, nforce=0; /* Number of variables, number of forces */
         d=p/q;  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov=0; /* Number of covariates, of covariates with '*age' */
         u=x+d;  int npar=NPARMAX;
         if (u-a < tol2 || b-u < tol2)  int nlstate=2; /* Number of live states */
           d=SIGN(tol1,xm-x);  int ndeath=1; /* Number of dead states */
       }  int ncovmodel=0, ncovcol=0;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
     } else {  int popbased=0;
       d=CGOLD*(e=(x >= xm ? a-x : b-x));  
     }  int *wav; /* Number of waves for this individuual 0 is possible */
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));  int maxwav=0; /* Maxim number of waves */
     fu=(*f)(u);  int jmin=0, jmax=0; /* min, max spacing between 2 waves */
     if (fu <= fx) {  int ijmin=0, ijmax=0; /* Individuals having jmin and jmax */ 
       if (u >= x) a=x; else b=x;  int gipmx=0, gsw=0; /* Global variables on the number of contributions 
       SHFT(v,w,x,u)                     to the likelihood and the sum of weights (done by funcone)*/
         SHFT(fv,fw,fx,fu)  int mle=1, weightopt=0;
         } else {  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
           if (u < x) a=u; else b=u;  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
           if (fu <= fw || w == x) {  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
             v=w;             * wave mi and wave mi+1 is not an exact multiple of stepm. */
             w=u;  double jmean=1; /* Mean space between 2 waves */
             fv=fw;  double **oldm, **newm, **savm; /* Working pointers to matrices */
             fw=fu;  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
           } else if (fu <= fv || v == x || v == w) {  FILE *fic,*ficpar, *ficparo,*ficres, *ficresp, *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
             v=u;  FILE *ficlog, *ficrespow;
             fv=fu;  int globpr=0; /* Global variable for printing or not */
           }  double fretone; /* Only one call to likelihood */
         }  long ipmx=0; /* Number of contributions */
   }  double sw; /* Sum of weights */
   nrerror("Too many iterations in brent");  char filerespow[FILENAMELENGTH];
   *xmin=x;  char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
   return fx;  FILE *ficresilk;
 }  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
   FILE *ficresprobmorprev;
 /****************** mnbrak ***********************/  FILE *fichtm, *fichtmcov; /* Html File */
   FILE *ficreseij;
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,  char filerese[FILENAMELENGTH];
             double (*func)(double))  FILE *ficresstdeij;
 {  char fileresstde[FILENAMELENGTH];
   double ulim,u,r,q, dum;  FILE *ficrescveij;
   double fu;  char filerescve[FILENAMELENGTH];
    FILE  *ficresvij;
   *fa=(*func)(*ax);  char fileresv[FILENAMELENGTH];
   *fb=(*func)(*bx);  FILE  *ficresvpl;
   if (*fb > *fa) {  char fileresvpl[FILENAMELENGTH];
     SHFT(dum,*ax,*bx,dum)  char title[MAXLINE];
       SHFT(dum,*fb,*fa,dum)  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
       }  char plotcmd[FILENAMELENGTH], pplotcmd[FILENAMELENGTH];
   *cx=(*bx)+GOLD*(*bx-*ax);  char tmpout[FILENAMELENGTH],  tmpout2[FILENAMELENGTH]; 
   *fc=(*func)(*cx);  char command[FILENAMELENGTH];
   while (*fb > *fc) {  int  outcmd=0;
     r=(*bx-*ax)*(*fb-*fc);  
     q=(*bx-*cx)*(*fb-*fa);  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/  
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));  char filelog[FILENAMELENGTH]; /* Log file */
     ulim=(*bx)+GLIMIT*(*cx-*bx);  char filerest[FILENAMELENGTH];
     if ((*bx-u)*(u-*cx) > 0.0) {  char fileregp[FILENAMELENGTH];
       fu=(*func)(u);  char popfile[FILENAMELENGTH];
     } else if ((*cx-u)*(u-ulim) > 0.0) {  
       fu=(*func)(u);  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
       if (fu < *fc) {  
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))  struct timeval start_time, end_time, curr_time, last_time, forecast_time;
           SHFT(*fb,*fc,fu,(*func)(u))  struct timezone tzp;
           }  extern int gettimeofday();
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {  struct tm tmg, tm, tmf, *gmtime(), *localtime();
       u=ulim;  long time_value;
       fu=(*func)(u);  extern long time();
     } else {  char strcurr[80], strfor[80];
       u=(*cx)+GOLD*(*cx-*bx);  
       fu=(*func)(u);  char *endptr;
     }  long lval;
     SHFT(*ax,*bx,*cx,u)  double dval;
       SHFT(*fa,*fb,*fc,fu)  
       }  #define NR_END 1
 }  #define FREE_ARG char*
   #define FTOL 1.0e-10
 /*************** linmin ************************/  
   #define NRANSI 
 int ncom;  #define ITMAX 200 
 double *pcom,*xicom;  
 double (*nrfunc)(double []);  #define TOL 2.0e-4 
    
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))  #define CGOLD 0.3819660 
 {  #define ZEPS 1.0e-10 
   double brent(double ax, double bx, double cx,  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
                double (*f)(double), double tol, double *xmin);  
   double f1dim(double x);  #define GOLD 1.618034 
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,  #define GLIMIT 100.0 
               double *fc, double (*func)(double));  #define TINY 1.0e-20 
   int j;  
   double xx,xmin,bx,ax;  static double maxarg1,maxarg2;
   double fx,fb,fa;  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
    #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
   ncom=n;    
   pcom=vector(1,n);  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
   xicom=vector(1,n);  #define rint(a) floor(a+0.5)
   nrfunc=func;  
   for (j=1;j<=n;j++) {  static double sqrarg;
     pcom[j]=p[j];  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
     xicom[j]=xi[j];  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
   }  int agegomp= AGEGOMP;
   ax=0.0;  
   xx=1.0;  int imx; 
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);  int stepm=1;
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);  /* Stepm, step in month: minimum step interpolation*/
 #ifdef DEBUG  
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);  int estepm;
 #endif  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
   for (j=1;j<=n;j++) {  
     xi[j] *= xmin;  int m,nb;
     p[j] += xi[j];  long *num;
   }  int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage,*cens;
   free_vector(xicom,1,n);  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
   free_vector(pcom,1,n);  double **pmmij, ***probs;
 }  double *ageexmed,*agecens;
   double dateintmean=0;
 /*************** powell ************************/  
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,  double *weight;
             double (*func)(double []))  int **s; /* Status */
 {  double *agedc, **covar, idx;
   void linmin(double p[], double xi[], int n, double *fret,  int **nbcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
               double (*func)(double []));  double *lsurv, *lpop, *tpop;
   int i,ibig,j;  
   double del,t,*pt,*ptt,*xit;  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
   double fp,fptt;  double ftolhess; /* Tolerance for computing hessian */
   double *xits;  
   pt=vector(1,n);  /**************** split *************************/
   ptt=vector(1,n);  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
   xit=vector(1,n);  {
   xits=vector(1,n);    /* From a file name with (full) path (either Unix or Windows) we extract the directory (dirc)
   *fret=(*func)(p);       the name of the file (name), its extension only (ext) and its first part of the name (finame)
   for (j=1;j<=n;j++) pt[j]=p[j];    */ 
   for (*iter=1;;++(*iter)) {    char  *ss;                            /* pointer */
     fp=(*fret);    int   l1, l2;                         /* length counters */
     ibig=0;  
     del=0.0;    l1 = strlen(path );                   /* length of path */
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
     for (i=1;i<=n;i++)    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
       printf(" %d %.12f",i, p[i]);    if ( ss == NULL ) {                   /* no directory, so determine current directory */
     printf("\n");      strcpy( name, path );               /* we got the fullname name because no directory */
     for (i=1;i<=n;i++) {      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
       for (j=1;j<=n;j++) xit[j]=xi[j][i];        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
       fptt=(*fret);      /* get current working directory */
 #ifdef DEBUG      /*    extern  char* getcwd ( char *buf , int len);*/
       printf("fret=%lf \n",*fret);      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
 #endif        return( GLOCK_ERROR_GETCWD );
       printf("%d",i);fflush(stdout);      }
       linmin(p,xit,n,fret,func);      /* got dirc from getcwd*/
       if (fabs(fptt-(*fret)) > del) {      printf(" DIRC = %s \n",dirc);
         del=fabs(fptt-(*fret));    } else {                              /* strip direcotry from path */
         ibig=i;      ss++;                               /* after this, the filename */
       }      l2 = strlen( ss );                  /* length of filename */
 #ifdef DEBUG      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
       printf("%d %.12e",i,(*fret));      strcpy( name, ss );         /* save file name */
       for (j=1;j<=n;j++) {      strncpy( dirc, path, l1 - l2 );     /* now the directory */
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);      dirc[l1-l2] = 0;                    /* add zero */
         printf(" x(%d)=%.12e",j,xit[j]);      printf(" DIRC2 = %s \n",dirc);
       }    }
       for(j=1;j<=n;j++)    /* We add a separator at the end of dirc if not exists */
         printf(" p=%.12e",p[j]);    l1 = strlen( dirc );                  /* length of directory */
       printf("\n");    if( dirc[l1-1] != DIRSEPARATOR ){
 #endif      dirc[l1] =  DIRSEPARATOR;
     }      dirc[l1+1] = 0; 
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {      printf(" DIRC3 = %s \n",dirc);
 #ifdef DEBUG    }
       int k[2],l;    ss = strrchr( name, '.' );            /* find last / */
       k[0]=1;    if (ss >0){
       k[1]=-1;      ss++;
       printf("Max: %.12e",(*func)(p));      strcpy(ext,ss);                     /* save extension */
       for (j=1;j<=n;j++)      l1= strlen( name);
         printf(" %.12e",p[j]);      l2= strlen(ss)+1;
       printf("\n");      strncpy( finame, name, l1-l2);
       for(l=0;l<=1;l++) {      finame[l1-l2]= 0;
         for (j=1;j<=n;j++) {    }
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];  
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);    return( 0 );                          /* we're done */
         }  }
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));  
       }  
 #endif  /******************************************/
   
   void replace_back_to_slash(char *s, char*t)
       free_vector(xit,1,n);  {
       free_vector(xits,1,n);    int i;
       free_vector(ptt,1,n);    int lg=0;
       free_vector(pt,1,n);    i=0;
       return;    lg=strlen(t);
     }    for(i=0; i<= lg; i++) {
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");      (s[i] = t[i]);
     for (j=1;j<=n;j++) {      if (t[i]== '\\') s[i]='/';
       ptt[j]=2.0*p[j]-pt[j];    }
       xit[j]=p[j]-pt[j];  }
       pt[j]=p[j];  
     }  char *trimbb(char *out, char *in)
     fptt=(*func)(ptt);  { /* Trim multiple blanks in line */
     if (fptt < fp) {    char *s;
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);    s=out;
       if (t < 0.0) {    while (*in != '\0'){
         linmin(p,xit,n,fret,func);      while( *in == ' ' && *(in+1) == ' ' && *(in+1) != '\0'){
         for (j=1;j<=n;j++) {        in++;
           xi[j][ibig]=xi[j][n];      }
           xi[j][n]=xit[j];      *out++ = *in++;
         }    }
 #ifdef DEBUG    *out='\0';
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);    return s;
         for(j=1;j<=n;j++)  }
           printf(" %.12e",xit[j]);  
         printf("\n");  int nbocc(char *s, char occ)
 #endif  {
       }    int i,j=0;
     }    int lg=20;
   }    i=0;
 }    lg=strlen(s);
     for(i=0; i<= lg; i++) {
 /**** Prevalence limit ****************/    if  (s[i] == occ ) j++;
     }
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)    return j;
 {  }
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit  
      matrix by transitions matrix until convergence is reached */  void cutv(char *u,char *v, char*t, char occ)
   {
   int i, ii,j,k;    /* cuts string t into u and v where u ends before first occurence of char 'occ' 
   double min, max, maxmin, maxmax,sumnew=0.;       and v starts after first occurence of char 'occ' : ex cutv(u,v,"abcdef2ghi2j",'2')
   double **matprod2();       gives u="abcedf" and v="ghi2j" */
   double **out, cov[NCOVMAX], **pmij();    int i,lg,j,p=0;
   double **newm;    i=0;
   double agefin, delaymax=50 ; /* Max number of years to converge */    for(j=0; j<=strlen(t)-1; j++) {
       if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
   for (ii=1;ii<=nlstate+ndeath;ii++)    }
     for (j=1;j<=nlstate+ndeath;j++){  
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);    lg=strlen(t);
     }    for(j=0; j<p; j++) {
       (u[j] = t[j]);
    cov[1]=1.;    }
         u[p]='\0';
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */  
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){     for(j=0; j<= lg; j++) {
     newm=savm;      if (j>=(p+1))(v[j-p-1] = t[j]);
     /* Covariates have to be included here again */    }
      cov[2]=agefin;  }
    
       for (k=1; k<=cptcovn;k++) {  /********************** nrerror ********************/
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];  
         /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/  void nrerror(char error_text[])
       }  {
       for (k=1; k<=cptcovage;k++)    fprintf(stderr,"ERREUR ...\n");
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];    fprintf(stderr,"%s\n",error_text);
       for (k=1; k<=cptcovprod;k++)    exit(EXIT_FAILURE);
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];  }
   /*********************** vector *******************/
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/  double *vector(int nl, int nh)
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/  {
     double *v;
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
     if (!v) nrerror("allocation failure in vector");
     savm=oldm;    return v-nl+NR_END;
     oldm=newm;  }
     maxmax=0.;  
     for(j=1;j<=nlstate;j++){  /************************ free vector ******************/
       min=1.;  void free_vector(double*v, int nl, int nh)
       max=0.;  {
       for(i=1; i<=nlstate; i++) {    free((FREE_ARG)(v+nl-NR_END));
         sumnew=0;  }
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];  
         prlim[i][j]= newm[i][j]/(1-sumnew);  /************************ivector *******************************/
         max=FMAX(max,prlim[i][j]);  int *ivector(long nl,long nh)
         min=FMIN(min,prlim[i][j]);  {
       }    int *v;
       maxmin=max-min;    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
       maxmax=FMAX(maxmax,maxmin);    if (!v) nrerror("allocation failure in ivector");
     }    return v-nl+NR_END;
     if(maxmax < ftolpl){  }
       return prlim;  
     }  /******************free ivector **************************/
   }  void free_ivector(int *v, long nl, long nh)
 }  {
     free((FREE_ARG)(v+nl-NR_END));
 /*************** transition probabilities ***************/  }
   
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )  /************************lvector *******************************/
 {  long *lvector(long nl,long nh)
   double s1, s2;  {
   /*double t34;*/    long *v;
   int i,j,j1, nc, ii, jj;    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
     if (!v) nrerror("allocation failure in ivector");
     for(i=1; i<= nlstate; i++){    return v-nl+NR_END;
     for(j=1; j<i;j++){  }
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){  
         /*s2 += param[i][j][nc]*cov[nc];*/  /******************free lvector **************************/
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];  void free_lvector(long *v, long nl, long nh)
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/  {
       }    free((FREE_ARG)(v+nl-NR_END));
       ps[i][j]=s2;  }
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/  
     }  /******************* imatrix *******************************/
     for(j=i+1; j<=nlstate+ndeath;j++){  int **imatrix(long nrl, long nrh, long ncl, long nch) 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];  { 
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
       }    int **m; 
       ps[i][j]=(s2);    
     }    /* allocate pointers to rows */ 
   }    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
     /*ps[3][2]=1;*/    if (!m) nrerror("allocation failure 1 in matrix()"); 
     m += NR_END; 
   for(i=1; i<= nlstate; i++){    m -= nrl; 
      s1=0;    
     for(j=1; j<i; j++)    
       s1+=exp(ps[i][j]);    /* allocate rows and set pointers to them */ 
     for(j=i+1; j<=nlstate+ndeath; j++)    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
       s1+=exp(ps[i][j]);    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
     ps[i][i]=1./(s1+1.);    m[nrl] += NR_END; 
     for(j=1; j<i; j++)    m[nrl] -= ncl; 
       ps[i][j]= exp(ps[i][j])*ps[i][i];    
     for(j=i+1; j<=nlstate+ndeath; j++)    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
       ps[i][j]= exp(ps[i][j])*ps[i][i];    
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */    /* return pointer to array of pointers to rows */ 
   } /* end i */    return m; 
   } 
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){  
     for(jj=1; jj<= nlstate+ndeath; jj++){  /****************** free_imatrix *************************/
       ps[ii][jj]=0;  void free_imatrix(m,nrl,nrh,ncl,nch)
       ps[ii][ii]=1;        int **m;
     }        long nch,ncl,nrh,nrl; 
   }       /* free an int matrix allocated by imatrix() */ 
   { 
     free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){    free((FREE_ARG) (m+nrl-NR_END)); 
     for(jj=1; jj<= nlstate+ndeath; jj++){  } 
      printf("%lf ",ps[ii][jj]);  
    }  /******************* matrix *******************************/
     printf("\n ");  double **matrix(long nrl, long nrh, long ncl, long nch)
     }  {
     printf("\n ");printf("%lf ",cov[2]);*/    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
 /*    double **m;
   for(i=1; i<= npar; i++) printf("%f ",x[i]);  
   goto end;*/    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
     return ps;    if (!m) nrerror("allocation failure 1 in matrix()");
 }    m += NR_END;
     m -= nrl;
 /**************** Product of 2 matrices ******************/  
     m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
 {    m[nrl] += NR_END;
   /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times    m[nrl] -= ncl;
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */  
   /* in, b, out are matrice of pointers which should have been initialized    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
      before: only the contents of out is modified. The function returns    return m;
      a pointer to pointers identical to out */    /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
   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++)  /*************************free matrix ************************/
         out[i][k] +=in[i][j]*b[j][k];  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
   {
   return out;    free((FREE_ARG)(m[nrl]+ncl-NR_END));
 }    free((FREE_ARG)(m+nrl-NR_END));
   }
   
 /************* Higher Matrix Product ***************/  /******************* ma3x *******************************/
   double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )  {
 {    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month    double ***m;
      duration (i.e. until  
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step    if (!m) nrerror("allocation failure 1 in matrix()");
      (typically every 2 years instead of every month which is too big).    m += NR_END;
      Model is determined by parameters x and covariates have to be    m -= nrl;
      included manually here.  
     m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
      */    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
     m[nrl] += NR_END;
   int i, j, d, h, k;    m[nrl] -= ncl;
   double **out, cov[NCOVMAX];  
   double **newm;    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
   
   /* Hstepm could be zero and should return the unit matrix */    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
   for (i=1;i<=nlstate+ndeath;i++)    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
     for (j=1;j<=nlstate+ndeath;j++){    m[nrl][ncl] += NR_END;
       oldm[i][j]=(i==j ? 1.0 : 0.0);    m[nrl][ncl] -= nll;
       po[i][j][0]=(i==j ? 1.0 : 0.0);    for (j=ncl+1; j<=nch; j++) 
     }      m[nrl][j]=m[nrl][j-1]+nlay;
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */    
   for(h=1; h <=nhstepm; h++){    for (i=nrl+1; i<=nrh; i++) {
     for(d=1; d <=hstepm; d++){      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
       newm=savm;      for (j=ncl+1; j<=nch; j++) 
       /* Covariates have to be included here again */        m[i][j]=m[i][j-1]+nlay;
       cov[1]=1.;    }
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;    return m; 
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
       for (k=1; k<=cptcovage;k++)             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];    */
       for (k=1; k<=cptcovprod;k++)  }
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];  
   /*************************free ma3x ************************/
   void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/  {
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,    free((FREE_ARG)(m[nrl]+ncl-NR_END));
                    pmij(pmmij,cov,ncovmodel,x,nlstate));    free((FREE_ARG)(m+nrl-NR_END));
       savm=oldm;  }
       oldm=newm;  
     }  /*************** function subdirf ***********/
     for(i=1; i<=nlstate+ndeath; i++)  char *subdirf(char fileres[])
       for(j=1;j<=nlstate+ndeath;j++) {  {
         po[i][j][h]=newm[i][j];    /* Caution optionfilefiname is hidden */
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);    strcpy(tmpout,optionfilefiname);
          */    strcat(tmpout,"/"); /* Add to the right */
       }    strcat(tmpout,fileres);
   } /* end h */    return tmpout;
   return po;  }
 }  
   /*************** function subdirf2 ***********/
   char *subdirf2(char fileres[], char *preop)
 /*************** log-likelihood *************/  {
 double func( double *x)    
 {    /* Caution optionfilefiname is hidden */
   int i, ii, j, k, mi, d, kk;    strcpy(tmpout,optionfilefiname);
   double l, ll[NLSTATEMAX], cov[NCOVMAX];    strcat(tmpout,"/");
   double **out;    strcat(tmpout,preop);
   double sw; /* Sum of weights */    strcat(tmpout,fileres);
   double lli; /* Individual log likelihood */    return tmpout;
   long ipmx;  }
   /*extern weight */  
   /* We are differentiating ll according to initial status */  /*************** function subdirf3 ***********/
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/  char *subdirf3(char fileres[], char *preop, char *preop2)
   /*for(i=1;i<imx;i++)  {
     printf(" %d\n",s[4][i]);    
   */    /* Caution optionfilefiname is hidden */
   cov[1]=1.;    strcpy(tmpout,optionfilefiname);
     strcat(tmpout,"/");
   for(k=1; k<=nlstate; k++) ll[k]=0.;    strcat(tmpout,preop);
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){    strcat(tmpout,preop2);
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];    strcat(tmpout,fileres);
     for(mi=1; mi<= wav[i]-1; mi++){    return tmpout;
       for (ii=1;ii<=nlstate+ndeath;ii++)  }
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);  
       for(d=0; d<dh[mi][i]; d++){  /***************** f1dim *************************/
         newm=savm;  extern int ncom; 
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;  extern double *pcom,*xicom;
         for (kk=1; kk<=cptcovage;kk++) {  extern double (*nrfunc)(double []); 
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];   
         }  double f1dim(double x) 
          { 
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,    int j; 
                      1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));    double f;
         savm=oldm;    double *xt; 
         oldm=newm;   
            xt=vector(1,ncom); 
            for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
       } /* end mult */    f=(*nrfunc)(xt); 
          free_vector(xt,1,ncom); 
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);    return f; 
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/  } 
       ipmx +=1;  
       sw += weight[i];  /*****************brent *************************/
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
     } /* end of wave */  { 
   } /* end of individual */    int iter; 
     double a,b,d,etemp;
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];    double fu,fv,fw,fx;
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */    double ftemp;
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */    double p,q,r,tol1,tol2,u,v,w,x,xm; 
   return -l;    double e=0.0; 
 }   
     a=(ax < cx ? ax : cx); 
     b=(ax > cx ? ax : cx); 
 /*********** Maximum Likelihood Estimation ***************/    x=w=v=bx; 
     fw=fv=fx=(*f)(x); 
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))    for (iter=1;iter<=ITMAX;iter++) { 
 {      xm=0.5*(a+b); 
   int i,j, iter;      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
   double **xi,*delti;      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
   double fret;      printf(".");fflush(stdout);
   xi=matrix(1,npar,1,npar);      fprintf(ficlog,".");fflush(ficlog);
   for (i=1;i<=npar;i++)  #ifdef DEBUG
     for (j=1;j<=npar;j++)      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);
       xi[i][j]=(i==j ? 1.0 : 0.0);      fprintf(ficlog,"br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
   printf("Powell\n");      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
   powell(p,xi,npar,ftol,&iter,&fret,func);  #endif
       if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));        *xmin=x; 
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));        return fx; 
       } 
 }      ftemp=fu;
       if (fabs(e) > tol1) { 
 /**** Computes Hessian and covariance matrix ***/        r=(x-w)*(fx-fv); 
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))        q=(x-v)*(fx-fw); 
 {        p=(x-v)*q-(x-w)*r; 
   double  **a,**y,*x,pd;        q=2.0*(q-r); 
   double **hess;        if (q > 0.0) p = -p; 
   int i, j,jk;        q=fabs(q); 
   int *indx;        etemp=e; 
         e=d; 
   double hessii(double p[], double delta, int theta, double delti[]);        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
   double hessij(double p[], double delti[], int i, int j);          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
   void lubksb(double **a, int npar, int *indx, double b[]) ;        else { 
   void ludcmp(double **a, int npar, int *indx, double *d) ;          d=p/q; 
           u=x+d; 
   hess=matrix(1,npar,1,npar);          if (u-a < tol2 || b-u < tol2) 
             d=SIGN(tol1,xm-x); 
   printf("\nCalculation of the hessian matrix. Wait...\n");        } 
   for (i=1;i<=npar;i++){      } else { 
     printf("%d",i);fflush(stdout);        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
     hess[i][i]=hessii(p,ftolhess,i,delti);      } 
     /*printf(" %f ",p[i]);*/      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
     /*printf(" %lf ",hess[i][i]);*/      fu=(*f)(u); 
   }      if (fu <= fx) { 
          if (u >= x) a=x; else b=x; 
   for (i=1;i<=npar;i++) {        SHFT(v,w,x,u) 
     for (j=1;j<=npar;j++)  {          SHFT(fv,fw,fx,fu) 
       if (j>i) {          } else { 
         printf(".%d%d",i,j);fflush(stdout);            if (u < x) a=u; else b=u; 
         hess[i][j]=hessij(p,delti,i,j);            if (fu <= fw || w == x) { 
         hess[j][i]=hess[i][j];                  v=w; 
         /*printf(" %lf ",hess[i][j]);*/              w=u; 
       }              fv=fw; 
     }              fw=fu; 
   }            } else if (fu <= fv || v == x || v == w) { 
   printf("\n");              v=u; 
               fv=fu; 
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");            } 
            } 
   a=matrix(1,npar,1,npar);    } 
   y=matrix(1,npar,1,npar);    nrerror("Too many iterations in brent"); 
   x=vector(1,npar);    *xmin=x; 
   indx=ivector(1,npar);    return fx; 
   for (i=1;i<=npar;i++)  } 
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];  
   ludcmp(a,npar,indx,&pd);  /****************** mnbrak ***********************/
   
   for (j=1;j<=npar;j++) {  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
     for (i=1;i<=npar;i++) x[i]=0;              double (*func)(double)) 
     x[j]=1;  { 
     lubksb(a,npar,indx,x);    double ulim,u,r,q, dum;
     for (i=1;i<=npar;i++){    double fu; 
       matcov[i][j]=x[i];   
     }    *fa=(*func)(*ax); 
   }    *fb=(*func)(*bx); 
     if (*fb > *fa) { 
   printf("\n#Hessian matrix#\n");      SHFT(dum,*ax,*bx,dum) 
   for (i=1;i<=npar;i++) {        SHFT(dum,*fb,*fa,dum) 
     for (j=1;j<=npar;j++) {        } 
       printf("%.3e ",hess[i][j]);    *cx=(*bx)+GOLD*(*bx-*ax); 
     }    *fc=(*func)(*cx); 
     printf("\n");    while (*fb > *fc) { 
   }      r=(*bx-*ax)*(*fb-*fc); 
       q=(*bx-*cx)*(*fb-*fa); 
   /* Recompute Inverse */      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
   for (i=1;i<=npar;i++)        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];      ulim=(*bx)+GLIMIT*(*cx-*bx); 
   ludcmp(a,npar,indx,&pd);      if ((*bx-u)*(u-*cx) > 0.0) { 
         fu=(*func)(u); 
   /*  printf("\n#Hessian matrix recomputed#\n");      } else if ((*cx-u)*(u-ulim) > 0.0) { 
         fu=(*func)(u); 
   for (j=1;j<=npar;j++) {        if (fu < *fc) { 
     for (i=1;i<=npar;i++) x[i]=0;          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
     x[j]=1;            SHFT(*fb,*fc,fu,(*func)(u)) 
     lubksb(a,npar,indx,x);            } 
     for (i=1;i<=npar;i++){      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
       y[i][j]=x[i];        u=ulim; 
       printf("%.3e ",y[i][j]);        fu=(*func)(u); 
     }      } else { 
     printf("\n");        u=(*cx)+GOLD*(*cx-*bx); 
   }        fu=(*func)(u); 
   */      } 
       SHFT(*ax,*bx,*cx,u) 
   free_matrix(a,1,npar,1,npar);        SHFT(*fa,*fb,*fc,fu) 
   free_matrix(y,1,npar,1,npar);        } 
   free_vector(x,1,npar);  } 
   free_ivector(indx,1,npar);  
   free_matrix(hess,1,npar,1,npar);  /*************** linmin ************************/
   
   int ncom; 
 }  double *pcom,*xicom;
   double (*nrfunc)(double []); 
 /*************** hessian matrix ****************/   
 double hessii( double x[], double delta, int theta, double delti[])  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
 {  { 
   int i;    double brent(double ax, double bx, double cx, 
   int l=1, lmax=20;                 double (*f)(double), double tol, double *xmin); 
   double k1,k2;    double f1dim(double x); 
   double p2[NPARMAX+1];    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
   double res;                double *fc, double (*func)(double)); 
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;    int j; 
   double fx;    double xx,xmin,bx,ax; 
   int k=0,kmax=10;    double fx,fb,fa;
   double l1;   
     ncom=n; 
   fx=func(x);    pcom=vector(1,n); 
   for (i=1;i<=npar;i++) p2[i]=x[i];    xicom=vector(1,n); 
   for(l=0 ; l <=lmax; l++){    nrfunc=func; 
     l1=pow(10,l);    for (j=1;j<=n;j++) { 
     delts=delt;      pcom[j]=p[j]; 
     for(k=1 ; k <kmax; k=k+1){      xicom[j]=xi[j]; 
       delt = delta*(l1*k);    } 
       p2[theta]=x[theta] +delt;    ax=0.0; 
       k1=func(p2)-fx;    xx=1.0; 
       p2[theta]=x[theta]-delt;    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
       k2=func(p2)-fx;    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
       /*res= (k1-2.0*fx+k2)/delt/delt; */  #ifdef DEBUG
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
          fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
 #ifdef DEBUG  #endif
       printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);    for (j=1;j<=n;j++) { 
 #endif      xi[j] *= xmin; 
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */      p[j] += xi[j]; 
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){    } 
         k=kmax;    free_vector(xicom,1,n); 
       }    free_vector(pcom,1,n); 
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */  } 
         k=kmax; l=lmax*10.;  
       }  char *asc_diff_time(long time_sec, char ascdiff[])
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){  {
         delts=delt;    long sec_left, days, hours, minutes;
       }    days = (time_sec) / (60*60*24);
     }    sec_left = (time_sec) % (60*60*24);
   }    hours = (sec_left) / (60*60) ;
   delti[theta]=delts;    sec_left = (sec_left) %(60*60);
   return res;    minutes = (sec_left) /60;
      sec_left = (sec_left) % (60);
 }    sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
     return ascdiff;
 double hessij( double x[], double delti[], int thetai,int thetaj)  }
 {  
   int i;  /*************** powell ************************/
   int l=1, l1, lmax=20;  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
   double k1,k2,k3,k4,res,fx;              double (*func)(double [])) 
   double p2[NPARMAX+1];  { 
   int k;    void linmin(double p[], double xi[], int n, double *fret, 
                 double (*func)(double [])); 
   fx=func(x);    int i,ibig,j; 
   for (k=1; k<=2; k++) {    double del,t,*pt,*ptt,*xit;
     for (i=1;i<=npar;i++) p2[i]=x[i];    double fp,fptt;
     p2[thetai]=x[thetai]+delti[thetai]/k;    double *xits;
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;    int niterf, itmp;
     k1=func(p2)-fx;  
      pt=vector(1,n); 
     p2[thetai]=x[thetai]+delti[thetai]/k;    ptt=vector(1,n); 
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;    xit=vector(1,n); 
     k2=func(p2)-fx;    xits=vector(1,n); 
      *fret=(*func)(p); 
     p2[thetai]=x[thetai]-delti[thetai]/k;    for (j=1;j<=n;j++) pt[j]=p[j]; 
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;    for (*iter=1;;++(*iter)) { 
     k3=func(p2)-fx;      fp=(*fret); 
        ibig=0; 
     p2[thetai]=x[thetai]-delti[thetai]/k;      del=0.0; 
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;      last_time=curr_time;
     k4=func(p2)-fx;      (void) gettimeofday(&curr_time,&tzp);
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */      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);
 #ifdef DEBUG      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); fflush(ficlog);
     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(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec); */
 #endif     for (i=1;i<=n;i++) {
   }        printf(" %d %.12f",i, p[i]);
   return res;        fprintf(ficlog," %d %.12lf",i, p[i]);
 }        fprintf(ficrespow," %.12lf", p[i]);
       }
 /************** Inverse of matrix **************/      printf("\n");
 void ludcmp(double **a, int n, int *indx, double *d)      fprintf(ficlog,"\n");
 {      fprintf(ficrespow,"\n");fflush(ficrespow);
   int i,imax,j,k;      if(*iter <=3){
   double big,dum,sum,temp;        tm = *localtime(&curr_time.tv_sec);
   double *vv;        strcpy(strcurr,asctime(&tm));
    /*       asctime_r(&tm,strcurr); */
   vv=vector(1,n);        forecast_time=curr_time; 
   *d=1.0;        itmp = strlen(strcurr);
   for (i=1;i<=n;i++) {        if(strcurr[itmp-1]=='\n')  /* Windows outputs with a new line */
     big=0.0;          strcurr[itmp-1]='\0';
     for (j=1;j<=n;j++)        printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
       if ((temp=fabs(a[i][j])) > big) big=temp;        fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");        for(niterf=10;niterf<=30;niterf+=10){
     vv[i]=1.0/big;          forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
   }          tmf = *localtime(&forecast_time.tv_sec);
   for (j=1;j<=n;j++) {  /*      asctime_r(&tmf,strfor); */
     for (i=1;i<j;i++) {          strcpy(strfor,asctime(&tmf));
       sum=a[i][j];          itmp = strlen(strfor);
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];          if(strfor[itmp-1]=='\n')
       a[i][j]=sum;          strfor[itmp-1]='\0';
     }          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);
     big=0.0;          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);
     for (i=j;i<=n;i++) {        }
       sum=a[i][j];      }
       for (k=1;k<j;k++)      for (i=1;i<=n;i++) { 
         sum -= a[i][k]*a[k][j];        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
       a[i][j]=sum;        fptt=(*fret); 
       if ( (dum=vv[i]*fabs(sum)) >= big) {  #ifdef DEBUG
         big=dum;        printf("fret=%lf \n",*fret);
         imax=i;        fprintf(ficlog,"fret=%lf \n",*fret);
       }  #endif
     }        printf("%d",i);fflush(stdout);
     if (j != imax) {        fprintf(ficlog,"%d",i);fflush(ficlog);
       for (k=1;k<=n;k++) {        linmin(p,xit,n,fret,func); 
         dum=a[imax][k];        if (fabs(fptt-(*fret)) > del) { 
         a[imax][k]=a[j][k];          del=fabs(fptt-(*fret)); 
         a[j][k]=dum;          ibig=i; 
       }        } 
       *d = -(*d);  #ifdef DEBUG
       vv[imax]=vv[j];        printf("%d %.12e",i,(*fret));
     }        fprintf(ficlog,"%d %.12e",i,(*fret));
     indx[j]=imax;        for (j=1;j<=n;j++) {
     if (a[j][j] == 0.0) a[j][j]=TINY;          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
     if (j != n) {          printf(" x(%d)=%.12e",j,xit[j]);
       dum=1.0/(a[j][j]);          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
       for (i=j+1;i<=n;i++) a[i][j] *= dum;        }
     }        for(j=1;j<=n;j++) {
   }          printf(" p=%.12e",p[j]);
   free_vector(vv,1,n);  /* Doesn't work */          fprintf(ficlog," p=%.12e",p[j]);
 ;        }
 }        printf("\n");
         fprintf(ficlog,"\n");
 void lubksb(double **a, int n, int *indx, double b[])  #endif
 {      } 
   int i,ii=0,ip,j;      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
   double sum;  #ifdef DEBUG
          int k[2],l;
   for (i=1;i<=n;i++) {        k[0]=1;
     ip=indx[i];        k[1]=-1;
     sum=b[ip];        printf("Max: %.12e",(*func)(p));
     b[ip]=b[i];        fprintf(ficlog,"Max: %.12e",(*func)(p));
     if (ii)        for (j=1;j<=n;j++) {
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];          printf(" %.12e",p[j]);
     else if (sum) ii=i;          fprintf(ficlog," %.12e",p[j]);
     b[i]=sum;        }
   }        printf("\n");
   for (i=n;i>=1;i--) {        fprintf(ficlog,"\n");
     sum=b[i];        for(l=0;l<=1;l++) {
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];          for (j=1;j<=n;j++) {
     b[i]=sum/a[i][i];            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
   }            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
 }            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
           }
 /************ Frequencies ********************/          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
 {  /* Some frequencies */        }
    #endif
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;  
   double ***freq; /* Frequencies */  
   double *pp;        free_vector(xit,1,n); 
   double pos;        free_vector(xits,1,n); 
   FILE *ficresp;        free_vector(ptt,1,n); 
   char fileresp[FILENAMELENGTH];        free_vector(pt,1,n); 
         return; 
   pp=vector(1,nlstate);      } 
       if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
   strcpy(fileresp,"p");      for (j=1;j<=n;j++) { 
   strcat(fileresp,fileres);        ptt[j]=2.0*p[j]-pt[j]; 
   if((ficresp=fopen(fileresp,"w"))==NULL) {        xit[j]=p[j]-pt[j]; 
     printf("Problem with prevalence resultfile: %s\n", fileresp);        pt[j]=p[j]; 
     exit(0);      } 
   }      fptt=(*func)(ptt); 
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);      if (fptt < fp) { 
   j1=0;        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
         if (t < 0.0) { 
   j=cptcoveff;          linmin(p,xit,n,fret,func); 
   if (cptcovn<1) {j=1;ncodemax[1]=1;}          for (j=1;j<=n;j++) { 
             xi[j][ibig]=xi[j][n]; 
   for(k1=1; k1<=j;k1++){            xi[j][n]=xit[j]; 
    for(i1=1; i1<=ncodemax[k1];i1++){          }
        j1++;  #ifdef DEBUG
        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
          scanf("%d", i);*/          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
         for (i=-1; i<=nlstate+ndeath; i++)            for(j=1;j<=n;j++){
          for (jk=-1; jk<=nlstate+ndeath; jk++)              printf(" %.12e",xit[j]);
            for(m=agemin; m <= agemax+3; m++)            fprintf(ficlog," %.12e",xit[j]);
              freq[i][jk][m]=0;          }
                  printf("\n");
        for (i=1; i<=imx; i++) {          fprintf(ficlog,"\n");
          bool=1;  #endif
          if  (cptcovn>0) {        }
            for (z1=1; z1<=cptcoveff; z1++)      } 
              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])    } 
                bool=0;  } 
          }  
           if (bool==1) {  /**** Prevalence limit (stable or period prevalence)  ****************/
            for(m=firstpass; m<=lastpass-1; m++){  
              if(agev[m][i]==0) agev[m][i]=agemax+1;  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
              if(agev[m][i]==1) agev[m][i]=agemax+2;  {
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];       matrix by transitions matrix until convergence is reached */
            }  
          }    int i, ii,j,k;
        }    double min, max, maxmin, maxmax,sumnew=0.;
         if  (cptcovn>0) {    double **matprod2();
          fprintf(ficresp, "\n#********** Variable ");    double **out, cov[NCOVMAX+1], **pmij();
          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);    double **newm;
        fprintf(ficresp, "**********\n#");    double agefin, delaymax=50 ; /* Max number of years to converge */
         }  
        for(i=1; i<=nlstate;i++)    for (ii=1;ii<=nlstate+ndeath;ii++)
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);      for (j=1;j<=nlstate+ndeath;j++){
        fprintf(ficresp, "\n");        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
              }
   for(i=(int)agemin; i <= (int)agemax+3; i++){  
     if(i==(int)agemax+3)     cov[1]=1.;
       printf("Total");   
     else   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
       printf("Age %d", i);    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
     for(jk=1; jk <=nlstate ; jk++){      newm=savm;
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)      /* Covariates have to be included here again */
         pp[jk] += freq[jk][m][i];       cov[2]=agefin;
     }    
     for(jk=1; jk <=nlstate ; jk++){        for (k=1; k<=cptcovn;k++) {
       for(m=-1, pos=0; m <=0 ; m++)          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
         pos += freq[jk][m][i];          /*      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]]);*/
       if(pp[jk]>=1.e-10)        }
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
       else        for (k=1; k<=cptcovprod;k++)
         printf(" %d.=%.0f loss[%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]]];
     }  
     for(jk=1; jk <=nlstate ; jk++){        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
         pp[jk] += freq[jk][m][i];        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
     }      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
     for(jk=1,pos=0; jk <=nlstate ; jk++)  
       pos += pp[jk];      savm=oldm;
     for(jk=1; jk <=nlstate ; jk++){      oldm=newm;
       if(pos>=1.e-5)      maxmax=0.;
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);      for(j=1;j<=nlstate;j++){
       else        min=1.;
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);        max=0.;
       if( i <= (int) agemax){        for(i=1; i<=nlstate; i++) {
         if(pos>=1.e-5)          sumnew=0;
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
       else          prlim[i][j]= newm[i][j]/(1-sumnew);
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);          max=FMAX(max,prlim[i][j]);
       }          min=FMIN(min,prlim[i][j]);
     }        }
     for(jk=-1; jk <=nlstate+ndeath; jk++)        maxmin=max-min;
       for(m=-1; m <=nlstate+ndeath; m++)        maxmax=FMAX(maxmax,maxmin);
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);      }
     if(i <= (int) agemax)      if(maxmax < ftolpl){
       fprintf(ficresp,"\n");        return prlim;
     printf("\n");      }
     }    }
     }  }
  }  
    /*************** transition probabilities ***************/ 
   fclose(ficresp);  
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
   free_vector(pp,1,nlstate);  {
     double s1, s2;
 }  /* End of Freq */    /*double t34;*/
     int i,j,j1, nc, ii, jj;
 /************* Waves Concatenation ***************/  
       for(i=1; i<= nlstate; i++){
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)        for(j=1; j<i;j++){
 {          for (nc=1, s2=0.;nc <=ncovmodel; nc++){
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.            /*s2 += param[i][j][nc]*cov[nc];*/
      Death is a valid wave (if date is known).            s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i  /*       printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2); */
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]          }
      and mw[mi+1][i]. dh depends on stepm.          ps[i][j]=s2;
      */  /*      printf("s1=%.17e, s2=%.17e\n",s1,s2); */
         }
   int i, mi, m;        for(j=i+1; j<=nlstate+ndeath;j++){
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;          for (nc=1, s2=0.;nc <=ncovmodel; nc++){
      double sum=0., jmean=0.;*/            s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
   /*        printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2); */
   int j, k=0,jk, ju, jl;          }
   double sum=0.;          ps[i][j]=s2;
   jmin=1e+5;        }
   jmax=-1;      }
   jmean=0.;      /*ps[3][2]=1;*/
   for(i=1; i<=imx; i++){      
     mi=0;      for(i=1; i<= nlstate; i++){
     m=firstpass;        s1=0;
     while(s[m][i] <= nlstate){        for(j=1; j<i; j++){
       if(s[m][i]>=1)          s1+=exp(ps[i][j]);
         mw[++mi][i]=m;          /*printf("debug1 %d %d ps=%lf exp(ps)=%lf s1+=%lf\n",i,j,ps[i][j],exp(ps[i][j]),s1); */
       if(m >=lastpass)        }
         break;        for(j=i+1; j<=nlstate+ndeath; j++){
       else          s1+=exp(ps[i][j]);
         m++;          /*printf("debug2 %d %d ps=%lf exp(ps)=%lf s1+=%lf\n",i,j,ps[i][j],exp(ps[i][j]),s1); */
     }/* end while */        }
     if (s[m][i] > nlstate){        ps[i][i]=1./(s1+1.);
       mi++;     /* Death is another wave */        for(j=1; j<i; j++)
       /* if(mi==0)  never been interviewed correctly before death */          ps[i][j]= exp(ps[i][j])*ps[i][i];
          /* Only death is a correct wave */        for(j=i+1; j<=nlstate+ndeath; j++)
       mw[mi][i]=m;          ps[i][j]= exp(ps[i][j])*ps[i][i];
     }        /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
       } /* end i */
     wav[i]=mi;      
     if(mi==0)      for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);        for(jj=1; jj<= nlstate+ndeath; jj++){
   }          ps[ii][jj]=0;
           ps[ii][ii]=1;
   for(i=1; i<=imx; i++){        }
     for(mi=1; mi<wav[i];mi++){      }
       if (stepm <=0)      
         dh[mi][i]=1;  
       else{  /*        for(ii=1; ii<= nlstate+ndeath; ii++){ */
         if (s[mw[mi+1][i]][i] > nlstate) {  /*       for(jj=1; jj<= nlstate+ndeath; jj++){ */
           if (agedc[i] < 2*AGESUP) {  /*         printf("ddd %lf ",ps[ii][jj]); */
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);  /*       } */
           if(j==0) j=1;  /* Survives at least one month after exam */  /*       printf("\n "); */
           k=k+1;  /*        } */
           if (j >= jmax) jmax=j;  /*        printf("\n ");printf("%lf ",cov[2]); */
           if (j <= jmin) jmin=j;         /*
           sum=sum+j;        for(i=1; i<= npar; i++) printf("%f ",x[i]);
           /* if (j<10) printf("j=%d num=%d ",j,i); */        goto end;*/
           }      return ps;
         }  }
         else{  
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));  /**************** Product of 2 matrices ******************/
           k=k+1;  
           if (j >= jmax) jmax=j;  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
           else if (j <= jmin)jmin=j;  {
           /*   if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
           sum=sum+j;       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
         }    /* in, b, out are matrice of pointers which should have been initialized 
         jk= j/stepm;       before: only the contents of out is modified. The function returns
         jl= j -jk*stepm;       a pointer to pointers identical to out */
         ju= j -(jk+1)*stepm;    long i, j, k;
         if(jl <= -ju)    for(i=nrl; i<= nrh; i++)
           dh[mi][i]=jk;      for(k=ncolol; k<=ncoloh; k++)
         else        for(j=ncl,out[i][k]=0.; j<=nch; j++)
           dh[mi][i]=jk+1;          out[i][k] +=in[i][j]*b[j][k];
         if(dh[mi][i]==0)  
           dh[mi][i]=1; /* At least one step */    return out;
       }  }
     }  
   }  
   jmean=sum/k;  /************* Higher Matrix Product ***************/
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);  
  }  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
 /*********** Tricode ****************************/  {
 void tricode(int *Tvar, int **nbcode, int imx)    /* Computes the transition matrix starting at age 'age' over 
 {       'nhstepm*hstepm*stepm' months (i.e. until
   int Ndum[20],ij=1, k, j, i;       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
   int cptcode=0;       nhstepm*hstepm matrices. 
   cptcoveff=0;       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
         (typically every 2 years instead of every month which is too big 
   for (k=0; k<19; k++) Ndum[k]=0;       for the memory).
   for (k=1; k<=7; k++) ncodemax[k]=0;       Model is determined by parameters x and covariates have to be 
        included manually here. 
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {  
     for (i=1; i<=imx; i++) {       */
       ij=(int)(covar[Tvar[j]][i]);  
       Ndum[ij]++;    int i, j, d, h, k;
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/    double **out, cov[NCOVMAX+1];
       if (ij > cptcode) cptcode=ij;    double **newm;
     }  
     /* Hstepm could be zero and should return the unit matrix */
     for (i=0; i<=cptcode; i++) {    for (i=1;i<=nlstate+ndeath;i++)
       if(Ndum[i]!=0) ncodemax[j]++;      for (j=1;j<=nlstate+ndeath;j++){
     }        oldm[i][j]=(i==j ? 1.0 : 0.0);
     ij=1;        po[i][j][0]=(i==j ? 1.0 : 0.0);
       }
     /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     for (i=1; i<=ncodemax[j]; i++) {    for(h=1; h <=nhstepm; h++){
       for (k=0; k<=19; k++) {      for(d=1; d <=hstepm; d++){
         if (Ndum[k] != 0) {        newm=savm;
           nbcode[Tvar[j]][ij]=k;        /* Covariates have to be included here again */
           ij++;        cov[1]=1.;
         }        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
         if (ij > ncodemax[j]) break;        for (k=1; k<=cptcovn;k++) 
       }            cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
     }        for (k=1; k<=cptcovage;k++)
   }            cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
         for (k=1; k<=cptcovprod;k++)
  for (k=0; k<19; k++) Ndum[k]=0;          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
   
  for (i=1; i<=ncovmodel-2; i++) {  
       ij=Tvar[i];        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
       Ndum[ij]++;        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
     }        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
                      pmij(pmmij,cov,ncovmodel,x,nlstate));
  ij=1;        savm=oldm;
  for (i=1; i<=10; i++) {        oldm=newm;
    if((Ndum[i]!=0) && (i<=ncov)){      }
      Tvaraff[ij]=i;      for(i=1; i<=nlstate+ndeath; i++)
      ij++;        for(j=1;j<=nlstate+ndeath;j++) {
    }          po[i][j][h]=newm[i][j];
  }          /*if(h==nhstepm) printf("po[%d][%d][%d]=%f ",i,j,h,po[i][j][h]);*/
          }
     cptcoveff=ij-1;      /*printf("h=%d ",h);*/
 }    } /* end h */
   /*     printf("\n H=%d \n",h); */
 /*********** Health Expectancies ****************/    return po;
   }
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)  
 {  
   /* Health expectancies */  /*************** log-likelihood *************/
   int i, j, nhstepm, hstepm, h;  double func( double *x)
   double age, agelim,hf;  {
   double ***p3mat;    int i, ii, j, k, mi, d, kk;
      double l, ll[NLSTATEMAX+1], cov[NCOVMAX+1];
   fprintf(ficreseij,"# Health expectancies\n");    double **out;
   fprintf(ficreseij,"# Age");    double sw; /* Sum of weights */
   for(i=1; i<=nlstate;i++)    double lli; /* Individual log likelihood */
     for(j=1; j<=nlstate;j++)    int s1, s2;
       fprintf(ficreseij," %1d-%1d",i,j);    double bbh, survp;
   fprintf(ficreseij,"\n");    long ipmx;
     /*extern weight */
   hstepm=1*YEARM; /*  Every j years of age (in month) */    /* We are differentiating ll according to initial status */
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
     /*for(i=1;i<imx;i++) 
   agelim=AGESUP;      printf(" %d\n",s[4][i]);
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    */
     /* nhstepm age range expressed in number of stepm */    cov[1]=1.;
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);  
     /* Typically if 20 years = 20*12/6=40 stepm */    for(k=1; k<=nlstate; k++) ll[k]=0.;
     if (stepm >= YEARM) hstepm=1;  
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */    if(mle==1){
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     /* Computed by stepm unit matrices, product of hstepm matrices, stored        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */        for(mi=1; mi<= wav[i]-1; mi++){
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);            for (ii=1;ii<=nlstate+ndeath;ii++)
             for (j=1;j<=nlstate+ndeath;j++){
               oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     for(i=1; i<=nlstate;i++)              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       for(j=1; j<=nlstate;j++)            }
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){          for(d=0; d<dh[mi][i]; d++){
           eij[i][j][(int)age] +=p3mat[i][j][h];            newm=savm;
         }            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
                for (kk=1; kk<=cptcovage;kk++) {
     hf=1;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     if (stepm >= YEARM) hf=stepm/YEARM;            }
     fprintf(ficreseij,"%.0f",age );            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     for(i=1; i<=nlstate;i++)                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       for(j=1; j<=nlstate;j++){            savm=oldm;
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);            oldm=newm;
       }          } /* end mult */
     fprintf(ficreseij,"\n");        
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
   }          /* But now since version 0.9 we anticipate for bias at large stepm.
 }           * If stepm is larger than one month (smallest stepm) and if the exact delay 
            * (in months) between two waves is not a multiple of stepm, we rounded to 
 /************ Variance ******************/           * the nearest (and in case of equal distance, to the lowest) interval but now
 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)           * we keep into memory the bias bh[mi][i] and also the previous matrix product
 {           * (i.e to dh[mi][i]-1) saved in 'savm'. Then we inter(extra)polate the
   /* Variance of health expectancies */           * probability in order to take into account the bias as a fraction of the way
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/           * from savm to out if bh is negative or even beyond if bh is positive. bh varies
   double **newm;           * -stepm/2 to stepm/2 .
   double **dnewm,**doldm;           * For stepm=1 the results are the same as for previous versions of Imach.
   int i, j, nhstepm, hstepm, h;           * For stepm > 1 the results are less biased than in previous versions. 
   int k, cptcode;           */
   double *xp;          s1=s[mw[mi][i]][i];
   double **gp, **gm;          s2=s[mw[mi+1][i]][i];
   double ***gradg, ***trgradg;          bbh=(double)bh[mi][i]/(double)stepm; 
   double ***p3mat;          /* bias bh is positive if real duration
   double age,agelim;           * is higher than the multiple of stepm and negative otherwise.
   int theta;           */
           /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
    fprintf(ficresvij,"# Covariances of life expectancies\n");          if( s2 > nlstate){ 
   fprintf(ficresvij,"# Age");            /* i.e. if s2 is a death state and if the date of death is known 
   for(i=1; i<=nlstate;i++)               then the contribution to the likelihood is the probability to 
     for(j=1; j<=nlstate;j++)               die between last step unit time and current  step unit time, 
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);               which is also equal to probability to die before dh 
   fprintf(ficresvij,"\n");               minus probability to die before dh-stepm . 
                In version up to 0.92 likelihood was computed
   xp=vector(1,npar);          as if date of death was unknown. Death was treated as any other
   dnewm=matrix(1,nlstate,1,npar);          health state: the date of the interview describes the actual state
   doldm=matrix(1,nlstate,1,nlstate);          and not the date of a change in health state. The former idea was
            to consider that at each interview the state was recorded
   hstepm=1*YEARM; /* Every year of age */          (healthy, disable or death) and IMaCh was corrected; but when we
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */          introduced the exact date of death then we should have modified
   agelim = AGESUP;          the contribution of an exact death to the likelihood. This new
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */          contribution is smaller and very dependent of the step unit
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */          stepm. It is no more the probability to die between last interview
     if (stepm >= YEARM) hstepm=1;          and month of death but the probability to survive from last
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */          interview up to one month before death multiplied by the
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          probability to die within a month. Thanks to Chris
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);          Jackson for correcting this bug.  Former versions increased
     gp=matrix(0,nhstepm,1,nlstate);          mortality artificially. The bad side is that we add another loop
     gm=matrix(0,nhstepm,1,nlstate);          which slows down the processing. The difference can be up to 10%
           lower mortality.
     for(theta=1; theta <=npar; theta++){            */
       for(i=1; i<=npar; i++){ /* Computes gradient */            lli=log(out[s1][s2] - savm[s1][s2]);
         xp[i] = x[i] + (i==theta ?delti[theta]:0);  
       }  
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);            } else if  (s2==-2) {
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);            for (j=1,survp=0. ; j<=nlstate; j++) 
       for(j=1; j<= nlstate; j++){              survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
         for(h=0; h<=nhstepm; h++){            /*survp += out[s1][j]; */
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)            lli= log(survp);
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];          }
         }          
       }          else if  (s2==-4) { 
                for (j=3,survp=0. ; j<=nlstate; j++)  
       for(i=1; i<=npar; i++) /* Computes gradient */              survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
         xp[i] = x[i] - (i==theta ?delti[theta]:0);            lli= log(survp); 
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);            } 
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);  
       for(j=1; j<= nlstate; j++){          else if  (s2==-5) { 
         for(h=0; h<=nhstepm; h++){            for (j=1,survp=0. ; j<=2; j++)  
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)              survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];            lli= log(survp); 
         }          } 
       }          
       for(j=1; j<= nlstate; j++)          else{
         for(h=0; h<=nhstepm; h++){            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];            /*  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 */
         }          } 
     } /* End theta */          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
           /*if(lli ==000.0)*/
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
           ipmx +=1;
     for(h=0; h<=nhstepm; h++)          sw += weight[i];
       for(j=1; j<=nlstate;j++)          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         for(theta=1; theta <=npar; theta++)        } /* end of wave */
           trgradg[h][j][theta]=gradg[h][theta][j];      } /* end of individual */
     }  else if(mle==2){
     for(i=1;i<=nlstate;i++)      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
       for(j=1;j<=nlstate;j++)        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         vareij[i][j][(int)age] =0.;        for(mi=1; mi<= wav[i]-1; mi++){
     for(h=0;h<=nhstepm;h++){          for (ii=1;ii<=nlstate+ndeath;ii++)
       for(k=0;k<=nhstepm;k++){            for (j=1;j<=nlstate+ndeath;j++){
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);              savm[ii][j]=(ii==j ? 1.0 : 0.0);
         for(i=1;i<=nlstate;i++)            }
           for(j=1;j<=nlstate;j++)          for(d=0; d<=dh[mi][i]; d++){
             vareij[i][j][(int)age] += doldm[i][j];            newm=savm;
       }            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     }            for (kk=1; kk<=cptcovage;kk++) {
     h=1;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     if (stepm >= YEARM) h=stepm/YEARM;            }
     fprintf(ficresvij,"%.0f ",age );            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     for(i=1; i<=nlstate;i++)                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       for(j=1; j<=nlstate;j++){            savm=oldm;
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);            oldm=newm;
       }          } /* end mult */
     fprintf(ficresvij,"\n");        
     free_matrix(gp,0,nhstepm,1,nlstate);          s1=s[mw[mi][i]][i];
     free_matrix(gm,0,nhstepm,1,nlstate);          s2=s[mw[mi+1][i]][i];
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);          bbh=(double)bh[mi][i]/(double)stepm; 
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);          lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          ipmx +=1;
   } /* End age */          sw += weight[i];
            ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   free_vector(xp,1,npar);        } /* end of wave */
   free_matrix(doldm,1,nlstate,1,npar);      } /* end of individual */
   free_matrix(dnewm,1,nlstate,1,nlstate);    }  else if(mle==3){  /* exponential inter-extrapolation */
       for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 }        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         for(mi=1; mi<= wav[i]-1; mi++){
 /************ Variance of prevlim ******************/          for (ii=1;ii<=nlstate+ndeath;ii++)
 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)            for (j=1;j<=nlstate+ndeath;j++){
 {              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   /* Variance of prevalence limit */              savm[ii][j]=(ii==j ? 1.0 : 0.0);
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/            }
   double **newm;          for(d=0; d<dh[mi][i]; d++){
   double **dnewm,**doldm;            newm=savm;
   int i, j, nhstepm, hstepm;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   int k, cptcode;            for (kk=1; kk<=cptcovage;kk++) {
   double *xp;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   double *gp, *gm;            }
   double **gradg, **trgradg;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   double age,agelim;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   int theta;            savm=oldm;
                oldm=newm;
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");          } /* end mult */
   fprintf(ficresvpl,"# Age");        
   for(i=1; i<=nlstate;i++)          s1=s[mw[mi][i]][i];
       fprintf(ficresvpl," %1d-%1d",i,i);          s2=s[mw[mi+1][i]][i];
   fprintf(ficresvpl,"\n");          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 */
   xp=vector(1,npar);          ipmx +=1;
   dnewm=matrix(1,nlstate,1,npar);          sw += weight[i];
   doldm=matrix(1,nlstate,1,nlstate);          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
          } /* end of wave */
   hstepm=1*YEARM; /* Every year of age */      } /* end of individual */
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    }else if (mle==4){  /* ml=4 no inter-extrapolation */
   agelim = AGESUP;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */        for(mi=1; mi<= wav[i]-1; mi++){
     if (stepm >= YEARM) hstepm=1;          for (ii=1;ii<=nlstate+ndeath;ii++)
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */            for (j=1;j<=nlstate+ndeath;j++){
     gradg=matrix(1,npar,1,nlstate);              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     gp=vector(1,nlstate);              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     gm=vector(1,nlstate);            }
           for(d=0; d<dh[mi][i]; d++){
     for(theta=1; theta <=npar; theta++){            newm=savm;
       for(i=1; i<=npar; i++){ /* Computes gradient */            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
         xp[i] = x[i] + (i==theta ?delti[theta]:0);            for (kk=1; kk<=cptcovage;kk++) {
       }              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);            }
       for(i=1;i<=nlstate;i++)          
         gp[i] = prlim[i][i];            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
                             1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       for(i=1; i<=npar; i++) /* Computes gradient */            savm=oldm;
         xp[i] = x[i] - (i==theta ?delti[theta]:0);            oldm=newm;
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);          } /* end mult */
       for(i=1;i<=nlstate;i++)        
         gm[i] = prlim[i][i];          s1=s[mw[mi][i]][i];
           s2=s[mw[mi+1][i]][i];
       for(i=1;i<=nlstate;i++)          if( s2 > nlstate){ 
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];            lli=log(out[s1][s2] - savm[s1][s2]);
     } /* End theta */          }else{
             lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
     trgradg =matrix(1,nlstate,1,npar);          }
           ipmx +=1;
     for(j=1; j<=nlstate;j++)          sw += weight[i];
       for(theta=1; theta <=npar; theta++)          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         trgradg[j][theta]=gradg[theta][j];  /*      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 */
     for(i=1;i<=nlstate;i++)      } /* end of individual */
       varpl[i][(int)age] =0.;    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     for(i=1;i<=nlstate;i++)        for(mi=1; mi<= wav[i]-1; mi++){
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */          for (ii=1;ii<=nlstate+ndeath;ii++)
             for (j=1;j<=nlstate+ndeath;j++){
     fprintf(ficresvpl,"%.0f ",age );              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     for(i=1; i<=nlstate;i++)              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));            }
     fprintf(ficresvpl,"\n");          for(d=0; d<dh[mi][i]; d++){
     free_vector(gp,1,nlstate);            newm=savm;
     free_vector(gm,1,nlstate);            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     free_matrix(gradg,1,npar,1,nlstate);            for (kk=1; kk<=cptcovage;kk++) {
     free_matrix(trgradg,1,nlstate,1,npar);              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   } /* End age */            }
           
   free_vector(xp,1,npar);            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   free_matrix(doldm,1,nlstate,1,npar);                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   free_matrix(dnewm,1,nlstate,1,nlstate);            savm=oldm;
             oldm=newm;
 }          } /* end mult */
         
           s1=s[mw[mi][i]][i];
           s2=s[mw[mi+1][i]][i];
 /***********************************************/          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
 /**************** Main Program *****************/          ipmx +=1;
 /***********************************************/          sw += weight[i];
           ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 /*int main(int argc, char *argv[])*/          /*printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]);*/
 int main()        } /* end of wave */
 {      } /* end of individual */
     } /* End of if */
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
   double agedeb, agefin,hf;    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
   double agemin=1.e20, agemax=-1.e20;    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
     return -l;
   double fret;  }
   double **xi,tmp,delta;  
   /*************** log-likelihood *************/
   double dum; /* Dummy variable */  double funcone( double *x)
   double ***p3mat;  {
   int *indx;    /* Same as likeli but slower because of a lot of printf and if */
   char line[MAXLINE], linepar[MAXLINE];    int i, ii, j, k, mi, d, kk;
   char title[MAXLINE];    double l, ll[NLSTATEMAX+1], cov[NCOVMAX+1];
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];    double **out;
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];    double lli; /* Individual log likelihood */
   char filerest[FILENAMELENGTH];    double llt;
   char fileregp[FILENAMELENGTH];    int s1, s2;
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];    double bbh, survp;
   int firstobs=1, lastobs=10;    /*extern weight */
   int sdeb, sfin; /* Status at beginning and end */    /* We are differentiating ll according to initial status */
   int c,  h , cpt,l;    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
   int ju,jl, mi;    /*for(i=1;i<imx;i++) 
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;      printf(" %d\n",s[4][i]);
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;    */
      cov[1]=1.;
   int hstepm, nhstepm;  
   double bage, fage, age, agelim, agebase;    for(k=1; k<=nlstate; k++) ll[k]=0.;
   double ftolpl=FTOL;  
   double **prlim;    for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   double *severity;      for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   double ***param; /* Matrix of parameters */      for(mi=1; mi<= wav[i]-1; mi++){
   double  *p;        for (ii=1;ii<=nlstate+ndeath;ii++)
   double **matcov; /* Matrix of covariance */          for (j=1;j<=nlstate+ndeath;j++){
   double ***delti3; /* Scale */            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   double *delti; /* Scale */            savm[ii][j]=(ii==j ? 1.0 : 0.0);
   double ***eij, ***vareij;          }
   double **varpl; /* Variances of prevalence limits by age */        for(d=0; d<dh[mi][i]; d++){
   double *epj, vepp;          newm=savm;
   char version[80]="Imach version 64b, May 2001, INED-EUROREVES ";          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   char *alph[]={"a","a","b","c","d","e"}, str[4];          for (kk=1; kk<=cptcovage;kk++) {
             cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   char z[1]="c", occ;          }
 #include <sys/time.h>          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 #include <time.h>                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];          savm=oldm;
   /* long total_usecs;          oldm=newm;
   struct timeval start_time, end_time;        } /* end mult */
          
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */        s1=s[mw[mi][i]][i];
         s2=s[mw[mi+1][i]][i];
         bbh=(double)bh[mi][i]/(double)stepm; 
   printf("\nIMACH, Version 0.64b");        /* bias is positive if real duration
   printf("\nEnter the parameter file name: ");         * is higher than the multiple of stepm and negative otherwise.
          */
 #ifdef windows        if( s2 > nlstate && (mle <5) ){  /* Jackson */
   scanf("%s",pathtot);          lli=log(out[s1][s2] - savm[s1][s2]);
   getcwd(pathcd, size);        } else if  (s2==-2) {
   /*cygwin_split_path(pathtot,path,optionfile);          for (j=1,survp=0. ; j<=nlstate; j++) 
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/            survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
   /* cutv(path,optionfile,pathtot,'\\');*/          lli= log(survp);
         }else if (mle==1){
 split(pathtot, path,optionfile);          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
   chdir(path);        } else if(mle==2){
   replace(pathc,path);          lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
 #endif        } else if(mle==3){  /* exponential inter-extrapolation */
 #ifdef unix          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 */
   scanf("%s",optionfile);        } else if (mle==4){  /* mle=4 no inter-extrapolation */
 #endif          lli=log(out[s1][s2]); /* Original formula */
         } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
 /*-------- arguments in the command line --------*/          lli=log(out[s1][s2]); /* Original formula */
         } /* End of if */
   strcpy(fileres,"r");        ipmx +=1;
   strcat(fileres, optionfile);        sw += weight[i];
         ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   /*---------arguments file --------*/        /*printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
         if(globpr){
   if((ficpar=fopen(optionfile,"r"))==NULL)    {          fprintf(ficresilk,"%9d %6d %2d %2d %1d %1d %3d %11.6f %8.4f\
     printf("Problem with optionfile %s\n",optionfile);   %11.6f %11.6f %11.6f ", \
     goto end;                  num[i],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,llt=0.,l=0.; k<=nlstate; k++){
   strcpy(filereso,"o");            llt +=ll[k]*gipmx/gsw;
   strcat(filereso,fileres);            fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
   if((ficparo=fopen(filereso,"w"))==NULL) {          }
     printf("Problem with Output resultfile: %s\n", filereso);goto end;          fprintf(ficresilk," %10.6f\n", -llt);
   }        }
       } /* end of wave */
   /* Reads comments: lines beginning with '#' */    } /* end of individual */
   while((c=getc(ficpar))=='#' && c!= EOF){    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
     ungetc(c,ficpar);    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
     fgets(line, MAXLINE, ficpar);    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
     puts(line);    if(globpr==0){ /* First time we count the contributions and weights */
     fputs(line,ficparo);      gipmx=ipmx;
   }      gsw=sw;
   ungetc(c,ficpar);    }
     return -l;
   fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncov, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);  }
   printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate,ndeath, maxwav, mle, weightopt,model);  
   fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncov,nlstate,ndeath,maxwav, mle, weightopt,model);  
   /*************** function likelione ***********/
   covar=matrix(0,NCOVMAX,1,n);  void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
   cptcovn=0;  {
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;    /* This routine should help understanding what is done with 
        the selection of individuals/waves and
   ncovmodel=2+cptcovn;       to check the exact contribution to the likelihood.
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */       Plotting could be done.
       */
   /* Read guess parameters */    int k;
   /* Reads comments: lines beginning with '#' */  
   while((c=getc(ficpar))=='#' && c!= EOF){    if(*globpri !=0){ /* Just counts and sums, no printings */
     ungetc(c,ficpar);      strcpy(fileresilk,"ilk"); 
     fgets(line, MAXLINE, ficpar);      strcat(fileresilk,fileres);
     puts(line);      if((ficresilk=fopen(fileresilk,"w"))==NULL) {
     fputs(line,ficparo);        printf("Problem with resultfile: %s\n", fileresilk);
   }        fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
   ungetc(c,ficpar);      }
        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");
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);      fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
     for(i=1; i <=nlstate; i++)      /*  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(j=1; j <=nlstate+ndeath-1; j++){      for(k=1; k<=nlstate; k++) 
       fscanf(ficpar,"%1d%1d",&i1,&j1);        fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
       fprintf(ficparo,"%1d%1d",i1,j1);      fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
       printf("%1d%1d",i,j);    }
       for(k=1; k<=ncovmodel;k++){  
         fscanf(ficpar," %lf",&param[i][j][k]);    *fretone=(*funcone)(p);
         printf(" %lf",param[i][j][k]);    if(*globpri !=0){
         fprintf(ficparo," %lf",param[i][j][k]);      fclose(ficresilk);
       }      fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
       fscanf(ficpar,"\n");      fflush(fichtm); 
       printf("\n");    } 
       fprintf(ficparo,"\n");    return;
     }  }
    
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel;  
   /*********** Maximum Likelihood Estimation ***************/
   p=param[1][1];  
    void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
   /* Reads comments: lines beginning with '#' */  {
   while((c=getc(ficpar))=='#' && c!= EOF){    int i,j, iter;
     ungetc(c,ficpar);    double **xi;
     fgets(line, MAXLINE, ficpar);    double fret;
     puts(line);    double fretone; /* Only one call to likelihood */
     fputs(line,ficparo);    /*  char filerespow[FILENAMELENGTH];*/
   }    xi=matrix(1,npar,1,npar);
   ungetc(c,ficpar);    for (i=1;i<=npar;i++)
       for (j=1;j<=npar;j++)
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);        xi[i][j]=(i==j ? 1.0 : 0.0);
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */    printf("Powell\n");  fprintf(ficlog,"Powell\n");
   for(i=1; i <=nlstate; i++){    strcpy(filerespow,"pow"); 
     for(j=1; j <=nlstate+ndeath-1; j++){    strcat(filerespow,fileres);
       fscanf(ficpar,"%1d%1d",&i1,&j1);    if((ficrespow=fopen(filerespow,"w"))==NULL) {
       printf("%1d%1d",i,j);      printf("Problem with resultfile: %s\n", filerespow);
       fprintf(ficparo,"%1d%1d",i1,j1);      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
       for(k=1; k<=ncovmodel;k++){    }
         fscanf(ficpar,"%le",&delti3[i][j][k]);    fprintf(ficrespow,"# Powell\n# iter -2*LL");
         printf(" %le",delti3[i][j][k]);    for (i=1;i<=nlstate;i++)
         fprintf(ficparo," %le",delti3[i][j][k]);      for(j=1;j<=nlstate+ndeath;j++)
       }        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
       fscanf(ficpar,"\n");    fprintf(ficrespow,"\n");
       printf("\n");  
       fprintf(ficparo,"\n");    powell(p,xi,npar,ftol,&iter,&fret,func);
     }  
   }    free_matrix(xi,1,npar,1,npar);
   delti=delti3[1][1];    fclose(ficrespow);
      printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
   /* Reads comments: lines beginning with '#' */    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
   while((c=getc(ficpar))=='#' && c!= EOF){    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
     ungetc(c,ficpar);  
     fgets(line, MAXLINE, ficpar);  }
     puts(line);  
     fputs(line,ficparo);  /**** Computes Hessian and covariance matrix ***/
   }  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
   ungetc(c,ficpar);  {
      double  **a,**y,*x,pd;
   matcov=matrix(1,npar,1,npar);    double **hess;
   for(i=1; i <=npar; i++){    int i, j,jk;
     fscanf(ficpar,"%s",&str);    int *indx;
     printf("%s",str);  
     fprintf(ficparo,"%s",str);    double hessii(double p[], double delta, int theta, double delti[],double (*func)(double []),int npar);
     for(j=1; j <=i; j++){    double hessij(double p[], double delti[], int i, int j,double (*func)(double []),int npar);
       fscanf(ficpar," %le",&matcov[i][j]);    void lubksb(double **a, int npar, int *indx, double b[]) ;
       printf(" %.5le",matcov[i][j]);    void ludcmp(double **a, int npar, int *indx, double *d) ;
       fprintf(ficparo," %.5le",matcov[i][j]);    double gompertz(double p[]);
     }    hess=matrix(1,npar,1,npar);
     fscanf(ficpar,"\n");  
     printf("\n");    printf("\nCalculation of the hessian matrix. Wait...\n");
     fprintf(ficparo,"\n");    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
   }    for (i=1;i<=npar;i++){
   for(i=1; i <=npar; i++)      printf("%d",i);fflush(stdout);
     for(j=i+1;j<=npar;j++)      fprintf(ficlog,"%d",i);fflush(ficlog);
       matcov[i][j]=matcov[j][i];     
           hess[i][i]=hessii(p,ftolhess,i,delti,func,npar);
   printf("\n");      
       /*  printf(" %f ",p[i]);
           printf(" %lf %lf %lf",hess[i][i],ftolhess,delti[i]);*/
     /*-------- data file ----------*/    }
     if((ficres =fopen(fileres,"w"))==NULL) {    
       printf("Problem with resultfile: %s\n", fileres);goto end;    for (i=1;i<=npar;i++) {
     }      for (j=1;j<=npar;j++)  {
     fprintf(ficres,"#%s\n",version);        if (j>i) { 
              printf(".%d%d",i,j);fflush(stdout);
     if((fic=fopen(datafile,"r"))==NULL)    {          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
       printf("Problem with datafile: %s\n", datafile);goto end;          hess[i][j]=hessij(p,delti,i,j,func,npar);
     }          
           hess[j][i]=hess[i][j];    
     n= lastobs;          /*printf(" %lf ",hess[i][j]);*/
     severity = vector(1,maxwav);        }
     outcome=imatrix(1,maxwav+1,1,n);      }
     num=ivector(1,n);    }
     moisnais=vector(1,n);    printf("\n");
     annais=vector(1,n);    fprintf(ficlog,"\n");
     moisdc=vector(1,n);  
     andc=vector(1,n);    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
     agedc=vector(1,n);    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
     cod=ivector(1,n);    
     weight=vector(1,n);    a=matrix(1,npar,1,npar);
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */    y=matrix(1,npar,1,npar);
     mint=matrix(1,maxwav,1,n);    x=vector(1,npar);
     anint=matrix(1,maxwav,1,n);    indx=ivector(1,npar);
     s=imatrix(1,maxwav+1,1,n);    for (i=1;i<=npar;i++)
     adl=imatrix(1,maxwav+1,1,n);          for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
     tab=ivector(1,NCOVMAX);    ludcmp(a,npar,indx,&pd);
     ncodemax=ivector(1,8);  
     for (j=1;j<=npar;j++) {
     i=1;      for (i=1;i<=npar;i++) x[i]=0;
     while (fgets(line, MAXLINE, fic) != NULL)    {      x[j]=1;
       if ((i >= firstobs) && (i <=lastobs)) {      lubksb(a,npar,indx,x);
              for (i=1;i<=npar;i++){ 
         for (j=maxwav;j>=1;j--){        matcov[i][j]=x[i];
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);      }
           strcpy(line,stra);    }
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);  
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);    printf("\n#Hessian matrix#\n");
         }    fprintf(ficlog,"\n#Hessian matrix#\n");
            for (i=1;i<=npar;i++) { 
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);      for (j=1;j<=npar;j++) { 
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);        printf("%.3e ",hess[i][j]);
         fprintf(ficlog,"%.3e ",hess[i][j]);
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);      }
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);      printf("\n");
       fprintf(ficlog,"\n");
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);    }
         for (j=ncov;j>=1;j--){  
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);    /* Recompute Inverse */
         }    for (i=1;i<=npar;i++)
         num[i]=atol(stra);      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
            ludcmp(a,npar,indx,&pd);
         /*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;}*/    /*  printf("\n#Hessian matrix recomputed#\n");
   
         i=i+1;    for (j=1;j<=npar;j++) {
       }      for (i=1;i<=npar;i++) x[i]=0;
     }      x[j]=1;
     /* printf("ii=%d", ij);      lubksb(a,npar,indx,x);
        scanf("%d",i);*/      for (i=1;i<=npar;i++){ 
   imx=i-1; /* Number of individuals */        y[i][j]=x[i];
         printf("%.3e ",y[i][j]);
   /* for (i=1; i<=imx; i++){        fprintf(ficlog,"%.3e ",y[i][j]);
     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;      printf("\n");
     if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;      fprintf(ficlog,"\n");
   }    }
   for (i=1; i<=imx; i++) printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));*/    */
   
   /* Calculation of the number of parameter from char model*/    free_matrix(a,1,npar,1,npar);
   Tvar=ivector(1,15);    free_matrix(y,1,npar,1,npar);
   Tprod=ivector(1,15);    free_vector(x,1,npar);
   Tvaraff=ivector(1,15);    free_ivector(indx,1,npar);
   Tvard=imatrix(1,15,1,2);    free_matrix(hess,1,npar,1,npar);
   Tage=ivector(1,15);        
      
   if (strlen(model) >1){  }
     j=0, j1=0, k1=1, k2=1;  
     j=nbocc(model,'+');  /*************** hessian matrix ****************/
     j1=nbocc(model,'*');  double hessii(double x[], double delta, int theta, double delti[], double (*func)(double []), int npar)
     cptcovn=j+1;  {
     cptcovprod=j1;    int i;
        int l=1, lmax=20;
        double k1,k2;
     strcpy(modelsav,model);    double p2[MAXPARM+1]; /* identical to x */
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){    double res;
       printf("Error. Non available option model=%s ",model);    double delt=0.0001, delts, nkhi=10.,nkhif=1., khi=1.e-4;
       goto end;    double fx;
     }    int k=0,kmax=10;
        double l1;
     for(i=(j+1); i>=1;i--){  
       cutv(stra,strb,modelsav,'+');    fx=func(x);
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);    for (i=1;i<=npar;i++) p2[i]=x[i];
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/    for(l=0 ; l <=lmax; l++){
       /*scanf("%d",i);*/      l1=pow(10,l);
       if (strchr(strb,'*')) {      delts=delt;
         cutv(strd,strc,strb,'*');      for(k=1 ; k <kmax; k=k+1){
         if (strcmp(strc,"age")==0) {        delt = delta*(l1*k);
           cptcovprod--;        p2[theta]=x[theta] +delt;
           cutv(strb,stre,strd,'V');        k1=func(p2)-fx;
           Tvar[i]=atoi(stre);        p2[theta]=x[theta]-delt;
           cptcovage++;        k2=func(p2)-fx;
             Tage[cptcovage]=i;        /*res= (k1-2.0*fx+k2)/delt/delt; */
             /*printf("stre=%s ", stre);*/        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
         }        
         else if (strcmp(strd,"age")==0) {  #ifdef DEBUGHESS
           cptcovprod--;        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);
           cutv(strb,stre,strc,'V');        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);
           Tvar[i]=atoi(stre);  #endif
           cptcovage++;        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
           Tage[cptcovage]=i;        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
         }          k=kmax;
         else {        }
           cutv(strb,stre,strc,'V');        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
           Tvar[i]=ncov+k1;          k=kmax; l=lmax*10.;
           cutv(strb,strc,strd,'V');        }
           Tprod[k1]=i;        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
           Tvard[k1][1]=atoi(strc);          delts=delt;
           Tvard[k1][2]=atoi(stre);        }
           Tvar[cptcovn+k2]=Tvard[k1][1];      }
           Tvar[cptcovn+k2+1]=Tvard[k1][2];    }
           for (k=1; k<=lastobs;k++)    delti[theta]=delts;
             covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];    return res; 
           k1++;    
           k2=k2+2;  }
         }  
       }  double hessij( double x[], double delti[], int thetai,int thetaj,double (*func)(double []),int npar)
       else {  {
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/    int i;
        /*  scanf("%d",i);*/    int l=1, l1, lmax=20;
       cutv(strd,strc,strb,'V');    double k1,k2,k3,k4,res,fx;
       Tvar[i]=atoi(strc);    double p2[MAXPARM+1];
       }    int k;
       strcpy(modelsav,stra);    
       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);    fx=func(x);
         scanf("%d",i);*/    for (k=1; k<=2; k++) {
     }      for (i=1;i<=npar;i++) p2[i]=x[i];
 }      p2[thetai]=x[thetai]+delti[thetai]/k;
        p2[thetaj]=x[thetaj]+delti[thetaj]/k;
   /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);      k1=func(p2)-fx;
   printf("cptcovprod=%d ", cptcovprod);    
   scanf("%d ",i);*/      p2[thetai]=x[thetai]+delti[thetai]/k;
     fclose(fic);      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
       k2=func(p2)-fx;
     /*  if(mle==1){*/    
     if (weightopt != 1) { /* Maximisation without weights*/      p2[thetai]=x[thetai]-delti[thetai]/k;
       for(i=1;i<=n;i++) weight[i]=1.0;      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
     }      k3=func(p2)-fx;
     /*-calculation of age at interview from date of interview and age at death -*/    
     agev=matrix(1,maxwav,1,imx);      p2[thetai]=x[thetai]-delti[thetai]/k;
       p2[thetaj]=x[thetaj]-delti[thetaj]/k;
    for (i=1; i<=imx; i++)      k4=func(p2)-fx;
      for(m=2; (m<= maxwav); m++)      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
        if ((mint[m][i]== 99) && (s[m][i] <= nlstate)){  #ifdef DEBUG
          anint[m][i]=9999;      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);
          s[m][i]=-1;      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
        }
     for (i=1; i<=imx; i++)  {    return res;
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);  }
       for(m=1; (m<= maxwav); m++){  
         if(s[m][i] >0){  /************** Inverse of matrix **************/
           if (s[m][i] == nlstate+1) {  void ludcmp(double **a, int n, int *indx, double *d) 
             if(agedc[i]>0)  { 
               if(moisdc[i]!=99 && andc[i]!=9999)    int i,imax,j,k; 
               agev[m][i]=agedc[i];    double big,dum,sum,temp; 
             else {    double *vv; 
               if (andc[i]!=9999){   
               printf("Warning negative age at death: %d line:%d\n",num[i],i);    vv=vector(1,n); 
               agev[m][i]=-1;    *d=1.0; 
               }    for (i=1;i<=n;i++) { 
             }      big=0.0; 
           }      for (j=1;j<=n;j++) 
           else if(s[m][i] !=9){ /* Should no more exist */        if ((temp=fabs(a[i][j])) > big) big=temp; 
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
             if(mint[m][i]==99 || anint[m][i]==9999)      vv[i]=1.0/big; 
               agev[m][i]=1;    } 
             else if(agev[m][i] <agemin){    for (j=1;j<=n;j++) { 
               agemin=agev[m][i];      for (i=1;i<j;i++) { 
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/        sum=a[i][j]; 
             }        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
             else if(agev[m][i] >agemax){        a[i][j]=sum; 
               agemax=agev[m][i];      } 
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/      big=0.0; 
             }      for (i=j;i<=n;i++) { 
             /*agev[m][i]=anint[m][i]-annais[i];*/        sum=a[i][j]; 
             /*   agev[m][i] = age[i]+2*m;*/        for (k=1;k<j;k++) 
           }          sum -= a[i][k]*a[k][j]; 
           else { /* =9 */        a[i][j]=sum; 
             agev[m][i]=1;        if ( (dum=vv[i]*fabs(sum)) >= big) { 
             s[m][i]=-1;          big=dum; 
           }          imax=i; 
         }        } 
         else /*= 0 Unknown */      } 
           agev[m][i]=1;      if (j != imax) { 
       }        for (k=1;k<=n;k++) { 
              dum=a[imax][k]; 
     }          a[imax][k]=a[j][k]; 
     for (i=1; i<=imx; i++)  {          a[j][k]=dum; 
       for(m=1; (m<= maxwav); m++){        } 
         if (s[m][i] > (nlstate+ndeath)) {        *d = -(*d); 
           printf("Error: Wrong value in nlstate or ndeath\n");          vv[imax]=vv[j]; 
           goto end;      } 
         }      indx[j]=imax; 
       }      if (a[j][j] == 0.0) a[j][j]=TINY; 
     }      if (j != n) { 
         dum=1.0/(a[j][j]); 
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
       } 
     free_vector(severity,1,maxwav);    } 
     free_imatrix(outcome,1,maxwav+1,1,n);    free_vector(vv,1,n);  /* Doesn't work */
     free_vector(moisnais,1,n);  ;
     free_vector(annais,1,n);  } 
     free_matrix(mint,1,maxwav,1,n);  
     free_matrix(anint,1,maxwav,1,n);  void lubksb(double **a, int n, int *indx, double b[]) 
     free_vector(moisdc,1,n);  { 
     free_vector(andc,1,n);    int i,ii=0,ip,j; 
     double sum; 
       
     wav=ivector(1,imx);    for (i=1;i<=n;i++) { 
     dh=imatrix(1,lastpass-firstpass+1,1,imx);      ip=indx[i]; 
     mw=imatrix(1,lastpass-firstpass+1,1,imx);      sum=b[ip]; 
          b[ip]=b[i]; 
     /* Concatenates waves */      if (ii) 
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
       else if (sum) ii=i; 
       b[i]=sum; 
       Tcode=ivector(1,100);    } 
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);    for (i=n;i>=1;i--) { 
       ncodemax[1]=1;      sum=b[i]; 
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
            b[i]=sum/a[i][i]; 
    codtab=imatrix(1,100,1,10);    } 
    h=0;  } 
    m=pow(2,cptcoveff);  
    void pstamp(FILE *fichier)
    for(k=1;k<=cptcoveff; k++){  {
      for(i=1; i <=(m/pow(2,k));i++){    fprintf(fichier,"# %s.%s\n#%s\n#%s\n# %s", optionfilefiname,optionfilext,version,fullversion,strstart);
        for(j=1; j <= ncodemax[k]; j++){  }
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){  
            h++;  /************ Frequencies ********************/
            if (h>m) h=1;codtab[h][k]=j;  void  freqsummary(char fileres[], int iagemin, int iagemax, int **s, double **agev, int nlstate, int imx, int *Tvaraff, int **nbcode, int *ncodemax,double **mint,double **anint, char strstart[])
          }  {  /* Some frequencies */
        }    
      }    int i, m, jk, k1,i1, j1, bool, z1,j;
    }    int first;
     double ***freq; /* Frequencies */
     double *pp, **prop;
    /*for(i=1; i <=m ;i++){    double pos,posprop, k2, dateintsum=0,k2cpt=0;
      for(k=1; k <=cptcovn; k++){    char fileresp[FILENAMELENGTH];
        printf("i=%d k=%d %d %d",i,k,codtab[i][k], cptcoveff);    
      }    pp=vector(1,nlstate);
      printf("\n");    prop=matrix(1,nlstate,iagemin,iagemax+3);
    }    strcpy(fileresp,"p");
    scanf("%d",i);*/    strcat(fileresp,fileres);
        if((ficresp=fopen(fileresp,"w"))==NULL) {
    /* Calculates basic frequencies. Computes observed prevalence at single age      printf("Problem with prevalence resultfile: %s\n", fileresp);
        and prints on file fileres'p'. */      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);      exit(0);
     }
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    freq= ma3x(-5,nlstate+ndeath,-5,nlstate+ndeath,iagemin,iagemax+3);
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    j1=0;
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    j=cptcoveff;
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */    if (cptcovn<1) {j=1;ncodemax[1]=1;}
        
     /* For Powell, parameters are in a vector p[] starting at p[1]    first=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) */    for(k1=1; k1<=j;k1++){
       for(i1=1; i1<=ncodemax[k1];i1++){
     if(mle==1){        j1++;
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
     }          scanf("%d", i);*/
            for (i=-5; i<=nlstate+ndeath; i++)  
     /*--------- results files --------------*/          for (jk=-5; jk<=nlstate+ndeath; jk++)  
     fprintf(ficres,"\ntitle=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate, ndeath, maxwav, mle,weightopt,model);            for(m=iagemin; m <= iagemax+3; m++)
                  freq[i][jk][m]=0;
    jk=1;  
    fprintf(ficres,"# Parameters\n");      for (i=1; i<=nlstate; i++)  
    printf("# Parameters\n");        for(m=iagemin; m <= iagemax+3; m++)
    for(i=1,jk=1; i <=nlstate; i++){          prop[i][m]=0;
      for(k=1; k <=(nlstate+ndeath); k++){        
        if (k != i)        dateintsum=0;
          {        k2cpt=0;
            printf("%d%d ",i,k);        for (i=1; i<=imx; i++) {
            fprintf(ficres,"%1d%1d ",i,k);          bool=1;
            for(j=1; j <=ncovmodel; j++){          if  (cptcovn>0) {
              printf("%f ",p[jk]);            for (z1=1; z1<=cptcoveff; z1++) 
              fprintf(ficres,"%f ",p[jk]);              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
              jk++;                bool=0;
            }          }
            printf("\n");          if (bool==1){
            fprintf(ficres,"\n");            for(m=firstpass; m<=lastpass; m++){
          }              k2=anint[m][i]+(mint[m][i]/12.);
      }              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
    }                if(agev[m][i]==0) agev[m][i]=iagemax+1;
  if(mle==1){                if(agev[m][i]==1) agev[m][i]=iagemax+2;
     /* Computing hessian and covariance matrix */                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
     ftolhess=ftol; /* Usually correct */                if (m<lastpass) {
     hesscov(matcov, p, npar, delti, ftolhess, func);                  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];
     fprintf(ficres,"# Scales\n");                }
     printf("# Scales\n");                
      for(i=1,jk=1; i <=nlstate; i++){                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
       for(j=1; j <=nlstate+ndeath; j++){                  dateintsum=dateintsum+k2;
         if (j!=i) {                  k2cpt++;
           fprintf(ficres,"%1d%1d",i,j);                }
           printf("%1d%1d",i,j);                /*}*/
           for(k=1; k<=ncovmodel;k++){            }
             printf(" %.5e",delti[jk]);          }
             fprintf(ficres," %.5e",delti[jk]);        }
             jk++;         
           }        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
           printf("\n");        pstamp(ficresp);
           fprintf(ficres,"\n");        if  (cptcovn>0) {
         }          fprintf(ficresp, "\n#********** Variable "); 
       }          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
       }          fprintf(ficresp, "**********\n#");
            }
     k=1;        for(i=1; i<=nlstate;i++) 
     fprintf(ficres,"# Covariance\n");          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
     printf("# Covariance\n");        fprintf(ficresp, "\n");
     for(i=1;i<=npar;i++){        
       /*  if (k>nlstate) k=1;        for(i=iagemin; i <= iagemax+3; i++){
       i1=(i-1)/(ncovmodel*nlstate)+1;          if(i==iagemax+3){
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);            fprintf(ficlog,"Total");
       printf("%s%d%d",alph[k],i1,tab[i]);*/          }else{
       fprintf(ficres,"%3d",i);            if(first==1){
       printf("%3d",i);              first=0;
       for(j=1; j<=i;j++){              printf("See log file for details...\n");
         fprintf(ficres," %.5e",matcov[i][j]);            }
         printf(" %.5e",matcov[i][j]);            fprintf(ficlog,"Age %d", i);
       }          }
       fprintf(ficres,"\n");          for(jk=1; jk <=nlstate ; jk++){
       printf("\n");            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
       k++;              pp[jk] += freq[jk][m][i]; 
     }          }
              for(jk=1; jk <=nlstate ; jk++){
     while((c=getc(ficpar))=='#' && c!= EOF){            for(m=-1, pos=0; m <=0 ; m++)
       ungetc(c,ficpar);              pos += freq[jk][m][i];
       fgets(line, MAXLINE, ficpar);            if(pp[jk]>=1.e-10){
       puts(line);              if(first==1){
       fputs(line,ficparo);                printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
     }              }
     ungetc(c,ficpar);              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
              }else{
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);              if(first==1)
                    printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
     if (fage <= 2) {              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
       bage = agemin;            }
       fage = agemax;          }
     }  
           for(jk=1; jk <=nlstate ; jk++){
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);              pp[jk] += freq[jk][m][i];
           }       
              for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
 /*------------ gnuplot -------------*/            pos += pp[jk];
 chdir(pathcd);            posprop += prop[jk][i];
   if((ficgp=fopen("graph.plt","w"))==NULL) {          }
     printf("Problem with file graph.gp");goto end;          for(jk=1; jk <=nlstate ; jk++){
   }            if(pos>=1.e-5){
 #ifdef windows              if(first==1)
   fprintf(ficgp,"cd \"%s\" \n",pathc);                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
 #endif              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
 m=pow(2,cptcoveff);            }else{
                if(first==1)
  /* 1eme*/                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
   for (cpt=1; cpt<= nlstate ; cpt ++) {              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
    for (k1=1; k1<= m ; k1 ++) {            }
             if( i <= iagemax){
 #ifdef windows              if(pos>=1.e-5){
     fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",agemin,fage,fileres,k1-1,k1-1);                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
 #endif                /*probs[i][jk][j1]= pp[jk]/pos;*/
 #ifdef unix                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);              }
 #endif              else
                 fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
 for (i=1; i<= nlstate ; i ++) {            }
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");          }
   else fprintf(ficgp," \%%*lf (\%%*lf)");          
 }          for(jk=-1; jk <=nlstate+ndeath; jk++)
     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=-1; m <=nlstate+ndeath; m++)
     for (i=1; i<= nlstate ; i ++) {              if(freq[jk][m][i] !=0 ) {
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");              if(first==1)
   else fprintf(ficgp," \%%*lf (\%%*lf)");                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
 }                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);              }
      for (i=1; i<= nlstate ; i ++) {          if(i <= iagemax)
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");            fprintf(ficresp,"\n");
   else fprintf(ficgp," \%%*lf (\%%*lf)");          if(first==1)
 }              printf("Others in log...\n");
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));          fprintf(ficlog,"\n");
 #ifdef unix        }
 fprintf(ficgp,"\nset ter gif small size 400,300");      }
 #endif    }
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    dateintmean=dateintsum/k2cpt; 
    }   
   }    fclose(ficresp);
   /*2 eme*/    free_ma3x(freq,-5,nlstate+ndeath,-5,nlstate+ndeath, iagemin, iagemax+3);
     free_vector(pp,1,nlstate);
   for (k1=1; k1<= m ; k1 ++) {    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);    /* End of Freq */
      }
     for (i=1; i<= nlstate+1 ; i ++) {  
       k=2*i;  /************ Prevalence ********************/
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);  void prevalence(double ***probs, double agemin, double agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, int firstpass, int lastpass)
       for (j=1; j<= nlstate+1 ; j ++) {  {  
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
   else fprintf(ficgp," \%%*lf (\%%*lf)");       in each health status at the date of interview (if between dateprev1 and dateprev2).
 }         We still use firstpass and lastpass as another selection.
       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);    int i, m, jk, k1, i1, j1, bool, z1,j;
       for (j=1; j<= nlstate+1 ; j ++) {    double ***freq; /* Frequencies */
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    double *pp, **prop;
         else fprintf(ficgp," \%%*lf (\%%*lf)");    double pos,posprop; 
 }      double  y2; /* in fractional years */
       fprintf(ficgp,"\" t\"\" w l 0,");    int iagemin, iagemax;
      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 ++) {    iagemin= (int) agemin;
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    iagemax= (int) agemax;
   else fprintf(ficgp," \%%*lf (\%%*lf)");    /*pp=vector(1,nlstate);*/
 }      prop=matrix(1,nlstate,iagemin,iagemax+3); 
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
       else fprintf(ficgp,"\" t\"\" w l 0,");    j1=0;
     }    
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);    j=cptcoveff;
   }    if (cptcovn<1) {j=1;ncodemax[1]=1;}
      
   /*3eme*/    for(k1=1; k1<=j;k1++){
       for(i1=1; i1<=ncodemax[k1];i1++){
   for (k1=1; k1<= m ; k1 ++) {        j1++;
     for (cpt=1; cpt<= nlstate ; cpt ++) {        
       k=2+nlstate*(cpt-1);        for (i=1; i<=nlstate; 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",agemin,fage,fileres,k1-1,k1-1,k,cpt);          for(m=iagemin; m <= iagemax+3; m++)
       for (i=1; i< nlstate ; i ++) {            prop[i][m]=0.0;
         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 (i=1; i<=imx; i++) { /* Each individual */
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);          bool=1;
     }          if  (cptcovn>0) {
   }            for (z1=1; z1<=cptcoveff; z1++) 
                if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
   /* CV preval stat */                bool=0;
   for (k1=1; k1<= m ; k1 ++) {          } 
     for (cpt=1; cpt<nlstate ; cpt ++) {          if (bool==1) { 
       k=3;            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
       for (i=1; i< nlstate ; i ++)              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
         fprintf(ficgp,"+$%d",k+i+1);                if(agev[m][i]==0) agev[m][i]=iagemax+1;
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);                if(agev[m][i]==1) agev[m][i]=iagemax+2;
                      if((int)agev[m][i] <iagemin || (int)agev[m][i] >iagemax+3) printf("Error on individual =%d agev[m][i]=%f m=%d\n",i, agev[m][i],m); 
       l=3+(nlstate+ndeath)*cpt;                if (s[m][i]>0 && s[m][i]<=nlstate) { 
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);                  /*if(i>4620) printf(" i=%d m=%d s[m][i]=%d (int)agev[m][i]=%d weight[i]=%f prop=%f\n",i,m,s[m][i],(int)agev[m][m],weight[i],prop[s[m][i]][(int)agev[m][i]]);*/
       for (i=1; i< nlstate ; i ++) {                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
         l=3+(nlstate+ndeath)*cpt;                  prop[s[m][i]][iagemax+3] += weight[i]; 
         fprintf(ficgp,"+$%d",l+i+1);                } 
       }              }
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);              } /* end selection of waves */
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);          }
     }        }
   }        for(i=iagemin; i <= iagemax+3; i++){  
           
   /* proba elementaires */          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
    for(i=1,jk=1; i <=nlstate; i++){            posprop += prop[jk][i]; 
     for(k=1; k <=(nlstate+ndeath); k++){          } 
       if (k != i) {  
         for(j=1; j <=ncovmodel; j++){          for(jk=1; jk <=nlstate ; jk++){     
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/            if( i <=  iagemax){ 
           /*fprintf(ficgp,"%s",alph[1]);*/              if(posprop>=1.e-5){ 
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);                probs[i][jk][j1]= prop[jk][i]/posprop;
           jk++;              } else
           fprintf(ficgp,"\n");                printf("Warning Observed prevalence probs[%d][%d][%d]=%lf because of lack of cases\n",jk,i,j1,probs[i][jk][j1]);
         }            } 
       }          }/* end jk */ 
     }        }/* end i */ 
     }      } /* end i1 */
     } /* end k1 */
   for(jk=1; jk <=m; jk++) {    
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
    i=1;    /*free_vector(pp,1,nlstate);*/
    for(k2=1; k2<=nlstate; k2++) {    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
      k3=i;  }  /* End of prevalence */
      for(k=1; k<=(nlstate+ndeath); k++) {  
        if (k != k2){  /************* Waves Concatenation ***************/
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);  
 ij=1;  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)
         for(j=3; j <=ncovmodel; j++) {  {
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
             fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);       Death is a valid wave (if date is known).
             ij++;       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]
           else       and mw[mi+1][i]. dh depends on stepm.
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);       */
         }  
           fprintf(ficgp,")/(1");    int i, mi, m;
            /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
         for(k1=1; k1 <=nlstate; k1++){         double sum=0., jmean=0.;*/
           fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);    int first;
 ij=1;    int j, k=0,jk, ju, jl;
           for(j=3; j <=ncovmodel; j++){    double sum=0.;
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {    first=0;
             fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);    jmin=1e+5;
             ij++;    jmax=-1;
           }    jmean=0.;
           else    for(i=1; i<=imx; i++){
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);      mi=0;
           }      m=firstpass;
           fprintf(ficgp,")");      while(s[m][i] <= nlstate){
         }        if(s[m][i]>=1 || s[m][i]==-2 || s[m][i]==-4 || s[m][i]==-5)
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);          mw[++mi][i]=m;
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");        if(m >=lastpass)
         i=i+ncovmodel;          break;
        }        else
      }          m++;
    }      }/* end while */
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);      if (s[m][i] > nlstate){
   }        mi++;     /* Death is another wave */
            /* if(mi==0)  never been interviewed correctly before death */
   fclose(ficgp);           /* Only death is a correct wave */
            mw[mi][i]=m;
 chdir(path);      }
     free_matrix(agev,1,maxwav,1,imx);  
     free_ivector(wav,1,imx);      wav[i]=mi;
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);      if(mi==0){
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);        nbwarn++;
            if(first==0){
     free_imatrix(s,1,maxwav+1,1,n);          printf("Warning! No valid information for individual %ld line=%d (skipped) and may be others, see log file\n",num[i],i);
              first=1;
            }
     free_ivector(num,1,n);        if(first==1){
     free_vector(agedc,1,n);          fprintf(ficlog,"Warning! No valid information for individual %ld line=%d (skipped)\n",num[i],i);
     free_vector(weight,1,n);        }
     /*free_matrix(covar,1,NCOVMAX,1,n);*/      } /* end mi==0 */
     fclose(ficparo);    } /* End individuals */
     fclose(ficres);  
     /*  }*/    for(i=1; i<=imx; i++){
          for(mi=1; mi<wav[i];mi++){
    /*________fin mle=1_________*/        if (stepm <=0)
              dh[mi][i]=1;
         else{
            if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
     /* No more information from the sample is required now */            if (agedc[i] < 2*AGESUP) {
   /* Reads comments: lines beginning with '#' */              j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
   while((c=getc(ficpar))=='#' && c!= EOF){              if(j==0) j=1;  /* Survives at least one month after exam */
     ungetc(c,ficpar);              else if(j<0){
     fgets(line, MAXLINE, ficpar);                nberr++;
     puts(line);                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]);
     fputs(line,ficparo);                j=1; /* Temporary Dangerous patch */
   }                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);
   ungetc(c,ficpar);                fprintf(ficlog,"Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
                  fprintf(ficlog,"   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview. You MUST fix the contradiction between dates.\n",stepm);
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);              }
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);              k=k+1;
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);              if (j >= jmax){
 /*--------- index.htm --------*/                jmax=j;
                 ijmax=i;
   strcpy(optionfilehtm,optionfile);              }
   strcat(optionfilehtm,".htm");              if (j <= jmin){
   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {                jmin=j;
     printf("Problem with %s \n",optionfilehtm);goto end;                ijmin=i;
   }              }
               sum=sum+j;
  fprintf(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.64b </font> <hr size=\"2\" color=\"#EC5E5E\">              /*if (j<0) printf("j=%d num=%d \n",j,i);*/
 Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>              /*    printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
 Total number of observations=%d <br>            }
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>          }
 <hr  size=\"2\" color=\"#EC5E5E\">          else{
 <li>Outputs files<br><br>\n            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n  /*        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]); */
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>  
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>            k=k+1;
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>            if (j >= jmax) {
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>              jmax=j;
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>              ijmax=i;
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>            }
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>            else if (j <= jmin){
         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br><br>",title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,jmin,jmax,jmean,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);              jmin=j;
               ijmin=i;
  fprintf(fichtm," <li>Graphs</li><p>");            }
             /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
  m=cptcoveff;            /*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 (cptcovn < 1) {m=1;ncodemax[1]=1;}            if(j<0){
               nberr++;
  j1=0;              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]);
  for(k1=1; k1<=m;k1++){              fprintf(ficlog,"Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
    for(i1=1; i1<=ncodemax[k1];i1++){            }
        j1++;            sum=sum+j;
        if (cptcovn > 0) {          }
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");          jk= j/stepm;
          for (cpt=1; cpt<=cptcoveff;cpt++)          jl= j -jk*stepm;
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);          ju= j -(jk+1)*stepm;
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");          if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
        }            if(jl==0){
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>              dh[mi][i]=jk;
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);                  bh[mi][i]=0;
        for(cpt=1; cpt<nlstate;cpt++){            }else{ /* We want a negative bias in order to only have interpolation ie
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>                    * at the price of an extra matrix product in likelihood */
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);              dh[mi][i]=jk+1;
        }              bh[mi][i]=ju;
     for(cpt=1; cpt<=nlstate;cpt++) {            }
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident          }else{
 interval) in state (%d): v%s%d%d.gif <br>            if(jl <= -ju){
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);                dh[mi][i]=jk;
      }              bh[mi][i]=jl;       /* bias is positive if real duration
      for(cpt=1; cpt<=nlstate;cpt++) {                                   * is higher than the multiple of stepm and negative otherwise.
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>                                   */
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);            }
      }            else{
      fprintf(fichtm,"\n<br>- Total life expectancy by age and              dh[mi][i]=jk+1;
 health expectancies in states (1) and (2): e%s%d.gif<br>              bh[mi][i]=ju;
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);            }
 fprintf(fichtm,"\n</body>");            if(dh[mi][i]==0){
    }              dh[mi][i]=1; /* At least one step */
  }              bh[mi][i]=ju; /* At least one step */
 fclose(fichtm);              /*  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);*/
             }
   /*--------------- Prevalence limit --------------*/          } /* end if mle */
          }
   strcpy(filerespl,"pl");      } /* end wave */
   strcat(filerespl,fileres);    }
   if((ficrespl=fopen(filerespl,"w"))==NULL) {    jmean=sum/k;
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;    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);
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);   }
   fprintf(ficrespl,"#Prevalence limit\n");  
   fprintf(ficrespl,"#Age ");  /*********** Tricode ****************************/
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);  void tricode(int *Tvar, int **nbcode, int imx)
   fprintf(ficrespl,"\n");  {
      
   prlim=matrix(1,nlstate,1,nlstate);    /*      Tvar[i]=atoi(stre); /* find 'n' in Vn and stores in Tvar. If model=V2+V1 Tvar[1]=2 and Tvar[2]=1 */
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    int Ndum[20],ij=1, k=0, j=0, i=0, maxncov=NCOVMAX;
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    int cptcode=0;
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    cptcoveff=0; 
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */   
   k=0;    for (k=0; k<maxncov; k++) Ndum[k]=0;
   agebase=agemin;    for (k=1; k<=7; k++) ncodemax[k]=0; /* Horrible constant again */
   agelim=agemax;  
   ftolpl=1.e-10;    for (j=1; j<=(cptcovn+2*cptcovprod); j++) { /* For each covariate */
   i1=cptcoveff;      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
   if (cptcovn < 1){i1=1;}                                 modality*/ 
         ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual, might be -1*/
   for(cptcov=1;cptcov<=i1;cptcov++){        Ndum[ij]++; /*counts the occurence of this modality */
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
         k=k+1;        if (ij > cptcode) cptcode=ij; /* getting the maximum value of the modality of the covariate  (should be 0 or 1 now) 
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/                                         Tvar[j]. If V=sex and male is 0 and 
         fprintf(ficrespl,"\n#******");                                         female is 1, then  cptcode=1.*/
         for(j=1;j<=cptcoveff;j++)      }
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);  
         fprintf(ficrespl,"******\n");      for (i=0; i<=cptcode; i++) { /* i=-1 ?*/
                if(Ndum[i]!=0) ncodemax[j]++; /* Nomber of modalities of the j
         for (age=agebase; age<=agelim; age++){                                         th covariate. In fact
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);                                         ncodemax[j]=2
           fprintf(ficrespl,"%.0f",age );                                         (dichotom. variables only) but
           for(i=1; i<=nlstate;i++)                                         it can be more */
           fprintf(ficrespl," %.5f", prlim[i][i]);      } /* Ndum[-1] number of undefined modalities */
           fprintf(ficrespl,"\n");  
         }      ij=1; 
       }      for (i=1; i<=ncodemax[j]; i++) { /* i= 1 to 2 */
     }        for (k=0; k<= maxncov; k++) { /* k=-1 ?*/
   fclose(ficrespl);          if (Ndum[k] != 0) { /* If at least one individual responded to this modality k */
   /*------------- h Pij x at various ages ------------*/            nbcode[Tvar[j]][ij]=k;  /* stores the modality in an array nbcode. 
                                         k is a modality. If we have model=V1+V1*sex 
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);                                       then: nbcode[1][1]=0 ; nbcode[1][2]=1; nbcode[2][1]=0 ; nbcode[2][2]=1; */
   if((ficrespij=fopen(filerespij,"w"))==NULL) {            ij++;
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;          }
   }          if (ij > ncodemax[j]) break; 
   printf("Computing pij: result on file '%s' \n", filerespij);        }  
        } 
   stepsize=(int) (stepm+YEARM-1)/YEARM;    }  
   if (stepm<=24) stepsize=2;  
    for (k=0; k< maxncov; k++) Ndum[k]=0;
   agelim=AGESUP;  
   hstepm=stepsize*YEARM; /* Every year of age */   for (i=1; i<=ncovmodel-2; i++) { /* -2, cste and age */
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */     /* Listing of all covariables in statement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
       ij=Tvar[i]; /* Tvar might be -1 if status was unknown */
   k=0;     Ndum[ij]++;
   for(cptcov=1;cptcov<=i1;cptcov++){   }
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){  
       k=k+1;   ij=1;
         fprintf(ficrespij,"\n#****** ");   for (i=1; i<= maxncov; i++) {
         for(j=1;j<=cptcoveff;j++)     if((Ndum[i]!=0) && (i<=ncovcol)){
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);       Tvaraff[ij]=i; /*For printing */
         fprintf(ficrespij,"******\n");       ij++;
             }
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */   }
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */   ij--;
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */   cptcoveff=ij; /*Number of simple covariates*/
           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);    /*********** Health Expectancies ****************/
           fprintf(ficrespij,"# Age");  
           for(i=1; i<=nlstate;i++)  void evsij(double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int cij, int estepm,char strstart[] )
             for(j=1; j<=nlstate+ndeath;j++)  
               fprintf(ficrespij," %1d-%1d",i,j);  {
           fprintf(ficrespij,"\n");    /* Health expectancies, no variances */
           for (h=0; h<=nhstepm; h++){    int i, j, nhstepm, hstepm, h, nstepm, k, cptj, cptj2, i2, j2;
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );    int nhstepma, nstepma; /* Decreasing with age */
             for(i=1; i<=nlstate;i++)    double age, agelim, hf;
               for(j=1; j<=nlstate+ndeath;j++)    double ***p3mat;
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);    double eip;
             fprintf(ficrespij,"\n");  
           }    pstamp(ficreseij);
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    fprintf(ficreseij,"# (a) Life expectancies by health status at initial age and (b) health expectancies by health status at initial age\n");
           fprintf(ficrespij,"\n");    fprintf(ficreseij,"# Age");
         }    for(i=1; i<=nlstate;i++){
     }      for(j=1; j<=nlstate;j++){
   }        fprintf(ficreseij," e%1d%1d ",i,j);
       }
   fclose(ficrespij);      fprintf(ficreseij," e%1d. ",i);
     }
   /*---------- Health expectancies and variances ------------*/    fprintf(ficreseij,"\n");
   
   strcpy(filerest,"t");    
   strcat(filerest,fileres);    if(estepm < stepm){
   if((ficrest=fopen(filerest,"w"))==NULL) {      printf ("Problem %d lower than %d\n",estepm, stepm);
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;    }
   }    else  hstepm=estepm;   
   printf("Computing Total LEs with variances: file '%s' \n", filerest);    /* We compute the life expectancy from trapezoids spaced every estepm months
      * This is mainly to measure the difference between two models: for example
      * if stepm=24 months pijx are given only every 2 years and by summing them
   strcpy(filerese,"e");     * we are calculating an estimate of the Life Expectancy assuming a linear 
   strcat(filerese,fileres);     * progression in between and thus overestimating or underestimating according
   if((ficreseij=fopen(filerese,"w"))==NULL) {     * to the curvature of the survival function. If, for the same date, we 
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);     * estimate the model with stepm=1 month, we can keep estepm to 24 months
   }     * to compare the new estimate of Life expectancy with the same linear 
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);     * hypothesis. A more precise result, taking into account a more precise
      * curvature will be obtained if estepm is as small as stepm. */
  strcpy(fileresv,"v");  
   strcat(fileresv,fileres);    /* For example we decided to compute the life expectancy with the smallest unit */
   if((ficresvij=fopen(fileresv,"w"))==NULL) {    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);       nhstepm is the number of hstepm from age to agelim 
   }       nstepm is the number of stepm from age to agelin. 
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);       Look at hpijx to understand the reason of that which relies in memory size
        and note for a fixed period like estepm months */
   k=0;    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
   for(cptcov=1;cptcov<=i1;cptcov++){       survival function given by stepm (the optimization length). Unfortunately it
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){       means that if the survival funtion is printed only each two years of age and if
       k=k+1;       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
       fprintf(ficrest,"\n#****** ");       results. So we changed our mind and took the option of the best precision.
       for(j=1;j<=cptcoveff;j++)    */
         fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
       fprintf(ficrest,"******\n");  
     agelim=AGESUP;
       fprintf(ficreseij,"\n#****** ");    /* If stepm=6 months */
       for(j=1;j<=cptcoveff;j++)      /* Computed by stepm unit matrices, product of hstepm matrices, stored
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
       fprintf(ficreseij,"******\n");      
   /* nhstepm age range expressed in number of stepm */
       fprintf(ficresvij,"\n#****** ");    nstepm=(int) rint((agelim-bage)*YEARM/stepm); /* Biggest nstepm */
       for(j=1;j<=cptcoveff;j++)    /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);    /* if (stepm >= YEARM) hstepm=1;*/
       fprintf(ficresvij,"******\n");    nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);  
       oldm=oldms;savm=savms;    for (age=bage; age<=fage; age ++){ 
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);        nstepma=(int) rint((agelim-bage)*YEARM/stepm); /* Biggest nstepm */
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
       oldm=oldms;savm=savms;      /* if (stepm >= YEARM) hstepm=1;*/
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);      nhstepma = nstepma/hstepm;/* Expressed in hstepm, typically nhstepma=40/4=10 */
        
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");      /* If stepm=6 months */
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);      /* Computed by stepm unit matrices, product of hstepma matrices, stored
       fprintf(ficrest,"\n");         in an array of nhstepma length: nhstepma=10, hstepm=4, stepm=6 months */
              
       hf=1;      hpxij(p3mat,nhstepma,age,hstepm,x,nlstate,stepm,oldm, savm, cij);  
       if (stepm >= YEARM) hf=stepm/YEARM;      
       epj=vector(1,nlstate+1);      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
       for(age=bage; age <=fage ;age++){      
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);      printf("%d|",(int)age);fflush(stdout);
         fprintf(ficrest," %.0f",age);      fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){      
           for(i=1, epj[j]=0.;i <=nlstate;i++) {      /* Computing expectancies */
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];      for(i=1; i<=nlstate;i++)
           }        for(j=1; j<=nlstate;j++)
           epj[nlstate+1] +=epj[j];          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
         }            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
         for(i=1, vepp=0.;i <=nlstate;i++)            
           for(j=1;j <=nlstate;j++)            /* 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]);*/
             vepp += vareij[i][j][(int)age];  
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));          }
         for(j=1;j <=nlstate;j++){  
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));      fprintf(ficreseij,"%3.0f",age );
         }      for(i=1; i<=nlstate;i++){
         fprintf(ficrest,"\n");        eip=0;
       }        for(j=1; j<=nlstate;j++){
     }          eip +=eij[i][j][(int)age];
   }          fprintf(ficreseij,"%9.4f", eij[i][j][(int)age] );
                }
  fclose(ficreseij);        fprintf(ficreseij,"%9.4f", eip );
  fclose(ficresvij);      }
   fclose(ficrest);      fprintf(ficreseij,"\n");
   fclose(ficpar);      
   free_vector(epj,1,nlstate+1);    }
   /*  scanf("%d ",i); */    free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     printf("\n");
   /*------- Variance limit prevalence------*/      fprintf(ficlog,"\n");
     
 strcpy(fileresvpl,"vpl");  }
   strcat(fileresvpl,fileres);  
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {  void cvevsij(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[] )
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);  
     exit(0);  {
   }    /* Covariances of health expectancies eij and of total life expectancies according
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);     to initial status i, ei. .
     */
  k=0;    int i, j, nhstepm, hstepm, h, nstepm, k, cptj, cptj2, i2, j2, ij, ji;
  for(cptcov=1;cptcov<=i1;cptcov++){    int nhstepma, nstepma; /* Decreasing with age */
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    double age, agelim, hf;
      k=k+1;    double ***p3matp, ***p3matm, ***varhe;
      fprintf(ficresvpl,"\n#****** ");    double **dnewm,**doldm;
      for(j=1;j<=cptcoveff;j++)    double *xp, *xm;
        fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    double **gp, **gm;
      fprintf(ficresvpl,"******\n");    double ***gradg, ***trgradg;
          int theta;
      varpl=matrix(1,nlstate,(int) bage, (int) fage);  
      oldm=oldms;savm=savms;    double eip, vip;
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);  
    }    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
  }    xp=vector(1,npar);
     xm=vector(1,npar);
   fclose(ficresvpl);    dnewm=matrix(1,nlstate*nlstate,1,npar);
     doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
   /*---------- End : free ----------------*/    
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);    pstamp(ficresstdeij);
      fprintf(ficresstdeij,"# Health expectancies with standard errors\n");
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);    fprintf(ficresstdeij,"# Age");
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);    for(i=1; i<=nlstate;i++){
        for(j=1; j<=nlstate;j++)
          fprintf(ficresstdeij," e%1d%1d (SE)",i,j);
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);      fprintf(ficresstdeij," e%1d. ",i);
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);    }
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);    fprintf(ficresstdeij,"\n");
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);  
      pstamp(ficrescveij);
   free_matrix(matcov,1,npar,1,npar);    fprintf(ficrescveij,"# Subdiagonal matrix of covariances of health expectancies by age: cov(eij,ekl)\n");
   free_vector(delti,1,npar);    fprintf(ficrescveij,"# Age");
      for(i=1; i<=nlstate;i++)
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);      for(j=1; j<=nlstate;j++){
         cptj= (j-1)*nlstate+i;
   printf("End of Imach\n");        for(i2=1; i2<=nlstate;i2++)
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */          for(j2=1; j2<=nlstate;j2++){
              cptj2= (j2-1)*nlstate+i2;
   /* 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);*/            if(cptj2 <= cptj)
   /*printf("Total time was %d uSec.\n", total_usecs);*/              fprintf(ficrescveij,"  %1d%1d,%1d%1d",i,j,i2,j2);
   /*------ End -----------*/          }
       }
     fprintf(ficrescveij,"\n");
  end:    
 #ifdef windows    if(estepm < stepm){
  chdir(pathcd);      printf ("Problem %d lower than %d\n",estepm, stepm);
 #endif    }
  /*system("wgnuplot graph.plt");*/    else  hstepm=estepm;   
  /*system("../gp37mgw/wgnuplot graph.plt");*/    /* We compute the life expectancy from trapezoids spaced every estepm months
  /*system("cd ../gp37mgw");*/     * This is mainly to measure the difference between two models: for example
  system("..\\gp37mgw\\wgnuplot graph.plt");     * if stepm=24 months pijx are given only every 2 years and by summing them
      * we are calculating an estimate of the Life Expectancy assuming a linear 
 #ifdef windows     * progression in between and thus overestimating or underestimating according
   while (z[0] != 'q') {     * to the curvature of the survival function. If, for the same date, we 
     chdir(pathcd);     * estimate the model with stepm=1 month, we can keep estepm to 24 months
     printf("\nType e to edit output files, c to start again, and q for exiting: ");     * to compare the new estimate of Life expectancy with the same linear 
     scanf("%s",z);     * hypothesis. A more precise result, taking into account a more precise
     if (z[0] == 'c') system("./imach");     * curvature will be obtained if estepm is as small as stepm. */
     else if (z[0] == 'e') {  
       chdir(path);    /* For example we decided to compute the life expectancy with the smallest unit */
       system(optionfilehtm);    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
     }       nhstepm is the number of hstepm from age to agelim 
     else if (z[0] == 'q') exit(0);       nstepm is the number of stepm from age to agelin. 
   }       Look at hpijx to understand the reason of that which relies in memory size
 #endif       and note for a fixed period like estepm months */
 }    /* 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
        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 
        results. So we changed our mind and took the option of the best precision.
     */
     hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
   
     /* If stepm=6 months */
     /* nhstepm age range expressed in number of stepm */
     agelim=AGESUP;
     nstepm=(int) rint((agelim-bage)*YEARM/stepm); 
     /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
     /* if (stepm >= YEARM) hstepm=1;*/
     nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
     
     p3matp=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     p3matm=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
     trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
     gp=matrix(0,nhstepm,1,nlstate*nlstate);
     gm=matrix(0,nhstepm,1,nlstate*nlstate);
   
     for (age=bage; age<=fage; age ++){ 
       nstepma=(int) rint((agelim-bage)*YEARM/stepm); /* Biggest nstepm */
       /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
       /* if (stepm >= YEARM) hstepm=1;*/
       nhstepma = nstepma/hstepm;/* Expressed in hstepm, typically nhstepma=40/4=10 */
   
       /* If stepm=6 months */
       /* Computed by stepm unit matrices, product of hstepma matrices, stored
          in an array of nhstepma length: nhstepma=10, hstepm=4, stepm=6 months */
       
       hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
   
       /* Computing  Variances of health expectancies */
       /* Gradient is computed with plus gp and minus gm. Code is duplicated in order to
          decrease memory allocation */
       for(theta=1; theta <=npar; theta++){
         for(i=1; i<=npar; i++){ 
           xp[i] = x[i] + (i==theta ?delti[theta]:0);
           xm[i] = x[i] - (i==theta ?delti[theta]:0);
         }
         hpxij(p3matp,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, cij);  
         hpxij(p3matm,nhstepm,age,hstepm,xm,nlstate,stepm,oldm,savm, cij);  
     
         for(j=1; j<= nlstate; j++){
           for(i=1; i<=nlstate; i++){
             for(h=0; h<=nhstepm-1; h++){
               gp[h][(j-1)*nlstate + i] = (p3matp[i][j][h]+p3matp[i][j][h+1])/2.;
               gm[h][(j-1)*nlstate + i] = (p3matm[i][j][h]+p3matm[i][j][h+1])/2.;
             }
           }
         }
        
         for(ij=1; ij<= nlstate*nlstate; ij++)
           for(h=0; h<=nhstepm-1; h++){
             gradg[h][theta][ij]= (gp[h][ij]-gm[h][ij])/2./delti[theta];
           }
       }/* End theta */
       
       
       for(h=0; h<=nhstepm-1; h++)
         for(j=1; j<=nlstate*nlstate;j++)
           for(theta=1; theta <=npar; theta++)
             trgradg[h][j][theta]=gradg[h][theta][j];
       
   
        for(ij=1;ij<=nlstate*nlstate;ij++)
         for(ji=1;ji<=nlstate*nlstate;ji++)
           varhe[ij][ji][(int)age] =0.;
   
        printf("%d|",(int)age);fflush(stdout);
        fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
        for(h=0;h<=nhstepm-1;h++){
         for(k=0;k<=nhstepm-1;k++){
           matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
           matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
           for(ij=1;ij<=nlstate*nlstate;ij++)
             for(ji=1;ji<=nlstate*nlstate;ji++)
               varhe[ij][ji][(int)age] += doldm[ij][ji]*hf*hf;
         }
       }
   
       /* Computing expectancies */
       hpxij(p3matm,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, cij);  
       for(i=1; i<=nlstate;i++)
         for(j=1; j<=nlstate;j++)
           for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
             eij[i][j][(int)age] += (p3matm[i][j][h]+p3matm[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]);*/
   
           }
   
       fprintf(ficresstdeij,"%3.0f",age );
       for(i=1; i<=nlstate;i++){
         eip=0.;
         vip=0.;
         for(j=1; j<=nlstate;j++){
           eip += eij[i][j][(int)age];
           for(k=1; k<=nlstate;k++) /* Sum on j and k of cov(eij,eik) */
             vip += varhe[(j-1)*nlstate+i][(k-1)*nlstate+i][(int)age];
           fprintf(ficresstdeij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[(j-1)*nlstate+i][(j-1)*nlstate+i][(int)age]) );
         }
         fprintf(ficresstdeij," %9.4f (%.4f)", eip, sqrt(vip));
       }
       fprintf(ficresstdeij,"\n");
   
       fprintf(ficrescveij,"%3.0f",age );
       for(i=1; i<=nlstate;i++)
         for(j=1; j<=nlstate;j++){
           cptj= (j-1)*nlstate+i;
           for(i2=1; i2<=nlstate;i2++)
             for(j2=1; j2<=nlstate;j2++){
               cptj2= (j2-1)*nlstate+i2;
               if(cptj2 <= cptj)
                 fprintf(ficrescveij," %.4f", varhe[cptj][cptj2][(int)age]);
             }
         }
       fprintf(ficrescveij,"\n");
      
     }
     free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
     free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
     free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
     free_ma3x(p3matm,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     free_ma3x(p3matp,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     printf("\n");
     fprintf(ficlog,"\n");
   
     free_vector(xm,1,npar);
     free_vector(xp,1,npar);
     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);
   }
   
   /************ 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[])
   {
     /* Variance of health expectancies */
     /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
     /* double **newm;*/
     double **dnewm,**doldm;
     double **dnewmp,**doldmp;
     int i, j, nhstepm, hstepm, h, nstepm ;
     int k, cptcode;
     double *xp;
     double **gp, **gm;  /* for var eij */
     double ***gradg, ***trgradg; /*for var eij */
     double **gradgp, **trgradgp; /* for var p point j */
     double *gpp, *gmp; /* for var p point j */
     double **varppt; /* for var p point j nlstate to nlstate+ndeath */
     double ***p3mat;
     double age,agelim, hf;
     double ***mobaverage;
     int theta;
     char digit[4];
     char digitp[25];
   
     char fileresprobmorprev[FILENAMELENGTH];
   
     if(popbased==1){
       if(mobilav!=0)
         strcpy(digitp,"-populbased-mobilav-");
       else strcpy(digitp,"-populbased-nomobil-");
     }
     else 
       strcpy(digitp,"-stablbased-");
   
     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);
       }
     }
   
     strcpy(fileresprobmorprev,"prmorprev"); 
     sprintf(digit,"%-d",ij);
     /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
     strcat(fileresprobmorprev,digit); /* Tvar to be done */
     strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
     strcat(fileresprobmorprev,fileres);
     if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobmorprev);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
     }
     printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
    
     fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
     pstamp(ficresprobmorprev);
     fprintf(ficresprobmorprev,"# probabilities of dying before estepm=%d months for people of exact age and weighted probabilities w1*p1j+w2*p2j+... stand dev in()\n",estepm);
     fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
     for(j=nlstate+1; j<=(nlstate+ndeath);j++){
       fprintf(ficresprobmorprev," p.%-d SE",j);
       for(i=1; i<=nlstate;i++)
         fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
     }  
     fprintf(ficresprobmorprev,"\n");
     fprintf(ficgp,"\n# Routine varevsij");
     /* fprintf(fichtm, "#Local time at start: %s", strstart);*/
     fprintf(fichtm,"\n<li><h4> Computing probabilities of dying over estepm months as a weighted average (i.e global mortality independent of initial healh state)</h4></li>\n");
     fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
   /*   } */
     varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     pstamp(ficresvij);
     fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n#  (weighted average of eij where weights are ");
     if(popbased==1)
       fprintf(ficresvij,"the age specific prevalence observed (cross-sectionally) in the population i.e cross-sectionally\n in each health state (popbased=1) (mobilav=%d\n",mobilav);
     else
       fprintf(ficresvij,"the age specific period (stable) prevalences in each health state \n");
     fprintf(ficresvij,"# Age");
     for(i=1; i<=nlstate;i++)
       for(j=1; j<=nlstate;j++)
         fprintf(ficresvij," Cov(e.%1d, e.%1d)",i,j);
     fprintf(ficresvij,"\n");
   
     xp=vector(1,npar);
     dnewm=matrix(1,nlstate,1,npar);
     doldm=matrix(1,nlstate,1,nlstate);
     dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
     doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   
     gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
     gpp=vector(nlstate+1,nlstate+ndeath);
     gmp=vector(nlstate+1,nlstate+ndeath);
     trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
     
     if(estepm < stepm){
       printf ("Problem %d lower than %d\n",estepm, stepm);
     }
     else  hstepm=estepm;   
     /* For example we decided to compute the life expectancy with the smallest unit */
     /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
        nhstepm is the number of hstepm from age to agelim 
        nstepm is the number of stepm from age to agelin. 
        Look at function hpijx to understand why (it is linked to memory size questions) */
     /* 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
        means that if the survival funtion is printed every two years of age and if
        you sum them up and add 1 year (area under the trapezoids) you won't get the same 
        results. So we changed our mind and took the option of the best precision.
     */
     hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
     agelim = AGESUP;
     for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
       nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
       p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
       gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
       gp=matrix(0,nhstepm,1,nlstate);
       gm=matrix(0,nhstepm,1,nlstate);
   
   
       for(theta=1; theta <=npar; theta++){
         for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
           xp[i] = x[i] + (i==theta ?delti[theta]:0);
         }
         hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   
         if (popbased==1) {
           if(mobilav ==0){
             for(i=1; i<=nlstate;i++)
               prlim[i][i]=probs[(int)age][i][ij];
           }else{ /* mobilav */ 
             for(i=1; i<=nlstate;i++)
               prlim[i][i]=mobaverage[(int)age][i][ij];
           }
         }
     
         for(j=1; j<= nlstate; j++){
           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];
           }
         }
         /* This for computing probability of death (h=1 means
            computed over hstepm matrices product = hstepm*stepm months) 
            as a weighted average of prlim.
         */
         for(j=nlstate+1;j<=nlstate+ndeath;j++){
           for(i=1,gpp[j]=0.; i<= nlstate; i++)
             gpp[j] += prlim[i][i]*p3mat[i][j][1];
         }    
         /* end probability of death */
   
         for(i=1; i<=npar; i++) /* Computes gradient x - delta */
           xp[i] = x[i] - (i==theta ?delti[theta]:0);
         hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
    
         if (popbased==1) {
           if(mobilav ==0){
             for(i=1; i<=nlstate;i++)
               prlim[i][i]=probs[(int)age][i][ij];
           }else{ /* mobilav */ 
             for(i=1; i<=nlstate;i++)
               prlim[i][i]=mobaverage[(int)age][i][ij];
           }
         }
   
         for(j=1; j<= nlstate; j++){  /* Sum of wi * eij = e.j */
           for(h=0; h<=nhstepm; h++){
             for(i=1, gm[h][j]=0.;i<=nlstate;i++)
               gm[h][j] += prlim[i][i]*p3mat[i][j][h];
           }
         }
         /* This for computing probability of death (h=1 means
            computed over hstepm matrices product = hstepm*stepm months) 
            as a weighted average of prlim.
         */
         for(j=nlstate+1;j<=nlstate+ndeath;j++){
           for(i=1,gmp[j]=0.; i<= nlstate; i++)
            gmp[j] += prlim[i][i]*p3mat[i][j][1];
         }    
         /* end probability of death */
   
         for(j=1; j<= nlstate; j++) /* vareij */
           for(h=0; h<=nhstepm; h++){
             gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
           }
   
         for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
           gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
         }
   
       } /* End theta */
   
       trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
   
       for(h=0; h<=nhstepm; h++) /* veij */
         for(j=1; j<=nlstate;j++)
           for(theta=1; theta <=npar; theta++)
             trgradg[h][j][theta]=gradg[h][theta][j];
   
       for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
         for(theta=1; theta <=npar; theta++)
           trgradgp[j][theta]=gradgp[theta][j];
     
   
       hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
       for(i=1;i<=nlstate;i++)
         for(j=1;j<=nlstate;j++)
           vareij[i][j][(int)age] =0.;
   
       for(h=0;h<=nhstepm;h++){
         for(k=0;k<=nhstepm;k++){
           matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
           matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
           for(i=1;i<=nlstate;i++)
             for(j=1;j<=nlstate;j++)
               vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
         }
       }
     
       /* pptj */
       matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
       matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
       for(j=nlstate+1;j<=nlstate+ndeath;j++)
         for(i=nlstate+1;i<=nlstate+ndeath;i++)
           varppt[j][i]=doldmp[j][i];
       /* end ppptj */
       /*  x centered again */
       hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
       prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
    
       if (popbased==1) {
         if(mobilav ==0){
           for(i=1; i<=nlstate;i++)
             prlim[i][i]=probs[(int)age][i][ij];
         }else{ /* mobilav */ 
           for(i=1; i<=nlstate;i++)
             prlim[i][i]=mobaverage[(int)age][i][ij];
         }
       }
                
       /* This for computing probability of death (h=1 means
          computed over hstepm (estepm) matrices product = hstepm*stepm months) 
          as a weighted average of prlim.
       */
       for(j=nlstate+1;j<=nlstate+ndeath;j++){
         for(i=1,gmp[j]=0.;i<= nlstate; i++) 
           gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
       }    
       /* end probability of death */
   
       fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
       for(j=nlstate+1; j<=(nlstate+ndeath);j++){
         fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
         for(i=1; i<=nlstate;i++){
           fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
         }
       } 
       fprintf(ficresprobmorprev,"\n");
   
       fprintf(ficresvij,"%.0f ",age );
       for(i=1; i<=nlstate;i++)
         for(j=1; j<=nlstate;j++){
           fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
         }
       fprintf(ficresvij,"\n");
       free_matrix(gp,0,nhstepm,1,nlstate);
       free_matrix(gm,0,nhstepm,1,nlstate);
       free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
       free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
       free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     } /* End age */
     free_vector(gpp,nlstate+1,nlstate+ndeath);
     free_vector(gmp,nlstate+1,nlstate+ndeath);
     free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
     free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
     fprintf(ficgp,"\nunset parametric;unset label; set ter png small;set size 0.65, 0.65");
     /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
     fprintf(ficgp,"\n set log y; unset log x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
   /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
   /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
   /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
     fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
     fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
     fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",subdirf(fileresprobmorprev));
     fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev));
     fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"%s%s.png\"> <br>\n", estepm,subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
     /*  fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months and then divided by estepm and multiplied by %.0f in order to have the probability to die over a year <br> <img src=\"varmuptjgr%s%s.png\"> <br>\n", stepm,YEARM,digitp,digit);
   */
   /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
     fprintf(ficgp,"\nset out \"%s%s.png\";replot;\n",subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
   
     free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,nlstate);
     free_matrix(dnewm,1,nlstate,1,npar);
     free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
     free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficresprobmorprev);
     fflush(ficgp);
     fflush(fichtm); 
   }  /* end varevsij */
   
   /************ Variance of prevlim ******************/
   void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij, char strstart[])
   {
     /* Variance of prevalence limit */
     /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
     double **newm;
     double **dnewm,**doldm;
     int i, j, nhstepm, hstepm;
     int k, cptcode;
     double *xp;
     double *gp, *gm;
     double **gradg, **trgradg;
     double age,agelim;
     int theta;
     
     pstamp(ficresvpl);
     fprintf(ficresvpl,"# Standard deviation of period (stable) prevalences \n");
     fprintf(ficresvpl,"# Age");
     for(i=1; i<=nlstate;i++)
         fprintf(ficresvpl," %1d-%1d",i,i);
     fprintf(ficresvpl,"\n");
   
     xp=vector(1,npar);
     dnewm=matrix(1,nlstate,1,npar);
     doldm=matrix(1,nlstate,1,nlstate);
     
     hstepm=1*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
     agelim = AGESUP;
     for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
       if (stepm >= YEARM) hstepm=1;
       nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
       gradg=matrix(1,npar,1,nlstate);
       gp=vector(1,nlstate);
       gm=vector(1,nlstate);
   
       for(theta=1; theta <=npar; theta++){
         for(i=1; i<=npar; i++){ /* Computes gradient */
           xp[i] = x[i] + (i==theta ?delti[theta]:0);
         }
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(i=1;i<=nlstate;i++)
           gp[i] = prlim[i][i];
       
         for(i=1; i<=npar; i++) /* Computes gradient */
           xp[i] = x[i] - (i==theta ?delti[theta]:0);
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(i=1;i<=nlstate;i++)
           gm[i] = prlim[i][i];
   
         for(i=1;i<=nlstate;i++)
           gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
       } /* End theta */
   
       trgradg =matrix(1,nlstate,1,npar);
   
       for(j=1; j<=nlstate;j++)
         for(theta=1; theta <=npar; theta++)
           trgradg[j][theta]=gradg[theta][j];
   
       for(i=1;i<=nlstate;i++)
         varpl[i][(int)age] =0.;
       matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
       matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
       for(i=1;i<=nlstate;i++)
         varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
   
       fprintf(ficresvpl,"%.0f ",age );
       for(i=1; i<=nlstate;i++)
         fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
       fprintf(ficresvpl,"\n");
       free_vector(gp,1,nlstate);
       free_vector(gm,1,nlstate);
       free_matrix(gradg,1,npar,1,nlstate);
       free_matrix(trgradg,1,nlstate,1,npar);
     } /* End age */
   
     free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,npar);
     free_matrix(dnewm,1,nlstate,1,nlstate);
   
   }
   
   /************ Variance of one-step probabilities  ******************/
   void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax, char strstart[])
   {
     int i, j=0,  i1, k1, l1, t, tj;
     int k2, l2, j1,  z1;
     int k=0,l, cptcode;
     int first=1, first1;
     double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
     double **dnewm,**doldm;
     double *xp;
     double *gp, *gm;
     double **gradg, **trgradg;
     double **mu;
     double age,agelim, cov[NCOVMAX];
     double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
     int theta;
     char fileresprob[FILENAMELENGTH];
     char fileresprobcov[FILENAMELENGTH];
     char fileresprobcor[FILENAMELENGTH];
   
     double ***varpij;
   
     strcpy(fileresprob,"prob"); 
     strcat(fileresprob,fileres);
     if((ficresprob=fopen(fileresprob,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprob);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
     }
     strcpy(fileresprobcov,"probcov"); 
     strcat(fileresprobcov,fileres);
     if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcov);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
     }
     strcpy(fileresprobcor,"probcor"); 
     strcat(fileresprobcor,fileres);
     if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcor);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
     }
     printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     pstamp(ficresprob);
     fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
     fprintf(ficresprob,"# Age");
     pstamp(ficresprobcov);
     fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
     fprintf(ficresprobcov,"# Age");
     pstamp(ficresprobcor);
     fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
     fprintf(ficresprobcor,"# Age");
   
   
     for(i=1; i<=nlstate;i++)
       for(j=1; j<=(nlstate+ndeath);j++){
         fprintf(ficresprob," p%1d-%1d (SE)",i,j);
         fprintf(ficresprobcov," p%1d-%1d ",i,j);
         fprintf(ficresprobcor," p%1d-%1d ",i,j);
       }  
    /* fprintf(ficresprob,"\n");
     fprintf(ficresprobcov,"\n");
     fprintf(ficresprobcor,"\n");
    */
     xp=vector(1,npar);
     dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
     doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
     mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
     varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
     first=1;
     fprintf(ficgp,"\n# Routine varprob");
     fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
     fprintf(fichtm,"\n");
   
     fprintf(fichtm,"\n<li><h4> <a href=\"%s\">Matrix of variance-covariance of pairs of step probabilities (drawings)</a></h4></li>\n",optionfilehtmcov);
     fprintf(fichtmcov,"\n<h4>Matrix of variance-covariance of pairs of step probabilities</h4>\n\
     file %s<br>\n",optionfilehtmcov);
     fprintf(fichtmcov,"\nEllipsoids of confidence centered on point (p<inf>ij</inf>, p<inf>kl</inf>) are estimated\
   and drawn. It helps understanding how is the covariance between two incidences.\
    They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
     fprintf(fichtmcov,"\n<br> Contour plot corresponding to x'cov<sup>-1</sup>x = 4 (where x is the column vector (pij,pkl)) are drawn. \
   It can be understood this way: if pij and pkl where uncorrelated the (2x2) matrix of covariance \
   would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 \
   standard deviations wide on each axis. <br>\
    Now, if both incidences are correlated (usual case) we diagonalised the inverse of the covariance matrix\
    and made the appropriate rotation to look at the uncorrelated principal directions.<br>\
   To be simple, these graphs help to understand the significativity of each parameter in relation to a second other one.<br> \n");
   
     cov[1]=1;
     tj=cptcoveff;
     if (cptcovn<1) {tj=1;ncodemax[1]=1;}
     j1=0;
     for(t=1; t<=tj;t++){
       for(i1=1; i1<=ncodemax[t];i1++){ 
         j1++;
         if  (cptcovn>0) {
           fprintf(ficresprob, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprob, "**********\n#\n");
           fprintf(ficresprobcov, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcov, "**********\n#\n");
           
           fprintf(ficgp, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficgp, "**********\n#\n");
           
           
           fprintf(fichtmcov, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(fichtmcov, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
           
           fprintf(ficresprobcor, "\n#********** Variable ");    
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcor, "**********\n#");    
         }
         
         for (age=bage; age<=fage; age ++){ 
           cov[2]=age;
           for (k=1; k<=cptcovn;k++) {
             cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
           }
           for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
           for (k=1; k<=cptcovprod;k++)
             cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
           
           gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
           trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
           gp=vector(1,(nlstate)*(nlstate+ndeath));
           gm=vector(1,(nlstate)*(nlstate+ndeath));
       
           for(theta=1; theta <=npar; theta++){
             for(i=1; i<=npar; i++)
               xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
             
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             
             k=0;
             for(i=1; i<= (nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gp[k]=pmmij[i][j];
               }
             }
             
             for(i=1; i<=npar; i++)
               xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
       
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             k=0;
             for(i=1; i<=(nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gm[k]=pmmij[i][j];
               }
             }
        
             for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
               gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
           }
   
           for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
             for(theta=1; theta <=npar; theta++)
               trgradg[j][theta]=gradg[theta][j];
           
           matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
           matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
           free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
           free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
   
           pmij(pmmij,cov,ncovmodel,x,nlstate);
           
           k=0;
           for(i=1; i<=(nlstate); i++){
             for(j=1; j<=(nlstate+ndeath);j++){
               k=k+1;
               mu[k][(int) age]=pmmij[i][j];
             }
           }
           for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
             for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
               varpij[i][j][(int)age] = doldm[i][j];
   
           /*printf("\n%d ",(int)age);
             for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             }*/
   
           fprintf(ficresprob,"\n%d ",(int)age);
           fprintf(ficresprobcov,"\n%d ",(int)age);
           fprintf(ficresprobcor,"\n%d ",(int)age);
   
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
             fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
             fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
           }
           i=0;
           for (k=1; k<=(nlstate);k++){
             for (l=1; l<=(nlstate+ndeath);l++){ 
               i=i++;
               fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
               fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
               for (j=1; j<=i;j++){
                 fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
                 fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
               }
             }
           }/* end of loop for state */
         } /* end of loop for age */
   
         /* Confidence intervalle of pij  */
         /*
           fprintf(ficgp,"\nunset parametric;unset label");
           fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
           fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
           fprintf(fichtm,"\n<br>Probability with  confidence intervals expressed in year<sup>-1</sup> :<a href=\"pijgr%s.png\">pijgr%s.png</A>, ",optionfilefiname,optionfilefiname);
           fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
           fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
           fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
         */
   
         /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
         first1=1;
         for (k2=1; k2<=(nlstate);k2++){
           for (l2=1; l2<=(nlstate+ndeath);l2++){ 
             if(l2==k2) continue;
             j=(k2-1)*(nlstate+ndeath)+l2;
             for (k1=1; k1<=(nlstate);k1++){
               for (l1=1; l1<=(nlstate+ndeath);l1++){ 
                 if(l1==k1) continue;
                 i=(k1-1)*(nlstate+ndeath)+l1;
                 if(i<=j) continue;
                 for (age=bage; age<=fage; age ++){ 
                   if ((int)age %5==0){
                     v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
                     v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     mu1=mu[i][(int) age]/stepm*YEARM ;
                     mu2=mu[j][(int) age]/stepm*YEARM;
                     c12=cv12/sqrt(v1*v2);
                     /* Computing eigen value of matrix of covariance */
                     lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     if ((lc2 <0) || (lc1 <0) ){
                       printf("Error: One eigen value of 2x2 matrix of covariance is negative, lc1=%11.3e, lc2=%11.3e, v1=%11.3e, v2=%11.3e, cv12=%11.3e.\n It means that the matrix was not well estimated (varpij), for i=%2d, j=%2d, age=%4d .\n See files %s and %s. Continuing by making them positive: WRONG RESULTS.\n", lc1, lc2, v1, v2, cv12, i, j, (int)age,fileresprobcov, fileresprobcor);
                       fprintf(ficlog,"Error: One eigen value of 2x2 matrix of covariance is negative, lc1=%11.3e, lc2=%11.3e, v1=%11.3e, v2=%11.3e, cv12=%11.3e\n", lc1, lc2, v1, v2, cv12);fflush(ficlog);
                       lc1=fabs(lc1);
                       lc2=fabs(lc2);
                     }
   
                     /* Eigen vectors */
                     v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
                     /*v21=sqrt(1.-v11*v11); *//* error */
                     v21=(lc1-v1)/cv12*v11;
                     v12=-v21;
                     v22=v11;
                     tnalp=v21/v11;
                     if(first1==1){
                       first1=0;
                       printf("%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tang %.3f\nOthers in log...\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     }
                     fprintf(ficlog,"%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tan %.3f\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     /*printf(fignu*/
                     /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
                     /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
                     if(first==1){
                       first=0;
                       fprintf(ficgp,"\nset parametric;unset label");
                       fprintf(ficgp,"\nset log y;set log x; set xlabel \"p%1d%1d (year-1)\";set ylabel \"p%1d%1d (year-1)\"",k1,l1,k2,l2);
                       fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
                       fprintf(fichtmcov,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
    :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
   %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br><img src=\"%s%d%1d%1d-%1d%1d.png\"> ",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nplot [-pi:pi] %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }else{
                       first=0;
                       fprintf(fichtmcov," %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\nreplot %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }/* if first */
                   } /* age mod 5 */
                 } /* end loop age */
                 fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                 first=1;
               } /*l12 */
             } /* k12 */
           } /*l1 */
         }/* k1 */
       } /* loop covariates */
     }
     free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
     free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
     free_matrix(doldm,1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
     free_matrix(dnewm,1,(nlstate)*(nlstate+ndeath),1,npar);
     free_vector(xp,1,npar);
     fclose(ficresprob);
     fclose(ficresprobcov);
     fclose(ficresprobcor);
     fflush(ficgp);
     fflush(fichtmcov);
   }
   
   
   /******************* Printing html file ***********/
   void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
                     int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
                     int popforecast, int estepm ,\
                     double jprev1, double mprev1,double anprev1, \
                     double jprev2, double mprev2,double anprev2){
     int jj1, k1, i1, cpt;
   
      fprintf(fichtm,"<ul><li><a href='#firstorder'>Result files (first order: no variance)</a>\n \
      <li><a href='#secondorder'>Result files (second order (variance)</a>\n \
   </ul>");
      fprintf(fichtm,"<ul><li><h4><a name='firstorder'>Result files (first order: no variance)</a></h4>\n \
    - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"%s\">%s</a> <br>\n ",
              jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,subdirf2(fileres,"p"),subdirf2(fileres,"p"));
      fprintf(fichtm,"\
    - Estimated transition probabilities over %d (stepm) months: <a href=\"%s\">%s</a><br>\n ",
              stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"));
      fprintf(fichtm,"\
    - Period (stable) prevalence in each health state: <a href=\"%s\">%s</a> <br>\n",
              subdirf2(fileres,"pl"),subdirf2(fileres,"pl"));
      fprintf(fichtm,"\
    - (a) Life expectancies by health status at initial age, ei. (b) health expectancies by health status at initial age, eij . If one or more covariates are included, specific tables for each value of the covariate are output in sequences within the same file (estepm=%2d months): \
      <a href=\"%s\">%s</a> <br>\n",
              estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
      fprintf(fichtm,"\
    - Population projections by age and states: \
      <a href=\"%s\">%s</a> <br>\n</li>", subdirf2(fileres,"f"),subdirf2(fileres,"f"));
   
   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), e<sup>ij</sup> 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 (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,"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). If popbased=1 the smooth (due to the model) \
   true period expectancies (those weighted with period prevalences are also\
    drawn in addition to the population based expectancies computed using\
    observed and cahotic prevalences: %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 m0,cpt=0,k1=0,i=0,k=0,j=0,jk=0,k2=0,k3=0,ij=0,l=0;
     int ng=0;
   /*   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;
     int vpopbased=0;
   
     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 linetmp[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;
     /* where is ncovprod ?*/
     ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age : v1+v2+v3+v2*v4+v5*age makes 5+2=7*/
     nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
     nforce= (nlstate+ndeath-1)*nlstate; /* Number of forces ij from state i to j */
     npar= nforce*ncovmodel; /* Number of parameters like aij*/
     if(npar >MAXPARM || nlstate >NLSTATEMAX || ndeath >NDEATHMAX || ncovmodel>NCOVMAX){
       printf("Too complex model for current IMaCh: npar=(nlstate+ndeath-1)*nlstate*ncovmodel=%d >= %d(MAXPARM) or nlstate=%d >= %d(NLSTATEMAX) or ndeath=%d >= %d(NDEATHMAX) or ncovmodel=(k+age+#of+signs)=%d(NCOVMAX) >= %d\n",npar, MAXPARM, nlstate, NLSTATEMAX, ndeath, NDEATHMAX, ncovmodel, NCOVMAX);
       fprintf(ficlog,"Too complex model for current IMaCh: %d >=%d(MAXPARM) or %d >=%d(NLSTATEMAX) or %d >=%d(NDEATHMAX) or %d(NCOVMAX) >=%d\n",npar, MAXPARM, nlstate, NLSTATEMAX, ndeath, NDEATHMAX, ncovmodel, NCOVMAX);
       fflush(stdout);
       fclose (ficlog);
       goto end;
     }
     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);
       goto end;
       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 \
   It might be a problem of design; if ncovcol and the model are correct\n \
   run imach with mle=-1 to get a correct template of the parameter file.\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++)
         for(j=1; j <=npar; j++) matcov[i][j]=0.;
         
       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); /* s[i][j] health state for wave i and individual j */ 
     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;
       }
       trimbb(linetmp,line); /* Trims multiple blanks in line */
       for (j=0; line[j]!='\0';j++){
         line[j]=linetmp[j];
       }
     
   
       for (j=maxwav;j>=1;j--){
         cutv(stra, strb,line,' '); 
         if(strb[0]=='.') { /* Missing status */
           lval=-1;
         }else{
           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 '%s' at line number %ld 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);
             fprintf(ficlog,"Error reading data around '%s' at line number %ld 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);fflush(ficlog);
             goto end;
           }
         }
         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 for individual %d, '%s'\nShould be a date of interview (mm/yyyy or .) at wave %d.  Exiting.\n",strb, linei,i, line,j);
           fprintf(ficlog,"Error reading data around '%s' at line number %ld for individual %d, '%s'\nShould be a date of interview (mm/yyyy or .) at wave %d.  Exiting.\n",strb, linei,i, line,j);fflush(ficlog);
           goto end;
         }
         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 for individual %d, '%s'\nShould be a date of death (mm/yyyy or .).  Exiting.\n",strb, linei,i,line);
           fprintf(ficlog,"Error reading data around '%s' at line number %ld for individual %d, '%s'\nShould be a date of death (mm/yyyy or .).  Exiting.\n",strb, linei,i,line);fflush(ficlog);
           goto end;
       }
       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 for individual %d, '%s'\nShould be a date of birth (mm/yyyy or .).  Exiting.\n",strb, linei,i,line);
         fprintf(ficlog,"Error reading data around '%s' at line number %ld for individual %d, '%s'\nShould be a date of birth (mm/yyyy or .).  Exiting.\n",strb, linei,i,line);fflush(ficlog);
           goto end;
       }
       if (year==9999) {
         printf("Error reading data around '%s' at line number %ld for individual %d, '%s'\nShould be a date of birth (mm/yyyy) but at least the year of birth should be given.  Exiting.\n",strb, linei,i,line);
         fprintf(ficlog,"Error reading data around '%s' at line number %ld for individual %d, '%s'\nShould be a date of birth (mm/yyyy) but at least the year of birth should be given. Exiting.\n",strb, linei,i,line);fflush(ficlog);
           goto end;
   
       }
       annais[i]=(double)(year);
       moisnais[i]=(double)(month); 
       strcpy(line,stra);
       
       cutv(stra, strb,line,' '); 
       errno=0;
       dval=strtod(strb,&endptr); 
       if( strb[0]=='\0' || (*endptr != '\0')){
         printf("Error reading data around '%f' at line number %ld, \"%s\" for individual %d\nShould be a weight.  Exiting.\n",dval, i,line,linei);
         fprintf(ficlog,"Error reading data around '%f' at line number %ld, \"%s\" for individual %d\nShould be a weight.  Exiting.\n",dval, i,line,linei);
         fflush(ficlog);
         goto end;
       }
       weight[i]=dval; 
       strcpy(line,stra);
       
       for (j=ncovcol;j>=1;j--){
         cutv(stra, strb,line,' '); 
         if(strb[0]=='.') { /* Missing status */
           lval=-1;
         }else{
           errno=0;
           lval=strtol(strb,&endptr,10); 
           if( strb[0]=='\0' || (*endptr != '\0')){
             printf("Error reading data around '%d' at line number %ld for individual %d, '%s'\nShould be a covariate value (=0 for the reference or 1 for alternative).  Exiting.\n",lval, linei,i, line);
             fprintf(ficlog,"Error reading data around '%d' at line number %ld for individual %d, '%s'\nShould be a covariate value (=0 for the reference or 1 for alternative).  Exiting.\n",lval, linei,i, line);fflush(ficlog);
             goto end;
           }
         }
         if(lval <-1 || lval >1){
           printf("Error reading data around '%d' at line number %ld for individual %d, '%s'\n \
    Should be a value of %d(nth) covariate (0 should be the value for the reference and 1\n \
    for the alternative. IMaCh does not build design variables automatically, do it yourself.\n \
    For example, for multinomial values like 1, 2 and 3,\n \
    build V1=0 V2=0 for the reference value (1),\n \
           V1=1 V2=0 for (2) \n \
    and V1=0 V2=1 for (3). V1=1 V2=1 should not exist and the corresponding\n \
    output of IMaCh is often meaningless.\n \
    Exiting.\n",lval,linei, i,line,j);
           fprintf(ficlog,"Error reading data around '%d' at line number %ld for individual %d, '%s'\n \
    Should be a value of %d(nth) covariate (0 should be the value for the reference and 1\n \
    for the alternative. IMaCh does not build design variables automatically, do it yourself.\n \
    For example, for multinomial values like 1, 2 and 3,\n \
    build V1=0 V2=0 for the reference value (1),\n \
           V1=1 V2=0 for (2) \n \
    and V1=0 V2=1 for (3). V1=1 V2=1 should not exist and the corresponding\n \
    output of IMaCh is often meaningless.\n \
    Exiting.\n",lval,linei, i,line,j);fflush(ficlog);
           goto end;
         }
         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,NCOVMAX); /* Was 15 changed to NCOVMAX. 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; /* Number of covariates V1+V2+V3 =>2+1=3 */
       cptcovprod=j1; /*Number of products  V1*V2 =1 */
       
       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);fflush(ficlog);
         goto end;
       }
       
       /* This loop fills the array Tvar from the string 'model'.*/
       /* j is the number of + signs in the model V1+V2+V3 j=2 i=3 to 1 */
       for(i=(j+1); i>=1;i--){
         cutv(stra,strb,modelsav,'+'); /* keeps in strb after the first '+' 
                                        modelsav=V2+V3*age+V1+V4 strb=V3*age+V1+V4 
                                        stra=V2
                                       */ 
         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 V1+V3*age+V2 strb=V3*age*/
           cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn: V3*age strc=age strd=V3 ; V3*V2 strc=V2, strd=V3 */
           if (strcmp(strc,"age")==0) { /* Vn*age */
             cptcovprod--;
             cutv(strb,stre,strd,'V');
             Tvar[i]=atoi(stre);  /* V1+V3*age+V2 Tvar[2]=3 */
             cptcovage++; /* Sums the number of covariates including age as a product */
             Tage[cptcovage]=i;  /* Tage[1] =2 */
             /*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 V1+V3*V2+V2  strb=V3*V2*/
             cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n; strb=V3*V2 stre=3 strc=*/
             Tvar[i]=ncovcol+k1;  /* find 'n' in Vn and stores in Tvar. 
                                     If already ncovcol=2 and model=V2*V1 Tvar[1]=2+1 and Tvar[2]=2+2 etc */
             cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
             Tprod[k1]=i;  /* Tprod[1]  */
             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);  /* modelsav=V2+V3*age+V1+V4 strb=V3*age+V1+V4 */ 
         /*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 */
   
     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++){ /* scans any effective covariate */
       for(i=1; i <=(m/pow(2,k));i++){ /* i=1 to 8/1=8; i=1 to 8/2=4; i=1 to 8/8=1 */ 
         for(j=1; j <= ncodemax[k]; j++){ /* For each modality of this covariate */
           for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){  /* cpt=1 to 8/2**(3+1-1 or 3+1-3) =1 or 4 */ 
             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 codtab[h][Tvar[k]]=%d \n",h, k,j,codtab[h][k],Tvar[k],codtab[h][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,"<html><head>\n<title>IMaCh Cov %s</title></head>\n <body><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",\
             optionfilehtmcov,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model);
     }
   
     fprintf(fichtm,"<html><head>\n<title>IMaCh %s</title></head>\n <body><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",\
             optionfilehtm,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 */
       globpr=0;/* debug */
       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("%lf ",p[jk]);
               fprintf(ficlog,"%lf ",p[jk]);
               fprintf(ficres,"%lf ",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;
           /* to clean */
           printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,codtab[cptcod][cptcov],nbcode);
           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); */
         /*      } */
       }
     
   
       /* 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);
         }
       }
   
   
       /*---------- Health expectancies, no variances ------------*/
   
       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);
       for(cptcov=1,k=0;cptcov<=i1;cptcov++){
         for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
           k=k+1; 
           fprintf(ficreseij,"\n#****** ");
           for(j=1;j<=cptcoveff;j++) {
             fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           }
           fprintf(ficreseij,"******\n");
   
           eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
           oldm=oldms;savm=savms;
           evsij(eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, strstart);  
         
           free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         }
       }
       fclose(ficreseij);
   
   
       /*---------- 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(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);
   
       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(ficresstdeij,"\n#****** ");
           fprintf(ficrescveij,"\n#****** ");
           for(j=1;j<=cptcoveff;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(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;
           cvevsij(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);
           pstamp(ficrest);
           for(vpopbased=0; vpopbased <= popbased; vpopbased++){ /* Done for vpopbased=0 and vpopbased=1 if popbased==1*/
             oldm=oldms;savm=savms;
             varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,vpopbased,mobilav, strstart);   fprintf(ficrest,"# Total life expectancy with std error and decomposition into time to be expected in each health state\n#  (weighted average of eij where weights are ");
             if(vpopbased==1)
               fprintf(ficrest,"the age specific prevalence observed (cross-sectionally) in the population i.e cross-sectionally\n in each health state (popbased=1) (mobilav=%d)\n",mobilav);
             else
               fprintf(ficrest,"the age specific period (stable) prevalences in each health state \n");
             fprintf(ficrest,"# 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 (vpopbased==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(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 */
    endfree:
     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_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>\n</body></html>",strstart, strtend);
     fclose(fichtm);
     fprintf(fichtmcov,"<br>Local time at start %s<br>Local time at end   %s<br>\n</body></html>",strstart, strtend);
     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.1.12  
changed lines
  Added in v.1.135


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