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version 1.3, 2001/05/02 17:21:42 version 1.136, 2010/04/26 20:30:53
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      /* $Id$
 /*********************** Imach **************************************            $State$
   This program computes Healthy Life Expectancies from cross-longitudinal    $Log$
   data. Cross-longitudinal consist in a first survey ("cross") where    Revision 1.136  2010/04/26 20:30:53  brouard
   individuals from different ages are interviewed on their health status    (Module): merging some libgsl code. Fixing computation
   or degree of  disability. At least a second wave of interviews    of likelione (using inter/intrapolation if mle = 0) in order to
   ("longitudinal") should  measure each new individual health status.    get same likelihood as if mle=1.
   Health expectancies are computed from the transistions observed between    Some cleaning of code and comments added.
   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 1.135  2009/10/29 15:33:14  brouard
   reach the Maximum Likelihood of the parameters involved in the model.    (Module): Now imach stops if date of birth, at least year of birth, is not given. Some cleaning of the code.
   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 1.134  2009/10/29 13:18:53  brouard
   to be observed in state i at the first wave. Therefore the model is:    (Module): Now imach stops if date of birth, at least year of birth, is not given. Some cleaning of the code.
   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 1.133  2009/07/06 10:21:25  brouard
   age", you should modify the program where the markup    just nforces
     *Covariates have to be included here again* invites you to do it.  
   More covariates you add, less is the speed of the convergence.    Revision 1.132  2009/07/06 08:22:05  brouard
     Many tings
   The advantage that this computer programme claims, comes from that if the  
   delay between waves is not identical for each individual, or if some    Revision 1.131  2009/06/20 16:22:47  brouard
   individual missed an interview, the information is not rounded or lost, but    Some dimensions resccaled
   taken into account using an interpolation or extrapolation.  
   hPijx is the probability to be    Revision 1.130  2009/05/26 06:44:34  brouard
   observed in state i at age x+h conditional to the observed state i at age    (Module): Max Covariate is now set to 20 instead of 8. A
   x. The delay 'h' can be split into an exact number (nh*stepm) of    lot of cleaning with variables initialized to 0. Trying to make
   unobserved intermediate  states. This elementary transition (by month or    V2+V3*age+V1+V4 strb=V3*age+V1+V4 working better.
   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 1.129  2007/08/31 13:49:27  lievre
   and the contribution of each individual to the likelihood is simply hPijx.    Modification of the way of exiting when the covariate is not binary in order to see on the window the error message before exiting
   
   Also this programme outputs the covariance matrix of the parameters but also    Revision 1.128  2006/06/30 13:02:05  brouard
   of the life expectancies. It also computes the prevalence limits.    (Module): Clarifications on computing e.j
    
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    Revision 1.127  2006/04/28 18:11:50  brouard
            Institut national d'études démographiques, Paris.    (Module): Yes the sum of survivors was wrong since
   This software have been partly granted by Euro-REVES, a concerted action    imach-114 because nhstepm was no more computed in the age
   from the European Union.    loop. Now we define nhstepma in the age loop.
   It is copyrighted identically to a GNU software product, ie programme and    (Module): In order to speed up (in case of numerous covariates) we
   software can be distributed freely for non commercial use. Latest version    compute health expectancies (without variances) in a first step
   can be accessed at http://euroreves.ined.fr/imach .    and then all the health expectancies with variances or standard
   **********************************************************************/    deviation (needs data from the Hessian matrices) which slows the
      computation.
 #include <math.h>    In the future we should be able to stop the program is only health
 #include <stdio.h>    expectancies and graph are needed without standard deviations.
 #include <stdlib.h>  
 #include <unistd.h>    Revision 1.126  2006/04/28 17:23:28  brouard
     (Module): Yes the sum of survivors was wrong since
 #define MAXLINE 256    imach-114 because nhstepm was no more computed in the age
 #define FILENAMELENGTH 80    loop. Now we define nhstepma in the age loop.
 /*#define DEBUG*/    Version 0.98h
 #define windows  
     Revision 1.125  2006/04/04 15:20:31  lievre
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    Errors in calculation of health expectancies. Age was not initialized.
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    Forecasting file added.
   
 #define NINTERVMAX 8    Revision 1.124  2006/03/22 17:13:53  lievre
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    Parameters are printed with %lf instead of %f (more numbers after the comma).
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */    The log-likelihood is printed in the log file
 #define NCOVMAX 8 /* Maximum number of covariates */  
 #define MAXN 20000    Revision 1.123  2006/03/20 10:52:43  brouard
 #define YEARM 12. /* Number of months per year */    * imach.c (Module): <title> changed, corresponds to .htm file
 #define AGESUP 130    name. <head> headers where missing.
 #define AGEBASE 40  
     * imach.c (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).
 static int cptcov;    Modification of warning when the covariates values are not 0 or
 int cptcovn;    1.
 int npar=NPARMAX;    Version 0.98g
 int nlstate=2; /* Number of live states */  
 int ndeath=1; /* Number of dead states */    Revision 1.122  2006/03/20 09:45:41  brouard
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    (Module): Weights can have a decimal point as for
     English (a comma might work with a correct LC_NUMERIC environment,
 int *wav; /* Number of waves for this individuual 0 is possible */    otherwise the weight is truncated).
 int maxwav; /* Maxim number of waves */    Modification of warning when the covariates values are not 0 or
 int mle, weightopt;    1.
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */    Version 0.98g
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */  
 double **oldm, **newm, **savm; /* Working pointers to matrices */    Revision 1.121  2006/03/16 17:45:01  lievre
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    * imach.c (Module): Comments concerning covariates added
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;  
 FILE *ficgp, *fichtm;    * imach.c (Module): refinements in the computation of lli if
 FILE *ficreseij;    status=-2 in order to have more reliable computation if stepm is
   char filerese[FILENAMELENGTH];    not 1 month. Version 0.98f
  FILE  *ficresvij;  
   char fileresv[FILENAMELENGTH];    Revision 1.120  2006/03/16 15:10:38  lievre
  FILE  *ficresvpl;    (Module): refinements in the computation of lli if
   char fileresvpl[FILENAMELENGTH];    status=-2 in order to have more reliable computation if stepm is
     not 1 month. Version 0.98f
   
     Revision 1.119  2006/03/15 17:42:26  brouard
     (Module): Bug if status = -2, the loglikelihood was
 #define NR_END 1    computed as likelihood omitting the logarithm. Version O.98e
 #define FREE_ARG char*  
 #define FTOL 1.0e-10    Revision 1.118  2006/03/14 18:20:07  brouard
     (Module): varevsij Comments added explaining the second
 #define NRANSI    table of variances if popbased=1 .
 #define ITMAX 200    (Module): Covariances of eij, ekl added, graphs fixed, new html link.
     (Module): Function pstamp added
 #define TOL 2.0e-4    (Module): Version 0.98d
   
 #define CGOLD 0.3819660    Revision 1.117  2006/03/14 17:16:22  brouard
 #define ZEPS 1.0e-10    (Module): varevsij Comments added explaining the second
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);    table of variances if popbased=1 .
     (Module): Covariances of eij, ekl added, graphs fixed, new html link.
 #define GOLD 1.618034    (Module): Function pstamp added
 #define GLIMIT 100.0    (Module): Version 0.98d
 #define TINY 1.0e-20  
     Revision 1.116  2006/03/06 10:29:27  brouard
 static double maxarg1,maxarg2;    (Module): Variance-covariance wrong links and
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))    varian-covariance of ej. is needed (Saito).
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))  
      Revision 1.115  2006/02/27 12:17:45  brouard
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))    (Module): One freematrix added in mlikeli! 0.98c
 #define rint(a) floor(a+0.5)  
     Revision 1.114  2006/02/26 12:57:58  brouard
 static double sqrarg;    (Module): Some improvements in processing parameter
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)    filename with strsep.
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}  
     Revision 1.113  2006/02/24 14:20:24  brouard
 int imx;    (Module): Memory leaks checks with valgrind and:
 int stepm;    datafile was not closed, some imatrix were not freed and on matrix
 /* Stepm, step in month: minimum step interpolation*/    allocation too.
   
 int m,nb;    Revision 1.112  2006/01/30 09:55:26  brouard
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax;    (Module): Back to gnuplot.exe instead of wgnuplot.exe
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;  
 double **pmmij;    Revision 1.111  2006/01/25 20:38:18  brouard
     (Module): Lots of cleaning and bugs added (Gompertz)
 double *weight;    (Module): Comments can be added in data file. Missing date values
 int **s; /* Status */    can be a simple dot '.'.
 double *agedc, **covar, idx;  
 int **nbcode, *Tcode, *Tvar, **codtab;    Revision 1.110  2006/01/25 00:51:50  brouard
     (Module): Lots of cleaning and bugs added (Gompertz)
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */  
 double ftolhess; /* Tolerance for computing hessian */    Revision 1.109  2006/01/24 19:37:15  brouard
     (Module): Comments (lines starting with a #) are allowed in data.
   
 /******************************************/    Revision 1.108  2006/01/19 18:05:42  lievre
     Gnuplot problem appeared...
 void replace(char *s, char*t)    To be fixed
 {  
   int i;    Revision 1.107  2006/01/19 16:20:37  brouard
   int lg=20;    Test existence of gnuplot in imach path
   i=0;  
   lg=strlen(t);    Revision 1.106  2006/01/19 13:24:36  brouard
   for(i=0; i<= lg; i++) {    Some cleaning and links added in html output
     (s[i] = t[i]);  
     if (t[i]== '\\') s[i]='/';    Revision 1.105  2006/01/05 20:23:19  lievre
   }    *** empty log message ***
 }  
     Revision 1.104  2005/09/30 16:11:43  lievre
 int nbocc(char *s, char occ)    (Module): sump fixed, loop imx fixed, and simplifications.
 {    (Module): If the status is missing at the last wave but we know
   int i,j=0;    that the person is alive, then we can code his/her status as -2
   int lg=20;    (instead of missing=-1 in earlier versions) and his/her
   i=0;    contributions to the likelihood is 1 - Prob of dying from last
   lg=strlen(s);    health status (= 1-p13= p11+p12 in the easiest case of somebody in
   for(i=0; i<= lg; i++) {    the healthy state at last known wave). Version is 0.98
   if  (s[i] == occ ) j++;  
   }    Revision 1.103  2005/09/30 15:54:49  lievre
   return j;    (Module): sump fixed, loop imx fixed, and simplifications.
 }  
     Revision 1.102  2004/09/15 17:31:30  brouard
 void cutv(char *u,char *v, char*t, char occ)    Add the possibility to read data file including tab characters.
 {  
   int i,lg,j,p;    Revision 1.101  2004/09/15 10:38:38  brouard
   i=0;    Fix on curr_time
   for(j=0; j<=strlen(t)-1; j++) {  
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;    Revision 1.100  2004/07/12 18:29:06  brouard
   }    Add version for Mac OS X. Just define UNIX in Makefile
   
   lg=strlen(t);    Revision 1.99  2004/06/05 08:57:40  brouard
   for(j=0; j<p; j++) {    *** empty log message ***
     (u[j] = t[j]);  
     u[p]='\0';    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
    for(j=0; j<= lg; j++) {    state at each age, but using a Gompertz model: log u =a + b*age .
     if (j>=(p+1))(v[j-p-1] = t[j]);    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
 }    cross-longitudinal survey is different from the mortality estimated
     from other sources like vital statistic data.
 /********************** nrerror ********************/  
     The same imach parameter file can be used but the option for mle should be -3.
 void nrerror(char error_text[])  
 {    Agnès, who wrote this part of the code, tried to keep most of the
   fprintf(stderr,"ERREUR ...\n");    former routines in order to include the new code within the former code.
   fprintf(stderr,"%s\n",error_text);  
   exit(1);    The output is very simple: only an estimate of the intercept and of
 }    the slope with 95% confident intervals.
 /*********************** vector *******************/  
 double *vector(int nl, int nh)    Current limitations:
 {    A) Even if you enter covariates, i.e. with the
   double *v;    model= V1+V2 equation for example, the programm does only estimate a unique global model without covariates.
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));    B) There is no computation of Life Expectancy nor Life Table.
   if (!v) nrerror("allocation failure in vector");  
   return v-nl+NR_END;    Revision 1.97  2004/02/20 13:25:42  lievre
 }    Version 0.96d. Population forecasting command line is (temporarily)
     suppressed.
 /************************ free vector ******************/  
 void free_vector(double*v, int nl, int nh)    Revision 1.96  2003/07/15 15:38:55  brouard
 {    * imach.c (Repository): Errors in subdirf, 2, 3 while printing tmpout is
   free((FREE_ARG)(v+nl-NR_END));    rewritten within the same printf. Workaround: many printfs.
 }  
     Revision 1.95  2003/07/08 07:54:34  brouard
 /************************ivector *******************************/    * imach.c (Repository):
 int *ivector(long nl,long nh)    (Repository): Using imachwizard code to output a more meaningful covariance
 {    matrix (cov(a12,c31) instead of numbers.
   int *v;  
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));    Revision 1.94  2003/06/27 13:00:02  brouard
   if (!v) nrerror("allocation failure in ivector");    Just cleaning
   return v-nl+NR_END;  
 }    Revision 1.93  2003/06/25 16:33:55  brouard
     (Module): On windows (cygwin) function asctime_r doesn't
 /******************free ivector **************************/    exist so I changed back to asctime which exists.
 void free_ivector(int *v, long nl, long nh)    (Module): Version 0.96b
 {  
   free((FREE_ARG)(v+nl-NR_END));    Revision 1.92  2003/06/25 16:30:45  brouard
 }    (Module): On windows (cygwin) function asctime_r doesn't
     exist so I changed back to asctime which exists.
 /******************* imatrix *******************************/  
 int **imatrix(long nrl, long nrh, long ncl, long nch)    Revision 1.91  2003/06/25 15:30:29  brouard
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */    * imach.c (Repository): Duplicated warning errors corrected.
 {    (Repository): Elapsed time after each iteration is now output. It
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;    helps to forecast when convergence will be reached. Elapsed time
   int **m;    is stamped in powell.  We created a new html file for the graphs
      concerning matrix of covariance. It has extension -cov.htm.
   /* allocate pointers to rows */  
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));    Revision 1.90  2003/06/24 12:34:15  brouard
   if (!m) nrerror("allocation failure 1 in matrix()");    (Module): Some bugs corrected for windows. Also, when
   m += NR_END;    mle=-1 a template is output in file "or"mypar.txt with the design
   m -= nrl;    of the covariance matrix to be input.
    
      Revision 1.89  2003/06/24 12:30:52  brouard
   /* allocate rows and set pointers to them */    (Module): Some bugs corrected for windows. Also, when
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));    mle=-1 a template is output in file "or"mypar.txt with the design
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    of the covariance matrix to be input.
   m[nrl] += NR_END;  
   m[nrl] -= ncl;    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.
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  
      Revision 1.87  2003/06/18 12:26:01  brouard
   /* return pointer to array of pointers to rows */    Version 0.96
   return m;  
 }    Revision 1.86  2003/06/17 20:04:08  brouard
     (Module): Change position of html and gnuplot routines and added
 /****************** free_imatrix *************************/    routine fileappend.
 void free_imatrix(m,nrl,nrh,ncl,nch)  
       int **m;    Revision 1.85  2003/06/17 13:12:43  brouard
       long nch,ncl,nrh,nrl;    * imach.c (Repository): Check when date of death was earlier that
      /* free an int matrix allocated by imatrix() */    current date of interview. It may happen when the death was just
 {    prior to the death. In this case, dh was negative and likelihood
   free((FREE_ARG) (m[nrl]+ncl-NR_END));    was wrong (infinity). We still send an "Error" but patch by
   free((FREE_ARG) (m+nrl-NR_END));    assuming that the date of death was just one stepm after the
 }    interview.
     (Repository): Because some people have very long ID (first column)
 /******************* matrix *******************************/    we changed int to long in num[] and we added a new lvector for
 double **matrix(long nrl, long nrh, long ncl, long nch)    memory allocation. But we also truncated to 8 characters (left
 {    truncation)
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;    (Repository): No more line truncation errors.
   double **m;  
     Revision 1.84  2003/06/13 21:44:43  brouard
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));    * imach.c (Repository): Replace "freqsummary" at a correct
   if (!m) nrerror("allocation failure 1 in matrix()");    place. It differs from routine "prevalence" which may be called
   m += NR_END;    many times. Probs is memory consuming and must be used with
   m -= nrl;    parcimony.
     Version 0.95a3 (should output exactly the same maximization than 0.8a2)
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    Revision 1.83  2003/06/10 13:39:11  lievre
   m[nrl] += NR_END;    *** empty log message ***
   m[nrl] -= ncl;  
     Revision 1.82  2003/06/05 15:57:20  brouard
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    Add log in  imach.c and  fullversion number is now printed.
   return m;  
 }  */
   /*
 /*************************free matrix ************************/     Interpolated Markov Chain
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)  
 {    Short summary of the programme:
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    
   free((FREE_ARG)(m+nrl-NR_END));    This program computes Healthy Life Expectancies from
 }    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
     first survey ("cross") where individuals from different ages are
 /******************* ma3x *******************************/    interviewed on their health status or degree of disability (in the
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)    case of a health survey which is our main interest) -2- at least a
 {    second wave of interviews ("longitudinal") which measure each change
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;    (if any) in individual health status.  Health expectancies are
   double ***m;    computed from the time spent in each health state according to a
     model. More health states you consider, more time is necessary to reach the
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));    Maximum Likelihood of the parameters involved in the model.  The
   if (!m) nrerror("allocation failure 1 in matrix()");    simplest model is the multinomial logistic model where pij is the
   m += NR_END;    probability to be observed in state j at the second wave
   m -= nrl;    conditional to be observed in state i at the first wave. Therefore
     the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    'age' is age and 'sex' is a covariate. If you want to have a more
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    complex model than "constant and age", you should modify the program
   m[nrl] += NR_END;    where the markup *Covariates have to be included here again* invites
   m[nrl] -= ncl;    you to do it.  More covariates you add, slower the
     convergence.
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  
     The advantage of this computer programme, compared to a simple
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));    multinomial logistic model, is clear when the delay between waves is not
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");    identical for each individual. Also, if a individual missed an
   m[nrl][ncl] += NR_END;    intermediate interview, the information is lost, but taken into
   m[nrl][ncl] -= nll;    account using an interpolation or extrapolation.  
   for (j=ncl+1; j<=nch; j++)  
     m[nrl][j]=m[nrl][j-1]+nlay;    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
   for (i=nrl+1; i<=nrh; i++) {    split into an exact number (nh*stepm) of unobserved intermediate
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;    states. This elementary transition (by month, quarter,
     for (j=ncl+1; j<=nch; j++)    semester or year) is modelled as a multinomial logistic.  The hPx
       m[i][j]=m[i][j-1]+nlay;    matrix is simply the matrix product of nh*stepm elementary matrices
   }    and the contribution of each individual to the likelihood is simply
   return m;    hPijx.
 }  
     Also this programme outputs the covariance matrix of the parameters but also
 /*************************free ma3x ************************/    of the life expectancies. It also computes the period (stable) prevalence. 
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)    
 {    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));             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
 /***************** f1dim *************************/    can be accessed at http://euroreves.ined.fr/imach .
 extern int ncom;  
 extern double *pcom,*xicom;    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
 extern double (*nrfunc)(double []);    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
      
 double f1dim(double x)    **********************************************************************/
 {  /*
   int j;    main
   double f;    read parameterfile
   double *xt;    read datafile
      concatwav
   xt=vector(1,ncom);    freqsummary
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];    if (mle >= 1)
   f=(*nrfunc)(xt);      mlikeli
   free_vector(xt,1,ncom);    print results files
   return f;    if mle==1 
 }       computes hessian
     read end of parameter file: agemin, agemax, bage, fage, estepm
 /*****************brent *************************/        begin-prev-date,...
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)    open gnuplot file
 {    open html file
   int iter;    period (stable) prevalence
   double a,b,d,etemp;     for age prevalim()
   double fu,fv,fw,fx;    h Pij x
   double ftemp;    variance of p varprob
   double p,q,r,tol1,tol2,u,v,w,x,xm;    forecasting if prevfcast==1 prevforecast call prevalence()
   double e=0.0;    health expectancies
      Variance-covariance of DFLE
   a=(ax < cx ? ax : cx);    prevalence()
   b=(ax > cx ? ax : cx);     movingaverage()
   x=w=v=bx;    varevsij() 
   fw=fv=fx=(*f)(x);    if popbased==1 varevsij(,popbased)
   for (iter=1;iter<=ITMAX;iter++) {    total life expectancies
     xm=0.5*(a+b);    Variance of period (stable) prevalence
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);   end
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/  */
     printf(".");fflush(stdout);  
 #ifdef DEBUG  
     printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);  
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */   
 #endif  #include <math.h>
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){  #include <stdio.h>
       *xmin=x;  #include <stdlib.h>
       return fx;  #include <string.h>
     }  #include <unistd.h>
     ftemp=fu;  
     if (fabs(e) > tol1) {  #include <limits.h>
       r=(x-w)*(fx-fv);  #include <sys/types.h>
       q=(x-v)*(fx-fw);  #include <sys/stat.h>
       p=(x-v)*q-(x-w)*r;  #include <errno.h>
       q=2.0*(q-r);  extern int errno;
       if (q > 0.0) p = -p;  
       q=fabs(q);  /* #include <sys/time.h> */
       etemp=e;  #include <time.h>
       e=d;  #include "timeval.h"
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))  
         d=CGOLD*(e=(x >= xm ? a-x : b-x));  #ifdef GSL
       else {  #include <gsl/gsl_errno.h>
         d=p/q;  #include <gsl/gsl_multimin.h>
         u=x+d;  #endif
         if (u-a < tol2 || b-u < tol2)  
           d=SIGN(tol1,xm-x);  /* #include <libintl.h> */
       }  /* #define _(String) gettext (String) */
     } else {  
       d=CGOLD*(e=(x >= xm ? a-x : b-x));  #define MAXLINE 256
     }  
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));  #define GNUPLOTPROGRAM "gnuplot"
     fu=(*f)(u);  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
     if (fu <= fx) {  #define FILENAMELENGTH 132
       if (u >= x) a=x; else b=x;  
       SHFT(v,w,x,u)  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
         SHFT(fv,fw,fx,fu)  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
         } else {  
           if (u < x) a=u; else b=u;  #define MAXPARM 128 /* Maximum number of parameters for the optimization */
           if (fu <= fw || w == x) {  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
             v=w;  
             w=u;  #define NINTERVMAX 8
             fv=fw;  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
             fw=fu;  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
           } else if (fu <= fv || v == x || v == w) {  #define NCOVMAX 20 /* Maximum number of covariates */
             v=u;  #define MAXN 20000
             fv=fu;  #define YEARM 12. /* Number of months per year */
           }  #define AGESUP 130
         }  #define AGEBASE 40
   }  #define AGEGOMP 10. /* Minimal age for Gompertz adjustment */
   nrerror("Too many iterations in brent");  #ifdef UNIX
   *xmin=x;  #define DIRSEPARATOR '/'
   return fx;  #define CHARSEPARATOR "/"
 }  #define ODIRSEPARATOR '\\'
   #else
 /****************** mnbrak ***********************/  #define DIRSEPARATOR '\\'
   #define CHARSEPARATOR "\\"
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,  #define ODIRSEPARATOR '/'
             double (*func)(double))  #endif
 {  
   double ulim,u,r,q, dum;  /* $Id$ */
   double fu;  /* $State$ */
    
   *fa=(*func)(*ax);  char version[]="Imach version 0.98m, April 2010, INED-EUROREVES-Institut de longevite ";
   *fb=(*func)(*bx);  char fullversion[]="$Revision$ $Date$"; 
   if (*fb > *fa) {  char strstart[80];
     SHFT(dum,*ax,*bx,dum)  char optionfilext[10], optionfilefiname[FILENAMELENGTH];
       SHFT(dum,*fb,*fa,dum)  int erreur=0, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
       }  int nvar=0, nforce=0; /* Number of variables, number of forces */
   *cx=(*bx)+GOLD*(*bx-*ax);  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov=0; /* Number of covariates, of covariates with '*age' */
   *fc=(*func)(*cx);  int npar=NPARMAX;
   while (*fb > *fc) {  int nlstate=2; /* Number of live states */
     r=(*bx-*ax)*(*fb-*fc);  int ndeath=1; /* Number of dead states */
     q=(*bx-*cx)*(*fb-*fa);  int ncovmodel=0, ncovcol=0;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/  int popbased=0;
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));  
     ulim=(*bx)+GLIMIT*(*cx-*bx);  int *wav; /* Number of waves for this individuual 0 is possible */
     if ((*bx-u)*(u-*cx) > 0.0) {  int maxwav=0; /* Maxim number of waves */
       fu=(*func)(u);  int jmin=0, jmax=0; /* min, max spacing between 2 waves */
     } else if ((*cx-u)*(u-ulim) > 0.0) {  int ijmin=0, ijmax=0; /* Individuals having jmin and jmax */ 
       fu=(*func)(u);  int gipmx=0, gsw=0; /* Global variables on the number of contributions 
       if (fu < *fc) {                     to the likelihood and the sum of weights (done by funcone)*/
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))  int mle=1, weightopt=0;
           SHFT(*fb,*fc,fu,(*func)(u))  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 */
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
       u=ulim;             * wave mi and wave mi+1 is not an exact multiple of stepm. */
       fu=(*func)(u);  double jmean=1; /* Mean space between 2 waves */
     } else {  double **oldm, **newm, **savm; /* Working pointers to matrices */
       u=(*cx)+GOLD*(*cx-*bx);  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
       fu=(*func)(u);  /*FILE *fic ; */ /* Used in readdata only */
     }  FILE *ficpar, *ficparo,*ficres, *ficresp, *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
     SHFT(*ax,*bx,*cx,u)  FILE *ficlog, *ficrespow;
       SHFT(*fa,*fb,*fc,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 */
 /*************** linmin ************************/  char filerespow[FILENAMELENGTH];
   char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
 int ncom;  FILE *ficresilk;
 double *pcom,*xicom;  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
 double (*nrfunc)(double []);  FILE *ficresprobmorprev;
    FILE *fichtm, *fichtmcov; /* Html File */
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))  FILE *ficreseij;
 {  char filerese[FILENAMELENGTH];
   double brent(double ax, double bx, double cx,  FILE *ficresstdeij;
                double (*f)(double), double tol, double *xmin);  char fileresstde[FILENAMELENGTH];
   double f1dim(double x);  FILE *ficrescveij;
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,  char filerescve[FILENAMELENGTH];
               double *fc, double (*func)(double));  FILE  *ficresvij;
   int j;  char fileresv[FILENAMELENGTH];
   double xx,xmin,bx,ax;  FILE  *ficresvpl;
   double fx,fb,fa;  char fileresvpl[FILENAMELENGTH];
    char title[MAXLINE];
   ncom=n;  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
   pcom=vector(1,n);  char plotcmd[FILENAMELENGTH], pplotcmd[FILENAMELENGTH];
   xicom=vector(1,n);  char tmpout[FILENAMELENGTH],  tmpout2[FILENAMELENGTH]; 
   nrfunc=func;  char command[FILENAMELENGTH];
   for (j=1;j<=n;j++) {  int  outcmd=0;
     pcom[j]=p[j];  
     xicom[j]=xi[j];  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
   }  
   ax=0.0;  char filelog[FILENAMELENGTH]; /* Log file */
   xx=1.0;  char filerest[FILENAMELENGTH];
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);  char fileregp[FILENAMELENGTH];
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);  char popfile[FILENAMELENGTH];
 #ifdef DEBUG  
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
 #endif  
   for (j=1;j<=n;j++) {  struct timeval start_time, end_time, curr_time, last_time, forecast_time;
     xi[j] *= xmin;  struct timezone tzp;
     p[j] += xi[j];  extern int gettimeofday();
   }  struct tm tmg, tm, tmf, *gmtime(), *localtime();
   free_vector(xicom,1,n);  long time_value;
   free_vector(pcom,1,n);  extern long time();
 }  char strcurr[80], strfor[80];
   
 /*************** powell ************************/  char *endptr;
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,  long lval;
             double (*func)(double []))  double dval;
 {  
   void linmin(double p[], double xi[], int n, double *fret,  #define NR_END 1
               double (*func)(double []));  #define FREE_ARG char*
   int i,ibig,j;  #define FTOL 1.0e-10
   double del,t,*pt,*ptt,*xit;  
   double fp,fptt;  #define NRANSI 
   double *xits;  #define ITMAX 200 
   pt=vector(1,n);  
   ptt=vector(1,n);  #define TOL 2.0e-4 
   xit=vector(1,n);  
   xits=vector(1,n);  #define CGOLD 0.3819660 
   *fret=(*func)(p);  #define ZEPS 1.0e-10 
   for (j=1;j<=n;j++) pt[j]=p[j];  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
   for (*iter=1;;++(*iter)) {  
     fp=(*fret);  #define GOLD 1.618034 
     ibig=0;  #define GLIMIT 100.0 
     del=0.0;  #define TINY 1.0e-20 
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);  
     for (i=1;i<=n;i++)  static double maxarg1,maxarg2;
       printf(" %d %.12f",i, p[i]);  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
     printf("\n");  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
     for (i=1;i<=n;i++) {    
       for (j=1;j<=n;j++) xit[j]=xi[j][i];  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
       fptt=(*fret);  #define rint(a) floor(a+0.5)
 #ifdef DEBUG  
       printf("fret=%lf \n",*fret);  static double sqrarg;
 #endif  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
       printf("%d",i);fflush(stdout);  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
       linmin(p,xit,n,fret,func);  int agegomp= AGEGOMP;
       if (fabs(fptt-(*fret)) > del) {  
         del=fabs(fptt-(*fret));  int imx; 
         ibig=i;  int stepm=1;
       }  /* Stepm, step in month: minimum step interpolation*/
 #ifdef DEBUG  
       printf("%d %.12e",i,(*fret));  int estepm;
       for (j=1;j<=n;j++) {  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);  
         printf(" x(%d)=%.12e",j,xit[j]);  int m,nb;
       }  long *num;
       for(j=1;j<=n;j++)  int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage,*cens;
         printf(" p=%.12e",p[j]);  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
       printf("\n");  double **pmmij, ***probs;
 #endif  double *ageexmed,*agecens;
     }  double dateintmean=0;
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {  
 #ifdef DEBUG  double *weight;
       int k[2],l;  int **s; /* Status */
       k[0]=1;  double *agedc, **covar, idx;
       k[1]=-1;  int **nbcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
       printf("Max: %.12e",(*func)(p));  double *lsurv, *lpop, *tpop;
       for (j=1;j<=n;j++)  
         printf(" %.12e",p[j]);  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
       printf("\n");  double ftolhess; /* Tolerance for computing hessian */
       for(l=0;l<=1;l++) {  
         for (j=1;j<=n;j++) {  /**************** split *************************/
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);  {
         }    /* From a file name with (full) path (either Unix or Windows) we extract the directory (dirc)
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));       the name of the file (name), its extension only (ext) and its first part of the name (finame)
       }    */ 
 #endif    char  *ss;                            /* pointer */
     int   l1, l2;                         /* length counters */
   
       free_vector(xit,1,n);    l1 = strlen(path );                   /* length of path */
       free_vector(xits,1,n);    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
       free_vector(ptt,1,n);    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
       free_vector(pt,1,n);    if ( ss == NULL ) {                   /* no directory, so determine current directory */
       return;      strcpy( name, path );               /* we got the fullname name because no directory */
     }      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
     for (j=1;j<=n;j++) {      /* get current working directory */
       ptt[j]=2.0*p[j]-pt[j];      /*    extern  char* getcwd ( char *buf , int len);*/
       xit[j]=p[j]-pt[j];      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
       pt[j]=p[j];        return( GLOCK_ERROR_GETCWD );
     }      }
     fptt=(*func)(ptt);      /* got dirc from getcwd*/
     if (fptt < fp) {      printf(" DIRC = %s \n",dirc);
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);    } else {                              /* strip direcotry from path */
       if (t < 0.0) {      ss++;                               /* after this, the filename */
         linmin(p,xit,n,fret,func);      l2 = strlen( ss );                  /* length of filename */
         for (j=1;j<=n;j++) {      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
           xi[j][ibig]=xi[j][n];      strcpy( name, ss );         /* save file name */
           xi[j][n]=xit[j];      strncpy( dirc, path, l1 - l2 );     /* now the directory */
         }      dirc[l1-l2] = 0;                    /* add zero */
 #ifdef DEBUG      printf(" DIRC2 = %s \n",dirc);
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);    }
         for(j=1;j<=n;j++)    /* We add a separator at the end of dirc if not exists */
           printf(" %.12e",xit[j]);    l1 = strlen( dirc );                  /* length of directory */
         printf("\n");    if( dirc[l1-1] != DIRSEPARATOR ){
 #endif      dirc[l1] =  DIRSEPARATOR;
       }      dirc[l1+1] = 0; 
     }      printf(" DIRC3 = %s \n",dirc);
   }    }
 }    ss = strrchr( name, '.' );            /* find last / */
     if (ss >0){
 /**** Prevalence limit ****************/      ss++;
       strcpy(ext,ss);                     /* save extension */
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)      l1= strlen( name);
 {      l2= strlen(ss)+1;
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit      strncpy( finame, name, l1-l2);
      matrix by transitions matrix until convergence is reached */      finame[l1-l2]= 0;
     }
   int i, ii,j,k;  
   double min, max, maxmin, maxmax,sumnew=0.;    return( 0 );                          /* we're done */
   double **matprod2();  }
   double **out, cov[NCOVMAX], **pmij();  
   double **newm;  
   double agefin, delaymax=50 ; /* Max number of years to converge */  /******************************************/
   
   for (ii=1;ii<=nlstate+ndeath;ii++)  void replace_back_to_slash(char *s, char*t)
     for (j=1;j<=nlstate+ndeath;j++){  {
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);    int i;
     }    int lg=0;
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */    i=0;
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){    lg=strlen(t);
     newm=savm;    for(i=0; i<= lg; i++) {
     /* Covariates have to be included here again */      (s[i] = t[i]);
     cov[1]=1.;      if (t[i]== '\\') s[i]='/';
     cov[2]=agefin;    }
     if (cptcovn>0){  }
       for (k=1; k<=cptcovn;k++) {cov[2+k]=nbcode[Tvar[k]][codtab[ij][k]];/*printf("Tcode[ij]=%d nbcode=%d\n",Tcode[ij],nbcode[k][Tcode[ij]]);*/}  
     }  char *trimbb(char *out, char *in)
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);  { /* Trim multiple blanks in line */
     char *s;
     savm=oldm;    s=out;
     oldm=newm;    while (*in != '\0'){
     maxmax=0.;      while( *in == ' ' && *(in+1) == ' ' && *(in+1) != '\0'){
     for(j=1;j<=nlstate;j++){        in++;
       min=1.;      }
       max=0.;      *out++ = *in++;
       for(i=1; i<=nlstate; i++) {    }
         sumnew=0;    *out='\0';
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];    return s;
         prlim[i][j]= newm[i][j]/(1-sumnew);  }
         max=FMAX(max,prlim[i][j]);  
         min=FMIN(min,prlim[i][j]);  int nbocc(char *s, char occ)
       }  {
       maxmin=max-min;    int i,j=0;
       maxmax=FMAX(maxmax,maxmin);    int lg=20;
     }    i=0;
     if(maxmax < ftolpl){    lg=strlen(s);
       return prlim;    for(i=0; i<= lg; i++) {
     }    if  (s[i] == occ ) j++;
   }    }
 }    return j;
   }
 /*************** transition probabilities **********/  
   void cutv(char *u,char *v, char*t, char occ)
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )  {
 {    /* cuts string t into u and v where u ends before first occurence of char 'occ' 
   double s1, s2;       and v starts after first occurence of char 'occ' : ex cutv(u,v,"abcdef2ghi2j",'2')
   /*double t34;*/       gives u="abcedf" and v="ghi2j" */
   int i,j,j1, nc, ii, jj;    int i,lg,j,p=0;
     i=0;
     for(i=1; i<= nlstate; i++){    for(j=0; j<=strlen(t)-1; j++) {
     for(j=1; j<i;j++){      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){    }
         /*s2 += param[i][j][nc]*cov[nc];*/  
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    lg=strlen(t);
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/    for(j=0; j<p; j++) {
       }      (u[j] = t[j]);
       ps[i][j]=s2;    }
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/       u[p]='\0';
     }  
     for(j=i+1; j<=nlstate+ndeath;j++){     for(j=0; j<= lg; j++) {
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){      if (j>=(p+1))(v[j-p-1] = t[j]);
         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);*/  }
       }  
       ps[i][j]=s2;  /********************** nrerror ********************/
     }  
   }  void nrerror(char error_text[])
   for(i=1; i<= nlstate; i++){  {
      s1=0;    fprintf(stderr,"ERREUR ...\n");
     for(j=1; j<i; j++)    fprintf(stderr,"%s\n",error_text);
       s1+=exp(ps[i][j]);    exit(EXIT_FAILURE);
     for(j=i+1; j<=nlstate+ndeath; j++)  }
       s1+=exp(ps[i][j]);  /*********************** vector *******************/
     ps[i][i]=1./(s1+1.);  double *vector(int nl, int nh)
     for(j=1; j<i; j++)  {
       ps[i][j]= exp(ps[i][j])*ps[i][i];    double *v;
     for(j=i+1; j<=nlstate+ndeath; j++)    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
       ps[i][j]= exp(ps[i][j])*ps[i][i];    if (!v) nrerror("allocation failure in vector");
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */    return v-nl+NR_END;
   } /* end i */  }
   
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){  /************************ free vector ******************/
     for(jj=1; jj<= nlstate+ndeath; jj++){  void free_vector(double*v, int nl, int nh)
       ps[ii][jj]=0;  {
       ps[ii][ii]=1;    free((FREE_ARG)(v+nl-NR_END));
     }  }
   }  
   /************************ivector *******************************/
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){  int *ivector(long nl,long nh)
     for(jj=1; jj<= nlstate+ndeath; jj++){  {
      printf("%lf ",ps[ii][jj]);    int *v;
    }    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
     printf("\n ");    if (!v) nrerror("allocation failure in ivector");
     }    return v-nl+NR_END;
     printf("\n ");printf("%lf ",cov[2]);*/  }
 /*  
   for(i=1; i<= npar; i++) printf("%f ",x[i]);  /******************free ivector **************************/
   goto end;*/  void free_ivector(int *v, long nl, long nh)
     return ps;  {
 }    free((FREE_ARG)(v+nl-NR_END));
   }
 /**************** Product of 2 matrices ******************/  
   /************************lvector *******************************/
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)  long *lvector(long nl,long nh)
 {  {
   /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times    long *v;
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
   /* in, b, out are matrice of pointers which should have been initialized    if (!v) nrerror("allocation failure in ivector");
      before: only the contents of out is modified. The function returns    return v-nl+NR_END;
      a pointer to pointers identical to out */  }
   long i, j, k;  
   for(i=nrl; i<= nrh; i++)  /******************free lvector **************************/
     for(k=ncolol; k<=ncoloh; k++)  void free_lvector(long *v, long nl, long nh)
       for(j=ncl,out[i][k]=0.; j<=nch; j++)  {
         out[i][k] +=in[i][j]*b[j][k];    free((FREE_ARG)(v+nl-NR_END));
   }
   return out;  
 }  /******************* imatrix *******************************/
   int **imatrix(long nrl, long nrh, long ncl, long nch) 
        /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
 /************* Higher Matrix Product ***************/  { 
     long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )    int **m; 
 {    
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month    /* allocate pointers to rows */ 
      duration (i.e. until    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.    if (!m) nrerror("allocation failure 1 in matrix()"); 
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step    m += NR_END; 
      (typically every 2 years instead of every month which is too big).    m -= nrl; 
      Model is determined by parameters x and covariates have to be    
      included manually here.    
     /* allocate rows and set pointers to them */ 
      */    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
     if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
   int i, j, d, h, k;    m[nrl] += NR_END; 
   double **out, cov[NCOVMAX];    m[nrl] -= ncl; 
   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 */    
   for (i=1;i<=nlstate+ndeath;i++)    /* return pointer to array of pointers to rows */ 
     for (j=1;j<=nlstate+ndeath;j++){    return m; 
       oldm[i][j]=(i==j ? 1.0 : 0.0);  } 
       po[i][j][0]=(i==j ? 1.0 : 0.0);  
     }  /****************** free_imatrix *************************/
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */  void free_imatrix(m,nrl,nrh,ncl,nch)
   for(h=1; h <=nhstepm; h++){        int **m;
     for(d=1; d <=hstepm; d++){        long nch,ncl,nrh,nrl; 
       newm=savm;       /* free an int matrix allocated by imatrix() */ 
       /* Covariates have to be included here again */  { 
       cov[1]=1.;    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;    free((FREE_ARG) (m+nrl-NR_END)); 
       if (cptcovn>0){  } 
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][k]];  
     }  /******************* matrix *******************************/
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/  double **matrix(long nrl, long nrh, long ncl, long nch)
       /*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,    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
                    pmij(pmmij,cov,ncovmodel,x,nlstate));    double **m;
       savm=oldm;  
       oldm=newm;    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
     }    if (!m) nrerror("allocation failure 1 in matrix()");
     for(i=1; i<=nlstate+ndeath; i++)    m += NR_END;
       for(j=1;j<=nlstate+ndeath;j++) {    m -= nrl;
         po[i][j][h]=newm[i][j];  
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);    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;
   } /* end h */    m[nrl] -= ncl;
   return po;  
 }    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
     return m;
     /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
 /*************** log-likelihood *************/     */
 double func( double *x)  }
 {  
   int i, ii, j, k, mi, d;  /*************************free matrix ************************/
   double l, ll[NLSTATEMAX], cov[NCOVMAX];  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
   double **out;  {
   double sw; /* Sum of weights */    free((FREE_ARG)(m[nrl]+ncl-NR_END));
   double lli; /* Individual log likelihood */    free((FREE_ARG)(m+nrl-NR_END));
   long ipmx;  }
   /*extern weight */  
   /* We are differentiating ll according to initial status */  /******************* ma3x *******************************/
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
   /*for(i=1;i<imx;i++)  {
 printf(" %d\n",s[4][i]);    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
   */    double ***m;
   
   for(k=1; k<=nlstate; k++) ll[k]=0.;    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){    if (!m) nrerror("allocation failure 1 in matrix()");
        for(mi=1; mi<= wav[i]-1; mi++){    m += NR_END;
       for (ii=1;ii<=nlstate+ndeath;ii++)    m -= nrl;
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);  
             for(d=0; d<dh[mi][i]; d++){    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
         newm=savm;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
           cov[1]=1.;    m[nrl] += NR_END;
           cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;    m[nrl] -= ncl;
           if (cptcovn>0){  
             for (k=1; k<=cptcovn;k++) cov[2+k]=covar[1+k-1][i];    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
             }  
           out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
                        1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
           savm=oldm;    m[nrl][ncl] += NR_END;
           oldm=newm;    m[nrl][ncl] -= nll;
     for (j=ncl+1; j<=nch; j++) 
       m[nrl][j]=m[nrl][j-1]+nlay;
       } /* end mult */    
        for (i=nrl+1; i<=nrh; i++) {
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/      for (j=ncl+1; j<=nch; j++) 
       ipmx +=1;        m[i][j]=m[i][j-1]+nlay;
       sw += weight[i];    }
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;    return m; 
     } /* end of wave */    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
   } /* end of individual */             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
     */
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];  }
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */  
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */  /*************************free ma3x ************************/
   return -l;  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
 }  {
     free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
     free((FREE_ARG)(m[nrl]+ncl-NR_END));
 /*********** Maximum Likelihood Estimation ***************/    free((FREE_ARG)(m+nrl-NR_END));
   }
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))  
 {  /*************** function subdirf ***********/
   int i,j, iter;  char *subdirf(char fileres[])
   double **xi,*delti;  {
   double fret;    /* Caution optionfilefiname is hidden */
   xi=matrix(1,npar,1,npar);    strcpy(tmpout,optionfilefiname);
   for (i=1;i<=npar;i++)    strcat(tmpout,"/"); /* Add to the right */
     for (j=1;j<=npar;j++)    strcat(tmpout,fileres);
       xi[i][j]=(i==j ? 1.0 : 0.0);    return tmpout;
   printf("Powell\n");  }
   powell(p,xi,npar,ftol,&iter,&fret,func);  
   /*************** function subdirf2 ***********/
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));  char *subdirf2(char fileres[], char *preop)
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));  {
     
 }    /* Caution optionfilefiname is hidden */
     strcpy(tmpout,optionfilefiname);
 /**** Computes Hessian and covariance matrix ***/    strcat(tmpout,"/");
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))    strcat(tmpout,preop);
 {    strcat(tmpout,fileres);
   double  **a,**y,*x,pd;    return tmpout;
   double **hess;  }
   int i, j,jk;  
   int *indx;  /*************** function subdirf3 ***********/
   char *subdirf3(char fileres[], char *preop, char *preop2)
   double hessii(double p[], double delta, int theta, double delti[]);  {
   double hessij(double p[], double delti[], int i, int j);    
   void lubksb(double **a, int npar, int *indx, double b[]) ;    /* Caution optionfilefiname is hidden */
   void ludcmp(double **a, int npar, int *indx, double *d) ;    strcpy(tmpout,optionfilefiname);
     strcat(tmpout,"/");
     strcat(tmpout,preop);
   hess=matrix(1,npar,1,npar);    strcat(tmpout,preop2);
     strcat(tmpout,fileres);
   printf("\nCalculation of the hessian matrix. Wait...\n");    return tmpout;
   for (i=1;i<=npar;i++){  }
     printf("%d",i);fflush(stdout);  
     hess[i][i]=hessii(p,ftolhess,i,delti);  /***************** f1dim *************************/
     /*printf(" %f ",p[i]);*/  extern int ncom; 
   }  extern double *pcom,*xicom;
   extern double (*nrfunc)(double []); 
   for (i=1;i<=npar;i++) {   
     for (j=1;j<=npar;j++)  {  double f1dim(double x) 
       if (j>i) {  { 
         printf(".%d%d",i,j);fflush(stdout);    int j; 
         hess[i][j]=hessij(p,delti,i,j);    double f;
         hess[j][i]=hess[i][j];    double *xt; 
       }   
     }    xt=vector(1,ncom); 
   }    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
   printf("\n");    f=(*nrfunc)(xt); 
     free_vector(xt,1,ncom); 
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");    return f; 
    } 
   a=matrix(1,npar,1,npar);  
   y=matrix(1,npar,1,npar);  /*****************brent *************************/
   x=vector(1,npar);  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
   indx=ivector(1,npar);  { 
   for (i=1;i<=npar;i++)    int iter; 
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];    double a,b,d,etemp;
   ludcmp(a,npar,indx,&pd);    double fu,fv,fw,fx;
     double ftemp;
   for (j=1;j<=npar;j++) {    double p,q,r,tol1,tol2,u,v,w,x,xm; 
     for (i=1;i<=npar;i++) x[i]=0;    double e=0.0; 
     x[j]=1;   
     lubksb(a,npar,indx,x);    a=(ax < cx ? ax : cx); 
     for (i=1;i<=npar;i++){    b=(ax > cx ? ax : cx); 
       matcov[i][j]=x[i];    x=w=v=bx; 
     }    fw=fv=fx=(*f)(x); 
   }    for (iter=1;iter<=ITMAX;iter++) { 
       xm=0.5*(a+b); 
   printf("\n#Hessian matrix#\n");      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
   for (i=1;i<=npar;i++) {      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
     for (j=1;j<=npar;j++) {      printf(".");fflush(stdout);
       printf("%.3e ",hess[i][j]);      fprintf(ficlog,".");fflush(ficlog);
     }  #ifdef DEBUG
     printf("\n");      printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
   }      fprintf(ficlog,"br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
       /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
   /* Recompute Inverse */  #endif
   for (i=1;i<=npar;i++)      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];        *xmin=x; 
   ludcmp(a,npar,indx,&pd);        return fx; 
       } 
   /*  printf("\n#Hessian matrix recomputed#\n");      ftemp=fu;
       if (fabs(e) > tol1) { 
   for (j=1;j<=npar;j++) {        r=(x-w)*(fx-fv); 
     for (i=1;i<=npar;i++) x[i]=0;        q=(x-v)*(fx-fw); 
     x[j]=1;        p=(x-v)*q-(x-w)*r; 
     lubksb(a,npar,indx,x);        q=2.0*(q-r); 
     for (i=1;i<=npar;i++){        if (q > 0.0) p = -p; 
       y[i][j]=x[i];        q=fabs(q); 
       printf("%.3e ",y[i][j]);        etemp=e; 
     }        e=d; 
     printf("\n");        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
   }          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
   */        else { 
           d=p/q; 
   free_matrix(a,1,npar,1,npar);          u=x+d; 
   free_matrix(y,1,npar,1,npar);          if (u-a < tol2 || b-u < tol2) 
   free_vector(x,1,npar);            d=SIGN(tol1,xm-x); 
   free_ivector(indx,1,npar);        } 
   free_matrix(hess,1,npar,1,npar);      } else { 
         d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
       } 
 }      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
       fu=(*f)(u); 
 /*************** hessian matrix ****************/      if (fu <= fx) { 
 double hessii( double x[], double delta, int theta, double delti[])        if (u >= x) a=x; else b=x; 
 {        SHFT(v,w,x,u) 
   int i;          SHFT(fv,fw,fx,fu) 
   int l=1, lmax=20;          } else { 
   double k1,k2;            if (u < x) a=u; else b=u; 
   double p2[NPARMAX+1];            if (fu <= fw || w == x) { 
   double res;              v=w; 
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;              w=u; 
   double fx;              fv=fw; 
   int k=0,kmax=10;              fw=fu; 
   double l1;            } else if (fu <= fv || v == x || v == w) { 
               v=u; 
   fx=func(x);              fv=fu; 
   for (i=1;i<=npar;i++) p2[i]=x[i];            } 
   for(l=0 ; l <=lmax; l++){          } 
     l1=pow(10,l);    } 
     delts=delt;    nrerror("Too many iterations in brent"); 
     for(k=1 ; k <kmax; k=k+1){    *xmin=x; 
       delt = delta*(l1*k);    return fx; 
       p2[theta]=x[theta] +delt;  } 
       k1=func(p2)-fx;  
       p2[theta]=x[theta]-delt;  /****************** mnbrak ***********************/
       k2=func(p2)-fx;  
       /*res= (k1-2.0*fx+k2)/delt/delt; */  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */              double (*func)(double)) 
        { 
 #ifdef DEBUG    double ulim,u,r,q, dum;
       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);    double fu; 
 #endif   
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */    *fa=(*func)(*ax); 
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){    *fb=(*func)(*bx); 
         k=kmax;    if (*fb > *fa) { 
       }      SHFT(dum,*ax,*bx,dum) 
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */        SHFT(dum,*fb,*fa,dum) 
         k=kmax; l=lmax*10.;        } 
       }    *cx=(*bx)+GOLD*(*bx-*ax); 
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){    *fc=(*func)(*cx); 
         delts=delt;    while (*fb > *fc) { 
       }      r=(*bx-*ax)*(*fb-*fc); 
     }      q=(*bx-*cx)*(*fb-*fa); 
   }      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
   delti[theta]=delts;        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
   return res;      ulim=(*bx)+GLIMIT*(*cx-*bx); 
        if ((*bx-u)*(u-*cx) > 0.0) { 
 }        fu=(*func)(u); 
       } else if ((*cx-u)*(u-ulim) > 0.0) { 
 double hessij( double x[], double delti[], int thetai,int thetaj)        fu=(*func)(u); 
 {        if (fu < *fc) { 
   int i;          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
   int l=1, l1, lmax=20;            SHFT(*fb,*fc,fu,(*func)(u)) 
   double k1,k2,k3,k4,res,fx;            } 
   double p2[NPARMAX+1];      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
   int k;        u=ulim; 
         fu=(*func)(u); 
   fx=func(x);      } else { 
   for (k=1; k<=2; k++) {        u=(*cx)+GOLD*(*cx-*bx); 
     for (i=1;i<=npar;i++) p2[i]=x[i];        fu=(*func)(u); 
     p2[thetai]=x[thetai]+delti[thetai]/k;      } 
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;      SHFT(*ax,*bx,*cx,u) 
     k1=func(p2)-fx;        SHFT(*fa,*fb,*fc,fu) 
          } 
     p2[thetai]=x[thetai]+delti[thetai]/k;  } 
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;  
     k2=func(p2)-fx;  /*************** linmin ************************/
    
     p2[thetai]=x[thetai]-delti[thetai]/k;  int ncom; 
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;  double *pcom,*xicom;
     k3=func(p2)-fx;  double (*nrfunc)(double []); 
     
     p2[thetai]=x[thetai]-delti[thetai]/k;  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;  { 
     k4=func(p2)-fx;    double brent(double ax, double bx, double cx, 
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */                 double (*f)(double), double tol, double *xmin); 
 #ifdef DEBUG    double f1dim(double x); 
     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);    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
 #endif                double *fc, double (*func)(double)); 
   }    int j; 
   return res;    double xx,xmin,bx,ax; 
 }    double fx,fb,fa;
    
 /************** Inverse of matrix **************/    ncom=n; 
 void ludcmp(double **a, int n, int *indx, double *d)    pcom=vector(1,n); 
 {    xicom=vector(1,n); 
   int i,imax,j,k;    nrfunc=func; 
   double big,dum,sum,temp;    for (j=1;j<=n;j++) { 
   double *vv;      pcom[j]=p[j]; 
        xicom[j]=xi[j]; 
   vv=vector(1,n);    } 
   *d=1.0;    ax=0.0; 
   for (i=1;i<=n;i++) {    xx=1.0; 
     big=0.0;    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
     for (j=1;j<=n;j++)    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
       if ((temp=fabs(a[i][j])) > big) big=temp;  #ifdef DEBUG
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
     vv[i]=1.0/big;    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
   }  #endif
   for (j=1;j<=n;j++) {    for (j=1;j<=n;j++) { 
     for (i=1;i<j;i++) {      xi[j] *= xmin; 
       sum=a[i][j];      p[j] += xi[j]; 
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];    } 
       a[i][j]=sum;    free_vector(xicom,1,n); 
     }    free_vector(pcom,1,n); 
     big=0.0;  } 
     for (i=j;i<=n;i++) {  
       sum=a[i][j];  char *asc_diff_time(long time_sec, char ascdiff[])
       for (k=1;k<j;k++)  {
         sum -= a[i][k]*a[k][j];    long sec_left, days, hours, minutes;
       a[i][j]=sum;    days = (time_sec) / (60*60*24);
       if ( (dum=vv[i]*fabs(sum)) >= big) {    sec_left = (time_sec) % (60*60*24);
         big=dum;    hours = (sec_left) / (60*60) ;
         imax=i;    sec_left = (sec_left) %(60*60);
       }    minutes = (sec_left) /60;
     }    sec_left = (sec_left) % (60);
     if (j != imax) {    sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
       for (k=1;k<=n;k++) {    return ascdiff;
         dum=a[imax][k];  }
         a[imax][k]=a[j][k];  
         a[j][k]=dum;  /*************** powell ************************/
       }  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
       *d = -(*d);              double (*func)(double [])) 
       vv[imax]=vv[j];  { 
     }    void linmin(double p[], double xi[], int n, double *fret, 
     indx[j]=imax;                double (*func)(double [])); 
     if (a[j][j] == 0.0) a[j][j]=TINY;    int i,ibig,j; 
     if (j != n) {    double del,t,*pt,*ptt,*xit;
       dum=1.0/(a[j][j]);    double fp,fptt;
       for (i=j+1;i<=n;i++) a[i][j] *= dum;    double *xits;
     }    int niterf, itmp;
   }  
   free_vector(vv,1,n);  /* Doesn't work */    pt=vector(1,n); 
 ;    ptt=vector(1,n); 
 }    xit=vector(1,n); 
     xits=vector(1,n); 
 void lubksb(double **a, int n, int *indx, double b[])    *fret=(*func)(p); 
 {    for (j=1;j<=n;j++) pt[j]=p[j]; 
   int i,ii=0,ip,j;    for (*iter=1;;++(*iter)) { 
   double sum;      fp=(*fret); 
        ibig=0; 
   for (i=1;i<=n;i++) {      del=0.0; 
     ip=indx[i];      last_time=curr_time;
     sum=b[ip];      (void) gettimeofday(&curr_time,&tzp);
     b[ip]=b[i];      printf("\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec);fflush(stdout);
     if (ii)      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);
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];  /*     fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec); */
     else if (sum) ii=i;     for (i=1;i<=n;i++) {
     b[i]=sum;        printf(" %d %.12f",i, p[i]);
   }        fprintf(ficlog," %d %.12lf",i, p[i]);
   for (i=n;i>=1;i--) {        fprintf(ficrespow," %.12lf", p[i]);
     sum=b[i];      }
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];      printf("\n");
     b[i]=sum/a[i][i];      fprintf(ficlog,"\n");
   }      fprintf(ficrespow,"\n");fflush(ficrespow);
 }      if(*iter <=3){
         tm = *localtime(&curr_time.tv_sec);
 /************ Frequencies ********************/        strcpy(strcurr,asctime(&tm));
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)  /*       asctime_r(&tm,strcurr); */
 {  /* Some frequencies */        forecast_time=curr_time; 
          itmp = strlen(strcurr);
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;        if(strcurr[itmp-1]=='\n')  /* Windows outputs with a new line */
   double ***freq; /* Frequencies */          strcurr[itmp-1]='\0';
   double *pp;        printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
   double pos;        fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
   FILE *ficresp;        for(niterf=10;niterf<=30;niterf+=10){
   char fileresp[FILENAMELENGTH];          forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
           tmf = *localtime(&forecast_time.tv_sec);
   pp=vector(1,nlstate);  /*      asctime_r(&tmf,strfor); */
           strcpy(strfor,asctime(&tmf));
   strcpy(fileresp,"p");          itmp = strlen(strfor);
   strcat(fileresp,fileres);          if(strfor[itmp-1]=='\n')
   if((ficresp=fopen(fileresp,"w"))==NULL) {          strfor[itmp-1]='\0';
     printf("Problem with prevalence resultfile: %s\n", fileresp);          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);
     exit(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);
   }        }
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);      }
   j1=0;      for (i=1;i<=n;i++) { 
         for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
   j=cptcovn;        fptt=(*fret); 
   if (cptcovn<1) {j=1;ncodemax[1]=1;}  #ifdef DEBUG
         printf("fret=%lf \n",*fret);
   for(k1=1; k1<=j;k1++){        fprintf(ficlog,"fret=%lf \n",*fret);
    for(i1=1; i1<=ncodemax[k1];i1++){  #endif
        j1++;        printf("%d",i);fflush(stdout);
         fprintf(ficlog,"%d",i);fflush(ficlog);
         for (i=-1; i<=nlstate+ndeath; i++)          linmin(p,xit,n,fret,func); 
          for (jk=-1; jk<=nlstate+ndeath; jk++)          if (fabs(fptt-(*fret)) > del) { 
            for(m=agemin; m <= agemax+3; m++)          del=fabs(fptt-(*fret)); 
              freq[i][jk][m]=0;          ibig=i; 
                } 
        for (i=1; i<=imx; i++) {  #ifdef DEBUG
          bool=1;        printf("%d %.12e",i,(*fret));
          if  (cptcovn>0) {        fprintf(ficlog,"%d %.12e",i,(*fret));
            for (z1=1; z1<=cptcovn; z1++)        for (j=1;j<=n;j++) {
              if (covar[Tvar[z1]][i]!= nbcode[Tvar[z1]][codtab[j1][z1]]) bool=0;          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
          }          printf(" x(%d)=%.12e",j,xit[j]);
           if (bool==1) {          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
            for(m=firstpass; m<=lastpass-1; m++){        }
              if(agev[m][i]==0) agev[m][i]=agemax+1;        for(j=1;j<=n;j++) {
              if(agev[m][i]==1) agev[m][i]=agemax+2;          printf(" p=%.12e",p[j]);
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];          fprintf(ficlog," p=%.12e",p[j]);
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];        }
            }        printf("\n");
          }        fprintf(ficlog,"\n");
        }  #endif
         if  (cptcovn>0) {      } 
          fprintf(ficresp, "\n#Variable");      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
          for (z1=1; z1<=cptcovn; z1++) fprintf(ficresp, " V%d=%d",Tvar[z1],nbcode[Tvar[z1]][codtab[j1][z1]]);  #ifdef DEBUG
        }        int k[2],l;
        fprintf(ficresp, "\n#");        k[0]=1;
        for(i=1; i<=nlstate;i++)        k[1]=-1;
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);        printf("Max: %.12e",(*func)(p));
        fprintf(ficresp, "\n");        fprintf(ficlog,"Max: %.12e",(*func)(p));
                for (j=1;j<=n;j++) {
   for(i=(int)agemin; i <= (int)agemax+3; i++){          printf(" %.12e",p[j]);
     if(i==(int)agemax+3)          fprintf(ficlog," %.12e",p[j]);
       printf("Total");        }
     else        printf("\n");
       printf("Age %d", i);        fprintf(ficlog,"\n");
     for(jk=1; jk <=nlstate ; jk++){        for(l=0;l<=1;l++) {
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)          for (j=1;j<=n;j++) {
         pp[jk] += freq[jk][m][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]);
     for(jk=1; jk <=nlstate ; jk++){            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
       for(m=-1, pos=0; m <=0 ; m++)          }
         pos += freq[jk][m][i];          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
       if(pp[jk]>=1.e-10)          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);        }
       else  #endif
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);  
     }  
     for(jk=1; jk <=nlstate ; jk++){        free_vector(xit,1,n); 
       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)        free_vector(xits,1,n); 
         pp[jk] += freq[jk][m][i];        free_vector(ptt,1,n); 
     }        free_vector(pt,1,n); 
     for(jk=1,pos=0; jk <=nlstate ; jk++)        return; 
       pos += pp[jk];      } 
     for(jk=1; jk <=nlstate ; jk++){      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
       if(pos>=1.e-5)      for (j=1;j<=n;j++) { 
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);        ptt[j]=2.0*p[j]-pt[j]; 
       else        xit[j]=p[j]-pt[j]; 
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);        pt[j]=p[j]; 
       if( i <= (int) agemax){      } 
         if(pos>=1.e-5)      fptt=(*func)(ptt); 
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);      if (fptt < fp) { 
       else        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);        if (t < 0.0) { 
       }          linmin(p,xit,n,fret,func); 
     }          for (j=1;j<=n;j++) { 
     for(jk=-1; jk <=nlstate+ndeath; jk++)            xi[j][ibig]=xi[j][n]; 
       for(m=-1; m <=nlstate+ndeath; m++)            xi[j][n]=xit[j]; 
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);          }
     if(i <= (int) agemax)  #ifdef DEBUG
       fprintf(ficresp,"\n");          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
     printf("\n");          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
     }          for(j=1;j<=n;j++){
     }            printf(" %.12e",xit[j]);
  }            fprintf(ficlog," %.12e",xit[j]);
            }
   fclose(ficresp);          printf("\n");
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);          fprintf(ficlog,"\n");
   free_vector(pp,1,nlstate);  #endif
         }
 }  /* End of Freq */      } 
     } 
 /************* Waves Concatenation ***************/  } 
   
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)  /**** Prevalence limit (stable or period prevalence)  ****************/
 {  
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
      Death is a valid wave (if date is known).  {
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]       matrix by transitions matrix until convergence is reached */
      and mw[mi+1][i]. dh depends on stepm.  
      */    int i, ii,j,k;
     double min, max, maxmin, maxmax,sumnew=0.;
   int i, mi, m;    double **matprod2();
   int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;    double **out, cov[NCOVMAX+1], **pmij();
 float sum=0.;    double **newm;
     double agefin, delaymax=50 ; /* Max number of years to converge */
   for(i=1; i<=imx; i++){  
     mi=0;    for (ii=1;ii<=nlstate+ndeath;ii++)
     m=firstpass;      for (j=1;j<=nlstate+ndeath;j++){
     while(s[m][i] <= nlstate){        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       if(s[m][i]>=1)      }
         mw[++mi][i]=m;  
       if(m >=lastpass)     cov[1]=1.;
         break;   
       else   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
         m++;    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
     }/* end while */      newm=savm;
     if (s[m][i] > nlstate){      /* Covariates have to be included here again */
       mi++;     /* Death is another wave */       cov[2]=agefin;
       /* if(mi==0)  never been interviewed correctly before death */    
          /* Only death is a correct wave */        for (k=1; k<=cptcovn;k++) {
       mw[mi][i]=m;          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
     }          /*      printf("ij=%d k=%d Tvar[k]=%d nbcode=%d cov=%lf codtab[ij][Tvar[k]]=%d \n",ij,k, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k], codtab[ij][Tvar[k]]);*/
         }
     wav[i]=mi;        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
     if(mi==0)        for (k=1; k<=cptcovprod;k++)
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]] * nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
   }  
         /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
   for(i=1; i<=imx; i++){        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
     for(mi=1; mi<wav[i];mi++){        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
       if (stepm <=0)      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
         dh[mi][i]=1;  
       else{      savm=oldm;
         if (s[mw[mi+1][i]][i] > nlstate) {      oldm=newm;
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);      maxmax=0.;
           if(j=0) j=1;  /* Survives at least one month after exam */      for(j=1;j<=nlstate;j++){
         }        min=1.;
         else{        max=0.;
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));        for(i=1; i<=nlstate; i++) {
           k=k+1;          sumnew=0;
           if (j >= jmax) jmax=j;          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
           else if (j <= jmin)jmin=j;          prlim[i][j]= newm[i][j]/(1-sumnew);
           sum=sum+j;          max=FMAX(max,prlim[i][j]);
         }          min=FMIN(min,prlim[i][j]);
         jk= j/stepm;        }
         jl= j -jk*stepm;        maxmin=max-min;
         ju= j -(jk+1)*stepm;        maxmax=FMAX(maxmax,maxmin);
         if(jl <= -ju)      }
           dh[mi][i]=jk;      if(maxmax < ftolpl){
         else        return prlim;
           dh[mi][i]=jk+1;      }
         if(dh[mi][i]==0)    }
           dh[mi][i]=1; /* At least one step */  }
       }  
     }  /*************** transition probabilities ***************/ 
   }  
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,sum/k);  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
 }  {
 /*********** Tricode ****************************/    double s1, s2;
 void tricode(int *Tvar, int **nbcode, int imx)    /*double t34;*/
 {    int i,j,j1, nc, ii, jj;
   int Ndum[80],ij, k, j, i;  
   int cptcode=0;      for(i=1; i<= nlstate; i++){
   for (k=0; k<79; k++) Ndum[k]=0;        for(j=1; j<i;j++){
   for (k=1; k<=7; k++) ncodemax[k]=0;          for (nc=1, s2=0.;nc <=ncovmodel; nc++){
              /*s2 += param[i][j][nc]*cov[nc];*/
   for (j=1; j<=cptcovn; j++) {            s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
     for (i=1; i<=imx; i++) {  /*       printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2); */
       ij=(int)(covar[Tvar[j]][i]);          }
       Ndum[ij]++;          ps[i][j]=s2;
       if (ij > cptcode) cptcode=ij;  /*      printf("s1=%.17e, s2=%.17e\n",s1,s2); */
     }        }
     /*printf("cptcode=%d cptcovn=%d ",cptcode,cptcovn);*/        for(j=i+1; j<=nlstate+ndeath;j++){
     for (i=0; i<=cptcode; i++) {          for (nc=1, s2=0.;nc <=ncovmodel; nc++){
       if(Ndum[i]!=0) ncodemax[j]++;            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); */
            }
     ij=1;          ps[i][j]=s2;
     for (i=1; i<=ncodemax[j]; i++) {        }
       for (k=0; k<=79; k++) {      }
         if (Ndum[k] != 0) {      /*ps[3][2]=1;*/
           nbcode[Tvar[j]][ij]=k;      
           ij++;      for(i=1; i<= nlstate; i++){
         }        s1=0;
         if (ij > ncodemax[j]) break;        for(j=1; j<i; j++){
       }            s1+=exp(ps[i][j]);
     }          /*printf("debug1 %d %d ps=%lf exp(ps)=%lf s1+=%lf\n",i,j,ps[i][j],exp(ps[i][j]),s1); */
   }          }
         for(j=i+1; j<=nlstate+ndeath; j++){
   }          s1+=exp(ps[i][j]);
           /*printf("debug2 %d %d ps=%lf exp(ps)=%lf s1+=%lf\n",i,j,ps[i][j],exp(ps[i][j]),s1); */
 /*********** Health Expectancies ****************/        }
         ps[i][i]=1./(s1+1.);
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)        for(j=1; j<i; j++)
 {          ps[i][j]= exp(ps[i][j])*ps[i][i];
   /* Health expectancies */        for(j=i+1; j<=nlstate+ndeath; j++)
   int i, j, nhstepm, hstepm, h;          ps[i][j]= exp(ps[i][j])*ps[i][i];
   double age, agelim,hf;        /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
   double ***p3mat;      } /* end i */
        
   fprintf(ficreseij,"# Health expectancies\n");      for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
   fprintf(ficreseij,"# Age");        for(jj=1; jj<= nlstate+ndeath; jj++){
   for(i=1; i<=nlstate;i++)          ps[ii][jj]=0;
     for(j=1; j<=nlstate;j++)          ps[ii][ii]=1;
       fprintf(ficreseij," %1d-%1d",i,j);        }
   fprintf(ficreseij,"\n");      }
       
   hstepm=1*YEARM; /*  Every j years of age (in month) */  
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */  /*        for(ii=1; ii<= nlstate+ndeath; ii++){ */
   /*       for(jj=1; jj<= nlstate+ndeath; jj++){ */
   agelim=AGESUP;  /*         printf("ddd %lf ",ps[ii][jj]); */
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */  /*       } */
     /* nhstepm age range expressed in number of stepm */  /*       printf("\n "); */
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);  /*        } */
     /* Typically if 20 years = 20*12/6=40 stepm */  /*        printf("\n ");printf("%lf ",cov[2]); */
     if (stepm >= YEARM) hstepm=1;         /*
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */        for(i=1; i<= npar; i++) printf("%f ",x[i]);
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        goto end;*/
     /* Computed by stepm unit matrices, product of hstepm matrices, stored      return ps;
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */  }
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);    
   /**************** Product of 2 matrices ******************/
   
     for(i=1; i<=nlstate;i++)  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
       for(j=1; j<=nlstate;j++)  {
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
           eij[i][j][(int)age] +=p3mat[i][j][h];       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
         }    /* in, b, out are matrice of pointers which should have been initialized 
           before: only the contents of out is modified. The function returns
     hf=1;       a pointer to pointers identical to out */
     if (stepm >= YEARM) hf=stepm/YEARM;    long i, j, k;
     fprintf(ficreseij,"%.0f",age );    for(i=nrl; i<= nrh; i++)
     for(i=1; i<=nlstate;i++)      for(k=ncolol; k<=ncoloh; k++)
       for(j=1; j<=nlstate;j++){        for(j=ncl,out[i][k]=0.; j<=nch; j++)
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);          out[i][k] +=in[i][j]*b[j][k];
       }  
     fprintf(ficreseij,"\n");    return out;
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  }
   }  
 }  
   /************* Higher Matrix Product ***************/
 /************ Variance ******************/  
 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)  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
 {  {
   /* Variance of health expectancies */    /* Computes the transition matrix starting at age 'age' over 
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/       'nhstepm*hstepm*stepm' months (i.e. until
   double **newm;       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
   double **dnewm,**doldm;       nhstepm*hstepm matrices. 
   int i, j, nhstepm, hstepm, h;       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
   int k, cptcode;       (typically every 2 years instead of every month which is too big 
    double *xp;       for the memory).
   double **gp, **gm;       Model is determined by parameters x and covariates have to be 
   double ***gradg, ***trgradg;       included manually here. 
   double ***p3mat;  
   double age,agelim;       */
   int theta;  
     int i, j, d, h, k;
    fprintf(ficresvij,"# Covariances of life expectancies\n");    double **out, cov[NCOVMAX+1];
   fprintf(ficresvij,"# Age");    double **newm;
   for(i=1; i<=nlstate;i++)  
     for(j=1; j<=nlstate;j++)    /* Hstepm could be zero and should return the unit matrix */
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);    for (i=1;i<=nlstate+ndeath;i++)
   fprintf(ficresvij,"\n");      for (j=1;j<=nlstate+ndeath;j++){
         oldm[i][j]=(i==j ? 1.0 : 0.0);
   xp=vector(1,npar);        po[i][j][0]=(i==j ? 1.0 : 0.0);
   dnewm=matrix(1,nlstate,1,npar);      }
   doldm=matrix(1,nlstate,1,nlstate);    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
      for(h=1; h <=nhstepm; h++){
   hstepm=1*YEARM; /* Every year of age */      for(d=1; d <=hstepm; d++){
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */        newm=savm;
   agelim = AGESUP;        /* Covariates have to be included here again */
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */        cov[1]=1.;
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
     if (stepm >= YEARM) hstepm=1;        for (k=1; k<=cptcovn;k++) 
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        for (k=1; k<=cptcovage;k++)
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
     gp=matrix(0,nhstepm,1,nlstate);        for (k=1; k<=cptcovprod;k++)
     gm=matrix(0,nhstepm,1,nlstate);          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
   
     for(theta=1; theta <=npar; theta++){  
       for(i=1; i<=npar; i++){ /* Computes gradient */        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
         xp[i] = x[i] + (i==theta ?delti[theta]:0);        /*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, 
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);                       pmij(pmmij,cov,ncovmodel,x,nlstate));
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);        savm=oldm;
       for(j=1; j<= nlstate; j++){        oldm=newm;
         for(h=0; h<=nhstepm; h++){      }
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)      for(i=1; i<=nlstate+ndeath; i++)
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];        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]);*/
            }
       for(i=1; i<=npar; i++) /* Computes gradient */      /*printf("h=%d ",h);*/
         xp[i] = x[i] - (i==theta ?delti[theta]:0);    } /* end h */
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);    /*     printf("\n H=%d \n",h); */
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    return po;
       for(j=1; j<= nlstate; 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];  /*************** log-likelihood *************/
         }  double func( double *x)
       }  {
       for(j=1; j<= nlstate; j++)    int i, ii, j, k, mi, d, kk;
         for(h=0; h<=nhstepm; h++){    double l, ll[NLSTATEMAX+1], cov[NCOVMAX+1];
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];    double **out;
         }    double sw; /* Sum of weights */
     } /* End theta */    double lli; /* Individual log likelihood */
     int s1, s2;
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);    double bbh, survp;
     long ipmx;
     for(h=0; h<=nhstepm; h++)    /*extern weight */
       for(j=1; j<=nlstate;j++)    /* We are differentiating ll according to initial status */
         for(theta=1; theta <=npar; theta++)    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
           trgradg[h][j][theta]=gradg[h][theta][j];    /*for(i=1;i<imx;i++) 
       printf(" %d\n",s[4][i]);
     for(i=1;i<=nlstate;i++)    */
       for(j=1;j<=nlstate;j++)    cov[1]=1.;
         vareij[i][j][(int)age] =0.;  
     for(h=0;h<=nhstepm;h++){    for(k=1; k<=nlstate; k++) ll[k]=0.;
       for(k=0;k<=nhstepm;k++){  
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);    if(mle==1){
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         for(i=1;i<=nlstate;i++)        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
           for(j=1;j<=nlstate;j++)        for(mi=1; mi<= wav[i]-1; mi++){
             vareij[i][j][(int)age] += doldm[i][j];          for (ii=1;ii<=nlstate+ndeath;ii++)
       }            for (j=1;j<=nlstate+ndeath;j++){
     }              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     h=1;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     if (stepm >= YEARM) h=stepm/YEARM;            }
     fprintf(ficresvij,"%.0f ",age );          for(d=0; d<dh[mi][i]; d++){
     for(i=1; i<=nlstate;i++)            newm=savm;
       for(j=1; j<=nlstate;j++){            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);            for (kk=1; kk<=cptcovage;kk++) {
       }              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     fprintf(ficresvij,"\n");            }
     free_matrix(gp,0,nhstepm,1,nlstate);            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     free_matrix(gm,0,nhstepm,1,nlstate);                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);            savm=oldm;
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);            oldm=newm;
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          } /* end mult */
   } /* End age */        
            /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
   free_vector(xp,1,npar);          /* But now since version 0.9 we anticipate for bias at large stepm.
   free_matrix(doldm,1,nlstate,1,npar);           * If stepm is larger than one month (smallest stepm) and if the exact delay 
   free_matrix(dnewm,1,nlstate,1,nlstate);           * (in months) between two waves is not a multiple of stepm, we rounded to 
            * the nearest (and in case of equal distance, to the lowest) interval but now
 }           * 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 prevlim ******************/           * probability in order to take into account the bias as a fraction of the way
 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)           * from savm to out if bh is negative or even beyond if bh is positive. bh varies
 {           * -stepm/2 to stepm/2 .
   /* Variance of prevalence limit */           * For stepm=1 the results are the same as for previous versions of Imach.
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/           * For stepm > 1 the results are less biased than in previous versions. 
   double **newm;           */
   double **dnewm,**doldm;          s1=s[mw[mi][i]][i];
   int i, j, nhstepm, hstepm;          s2=s[mw[mi+1][i]][i];
   int k, cptcode;          bbh=(double)bh[mi][i]/(double)stepm; 
   double *xp;          /* bias bh is positive if real duration
   double *gp, *gm;           * is higher than the multiple of stepm and negative otherwise.
   double **gradg, **trgradg;           */
   double age,agelim;          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
   int theta;          if( s2 > nlstate){ 
                /* i.e. if s2 is a death state and if the date of death is known 
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");               then the contribution to the likelihood is the probability to 
   fprintf(ficresvpl,"# Age");               die between last step unit time and current  step unit time, 
   for(i=1; i<=nlstate;i++)               which is also equal to probability to die before dh 
       fprintf(ficresvpl," %1d-%1d",i,i);               minus probability to die before dh-stepm . 
   fprintf(ficresvpl,"\n");               In version up to 0.92 likelihood was computed
           as if date of death was unknown. Death was treated as any other
   xp=vector(1,npar);          health state: the date of the interview describes the actual state
   dnewm=matrix(1,nlstate,1,npar);          and not the date of a change in health state. The former idea was
   doldm=matrix(1,nlstate,1,nlstate);          to consider that at each interview the state was recorded
            (healthy, disable or death) and IMaCh was corrected; but when we
   hstepm=1*YEARM; /* Every year of age */          introduced the exact date of death then we should have modified
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */          the contribution of an exact death to the likelihood. This new
   agelim = AGESUP;          contribution is smaller and very dependent of the step unit
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */          stepm. It is no more the probability to die between last interview
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */          and month of death but the probability to survive from last
     if (stepm >= YEARM) hstepm=1;          interview up to one month before death multiplied by the
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */          probability to die within a month. Thanks to Chris
     gradg=matrix(1,npar,1,nlstate);          Jackson for correcting this bug.  Former versions increased
     gp=vector(1,nlstate);          mortality artificially. The bad side is that we add another loop
     gm=vector(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);  
       }  
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);          } else if  (s2==-2) {
       for(i=1;i<=nlstate;i++)            for (j=1,survp=0. ; j<=nlstate; j++) 
         gp[i] = prlim[i][i];              survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
                /*survp += out[s1][j]; */
       for(i=1; i<=npar; i++) /* Computes gradient */            lli= log(survp);
         xp[i] = x[i] - (i==theta ?delti[theta]:0);          }
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);          
       for(i=1;i<=nlstate;i++)          else if  (s2==-4) { 
         gm[i] = prlim[i][i];            for (j=3,survp=0. ; j<=nlstate; j++)  
               survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
       for(i=1;i<=nlstate;i++)            lli= log(survp); 
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];          } 
     } /* End theta */  
           else if  (s2==-5) { 
     trgradg =matrix(1,nlstate,1,npar);            for (j=1,survp=0. ; j<=2; j++)  
               survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
     for(j=1; j<=nlstate;j++)            lli= log(survp); 
       for(theta=1; theta <=npar; theta++)          } 
         trgradg[j][theta]=gradg[theta][j];          
           else{
     for(i=1;i<=nlstate;i++)            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
       varpl[i][(int)age] =0.;            /*  lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2]));*/ /* linear interpolation */
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);          } 
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
     for(i=1;i<=nlstate;i++)          /*if(lli ==000.0)*/
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */          /*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;
     fprintf(ficresvpl,"%.0f ",age );          sw += weight[i];
     for(i=1; i<=nlstate;i++)          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));        } /* end of wave */
     fprintf(ficresvpl,"\n");      } /* end of individual */
     free_vector(gp,1,nlstate);    }  else if(mle==2){
     free_vector(gm,1,nlstate);      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     free_matrix(gradg,1,npar,1,nlstate);        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     free_matrix(trgradg,1,nlstate,1,npar);        for(mi=1; mi<= wav[i]-1; mi++){
   } /* End age */          for (ii=1;ii<=nlstate+ndeath;ii++)
             for (j=1;j<=nlstate+ndeath;j++){
   free_vector(xp,1,npar);              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   free_matrix(doldm,1,nlstate,1,npar);              savm[ii][j]=(ii==j ? 1.0 : 0.0);
   free_matrix(dnewm,1,nlstate,1,nlstate);            }
           for(d=0; d<=dh[mi][i]; d++){
 }            newm=savm;
             cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
             for (kk=1; kk<=cptcovage;kk++) {
               cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 /***********************************************/            }
 /**************** Main Program *****************/            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 /***********************************************/                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
             savm=oldm;
 /*int main(int argc, char *argv[])*/            oldm=newm;
 int main()          } /* end mult */
 {        
           s1=s[mw[mi][i]][i];
   int i,j, k, n=MAXN,iter,m,size,cptcode, aaa, cptcod;          s2=s[mw[mi+1][i]][i];
   double agedeb, agefin,hf;          bbh=(double)bh[mi][i]/(double)stepm; 
   double agemin=1.e20, agemax=-1.e20;          lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
           ipmx +=1;
   double fret;          sw += weight[i];
   double **xi,tmp,delta;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         } /* end of wave */
   double dum; /* Dummy variable */      } /* end of individual */
   double ***p3mat;    }  else if(mle==3){  /* exponential inter-extrapolation */
   int *indx;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   char line[MAXLINE], linepar[MAXLINE];        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   char title[MAXLINE];        for(mi=1; mi<= wav[i]-1; mi++){
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];          for (ii=1;ii<=nlstate+ndeath;ii++)
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];            for (j=1;j<=nlstate+ndeath;j++){
   char filerest[FILENAMELENGTH];              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   char fileregp[FILENAMELENGTH];              savm[ii][j]=(ii==j ? 1.0 : 0.0);
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];            }
   int firstobs=1, lastobs=10;          for(d=0; d<dh[mi][i]; d++){
   int sdeb, sfin; /* Status at beginning and end */            newm=savm;
   int c,  h , cpt,l;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   int ju,jl, mi;            for (kk=1; kk<=cptcovage;kk++) {
   int i1,j1, k1,jk,aa,bb, stepsize;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;            }
              out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   int hstepm, nhstepm;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   double bage, fage, age, agelim, agebase;            savm=oldm;
   double ftolpl=FTOL;            oldm=newm;
   double **prlim;          } /* end mult */
   double *severity;        
   double ***param; /* Matrix of parameters */          s1=s[mw[mi][i]][i];
   double  *p;          s2=s[mw[mi+1][i]][i];
   double **matcov; /* Matrix of covariance */          bbh=(double)bh[mi][i]/(double)stepm; 
   double ***delti3; /* Scale */          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 */
   double *delti; /* Scale */          ipmx +=1;
   double ***eij, ***vareij;          sw += weight[i];
   double **varpl; /* Variances of prevalence limits by age */          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   double *epj, vepp;        } /* end of wave */
   char version[80]="Imach version 62c, May 1999, INED-EUROREVES ";      } /* end of individual */
   char *alph[]={"a","a","b","c","d","e"}, str[4];    }else if (mle==4){  /* ml=4 no inter-extrapolation */
   char z[1]="c", occ;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 #include <sys/time.h>        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 #include <time.h>        for(mi=1; mi<= wav[i]-1; mi++){
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];          for (ii=1;ii<=nlstate+ndeath;ii++)
   /* long total_usecs;            for (j=1;j<=nlstate+ndeath;j++){
   struct timeval start_time, end_time;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
                savm[ii][j]=(ii==j ? 1.0 : 0.0);
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */            }
           for(d=0; d<dh[mi][i]; d++){
             newm=savm;
   printf("\nIMACH, Version 0.63");            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   printf("\nEnter the parameter file name: ");            for (kk=1; kk<=cptcovage;kk++) {
               cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 #ifdef windows            }
   scanf("%s",pathtot);          
   getcwd(pathcd, size);            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   cutv(path,optionfile,pathtot,'\\');                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   chdir(path);            savm=oldm;
   replace(pathc,path);            oldm=newm;
 #endif          } /* end mult */
 #ifdef unix        
   scanf("%s",optionfile);          s1=s[mw[mi][i]][i];
 #endif          s2=s[mw[mi+1][i]][i];
           if( s2 > nlstate){ 
 /*-------- arguments in the command line --------*/            lli=log(out[s1][s2] - savm[s1][s2]);
           }else{
   strcpy(fileres,"r");            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
   strcat(fileres, optionfile);          }
           ipmx +=1;
   /*---------arguments file --------*/          sw += weight[i];
           ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   if((ficpar=fopen(optionfile,"r"))==NULL)    {  /*      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]); */
     printf("Problem with optionfile %s\n",optionfile);        } /* end of wave */
     goto end;      } /* end of individual */
   }    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
       for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   strcpy(filereso,"o");        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   strcat(filereso,fileres);        for(mi=1; mi<= wav[i]-1; mi++){
   if((ficparo=fopen(filereso,"w"))==NULL) {          for (ii=1;ii<=nlstate+ndeath;ii++)
     printf("Problem with Output resultfile: %s\n", filereso);goto end;            for (j=1;j<=nlstate+ndeath;j++){
   }              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
               savm[ii][j]=(ii==j ? 1.0 : 0.0);
   /* Reads comments: lines beginning with '#' */            }
   while((c=getc(ficpar))=='#' && c!= EOF){          for(d=0; d<dh[mi][i]; d++){
     ungetc(c,ficpar);            newm=savm;
     fgets(line, MAXLINE, ficpar);            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     puts(line);            for (kk=1; kk<=cptcovage;kk++) {
     fputs(line,ficparo);              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   }            }
   ungetc(c,ficpar);          
             out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   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);                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   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);            savm=oldm;
   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);            oldm=newm;
           } /* end mult */
   covar=matrix(1,NCOVMAX,1,n);            
   if (strlen(model)<=1) cptcovn=0;          s1=s[mw[mi][i]][i];
   else {          s2=s[mw[mi+1][i]][i];
     j=0;          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
     j=nbocc(model,'+');          ipmx +=1;
     cptcovn=j+1;          sw += weight[i];
   }          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
           /*printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]);*/
   ncovmodel=2+cptcovn;        } /* end of wave */
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */      } /* end of individual */
      } /* End of if */
   /* Read guess parameters */    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
   /* Reads comments: lines beginning with '#' */    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
   while((c=getc(ficpar))=='#' && c!= EOF){    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
     ungetc(c,ficpar);    return -l;
     fgets(line, MAXLINE, ficpar);  }
     puts(line);  
     fputs(line,ficparo);  /*************** log-likelihood *************/
   }  double funcone( double *x)
   ungetc(c,ficpar);  {
      /* Same as likeli but slower because of a lot of printf and if */
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    int i, ii, j, k, mi, d, kk;
     for(i=1; i <=nlstate; i++)    double l, ll[NLSTATEMAX+1], cov[NCOVMAX+1];
     for(j=1; j <=nlstate+ndeath-1; j++){    double **out;
       fscanf(ficpar,"%1d%1d",&i1,&j1);    double lli; /* Individual log likelihood */
       fprintf(ficparo,"%1d%1d",i1,j1);    double llt;
       printf("%1d%1d",i,j);    int s1, s2;
       for(k=1; k<=ncovmodel;k++){    double bbh, survp;
         fscanf(ficpar," %lf",&param[i][j][k]);    /*extern weight */
         printf(" %lf",param[i][j][k]);    /* We are differentiating ll according to initial status */
         fprintf(ficparo," %lf",param[i][j][k]);    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
       }    /*for(i=1;i<imx;i++) 
       fscanf(ficpar,"\n");      printf(" %d\n",s[4][i]);
       printf("\n");    */
       fprintf(ficparo,"\n");    cov[1]=1.;
     }  
      for(k=1; k<=nlstate; k++) ll[k]=0.;
   npar= (nlstate+ndeath-1)*nlstate*ncovmodel;  
   p=param[1][1];    for (i=1,ipmx=0, sw=0.; i<=imx; i++){
        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   /* Reads comments: lines beginning with '#' */      for(mi=1; mi<= wav[i]-1; mi++){
   while((c=getc(ficpar))=='#' && c!= EOF){        for (ii=1;ii<=nlstate+ndeath;ii++)
     ungetc(c,ficpar);          for (j=1;j<=nlstate+ndeath;j++){
     fgets(line, MAXLINE, ficpar);            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     puts(line);            savm[ii][j]=(ii==j ? 1.0 : 0.0);
     fputs(line,ficparo);          }
   }        for(d=0; d<dh[mi][i]; d++){
   ungetc(c,ficpar);          newm=savm;
           cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);          for (kk=1; kk<=cptcovage;kk++) {
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   for(i=1; i <=nlstate; i++){          }
     for(j=1; j <=nlstate+ndeath-1; j++){          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       fscanf(ficpar,"%1d%1d",&i1,&j1);                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       printf("%1d%1d",i,j);          savm=oldm;
       fprintf(ficparo,"%1d%1d",i1,j1);          oldm=newm;
       for(k=1; k<=ncovmodel;k++){        } /* end mult */
         fscanf(ficpar,"%le",&delti3[i][j][k]);        
         printf(" %le",delti3[i][j][k]);        s1=s[mw[mi][i]][i];
         fprintf(ficparo," %le",delti3[i][j][k]);        s2=s[mw[mi+1][i]][i];
       }        bbh=(double)bh[mi][i]/(double)stepm; 
       fscanf(ficpar,"\n");        /* bias is positive if real duration
       printf("\n");         * is higher than the multiple of stepm and negative otherwise.
       fprintf(ficparo,"\n");         */
     }        if( s2 > nlstate && (mle <5) ){  /* Jackson */
   }          lli=log(out[s1][s2] - savm[s1][s2]);
   delti=delti3[1][1];        } else if  (s2==-2) {
            for (j=1,survp=0. ; j<=nlstate; j++) 
   /* Reads comments: lines beginning with '#' */            survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
   while((c=getc(ficpar))=='#' && c!= EOF){          lli= log(survp);
     ungetc(c,ficpar);        }else if (mle==1){
     fgets(line, MAXLINE, ficpar);          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
     puts(line);        } else if(mle==2){
     fputs(line,ficparo);          lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
   }        } else if(mle==3){  /* exponential inter-extrapolation */
   ungetc(c,ficpar);          lli= (savm[s1][s2]>(double)1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
          } else if (mle==4){  /* mle=4 no inter-extrapolation */
   matcov=matrix(1,npar,1,npar);          lli=log(out[s1][s2]); /* Original formula */
   for(i=1; i <=npar; i++){        } else{  /* mle=0 back to 1 */
     fscanf(ficpar,"%s",&str);          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
     printf("%s",str);          /*lli=log(out[s1][s2]); */ /* Original formula */
     fprintf(ficparo,"%s",str);        } /* End of if */
     for(j=1; j <=i; j++){        ipmx +=1;
       fscanf(ficpar," %le",&matcov[i][j]);        sw += weight[i];
       printf(" %.5le",matcov[i][j]);        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
       fprintf(ficparo," %.5le",matcov[i][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]); */
     }        if(globpr){
     fscanf(ficpar,"\n");          fprintf(ficresilk,"%9d %6d %2d %2d %1d %1d %3d %11.6f %8.4f\
     printf("\n");   %11.6f %11.6f %11.6f ", \
     fprintf(ficparo,"\n");                  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(i=1; i <=npar; i++)          for(k=1,llt=0.,l=0.; k<=nlstate; k++){
     for(j=i+1;j<=npar;j++)            llt +=ll[k]*gipmx/gsw;
       matcov[i][j]=matcov[j][i];            fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
              }
   printf("\n");          fprintf(ficresilk," %10.6f\n", -llt);
         }
       } /* end of wave */
    if(mle==1){    } /* end of individual */
     /*-------- data file ----------*/    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
     if((ficres =fopen(fileres,"w"))==NULL) {    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
       printf("Problem with resultfile: %s\n", fileres);goto end;    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
     }    if(globpr==0){ /* First time we count the contributions and weights */
     fprintf(ficres,"#%s\n",version);      gipmx=ipmx;
          gsw=sw;
     if((fic=fopen(datafile,"r"))==NULL)    {    }
       printf("Problem with datafile: %s\n", datafile);goto end;    return -l;
     }  }
   
     n= lastobs;  
     severity = vector(1,maxwav);  /*************** function likelione ***********/
     outcome=imatrix(1,maxwav+1,1,n);  void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
     num=ivector(1,n);  {
     moisnais=vector(1,n);    /* This routine should help understanding what is done with 
     annais=vector(1,n);       the selection of individuals/waves and
     moisdc=vector(1,n);       to check the exact contribution to the likelihood.
     andc=vector(1,n);       Plotting could be done.
     agedc=vector(1,n);     */
     cod=ivector(1,n);    int k;
     weight=vector(1,n);  
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */    if(*globpri !=0){ /* Just counts and sums, no printings */
     mint=matrix(1,maxwav,1,n);      strcpy(fileresilk,"ilk"); 
     anint=matrix(1,maxwav,1,n);      strcat(fileresilk,fileres);
     s=imatrix(1,maxwav+1,1,n);      if((ficresilk=fopen(fileresilk,"w"))==NULL) {
     adl=imatrix(1,maxwav+1,1,n);            printf("Problem with resultfile: %s\n", fileresilk);
     tab=ivector(1,NCOVMAX);        fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
     ncodemax=ivector(1,8);      }
       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");
     i=1;      fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
     while (fgets(line, MAXLINE, fic) != NULL)    {      /*  i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
       if ((i >= firstobs) && (i <=lastobs)) {      for(k=1; k<=nlstate; k++) 
                fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
         for (j=maxwav;j>=1;j--){      fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
           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);    *fretone=(*funcone)(p);
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);    if(*globpri !=0){
         }      fclose(ficresilk);
              fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);      fflush(fichtm); 
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);    } 
     return;
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);  }
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);  
   
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);  /*********** Maximum Likelihood Estimation ***************/
         for (j=ncov;j>=1;j--){  
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
         }  {
         num[i]=atol(stra);    int i,j, iter;
     double **xi;
         /*printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.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]),  (mint[5][i]), (anint[5][i]), (s[5][i]),  (mint[6][i]), (anint[6][i]), (s[6][i]));*/    double fret;
     double fretone; /* Only one call to likelihood */
         i=i+1;    /*  char filerespow[FILENAMELENGTH];*/
       }    xi=matrix(1,npar,1,npar);
     }    for (i=1;i<=npar;i++)
       for (j=1;j<=npar;j++)
     /*scanf("%d",i);*/        xi[i][j]=(i==j ? 1.0 : 0.0);
   imx=i-1; /* Number of individuals */    printf("Powell\n");  fprintf(ficlog,"Powell\n");
     strcpy(filerespow,"pow"); 
   /* Calculation of the number of parameter from char model*/    strcat(filerespow,fileres);
   Tvar=ivector(1,8);        if((ficrespow=fopen(filerespow,"w"))==NULL) {
          printf("Problem with resultfile: %s\n", filerespow);
   if (strlen(model) >1){      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
     j=0;    }
     j=nbocc(model,'+');    fprintf(ficrespow,"# Powell\n# iter -2*LL");
     cptcovn=j+1;    for (i=1;i<=nlstate;i++)
          for(j=1;j<=nlstate+ndeath;j++)
     strcpy(modelsav,model);        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
     if (j==0) {    fprintf(ficrespow,"\n");
       cutv(stra,strb,modelsav,'V'); Tvar[1]=atoi(strb);  
     }    powell(p,xi,npar,ftol,&iter,&fret,func);
     else {  
       for(i=j; i>=1;i--){    free_matrix(xi,1,npar,1,npar);
         cutv(stra,strb,modelsav,'+');    fclose(ficrespow);
         if (strchr(strb,'*')) {    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
           cutv(strd,strc,strb,'*');    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
           cutv(strb,stre,strc,'V');Tvar[i+1]=ncov+1;    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
           cutv(strb,strc,strd,'V');  
           for (k=1; k<=lastobs;k++)  }
             covar[ncov+1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];  
         }  /**** Computes Hessian and covariance matrix ***/
         else {cutv(strd,strc,strb,'V');  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
         Tvar[i+1]=atoi(strc);  {
         }    double  **a,**y,*x,pd;
         strcpy(modelsav,stra);      double **hess;
       }    int i, j,jk;
       cutv(strd,strc,stra,'V');    int *indx;
       Tvar[1]=atoi(strc);  
     }    double hessii(double p[], double delta, int theta, double delti[],double (*func)(double []),int npar);
   }    double hessij(double p[], double delti[], int i, int j,double (*func)(double []),int npar);
   /*printf("tvar=%d ",Tvar[1]);    void lubksb(double **a, int npar, int *indx, double b[]) ;
   scanf("%d ",i);*/    void ludcmp(double **a, int npar, int *indx, double *d) ;
     fclose(fic);    double gompertz(double p[]);
     hess=matrix(1,npar,1,npar);
     if (weightopt != 1) { /* Maximisation without weights*/  
       for(i=1;i<=n;i++) weight[i]=1.0;    printf("\nCalculation of the hessian matrix. Wait...\n");
     }    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
     /*-calculation of age at interview from date of interview and age at death -*/    for (i=1;i<=npar;i++){
     agev=matrix(1,maxwav,1,imx);      printf("%d",i);fflush(stdout);
          fprintf(ficlog,"%d",i);fflush(ficlog);
     for (i=1; i<=imx; i++)  {     
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);       hess[i][i]=hessii(p,ftolhess,i,delti,func,npar);
       for(m=1; (m<= maxwav); m++){      
         if(s[m][i] >0){      /*  printf(" %f ",p[i]);
           if (s[m][i] == nlstate+1) {          printf(" %lf %lf %lf",hess[i][i],ftolhess,delti[i]);*/
             if(agedc[i]>0)    }
               if(moisdc[i]!=99 && andc[i]!=9999)    
               agev[m][i]=agedc[i];    for (i=1;i<=npar;i++) {
             else{      for (j=1;j<=npar;j++)  {
               printf("Warning negative age at death: %d line:%d\n",num[i],i);        if (j>i) { 
               agev[m][i]=-1;          printf(".%d%d",i,j);fflush(stdout);
             }          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
           }          hess[i][j]=hessij(p,delti,i,j,func,npar);
           else if(s[m][i] !=9){ /* Should no more exist */          
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);          hess[j][i]=hess[i][j];    
             if(mint[m][i]==99 || anint[m][i]==9999)          /*printf(" %lf ",hess[i][j]);*/
               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);*/    printf("\n");
             }    fprintf(ficlog,"\n");
             else if(agev[m][i] >agemax){  
               agemax=agev[m][i];    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
             }    
             /*agev[m][i]=anint[m][i]-annais[i];*/    a=matrix(1,npar,1,npar);
             /*   agev[m][i] = age[i]+2*m;*/    y=matrix(1,npar,1,npar);
           }    x=vector(1,npar);
           else { /* =9 */    indx=ivector(1,npar);
             agev[m][i]=1;    for (i=1;i<=npar;i++)
             s[m][i]=-1;      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
           }    ludcmp(a,npar,indx,&pd);
         }  
         else /*= 0 Unknown */    for (j=1;j<=npar;j++) {
           agev[m][i]=1;      for (i=1;i<=npar;i++) x[i]=0;
       }      x[j]=1;
          lubksb(a,npar,indx,x);
     }      for (i=1;i<=npar;i++){ 
     for (i=1; i<=imx; i++)  {        matcov[i][j]=x[i];
       for(m=1; (m<= maxwav); m++){      }
         if (s[m][i] > (nlstate+ndeath)) {    }
           printf("Error: Wrong value in nlstate or ndeath\n");    
           goto end;    printf("\n#Hessian matrix#\n");
         }    fprintf(ficlog,"\n#Hessian matrix#\n");
       }    for (i=1;i<=npar;i++) { 
     }      for (j=1;j<=npar;j++) { 
         printf("%.3e ",hess[i][j]);
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);        fprintf(ficlog,"%.3e ",hess[i][j]);
       }
     free_vector(severity,1,maxwav);      printf("\n");
     free_imatrix(outcome,1,maxwav+1,1,n);      fprintf(ficlog,"\n");
     free_vector(moisnais,1,n);    }
     free_vector(annais,1,n);  
     free_matrix(mint,1,maxwav,1,n);    /* Recompute Inverse */
     free_matrix(anint,1,maxwav,1,n);    for (i=1;i<=npar;i++)
     free_vector(moisdc,1,n);      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
     free_vector(andc,1,n);    ludcmp(a,npar,indx,&pd);
   
        /*  printf("\n#Hessian matrix recomputed#\n");
     wav=ivector(1,imx);  
     dh=imatrix(1,lastpass-firstpass+1,1,imx);    for (j=1;j<=npar;j++) {
     mw=imatrix(1,lastpass-firstpass+1,1,imx);      for (i=1;i<=npar;i++) x[i]=0;
          x[j]=1;
     /* Concatenates waves */      lubksb(a,npar,indx,x);
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);      for (i=1;i<=npar;i++){ 
         y[i][j]=x[i];
         printf("%.3e ",y[i][j]);
 Tcode=ivector(1,100);        fprintf(ficlog,"%.3e ",y[i][j]);
    nbcode=imatrix(1,nvar,1,8);        }
    ncodemax[1]=1;      printf("\n");
    if (cptcovn > 0) tricode(Tvar,nbcode,imx);      fprintf(ficlog,"\n");
      }
    codtab=imatrix(1,100,1,10);    */
    h=0;  
    m=pow(2,cptcovn);    free_matrix(a,1,npar,1,npar);
      free_matrix(y,1,npar,1,npar);
    for(k=1;k<=cptcovn; k++){    free_vector(x,1,npar);
      for(i=1; i <=(m/pow(2,k));i++){    free_ivector(indx,1,npar);
        for(j=1; j <= ncodemax[k]; j++){    free_matrix(hess,1,npar,1,npar);
          for(cpt=1; cpt <=(m/pow(2,cptcovn+1-k)); cpt++){  
            h++;  
            if (h>m) h=1;codtab[h][k]=j;  }
          }  
        }  /*************** hessian matrix ****************/
      }  double hessii(double x[], double delta, int theta, double delti[], double (*func)(double []), int npar)
    }  {
     int i;
    /*for(i=1; i <=m ;i++){    int l=1, lmax=20;
      for(k=1; k <=cptcovn; k++){    double k1,k2;
        printf("i=%d k=%d %d ",i,k,codtab[i][k]);    double p2[MAXPARM+1]; /* identical to x */
      }    double res;
      printf("\n");    double delt=0.0001, delts, nkhi=10.,nkhif=1., khi=1.e-4;
    }*/    double fx;
    /*scanf("%d",i);*/    int k=0,kmax=10;
        double l1;
    /* Calculates basic frequencies. Computes observed prevalence at single age  
        and prints on file fileres'p'. */    fx=func(x);
   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);    for (i=1;i<=npar;i++) p2[i]=x[i];
     for(l=0 ; l <=lmax; l++){
       l1=pow(10,l);
   /*scanf("%d ",i);*/      delts=delt;
       for(k=1 ; k <kmax; k=k+1){
         delt = delta*(l1*k);
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        p2[theta]=x[theta] +delt;
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        k1=func(p2)-fx;
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        p2[theta]=x[theta]-delt;
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        k2=func(p2)-fx;
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */        /*res= (k1-2.0*fx+k2)/delt/delt; */
            res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
     /* 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] */  #ifdef DEBUGHESS
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */        printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
            fprintf(ficlog,"%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);  #endif
         /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
            if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
     /*--------- results files --------------*/          k=kmax;
     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);        }
            else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
    jk=1;          k=kmax; l=lmax*10.;
    fprintf(ficres,"# Parameters\n");        }
    printf("# Parameters\n");        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
    for(i=1,jk=1; i <=nlstate; i++){          delts=delt;
      for(k=1; k <=(nlstate+ndeath); k++){        }
        if (k != i)      }
          {    }
            printf("%d%d ",i,k);    delti[theta]=delts;
            fprintf(ficres,"%1d%1d ",i,k);    return res; 
            for(j=1; j <=ncovmodel; j++){    
              printf("%f ",p[jk]);  }
              fprintf(ficres,"%f ",p[jk]);  
              jk++;  double hessij( double x[], double delti[], int thetai,int thetaj,double (*func)(double []),int npar)
            }  {
            printf("\n");    int i;
            fprintf(ficres,"\n");    int l=1, l1, lmax=20;
          }    double k1,k2,k3,k4,res,fx;
      }    double p2[MAXPARM+1];
    }    int k;
   
     /* Computing hessian and covariance matrix */    fx=func(x);
     ftolhess=ftol; /* Usually correct */    for (k=1; k<=2; k++) {
     hesscov(matcov, p, npar, delti, ftolhess, func);      for (i=1;i<=npar;i++) p2[i]=x[i];
     fprintf(ficres,"# Scales\n");      p2[thetai]=x[thetai]+delti[thetai]/k;
     printf("# Scales\n");      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
      for(i=1,jk=1; i <=nlstate; i++){      k1=func(p2)-fx;
       for(j=1; j <=nlstate+ndeath; j++){    
         if (j!=i) {      p2[thetai]=x[thetai]+delti[thetai]/k;
           fprintf(ficres,"%1d%1d",i,j);      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
           printf("%1d%1d",i,j);      k2=func(p2)-fx;
           for(k=1; k<=ncovmodel;k++){    
             printf(" %.5e",delti[jk]);      p2[thetai]=x[thetai]-delti[thetai]/k;
             fprintf(ficres," %.5e",delti[jk]);      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
             jk++;      k3=func(p2)-fx;
           }    
           printf("\n");      p2[thetai]=x[thetai]-delti[thetai]/k;
           fprintf(ficres,"\n");      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
         }      k4=func(p2)-fx;
       }      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
       }  #ifdef DEBUG
          printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
     k=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);
     fprintf(ficres,"# Covariance\n");  #endif
     printf("# Covariance\n");    }
     for(i=1;i<=npar;i++){    return res;
       /*  if (k>nlstate) k=1;  }
       i1=(i-1)/(ncovmodel*nlstate)+1;  
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);  /************** Inverse of matrix **************/
       printf("%s%d%d",alph[k],i1,tab[i]);*/  void ludcmp(double **a, int n, int *indx, double *d) 
       fprintf(ficres,"%3d",i);  { 
       printf("%3d",i);    int i,imax,j,k; 
       for(j=1; j<=i;j++){    double big,dum,sum,temp; 
         fprintf(ficres," %.5e",matcov[i][j]);    double *vv; 
         printf(" %.5e",matcov[i][j]);   
       }    vv=vector(1,n); 
       fprintf(ficres,"\n");    *d=1.0; 
       printf("\n");    for (i=1;i<=n;i++) { 
       k++;      big=0.0; 
     }      for (j=1;j<=n;j++) 
            if ((temp=fabs(a[i][j])) > big) big=temp; 
     while((c=getc(ficpar))=='#' && c!= EOF){      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
       ungetc(c,ficpar);      vv[i]=1.0/big; 
       fgets(line, MAXLINE, ficpar);    } 
       puts(line);    for (j=1;j<=n;j++) { 
       fputs(line,ficparo);      for (i=1;i<j;i++) { 
     }        sum=a[i][j]; 
     ungetc(c,ficpar);        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
          a[i][j]=sum; 
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);      } 
          big=0.0; 
     if (fage <= 2) {      for (i=j;i<=n;i++) { 
       bage = agemin;        sum=a[i][j]; 
       fage = agemax;        for (k=1;k<j;k++) 
     }          sum -= a[i][k]*a[k][j]; 
         a[i][j]=sum; 
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");        if ( (dum=vv[i]*fabs(sum)) >= big) { 
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);          big=dum; 
 /*------------ gnuplot -------------*/          imax=i; 
 chdir(pathcd);        } 
   if((ficgp=fopen("graph.plt","w"))==NULL) {      } 
     printf("Problem with file graph.gp");goto end;      if (j != imax) { 
   }        for (k=1;k<=n;k++) { 
 #ifdef windows          dum=a[imax][k]; 
   fprintf(ficgp,"cd \"%s\" \n",pathc);          a[imax][k]=a[j][k]; 
 #endif          a[j][k]=dum; 
 m=pow(2,cptcovn);        } 
          *d = -(*d); 
  /* 1eme*/        vv[imax]=vv[j]; 
   for (cpt=1; cpt<= nlstate ; cpt ++) {      } 
    for (k1=1; k1<= m ; k1 ++) {      indx[j]=imax; 
       if (a[j][j] == 0.0) a[j][j]=TINY; 
 #ifdef windows      if (j != n) { 
     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);        dum=1.0/(a[j][j]); 
 #endif        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
 #ifdef unix      } 
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);    } 
 #endif    free_vector(vv,1,n);  /* Doesn't work */
   ;
 for (i=1; i<= nlstate ; i ++) {  } 
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");  
   else fprintf(ficgp," \%%*lf (\%%*lf)");  void lubksb(double **a, int n, int *indx, double b[]) 
 }  { 
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);    int i,ii=0,ip,j; 
     for (i=1; i<= nlstate ; i ++) {    double sum; 
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");   
   else fprintf(ficgp," \%%*lf (\%%*lf)");    for (i=1;i<=n;i++) { 
 }      ip=indx[i]; 
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);      sum=b[ip]; 
      for (i=1; i<= nlstate ; i ++) {      b[ip]=b[i]; 
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");      if (ii) 
   else fprintf(ficgp," \%%*lf (\%%*lf)");        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
 }        else if (sum) ii=i; 
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));      b[i]=sum; 
 #ifdef unix    } 
 fprintf(ficgp,"\nset ter gif small size 400,300");    for (i=n;i>=1;i--) { 
 #endif      sum=b[i]; 
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
    }      b[i]=sum/a[i][i]; 
   }    } 
   /*2 eme*/  } 
   
   for (k1=1; k1<= m ; k1 ++) {  void pstamp(FILE *fichier)
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);  {
        fprintf(fichier,"# %s.%s\n#%s\n#%s\n# %s", optionfilefiname,optionfilext,version,fullversion,strstart);
     for (i=1; i<= nlstate+1 ; i ++) {  }
       k=2*i;  
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);  /************ Frequencies ********************/
       for (j=1; j<= nlstate+1 ; j ++) {  void  freqsummary(char fileres[], int iagemin, int iagemax, int **s, double **agev, int nlstate, int imx, int *Tvaraff, int **nbcode, int *ncodemax,double **mint,double **anint, char strstart[])
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");  {  /* Some frequencies */
   else fprintf(ficgp," \%%*lf (\%%*lf)");    
 }      int i, m, jk, k1,i1, j1, bool, z1,j;
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");    int first;
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);    double ***freq; /* Frequencies */
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);    double *pp, **prop;
       for (j=1; j<= nlstate+1 ; j ++) {    double pos,posprop, k2, dateintsum=0,k2cpt=0;
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    char fileresp[FILENAMELENGTH];
         else fprintf(ficgp," \%%*lf (\%%*lf)");    
 }      pp=vector(1,nlstate);
       fprintf(ficgp,"\" t\"\" w l 0,");    prop=matrix(1,nlstate,iagemin,iagemax+3);
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);    strcpy(fileresp,"p");
       for (j=1; j<= nlstate+1 ; j ++) {    strcat(fileresp,fileres);
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    if((ficresp=fopen(fileresp,"w"))==NULL) {
   else fprintf(ficgp," \%%*lf (\%%*lf)");      printf("Problem with prevalence resultfile: %s\n", fileresp);
 }        fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");      exit(0);
       else fprintf(ficgp,"\" t\"\" w l 0,");    }
     }    freq= ma3x(-5,nlstate+ndeath,-5,nlstate+ndeath,iagemin,iagemax+3);
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);    j1=0;
   }    
      j=cptcoveff;
   /*3eme*/    if (cptcovn<1) {j=1;ncodemax[1]=1;}
   
    for (k1=1; k1<= m ; k1 ++) {    first=1;
     for (cpt=1; cpt<= nlstate ; cpt ++) {  
       k=2+nlstate*(cpt-1);    for(k1=1; k1<=j;k1++){
       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(i1=1; i1<=ncodemax[k1];i1++){
       for (i=1; i< nlstate ; i ++) {        j1++;
         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);        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
       }          scanf("%d", i);*/
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);        for (i=-5; i<=nlstate+ndeath; i++)  
     }          for (jk=-5; jk<=nlstate+ndeath; jk++)  
    }            for(m=iagemin; m <= iagemax+3; m++)
                freq[i][jk][m]=0;
   /* CV preval stat */  
     for (k1=1; k1<= m ; k1 ++) {      for (i=1; i<=nlstate; i++)  
     for (cpt=1; cpt<nlstate ; cpt ++) {        for(m=iagemin; m <= iagemax+3; m++)
       k=3;          prop[i][m]=0;
       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);        
       for (i=1; i< nlstate ; i ++)        dateintsum=0;
         fprintf(ficgp,"+$%d",k+i+1);        k2cpt=0;
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);        for (i=1; i<=imx; i++) {
                bool=1;
       l=3+(nlstate+ndeath)*cpt;          if  (cptcovn>0) {
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);            for (z1=1; z1<=cptcoveff; z1++) 
       for (i=1; i< nlstate ; i ++) {              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
         l=3+(nlstate+ndeath)*cpt;                bool=0;
         fprintf(ficgp,"+$%d",l+i+1);          }
       }          if (bool==1){
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);              for(m=firstpass; m<=lastpass; m++){
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);              k2=anint[m][i]+(mint[m][i]/12.);
     }              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
   }                if(agev[m][i]==0) agev[m][i]=iagemax+1;
                  if(agev[m][i]==1) agev[m][i]=iagemax+2;
   /* proba elementaires */                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
   for(i=1,jk=1; i <=nlstate; i++){                if (m<lastpass) {
     for(k=1; k <=(nlstate+ndeath); k++){                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
       if (k != i) {                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
         /*  fprintf(ficgp,"%1d%1d ",i,k);*/                }
         for(j=1; j <=ncovmodel; j++){                
           fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
           jk++;                  dateintsum=dateintsum+k2;
           fprintf(ficgp,"\n");                  k2cpt++;
         }                }
       }                /*}*/
     }            }
   }          }
   for(jk=1; jk <=m; jk++) {        }
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);         
   for(i=1; i <=nlstate; i++) {        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
     for(k=1; k <=(nlstate+ndeath); k++){        pstamp(ficresp);
       if (k != i) {        if  (cptcovn>0) {
         fprintf(ficgp," exp(a%d%d+b%d%d*x",i,k,i,k);          fprintf(ficresp, "\n#********** Variable "); 
         for(j=3; j <=ncovmodel; j++)          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficgp,"+%s%d%d*%d",alph[j],i,k,nbcode[Tvar[j-2]][codtab[jk][j-2]]);          fprintf(ficresp, "**********\n#");
         fprintf(ficgp,")/(1");        }
         for(k1=1; k1 <=(nlstate+ndeath); k1++)        for(i=1; i<=nlstate;i++) 
           if (k1 != i) {          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
             fprintf(ficgp,"+exp(a%d%d+b%d%d*x",i,k1,i,k1);        fprintf(ficresp, "\n");
             for(j=3; j <=ncovmodel; j++)        
               fprintf(ficgp,"+%s%d%d*%d",alph[j],i,k,nbcode[Tvar[j-2]][codtab[jk][j-2]]);        for(i=iagemin; i <= iagemax+3; i++){
             fprintf(ficgp,")");          if(i==iagemax+3){
           }            fprintf(ficlog,"Total");
         fprintf(ficgp,") t \"p%d%d\" ", i,k);          }else{
       if ((i+k)!= (nlstate*2+ndeath)) fprintf(ficgp,",");            if(first==1){
       }              first=0;
     }              printf("See log file for details...\n");
   }            }
 fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);              fprintf(ficlog,"Age %d", i);
   }          }
            for(jk=1; jk <=nlstate ; jk++){
  fclose(ficgp);            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
               pp[jk] += freq[jk][m][i]; 
     chdir(path);          }
     free_matrix(agev,1,maxwav,1,imx);          for(jk=1; jk <=nlstate ; jk++){
     free_ivector(wav,1,imx);            for(m=-1, pos=0; m <=0 ; m++)
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);              pos += freq[jk][m][i];
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);            if(pp[jk]>=1.e-10){
                  if(first==1){
     free_imatrix(s,1,maxwav+1,1,n);                printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
                  }
                  fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
     free_ivector(num,1,n);            }else{
     free_vector(agedc,1,n);              if(first==1)
     free_vector(weight,1,n);                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
     /*free_matrix(covar,1,NCOVMAX,1,n);*/              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
     fclose(ficparo);            }
     fclose(ficres);          }
    }  
              for(jk=1; jk <=nlstate ; jk++){
    /*________fin mle=1_________*/            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
                  pp[jk] += freq[jk][m][i];
           }       
            for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
     /* No more information from the sample is required now */            pos += pp[jk];
   /* Reads comments: lines beginning with '#' */            posprop += prop[jk][i];
   while((c=getc(ficpar))=='#' && c!= EOF){          }
     ungetc(c,ficpar);          for(jk=1; jk <=nlstate ; jk++){
     fgets(line, MAXLINE, ficpar);            if(pos>=1.e-5){
     puts(line);              if(first==1)
     fputs(line,ficparo);                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
   }              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
   ungetc(c,ficpar);            }else{
                if(first==1)
                 printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);            }
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);            if( i <= iagemax){
 /*--------- index.htm --------*/              if(pos>=1.e-5){
                 fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
   if((fichtm=fopen("index.htm","w"))==NULL)    {                /*probs[i][jk][j1]= pp[jk]/pos;*/
     printf("Problem with index.htm \n");goto end;                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
   }              }
               else
  fprintf(fichtm,"<body><ul> Imach, Version 0.63<hr> <li>Outputs files<br><br>\n                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n            }
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>          }
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>          
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>          for(jk=-1; jk <=nlstate+ndeath; jk++)
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>            for(m=-1; m <=nlstate+ndeath; m++)
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>              if(freq[jk][m][i] !=0 ) {
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>              if(first==1)
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br><br>",fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
               }
  fprintf(fichtm," <li>Graphs</li>\n<p>");          if(i <= iagemax)
             fprintf(ficresp,"\n");
  m=cptcovn;          if(first==1)
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}            printf("Others in log...\n");
           fprintf(ficlog,"\n");
  j1=0;        }
  for(k1=1; k1<=m;k1++){      }
    for(i1=1; i1<=ncodemax[k1];i1++){    }
        j1++;    dateintmean=dateintsum/k2cpt; 
        if (cptcovn > 0) {   
          fprintf(fichtm,"<hr>************ Results for covariates");    fclose(ficresp);
          for (cpt=1; cpt<=cptcovn;cpt++)    free_ma3x(freq,-5,nlstate+ndeath,-5,nlstate+ndeath, iagemin, iagemax+3);
            fprintf(fichtm," V%d=%d ",Tvar[cpt],nbcode[Tvar[cpt]][codtab[j1][cpt]]);    free_vector(pp,1,nlstate);
          fprintf(fichtm," ************\n<hr>");    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
        }    /* End of Freq */
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>  }
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);      
        for(cpt=1; cpt<nlstate;cpt++){  /************ Prevalence ********************/
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>  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)
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);  {  
        }    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
     for(cpt=1; cpt<=nlstate;cpt++) {       in each health status at the date of interview (if between dateprev1 and dateprev2).
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident       We still use firstpass and lastpass as another selection.
 interval) in state (%d): v%s%d%d.gif <br>    */
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);     
      }    int i, m, jk, k1, i1, j1, bool, z1,j;
      for(cpt=1; cpt<=nlstate;cpt++) {    double ***freq; /* Frequencies */
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>    double *pp, **prop;
 <img src=\"ex%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);    double pos,posprop; 
      }    double  y2; /* in fractional years */
      fprintf(fichtm,"\n<br>- Total life expectancy by age and    int iagemin, iagemax;
 health expectancies in states (1) and (2): e%s%d.gif<br>  
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);    iagemin= (int) agemin;
 fprintf(fichtm,"\n</body>");    iagemax= (int) agemax;
    }    /*pp=vector(1,nlstate);*/
  }    prop=matrix(1,nlstate,iagemin,iagemax+3); 
 fclose(fichtm);    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
     j1=0;
   /*--------------- Prevalence limit --------------*/    
      j=cptcoveff;
   strcpy(filerespl,"pl");    if (cptcovn<1) {j=1;ncodemax[1]=1;}
   strcat(filerespl,fileres);    
   if((ficrespl=fopen(filerespl,"w"))==NULL) {    for(k1=1; k1<=j;k1++){
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;      for(i1=1; i1<=ncodemax[k1];i1++){
   }        j1++;
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);        
   fprintf(ficrespl,"#Prevalence limit\n");        for (i=1; i<=nlstate; i++)  
   fprintf(ficrespl,"#Age ");          for(m=iagemin; m <= iagemax+3; m++)
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);            prop[i][m]=0.0;
   fprintf(ficrespl,"\n");       
          for (i=1; i<=imx; i++) { /* Each individual */
   prlim=matrix(1,nlstate,1,nlstate);          bool=1;
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          if  (cptcovn>0) {
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */            for (z1=1; z1<=cptcoveff; z1++) 
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */                bool=0;
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */          } 
   k=0;          if (bool==1) { 
   agebase=agemin;            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
   agelim=agemax;              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
   ftolpl=1.e-10;              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
   i1=cptcovn;                if(agev[m][i]==0) agev[m][i]=iagemax+1;
   if (cptcovn < 1){i1=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); 
   for(cptcov=1;cptcov<=i1;cptcov++){                if (s[m][i]>0 && s[m][i]<=nlstate) { 
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){                  /*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]]);*/
         k=k+1;                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/                  prop[s[m][i]][iagemax+3] += weight[i]; 
         fprintf(ficrespl,"\n#****** ");                } 
         for(j=1;j<=cptcovn;j++)              }
           fprintf(ficrespl,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);            } /* end selection of waves */
         fprintf(ficrespl,"******\n");          }
                }
         for (age=agebase; age<=agelim; age++){        for(i=iagemin; i <= iagemax+3; i++){  
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);          
           fprintf(ficrespl,"%.0f",age );          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
           for(i=1; i<=nlstate;i++)            posprop += prop[jk][i]; 
           fprintf(ficrespl," %.5f", prlim[i][i]);          } 
           fprintf(ficrespl,"\n");  
         }          for(jk=1; jk <=nlstate ; jk++){     
       }            if( i <=  iagemax){ 
     }              if(posprop>=1.e-5){ 
   fclose(ficrespl);                probs[i][jk][j1]= prop[jk][i]/posprop;
   /*------------- h Pij x at various ages ------------*/              } else
                  printf("Warning Observed prevalence probs[%d][%d][%d]=%lf because of lack of cases\n",jk,i,j1,probs[i][jk][j1]);
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);            } 
   if((ficrespij=fopen(filerespij,"w"))==NULL) {          }/* end jk */ 
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;        }/* end i */ 
   }      } /* end i1 */
   printf("Computing pij: result on file '%s' \n", filerespij);    } /* end k1 */
      
   stepsize=(int) (stepm+YEARM-1)/YEARM;    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
   if (stepm<=24) stepsize=2;    /*free_vector(pp,1,nlstate);*/
     free_matrix(prop,1,nlstate, iagemin,iagemax+3);
   agelim=AGESUP;  }  /* End of prevalence */
   hstepm=stepsize*YEARM; /* Every year of age */  
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */  /************* Waves Concatenation ***************/
    
   k=0;  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(cptcov=1;cptcov<=i1;cptcov++){  {
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
       k=k+1;       Death is a valid wave (if date is known).
         fprintf(ficrespij,"\n#****** ");       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
         for(j=1;j<=cptcovn;j++)       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
           fprintf(ficrespij,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);       and mw[mi+1][i]. dh depends on stepm.
         fprintf(ficrespij,"******\n");       */
          
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */    int i, mi, m;
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */       double sum=0., jmean=0.;*/
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    int first;
           oldm=oldms;savm=savms;    int j, k=0,jk, ju, jl;
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);      double sum=0.;
           fprintf(ficrespij,"# Age");    first=0;
           for(i=1; i<=nlstate;i++)    jmin=1e+5;
             for(j=1; j<=nlstate+ndeath;j++)    jmax=-1;
               fprintf(ficrespij," %1d-%1d",i,j);    jmean=0.;
           fprintf(ficrespij,"\n");    for(i=1; i<=imx; i++){
           for (h=0; h<=nhstepm; h++){      mi=0;
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );      m=firstpass;
             for(i=1; i<=nlstate;i++)      while(s[m][i] <= nlstate){
               for(j=1; j<=nlstate+ndeath;j++)        if(s[m][i]>=1 || s[m][i]==-2 || s[m][i]==-4 || s[m][i]==-5)
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);          mw[++mi][i]=m;
             fprintf(ficrespij,"\n");        if(m >=lastpass)
           }          break;
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        else
           fprintf(ficrespij,"\n");          m++;
         }      }/* end while */
     }      if (s[m][i] > nlstate){
   }        mi++;     /* Death is another wave */
         /* if(mi==0)  never been interviewed correctly before death */
   fclose(ficrespij);           /* Only death is a correct wave */
         mw[mi][i]=m;
   /*---------- Health expectancies and variances ------------*/      }
   
   strcpy(filerest,"t");      wav[i]=mi;
   strcat(filerest,fileres);      if(mi==0){
   if((ficrest=fopen(filerest,"w"))==NULL) {        nbwarn++;
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;        if(first==0){
   }          printf("Warning! No valid information for individual %ld line=%d (skipped) and may be others, see log file\n",num[i],i);
   printf("Computing Total LEs with variances: file '%s' \n", filerest);          first=1;
         }
         if(first==1){
   strcpy(filerese,"e");          fprintf(ficlog,"Warning! No valid information for individual %ld line=%d (skipped)\n",num[i],i);
   strcat(filerese,fileres);        }
   if((ficreseij=fopen(filerese,"w"))==NULL) {      } /* end mi==0 */
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);    } /* End individuals */
   }  
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);    for(i=1; i<=imx; i++){
       for(mi=1; mi<wav[i];mi++){
  strcpy(fileresv,"v");        if (stepm <=0)
   strcat(fileresv,fileres);          dh[mi][i]=1;
   if((ficresvij=fopen(fileresv,"w"))==NULL) {        else{
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
   }            if (agedc[i] < 2*AGESUP) {
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);              j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
               if(j==0) j=1;  /* Survives at least one month after exam */
   k=0;              else if(j<0){
   for(cptcov=1;cptcov<=i1;cptcov++){                nberr++;
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){                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]);
       k=k+1;                j=1; /* Temporary Dangerous patch */
       fprintf(ficrest,"\n#****** ");                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);
       for(j=1;j<=cptcovn;j++)                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(ficrest,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);                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);
       fprintf(ficrest,"******\n");              }
               k=k+1;
       fprintf(ficreseij,"\n#****** ");              if (j >= jmax){
       for(j=1;j<=cptcovn;j++)                jmax=j;
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);                ijmax=i;
       fprintf(ficreseij,"******\n");              }
               if (j <= jmin){
       fprintf(ficresvij,"\n#****** ");                jmin=j;
       for(j=1;j<=cptcovn;j++)                ijmin=i;
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);              }
       fprintf(ficresvij,"******\n");              sum=sum+j;
               /*if (j<0) printf("j=%d num=%d \n",j,i);*/
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);              /*    printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
       oldm=oldms;savm=savms;            }
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);            }
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);          else{
       oldm=oldms;savm=savms;            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);  /*        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]); */
        
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");            k=k+1;
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);            if (j >= jmax) {
       fprintf(ficrest,"\n");              jmax=j;
                      ijmax=i;
       hf=1;            }
       if (stepm >= YEARM) hf=stepm/YEARM;            else if (j <= jmin){
       epj=vector(1,nlstate+1);              jmin=j;
       for(age=bage; age <=fage ;age++){              ijmin=i;
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);            }
         fprintf(ficrest," %.0f",age);            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){            /*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]);*/
           for(i=1, epj[j]=0.;i <=nlstate;i++) {            if(j<0){
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];              nberr++;
           }              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]);
           epj[nlstate+1] +=epj[j];              fprintf(ficlog,"Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
         }            }
         for(i=1, vepp=0.;i <=nlstate;i++)            sum=sum+j;
           for(j=1;j <=nlstate;j++)          }
             vepp += vareij[i][j][(int)age];          jk= j/stepm;
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));          jl= j -jk*stepm;
         for(j=1;j <=nlstate;j++){          ju= j -(jk+1)*stepm;
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));          if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
         }            if(jl==0){
         fprintf(ficrest,"\n");              dh[mi][i]=jk;
       }              bh[mi][i]=0;
     }            }else{ /* We want a negative bias in order to only have interpolation ie
   }                    * to avoid the price of an extra matrix product in likelihood */
                      dh[mi][i]=jk+1;
  fclose(ficreseij);              bh[mi][i]=ju;
  fclose(ficresvij);            }
   fclose(ficrest);          }else{
   fclose(ficpar);            if(jl <= -ju){
   free_vector(epj,1,nlstate+1);              dh[mi][i]=jk;
   /*scanf("%d ",i); */              bh[mi][i]=jl;       /* bias is positive if real duration
                                    * is higher than the multiple of stepm and negative otherwise.
   /*------- Variance limit prevalence------*/                                     */
             }
 strcpy(fileresvpl,"vpl");            else{
   strcat(fileresvpl,fileres);              dh[mi][i]=jk+1;
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {              bh[mi][i]=ju;
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);            }
     exit(0);            if(dh[mi][i]==0){
   }              dh[mi][i]=1; /* At least one step */
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);              bh[mi][i]=ju; /* At least one step */
               /*  printf(" bh=%d ju=%d jl=%d dh=%d jk=%d stepm=%d %d\n",bh[mi][i],ju,jl,dh[mi][i],jk,stepm,i);*/
  k=0;            }
  for(cptcov=1;cptcov<=i1;cptcov++){          } /* end if mle */
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){        }
      k=k+1;      } /* end wave */
      fprintf(ficresvpl,"\n#****** ");    }
      for(j=1;j<=cptcovn;j++)    jmean=sum/k;
        fprintf(ficresvpl,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);    printf("Delay (in months) between two waves Min=%d (for indiviudal %ld) Max=%d (%ld) Mean=%f\n\n ",jmin, num[ijmin], jmax, num[ijmax], jmean);
      fprintf(ficresvpl,"******\n");    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);
         }
      varpl=matrix(1,nlstate,(int) bage, (int) fage);  
      oldm=oldms;savm=savms;  /*********** Tricode ****************************/
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);  void tricode(int *Tvar, int **nbcode, int imx)
    }  {
  }    /* Uses cptcovn+2*cptcovprod as the number of covariates */
     /*      Tvar[i]=atoi(stre); /* find 'n' in Vn and stores in Tvar. If model=V2+V1 Tvar[1]=2 and Tvar[2]=1 */
   fclose(ficresvpl);  
     int Ndum[20],ij=1, k=0, j=0, i=0, maxncov=NCOVMAX;
   /*---------- End : free ----------------*/    int modmaxcovj=0; /* Modality max of covariates j */
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);    cptcoveff=0; 
     
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);    for (k=0; k<maxncov; k++) Ndum[k]=0;
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);    for (k=1; k<=7; k++) ncodemax[k]=0; /* Horrible constant again */
    
      for (j=1; j<=(cptcovn+2*cptcovprod); j++) { /* For each covariate j */
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum value of the 
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);                                 modality of this covariate Vj*/ 
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);        ij=(int)(covar[Tvar[j]][i]); /* ij=0 or 1 or -1. Finds for covariate j, n=Tvar[j] of Vn . ij is the
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);                                        modality of the nth covariate of individual i. */
          Ndum[ij]++; /*counts and stores the occurence of this modality 0, 1, -1*/
   free_matrix(matcov,1,npar,1,npar);        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
   free_vector(delti,1,npar);        if (ij > modmaxcovj) modmaxcovj=ij; 
          /* getting the maximum value of the modality of the covariate
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);           (should be 0 or 1 now) Tvar[j]. If V=sex and male is coded 0 and
            female is 1, then modmaxcovj=1.*/
   printf("End of Imach\n");      }
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */  
        for (i=0; i<=modmaxcovj; i++) { /* i=-1 ? 0 and 1*/
   /* 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( Ndum[i] != 0 )
   /*printf("Total time was %d uSec.\n", total_usecs);*/          ncodemax[j]++; 
   /*------ End -----------*/        /* Number of modalities of the j th covariate. In fact
            ncodemax[j]=2 (dichotom. variables only) but it could be more for
  end:           historical reasons */
 #ifdef windows      } /* Ndum[-1] number of undefined modalities */
  chdir(pathcd);  
 #endif      /* j is a covariate, n=Tvar[j] of Vn; Fills nbcode */
  system("wgnuplot graph.plt");      ij=1; 
       for (i=1; i<=ncodemax[j]; i++) { /* i= 1 to 2 for dichotomous */
 #ifdef windows        for (k=0; k<= maxncov; k++) { /* k=-1 ? NCOVMAX*/
   while (z[0] != 'q') {          if (Ndum[k] != 0) { /* If at least one individual responded to this modality k */
     chdir(pathcd);            nbcode[Tvar[j]][ij]=k;  /* stores the modality in an array nbcode. 
     printf("\nType e to edit output files, c to start again, and q for exiting: ");                                       k is a modality. If we have model=V1+V1*sex 
     scanf("%s",z);                                       then: nbcode[1][1]=0 ; nbcode[1][2]=1; nbcode[2][1]=0 ; nbcode[2][2]=1; */
     if (z[0] == 'c') system("./imach");            ij++;
     else if (z[0] == 'e') {          }
       chdir(path);          if (ij > ncodemax[j]) break; 
       system("index.htm");        }  
     }      } 
     else if (z[0] == 'q') exit(0);    }  
   }  
 #endif   for (k=0; k< maxncov; k++) Ndum[k]=0;
 }  
    for (i=1; i<=ncovmodel-2; i++) { /* -2, cste and age */
      /* 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 */
      Ndum[ij]++;
    }
   
    ij=1;
    for (i=1; i<= maxncov; i++) {
      if((Ndum[i]!=0) && (i<=ncovcol)){
        Tvaraff[ij]=i; /*For printing */
        ij++;
      }
    }
    ij--;
    cptcoveff=ij; /*Number of simple covariates*/
   }
   
   /*********** Health Expectancies ****************/
   
   void evsij(double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int cij, int estepm,char strstart[] )
   
   {
     /* Health expectancies, no variances */
     int i, j, nhstepm, hstepm, h, nstepm, k, cptj, cptj2, i2, j2;
     int nhstepma, nstepma; /* Decreasing with age */
     double age, agelim, hf;
     double ***p3mat;
     double eip;
   
     pstamp(ficreseij);
     fprintf(ficreseij,"# (a) Life expectancies by health status at initial age and (b) health expectancies by health status at initial age\n");
     fprintf(ficreseij,"# Age");
     for(i=1; i<=nlstate;i++){
       for(j=1; j<=nlstate;j++){
         fprintf(ficreseij," e%1d%1d ",i,j);
       }
       fprintf(ficreseij," e%1d. ",i);
     }
     fprintf(ficreseij,"\n");
   
     
     if(estepm < stepm){
       printf ("Problem %d lower than %d\n",estepm, stepm);
     }
     else  hstepm=estepm;   
     /* 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
      * we are calculating an estimate of the Life Expectancy assuming a linear 
      * progression in between and thus overestimating or underestimating according
      * to the curvature of the survival function. If, for the same date, we 
      * estimate the model with stepm=1 month, we can keep estepm to 24 months
      * to compare the new estimate of Life expectancy with the same linear 
      * hypothesis. A more precise result, taking into account a more precise
      * curvature will be obtained if estepm is as small as stepm. */
   
     /* For example we decided to compute the life expectancy with the smallest unit */
     /* 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 hpijx to understand the reason of that which relies in memory size
        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 */ 
   
     agelim=AGESUP;
     /* If stepm=6 months */
       /* Computed by stepm unit matrices, product of hstepm matrices, stored
          in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
       
   /* nhstepm age range expressed in number of stepm */
     nstepm=(int) rint((agelim-bage)*YEARM/stepm); /* Biggest nstepm */
     /* 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 */
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   
     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 */
       
       hpxij(p3mat,nhstepma,age,hstepm,x,nlstate,stepm,oldm, savm, cij);  
       
       hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
       
       printf("%d|",(int)age);fflush(stdout);
       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
       
       /* Computing expectancies */
       for(i=1; i<=nlstate;i++)
         for(j=1; j<=nlstate;j++)
           for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
             eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
             
             /* 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(ficreseij,"%3.0f",age );
       for(i=1; i<=nlstate;i++){
         eip=0;
         for(j=1; j<=nlstate;j++){
           eip +=eij[i][j][(int)age];
           fprintf(ficreseij,"%9.4f", eij[i][j][(int)age] );
         }
         fprintf(ficreseij,"%9.4f", eip );
       }
       fprintf(ficreseij,"\n");
       
     }
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     printf("\n");
     fprintf(ficlog,"\n");
     
   }
   
   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[] )
   
   {
     /* Covariances of health expectancies eij and of total life expectancies according
      to initial status i, ei. .
     */
     int i, j, nhstepm, hstepm, h, nstepm, k, cptj, cptj2, i2, j2, ij, ji;
     int nhstepma, nstepma; /* Decreasing with age */
     double age, agelim, hf;
     double ***p3matp, ***p3matm, ***varhe;
     double **dnewm,**doldm;
     double *xp, *xm;
     double **gp, **gm;
     double ***gradg, ***trgradg;
     int theta;
   
     double eip, vip;
   
     varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
     xp=vector(1,npar);
     xm=vector(1,npar);
     dnewm=matrix(1,nlstate*nlstate,1,npar);
     doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
     
     pstamp(ficresstdeij);
     fprintf(ficresstdeij,"# Health expectancies with standard errors\n");
     fprintf(ficresstdeij,"# Age");
     for(i=1; i<=nlstate;i++){
       for(j=1; j<=nlstate;j++)
         fprintf(ficresstdeij," e%1d%1d (SE)",i,j);
       fprintf(ficresstdeij," e%1d. ",i);
     }
     fprintf(ficresstdeij,"\n");
   
     pstamp(ficrescveij);
     fprintf(ficrescveij,"# Subdiagonal matrix of covariances of health expectancies by age: cov(eij,ekl)\n");
     fprintf(ficrescveij,"# 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,"  %1d%1d,%1d%1d",i,j,i2,j2);
           }
       }
     fprintf(ficrescveij,"\n");
     
     if(estepm < stepm){
       printf ("Problem %d lower than %d\n",estepm, stepm);
     }
     else  hstepm=estepm;   
     /* 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
      * we are calculating an estimate of the Life Expectancy assuming a linear 
      * progression in between and thus overestimating or underestimating according
      * to the curvature of the survival function. If, for the same date, we 
      * estimate the model with stepm=1 month, we can keep estepm to 24 months
      * to compare the new estimate of Life expectancy with the same linear 
      * hypothesis. A more precise result, taking into account a more precise
      * curvature will be obtained if estepm is as small as stepm. */
   
     /* For example we decided to compute the life expectancy with the smallest unit */
     /* 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 hpijx to understand the reason of that which relies in memory size
        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;
   }
   
   #ifdef GSL
   /******************* Gompertz_f Likelihood ******************************/
   double gompertz_f(const gsl_vector *v, void *params)
   { 
     double A,B,LL=0.0,sump=0.,num=0.;
     double *x= (double *) v->data;
     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]);*/
     printf("x[0]=%lf x[1]=%lf\n",x[0],x[1]);
     for (i=1;i<=imx ; i++)
       {
         if (cens[i] == 1 && wav[i]>1)
           A=-x[0]/(x[1])*(exp(x[1]*(agecens[i]-agegomp))-exp(x[1]*(ageexmed[i]-agegomp)));
         
         if (cens[i] == 0 && wav[i]>1)
           A=-x[0]/(x[1])*(exp(x[1]*(agedc[i]-agegomp))-exp(x[1]*(ageexmed[i]-agegomp)))
                +log(x[0]/YEARM)+x[1]*(agedc[i]-agegomp)+log(YEARM);  
         
         /*if (wav[i] > 1 && agecens[i] > 15) {*/ /* ??? */
         if (wav[i] > 1 ) { /* ??? */
           LL=LL+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);*/
     printf("x[0]=%lf x[1]=%lf -2*LL*num/sump=%lf\n",x[0],x[1],-2*LL*num/sump);
    
     return -2*LL*num/sump;
   }
   #endif
   
   /******************* 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);
   
   } 
   
   int readdata(char datafile[], int firstobs, int lastobs, int *imax)
   {
   
     /*-------- data file ----------*/
     FILE *fic;
     char dummy[]="                         ";
     int i, j, n;
     int linei, month, year,iout;
     char line[MAXLINE], linetmp[MAXLINE];
     char stra[80], strb[80];
     char *stratrunc;
     int lstra;
   
   
     if((fic=fopen(datafile,"r"))==NULL)    {
       printf("Problem while opening datafile: %s\n", datafile);return 1;
       fprintf(ficlog,"Problem while opening datafile: %s\n", datafile);return 1;
     }
   
     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);
             return 1;
           }
         }
         s[j][i]=lval;
         
         strcpy(line,stra);
         cutv(stra, strb,line,' ');
         if(iout=sscanf(strb,"%d/%d",&month, &year) != 0){
         }
         else  if(iout=sscanf(strb,"%s.") != 0){
           month=99;
           year=9999;
         }else{
           printf("Error reading data around '%s' at line number %ld 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);
           return 1;
         }
         anint[j][i]= (double) year; 
         mint[j][i]= (double)month; 
         strcpy(line,stra);
       } /* ENd Waves */
       
       cutv(stra, strb,line,' '); 
       if(iout=sscanf(strb,"%d/%d",&month, &year) != 0){
       }
       else  if(iout=sscanf(strb,"%s.",dummy) != 0){
         month=99;
         year=9999;
       }else{
         printf("Error reading data around '%s' at line number %ld 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);
           return 1;
       }
       andc[i]=(double) year; 
       moisdc[i]=(double) month; 
       strcpy(line,stra);
       
       cutv(stra, strb,line,' '); 
       if(iout=sscanf(strb,"%d/%d",&month, &year) != 0){
       }
       else  if(iout=sscanf(strb,"%s.") != 0){
         month=99;
         year=9999;
       }else{
         printf("Error reading data around '%s' at line number %ld 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);
           return 1;
       }
       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);
           return 1;
   
       }
       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);
         return 1;
       }
       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);
             return 1;
           }
         }
         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);
           return 1;
         }
         covar[j][i]=(double)(lval);
         strcpy(line,stra);
       }  
       lstra=strlen(stra);
        
       if(lstra > 9){ /* More than 2**32 or max of what printf can write with %ld */
         stratrunc = &(stra[lstra-9]);
         num[i]=atol(stratrunc);
       }
       else
         num[i]=atol(stra);
       /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
         printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/
       
       i=i+1;
     } /* End loop reading  data */
   
     *imax=i-1; /* Number of individuals */
     fclose(fic);
    
     return (0);
     endread:
       printf("Exiting readdata: ");
       fclose(fic);
       return (1);
   
   
   
   }
   
   int decodemodel ( char model[], int lastobs)
   {
     int i, j, k;
     int i1, j1, k1, k2;
     char modelsav[80];
      char stra[80], strb[80], strc[80], strd[80],stre[80];
   
     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*age+V3 =>(2 plus signs) + 1=3 
                     but the covariates which are product must be computed and stored. */
       cptcovprod=j1; /*Number of products  V1*V2 +v3*age = 2 */
       
       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);
         return 1;
       }
       
       /* 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 */
       /*    modelsav=V3*age+V2+V1+V4 strb=V3*age stra=V2+V1+V4 
           i=1 Tvar[1]=3 Tage[1]=1  
           i=2 Tvar[2]=2
           i=3 Tvar[3]=1
           i=4 Tvar[4]= 4
           i=5 Tvar[5]
         for (k=1; k<=cptcovn;k++) {
           cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
        */
       for(k=1; k<=(j+1);k++){
         cutv(strb,stra,modelsav,'+'); /* keeps in strb after the first '+' 
                                        modelsav=V3*age+V2+V1+V4 strb=V3*age stra=V2+V1+V4 
                                       */ 
         /* 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 V3*age+V2+V1+V4 strb=V3*age */
           cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn: strb=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'); /* stre="V3" */
             Tvar[k]=atoi(stre);  /* V1+V3*age+V2 Tvar[2]=3, and Tvar[3]=2 */
             cptcovage++; /* Sums the number of covariates which include age as a product */
             Tage[cptcovage]=k;  /* Tage[1] =2 */
             /*printf("stre=%s ", stre);*/
           }
           else if (strcmp(strd,"age")==0) { /* or age*Vn */
             cptcovprod--;
             cutv(strb,stre,strc,'V');
             Tvar[k]=atoi(stre);
             cptcovage++;
             Tage[cptcovage]=k;
           }
           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[k]=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]=k;  /* 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 (i=1; i<=lastobs;i++) /* Computes the new covariate which is a product of covar[n][i]* covar[m][i]
                                        and is stored at ncovol+k1 */
               covar[ncovcol+k1][i]=covar[atoi(stre)][i]*covar[atoi(strc)][i];
             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);*/
   
   
     return (0);
     endread:
       printf("Exiting decodemodel: ");
       return (1);
   }
   
   calandcheckages(int imx, int maxwav, double *agemin, double *agemax, int *nberr, int *nbwarn )
   {
     int i, m;
   
     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);     
           return 1;
         }
       }
     }
   
     /*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); 
   
     return (0);
     endread:
       printf("Exiting calandcheckages: ");
       return (1);
   }
   
   
   /***********************************************/
   /**************** Main Program *****************/
   /***********************************************/
   
   int main(int argc, char *argv[])
   {
   #ifdef GSL
     const gsl_multimin_fminimizer_type *T;
     size_t iteri = 0, it;
     int rval = GSL_CONTINUE;
     int status = GSL_SUCCESS;
     double ssval;
   #endif
     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];
     /*  FILE *fichtm; *//* Html File */
     /* FILE *ficgp;*/ /*Gnuplot File */
     struct stat info;
     double agedeb, agefin,hf;
     double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
   
     double fret;
     double **xi,tmp,delta;
   
     double dum; /* Dummy variable */
     double ***p3mat;
     double ***mobaverage;
     int *indx;
     char line[MAXLINE], linepar[MAXLINE];
     char path[MAXLINE],pathc[MAXLINE],pathcd[MAXLINE],pathtot[MAXLINE],model[MAXLINE];
     char pathr[MAXLINE], pathimach[MAXLINE]; 
     char **bp, *tok, *val; /* pathtot */
     int firstobs=1, lastobs=10;
     int sdeb, sfin; /* Status at beginning and end */
     int c,  h , cpt,l;
     int ju,jl, mi;
     int i1,j1, jk,aa,bb, stepsize, ij;
     int jnais,jdc,jint4,jint1,jint2,jint3,*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 ***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  *strt;*/
     char strtend[80];
   
     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 plus one, indepently of n in Vn*/
     /* v1+v2+v3+v2*v4+v5*age makes cptcovn = 5
        v1+v2*age+v2*v3 makes cptcovn = 3
     */
     if (strlen(model)>1) 
       cptcovn=nbocc(model,'+')+1;
     /* ncovprod */
     ncovmodel=2+cptcovn; /*Number of variables including intercept and age = 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 */
   
   
     n= lastobs;
     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);
   
     /* Reads data from file datafile */
     if (readdata(datafile, firstobs, lastobs, &imx)==1)
       goto end;
   
     /* 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(decodemodel(model, lastobs) == 1)
       goto end;
   
       /*  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);
   
     if(calandcheckages(imx, maxwav, &agemin, &agemax, &nberr, &nbwarn) == 1)
       goto end;
   
   
     agegomp=(int)agemin;
     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); 
   /*     ximort=gsl_matrix_alloc(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]);*/
       
       
   #ifdef GSL
       printf("GSL optimization\n");  fprintf(ficlog,"Powell\n");
   #elsedef
       printf("Powell\n");  fprintf(ficlog,"Powell\n");
   #endif
       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);
       }
   #ifdef GSL
       fprintf(ficrespow,"# GSL optimization\n# iter -2*LL");
   #elsedef
       fprintf(ficrespow,"# Powell\n# iter -2*LL");
   #endif
       /*  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");
   #ifdef GSL
       /* gsl starts here */ 
       T = gsl_multimin_fminimizer_nmsimplex;
       gsl_multimin_fminimizer *sfm = NULL;
       gsl_vector *ss, *x;
       gsl_multimin_function minex_func;
   
       /* Initial vertex size vector */
       ss = gsl_vector_alloc (NDIM);
       
       if (ss == NULL){
         GSL_ERROR_VAL ("failed to allocate space for ss", GSL_ENOMEM, 0);
       }
       /* Set all step sizes to 1 */
       gsl_vector_set_all (ss, 0.001);
   
       /* Starting point */
       
       x = gsl_vector_alloc (NDIM);
       
       if (x == NULL){
         gsl_vector_free(ss);
         GSL_ERROR_VAL ("failed to allocate space for x", GSL_ENOMEM, 0);
       }
     
       /* Initialize method and iterate */
       /*     p[1]=0.0268; p[NDIM]=0.083; */
   /*     gsl_vector_set(x, 0, 0.0268); */
   /*     gsl_vector_set(x, 1, 0.083); */
       gsl_vector_set(x, 0, p[1]);
       gsl_vector_set(x, 1, p[2]);
   
       minex_func.f = &gompertz_f;
       minex_func.n = NDIM;
       minex_func.params = (void *)&p; /* ??? */
       
       sfm = gsl_multimin_fminimizer_alloc (T, NDIM);
       gsl_multimin_fminimizer_set (sfm, &minex_func, x, ss);
       
       printf("Iterations beginning .....\n\n");
       printf("Iter. #    Intercept       Slope     -Log Likelihood     Simplex size\n");
   
       iteri=0;
       while (rval == GSL_CONTINUE){
         iteri++;
         status = gsl_multimin_fminimizer_iterate(sfm);
         
         if (status) printf("error: %s\n", gsl_strerror (status));
         fflush(0);
         
         if (status) 
           break;
         
         rval = gsl_multimin_test_size (gsl_multimin_fminimizer_size (sfm), 1e-6);
         ssval = gsl_multimin_fminimizer_size (sfm);
         
         if (rval == GSL_SUCCESS)
           printf ("converged to a local maximum at\n");
         
         printf("%5d ", iteri);
         for (it = 0; it < NDIM; it++){
           printf ("%10.5f ", gsl_vector_get (sfm->x, it));
         }
         printf("f() = %-10.5f ssize = %.7f\n", sfm->fval, ssval);
       }
       
       printf("\n\n Please note: Program should be run many times with varying starting points to detemine global maximum\n\n");
       
       gsl_vector_free(x); /* initial values */
       gsl_vector_free(ss); /* inital step size */
       for (it=0; it<NDIM; it++){
         p[it+1]=gsl_vector_get(sfm->x,it);
         fprintf(ficrespow," %.12lf", p[it]);
       }
       gsl_multimin_fminimizer_free (sfm); /* p *(sfm.x.data) et p *(sfm.x.data+1)  */
   #endif
   #ifdef POWELL
        powell(p,ximort,NDIM,ftol,&iter,&fret,gompertz);
   #endif  
       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);
   #ifdef GSL
       free_ivector(cens,1,n);
       free_vector(agecens,1,n);
       free_ivector(dcwave,1,n);
       free_matrix(ximort,1,NDIM,1,NDIM);
   #endif
     } /* 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.1.3  
changed lines
  Added in v.1.136

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