Diff for /imach/src/imach.c between versions 1.17 and 1.100

version 1.17, 2002/02/20 17:15:02 version 1.100, 2004/07/12 18:29:06
Line 1 Line 1
      /* $Id$
 /*********************** Imach **************************************            $State$
   This program computes Healthy Life Expectancies from cross-longitudinal    $Log$
   data. Cross-longitudinal consist in a first survey ("cross") where    Revision 1.100  2004/07/12 18:29:06  brouard
   individuals from different ages are interviewed on their health status    Add version for Mac OS X. Just define UNIX in Makefile
   or degree of  disability. At least a second wave of interviews  
   ("longitudinal") should  measure each new individual health status.    Revision 1.99  2004/06/05 08:57:40  brouard
   Health expectancies are computed from the transistions observed between    *** empty log message ***
   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 1.98  2004/05/16 15:05:56  brouard
   reach the Maximum Likelihood of the parameters involved in the model.    New version 0.97 . First attempt to estimate force of mortality
   The simplest model is the multinomial logistic model where pij is    directly from the data i.e. without the need of knowing the health
   the probabibility to be observed in state j at the second wave conditional    state at each age, but using a Gompertz model: log u =a + b*age .
   to be observed in state i at the first wave. Therefore the model is:    This is the basic analysis of mortality and should be done before any
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'    other analysis, in order to test if the mortality estimated from the
   is a covariate. If you want to have a more complex model than "constant and    cross-longitudinal survey is different from the mortality estimated
   age", you should modify the program where the markup    from other sources like vital statistic data.
     *Covariates have to be included here again* invites you to do it.  
   More covariates you add, less is the speed of the convergence.    The same imach parameter file can be used but the option for mle should be -3.
   
   The advantage that this computer programme claims, comes from that if the    Agnès, who wrote this part of the code, tried to keep most of the
   delay between waves is not identical for each individual, or if some    former routines in order to include the new code within the former code.
   individual missed an interview, the information is not rounded or lost, but  
   taken into account using an interpolation or extrapolation.    The output is very simple: only an estimate of the intercept and of
   hPijx is the probability to be    the slope with 95% confident intervals.
   observed in state i at age x+h conditional to the observed state i at age  
   x. The delay 'h' can be split into an exact number (nh*stepm) of    Current limitations:
   unobserved intermediate  states. This elementary transition (by month or    A) Even if you enter covariates, i.e. with the
   quarter trimester, semester or year) is model as a multinomial logistic.    model= V1+V2 equation for example, the programm does only estimate a unique global model without covariates.
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices    B) There is no computation of Life Expectancy nor Life Table.
   and the contribution of each individual to the likelihood is simply hPijx.  
     Revision 1.97  2004/02/20 13:25:42  lievre
   Also this programme outputs the covariance matrix of the parameters but also    Version 0.96d. Population forecasting command line is (temporarily)
   of the life expectancies. It also computes the prevalence limits.    suppressed.
    
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    Revision 1.96  2003/07/15 15:38:55  brouard
            Institut national d'études démographiques, Paris.    * imach.c (Repository): Errors in subdirf, 2, 3 while printing tmpout is
   This software have been partly granted by Euro-REVES, a concerted action    rewritten within the same printf. Workaround: many printfs.
   from the European Union.  
   It is copyrighted identically to a GNU software product, ie programme and    Revision 1.95  2003/07/08 07:54:34  brouard
   software can be distributed freely for non commercial use. Latest version    * imach.c (Repository):
   can be accessed at http://euroreves.ined.fr/imach .    (Repository): Using imachwizard code to output a more meaningful covariance
   **********************************************************************/    matrix (cov(a12,c31) instead of numbers.
    
 #include <math.h>    Revision 1.94  2003/06/27 13:00:02  brouard
 #include <stdio.h>    Just cleaning
 #include <stdlib.h>  
 #include <unistd.h>    Revision 1.93  2003/06/25 16:33:55  brouard
     (Module): On windows (cygwin) function asctime_r doesn't
 #define MAXLINE 256    exist so I changed back to asctime which exists.
 #define FILENAMELENGTH 80    (Module): Version 0.96b
 /*#define DEBUG*/  
 #define windows    Revision 1.92  2003/06/25 16:30:45  brouard
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    (Module): On windows (cygwin) function asctime_r doesn't
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */    exist so I changed back to asctime which exists.
   
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    Revision 1.91  2003/06/25 15:30:29  brouard
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    * imach.c (Repository): Duplicated warning errors corrected.
     (Repository): Elapsed time after each iteration is now output. It
 #define NINTERVMAX 8    helps to forecast when convergence will be reached. Elapsed time
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    is stamped in powell.  We created a new html file for the graphs
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */    concerning matrix of covariance. It has extension -cov.htm.
 #define NCOVMAX 8 /* Maximum number of covariates */  
 #define MAXN 20000    Revision 1.90  2003/06/24 12:34:15  brouard
 #define YEARM 12. /* Number of months per year */    (Module): Some bugs corrected for windows. Also, when
 #define AGESUP 130    mle=-1 a template is output in file "or"mypar.txt with the design
 #define AGEBASE 40    of the covariance matrix to be input.
   
     Revision 1.89  2003/06/24 12:30:52  brouard
 int nvar;    (Module): Some bugs corrected for windows. Also, when
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;    mle=-1 a template is output in file "or"mypar.txt with the design
 int npar=NPARMAX;    of the covariance matrix to be input.
 int nlstate=2; /* Number of live states */  
 int ndeath=1; /* Number of dead states */    Revision 1.88  2003/06/23 17:54:56  brouard
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    * 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.
 int popbased=0;  
     Revision 1.87  2003/06/18 12:26:01  brouard
 int *wav; /* Number of waves for this individuual 0 is possible */    Version 0.96
 int maxwav; /* Maxim number of waves */  
 int jmin, jmax; /* min, max spacing between 2 waves */    Revision 1.86  2003/06/17 20:04:08  brouard
 int mle, weightopt;    (Module): Change position of html and gnuplot routines and added
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */    routine fileappend.
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */  
 double jmean; /* Mean space between 2 waves */    Revision 1.85  2003/06/17 13:12:43  brouard
 double **oldm, **newm, **savm; /* Working pointers to matrices */    * imach.c (Repository): Check when date of death was earlier that
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    current date of interview. It may happen when the death was just
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf;    prior to the death. In this case, dh was negative and likelihood
 FILE *ficgp, *fichtm,*ficresprob,*ficpop;    was wrong (infinity). We still send an "Error" but patch by
 FILE *ficreseij;    assuming that the date of death was just one stepm after the
   char filerese[FILENAMELENGTH];    interview.
  FILE  *ficresvij;    (Repository): Because some people have very long ID (first column)
   char fileresv[FILENAMELENGTH];    we changed int to long in num[] and we added a new lvector for
  FILE  *ficresvpl;    memory allocation. But we also truncated to 8 characters (left
   char fileresvpl[FILENAMELENGTH];    truncation)
     (Repository): No more line truncation errors.
 #define NR_END 1  
 #define FREE_ARG char*    Revision 1.84  2003/06/13 21:44:43  brouard
 #define FTOL 1.0e-10    * imach.c (Repository): Replace "freqsummary" at a correct
     place. It differs from routine "prevalence" which may be called
 #define NRANSI    many times. Probs is memory consuming and must be used with
 #define ITMAX 200    parcimony.
     Version 0.95a3 (should output exactly the same maximization than 0.8a2)
 #define TOL 2.0e-4  
     Revision 1.83  2003/06/10 13:39:11  lievre
 #define CGOLD 0.3819660    *** empty log message ***
 #define ZEPS 1.0e-10  
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);    Revision 1.82  2003/06/05 15:57:20  brouard
     Add log in  imach.c and  fullversion number is now printed.
 #define GOLD 1.618034  
 #define GLIMIT 100.0  */
 #define TINY 1.0e-20  /*
      Interpolated Markov Chain
 static double maxarg1,maxarg2;  
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))    Short summary of the programme:
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))    
      This program computes Healthy Life Expectancies from
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
 #define rint(a) floor(a+0.5)    first survey ("cross") where individuals from different ages are
     interviewed on their health status or degree of disability (in the
 static double sqrarg;    case of a health survey which is our main interest) -2- at least a
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)    second wave of interviews ("longitudinal") which measure each change
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}    (if any) in individual health status.  Health expectancies are
     computed from the time spent in each health state according to a
 int imx;    model. More health states you consider, more time is necessary to reach the
 int stepm;    Maximum Likelihood of the parameters involved in the model.  The
 /* Stepm, step in month: minimum step interpolation*/    simplest model is the multinomial logistic model where pij is the
     probability to be observed in state j at the second wave
 int m,nb;    conditional to be observed in state i at the first wave. Therefore
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;    'age' is age and 'sex' is a covariate. If you want to have a more
 double **pmmij, ***probs, ***mobaverage;    complex model than "constant and age", you should modify the program
     where the markup *Covariates have to be included here again* invites
 double *weight;    you to do it.  More covariates you add, slower the
 int **s; /* Status */    convergence.
 double *agedc, **covar, idx;  
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;    The advantage of this computer programme, compared to a simple
     multinomial logistic model, is clear when the delay between waves is not
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */    identical for each individual. Also, if a individual missed an
 double ftolhess; /* Tolerance for computing hessian */    intermediate interview, the information is lost, but taken into
     account using an interpolation or extrapolation.  
 /**************** split *************************/  
 static  int split( char *path, char *dirc, char *name )    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
    char *s;                             /* pointer */    split into an exact number (nh*stepm) of unobserved intermediate
    int  l1, l2;                         /* length counters */    states. This elementary transition (by month, quarter,
     semester or year) is modelled as a multinomial logistic.  The hPx
    l1 = strlen( path );                 /* length of path */    matrix is simply the matrix product of nh*stepm elementary matrices
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );    and the contribution of each individual to the likelihood is simply
    s = strrchr( path, '\\' );           /* find last / */    hPijx.
    if ( s == NULL ) {                   /* no directory, so use current */  
 #if     defined(__bsd__)                /* get current working directory */    Also this programme outputs the covariance matrix of the parameters but also
       extern char       *getwd( );    of the life expectancies. It also computes the stable prevalence. 
     
       if ( getwd( dirc ) == NULL ) {    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
 #else             Institut national d'études démographiques, Paris.
       extern char       *getcwd( );    This software have been partly granted by Euro-REVES, a concerted action
     from the European Union.
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {    It is copyrighted identically to a GNU software product, ie programme and
 #endif    software can be distributed freely for non commercial use. Latest version
          return( GLOCK_ERROR_GETCWD );    can be accessed at http://euroreves.ined.fr/imach .
       }  
       strcpy( name, path );             /* we've got it */    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
    } else {                             /* strip direcotry from path */    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
       s++;                              /* after this, the filename */    
       l2 = strlen( s );                 /* length of filename */    **********************************************************************/
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );  /*
       strcpy( name, s );                /* save file name */    main
       strncpy( dirc, path, l1 - l2 );   /* now the directory */    read parameterfile
       dirc[l1-l2] = 0;                  /* add zero */    read datafile
    }    concatwav
    l1 = strlen( dirc );                 /* length of directory */    freqsummary
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }    if (mle >= 1)
    return( 0 );                         /* we're done */      mlikeli
 }    print results files
     if mle==1 
        computes hessian
 /******************************************/    read end of parameter file: agemin, agemax, bage, fage, estepm
         begin-prev-date,...
 void replace(char *s, char*t)    open gnuplot file
 {    open html file
   int i;    stable prevalence
   int lg=20;     for age prevalim()
   i=0;    h Pij x
   lg=strlen(t);    variance of p varprob
   for(i=0; i<= lg; i++) {    forecasting if prevfcast==1 prevforecast call prevalence()
     (s[i] = t[i]);    health expectancies
     if (t[i]== '\\') s[i]='/';    Variance-covariance of DFLE
   }    prevalence()
 }     movingaverage()
     varevsij() 
 int nbocc(char *s, char occ)    if popbased==1 varevsij(,popbased)
 {    total life expectancies
   int i,j=0;    Variance of stable prevalence
   int lg=20;   end
   i=0;  */
   lg=strlen(s);  
   for(i=0; i<= lg; i++) {  
   if  (s[i] == occ ) j++;  
   }   
   return j;  #include <math.h>
 }  #include <stdio.h>
   #include <stdlib.h>
 void cutv(char *u,char *v, char*t, char occ)  #include <unistd.h>
 {  
   int i,lg,j,p=0;  /* #include <sys/time.h> */
   i=0;  #include <time.h>
   for(j=0; j<=strlen(t)-1; j++) {  #include "timeval.h"
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;  
   }  /* #include <libintl.h> */
   /* #define _(String) gettext (String) */
   lg=strlen(t);  
   for(j=0; j<p; j++) {  #define MAXLINE 256
     (u[j] = t[j]);  #define GNUPLOTPROGRAM "gnuplot"
   }  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
      u[p]='\0';  #define FILENAMELENGTH 132
   /*#define DEBUG*/
    for(j=0; j<= lg; j++) {  /*#define windows*/
     if (j>=(p+1))(v[j-p-1] = t[j]);  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
   }  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
 }  
   #define MAXPARM 30 /* Maximum number of parameters for the optimization */
 /********************** nrerror ********************/  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
   
 void nrerror(char error_text[])  #define NINTERVMAX 8
 {  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
   fprintf(stderr,"ERREUR ...\n");  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
   fprintf(stderr,"%s\n",error_text);  #define NCOVMAX 8 /* Maximum number of covariates */
   exit(1);  #define MAXN 20000
 }  #define YEARM 12. /* Number of months per year */
 /*********************** vector *******************/  #define AGESUP 130
 double *vector(int nl, int nh)  #define AGEBASE 40
 {  #define AGEGOMP 10. /* Minimal age for Gompertz adjustment */
   double *v;  #ifdef UNIX
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  #define DIRSEPARATOR '/'
   if (!v) nrerror("allocation failure in vector");  #define ODIRSEPARATOR '\\'
   return v-nl+NR_END;  #else
 }  #define DIRSEPARATOR '\\'
   #define ODIRSEPARATOR '/'
 /************************ free vector ******************/  #endif
 void free_vector(double*v, int nl, int nh)  
 {  /* $Id$ */
   free((FREE_ARG)(v+nl-NR_END));  /* $State$ */
 }  
   char version[]="Imach version 0.97b, May 2004, INED-EUROREVES ";
 /************************ivector *******************************/  char fullversion[]="$Revision$ $Date$"; 
 int *ivector(long nl,long nh)  int erreur, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
 {  int nvar;
   int *v;  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  int npar=NPARMAX;
   if (!v) nrerror("allocation failure in ivector");  int nlstate=2; /* Number of live states */
   return v-nl+NR_END;  int ndeath=1; /* Number of dead states */
 }  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
   int popbased=0;
 /******************free ivector **************************/  
 void free_ivector(int *v, long nl, long nh)  int *wav; /* Number of waves for this individuual 0 is possible */
 {  int maxwav; /* Maxim number of waves */
   free((FREE_ARG)(v+nl-NR_END));  int jmin, jmax; /* min, max spacing between 2 waves */
 }  int gipmx, gsw; /* Global variables on the number of contributions 
                      to the likelihood and the sum of weights (done by funcone)*/
 /******************* imatrix *******************************/  int mle, weightopt;
 int **imatrix(long nrl, long nrh, long ncl, long nch)  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
 {  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;             * wave mi and wave mi+1 is not an exact multiple of stepm. */
   int **m;  double jmean; /* Mean space between 2 waves */
    double **oldm, **newm, **savm; /* Working pointers to matrices */
   /* allocate pointers to rows */  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
   if (!m) nrerror("allocation failure 1 in matrix()");  FILE *ficlog, *ficrespow;
   m += NR_END;  int globpr; /* Global variable for printing or not */
   m -= nrl;  double fretone; /* Only one call to likelihood */
    long ipmx; /* Number of contributions */
    double sw; /* Sum of weights */
   /* allocate rows and set pointers to them */  char filerespow[FILENAMELENGTH];
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  FILE *ficresilk;
   m[nrl] += NR_END;  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
   m[nrl] -= ncl;  FILE *ficresprobmorprev;
    FILE *fichtm, *fichtmcov; /* Html File */
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  FILE *ficreseij;
    char filerese[FILENAMELENGTH];
   /* return pointer to array of pointers to rows */  FILE  *ficresvij;
   return m;  char fileresv[FILENAMELENGTH];
 }  FILE  *ficresvpl;
   char fileresvpl[FILENAMELENGTH];
 /****************** free_imatrix *************************/  char title[MAXLINE];
 void free_imatrix(m,nrl,nrh,ncl,nch)  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
       int **m;  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
       long nch,ncl,nrh,nrl;  char tmpout[FILENAMELENGTH],  tmpout2[FILENAMELENGTH]; 
      /* free an int matrix allocated by imatrix() */  char command[FILENAMELENGTH];
 {  int  outcmd=0;
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  
   free((FREE_ARG) (m+nrl-NR_END));  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
 }  
   char filelog[FILENAMELENGTH]; /* Log file */
 /******************* matrix *******************************/  char filerest[FILENAMELENGTH];
 double **matrix(long nrl, long nrh, long ncl, long nch)  char fileregp[FILENAMELENGTH];
 {  char popfile[FILENAMELENGTH];
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;  
   double **m;  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
   
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  struct timeval start_time, end_time, curr_time, last_time, forecast_time;
   if (!m) nrerror("allocation failure 1 in matrix()");  struct timezone tzp;
   m += NR_END;  extern int gettimeofday();
   m -= nrl;  struct tm tmg, tm, tmf, *gmtime(), *localtime();
   long time_value;
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  extern long time();
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  char strcurr[80], strfor[80];
   m[nrl] += NR_END;  
   m[nrl] -= ncl;  #define NR_END 1
   #define FREE_ARG char*
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  #define FTOL 1.0e-10
   return m;  
 }  #define NRANSI 
   #define ITMAX 200 
 /*************************free matrix ************************/  
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)  #define TOL 2.0e-4 
 {  
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  #define CGOLD 0.3819660 
   free((FREE_ARG)(m+nrl-NR_END));  #define ZEPS 1.0e-10 
 }  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
   
 /******************* ma3x *******************************/  #define GOLD 1.618034 
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)  #define GLIMIT 100.0 
 {  #define TINY 1.0e-20 
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;  
   double ***m;  static double maxarg1,maxarg2;
   #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
   if (!m) nrerror("allocation failure 1 in matrix()");    
   m += NR_END;  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
   m -= nrl;  #define rint(a) floor(a+0.5)
   
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  static double sqrarg;
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
   m[nrl] += NR_END;  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
   m[nrl] -= ncl;  int agegomp= AGEGOMP;
   
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  int imx; 
   int stepm=1;
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));  /* Stepm, step in month: minimum step interpolation*/
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");  
   m[nrl][ncl] += NR_END;  int estepm;
   m[nrl][ncl] -= nll;  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
   for (j=ncl+1; j<=nch; j++)  
     m[nrl][j]=m[nrl][j-1]+nlay;  int m,nb;
    long *num;
   for (i=nrl+1; i<=nrh; i++) {  int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage,*cens;
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
     for (j=ncl+1; j<=nch; j++)  double **pmmij, ***probs;
       m[i][j]=m[i][j-1]+nlay;  double *ageexmed,*agecens;
   }  double dateintmean=0;
   return m;  
 }  double *weight;
   int **s; /* Status */
 /*************************free ma3x ************************/  double *agedc, **covar, idx;
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
 {  
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  double ftolhess; /* Tolerance for computing hessian */
   free((FREE_ARG)(m+nrl-NR_END));  
 }  /**************** split *************************/
   static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
 /***************** f1dim *************************/  {
 extern int ncom;    /* From a file name with full path (either Unix or Windows) we extract the directory (dirc)
 extern double *pcom,*xicom;       the name of the file (name), its extension only (ext) and its first part of the name (finame)
 extern double (*nrfunc)(double []);    */ 
      char  *ss;                            /* pointer */
 double f1dim(double x)    int   l1, l2;                         /* length counters */
 {  
   int j;    l1 = strlen(path );                   /* length of path */
   double f;    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
   double *xt;    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
      if ( ss == NULL ) {                   /* no directory, so use current */
   xt=vector(1,ncom);      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
   f=(*nrfunc)(xt);      /* get current working directory */
   free_vector(xt,1,ncom);      /*    extern  char* getcwd ( char *buf , int len);*/
   return f;      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
 }        return( GLOCK_ERROR_GETCWD );
       }
 /*****************brent *************************/      strcpy( name, path );               /* we've got it */
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)    } else {                              /* strip direcotry from path */
 {      ss++;                               /* after this, the filename */
   int iter;      l2 = strlen( ss );                  /* length of filename */
   double a,b,d,etemp;      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
   double fu,fv,fw,fx;      strcpy( name, ss );         /* save file name */
   double ftemp;      strncpy( dirc, path, l1 - l2 );     /* now the directory */
   double p,q,r,tol1,tol2,u,v,w,x,xm;      dirc[l1-l2] = 0;                    /* add zero */
   double e=0.0;    }
      l1 = strlen( dirc );                  /* length of directory */
   a=(ax < cx ? ax : cx);    /*#ifdef windows
   b=(ax > cx ? ax : cx);    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
   x=w=v=bx;  #else
   fw=fv=fx=(*f)(x);    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
   for (iter=1;iter<=ITMAX;iter++) {  #endif
     xm=0.5*(a+b);    */
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);    ss = strrchr( name, '.' );            /* find last / */
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/    if (ss >0){
     printf(".");fflush(stdout);      ss++;
 #ifdef DEBUG      strcpy(ext,ss);                     /* save extension */
     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);      l1= strlen( name);
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */      l2= strlen(ss)+1;
 #endif      strncpy( finame, name, l1-l2);
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){      finame[l1-l2]= 0;
       *xmin=x;    }
       return fx;    return( 0 );                          /* we're done */
     }  }
     ftemp=fu;  
     if (fabs(e) > tol1) {  
       r=(x-w)*(fx-fv);  /******************************************/
       q=(x-v)*(fx-fw);  
       p=(x-v)*q-(x-w)*r;  void replace_back_to_slash(char *s, char*t)
       q=2.0*(q-r);  {
       if (q > 0.0) p = -p;    int i;
       q=fabs(q);    int lg=0;
       etemp=e;    i=0;
       e=d;    lg=strlen(t);
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))    for(i=0; i<= lg; i++) {
         d=CGOLD*(e=(x >= xm ? a-x : b-x));      (s[i] = t[i]);
       else {      if (t[i]== '\\') s[i]='/';
         d=p/q;    }
         u=x+d;  }
         if (u-a < tol2 || b-u < tol2)  
           d=SIGN(tol1,xm-x);  int nbocc(char *s, char occ)
       }  {
     } else {    int i,j=0;
       d=CGOLD*(e=(x >= xm ? a-x : b-x));    int lg=20;
     }    i=0;
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));    lg=strlen(s);
     fu=(*f)(u);    for(i=0; i<= lg; i++) {
     if (fu <= fx) {    if  (s[i] == occ ) j++;
       if (u >= x) a=x; else b=x;    }
       SHFT(v,w,x,u)    return j;
         SHFT(fv,fw,fx,fu)  }
         } else {  
           if (u < x) a=u; else b=u;  void cutv(char *u,char *v, char*t, char occ)
           if (fu <= fw || w == x) {  {
             v=w;    /* cuts string t into u and v where u is ended by char occ excluding it
             w=u;       and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
             fv=fw;       gives u="abcedf" and v="ghi2j" */
             fw=fu;    int i,lg,j,p=0;
           } else if (fu <= fv || v == x || v == w) {    i=0;
             v=u;    for(j=0; j<=strlen(t)-1; j++) {
             fv=fu;      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
           }    }
         }  
   }    lg=strlen(t);
   nrerror("Too many iterations in brent");    for(j=0; j<p; j++) {
   *xmin=x;      (u[j] = t[j]);
   return fx;    }
 }       u[p]='\0';
   
 /****************** mnbrak ***********************/     for(j=0; j<= lg; j++) {
       if (j>=(p+1))(v[j-p-1] = t[j]);
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,    }
             double (*func)(double))  }
 {  
   double ulim,u,r,q, dum;  /********************** nrerror ********************/
   double fu;  
    void nrerror(char error_text[])
   *fa=(*func)(*ax);  {
   *fb=(*func)(*bx);    fprintf(stderr,"ERREUR ...\n");
   if (*fb > *fa) {    fprintf(stderr,"%s\n",error_text);
     SHFT(dum,*ax,*bx,dum)    exit(EXIT_FAILURE);
       SHFT(dum,*fb,*fa,dum)  }
       }  /*********************** vector *******************/
   *cx=(*bx)+GOLD*(*bx-*ax);  double *vector(int nl, int nh)
   *fc=(*func)(*cx);  {
   while (*fb > *fc) {    double *v;
     r=(*bx-*ax)*(*fb-*fc);    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
     q=(*bx-*cx)*(*fb-*fa);    if (!v) nrerror("allocation failure in vector");
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/    return v-nl+NR_END;
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));  }
     ulim=(*bx)+GLIMIT*(*cx-*bx);  
     if ((*bx-u)*(u-*cx) > 0.0) {  /************************ free vector ******************/
       fu=(*func)(u);  void free_vector(double*v, int nl, int nh)
     } else if ((*cx-u)*(u-ulim) > 0.0) {  {
       fu=(*func)(u);    free((FREE_ARG)(v+nl-NR_END));
       if (fu < *fc) {  }
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))  
           SHFT(*fb,*fc,fu,(*func)(u))  /************************ivector *******************************/
           }  int *ivector(long nl,long nh)
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {  {
       u=ulim;    int *v;
       fu=(*func)(u);    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
     } else {    if (!v) nrerror("allocation failure in ivector");
       u=(*cx)+GOLD*(*cx-*bx);    return v-nl+NR_END;
       fu=(*func)(u);  }
     }  
     SHFT(*ax,*bx,*cx,u)  /******************free ivector **************************/
       SHFT(*fa,*fb,*fc,fu)  void free_ivector(int *v, long nl, long nh)
       }  {
 }    free((FREE_ARG)(v+nl-NR_END));
   }
 /*************** linmin ************************/  
   /************************lvector *******************************/
 int ncom;  long *lvector(long nl,long nh)
 double *pcom,*xicom;  {
 double (*nrfunc)(double []);    long *v;
      v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))    if (!v) nrerror("allocation failure in ivector");
 {    return v-nl+NR_END;
   double brent(double ax, double bx, double cx,  }
                double (*f)(double), double tol, double *xmin);  
   double f1dim(double x);  /******************free lvector **************************/
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,  void free_lvector(long *v, long nl, long nh)
               double *fc, double (*func)(double));  {
   int j;    free((FREE_ARG)(v+nl-NR_END));
   double xx,xmin,bx,ax;  }
   double fx,fb,fa;  
    /******************* imatrix *******************************/
   ncom=n;  int **imatrix(long nrl, long nrh, long ncl, long nch) 
   pcom=vector(1,n);       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
   xicom=vector(1,n);  { 
   nrfunc=func;    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
   for (j=1;j<=n;j++) {    int **m; 
     pcom[j]=p[j];    
     xicom[j]=xi[j];    /* allocate pointers to rows */ 
   }    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
   ax=0.0;    if (!m) nrerror("allocation failure 1 in matrix()"); 
   xx=1.0;    m += NR_END; 
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);    m -= nrl; 
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);    
 #ifdef DEBUG    
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);    /* allocate rows and set pointers to them */ 
 #endif    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
   for (j=1;j<=n;j++) {    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
     xi[j] *= xmin;    m[nrl] += NR_END; 
     p[j] += xi[j];    m[nrl] -= ncl; 
   }    
   free_vector(xicom,1,n);    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
   free_vector(pcom,1,n);    
 }    /* return pointer to array of pointers to rows */ 
     return m; 
 /*************** powell ************************/  } 
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,  
             double (*func)(double []))  /****************** free_imatrix *************************/
 {  void free_imatrix(m,nrl,nrh,ncl,nch)
   void linmin(double p[], double xi[], int n, double *fret,        int **m;
               double (*func)(double []));        long nch,ncl,nrh,nrl; 
   int i,ibig,j;       /* free an int matrix allocated by imatrix() */ 
   double del,t,*pt,*ptt,*xit;  { 
   double fp,fptt;    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
   double *xits;    free((FREE_ARG) (m+nrl-NR_END)); 
   pt=vector(1,n);  } 
   ptt=vector(1,n);  
   xit=vector(1,n);  /******************* matrix *******************************/
   xits=vector(1,n);  double **matrix(long nrl, long nrh, long ncl, long nch)
   *fret=(*func)(p);  {
   for (j=1;j<=n;j++) pt[j]=p[j];    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
   for (*iter=1;;++(*iter)) {    double **m;
     fp=(*fret);  
     ibig=0;    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
     del=0.0;    if (!m) nrerror("allocation failure 1 in matrix()");
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);    m += NR_END;
     for (i=1;i<=n;i++)    m -= nrl;
       printf(" %d %.12f",i, p[i]);  
     printf("\n");    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
     for (i=1;i<=n;i++) {    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
       for (j=1;j<=n;j++) xit[j]=xi[j][i];    m[nrl] += NR_END;
       fptt=(*fret);    m[nrl] -= ncl;
 #ifdef DEBUG  
       printf("fret=%lf \n",*fret);    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
 #endif    return m;
       printf("%d",i);fflush(stdout);    /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
       linmin(p,xit,n,fret,func);     */
       if (fabs(fptt-(*fret)) > del) {  }
         del=fabs(fptt-(*fret));  
         ibig=i;  /*************************free matrix ************************/
       }  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
 #ifdef DEBUG  {
       printf("%d %.12e",i,(*fret));    free((FREE_ARG)(m[nrl]+ncl-NR_END));
       for (j=1;j<=n;j++) {    free((FREE_ARG)(m+nrl-NR_END));
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);  }
         printf(" x(%d)=%.12e",j,xit[j]);  
       }  /******************* ma3x *******************************/
       for(j=1;j<=n;j++)  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
         printf(" p=%.12e",p[j]);  {
       printf("\n");    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
 #endif    double ***m;
     }  
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
 #ifdef DEBUG    if (!m) nrerror("allocation failure 1 in matrix()");
       int k[2],l;    m += NR_END;
       k[0]=1;    m -= nrl;
       k[1]=-1;  
       printf("Max: %.12e",(*func)(p));    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
       for (j=1;j<=n;j++)    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
         printf(" %.12e",p[j]);    m[nrl] += NR_END;
       printf("\n");    m[nrl] -= ncl;
       for(l=0;l<=1;l++) {  
         for (j=1;j<=n;j++) {    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
           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]);    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
         }    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));    m[nrl][ncl] += NR_END;
       }    m[nrl][ncl] -= nll;
 #endif    for (j=ncl+1; j<=nch; j++) 
       m[nrl][j]=m[nrl][j-1]+nlay;
     
       free_vector(xit,1,n);    for (i=nrl+1; i<=nrh; i++) {
       free_vector(xits,1,n);      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
       free_vector(ptt,1,n);      for (j=ncl+1; j<=nch; j++) 
       free_vector(pt,1,n);        m[i][j]=m[i][j-1]+nlay;
       return;    }
     }    return m; 
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
     for (j=1;j<=n;j++) {             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
       ptt[j]=2.0*p[j]-pt[j];    */
       xit[j]=p[j]-pt[j];  }
       pt[j]=p[j];  
     }  /*************************free ma3x ************************/
     fptt=(*func)(ptt);  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
     if (fptt < fp) {  {
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
       if (t < 0.0) {    free((FREE_ARG)(m[nrl]+ncl-NR_END));
         linmin(p,xit,n,fret,func);    free((FREE_ARG)(m+nrl-NR_END));
         for (j=1;j<=n;j++) {  }
           xi[j][ibig]=xi[j][n];  
           xi[j][n]=xit[j];  /*************** function subdirf ***********/
         }  char *subdirf(char fileres[])
 #ifdef DEBUG  {
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);    /* Caution optionfilefiname is hidden */
         for(j=1;j<=n;j++)    strcpy(tmpout,optionfilefiname);
           printf(" %.12e",xit[j]);    strcat(tmpout,"/"); /* Add to the right */
         printf("\n");    strcat(tmpout,fileres);
 #endif    return tmpout;
       }  }
     }  
   }  /*************** function subdirf2 ***********/
 }  char *subdirf2(char fileres[], char *preop)
   {
 /**** Prevalence limit ****************/    
     /* Caution optionfilefiname is hidden */
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)    strcpy(tmpout,optionfilefiname);
 {    strcat(tmpout,"/");
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit    strcat(tmpout,preop);
      matrix by transitions matrix until convergence is reached */    strcat(tmpout,fileres);
     return tmpout;
   int i, ii,j,k;  }
   double min, max, maxmin, maxmax,sumnew=0.;  
   double **matprod2();  /*************** function subdirf3 ***********/
   double **out, cov[NCOVMAX], **pmij();  char *subdirf3(char fileres[], char *preop, char *preop2)
   double **newm;  {
   double agefin, delaymax=50 ; /* Max number of years to converge */    
     /* Caution optionfilefiname is hidden */
   for (ii=1;ii<=nlstate+ndeath;ii++)    strcpy(tmpout,optionfilefiname);
     for (j=1;j<=nlstate+ndeath;j++){    strcat(tmpout,"/");
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);    strcat(tmpout,preop);
     }    strcat(tmpout,preop2);
     strcat(tmpout,fileres);
    cov[1]=1.;    return tmpout;
    }
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */  
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){  /***************** f1dim *************************/
     newm=savm;  extern int ncom; 
     /* Covariates have to be included here again */  extern double *pcom,*xicom;
      cov[2]=agefin;  extern double (*nrfunc)(double []); 
     
       for (k=1; k<=cptcovn;k++) {  double f1dim(double x) 
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];  { 
         /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/    int j; 
       }    double f;
       for (k=1; k<=cptcovage;k++)    double *xt; 
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];   
       for (k=1; k<=cptcovprod;k++)    xt=vector(1,ncom); 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
     f=(*nrfunc)(xt); 
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/    free_vector(xt,1,ncom); 
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/    return f; 
   } 
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);  
   /*****************brent *************************/
     savm=oldm;  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
     oldm=newm;  { 
     maxmax=0.;    int iter; 
     for(j=1;j<=nlstate;j++){    double a,b,d,etemp;
       min=1.;    double fu,fv,fw,fx;
       max=0.;    double ftemp;
       for(i=1; i<=nlstate; i++) {    double p,q,r,tol1,tol2,u,v,w,x,xm; 
         sumnew=0;    double e=0.0; 
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];   
         prlim[i][j]= newm[i][j]/(1-sumnew);    a=(ax < cx ? ax : cx); 
         max=FMAX(max,prlim[i][j]);    b=(ax > cx ? ax : cx); 
         min=FMIN(min,prlim[i][j]);    x=w=v=bx; 
       }    fw=fv=fx=(*f)(x); 
       maxmin=max-min;    for (iter=1;iter<=ITMAX;iter++) { 
       maxmax=FMAX(maxmax,maxmin);      xm=0.5*(a+b); 
     }      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
     if(maxmax < ftolpl){      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
       return prlim;      printf(".");fflush(stdout);
     }      fprintf(ficlog,".");fflush(ficlog);
   }  #ifdef DEBUG
 }      printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
       fprintf(ficlog,"br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
 /*************** transition probabilities ***************/      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
   #endif
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
 {        *xmin=x; 
   double s1, s2;        return fx; 
   /*double t34;*/      } 
   int i,j,j1, nc, ii, jj;      ftemp=fu;
       if (fabs(e) > tol1) { 
     for(i=1; i<= nlstate; i++){        r=(x-w)*(fx-fv); 
     for(j=1; j<i;j++){        q=(x-v)*(fx-fw); 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){        p=(x-v)*q-(x-w)*r; 
         /*s2 += param[i][j][nc]*cov[nc];*/        q=2.0*(q-r); 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];        if (q > 0.0) p = -p; 
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/        q=fabs(q); 
       }        etemp=e; 
       ps[i][j]=s2;        e=d; 
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
     }          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
     for(j=i+1; j<=nlstate+ndeath;j++){        else { 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){          d=p/q; 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];          u=x+d; 
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/          if (u-a < tol2 || b-u < tol2) 
       }            d=SIGN(tol1,xm-x); 
       ps[i][j]=(s2);        } 
     }      } else { 
   }        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
     /*ps[3][2]=1;*/      } 
       u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
   for(i=1; i<= nlstate; i++){      fu=(*f)(u); 
      s1=0;      if (fu <= fx) { 
     for(j=1; j<i; j++)        if (u >= x) a=x; else b=x; 
       s1+=exp(ps[i][j]);        SHFT(v,w,x,u) 
     for(j=i+1; j<=nlstate+ndeath; j++)          SHFT(fv,fw,fx,fu) 
       s1+=exp(ps[i][j]);          } else { 
     ps[i][i]=1./(s1+1.);            if (u < x) a=u; else b=u; 
     for(j=1; j<i; j++)            if (fu <= fw || w == x) { 
       ps[i][j]= exp(ps[i][j])*ps[i][i];              v=w; 
     for(j=i+1; j<=nlstate+ndeath; j++)              w=u; 
       ps[i][j]= exp(ps[i][j])*ps[i][i];              fv=fw; 
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */              fw=fu; 
   } /* end i */            } else if (fu <= fv || v == x || v == w) { 
               v=u; 
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){              fv=fu; 
     for(jj=1; jj<= nlstate+ndeath; jj++){            } 
       ps[ii][jj]=0;          } 
       ps[ii][ii]=1;    } 
     }    nrerror("Too many iterations in brent"); 
   }    *xmin=x; 
     return fx; 
   } 
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){  
     for(jj=1; jj<= nlstate+ndeath; jj++){  /****************** mnbrak ***********************/
      printf("%lf ",ps[ii][jj]);  
    }  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
     printf("\n ");              double (*func)(double)) 
     }  { 
     printf("\n ");printf("%lf ",cov[2]);*/    double ulim,u,r,q, dum;
 /*    double fu; 
   for(i=1; i<= npar; i++) printf("%f ",x[i]);   
   goto end;*/    *fa=(*func)(*ax); 
     return ps;    *fb=(*func)(*bx); 
 }    if (*fb > *fa) { 
       SHFT(dum,*ax,*bx,dum) 
 /**************** Product of 2 matrices ******************/        SHFT(dum,*fb,*fa,dum) 
         } 
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)    *cx=(*bx)+GOLD*(*bx-*ax); 
 {    *fc=(*func)(*cx); 
   /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times    while (*fb > *fc) { 
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */      r=(*bx-*ax)*(*fb-*fc); 
   /* in, b, out are matrice of pointers which should have been initialized      q=(*bx-*cx)*(*fb-*fa); 
      before: only the contents of out is modified. The function returns      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
      a pointer to pointers identical to out */        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
   long i, j, k;      ulim=(*bx)+GLIMIT*(*cx-*bx); 
   for(i=nrl; i<= nrh; i++)      if ((*bx-u)*(u-*cx) > 0.0) { 
     for(k=ncolol; k<=ncoloh; k++)        fu=(*func)(u); 
       for(j=ncl,out[i][k]=0.; j<=nch; j++)      } else if ((*cx-u)*(u-ulim) > 0.0) { 
         out[i][k] +=in[i][j]*b[j][k];        fu=(*func)(u); 
         if (fu < *fc) { 
   return out;          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
 }            SHFT(*fb,*fc,fu,(*func)(u)) 
             } 
       } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
 /************* Higher Matrix Product ***************/        u=ulim; 
         fu=(*func)(u); 
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )      } else { 
 {        u=(*cx)+GOLD*(*cx-*bx); 
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month        fu=(*func)(u); 
      duration (i.e. until      } 
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.      SHFT(*ax,*bx,*cx,u) 
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step        SHFT(*fa,*fb,*fc,fu) 
      (typically every 2 years instead of every month which is too big).        } 
      Model is determined by parameters x and covariates have to be  } 
      included manually here.  
   /*************** linmin ************************/
      */  
   int ncom; 
   int i, j, d, h, k;  double *pcom,*xicom;
   double **out, cov[NCOVMAX];  double (*nrfunc)(double []); 
   double **newm;   
   void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
   /* Hstepm could be zero and should return the unit matrix */  { 
   for (i=1;i<=nlstate+ndeath;i++)    double brent(double ax, double bx, double cx, 
     for (j=1;j<=nlstate+ndeath;j++){                 double (*f)(double), double tol, double *xmin); 
       oldm[i][j]=(i==j ? 1.0 : 0.0);    double f1dim(double x); 
       po[i][j][0]=(i==j ? 1.0 : 0.0);    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
     }                double *fc, double (*func)(double)); 
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */    int j; 
   for(h=1; h <=nhstepm; h++){    double xx,xmin,bx,ax; 
     for(d=1; d <=hstepm; d++){    double fx,fb,fa;
       newm=savm;   
       /* Covariates have to be included here again */    ncom=n; 
       cov[1]=1.;    pcom=vector(1,n); 
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;    xicom=vector(1,n); 
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];    nrfunc=func; 
       for (k=1; k<=cptcovage;k++)    for (j=1;j<=n;j++) { 
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];      pcom[j]=p[j]; 
       for (k=1; k<=cptcovprod;k++)      xicom[j]=xi[j]; 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];    } 
     ax=0.0; 
     xx=1.0; 
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,  #ifdef DEBUG
                    pmij(pmmij,cov,ncovmodel,x,nlstate));    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
       savm=oldm;    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
       oldm=newm;  #endif
     }    for (j=1;j<=n;j++) { 
     for(i=1; i<=nlstate+ndeath; i++)      xi[j] *= xmin; 
       for(j=1;j<=nlstate+ndeath;j++) {      p[j] += xi[j]; 
         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]);    free_vector(xicom,1,n); 
          */    free_vector(pcom,1,n); 
       }  } 
   } /* end h */  
   return po;  char *asc_diff_time(long time_sec, char ascdiff[])
 }  {
     long sec_left, days, hours, minutes;
     days = (time_sec) / (60*60*24);
 /*************** log-likelihood *************/    sec_left = (time_sec) % (60*60*24);
 double func( double *x)    hours = (sec_left) / (60*60) ;
 {    sec_left = (sec_left) %(60*60);
   int i, ii, j, k, mi, d, kk;    minutes = (sec_left) /60;
   double l, ll[NLSTATEMAX], cov[NCOVMAX];    sec_left = (sec_left) % (60);
   double **out;    sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
   double sw; /* Sum of weights */    return ascdiff;
   double lli; /* Individual log likelihood */  }
   long ipmx;  
   /*extern weight */  /*************** powell ************************/
   /* We are differentiating ll according to initial status */  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/              double (*func)(double [])) 
   /*for(i=1;i<imx;i++)  { 
     printf(" %d\n",s[4][i]);    void linmin(double p[], double xi[], int n, double *fret, 
   */                double (*func)(double [])); 
   cov[1]=1.;    int i,ibig,j; 
     double del,t,*pt,*ptt,*xit;
   for(k=1; k<=nlstate; k++) ll[k]=0.;    double fp,fptt;
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){    double *xits;
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];    int niterf, itmp;
     for(mi=1; mi<= wav[i]-1; mi++){  
       for (ii=1;ii<=nlstate+ndeath;ii++)    pt=vector(1,n); 
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);    ptt=vector(1,n); 
       for(d=0; d<dh[mi][i]; d++){    xit=vector(1,n); 
         newm=savm;    xits=vector(1,n); 
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;    *fret=(*func)(p); 
         for (kk=1; kk<=cptcovage;kk++) {    for (j=1;j<=n;j++) pt[j]=p[j]; 
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];    for (*iter=1;;++(*iter)) { 
         }      fp=(*fret); 
              ibig=0; 
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,      del=0.0; 
                      1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));      last_time=curr_time;
         savm=oldm;      (void) gettimeofday(&curr_time,&tzp);
         oldm=newm;      printf("\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec);fflush(stdout);
              /*    fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec);
              fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec);
       } /* end mult */      */
           for (i=1;i<=n;i++) {
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);        printf(" %d %.12f",i, p[i]);
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/        fprintf(ficlog," %d %.12lf",i, p[i]);
       ipmx +=1;        fprintf(ficrespow," %.12lf", p[i]);
       sw += weight[i];      }
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;      printf("\n");
     } /* end of wave */      fprintf(ficlog,"\n");
   } /* end of individual */      fprintf(ficrespow,"\n");fflush(ficrespow);
       if(*iter <=3){
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];        tm = *localtime(&curr_time.tv_sec);
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */        strcpy(strcurr,asctime(&tmf));
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */  /*       asctime_r(&tm,strcurr); */
   return -l;        forecast_time=curr_time;
 }        itmp = strlen(strcurr);
         if(strcurr[itmp-1]=='\n')
           strcurr[itmp-1]='\0';
 /*********** Maximum Likelihood Estimation ***************/        printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
         fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))        for(niterf=10;niterf<=30;niterf+=10){
 {          forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
   int i,j, iter;          tmf = *localtime(&forecast_time.tv_sec);
   double **xi,*delti;  /*      asctime_r(&tmf,strfor); */
   double fret;          strcpy(strfor,asctime(&tmf));
   xi=matrix(1,npar,1,npar);          itmp = strlen(strfor);
   for (i=1;i<=npar;i++)          if(strfor[itmp-1]=='\n')
     for (j=1;j<=npar;j++)          strfor[itmp-1]='\0';
       xi[i][j]=(i==j ? 1.0 : 0.0);          printf("   - if your program needs %d iterations to converge, convergence will be \n   reached in %s or\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
   printf("Powell\n");          fprintf(ficlog,"   - if your program needs %d iterations to converge, convergence will be \n   reached in %s or\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
   powell(p,xi,npar,ftol,&iter,&fret,func);        }
       }
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));      for (i=1;i<=n;i++) { 
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
         fptt=(*fret); 
 }  #ifdef DEBUG
         printf("fret=%lf \n",*fret);
 /**** Computes Hessian and covariance matrix ***/        fprintf(ficlog,"fret=%lf \n",*fret);
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))  #endif
 {        printf("%d",i);fflush(stdout);
   double  **a,**y,*x,pd;        fprintf(ficlog,"%d",i);fflush(ficlog);
   double **hess;        linmin(p,xit,n,fret,func); 
   int i, j,jk;        if (fabs(fptt-(*fret)) > del) { 
   int *indx;          del=fabs(fptt-(*fret)); 
           ibig=i; 
   double hessii(double p[], double delta, int theta, double delti[]);        } 
   double hessij(double p[], double delti[], int i, int j);  #ifdef DEBUG
   void lubksb(double **a, int npar, int *indx, double b[]) ;        printf("%d %.12e",i,(*fret));
   void ludcmp(double **a, int npar, int *indx, double *d) ;        fprintf(ficlog,"%d %.12e",i,(*fret));
         for (j=1;j<=n;j++) {
   hess=matrix(1,npar,1,npar);          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
           printf(" x(%d)=%.12e",j,xit[j]);
   printf("\nCalculation of the hessian matrix. Wait...\n");          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
   for (i=1;i<=npar;i++){        }
     printf("%d",i);fflush(stdout);        for(j=1;j<=n;j++) {
     hess[i][i]=hessii(p,ftolhess,i,delti);          printf(" p=%.12e",p[j]);
     /*printf(" %f ",p[i]);*/          fprintf(ficlog," p=%.12e",p[j]);
     /*printf(" %lf ",hess[i][i]);*/        }
   }        printf("\n");
          fprintf(ficlog,"\n");
   for (i=1;i<=npar;i++) {  #endif
     for (j=1;j<=npar;j++)  {      } 
       if (j>i) {      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
         printf(".%d%d",i,j);fflush(stdout);  #ifdef DEBUG
         hess[i][j]=hessij(p,delti,i,j);        int k[2],l;
         hess[j][i]=hess[i][j];            k[0]=1;
         /*printf(" %lf ",hess[i][j]);*/        k[1]=-1;
       }        printf("Max: %.12e",(*func)(p));
     }        fprintf(ficlog,"Max: %.12e",(*func)(p));
   }        for (j=1;j<=n;j++) {
   printf("\n");          printf(" %.12e",p[j]);
           fprintf(ficlog," %.12e",p[j]);
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");        }
          printf("\n");
   a=matrix(1,npar,1,npar);        fprintf(ficlog,"\n");
   y=matrix(1,npar,1,npar);        for(l=0;l<=1;l++) {
   x=vector(1,npar);          for (j=1;j<=n;j++) {
   indx=ivector(1,npar);            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
   for (i=1;i<=npar;i++)            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
   ludcmp(a,npar,indx,&pd);          }
           printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
   for (j=1;j<=npar;j++) {          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
     for (i=1;i<=npar;i++) x[i]=0;        }
     x[j]=1;  #endif
     lubksb(a,npar,indx,x);  
     for (i=1;i<=npar;i++){  
       matcov[i][j]=x[i];        free_vector(xit,1,n); 
     }        free_vector(xits,1,n); 
   }        free_vector(ptt,1,n); 
         free_vector(pt,1,n); 
   printf("\n#Hessian matrix#\n");        return; 
   for (i=1;i<=npar;i++) {      } 
     for (j=1;j<=npar;j++) {      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
       printf("%.3e ",hess[i][j]);      for (j=1;j<=n;j++) { 
     }        ptt[j]=2.0*p[j]-pt[j]; 
     printf("\n");        xit[j]=p[j]-pt[j]; 
   }        pt[j]=p[j]; 
       } 
   /* Recompute Inverse */      fptt=(*func)(ptt); 
   for (i=1;i<=npar;i++)      if (fptt < fp) { 
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
   ludcmp(a,npar,indx,&pd);        if (t < 0.0) { 
           linmin(p,xit,n,fret,func); 
   /*  printf("\n#Hessian matrix recomputed#\n");          for (j=1;j<=n;j++) { 
             xi[j][ibig]=xi[j][n]; 
   for (j=1;j<=npar;j++) {            xi[j][n]=xit[j]; 
     for (i=1;i<=npar;i++) x[i]=0;          }
     x[j]=1;  #ifdef DEBUG
     lubksb(a,npar,indx,x);          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
     for (i=1;i<=npar;i++){          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
       y[i][j]=x[i];          for(j=1;j<=n;j++){
       printf("%.3e ",y[i][j]);            printf(" %.12e",xit[j]);
     }            fprintf(ficlog," %.12e",xit[j]);
     printf("\n");          }
   }          printf("\n");
   */          fprintf(ficlog,"\n");
   #endif
   free_matrix(a,1,npar,1,npar);        }
   free_matrix(y,1,npar,1,npar);      } 
   free_vector(x,1,npar);    } 
   free_ivector(indx,1,npar);  } 
   free_matrix(hess,1,npar,1,npar);  
   /**** Prevalence limit (stable prevalence)  ****************/
   
 }  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
   {
 /*************** hessian matrix ****************/    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
 double hessii( double x[], double delta, int theta, double delti[])       matrix by transitions matrix until convergence is reached */
 {  
   int i;    int i, ii,j,k;
   int l=1, lmax=20;    double min, max, maxmin, maxmax,sumnew=0.;
   double k1,k2;    double **matprod2();
   double p2[NPARMAX+1];    double **out, cov[NCOVMAX], **pmij();
   double res;    double **newm;
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;    double agefin, delaymax=50 ; /* Max number of years to converge */
   double fx;  
   int k=0,kmax=10;    for (ii=1;ii<=nlstate+ndeath;ii++)
   double l1;      for (j=1;j<=nlstate+ndeath;j++){
         oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   fx=func(x);      }
   for (i=1;i<=npar;i++) p2[i]=x[i];  
   for(l=0 ; l <=lmax; l++){     cov[1]=1.;
     l1=pow(10,l);   
     delts=delt;   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     for(k=1 ; k <kmax; k=k+1){    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
       delt = delta*(l1*k);      newm=savm;
       p2[theta]=x[theta] +delt;      /* Covariates have to be included here again */
       k1=func(p2)-fx;       cov[2]=agefin;
       p2[theta]=x[theta]-delt;    
       k2=func(p2)-fx;        for (k=1; k<=cptcovn;k++) {
       /*res= (k1-2.0*fx+k2)/delt/delt; */          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */          /*      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]]);*/
              }
 #ifdef DEBUG        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
       printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);        for (k=1; k<=cptcovprod;k++)
 #endif          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */  
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
         k=kmax;        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
       }        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
         k=kmax; l=lmax*10.;  
       }      savm=oldm;
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){      oldm=newm;
         delts=delt;      maxmax=0.;
       }      for(j=1;j<=nlstate;j++){
     }        min=1.;
   }        max=0.;
   delti[theta]=delts;        for(i=1; i<=nlstate; i++) {
   return res;          sumnew=0;
            for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
 }          prlim[i][j]= newm[i][j]/(1-sumnew);
           max=FMAX(max,prlim[i][j]);
 double hessij( double x[], double delti[], int thetai,int thetaj)          min=FMIN(min,prlim[i][j]);
 {        }
   int i;        maxmin=max-min;
   int l=1, l1, lmax=20;        maxmax=FMAX(maxmax,maxmin);
   double k1,k2,k3,k4,res,fx;      }
   double p2[NPARMAX+1];      if(maxmax < ftolpl){
   int k;        return prlim;
       }
   fx=func(x);    }
   for (k=1; k<=2; k++) {  }
     for (i=1;i<=npar;i++) p2[i]=x[i];  
     p2[thetai]=x[thetai]+delti[thetai]/k;  /*************** transition probabilities ***************/ 
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;  
     k1=func(p2)-fx;  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
    {
     p2[thetai]=x[thetai]+delti[thetai]/k;    double s1, s2;
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;    /*double t34;*/
     k2=func(p2)-fx;    int i,j,j1, nc, ii, jj;
    
     p2[thetai]=x[thetai]-delti[thetai]/k;      for(i=1; i<= nlstate; i++){
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;        for(j=1; j<i;j++){
     k3=func(p2)-fx;          for (nc=1, s2=0.;nc <=ncovmodel; nc++){
              /*s2 += param[i][j][nc]*cov[nc];*/
     p2[thetai]=x[thetai]-delti[thetai]/k;            s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;  /*       printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2); */
     k4=func(p2)-fx;          }
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */          ps[i][j]=s2;
 #ifdef DEBUG  /*      printf("s1=%.17e, s2=%.17e\n",s1,s2); */
     printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);        }
 #endif        for(j=i+1; j<=nlstate+ndeath;j++){
   }          for (nc=1, s2=0.;nc <=ncovmodel; nc++){
   return res;            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); */
           }
 /************** Inverse of matrix **************/          ps[i][j]=s2;
 void ludcmp(double **a, int n, int *indx, double *d)        }
 {      }
   int i,imax,j,k;      /*ps[3][2]=1;*/
   double big,dum,sum,temp;      
   double *vv;      for(i=1; i<= nlstate; i++){
          s1=0;
   vv=vector(1,n);        for(j=1; j<i; j++)
   *d=1.0;          s1+=exp(ps[i][j]);
   for (i=1;i<=n;i++) {        for(j=i+1; j<=nlstate+ndeath; j++)
     big=0.0;          s1+=exp(ps[i][j]);
     for (j=1;j<=n;j++)        ps[i][i]=1./(s1+1.);
       if ((temp=fabs(a[i][j])) > big) big=temp;        for(j=1; j<i; j++)
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");          ps[i][j]= exp(ps[i][j])*ps[i][i];
     vv[i]=1.0/big;        for(j=i+1; j<=nlstate+ndeath; j++)
   }          ps[i][j]= exp(ps[i][j])*ps[i][i];
   for (j=1;j<=n;j++) {        /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
     for (i=1;i<j;i++) {      } /* end i */
       sum=a[i][j];      
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];      for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
       a[i][j]=sum;        for(jj=1; jj<= nlstate+ndeath; jj++){
     }          ps[ii][jj]=0;
     big=0.0;          ps[ii][ii]=1;
     for (i=j;i<=n;i++) {        }
       sum=a[i][j];      }
       for (k=1;k<j;k++)      
         sum -= a[i][k]*a[k][j];  
       a[i][j]=sum;  /*        for(ii=1; ii<= nlstate+ndeath; ii++){ */
       if ( (dum=vv[i]*fabs(sum)) >= big) {  /*       for(jj=1; jj<= nlstate+ndeath; jj++){ */
         big=dum;  /*         printf("ddd %lf ",ps[ii][jj]); */
         imax=i;  /*       } */
       }  /*       printf("\n "); */
     }  /*        } */
     if (j != imax) {  /*        printf("\n ");printf("%lf ",cov[2]); */
       for (k=1;k<=n;k++) {         /*
         dum=a[imax][k];        for(i=1; i<= npar; i++) printf("%f ",x[i]);
         a[imax][k]=a[j][k];        goto end;*/
         a[j][k]=dum;      return ps;
       }  }
       *d = -(*d);  
       vv[imax]=vv[j];  /**************** Product of 2 matrices ******************/
     }  
     indx[j]=imax;  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
     if (a[j][j] == 0.0) a[j][j]=TINY;  {
     if (j != n) {    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
       dum=1.0/(a[j][j]);       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
       for (i=j+1;i<=n;i++) a[i][j] *= dum;    /* in, b, out are matrice of pointers which should have been initialized 
     }       before: only the contents of out is modified. The function returns
   }       a pointer to pointers identical to out */
   free_vector(vv,1,n);  /* Doesn't work */    long i, j, k;
 ;    for(i=nrl; i<= nrh; i++)
 }      for(k=ncolol; k<=ncoloh; k++)
         for(j=ncl,out[i][k]=0.; j<=nch; j++)
 void lubksb(double **a, int n, int *indx, double b[])          out[i][k] +=in[i][j]*b[j][k];
 {  
   int i,ii=0,ip,j;    return out;
   double sum;  }
    
   for (i=1;i<=n;i++) {  
     ip=indx[i];  /************* Higher Matrix Product ***************/
     sum=b[ip];  
     b[ip]=b[i];  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
     if (ii)  {
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];    /* Computes the transition matrix starting at age 'age' over 
     else if (sum) ii=i;       'nhstepm*hstepm*stepm' months (i.e. until
     b[i]=sum;       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
   }       nhstepm*hstepm matrices. 
   for (i=n;i>=1;i--) {       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
     sum=b[i];       (typically every 2 years instead of every month which is too big 
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];       for the memory).
     b[i]=sum/a[i][i];       Model is determined by parameters x and covariates have to be 
   }       included manually here. 
 }  
        */
 /************ Frequencies ********************/  
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax, int fprev1,int lprev1,double **mint,double **anint)    int i, j, d, h, k;
 {  /* Some frequencies */    double **out, cov[NCOVMAX];
      double **newm;
   int i, m, jk, k1, k2,i1, j1, bool, z1,z2,j;  
   double ***freq; /* Frequencies */    /* Hstepm could be zero and should return the unit matrix */
   double *pp;    for (i=1;i<=nlstate+ndeath;i++)
   double pos;      for (j=1;j<=nlstate+ndeath;j++){
   FILE *ficresp;        oldm[i][j]=(i==j ? 1.0 : 0.0);
   char fileresp[FILENAMELENGTH];        po[i][j][0]=(i==j ? 1.0 : 0.0);
       }
   pp=vector(1,nlstate);    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
   probs= ma3x(1,130 ,1,8, 1,8);    for(h=1; h <=nhstepm; h++){
   strcpy(fileresp,"p");      for(d=1; d <=hstepm; d++){
   strcat(fileresp,fileres);        newm=savm;
   if((ficresp=fopen(fileresp,"w"))==NULL) {        /* Covariates have to be included here again */
     printf("Problem with prevalence resultfile: %s\n", fileresp);        cov[1]=1.;
     exit(0);        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
   }        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);        for (k=1; k<=cptcovage;k++)
   j1=0;          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
         for (k=1; k<=cptcovprod;k++)
   j=cptcoveff;          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
   if (cptcovn<1) {j=1;ncodemax[1]=1;}  
   
   for(k1=1; k1<=j;k1++){        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
    for(i1=1; i1<=ncodemax[k1];i1++){        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
        j1++;        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);                     pmij(pmmij,cov,ncovmodel,x,nlstate));
          scanf("%d", i);*/        savm=oldm;
         for (i=-1; i<=nlstate+ndeath; i++)          oldm=newm;
          for (jk=-1; jk<=nlstate+ndeath; jk++)        }
            for(m=agemin; m <= agemax+3; m++)      for(i=1; i<=nlstate+ndeath; i++)
              freq[i][jk][m]=0;        for(j=1;j<=nlstate+ndeath;j++) {
                  po[i][j][h]=newm[i][j];
        for (i=1; i<=imx; i++) {          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
          bool=1;           */
          if  (cptcovn>0) {        }
            for (z1=1; z1<=cptcoveff; z1++)    } /* end h */
              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])    return po;
                bool=0;  }
          }  
           if (bool==1) {  
             for(m=fprev1; m<=lprev1; m++){  /*************** log-likelihood *************/
              k2=anint[m][i]+(mint[m][i]/12.);  double func( double *x)
              if ((k2>=1984) && (k2<=1988.5)) {  {
              if(agev[m][i]==0) agev[m][i]=agemax+1;    int i, ii, j, k, mi, d, kk;
              if(agev[m][i]==1) agev[m][i]=agemax+2;    double l, ll[NLSTATEMAX], cov[NCOVMAX];
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];    double **out;
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];    double sw; /* Sum of weights */
              }    double lli; /* Individual log likelihood */
             }    int s1, s2;
           }    double bbh, survp;
        }    long ipmx;
         if  (cptcovn>0) {    /*extern weight */
          fprintf(ficresp, "\n#********** Variable ");    /* We are differentiating ll according to initial status */
          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
        fprintf(ficresp, "**********\n#");    /*for(i=1;i<imx;i++) 
         }      printf(" %d\n",s[4][i]);
        for(i=1; i<=nlstate;i++)    */
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);    cov[1]=1.;
        fprintf(ficresp, "\n");  
            for(k=1; k<=nlstate; k++) ll[k]=0.;
   for(i=(int)agemin; i <= (int)agemax+3; i++){  
     if(i==(int)agemax+3)    if(mle==1){
       printf("Total");      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     else        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       printf("Age %d", i);        for(mi=1; mi<= wav[i]-1; mi++){
     for(jk=1; jk <=nlstate ; jk++){          for (ii=1;ii<=nlstate+ndeath;ii++)
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)            for (j=1;j<=nlstate+ndeath;j++){
         pp[jk] += freq[jk][m][i];              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     }              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     for(jk=1; jk <=nlstate ; jk++){            }
       for(m=-1, pos=0; m <=0 ; m++)          for(d=0; d<dh[mi][i]; d++){
         pos += freq[jk][m][i];            newm=savm;
       if(pp[jk]>=1.e-10)            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);            for (kk=1; kk<=cptcovage;kk++) {
       else              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);            }
     }            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
                          1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
      for(jk=1; jk <=nlstate ; jk++){            savm=oldm;
       for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)            oldm=newm;
         pp[jk] += freq[jk][m][i];          } /* end mult */
      }        
           /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
     for(jk=1,pos=0; jk <=nlstate ; jk++)          /* But now since version 0.9 we anticipate for bias and large stepm.
       pos += pp[jk];           * If stepm is larger than one month (smallest stepm) and if the exact delay 
     for(jk=1; jk <=nlstate ; jk++){           * (in months) between two waves is not a multiple of stepm, we rounded to 
       if(pos>=1.e-5)           * the nearest (and in case of equal distance, to the lowest) interval but now
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);           * we keep into memory the bias bh[mi][i] and also the previous matrix product
       else           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);           * probability in order to take into account the bias as a fraction of the way
       if( i <= (int) agemax){           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
         if(pos>=1.e-5){           * -stepm/2 to stepm/2 .
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);           * For stepm=1 the results are the same as for previous versions of Imach.
           probs[i][jk][j1]= pp[jk]/pos;           * For stepm > 1 the results are less biased than in previous versions. 
           /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/           */
         }          s1=s[mw[mi][i]][i];
       else          s2=s[mw[mi+1][i]][i];
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);          bbh=(double)bh[mi][i]/(double)stepm; 
       }          /* bias is positive if real duration
     }           * is higher than the multiple of stepm and negative otherwise.
     for(jk=-1; jk <=nlstate+ndeath; jk++)           */
       for(m=-1; m <=nlstate+ndeath; m++)          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);          if( s2 > nlstate){ 
     if(i <= (int) agemax)            /* i.e. if s2 is a death state and if the date of death is known then the contribution
       fprintf(ficresp,"\n");               to the likelihood is the probability to die between last step unit time and current 
     printf("\n");               step unit time, which is also the differences between probability to die before dh 
     }               and probability to die before dh-stepm . 
     }               In version up to 0.92 likelihood was computed
  }          as if date of death was unknown. Death was treated as any other
            health state: the date of the interview describes the actual state
   fclose(ficresp);          and not the date of a change in health state. The former idea was
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);          to consider that at each interview the state was recorded
   free_vector(pp,1,nlstate);          (healthy, disable or death) and IMaCh was corrected; but when we
           introduced the exact date of death then we should have modified
 }  /* End of Freq */          the contribution of an exact death to the likelihood. This new
           contribution is smaller and very dependent of the step unit
 /************ Prevalence ********************/          stepm. It is no more the probability to die between last interview
 void prevalence(int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax, int fprev1,int lprev1)          and month of death but the probability to survive from last
 {  /* Some frequencies */          interview up to one month before death multiplied by the
            probability to die within a month. Thanks to Chris
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;          Jackson for correcting this bug.  Former versions increased
   double ***freq; /* Frequencies */          mortality artificially. The bad side is that we add another loop
   double *pp;          which slows down the processing. The difference can be up to 10%
   double pos;          lower mortality.
             */
   pp=vector(1,nlstate);            lli=log(out[s1][s2] - savm[s1][s2]);
   probs= ma3x(1,130 ,1,8, 1,8);          }else{
              lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
   freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);            /*  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 */
   j1=0;          } 
            /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
   j=cptcoveff;          /*if(lli ==000.0)*/
   if (cptcovn<1) {j=1;ncodemax[1]=1;}          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
            ipmx +=1;
  for(k1=1; k1<=j;k1++){          sw += weight[i];
     for(i1=1; i1<=ncodemax[k1];i1++){          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
       j1++;        } /* end of wave */
        } /* end of individual */
       for (i=-1; i<=nlstate+ndeath; i++)      }  else if(mle==2){
         for (jk=-1; jk<=nlstate+ndeath; jk++)        for (i=1,ipmx=0, sw=0.; i<=imx; i++){
           for(m=agemin; m <= agemax+3; m++)        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
           freq[i][jk][m]=0;        for(mi=1; mi<= wav[i]-1; mi++){
                for (ii=1;ii<=nlstate+ndeath;ii++)
       for (i=1; i<=imx; i++) {            for (j=1;j<=nlstate+ndeath;j++){
         bool=1;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
         if  (cptcovn>0) {              savm[ii][j]=(ii==j ? 1.0 : 0.0);
           for (z1=1; z1<=cptcoveff; z1++)            }
             if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])          for(d=0; d<=dh[mi][i]; d++){
               bool=0;            newm=savm;
               }            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
         if (bool==1) {            for (kk=1; kk<=cptcovage;kk++) {
           for(m=fprev1; m<=lprev1; m++){              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
             if(agev[m][i]==0) agev[m][i]=agemax+1;            }
             if(agev[m][i]==1) agev[m][i]=agemax+2;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
             freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
             freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];            savm=oldm;
           }            oldm=newm;
         }          } /* end mult */
       }        
        for(i=(int)agemin; i <= (int)agemax+3; i++){          s1=s[mw[mi][i]][i];
         for(jk=1; jk <=nlstate ; jk++){          s2=s[mw[mi+1][i]][i];
           for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)          bbh=(double)bh[mi][i]/(double)stepm; 
             pp[jk] += freq[jk][m][i];          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;
         for(jk=1; jk <=nlstate ; jk++){          sw += weight[i];
           for(m=-1, pos=0; m <=0 ; m++)          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
             pos += freq[jk][m][i];        } /* end of wave */
         }      } /* end of individual */
            }  else if(mle==3){  /* exponential inter-extrapolation */
          for(jk=1; jk <=nlstate ; jk++){      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
              pp[jk] += freq[jk][m][i];        for(mi=1; mi<= wav[i]-1; mi++){
          }          for (ii=1;ii<=nlstate+ndeath;ii++)
                      for (j=1;j<=nlstate+ndeath;j++){
          for(jk=1,pos=0; jk <=nlstate ; jk++) pos += pp[jk];              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
               savm[ii][j]=(ii==j ? 1.0 : 0.0);
          for(jk=1; jk <=nlstate ; jk++){                      }
            if( i <= (int) agemax){          for(d=0; d<dh[mi][i]; d++){
              if(pos>=1.e-5){            newm=savm;
                probs[i][jk][j1]= pp[jk]/pos;            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];
          }            }
                      out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
          }                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     }            savm=oldm;
   }            oldm=newm;
            } /* end mult */
          
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);          s1=s[mw[mi][i]][i];
   free_vector(pp,1,nlstate);          s2=s[mw[mi+1][i]][i];
            bbh=(double)bh[mi][i]/(double)stepm; 
 }  /* End of Freq */          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 */
 /************* Waves Concatenation ***************/          ipmx +=1;
           sw += weight[i];
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 {        } /* end of wave */
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.      } /* end of individual */
      Death is a valid wave (if date is known).    }else if (mle==4){  /* ml=4 no inter-extrapolation */
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
      and mw[mi+1][i]. dh depends on stepm.        for(mi=1; mi<= wav[i]-1; mi++){
      */          for (ii=1;ii<=nlstate+ndeath;ii++)
             for (j=1;j<=nlstate+ndeath;j++){
   int i, mi, m;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
      double sum=0., jmean=0.;*/            }
           for(d=0; d<dh[mi][i]; d++){
   int j, k=0,jk, ju, jl;            newm=savm;
   double sum=0.;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   jmin=1e+5;            for (kk=1; kk<=cptcovage;kk++) {
   jmax=-1;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   jmean=0.;            }
   for(i=1; i<=imx; i++){          
     mi=0;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     m=firstpass;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     while(s[m][i] <= nlstate){            savm=oldm;
       if(s[m][i]>=1)            oldm=newm;
         mw[++mi][i]=m;          } /* end mult */
       if(m >=lastpass)        
         break;          s1=s[mw[mi][i]][i];
       else          s2=s[mw[mi+1][i]][i];
         m++;          if( s2 > nlstate){ 
     }/* end while */            lli=log(out[s1][s2] - savm[s1][s2]);
     if (s[m][i] > nlstate){          }else{
       mi++;     /* Death is another wave */            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
       /* if(mi==0)  never been interviewed correctly before death */          }
          /* Only death is a correct wave */          ipmx +=1;
       mw[mi][i]=m;          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]); */
     wav[i]=mi;        } /* end of wave */
     if(mi==0)      } /* end of individual */
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
   }      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   for(i=1; i<=imx; i++){        for(mi=1; mi<= wav[i]-1; mi++){
     for(mi=1; mi<wav[i];mi++){          for (ii=1;ii<=nlstate+ndeath;ii++)
       if (stepm <=0)            for (j=1;j<=nlstate+ndeath;j++){
         dh[mi][i]=1;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       else{              savm[ii][j]=(ii==j ? 1.0 : 0.0);
         if (s[mw[mi+1][i]][i] > nlstate) {            }
           if (agedc[i] < 2*AGESUP) {          for(d=0; d<dh[mi][i]; d++){
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);            newm=savm;
           if(j==0) j=1;  /* Survives at least one month after exam */            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
           k=k+1;            for (kk=1; kk<=cptcovage;kk++) {
           if (j >= jmax) jmax=j;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
           if (j <= jmin) jmin=j;            }
           sum=sum+j;          
           /* if (j<10) printf("j=%d num=%d ",j,i); */            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
           }                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
         }            savm=oldm;
         else{            oldm=newm;
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));          } /* end mult */
           k=k+1;        
           if (j >= jmax) jmax=j;          s1=s[mw[mi][i]][i];
           else if (j <= jmin)jmin=j;          s2=s[mw[mi+1][i]][i];
           /*   if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
           sum=sum+j;          ipmx +=1;
         }          sw += weight[i];
         jk= j/stepm;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         jl= j -jk*stepm;          /*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]);*/
         ju= j -(jk+1)*stepm;        } /* end of wave */
         if(jl <= -ju)      } /* end of individual */
           dh[mi][i]=jk;    } /* End of if */
         else    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
           dh[mi][i]=jk+1;    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
         if(dh[mi][i]==0)    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
           dh[mi][i]=1; /* At least one step */    return -l;
       }  }
     }  
   }  /*************** log-likelihood *************/
   jmean=sum/k;  double funcone( double *x)
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);  {
  }    /* Same as likeli but slower because of a lot of printf and if */
 /*********** Tricode ****************************/    int i, ii, j, k, mi, d, kk;
 void tricode(int *Tvar, int **nbcode, int imx)    double l, ll[NLSTATEMAX], cov[NCOVMAX];
 {    double **out;
   int Ndum[20],ij=1, k, j, i;    double lli; /* Individual log likelihood */
   int cptcode=0;    double llt;
   cptcoveff=0;    int s1, s2;
      double bbh, survp;
   for (k=0; k<19; k++) Ndum[k]=0;    /*extern weight */
   for (k=1; k<=7; k++) ncodemax[k]=0;    /* We are differentiating ll according to initial status */
     /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {    /*for(i=1;i<imx;i++) 
     for (i=1; i<=imx; i++) {      printf(" %d\n",s[4][i]);
       ij=(int)(covar[Tvar[j]][i]);    */
       Ndum[ij]++;    cov[1]=1.;
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/  
       if (ij > cptcode) cptcode=ij;    for(k=1; k<=nlstate; k++) ll[k]=0.;
     }  
     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     for (i=0; i<=cptcode; i++) {      for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       if(Ndum[i]!=0) ncodemax[j]++;      for(mi=1; mi<= wav[i]-1; mi++){
     }        for (ii=1;ii<=nlstate+ndeath;ii++)
     ij=1;          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);
     for (i=1; i<=ncodemax[j]; i++) {          }
       for (k=0; k<=19; k++) {        for(d=0; d<dh[mi][i]; d++){
         if (Ndum[k] != 0) {          newm=savm;
           nbcode[Tvar[j]][ij]=k;          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
           ij++;          for (kk=1; kk<=cptcovage;kk++) {
         }            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
         if (ij > ncodemax[j]) break;          }
       }            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     }                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   }            savm=oldm;
           oldm=newm;
  for (k=0; k<19; k++) Ndum[k]=0;        } /* end mult */
         
  for (i=1; i<=ncovmodel-2; i++) {        s1=s[mw[mi][i]][i];
       ij=Tvar[i];        s2=s[mw[mi+1][i]][i];
       Ndum[ij]++;        bbh=(double)bh[mi][i]/(double)stepm; 
     }        /* bias is positive if real duration
          * is higher than the multiple of stepm and negative otherwise.
  ij=1;         */
  for (i=1; i<=10; i++) {        if( s2 > nlstate && (mle <5) ){  /* Jackson */
    if((Ndum[i]!=0) && (i<=ncov)){          lli=log(out[s1][s2] - savm[s1][s2]);
      Tvaraff[ij]=i;        } else if (mle==1){
      ij++;          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
    }        } else if(mle==2){
  }          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 */
     cptcoveff=ij-1;          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 */
           lli=log(out[s1][s2]); /* Original formula */
 /*********** Health Expectancies ****************/        } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
           lli=log(out[s1][s2]); /* Original formula */
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)        } /* End of if */
 {        ipmx +=1;
   /* Health expectancies */        sw += weight[i];
   int i, j, nhstepm, hstepm, h;        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   double age, agelim,hf;  /*       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]); */
   double ***p3mat;        if(globpr){
            fprintf(ficresilk,"%9d %6d %1d %1d %1d %1d %3d %10.6f %6.4f\
   fprintf(ficreseij,"# Health expectancies\n");   %10.6f %10.6f %10.6f ", \
   fprintf(ficreseij,"# Age");                  num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
   for(i=1; i<=nlstate;i++)                  2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
     for(j=1; j<=nlstate;j++)          for(k=1,llt=0.,l=0.; k<=nlstate; k++){
       fprintf(ficreseij," %1d-%1d",i,j);            llt +=ll[k]*gipmx/gsw;
   fprintf(ficreseij,"\n");            fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
           }
   hstepm=1*YEARM; /*  Every j years of age (in month) */          fprintf(ficresilk," %10.6f\n", -llt);
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */        }
       } /* end of wave */
   agelim=AGESUP;    } /* end of individual */
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
     /* nhstepm age range expressed in number of stepm */    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
     /* Typically if 20 years = 20*12/6=40 stepm */    if(globpr==0){ /* First time we count the contributions and weights */
     if (stepm >= YEARM) hstepm=1;      gipmx=ipmx;
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */      gsw=sw;
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    }
     /* Computed by stepm unit matrices, product of hstepm matrices, stored    return -l;
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */  }
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);    
   
   /*************** function likelione ***********/
     for(i=1; i<=nlstate;i++)  void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
       for(j=1; j<=nlstate;j++)  {
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){    /* This routine should help understanding what is done with 
           eij[i][j][(int)age] +=p3mat[i][j][h];       the selection of individuals/waves and
         }       to check the exact contribution to the likelihood.
           Plotting could be done.
     hf=1;     */
     if (stepm >= YEARM) hf=stepm/YEARM;    int k;
     fprintf(ficreseij,"%.0f",age );  
     for(i=1; i<=nlstate;i++)    if(*globpri !=0){ /* Just counts and sums, no printings */
       for(j=1; j<=nlstate;j++){      strcpy(fileresilk,"ilk"); 
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);      strcat(fileresilk,fileres);
       }      if((ficresilk=fopen(fileresilk,"w"))==NULL) {
     fprintf(ficreseij,"\n");        printf("Problem with resultfile: %s\n", fileresilk);
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
   }      }
 }      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");
       fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
 /************ Variance ******************/      /*  i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
 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)      for(k=1; k<=nlstate; k++) 
 {        fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
   /* Variance of health expectancies */      fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    }
   double **newm;  
   double **dnewm,**doldm;    *fretone=(*funcone)(p);
   int i, j, nhstepm, hstepm, h;    if(*globpri !=0){
   int k, cptcode;      fclose(ficresilk);
   double *xp;      fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
   double **gp, **gm;      fflush(fichtm); 
   double ***gradg, ***trgradg;    } 
   double ***p3mat;    return;
   double age,agelim;  }
   int theta;  
   
    fprintf(ficresvij,"# Covariances of life expectancies\n");  /*********** Maximum Likelihood Estimation ***************/
   fprintf(ficresvij,"# Age");  
   for(i=1; i<=nlstate;i++)  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
     for(j=1; j<=nlstate;j++)  {
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);    int i,j, iter;
   fprintf(ficresvij,"\n");    double **xi;
     double fret;
   xp=vector(1,npar);    double fretone; /* Only one call to likelihood */
   dnewm=matrix(1,nlstate,1,npar);    /*  char filerespow[FILENAMELENGTH];*/
   doldm=matrix(1,nlstate,1,nlstate);    xi=matrix(1,npar,1,npar);
      for (i=1;i<=npar;i++)
   hstepm=1*YEARM; /* Every year of age */      for (j=1;j<=npar;j++)
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */        xi[i][j]=(i==j ? 1.0 : 0.0);
   agelim = AGESUP;    printf("Powell\n");  fprintf(ficlog,"Powell\n");
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    strcpy(filerespow,"pow"); 
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    strcat(filerespow,fileres);
     if (stepm >= YEARM) hstepm=1;    if((ficrespow=fopen(filerespow,"w"))==NULL) {
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */      printf("Problem with resultfile: %s\n", filerespow);
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);    }
     gp=matrix(0,nhstepm,1,nlstate);    fprintf(ficrespow,"# Powell\n# iter -2*LL");
     gm=matrix(0,nhstepm,1,nlstate);    for (i=1;i<=nlstate;i++)
       for(j=1;j<=nlstate+ndeath;j++)
     for(theta=1; theta <=npar; theta++){        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
       for(i=1; i<=npar; i++){ /* Computes gradient */    fprintf(ficrespow,"\n");
         xp[i] = x[i] + (i==theta ?delti[theta]:0);  
       }    powell(p,xi,npar,ftol,&iter,&fret,func);
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);    
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    fclose(ficrespow);
     printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
       if (popbased==1) {    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
         for(i=1; i<=nlstate;i++)    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
           prlim[i][i]=probs[(int)age][i][ij];  
       }  }
        
       for(j=1; j<= nlstate; j++){  /**** Computes Hessian and covariance matrix ***/
         for(h=0; h<=nhstepm; h++){  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)  {
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];    double  **a,**y,*x,pd;
         }    double **hess;
       }    int i, j,jk;
        int *indx;
       for(i=1; i<=npar; i++) /* Computes gradient */  
         xp[i] = x[i] - (i==theta ?delti[theta]:0);    double hessii(double p[], double delta, int theta, double delti[],double (*func)(double []),int npar);
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);      double hessij(double p[], double delti[], int i, int j,double (*func)(double []),int npar);
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    void lubksb(double **a, int npar, int *indx, double b[]) ;
     void ludcmp(double **a, int npar, int *indx, double *d) ;
       if (popbased==1) {    double gompertz(double p[]);
         for(i=1; i<=nlstate;i++)    hess=matrix(1,npar,1,npar);
           prlim[i][i]=probs[(int)age][i][ij];  
       }    printf("\nCalculation of the hessian matrix. Wait...\n");
     fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
       for(j=1; j<= nlstate; j++){    for (i=1;i<=npar;i++){
         for(h=0; h<=nhstepm; h++){      printf("%d",i);fflush(stdout);
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)      fprintf(ficlog,"%d",i);fflush(ficlog);
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];     
         }       hess[i][i]=hessii(p,ftolhess,i,delti,func,npar);
       }      
       /*  printf(" %f ",p[i]);
       for(j=1; j<= nlstate; j++)          printf(" %lf %lf %lf",hess[i][i],ftolhess,delti[i]);*/
         for(h=0; h<=nhstepm; h++){    }
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];    
         }    for (i=1;i<=npar;i++) {
     } /* End theta */      for (j=1;j<=npar;j++)  {
         if (j>i) { 
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);          printf(".%d%d",i,j);fflush(stdout);
           fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
     for(h=0; h<=nhstepm; h++)          hess[i][j]=hessij(p,delti,i,j,func,npar);
       for(j=1; j<=nlstate;j++)          
         for(theta=1; theta <=npar; theta++)          hess[j][i]=hess[i][j];    
           trgradg[h][j][theta]=gradg[h][theta][j];          /*printf(" %lf ",hess[i][j]);*/
         }
     for(i=1;i<=nlstate;i++)      }
       for(j=1;j<=nlstate;j++)    }
         vareij[i][j][(int)age] =0.;    printf("\n");
     for(h=0;h<=nhstepm;h++){    fprintf(ficlog,"\n");
       for(k=0;k<=nhstepm;k++){  
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
         for(i=1;i<=nlstate;i++)    
           for(j=1;j<=nlstate;j++)    a=matrix(1,npar,1,npar);
             vareij[i][j][(int)age] += doldm[i][j];    y=matrix(1,npar,1,npar);
       }    x=vector(1,npar);
     }    indx=ivector(1,npar);
     h=1;    for (i=1;i<=npar;i++)
     if (stepm >= YEARM) h=stepm/YEARM;      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
     fprintf(ficresvij,"%.0f ",age );    ludcmp(a,npar,indx,&pd);
     for(i=1; i<=nlstate;i++)  
       for(j=1; j<=nlstate;j++){    for (j=1;j<=npar;j++) {
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);      for (i=1;i<=npar;i++) x[i]=0;
       }      x[j]=1;
     fprintf(ficresvij,"\n");      lubksb(a,npar,indx,x);
     free_matrix(gp,0,nhstepm,1,nlstate);      for (i=1;i<=npar;i++){ 
     free_matrix(gm,0,nhstepm,1,nlstate);        matcov[i][j]=x[i];
     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 */    printf("\n#Hessian matrix#\n");
      fprintf(ficlog,"\n#Hessian matrix#\n");
   free_vector(xp,1,npar);    for (i=1;i<=npar;i++) { 
   free_matrix(doldm,1,nlstate,1,npar);      for (j=1;j<=npar;j++) { 
   free_matrix(dnewm,1,nlstate,1,nlstate);        printf("%.3e ",hess[i][j]);
         fprintf(ficlog,"%.3e ",hess[i][j]);
 }      }
       printf("\n");
 /************ Variance of prevlim ******************/      fprintf(ficlog,"\n");
 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)    }
 {  
   /* Variance of prevalence limit */    /* Recompute Inverse */
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    for (i=1;i<=npar;i++)
   double **newm;      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
   double **dnewm,**doldm;    ludcmp(a,npar,indx,&pd);
   int i, j, nhstepm, hstepm;  
   int k, cptcode;    /*  printf("\n#Hessian matrix recomputed#\n");
   double *xp;  
   double *gp, *gm;    for (j=1;j<=npar;j++) {
   double **gradg, **trgradg;      for (i=1;i<=npar;i++) x[i]=0;
   double age,agelim;      x[j]=1;
   int theta;      lubksb(a,npar,indx,x);
          for (i=1;i<=npar;i++){ 
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");        y[i][j]=x[i];
   fprintf(ficresvpl,"# Age");        printf("%.3e ",y[i][j]);
   for(i=1; i<=nlstate;i++)        fprintf(ficlog,"%.3e ",y[i][j]);
       fprintf(ficresvpl," %1d-%1d",i,i);      }
   fprintf(ficresvpl,"\n");      printf("\n");
       fprintf(ficlog,"\n");
   xp=vector(1,npar);    }
   dnewm=matrix(1,nlstate,1,npar);    */
   doldm=matrix(1,nlstate,1,nlstate);  
      free_matrix(a,1,npar,1,npar);
   hstepm=1*YEARM; /* Every year of age */    free_matrix(y,1,npar,1,npar);
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    free_vector(x,1,npar);
   agelim = AGESUP;    free_ivector(indx,1,npar);
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    free_matrix(hess,1,npar,1,npar);
     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);  /*************** hessian matrix ****************/
     gm=vector(1,nlstate);  double hessii(double x[], double delta, int theta, double delti[], double (*func)(double []), int npar)
   {
     for(theta=1; theta <=npar; theta++){    int i;
       for(i=1; i<=npar; i++){ /* Computes gradient */    int l=1, lmax=20;
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    double k1,k2;
       }    double p2[NPARMAX+1];
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    double res;
       for(i=1;i<=nlstate;i++)    double delt=0.0001, delts, nkhi=10.,nkhif=1., khi=1.e-4;
         gp[i] = prlim[i][i];    double fx;
        int k=0,kmax=10;
       for(i=1; i<=npar; i++) /* Computes gradient */    double l1;
         xp[i] = x[i] - (i==theta ?delti[theta]:0);  
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    fx=func(x);
       for(i=1;i<=nlstate;i++)    for (i=1;i<=npar;i++) p2[i]=x[i];
         gm[i] = prlim[i][i];    for(l=0 ; l <=lmax; l++){
       l1=pow(10,l);
       for(i=1;i<=nlstate;i++)      delts=delt;
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];      for(k=1 ; k <kmax; k=k+1){
     } /* End theta */        delt = delta*(l1*k);
         p2[theta]=x[theta] +delt;
     trgradg =matrix(1,nlstate,1,npar);        k1=func(p2)-fx;
         p2[theta]=x[theta]-delt;
     for(j=1; j<=nlstate;j++)        k2=func(p2)-fx;
       for(theta=1; theta <=npar; theta++)        /*res= (k1-2.0*fx+k2)/delt/delt; */
         trgradg[j][theta]=gradg[theta][j];        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
         
     for(i=1;i<=nlstate;i++)  #ifdef DEBUG
       varpl[i][(int)age] =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);
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);        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);
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);  #endif
     for(i=1;i<=nlstate;i++)        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
           k=kmax;
     fprintf(ficresvpl,"%.0f ",age );        }
     for(i=1; i<=nlstate;i++)        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));          k=kmax; l=lmax*10.;
     fprintf(ficresvpl,"\n");        }
     free_vector(gp,1,nlstate);        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
     free_vector(gm,1,nlstate);          delts=delt;
     free_matrix(gradg,1,npar,1,nlstate);        }
     free_matrix(trgradg,1,nlstate,1,npar);      }
   } /* End age */    }
     delti[theta]=delts;
   free_vector(xp,1,npar);    return res; 
   free_matrix(doldm,1,nlstate,1,npar);    
   free_matrix(dnewm,1,nlstate,1,nlstate);  }
   
 }  double hessij( double x[], double delti[], int thetai,int thetaj,double (*func)(double []),int npar)
   {
 /************ Variance of one-step probabilities  ******************/    int i;
 void varprob(char fileres[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij)    int l=1, l1, lmax=20;
 {    double k1,k2,k3,k4,res,fx;
   int i, j;    double p2[NPARMAX+1];
   int k=0, cptcode;    int k;
   double **dnewm,**doldm;  
   double *xp;    fx=func(x);
   double *gp, *gm;    for (k=1; k<=2; k++) {
   double **gradg, **trgradg;      for (i=1;i<=npar;i++) p2[i]=x[i];
   double age,agelim, cov[NCOVMAX];      p2[thetai]=x[thetai]+delti[thetai]/k;
   int theta;      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
   char fileresprob[FILENAMELENGTH];      k1=func(p2)-fx;
     
   strcpy(fileresprob,"prob");      p2[thetai]=x[thetai]+delti[thetai]/k;
   strcat(fileresprob,fileres);      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
   if((ficresprob=fopen(fileresprob,"w"))==NULL) {      k2=func(p2)-fx;
     printf("Problem with resultfile: %s\n", fileresprob);    
   }      p2[thetai]=x[thetai]-delti[thetai]/k;
   printf("Computing variance of one-step probabilities: result on file '%s' \n",fileresprob);      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
        k3=func(p2)-fx;
     
   xp=vector(1,npar);      p2[thetai]=x[thetai]-delti[thetai]/k;
   dnewm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
   doldm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,(nlstate+ndeath)*(nlstate+ndeath));      k4=func(p2)-fx;
        res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
   cov[1]=1;  #ifdef DEBUG
   for (age=bage; age<=fage; age ++){      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);
     cov[2]=age;      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);
     gradg=matrix(1,npar,1,9);  #endif
     trgradg=matrix(1,9,1,npar);    }
     gp=vector(1,(nlstate+ndeath)*(nlstate+ndeath));    return res;
     gm=vector(1,(nlstate+ndeath)*(nlstate+ndeath));  }
      
     for(theta=1; theta <=npar; theta++){  /************** Inverse of matrix **************/
       for(i=1; i<=npar; i++)  void ludcmp(double **a, int n, int *indx, double *d) 
         xp[i] = x[i] + (i==theta ?delti[theta]:0);  { 
          int i,imax,j,k; 
       pmij(pmmij,cov,ncovmodel,xp,nlstate);    double big,dum,sum,temp; 
        double *vv; 
       k=0;   
       for(i=1; i<= (nlstate+ndeath); i++){    vv=vector(1,n); 
         for(j=1; j<=(nlstate+ndeath);j++){    *d=1.0; 
            k=k+1;    for (i=1;i<=n;i++) { 
           gp[k]=pmmij[i][j];      big=0.0; 
         }      for (j=1;j<=n;j++) 
       }        if ((temp=fabs(a[i][j])) > big) big=temp; 
       if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
       for(i=1; i<=npar; i++)      vv[i]=1.0/big; 
         xp[i] = x[i] - (i==theta ?delti[theta]:0);    } 
        for (j=1;j<=n;j++) { 
       for (i=1;i<j;i++) { 
       pmij(pmmij,cov,ncovmodel,xp,nlstate);        sum=a[i][j]; 
       k=0;        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
       for(i=1; i<=(nlstate+ndeath); i++){        a[i][j]=sum; 
         for(j=1; j<=(nlstate+ndeath);j++){      } 
           k=k+1;      big=0.0; 
           gm[k]=pmmij[i][j];      for (i=j;i<=n;i++) { 
         }        sum=a[i][j]; 
       }        for (k=1;k<j;k++) 
                sum -= a[i][k]*a[k][j]; 
        for(i=1; i<= (nlstate+ndeath)*(nlstate+ndeath); i++)        a[i][j]=sum; 
            gradg[theta][i]=(gp[i]-gm[i])/2./delti[theta];          if ( (dum=vv[i]*fabs(sum)) >= big) { 
     }          big=dum; 
           imax=i; 
      for(j=1; j<=(nlstate+ndeath)*(nlstate+ndeath);j++)        } 
       for(theta=1; theta <=npar; theta++)      } 
       trgradg[j][theta]=gradg[theta][j];      if (j != imax) { 
          for (k=1;k<=n;k++) { 
      matprod2(dnewm,trgradg,1,9,1,npar,1,npar,matcov);          dum=a[imax][k]; 
      matprod2(doldm,dnewm,1,9,1,npar,1,9,gradg);          a[imax][k]=a[j][k]; 
           a[j][k]=dum; 
      pmij(pmmij,cov,ncovmodel,x,nlstate);        } 
         *d = -(*d); 
      k=0;        vv[imax]=vv[j]; 
      for(i=1; i<=(nlstate+ndeath); i++){      } 
        for(j=1; j<=(nlstate+ndeath);j++){      indx[j]=imax; 
          k=k+1;      if (a[j][j] == 0.0) a[j][j]=TINY; 
          gm[k]=pmmij[i][j];      if (j != n) { 
         }        dum=1.0/(a[j][j]); 
      }        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
            } 
      /*printf("\n%d ",(int)age);    } 
      for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){    free_vector(vv,1,n);  /* Doesn't work */
          ;
   } 
        printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));  
      }*/  void lubksb(double **a, int n, int *indx, double b[]) 
   { 
   fprintf(ficresprob,"\n%d ",(int)age);    int i,ii=0,ip,j; 
     double sum; 
   for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){   
     if (i== 2) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);    for (i=1;i<=n;i++) { 
 if (i== 4) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);      ip=indx[i]; 
   }      sum=b[ip]; 
       b[ip]=b[i]; 
     free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));      if (ii) 
     free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
     free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);      else if (sum) ii=i; 
     free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);      b[i]=sum; 
 }    } 
  free_vector(xp,1,npar);    for (i=n;i>=1;i--) { 
 fclose(ficresprob);      sum=b[i]; 
  exit(0);      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
 }      b[i]=sum/a[i][i]; 
     } 
 /***********************************************/  } 
 /**************** Main Program *****************/  
 /***********************************************/  /************ Frequencies ********************/
   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)
 /*int main(int argc, char *argv[])*/  {  /* Some frequencies */
 int main()    
 {    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
     int first;
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;    double ***freq; /* Frequencies */
   double agedeb, agefin,hf;    double *pp, **prop;
   double agemin=1.e20, agemax=-1.e20;    double pos,posprop, k2, dateintsum=0,k2cpt=0;
     FILE *ficresp;
   double fret;    char fileresp[FILENAMELENGTH];
   double **xi,tmp,delta;    
     pp=vector(1,nlstate);
   double dum; /* Dummy variable */    prop=matrix(1,nlstate,iagemin,iagemax+3);
   double ***p3mat;    strcpy(fileresp,"p");
   int *indx;    strcat(fileresp,fileres);
   char line[MAXLINE], linepar[MAXLINE];    if((ficresp=fopen(fileresp,"w"))==NULL) {
   char title[MAXLINE];      printf("Problem with prevalence resultfile: %s\n", fileresp);
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], fileresf[FILENAMELENGTH];      exit(0);
   char filerest[FILENAMELENGTH];    }
   char fileregp[FILENAMELENGTH];    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
   char popfile[FILENAMELENGTH];    j1=0;
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];    
   int firstobs=1, lastobs=10;    j=cptcoveff;
   int sdeb, sfin; /* Status at beginning and end */    if (cptcovn<1) {j=1;ncodemax[1]=1;}
   int c,  h , cpt,l;  
   int ju,jl, mi;    first=1;
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;  
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;    for(k1=1; k1<=j;k1++){
   int mobilav=0, fprev, lprev ,fprevfore=1, lprevfore=1,nforecast,popforecast=0;      for(i1=1; i1<=ncodemax[k1];i1++){
   int hstepm, nhstepm;        j1++;
   int *popage;        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
           scanf("%d", i);*/
   double bage, fage, age, agelim, agebase;        for (i=-1; i<=nlstate+ndeath; i++)  
   double ftolpl=FTOL;          for (jk=-1; jk<=nlstate+ndeath; jk++)  
   double **prlim;            for(m=iagemin; m <= iagemax+3; m++)
   double *severity;              freq[i][jk][m]=0;
   double ***param; /* Matrix of parameters */  
   double  *p;      for (i=1; i<=nlstate; i++)  
   double **matcov; /* Matrix of covariance */        for(m=iagemin; m <= iagemax+3; m++)
   double ***delti3; /* Scale */          prop[i][m]=0;
   double *delti; /* Scale */        
   double ***eij, ***vareij;        dateintsum=0;
   double **varpl; /* Variances of prevalence limits by age */        k2cpt=0;
   double *epj, vepp;        for (i=1; i<=imx; i++) {
   double kk1, kk2;          bool=1;
   double *popeffectif,*popcount;          if  (cptcovn>0) {
             for (z1=1; z1<=cptcoveff; z1++) 
   char version[80]="Imach version 64b, May 2001, INED-EUROREVES ";              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
   char *alph[]={"a","a","b","c","d","e"}, str[4];                bool=0;
           }
           if (bool==1){
   char z[1]="c", occ;            for(m=firstpass; m<=lastpass; m++){
 #include <sys/time.h>              k2=anint[m][i]+(mint[m][i]/12.);
 #include <time.h>              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];                if(agev[m][i]==0) agev[m][i]=iagemax+1;
   /* long total_usecs;                if(agev[m][i]==1) agev[m][i]=iagemax+2;
   struct timeval start_time, end_time;                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
                  if (m<lastpass) {
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
                   freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
                 }
   printf("\nIMACH, Version 0.7");                
   printf("\nEnter the parameter file name: ");                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
                   dateintsum=dateintsum+k2;
 #ifdef windows                  k2cpt++;
   scanf("%s",pathtot);                }
   getcwd(pathcd, size);                /*}*/
   /*cygwin_split_path(pathtot,path,optionfile);            }
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/          }
   /* cutv(path,optionfile,pathtot,'\\');*/        }
          
 split(pathtot, path,optionfile);        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
   chdir(path);  
   replace(pathc,path);        if  (cptcovn>0) {
 #endif          fprintf(ficresp, "\n#********** Variable "); 
 #ifdef unix          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   scanf("%s",optionfile);          fprintf(ficresp, "**********\n#");
 #endif        }
         for(i=1; i<=nlstate;i++) 
 /*-------- arguments in the command line --------*/          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
         fprintf(ficresp, "\n");
   strcpy(fileres,"r");        
   strcat(fileres, optionfile);        for(i=iagemin; i <= iagemax+3; i++){
           if(i==iagemax+3){
   /*---------arguments file --------*/            fprintf(ficlog,"Total");
           }else{
   if((ficpar=fopen(optionfile,"r"))==NULL)    {            if(first==1){
     printf("Problem with optionfile %s\n",optionfile);              first=0;
     goto end;              printf("See log file for details...\n");
   }            }
             fprintf(ficlog,"Age %d", i);
   strcpy(filereso,"o");          }
   strcat(filereso,fileres);          for(jk=1; jk <=nlstate ; jk++){
   if((ficparo=fopen(filereso,"w"))==NULL) {            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
     printf("Problem with Output resultfile: %s\n", filereso);goto end;              pp[jk] += freq[jk][m][i]; 
   }          }
           for(jk=1; jk <=nlstate ; jk++){
   /* Reads comments: lines beginning with '#' */            for(m=-1, pos=0; m <=0 ; m++)
   while((c=getc(ficpar))=='#' && c!= EOF){              pos += freq[jk][m][i];
     ungetc(c,ficpar);            if(pp[jk]>=1.e-10){
     fgets(line, MAXLINE, ficpar);              if(first==1){
     puts(line);              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
     fputs(line,ficparo);              }
   }              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
   ungetc(c,ficpar);            }else{
               if(first==1)
   fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncov, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
   printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate,ndeath, maxwav, mle, weightopt,model);              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
   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);            }
 while((c=getc(ficpar))=='#' && c!= EOF){          }
     ungetc(c,ficpar);  
     fgets(line, MAXLINE, ficpar);          for(jk=1; jk <=nlstate ; jk++){
     puts(line);            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
     fputs(line,ficparo);              pp[jk] += freq[jk][m][i];
   }          }       
   ungetc(c,ficpar);          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
              pos += pp[jk];
   fscanf(ficpar,"fprevalence=%d lprevalence=%d pop_based=%d\n",&fprev,&lprev,&popbased);            posprop += prop[jk][i];
   fprintf(ficparo,"fprevalence=%d lprevalence=%d pop_based=%d\n",fprev,lprev,popbased);          }
            for(jk=1; jk <=nlstate ; jk++){
  while((c=getc(ficpar))=='#' && c!= EOF){            if(pos>=1.e-5){
     ungetc(c,ficpar);              if(first==1)
     fgets(line, MAXLINE, ficpar);                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
     puts(line);              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
     fputs(line,ficparo);            }else{
   }              if(first==1)
   ungetc(c,ficpar);                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
                fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
   fscanf(ficpar,"fprevalence=%d lprevalence=%d nforecast=%d mob_average=%d\n",&fprevfore,&lprevfore,&nforecast,&mobilav);            }
   fprintf(ficparo,"fprevalence=%d lprevalence=%d nforecast=%d mob_average=%d\n",fprevfore,lprevfore,nforecast,mobilav);            if( i <= iagemax){
                    if(pos>=1.e-5){
                  fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
 while((c=getc(ficpar))=='#' && c!= EOF){                /*probs[i][jk][j1]= pp[jk]/pos;*/
     ungetc(c,ficpar);                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
     fgets(line, MAXLINE, ficpar);              }
     puts(line);              else
     fputs(line,ficparo);                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
   }            }
   ungetc(c,ficpar);          }
            
   fscanf(ficpar,"popforecast=%d popfile=%s\n",&popforecast,popfile);          for(jk=-1; jk <=nlstate+ndeath; jk++)
              for(m=-1; m <=nlstate+ndeath; m++)
   covar=matrix(0,NCOVMAX,1,n);              if(freq[jk][m][i] !=0 ) {
   cptcovn=0;              if(first==1)
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
                 fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
   ncovmodel=2+cptcovn;              }
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */          if(i <= iagemax)
              fprintf(ficresp,"\n");
   /* Read guess parameters */          if(first==1)
   /* Reads comments: lines beginning with '#' */            printf("Others in log...\n");
   while((c=getc(ficpar))=='#' && c!= EOF){          fprintf(ficlog,"\n");
     ungetc(c,ficpar);        }
     fgets(line, MAXLINE, ficpar);      }
     puts(line);    }
     fputs(line,ficparo);    dateintmean=dateintsum/k2cpt; 
   }   
   ungetc(c,ficpar);    fclose(ficresp);
      free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    free_vector(pp,1,nlstate);
     for(i=1; i <=nlstate; i++)    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
     for(j=1; j <=nlstate+ndeath-1; j++){    /* End of Freq */
       fscanf(ficpar,"%1d%1d",&i1,&j1);  }
       fprintf(ficparo,"%1d%1d",i1,j1);  
       printf("%1d%1d",i,j);  /************ Prevalence ********************/
       for(k=1; k<=ncovmodel;k++){  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)
         fscanf(ficpar," %lf",&param[i][j][k]);  {  
         printf(" %lf",param[i][j][k]);    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
         fprintf(ficparo," %lf",param[i][j][k]);       in each health status at the date of interview (if between dateprev1 and dateprev2).
       }       We still use firstpass and lastpass as another selection.
       fscanf(ficpar,"\n");    */
       printf("\n");   
       fprintf(ficparo,"\n");    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
     }    double ***freq; /* Frequencies */
      double *pp, **prop;
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel;    double pos,posprop; 
     double  y2; /* in fractional years */
   p=param[1][1];    int iagemin, iagemax;
    
   /* Reads comments: lines beginning with '#' */    iagemin= (int) agemin;
   while((c=getc(ficpar))=='#' && c!= EOF){    iagemax= (int) agemax;
     ungetc(c,ficpar);    /*pp=vector(1,nlstate);*/
     fgets(line, MAXLINE, ficpar);    prop=matrix(1,nlstate,iagemin,iagemax+3); 
     puts(line);    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
     fputs(line,ficparo);    j1=0;
   }    
   ungetc(c,ficpar);    j=cptcoveff;
     if (cptcovn<1) {j=1;ncodemax[1]=1;}
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */    for(k1=1; k1<=j;k1++){
   for(i=1; i <=nlstate; i++){      for(i1=1; i1<=ncodemax[k1];i1++){
     for(j=1; j <=nlstate+ndeath-1; j++){        j1++;
       fscanf(ficpar,"%1d%1d",&i1,&j1);        
       printf("%1d%1d",i,j);        for (i=1; i<=nlstate; i++)  
       fprintf(ficparo,"%1d%1d",i1,j1);          for(m=iagemin; m <= iagemax+3; m++)
       for(k=1; k<=ncovmodel;k++){            prop[i][m]=0.0;
         fscanf(ficpar,"%le",&delti3[i][j][k]);       
         printf(" %le",delti3[i][j][k]);        for (i=1; i<=imx; i++) { /* Each individual */
         fprintf(ficparo," %le",delti3[i][j][k]);          bool=1;
       }          if  (cptcovn>0) {
       fscanf(ficpar,"\n");            for (z1=1; z1<=cptcoveff; z1++) 
       printf("\n");              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
       fprintf(ficparo,"\n");                bool=0;
     }          } 
   }          if (bool==1) { 
   delti=delti3[1][1];            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
                y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
   /* Reads comments: lines beginning with '#' */              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
   while((c=getc(ficpar))=='#' && c!= EOF){                if(agev[m][i]==0) agev[m][i]=iagemax+1;
     ungetc(c,ficpar);                if(agev[m][i]==1) agev[m][i]=iagemax+2;
     fgets(line, MAXLINE, ficpar);                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); 
     puts(line);                if (s[m][i]>0 && s[m][i]<=nlstate) { 
     fputs(line,ficparo);                  /*if(i>4620) printf(" i=%d m=%d s[m][i]=%d (int)agev[m][i]=%d weight[i]=%f prop=%f\n",i,m,s[m][i],(int)agev[m][m],weight[i],prop[s[m][i]][(int)agev[m][i]]);*/
   }                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
   ungetc(c,ficpar);                  prop[s[m][i]][iagemax+3] += weight[i]; 
                  } 
   matcov=matrix(1,npar,1,npar);              }
   for(i=1; i <=npar; i++){            } /* end selection of waves */
     fscanf(ficpar,"%s",&str);          }
     printf("%s",str);        }
     fprintf(ficparo,"%s",str);        for(i=iagemin; i <= iagemax+3; i++){  
     for(j=1; j <=i; j++){          
       fscanf(ficpar," %le",&matcov[i][j]);          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
       printf(" %.5le",matcov[i][j]);            posprop += prop[jk][i]; 
       fprintf(ficparo," %.5le",matcov[i][j]);          } 
     }  
     fscanf(ficpar,"\n");          for(jk=1; jk <=nlstate ; jk++){     
     printf("\n");            if( i <=  iagemax){ 
     fprintf(ficparo,"\n");              if(posprop>=1.e-5){ 
   }                probs[i][jk][j1]= prop[jk][i]/posprop;
   for(i=1; i <=npar; i++)              } 
     for(j=i+1;j<=npar;j++)            } 
       matcov[i][j]=matcov[j][i];          }/* end jk */ 
            }/* end i */ 
   printf("\n");      } /* end i1 */
     } /* end k1 */
     
     /*-------- data file ----------*/    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
     if((ficres =fopen(fileres,"w"))==NULL) {    /*free_vector(pp,1,nlstate);*/
       printf("Problem with resultfile: %s\n", fileres);goto end;    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
     }  }  /* End of prevalence */
     fprintf(ficres,"#%s\n",version);  
      /************* Waves Concatenation ***************/
     if((fic=fopen(datafile,"r"))==NULL)    {  
       printf("Problem with datafile: %s\n", datafile);goto end;  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)
     }  {
     /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
     n= lastobs;       Death is a valid wave (if date is known).
     severity = vector(1,maxwav);       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
     outcome=imatrix(1,maxwav+1,1,n);       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
     num=ivector(1,n);       and mw[mi+1][i]. dh depends on stepm.
     moisnais=vector(1,n);       */
     annais=vector(1,n);  
     moisdc=vector(1,n);    int i, mi, m;
     andc=vector(1,n);    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
     agedc=vector(1,n);       double sum=0., jmean=0.;*/
     cod=ivector(1,n);    int first;
     weight=vector(1,n);    int j, k=0,jk, ju, jl;
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */    double sum=0.;
     mint=matrix(1,maxwav,1,n);    first=0;
     anint=matrix(1,maxwav,1,n);    jmin=1e+5;
     s=imatrix(1,maxwav+1,1,n);    jmax=-1;
     adl=imatrix(1,maxwav+1,1,n);        jmean=0.;
     tab=ivector(1,NCOVMAX);    for(i=1; i<=imx; i++){
     ncodemax=ivector(1,8);      mi=0;
       m=firstpass;
     i=1;      while(s[m][i] <= nlstate){
     while (fgets(line, MAXLINE, fic) != NULL)    {        if(s[m][i]>=1)
       if ((i >= firstobs) && (i <=lastobs)) {          mw[++mi][i]=m;
                if(m >=lastpass)
         for (j=maxwav;j>=1;j--){          break;
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);        else
           strcpy(line,stra);          m++;
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);      }/* end while */
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);      if (s[m][i] > nlstate){
         }        mi++;     /* Death is another wave */
                /* if(mi==0)  never been interviewed correctly before death */
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);           /* Only death is a correct wave */
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);        mw[mi][i]=m;
       }
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);  
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);      wav[i]=mi;
       if(mi==0){
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);        nbwarn++;
         for (j=ncov;j>=1;j--){        if(first==0){
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);          printf("Warning! None valid information for:%ld line=%d (skipped) and may be others, see log file\n",num[i],i);
         }          first=1;
         num[i]=atol(stra);        }
                if(first==1){
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){          fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
           printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/        }
       } /* end mi==0 */
         i=i+1;    } /* End individuals */
       }  
     }    for(i=1; i<=imx; i++){
     /* printf("ii=%d", ij);      for(mi=1; mi<wav[i];mi++){
        scanf("%d",i);*/        if (stepm <=0)
   imx=i-1; /* Number of individuals */          dh[mi][i]=1;
         else{
   /* for (i=1; i<=imx; i++){          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
     if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;            if (agedc[i] < 2*AGESUP) {
     if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;              j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
     if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;              if(j==0) j=1;  /* Survives at least one month after exam */
     }              else if(j<0){
     for (i=1; i<=imx; i++) printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));*/                nberr++;
                 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]);
   /* Calculation of the number of parameter from char model*/                j=1; /* Temporary Dangerous patch */
   Tvar=ivector(1,15);                printf("   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview.\n  You MUST fix the contradiction between dates.\n",stepm);
   Tprod=ivector(1,15);                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]);
   Tvaraff=ivector(1,15);                fprintf(ficlog,"   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview.\n  You MUST fix the contradiction between dates.\n",stepm);
   Tvard=imatrix(1,15,1,2);              }
   Tage=ivector(1,15);                    k=k+1;
                  if (j >= jmax) jmax=j;
   if (strlen(model) >1){              if (j <= jmin) jmin=j;
     j=0, j1=0, k1=1, k2=1;              sum=sum+j;
     j=nbocc(model,'+');              /*if (j<0) printf("j=%d num=%d \n",j,i);*/
     j1=nbocc(model,'*');              /*    printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
     cptcovn=j+1;            }
     cptcovprod=j1;          }
              else{
                j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
     strcpy(modelsav,model);            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){            k=k+1;
       printf("Error. Non available option model=%s ",model);            if (j >= jmax) jmax=j;
       goto end;            else if (j <= jmin)jmin=j;
     }            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
                /*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=(j+1); i>=1;i--){            if(j<0){
       cutv(stra,strb,modelsav,'+');              nberr++;
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);              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]);
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/              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]);
       /*scanf("%d",i);*/            }
       if (strchr(strb,'*')) {            sum=sum+j;
         cutv(strd,strc,strb,'*');          }
         if (strcmp(strc,"age")==0) {          jk= j/stepm;
           cptcovprod--;          jl= j -jk*stepm;
           cutv(strb,stre,strd,'V');          ju= j -(jk+1)*stepm;
           Tvar[i]=atoi(stre);          if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
           cptcovage++;            if(jl==0){
             Tage[cptcovage]=i;              dh[mi][i]=jk;
             /*printf("stre=%s ", stre);*/              bh[mi][i]=0;
         }            }else{ /* We want a negative bias in order to only have interpolation ie
         else if (strcmp(strd,"age")==0) {                    * at the price of an extra matrix product in likelihood */
           cptcovprod--;              dh[mi][i]=jk+1;
           cutv(strb,stre,strc,'V');              bh[mi][i]=ju;
           Tvar[i]=atoi(stre);            }
           cptcovage++;          }else{
           Tage[cptcovage]=i;            if(jl <= -ju){
         }              dh[mi][i]=jk;
         else {              bh[mi][i]=jl;       /* bias is positive if real duration
           cutv(strb,stre,strc,'V');                                   * is higher than the multiple of stepm and negative otherwise.
           Tvar[i]=ncov+k1;                                   */
           cutv(strb,strc,strd,'V');            }
           Tprod[k1]=i;            else{
           Tvard[k1][1]=atoi(strc);              dh[mi][i]=jk+1;
           Tvard[k1][2]=atoi(stre);              bh[mi][i]=ju;
           Tvar[cptcovn+k2]=Tvard[k1][1];            }
           Tvar[cptcovn+k2+1]=Tvard[k1][2];            if(dh[mi][i]==0){
           for (k=1; k<=lastobs;k++)              dh[mi][i]=1; /* At least one step */
             covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];              bh[mi][i]=ju; /* At least one step */
           k1++;              /*  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);*/
           k2=k2+2;            }
         }          } /* end if mle */
       }        }
       else {      } /* end wave */
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/    }
        /*  scanf("%d",i);*/    jmean=sum/k;
       cutv(strd,strc,strb,'V');    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
       Tvar[i]=atoi(strc);    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
       }   }
       strcpy(modelsav,stra);    
       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);  /*********** Tricode ****************************/
         scanf("%d",i);*/  void tricode(int *Tvar, int **nbcode, int imx)
     }  {
 }    
      int Ndum[20],ij=1, k, j, i, maxncov=19;
   /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);    int cptcode=0;
   printf("cptcovprod=%d ", cptcovprod);    cptcoveff=0; 
   scanf("%d ",i);*/   
     fclose(fic);    for (k=0; k<maxncov; k++) Ndum[k]=0;
     for (k=1; k<=7; k++) ncodemax[k]=0;
     /*  if(mle==1){*/  
     if (weightopt != 1) { /* Maximisation without weights*/    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
       for(i=1;i<=n;i++) weight[i]=1.0;      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
     }                                 modality*/ 
     /*-calculation of age at interview from date of interview and age at death -*/        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
     agev=matrix(1,maxwav,1,imx);        Ndum[ij]++; /*store the modality */
         /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
    for (i=1; i<=imx; i++)        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
      for(m=2; (m<= maxwav); m++)                                         Tvar[j]. If V=sex and male is 0 and 
        if ((mint[m][i]== 99) && (s[m][i] <= nlstate)){                                         female is 1, then  cptcode=1.*/
          anint[m][i]=9999;      }
          s[m][i]=-1;  
        }      for (i=0; i<=cptcode; i++) {
            if(Ndum[i]!=0) ncodemax[j]++; /* Nomber of modalities of the j th covariates. In fact ncodemax[j]=2 (dichotom. variables) but it can be more */
     for (i=1; i<=imx; i++)  {      }
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);  
       for(m=1; (m<= maxwav); m++){      ij=1; 
         if(s[m][i] >0){      for (i=1; i<=ncodemax[j]; i++) {
           if (s[m][i] == nlstate+1) {        for (k=0; k<= maxncov; k++) {
             if(agedc[i]>0)          if (Ndum[k] != 0) {
               if(moisdc[i]!=99 && andc[i]!=9999)            nbcode[Tvar[j]][ij]=k; 
               agev[m][i]=agedc[i];            /* store the modality in an array. k is a modality. If we have model=V1+V1*sex then: nbcode[1][1]=0 ; nbcode[1][2]=1; nbcode[2][1]=0 ; nbcode[2][2]=1; */
             else {            
               if (andc[i]!=9999){            ij++;
               printf("Warning negative age at death: %d line:%d\n",num[i],i);          }
               agev[m][i]=-1;          if (ij > ncodemax[j]) break; 
               }        }  
             }      } 
           }    }  
           else if(s[m][i] !=9){ /* Should no more exist */  
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);   for (k=0; k< maxncov; k++) Ndum[k]=0;
             if(mint[m][i]==99 || anint[m][i]==9999)  
               agev[m][i]=1;   for (i=1; i<=ncovmodel-2; i++) { 
             else if(agev[m][i] <agemin){     /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
               agemin=agev[m][i];     ij=Tvar[i];
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/     Ndum[ij]++;
             }   }
             else if(agev[m][i] >agemax){  
               agemax=agev[m][i];   ij=1;
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/   for (i=1; i<= maxncov; i++) {
             }     if((Ndum[i]!=0) && (i<=ncovcol)){
             /*agev[m][i]=anint[m][i]-annais[i];*/       Tvaraff[ij]=i; /*For printing */
             /*   agev[m][i] = age[i]+2*m;*/       ij++;
           }     }
           else { /* =9 */   }
             agev[m][i]=1;   
             s[m][i]=-1;   cptcoveff=ij-1; /*Number of simple covariates*/
           }  }
         }  
         else /*= 0 Unknown */  /*********** Health Expectancies ****************/
           agev[m][i]=1;  
       }  void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij, int estepm,double delti[],double **matcov )
      
     }  {
     for (i=1; i<=imx; i++)  {    /* Health expectancies */
       for(m=1; (m<= maxwav); m++){    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
         if (s[m][i] > (nlstate+ndeath)) {    double age, agelim, hf;
           printf("Error: Wrong value in nlstate or ndeath\n");      double ***p3mat,***varhe;
           goto end;    double **dnewm,**doldm;
         }    double *xp;
       }    double **gp, **gm;
     }    double ***gradg, ***trgradg;
     int theta;
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);  
     varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
     free_vector(severity,1,maxwav);    xp=vector(1,npar);
     free_imatrix(outcome,1,maxwav+1,1,n);    dnewm=matrix(1,nlstate*nlstate,1,npar);
     free_vector(moisnais,1,n);    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
     free_vector(annais,1,n);    
     /* free_matrix(mint,1,maxwav,1,n);    fprintf(ficreseij,"# Health expectancies\n");
        free_matrix(anint,1,maxwav,1,n);*/    fprintf(ficreseij,"# Age");
     free_vector(moisdc,1,n);    for(i=1; i<=nlstate;i++)
     free_vector(andc,1,n);      for(j=1; j<=nlstate;j++)
         fprintf(ficreseij," %1d-%1d (SE)",i,j);
        fprintf(ficreseij,"\n");
     wav=ivector(1,imx);  
     dh=imatrix(1,lastpass-firstpass+1,1,imx);    if(estepm < stepm){
     mw=imatrix(1,lastpass-firstpass+1,1,imx);      printf ("Problem %d lower than %d\n",estepm, stepm);
        }
     /* Concatenates waves */    else  hstepm=estepm;   
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);    /* 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
       Tcode=ivector(1,100);     * we are calculating an estimate of the Life Expectancy assuming a linear 
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);     * progression in between and thus overestimating or underestimating according
       ncodemax[1]=1;     * to the curvature of the survival function. If, for the same date, we 
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);     * 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 
    codtab=imatrix(1,100,1,10);     * hypothesis. A more precise result, taking into account a more precise
    h=0;     * curvature will be obtained if estepm is as small as stepm. */
    m=pow(2,cptcoveff);  
      /* For example we decided to compute the life expectancy with the smallest unit */
    for(k=1;k<=cptcoveff; k++){    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
      for(i=1; i <=(m/pow(2,k));i++){       nhstepm is the number of hstepm from age to agelim 
        for(j=1; j <= ncodemax[k]; j++){       nstepm is the number of stepm from age to agelin. 
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){       Look at hpijx to understand the reason of that which relies in memory size
            h++;       and note for a fixed period like estepm months */
            if (h>m) h=1;codtab[h][k]=j;    /* 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.
        */
    /* Calculates basic frequencies. Computes observed prevalence at single age    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
        and prints on file fileres'p'. */  
   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax, fprev, lprev,mint,anint);    agelim=AGESUP;
      for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
   free_matrix(mint,1,maxwav,1,n);      /* nhstepm age range expressed in number of stepm */
   free_matrix(anint,1,maxwav,1,n);      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
        /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      /* if (stepm >= YEARM) hstepm=1;*/
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */      gp=matrix(0,nhstepm,1,nlstate*nlstate);
            gm=matrix(0,nhstepm,1,nlstate*nlstate);
     /* 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] */      /* Computed by stepm unit matrices, product of hstepm matrices, stored
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
       hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
     if(mle==1){   
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);  
     }      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
      
     /*--------- results files --------------*/      /* Computing  Variances of health expectancies */
     fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate, ndeath, maxwav, mle,weightopt,model);  
    fprintf(ficres,"fprevalence=%d lprevalence=%d pop_based=%d\n",fprev,lprev,popbased);       for(theta=1; theta <=npar; theta++){
    fprintf(ficres,"fprevalence=%d lprevalence=%d nforecast=%d mob_average=%d\n",fprevfore,lprevfore,nforecast,mobilav);        for(i=1; i<=npar; i++){ 
           xp[i] = x[i] + (i==theta ?delti[theta]:0);
    jk=1;        }
    fprintf(ficres,"# Parameters\n");        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
    printf("# Parameters\n");    
    for(i=1,jk=1; i <=nlstate; i++){        cptj=0;
      for(k=1; k <=(nlstate+ndeath); k++){        for(j=1; j<= nlstate; j++){
        if (k != i)          for(i=1; i<=nlstate; i++){
          {            cptj=cptj+1;
            printf("%d%d ",i,k);            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
            fprintf(ficres,"%1d%1d ",i,k);              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
            for(j=1; j <=ncovmodel; j++){            }
              printf("%f ",p[jk]);          }
              fprintf(ficres,"%f ",p[jk]);        }
              jk++;       
            }       
            printf("\n");        for(i=1; i<=npar; i++) 
            fprintf(ficres,"\n");          xp[i] = x[i] - (i==theta ?delti[theta]:0);
          }        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
      }        
    }        cptj=0;
  if(mle==1){        for(j=1; j<= nlstate; j++){
     /* Computing hessian and covariance matrix */          for(i=1;i<=nlstate;i++){
     ftolhess=ftol; /* Usually correct */            cptj=cptj+1;
     hesscov(matcov, p, npar, delti, ftolhess, func);            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
  }  
     fprintf(ficres,"# Scales\n");              gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
     printf("# Scales\n");            }
      for(i=1,jk=1; i <=nlstate; i++){          }
       for(j=1; j <=nlstate+ndeath; j++){        }
         if (j!=i) {        for(j=1; j<= nlstate*nlstate; j++)
           fprintf(ficres,"%1d%1d",i,j);          for(h=0; h<=nhstepm-1; h++){
           printf("%1d%1d",i,j);            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
           for(k=1; k<=ncovmodel;k++){          }
             printf(" %.5e",delti[jk]);       } 
             fprintf(ficres," %.5e",delti[jk]);     
             jk++;  /* End theta */
           }  
           printf("\n");       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
           fprintf(ficres,"\n");  
         }       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];
     k=1;       
     fprintf(ficres,"# Covariance\n");  
     printf("# Covariance\n");       for(i=1;i<=nlstate*nlstate;i++)
     for(i=1;i<=npar;i++){        for(j=1;j<=nlstate*nlstate;j++)
       /*  if (k>nlstate) k=1;          varhe[i][j][(int)age] =0.;
       i1=(i-1)/(ncovmodel*nlstate)+1;  
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);       printf("%d|",(int)age);fflush(stdout);
       printf("%s%d%d",alph[k],i1,tab[i]);*/       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
       fprintf(ficres,"%3d",i);       for(h=0;h<=nhstepm-1;h++){
       printf("%3d",i);        for(k=0;k<=nhstepm-1;k++){
       for(j=1; j<=i;j++){          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
         fprintf(ficres," %.5e",matcov[i][j]);          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
         printf(" %.5e",matcov[i][j]);          for(i=1;i<=nlstate*nlstate;i++)
       }            for(j=1;j<=nlstate*nlstate;j++)
       fprintf(ficres,"\n");              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
       printf("\n");        }
       k++;      }
     }      /* Computing expectancies */
          for(i=1; i<=nlstate;i++)
     while((c=getc(ficpar))=='#' && c!= EOF){        for(j=1; j<=nlstate;j++)
       ungetc(c,ficpar);          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
       fgets(line, MAXLINE, ficpar);            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
       puts(line);            
       fputs(line,ficparo);  /* 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]);*/
     }  
     ungetc(c,ficpar);          }
    
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);      fprintf(ficreseij,"%3.0f",age );
          cptj=0;
     if (fage <= 2) {      for(i=1; i<=nlstate;i++)
       bage = agemin;        for(j=1; j<=nlstate;j++){
       fage = agemax;          cptj++;
     }          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
         }
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");      fprintf(ficreseij,"\n");
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);     
       free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
          free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
 /*------------ gnuplot -------------*/      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
 chdir(pathcd);      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
   if((ficgp=fopen("graph.plt","w"))==NULL) {      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     printf("Problem with file graph.gp");goto end;    }
   }    printf("\n");
 #ifdef windows    fprintf(ficlog,"\n");
   fprintf(ficgp,"cd \"%s\" \n",pathc);  
 #endif    free_vector(xp,1,npar);
 m=pow(2,cptcoveff);    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
      free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
  /* 1eme*/    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
   for (cpt=1; cpt<= nlstate ; cpt ++) {  }
    for (k1=1; k1<= m ; k1 ++) {  
   /************ Variance ******************/
 #ifdef windows  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)
     fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",agemin,fage,fileres,k1-1,k1-1);  {
 #endif    /* Variance of health expectancies */
 #ifdef unix    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);    /* double **newm;*/
 #endif    double **dnewm,**doldm;
     double **dnewmp,**doldmp;
 for (i=1; i<= nlstate ; i ++) {    int i, j, nhstepm, hstepm, h, nstepm ;
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    int k, cptcode;
   else fprintf(ficgp," \%%*lf (\%%*lf)");    double *xp;
 }    double **gp, **gm;  /* for var eij */
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);    double ***gradg, ***trgradg; /*for var eij */
     for (i=1; i<= nlstate ; i ++) {    double **gradgp, **trgradgp; /* for var p point j */
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    double *gpp, *gmp; /* for var p point j */
   else fprintf(ficgp," \%%*lf (\%%*lf)");    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
 }    double ***p3mat;
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);    double age,agelim, hf;
      for (i=1; i<= nlstate ; i ++) {    double ***mobaverage;
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    int theta;
   else fprintf(ficgp," \%%*lf (\%%*lf)");    char digit[4];
 }      char digitp[25];
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));  
 #ifdef unix    char fileresprobmorprev[FILENAMELENGTH];
 fprintf(ficgp,"\nset ter gif small size 400,300");  
 #endif    if(popbased==1){
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);      if(mobilav!=0)
    }        strcpy(digitp,"-populbased-mobilav-");
   }      else strcpy(digitp,"-populbased-nomobil-");
   /*2 eme*/    }
     else 
   for (k1=1; k1<= m ; k1 ++) {      strcpy(digitp,"-stablbased-");
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);  
        if (mobilav!=0) {
     for (i=1; i<= nlstate+1 ; i ++) {      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       k=2*i;      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
       for (j=1; j<= nlstate+1 ; j ++) {        printf(" Error in movingaverage mobilav=%d\n",mobilav);
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");      }
   else fprintf(ficgp," \%%*lf (\%%*lf)");    }
 }    
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");    strcpy(fileresprobmorprev,"prmorprev"); 
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);    sprintf(digit,"%-d",ij);
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
       for (j=1; j<= nlstate+1 ; j ++) {    strcat(fileresprobmorprev,digit); /* Tvar to be done */
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
         else fprintf(ficgp," \%%*lf (\%%*lf)");    strcat(fileresprobmorprev,fileres);
 }      if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
       fprintf(ficgp,"\" t\"\" w l 0,");      printf("Problem with resultfile: %s\n", fileresprobmorprev);
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
       for (j=1; j<= nlstate+1 ; j ++) {    }
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
   else fprintf(ficgp," \%%*lf (\%%*lf)");    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
 }      fprintf(ficresprobmorprev,"# probabilities of dying before estepm=%d months for people of exact age and weighted probabilities w1*p1j+w2*p2j+... stand dev in()\n",estepm);
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
       else fprintf(ficgp,"\" t\"\" w l 0,");    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
     }      fprintf(ficresprobmorprev," p.%-d SE",j);
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);      for(i=1; i<=nlstate;i++)
   }        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
      }  
   /*3eme*/    fprintf(ficresprobmorprev,"\n");
     fprintf(ficgp,"\n# Routine varevsij");
   for (k1=1; k1<= m ; k1 ++) {    fprintf(fichtm,"\n<li><h4> Computing probabilities of dying over estepm months as a weighted average (i.e global mortality independent of initial healh state)</h4></li>\n");
     for (cpt=1; cpt<= nlstate ; cpt ++) {    fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
       k=2+nlstate*(cpt-1);  /*   } */
       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);    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
       for (i=1; i< nlstate ; i ++) {  
         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);    fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n#  (weighted average of eij where weights are the stable prevalence in health states i\n");
       }    fprintf(ficresvij,"# Age");
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    for(i=1; i<=nlstate;i++)
     }      for(j=1; j<=nlstate;j++)
   }        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
      fprintf(ficresvij,"\n");
   /* CV preval stat */  
   for (k1=1; k1<= m ; k1 ++) {    xp=vector(1,npar);
     for (cpt=1; cpt<nlstate ; cpt ++) {    dnewm=matrix(1,nlstate,1,npar);
       k=3;    doldm=matrix(1,nlstate,1,nlstate);
       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/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
       for (i=1; i< nlstate ; i ++)    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
         fprintf(ficgp,"+$%d",k+i+1);  
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
          gpp=vector(nlstate+1,nlstate+ndeath);
       l=3+(nlstate+ndeath)*cpt;    gmp=vector(nlstate+1,nlstate+ndeath);
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
       for (i=1; i< nlstate ; i ++) {    
         l=3+(nlstate+ndeath)*cpt;    if(estepm < stepm){
         fprintf(ficgp,"+$%d",l+i+1);      printf ("Problem %d lower than %d\n",estepm, stepm);
       }    }
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);      else  hstepm=estepm;   
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    /* For example we decided to compute the life expectancy with the smallest unit */
     }    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
   }         nhstepm is the number of hstepm from age to agelim 
        nstepm is the number of stepm from age to agelin. 
   /* proba elementaires */       Look at hpijx to understand the reason of that which relies in memory size
    for(i=1,jk=1; i <=nlstate; i++){       and note for a fixed period like k years */
     for(k=1; k <=(nlstate+ndeath); k++){    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
       if (k != i) {       survival function given by stepm (the optimization length). Unfortunately it
         for(j=1; j <=ncovmodel; j++){       means that if the survival funtion is printed every two years of age and if
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
           /*fprintf(ficgp,"%s",alph[1]);*/       results. So we changed our mind and took the option of the best precision.
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);    */
           jk++;    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
           fprintf(ficgp,"\n");    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);
   for(jk=1; jk <=m; jk++) {      gp=matrix(0,nhstepm,1,nlstate);
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);      gm=matrix(0,nhstepm,1,nlstate);
    i=1;  
    for(k2=1; k2<=nlstate; k2++) {  
      k3=i;      for(theta=1; theta <=npar; theta++){
      for(k=1; k<=(nlstate+ndeath); k++) {        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
        if (k != k2){          xp[i] = x[i] + (i==theta ?delti[theta]:0);
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);        }
 ij=1;        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         for(j=3; j <=ncovmodel; j++) {        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
           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]]]);        if (popbased==1) {
             ij++;          if(mobilav ==0){
           }            for(i=1; i<=nlstate;i++)
           else              prlim[i][i]=probs[(int)age][i][ij];
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);          }else{ /* mobilav */ 
         }            for(i=1; i<=nlstate;i++)
           fprintf(ficgp,")/(1");              prlim[i][i]=mobaverage[(int)age][i][ij];
                  }
         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=1; j<= nlstate; j++){
           for(j=3; j <=ncovmodel; j++){          for(h=0; h<=nhstepm; h++){
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
             fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
             ij++;          }
           }        }
           else        /* This for computing probability of death (h=1 means
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);           computed over hstepm matrices product = hstepm*stepm months) 
           }           as a weighted average of prlim.
           fprintf(ficgp,")");        */
         }        for(j=nlstate+1;j<=nlstate+ndeath;j++){
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);          for(i=1,gpp[j]=0.; i<= nlstate; i++)
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");            gpp[j] += prlim[i][i]*p3mat[i][j][1];
         i=i+ncovmodel;        }    
        }        /* end probability of death */
      }  
    }        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);          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);
   fclose(ficgp);   
            if (popbased==1) {
 chdir(path);          if(mobilav ==0){
                for(i=1; i<=nlstate;i++)
     free_ivector(wav,1,imx);              prlim[i][i]=probs[(int)age][i][ij];
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);          }else{ /* mobilav */ 
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);              for(i=1; i<=nlstate;i++)
     free_ivector(num,1,n);              prlim[i][i]=mobaverage[(int)age][i][ij];
     free_vector(agedc,1,n);          }
     /*free_matrix(covar,1,NCOVMAX,1,n);*/        }
     fclose(ficparo);  
     fclose(ficres);        for(j=1; j<= nlstate; j++){
     /*  }*/          for(h=0; h<=nhstepm; h++){
                for(i=1, gm[h][j]=0.;i<=nlstate;i++)
    /*________fin mle=1_________*/              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
              }
         }
          /* This for computing probability of death (h=1 means
     /* No more information from the sample is required now */           computed over hstepm matrices product = hstepm*stepm months) 
   /* Reads comments: lines beginning with '#' */           as a weighted average of prlim.
   while((c=getc(ficpar))=='#' && c!= EOF){        */
     ungetc(c,ficpar);        for(j=nlstate+1;j<=nlstate+ndeath;j++){
     fgets(line, MAXLINE, ficpar);          for(i=1,gmp[j]=0.; i<= nlstate; i++)
     puts(line);           gmp[j] += prlim[i][i]*p3mat[i][j][1];
     fputs(line,ficparo);        }    
   }        /* end probability of death */
   ungetc(c,ficpar);  
          for(j=1; j<= nlstate; j++) /* vareij */
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);          for(h=0; h<=nhstepm; h++){
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);          }
 /*--------- index.htm --------*/  
         for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
   strcpy(optionfilehtm,optionfile);          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
   strcat(optionfilehtm,".htm");        }
   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {  
     printf("Problem with %s \n",optionfilehtm);goto end;      } /* End theta */
   }  
       trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
  fprintf(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.7 </font> <hr size=\"2\" color=\"#EC5E5E\">  
 Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>      for(h=0; h<=nhstepm; h++) /* veij */
 Total number of observations=%d <br>        for(j=1; j<=nlstate;j++)
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>          for(theta=1; theta <=npar; theta++)
 <hr  size=\"2\" color=\"#EC5E5E\">            trgradg[h][j][theta]=gradg[h][theta][j];
 <li>Outputs files<br><br>\n  
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n      for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>        for(theta=1; theta <=npar; theta++)
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>          trgradgp[j][theta]=gradgp[theta][j];
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>    
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>  
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>      for(i=1;i<=nlstate;i++)
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>        for(j=1;j<=nlstate;j++)
         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br>          vareij[i][j][(int)age] =0.;
         - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>  
 <br>",title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,jmin,jmax,jmean,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);      for(h=0;h<=nhstepm;h++){
         for(k=0;k<=nhstepm;k++){
  fprintf(fichtm," <li>Graphs</li><p>");          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
           matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
  m=cptcoveff;          for(i=1;i<=nlstate;i++)
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}            for(j=1;j<=nlstate;j++)
               vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
  j1=0;        }
  for(k1=1; k1<=m;k1++){      }
    for(i1=1; i1<=ncodemax[k1];i1++){    
        j1++;      /* pptj */
        if (cptcovn > 0) {      matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");      matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
          for (cpt=1; cpt<=cptcoveff;cpt++)      for(j=nlstate+1;j<=nlstate+ndeath;j++)
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);        for(i=nlstate+1;i<=nlstate+ndeath;i++)
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");          varppt[j][i]=doldmp[j][i];
        }      /* end ppptj */
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>      /*  x centered again */
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);          hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
        for(cpt=1; cpt<nlstate;cpt++){      prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>   
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);      if (popbased==1) {
        }        if(mobilav ==0){
     for(cpt=1; cpt<=nlstate;cpt++) {          for(i=1; i<=nlstate;i++)
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident            prlim[i][i]=probs[(int)age][i][ij];
 interval) in state (%d): v%s%d%d.gif <br>        }else{ /* mobilav */ 
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);            for(i=1; i<=nlstate;i++)
      }            prlim[i][i]=mobaverage[(int)age][i][ij];
      for(cpt=1; cpt<=nlstate;cpt++) {        }
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>      }
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);               
      }      /* This for computing probability of death (h=1 means
      fprintf(fichtm,"\n<br>- Total life expectancy by age and         computed over hstepm (estepm) matrices product = hstepm*stepm months) 
 health expectancies in states (1) and (2): e%s%d.gif<br>         as a weighted average of prlim.
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);      */
 fprintf(fichtm,"\n</body>");      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]; 
 fclose(fichtm);      }    
       /* end probability of death */
   /*--------------- Prevalence limit --------------*/  
        fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
   strcpy(filerespl,"pl");      for(j=nlstate+1; j<=(nlstate+ndeath);j++){
   strcat(filerespl,fileres);        fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
   if((ficrespl=fopen(filerespl,"w"))==NULL) {        for(i=1; i<=nlstate;i++){
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;          fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
   }        }
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);      } 
   fprintf(ficrespl,"#Prevalence limit\n");      fprintf(ficresprobmorprev,"\n");
   fprintf(ficrespl,"#Age ");  
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);      fprintf(ficresvij,"%.0f ",age );
   fprintf(ficrespl,"\n");      for(i=1; i<=nlstate;i++)
          for(j=1; j<=nlstate;j++){
   prlim=matrix(1,nlstate,1,nlstate);          fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        }
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      fprintf(ficresvij,"\n");
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      free_matrix(gp,0,nhstepm,1,nlstate);
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      free_matrix(gm,0,nhstepm,1,nlstate);
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
   k=0;      free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
   agebase=agemin;      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   agelim=agemax;    } /* End age */
   ftolpl=1.e-10;    free_vector(gpp,nlstate+1,nlstate+ndeath);
   i1=cptcoveff;    free_vector(gmp,nlstate+1,nlstate+ndeath);
   if (cptcovn < 1){i1=1;}    free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
     free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
   for(cptcov=1;cptcov<=i1;cptcov++){    fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
         k=k+1;    fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/  /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
         fprintf(ficrespl,"\n#******");  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
         for(j=1;j<=cptcoveff;j++)  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
         fprintf(ficrespl,"******\n");    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));
         for (age=agebase; age<=agelim; age++){    fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev));
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);    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(ficrespl,"%.0f",age );    /*  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);
           for(i=1; i<=nlstate;i++)  */
           fprintf(ficrespl," %.5f", prlim[i][i]);  /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
           fprintf(ficrespl,"\n");    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);
   fclose(ficrespl);    free_matrix(dnewm,1,nlstate,1,npar);
     free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   /*------------- h Pij x at various ages ------------*/    free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
      free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);    if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   if((ficrespij=fopen(filerespij,"w"))==NULL) {    fclose(ficresprobmorprev);
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;    fflush(ficgp);
   }    fflush(fichtm); 
   printf("Computing pij: result on file '%s' \n", filerespij);  }  /* end varevsij */
    
   stepsize=(int) (stepm+YEARM-1)/YEARM;  /************ Variance of prevlim ******************/
   /*if (stepm<=24) stepsize=2;*/  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)
   {
   agelim=AGESUP;    /* Variance of prevalence limit */
   hstepm=stepsize*YEARM; /* Every year of age */    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */    double **newm;
      double **dnewm,**doldm;
   k=0;    int i, j, nhstepm, hstepm;
   for(cptcov=1;cptcov<=i1;cptcov++){    int k, cptcode;
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    double *xp;
       k=k+1;    double *gp, *gm;
         fprintf(ficrespij,"\n#****** ");    double **gradg, **trgradg;
         for(j=1;j<=cptcoveff;j++)    double age,agelim;
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    int theta;
         fprintf(ficrespij,"******\n");     
            fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */    fprintf(ficresvpl,"# Age");
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    for(i=1; i<=nlstate;i++)
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */        fprintf(ficresvpl," %1d-%1d",i,i);
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    fprintf(ficresvpl,"\n");
           oldm=oldms;savm=savms;  
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);      xp=vector(1,npar);
           fprintf(ficrespij,"# Age");    dnewm=matrix(1,nlstate,1,npar);
           for(i=1; i<=nlstate;i++)    doldm=matrix(1,nlstate,1,nlstate);
             for(j=1; j<=nlstate+ndeath;j++)    
               fprintf(ficrespij," %1d-%1d",i,j);    hstepm=1*YEARM; /* Every year of age */
           fprintf(ficrespij,"\n");    hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
           for (h=0; h<=nhstepm; h++){    agelim = AGESUP;
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
             for(i=1; i<=nlstate;i++)      nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
               for(j=1; j<=nlstate+ndeath;j++)      if (stepm >= YEARM) hstepm=1;
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);      nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
             fprintf(ficrespij,"\n");      gradg=matrix(1,npar,1,nlstate);
           }      gp=vector(1,nlstate);
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      gm=vector(1,nlstate);
           fprintf(ficrespij,"\n");  
         }      for(theta=1; theta <=npar; theta++){
     }        for(i=1; i<=npar; i++){ /* Computes gradient */
   }          xp[i] = x[i] + (i==theta ?delti[theta]:0);
         }
   /* varprob(fileres, matcov, p, delti, nlstate, (int) bage, (int) fage,k);*/        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(i=1;i<=nlstate;i++)
   fclose(ficrespij);          gp[i] = prlim[i][i];
       
   /*---------- Forecasting ------------------*/        for(i=1; i<=npar; i++) /* Computes gradient */
           xp[i] = x[i] - (i==theta ?delti[theta]:0);
   strcpy(fileresf,"f");        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   strcat(fileresf,fileres);        for(i=1;i<=nlstate;i++)
   if((ficresf=fopen(fileresf,"w"))==NULL) {          gm[i] = prlim[i][i];
     printf("Problem with forecast resultfile: %s\n", fileresf);goto end;  
   }        for(i=1;i<=nlstate;i++)
   printf("Computing forecasting: result on file '%s' \n", fileresf);          gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
       } /* End theta */
   prevalence(agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax, fprevfore, lprevfore);  
       trgradg =matrix(1,nlstate,1,npar);
  free_matrix(agev,1,maxwav,1,imx);  
   /* Mobile average */      for(j=1; j<=nlstate;j++)
         for(theta=1; theta <=npar; theta++)
   if (cptcoveff==0) ncodemax[cptcoveff]=1;          trgradg[j][theta]=gradg[theta][j];
   
   if (mobilav==1) {      for(i=1;i<=nlstate;i++)
     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);        varpl[i][(int)age] =0.;
     for (agedeb=bage+3; agedeb<=fage-2; agedeb++)      matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
       for (i=1; i<=nlstate;i++)      matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
         for (cptcod=1;cptcod<=ncodemax[cptcov];cptcod++)      for(i=1;i<=nlstate;i++)
           mobaverage[(int)agedeb][i][cptcod]=0.;        varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
      
     for (agedeb=bage+4; agedeb<=fage; agedeb++){      fprintf(ficresvpl,"%.0f ",age );
       for (i=1; i<=nlstate;i++){      for(i=1; i<=nlstate;i++)
         for (cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){        fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
           for (cpt=0;cpt<=4;cpt++){      fprintf(ficresvpl,"\n");
             mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]+probs[(int)agedeb-cpt][i][cptcod];      free_vector(gp,1,nlstate);
           }      free_vector(gm,1,nlstate);
           mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]/5;      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);
   stepsize=(int) (stepm+YEARM-1)/YEARM;    free_matrix(dnewm,1,nlstate,1,nlstate);
   if (stepm<=12) stepsize=1;  
   }
   agelim=AGESUP;  
   hstepm=stepsize*YEARM; /* Every year of age */  /************ Variance of one-step probabilities  ******************/
   hstepm=hstepm/stepm; /* Typically 2 years, = 2 years/6 months = 4 */  void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
    {
   if (popforecast==1) {    int i, j=0,  i1, k1, l1, t, tj;
     if((ficpop=fopen(popfile,"r"))==NULL)    {    int k2, l2, j1,  z1;
       printf("Problem with population file : %s\n",popfile);goto end;    int k=0,l, cptcode;
     }    int first=1, first1;
     popage=ivector(0,AGESUP);    double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
     popeffectif=vector(0,AGESUP);    double **dnewm,**doldm;
     popcount=vector(0,AGESUP);    double *xp;
     double *gp, *gm;
     i=1;      double **gradg, **trgradg;
     while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF)    double **mu;
       {    double age,agelim, cov[NCOVMAX];
         i=i+1;    double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
       }    int theta;
     imx=i;    char fileresprob[FILENAMELENGTH];
      char fileresprobcov[FILENAMELENGTH];
   for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];    char fileresprobcor[FILENAMELENGTH];
   }  
     double ***varpij;
   for(cptcov=1;cptcov<=i1;cptcov++){  
     for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){    strcpy(fileresprob,"prob"); 
       k=k+1;    strcat(fileresprob,fileres);
       fprintf(ficresf,"\n#****** ");    if((ficresprob=fopen(fileresprob,"w"))==NULL) {
       for(j=1;j<=cptcoveff;j++) {      printf("Problem with resultfile: %s\n", fileresprob);
         fprintf(ficresf,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
       }    }
       fprintf(ficresf,"******\n");    strcpy(fileresprobcov,"probcov"); 
       fprintf(ficresf,"# StartingAge FinalAge Horizon(in years)");    strcat(fileresprobcov,fileres);
       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficresf," P.%d",j);    if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
       if (popforecast==1)  fprintf(ficresf," [Population]");      printf("Problem with resultfile: %s\n", fileresprobcov);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
       for (agedeb=fage; agedeb>=bage; agedeb--){    }
         fprintf(ficresf,"\n%.f %.f 0",agedeb, agedeb);    strcpy(fileresprobcor,"probcor"); 
        if (mobilav==1) {    strcat(fileresprobcor,fileres);
         for(j=1; j<=nlstate;j++)    if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
           fprintf(ficresf," %.3f",mobaverage[(int)agedeb][j][cptcod]);      printf("Problem with resultfile: %s\n", fileresprobcor);
         }      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
         else {    }
           for(j=1; j<=nlstate;j++)    printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
           fprintf(ficresf," %.3f",probs[(int)agedeb][j][cptcod]);    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);
        for(j=1; j<=ndeath;j++) fprintf(ficresf," 0.00000");    printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
        if (popforecast==1) fprintf(ficresf," [%.f] ",popeffectif[(int)agedeb]);    fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
       }    
          fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
       for (cpt=1; cpt<=nforecast;cpt++) {    fprintf(ficresprob,"# Age");
         fprintf(ficresf,"\n");    fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
       for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */    fprintf(ficresprobcov,"# Age");
         nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm);    fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
         nhstepm = nhstepm/hstepm;    fprintf(ficresprobcov,"# Age");
         /*printf("agedeb=%.lf stepm=%d hstepm=%d nhstepm=%d \n",agedeb,stepm,hstepm,nhstepm);*/  
   
         p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    for(i=1; i<=nlstate;i++)
         oldm=oldms;savm=savms;      for(j=1; j<=(nlstate+ndeath);j++){
         hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);          fprintf(ficresprob," p%1d-%1d (SE)",i,j);
                        fprintf(ficresprobcov," p%1d-%1d ",i,j);
         for (h=0; h<=nhstepm; h++){        fprintf(ficresprobcor," p%1d-%1d ",i,j);
              }  
          if (h*hstepm/YEARM*stepm==cpt)   /* fprintf(ficresprob,"\n");
             fprintf(ficresf,"\n%.f %.f %.f",agedeb, agedeb+ h*hstepm/YEARM*stepm, h*hstepm/YEARM*stepm);    fprintf(ficresprobcov,"\n");
              fprintf(ficresprobcor,"\n");
             */
          for(j=1; j<=nlstate+ndeath;j++) {   xp=vector(1,npar);
            kk1=0.;kk2=0;    dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
            for(i=1; i<=nlstate;i++) {            doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
              if (mobilav==1)    mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
                 kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb][i][cptcod];    varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
              else kk1=kk1+p3mat[i][j][h]*probs[(int)agedeb][i][cptcod];    first=1;
              if (popforecast==1) kk2=kk1*popeffectif[(int)agedeb];    fprintf(ficgp,"\n# Routine varprob");
             }    fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
            if (h*hstepm/YEARM*stepm==cpt) {    fprintf(fichtm,"\n");
              fprintf(ficresf," %.3f", kk1);  
                if (popforecast==1) fprintf(ficresf," [%.f]", kk2);    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\
         free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  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>\
   if (mobilav==1) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);   Now, if both incidences are correlated (usual case) we diagonalised the inverse of the covariance matrix\
   if (popforecast==1) {   and made the appropriate rotation to look at the uncorrelated principal directions.<br>\
     free_ivector(popage,0,AGESUP);  To be simple, these graphs help to understand the significativity of each parameter in relation to a second other one.<br> \n");
     free_vector(popeffectif,0,AGESUP);  
     free_vector(popcount,0,AGESUP);    cov[1]=1;
   }    tj=cptcoveff;
   free_imatrix(s,1,maxwav+1,1,n);    if (cptcovn<1) {tj=1;ncodemax[1]=1;}
   free_vector(weight,1,n);    j1=0;
   fclose(ficresf);    for(t=1; t<=tj;t++){
   /*---------- Health expectancies and variances ------------*/      for(i1=1; i1<=ncodemax[t];i1++){ 
         j1++;
   strcpy(filerest,"t");        if  (cptcovn>0) {
   strcat(filerest,fileres);          fprintf(ficresprob, "\n#********** Variable "); 
   if((ficrest=fopen(filerest,"w"))==NULL) {          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;          fprintf(ficresprob, "**********\n#\n");
   }          fprintf(ficresprobcov, "\n#********** Variable "); 
   printf("Computing Total LEs with variances: file '%s' \n", filerest);          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcov, "**********\n#\n");
           
   strcpy(filerese,"e");          fprintf(ficgp, "\n#********** Variable "); 
   strcat(filerese,fileres);          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   if((ficreseij=fopen(filerese,"w"))==NULL) {          fprintf(ficgp, "**********\n#\n");
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);          
   }          
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);          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]]);
  strcpy(fileresv,"v");          fprintf(fichtmcov, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
   strcat(fileresv,fileres);          
   if((ficresvij=fopen(fileresv,"w"))==NULL) {          fprintf(ficresprobcor, "\n#********** Variable ");    
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   }          fprintf(ficresprobcor, "**********\n#");    
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);        }
         
   k=0;        for (age=bage; age<=fage; age ++){ 
   for(cptcov=1;cptcov<=i1;cptcov++){          cov[2]=age;
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){          for (k=1; k<=cptcovn;k++) {
       k=k+1;            cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
       fprintf(ficrest,"\n#****** ");          }
       for(j=1;j<=cptcoveff;j++)          for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
         fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);          for (k=1; k<=cptcovprod;k++)
       fprintf(ficrest,"******\n");            cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
           
       fprintf(ficreseij,"\n#****** ");          gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
       for(j=1;j<=cptcoveff;j++)          trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);          gp=vector(1,(nlstate)*(nlstate+ndeath));
       fprintf(ficreseij,"******\n");          gm=vector(1,(nlstate)*(nlstate+ndeath));
       
       fprintf(ficresvij,"\n#****** ");          for(theta=1; theta <=npar; theta++){
       for(j=1;j<=cptcoveff;j++)            for(i=1; i<=npar; i++)
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);              xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
       fprintf(ficresvij,"******\n");            
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);            
       oldm=oldms;savm=savms;            k=0;
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);              for(i=1; i<= (nlstate); i++){
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);              for(j=1; j<=(nlstate+ndeath);j++){
       oldm=oldms;savm=savms;                k=k+1;
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);                gp[k]=pmmij[i][j];
                    }
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");            }
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);            
       fprintf(ficrest,"\n");            for(i=1; i<=npar; i++)
                      xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
       hf=1;      
       if (stepm >= YEARM) hf=stepm/YEARM;            pmij(pmmij,cov,ncovmodel,xp,nlstate);
       epj=vector(1,nlstate+1);            k=0;
       for(age=bage; age <=fage ;age++){            for(i=1; i<=(nlstate); i++){
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);              for(j=1; j<=(nlstate+ndeath);j++){
         if (popbased==1) {                k=k+1;
           for(i=1; i<=nlstate;i++)                gm[k]=pmmij[i][j];
             prlim[i][i]=probs[(int)age][i][k];              }
         }            }
               
         fprintf(ficrest," %.0f",age);            for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){              gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
           for(i=1, epj[j]=0.;i <=nlstate;i++) {          }
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];  
           }          for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
           epj[nlstate+1] +=epj[j];            for(theta=1; theta <=npar; theta++)
         }              trgradg[j][theta]=gradg[theta][j];
         for(i=1, vepp=0.;i <=nlstate;i++)          
           for(j=1;j <=nlstate;j++)          matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
             vepp += vareij[i][j][(int)age];          matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));          free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
         for(j=1;j <=nlstate;j++){          free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));          free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
         }          free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
         fprintf(ficrest,"\n");  
       }          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];
  fclose(ficreseij);            }
  fclose(ficresvij);          }
   fclose(ficrest);          for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
   fclose(ficpar);            for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
   free_vector(epj,1,nlstate+1);              varpij[i][j][(int)age] = doldm[i][j];
   /*  scanf("%d ",i); */  
           /*printf("\n%d ",(int)age);
   /*------- Variance limit prevalence------*/              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]));
 strcpy(fileresvpl,"vpl");            fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
   strcat(fileresvpl,fileres);            }*/
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {  
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);          fprintf(ficresprob,"\n%d ",(int)age);
     exit(0);          fprintf(ficresprobcov,"\n%d ",(int)age);
   }          fprintf(ficresprobcor,"\n%d ",(int)age);
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);  
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
  k=0;            fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
  for(cptcov=1;cptcov<=i1;cptcov++){          for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){            fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
      k=k+1;            fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
      fprintf(ficresvpl,"\n#****** ");          }
      for(j=1;j<=cptcoveff;j++)          i=0;
        fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);          for (k=1; k<=(nlstate);k++){
      fprintf(ficresvpl,"******\n");            for (l=1; l<=(nlstate+ndeath);l++){ 
                    i=i++;
      varpl=matrix(1,nlstate,(int) bage, (int) fage);              fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
      oldm=oldms;savm=savms;              fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);              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]));
               }
   fclose(ficresvpl);            }
           }/* end of loop for state */
   /*---------- End : free ----------------*/        } /* end of loop for age */
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);  
          /* Confidence intervalle of pij  */
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);        /*
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);          fprintf(ficgp,"\nset noparametric;unset label");
            fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
            fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);          fprintf(fichtm,"\n<br>Probability with  confidence intervals expressed in year<sup>-1</sup> :<a href=\"pijgr%s.png\">pijgr%s.png</A>, ",optionfilefiname,optionfilefiname);
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);          fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);          fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);          fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
          */
   free_matrix(matcov,1,npar,1,npar);  
   free_vector(delti,1,npar);        /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
          first1=1;
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);        for (k2=1; k2<=(nlstate);k2++){
           for (l2=1; l2<=(nlstate+ndeath);l2++){ 
   printf("End of Imach\n");            if(l2==k2) continue;
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */            j=(k2-1)*(nlstate+ndeath)+l2;
              for (k1=1; k1<=(nlstate);k1++){
   /* 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);*/              for (l1=1; l1<=(nlstate+ndeath);l1++){ 
   /*printf("Total time was %d uSec.\n", total_usecs);*/                if(l1==k1) continue;
   /*------ End -----------*/                i=(k1-1)*(nlstate+ndeath)+l1;
                 if(i<=j) continue;
                 for (age=bage; age<=fage; age ++){ 
  end:                  if ((int)age %5==0){
 #ifdef windows                    v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
  chdir(pathcd);                    v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
 #endif                    cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
                      mu1=mu[i][(int) age]/stepm*YEARM ;
  system("..\\gp37mgw\\wgnuplot graph.plt");                    mu2=mu[j][(int) age]/stepm*YEARM;
                     c12=cv12/sqrt(v1*v2);
 #ifdef windows                    /* Computing eigen value of matrix of covariance */
   while (z[0] != 'q') {                    lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
     chdir(pathcd);                    lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
     printf("\nType e to edit output files, c to start again, and q for exiting: ");                    /* Eigen vectors */
     scanf("%s",z);                    v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
     if (z[0] == 'c') system("./imach");                    /*v21=sqrt(1.-v11*v11); *//* error */
     else if (z[0] == 'e') {                    v21=(lc1-v1)/cv12*v11;
       chdir(path);                    v12=-v21;
       system(optionfilehtm);                    v22=v11;
     }                    tnalp=v21/v11;
     else if (z[0] == 'q') exit(0);                    if(first1==1){
   }                      first1=0;
 #endif                      printf("%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tang %.3f\nOthers in log...\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
 }                    }
                     fprintf(ficlog,"%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tan %.3f\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     /*printf(fignu*/
                     /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
                     /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
                     if(first==1){
                       first=0;
                       fprintf(ficgp,"\nset parametric;unset label");
                       fprintf(ficgp,"\nset log y;set log x; set xlabel \"p%1d%1d (year-1)\";set ylabel \"p%1d%1d (year-1)\"",k1,l1,k2,l2);
                       fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
                       fprintf(fichtmcov,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
    :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
   %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br><img src=\"%s%d%1d%1d-%1d%1d.png\"> ",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nplot [-pi:pi] %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }else{
                       first=0;
                       fprintf(fichtmcov," %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\nreplot %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }/* if first */
                   } /* age mod 5 */
                 } /* end loop age */
                 fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                 first=1;
               } /*l12 */
             } /* k12 */
           } /*l1 */
         }/* k1 */
       } /* loop covariates */
     }
     free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
     free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
     free_vector(xp,1,npar);
     fclose(ficresprob);
     fclose(ficresprobcov);
     fclose(ficresprobcor);
     fflush(ficgp);
     fflush(fichtmcov);
   }
   
   
   /******************* Printing html file ***********/
   void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
                     int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
                     int popforecast, int estepm ,\
                     double jprev1, double mprev1,double anprev1, \
                     double jprev2, double mprev2,double anprev2){
     int jj1, k1, i1, cpt;
   
      fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n \
    - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"%s\">%s</a> <br>\n ",
              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,"\
    - Stable prevalence in each health state: <a href=\"%s\">%s</a> <br>\n",
              subdirf2(fileres,"pl"),subdirf2(fileres,"pl"));
      fprintf(fichtm,"\
    - Life expectancies by age and initial health status (estepm=%2d months): \
      <a href=\"%s\">%s</a> <br>\n</li>",
              estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
   
   fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        /* Pij */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i, %d (stepm) months before: %s%d1.png<br> \
   <img src=\"%s%d1.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1);     
        /* Quasi-incidences */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months\
    before but expressed in per year i.e. quasi incidences if stepm is small and probabilities too: %s%d2.png<br> \
   <img src=\"%s%d2.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1); 
          /* Stable prevalence in each health state */
          for(cpt=1; cpt<nlstate;cpt++){
            fprintf(fichtm,"<br>- Stable prevalence in each health state : p%s%d%d.png<br> \
   <img src=\"%s%d%d.png\">",subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1);
          }
        for(cpt=1; cpt<=nlstate;cpt++) {
           fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): %s%d%d.png <br> \
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"exp"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,jj1);
        }
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
   
   
    fprintf(fichtm,"\
   \n<br><li><h4> Result files (second order: variances)</h4>\n\
    - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n", 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 life expectancies by age and initial health status (estepm=%d months): <a href=\"%s\">%s</a><br>\n",
            estepm, subdirf2(fileres,"v"),subdirf2(fileres,"v"));
    fprintf(fichtm,"\
    - Health expectancies with their variances (no covariance): <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"t"),subdirf2(fileres,"t"));
    fprintf(fichtm,"\
    - Standard deviation of stable prevalences: <a href=\"%s\">%s</a> <br>\n",\
            subdirf2(fileres,"vpl"),subdirf2(fileres,"vpl"));
   
   /*  if(popforecast==1) fprintf(fichtm,"\n */
   /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
   /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
   /*      <br>",fileres,fileres,fileres,fileres); */
   /*  else  */
   /*    fprintf(fichtm,"\n No population forecast: popforecast = %d (instead of 1) or stepm = %d (instead of 1) or model=%s (instead of .)<br><br></li>\n",popforecast, stepm, model); */
    fflush(fichtm);
    fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        for(cpt=1; cpt<=nlstate;cpt++) {
          fprintf(fichtm,"<br>- Observed (cross-sectional) and period (incidence based) \
   prevalence (with 95%% confidence interval) in state (%d): %s%d%d.png <br>\
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"v"),cpt,jj1,subdirf2(optionfilefiname,"v"),cpt,jj1);  
        }
        fprintf(fichtm,"\n<br>- Total life expectancy by age and \
   health expectancies in states (1) and (2): %s%d.png<br>\
   <img src=\"%s%d.png\">",subdirf2(optionfilefiname,"e"),jj1,subdirf2(optionfilefiname,"e"),jj1);
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
    fflush(fichtm);
   }
   
   /******************* Gnuplot file **************/
   void printinggnuplot(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
   
     char dirfileres[132],optfileres[132];
     int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
     int ng;
   /*   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) { */
   /*     printf("Problem with file %s",optionfilegnuplot); */
   /*     fprintf(ficlog,"Problem with file %s",optionfilegnuplot); */
   /*   } */
   
     /*#ifdef windows */
     fprintf(ficgp,"cd \"%s\" \n",pathc);
       /*#endif */
     m=pow(2,cptcoveff);
   
     strcpy(dirfileres,optionfilefiname);
     strcpy(optfileres,"vpl");
    /* 1eme*/
     for (cpt=1; cpt<= nlstate ; cpt ++) {
      for (k1=1; k1<= m ; k1 ++) {
        fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"v"),cpt,k1);
        fprintf(ficgp,"\n#set out \"v%s%d%d.png\" \n",optionfilefiname,cpt,k1);
        fprintf(ficgp,"set xlabel \"Age\" \n\
   set ylabel \"Probability\" \n\
   set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,subdirf2(fileres,"vpl"),k1-1,k1-1);
   
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }
        fprintf(ficgp,"\" t\"Stable prevalence\" w l 0,\"%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1);
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        } 
        fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1); 
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }  
        fprintf(ficgp,"\" t\"\" w l 1,\"%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",subdirf2(fileres,"p"),k1-1,k1-1,2+4*(cpt-1));
      }
     }
     /*2 eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       fprintf(ficgp,"\nset out \"%s%d.png\" \n",subdirf2(optionfilefiname,"e"),k1);
       fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
       
       for (i=1; i<= nlstate+1 ; i ++) {
         k=2*i;
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:2 \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
         else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         fprintf(ficgp,"\" t\"\" w l 0,");
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
         else fprintf(ficgp,"\" t\"\" w l 0,");
       }
     }
     
     /*3eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<= nlstate ; cpt ++) {
         k=2+nlstate*(2*cpt-2);
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"exp"),cpt,k1);
         fprintf(ficgp,"set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,subdirf2(fileres,"e"),k1-1,k1-1,k,cpt);
         /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           
         */
         for (i=1; i< nlstate ; i ++) {
           fprintf(ficgp," ,\"%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",subdirf2(fileres,"e"),k1-1,k1-1,k+2*i,cpt,i+1);
           
         } 
       }
     }
     
     /* CV preval stable (period) */
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<=nlstate ; cpt ++) {
         k=3;
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"p"),cpt,k1);
         fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \n\
   set ter png small\nset size 0.65,0.65\n\
   unset log y\n\
   plot [%.f:%.f] \"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,subdirf2(fileres,"pij"),k1,k+cpt+1,k+1);
         
         for (i=1; i< nlstate ; i ++)
           fprintf(ficgp,"+$%d",k+i+1);
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
         
         l=3+(nlstate+ndeath)*cpt;
         fprintf(ficgp,",\"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",subdirf2(fileres,"pij"),k1,l+cpt+1,l+1);
         for (i=1; i< nlstate ; i ++) {
           l=3+(nlstate+ndeath)*cpt;
           fprintf(ficgp,"+$%d",l+i+1);
         }
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
       } 
     }  
     
     /* proba elementaires */
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) {
           for(j=1; j <=ncovmodel; j++){
             fprintf(ficgp,"p%d=%f ",jk,p[jk]);
             jk++; 
             fprintf(ficgp,"\n");
           }
         }
       }
      }
   
      for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
        for(jk=1; jk <=m; jk++) {
          fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"pe"),jk,ng); 
          if (ng==2)
            fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
          else
            fprintf(ficgp,"\nset title \"Probability\"\n");
          fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
          i=1;
          for(k2=1; k2<=nlstate; k2++) {
            k3=i;
            for(k=1; k<=(nlstate+ndeath); k++) {
              if (k != k2){
                if(ng==2)
                  fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
                else
                  fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
                ij=1;
                for(j=3; j <=ncovmodel; j++) {
                  if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                    fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                    ij++;
                  }
                  else
                    fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                }
                fprintf(ficgp,")/(1");
                
                for(k1=1; k1 <=nlstate; k1++){   
                  fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
                  ij=1;
                  for(j=3; j <=ncovmodel; j++){
                    if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                      fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                      ij++;
                    }
                    else
                      fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                  }
                  fprintf(ficgp,")");
                }
                fprintf(ficgp,") t \"p%d%d\" ", k2,k);
                if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
                i=i+ncovmodel;
              }
            } /* end k */
          } /* end k2 */
        } /* end jk */
      } /* end ng */
      fflush(ficgp); 
   }  /* end gnuplot */
   
   
   /*************** Moving average **************/
   int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
   
     int i, cpt, cptcod;
     int modcovmax =1;
     int mobilavrange, mob;
     double age;
   
     modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
                              a covariate has 2 modalities */
     if (cptcovn<1) modcovmax=1; /* At least 1 pass */
   
     if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
       if(mobilav==1) mobilavrange=5; /* default */
       else mobilavrange=mobilav;
       for (age=bage; age<=fage; age++)
         for (i=1; i<=nlstate;i++)
           for (cptcod=1;cptcod<=modcovmax;cptcod++)
             mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
       /* We keep the original values on the extreme ages bage, fage and for 
          fage+1 and bage-1 we use a 3 terms moving average; for fage+2 bage+2
          we use a 5 terms etc. until the borders are no more concerned. 
       */ 
       for (mob=3;mob <=mobilavrange;mob=mob+2){
         for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
           for (i=1; i<=nlstate;i++){
             for (cptcod=1;cptcod<=modcovmax;cptcod++){
               mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
                 for (cpt=1;cpt<=(mob-1)/2;cpt++){
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
                 }
               mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
             }
           }
         }/* end age */
       }/* end mob */
     }else return -1;
     return 0;
   }/* End movingaverage */
   
   
   /************** Forecasting ******************/
   prevforecast(char fileres[], double anproj1, double mproj1, double jproj1, double ageminpar, double agemax, double dateprev1, double dateprev2, int mobilav, double bage, double fage, int firstpass, int lastpass, double anproj2, double p[], int cptcoveff){
     /* proj1, year, month, day of starting projection 
        agemin, agemax range of age
        dateprev1 dateprev2 range of dates during which prevalence is computed
        anproj2 year of en of projection (same day and month as proj1).
     */
     int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
     int *popage;
     double agec; /* generic age */
     double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
     double *popeffectif,*popcount;
     double ***p3mat;
     double ***mobaverage;
     char fileresf[FILENAMELENGTH];
   
     agelim=AGESUP;
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
    
     strcpy(fileresf,"f"); 
     strcat(fileresf,fileres);
     if((ficresf=fopen(fileresf,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", fileresf);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
     }
     printf("Computing forecasting: result on file '%s' \n", fileresf);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     if(estepm < stepm){
       printf ("Problem %d lower than %d\n",estepm, stepm);
     }
     else  hstepm=estepm;   
   
     hstepm=hstepm/stepm; 
     yp1=modf(dateintmean,&yp);/* extracts integral of datemean in yp  and
                                  fractional in yp1 */
     anprojmean=yp;
     yp2=modf((yp1*12),&yp);
     mprojmean=yp;
     yp1=modf((yp2*30.5),&yp);
     jprojmean=yp;
     if(jprojmean==0) jprojmean=1;
     if(mprojmean==0) jprojmean=1;
   
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
     
     fprintf(ficresf,"# Mean day of interviews %.lf/%.lf/%.lf (%.2f) between %.2f and %.2f \n",jprojmean,mprojmean,anprojmean,dateintmean,dateprev1,dateprev2); 
     
     fprintf(ficresf,"#****** Routine prevforecast **\n");
   
   /*            if (h==(int)(YEARM*yearp)){ */
     for(cptcov=1, k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficresf,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficresf," V%d=%d, hpijx=probability over h years, hp.jx is weighted by observed prev ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficresf,"******\n");
         fprintf(ficresf,"# Covariate valuofcovar yearproj age");
         for(j=1; j<=nlstate+ndeath;j++){ 
           for(i=1; i<=nlstate;i++)              
             fprintf(ficresf," p%d%d",i,j);
           fprintf(ficresf," p.%d",j);
         }
         for (yearp=0; yearp<=(anproj2-anproj1);yearp +=stepsize) { 
           fprintf(ficresf,"\n");
           fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+yearp);   
   
           for (agec=fage; agec>=(ageminpar-1); agec--){ 
             nhstepm=(int) rint((agelim-agec)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agec,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h*hstepm/YEARM*stepm ==yearp) {
                 fprintf(ficresf,"\n");
                 for(j=1;j<=cptcoveff;j++) 
                   fprintf(ficresf,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
                 fprintf(ficresf,"%.f %.f ",anproj1+yearp,agec+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 ppij=0.;
                 for(i=1; i<=nlstate;i++) {
                   if (mobilav==1) 
                     ppij=ppij+p3mat[i][j][h]*mobaverage[(int)agec][i][cptcod];
                   else {
                     ppij=ppij+p3mat[i][j][h]*probs[(int)(agec)][i][cptcod];
                   }
                   if (h*hstepm/YEARM*stepm== yearp) {
                     fprintf(ficresf," %.3f", p3mat[i][j][h]);
                   }
                 } /* end i */
                 if (h*hstepm/YEARM*stepm==yearp) {
                   fprintf(ficresf," %.3f", ppij);
                 }
               }/* end j */
             } /* end h */
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           } /* end agec */
         } /* end yearp */
       } /* end cptcod */
     } /* end  cptcov */
          
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     fclose(ficresf);
   }
   
   /************** Forecasting *****not tested NB*************/
   populforecast(char fileres[], double anpyram,double mpyram,double jpyram,double ageminpar, double agemax,double dateprev1, double dateprev2, int mobilav, double agedeb, double fage, int popforecast, char popfile[], double anpyram1,double p[], int i2){
     
     int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
     int *popage;
     double calagedatem, agelim, kk1, kk2;
     double *popeffectif,*popcount;
     double ***p3mat,***tabpop,***tabpopprev;
     double ***mobaverage;
     char filerespop[FILENAMELENGTH];
   
     tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     agelim=AGESUP;
     calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
     
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     
     
     strcpy(filerespop,"pop"); 
     strcat(filerespop,fileres);
     if((ficrespop=fopen(filerespop,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", filerespop);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
     }
     printf("Computing forecasting: result on file '%s' \n", filerespop);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     
     agelim=AGESUP;
     
     hstepm=1;
     hstepm=hstepm/stepm; 
     
     if (popforecast==1) {
       if((ficpop=fopen(popfile,"r"))==NULL) {
         printf("Problem with population file : %s\n",popfile);exit(0);
         fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
       } 
       popage=ivector(0,AGESUP);
       popeffectif=vector(0,AGESUP);
       popcount=vector(0,AGESUP);
       
       i=1;   
       while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
      
       imx=i;
       for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
     }
   
     for(cptcov=1,k=0;cptcov<=i2;cptcov++){
      for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficrespop,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespop,"******\n");
         fprintf(ficrespop,"# Age");
         for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
         if (popforecast==1)  fprintf(ficrespop," [Population]");
         
         for (cpt=0; cpt<=0;cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   if (mobilav==1) 
                     kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
                   else {
                     kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
                   }
                 }
                 if (h==(int)(calagedatem+12*cpt)){
                   tabpop[(int)(agedeb)][j][cptcod]=kk1;
                     /*fprintf(ficrespop," %.3f", kk1);
                       if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
                 }
               }
               for(i=1; i<=nlstate;i++){
                 kk1=0.;
                   for(j=1; j<=nlstate;j++){
                     kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
                   }
                     tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
               }
   
               if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
                 fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
    
     /******/
   
         for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];    
                 }
                 if (h==(int)(calagedatem+12*cpt)) fprintf(ficresf," %15.2f", kk1);        
               }
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
      } 
     }
    
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     if (popforecast==1) {
       free_ivector(popage,0,AGESUP);
       free_vector(popeffectif,0,AGESUP);
       free_vector(popcount,0,AGESUP);
     }
     free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficrespop);
   } /* End of popforecast */
   
   int fileappend(FILE *fichier, char *optionfich)
   {
     if((fichier=fopen(optionfich,"a"))==NULL) {
       printf("Problem with file: %s\n", optionfich);
       fprintf(ficlog,"Problem with file: %s\n", optionfich);
       return (0);
     }
     fflush(fichier);
     return (1);
   }
   
   
   /**************** function prwizard **********************/
   void prwizard(int ncovmodel, int nlstate, int ndeath,  char model[], FILE *ficparo)
   {
   
     /* Wizard to print covariance matrix template */
   
     char ca[32], cb[32], cc[32];
     int i,j, k, l, li, lj, lk, ll, jj, npar, itimes;
     int numlinepar;
   
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficparo,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         /*ca[0]= k+'a'-1;ca[1]='\0';*/
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           /*        printf(" %lf",param[i][j][k]); */
           /*        fprintf(ficparo," %lf",param[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficparo,"# Scales (for hessian or gradient estimation)\n");
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/ 
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         fprintf(ficparo,"%1d%1d",i,j);
         printf("%1d%1d",i,j);
         fflush(stdout);
         for(k=1; k<=ncovmodel;k++){
           /*      printf(" %le",delti3[i][j][k]); */
           /*      fprintf(ficparo," %le",delti3[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         numlinepar++;
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Covariance matrix\n");
   /* # 121 Var(a12)\n\ */
   /* # 122 Cov(b12,a12) Var(b12)\n\ */
   /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
   /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
   /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
   /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
   /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
   /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
     fflush(stdout);
     fprintf(ficparo,"# Covariance matrix\n");
     /* # 121 Var(a12)\n\ */
     /* # 122 Cov(b12,a12) Var(b12)\n\ */
     /* #   ...\n\ */
     /* # 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n" */
     
     for(itimes=1;itimes<=2;itimes++){
       jj=0;
       for(i=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath; j++){
           if(j==i) continue;
           for(k=1; k<=ncovmodel;k++){
             jj++;
             ca[0]= k+'a'-1;ca[1]='\0';
             if(itimes==1){
               printf("#%1d%1d%d",i,j,k);
               fprintf(ficparo,"#%1d%1d%d",i,j,k);
             }else{
               printf("%1d%1d%d",i,j,k);
               fprintf(ficparo,"%1d%1d%d",i,j,k);
               /*  printf(" %.5le",matcov[i][j]); */
             }
             ll=0;
             for(li=1;li <=nlstate; li++){
               for(lj=1;lj <=nlstate+ndeath; lj++){
                 if(lj==li) continue;
                 for(lk=1;lk<=ncovmodel;lk++){
                   ll++;
                   if(ll<=jj){
                     cb[0]= lk +'a'-1;cb[1]='\0';
                     if(ll<jj){
                       if(itimes==1){
                         printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         fprintf(ficparo," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }else{
                       if(itimes==1){
                         printf(" Var(%s%1d%1d)",ca,i,j);
                         fprintf(ficparo," Var(%s%1d%1d)",ca,i,j);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }
                   }
                 } /* end lk */
               } /* end lj */
             } /* end li */
             printf("\n");
             fprintf(ficparo,"\n");
             numlinepar++;
           } /* end k*/
         } /*end j */
       } /* end i */
     } /* end itimes */
   
   } /* end of prwizard */
   /******************* 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=1; 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=0;i<=imx-1 ; i++)
       {
         if (cens[i]==1 & wav[i]>1)
           A=-x[1]/(x[2])*
             (exp(x[2]/YEARM*(agecens[i]*12-agegomp*12))-exp(x[2]/YEARM*(ageexmed[i]*12-agegomp*12)));
         
         if (cens[i]==0 & wav[i]>1)
           A=-x[1]/(x[2])*
                (exp(x[2]/YEARM*(agedc[i]*12-agegomp*12))-exp(x[2]/YEARM*(ageexmed[i]*12-agegomp*12)))
             +log(x[1]/YEARM)+x[2]/YEARM*(agedc[i]*12-agegomp*12)+log(YEARM);      
         
         if (wav[i]>1 & agecens[i]>15) {
           L=L+A*weight[i];
           /*      printf("\ni=%d A=%f L=%lf x[1]=%lf x[2]=%lf ageex=%lf agecens=%lf cens=%d agedc=%lf weight=%lf\n",i,A,L,x[1],x[2],ageexmed[i]*12,agecens[i]*12,cens[i],agedc[i]*12,weight[i]);*/
         }
       }
   
    /*printf("x1=%2.9f x2=%2.9f x3=%2.9f L=%f\n",x[1],x[2],x[3],L);*/
    
     return -2*L*num/sump;
   }
   
   /******************* Printing html file ***********/
   void printinghtmlmort(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
                     int imx,  double p[],double **matcov){
     int i;
   
     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>");
     fflush(fichtm);
   }
   
   /******************* Gnuplot file **************/
   void printinggnuplotmort(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
   
     char dirfileres[132],optfileres[132];
     int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
     int ng;
   
   
     /*#ifdef windows */
     fprintf(ficgp,"cd \"%s\" \n",pathc);
       /*#endif */
   
   
     strcpy(dirfileres,optionfilefiname);
     strcpy(optfileres,"vpl");
     fprintf(ficgp,"set out \"graphmort.png\"\n "); 
     fprintf(ficgp,"set xlabel \"Age\"\n set ylabel \"Force of mortality (per year)\" \n "); 
     fprintf(ficgp, "set ter png small\n set log y\n"); 
     fprintf(ficgp, "set size 0.65,0.65\n");
     fprintf(ficgp,"plot [%d:100] %lf*exp(%lf*(x-%d))",agegomp,p[1],p[2],agegomp);
   
   } 
   
   
   
   
   /***********************************************/
   /**************** Main Program *****************/
   /***********************************************/
   
   int main(int argc, char *argv[])
   {
     int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
     int i,j, k, n=MAXN,iter,m,size=100,cptcode, cptcod;
     int jj, ll, li, lj, lk, imk;
     int numlinepar=0; /* Current linenumber of parameter file */
     int itimes;
     int NDIM=2;
   
     char ca[32], cb[32], cc[32];
     /*  FILE *fichtm; *//* Html File */
     /* FILE *ficgp;*/ /*Gnuplot File */
     double agedeb, agefin,hf;
     double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
   
     double fret;
     double **xi,tmp,delta;
   
     double dum; /* Dummy variable */
     double ***p3mat;
     double ***mobaverage;
     int *indx;
     char line[MAXLINE], linepar[MAXLINE];
     char path[MAXLINE],pathc[MAXLINE],pathcd[MAXLINE],pathtot[MAXLINE],model[MAXLINE];
     char pathr[MAXLINE], pathimach[MAXLINE]; 
     int firstobs=1, lastobs=10;
     int sdeb, sfin; /* Status at beginning and end */
     int c,  h , cpt,l;
     int ju,jl, mi;
     int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
     int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,*tab; 
     int mobilavproj=0 , prevfcast=0 ; /* moving average of prev, If prevfcast=1 prevalence projection */
     int mobilav=0,popforecast=0;
     int hstepm, nhstepm;
     double jprev1=1, mprev1=1,anprev1=2000,jprev2=1, mprev2=1,anprev2=2000;
     double jpyram=1, mpyram=1,anpyram=2000,jpyram1=1, mpyram1=1,anpyram1=2000;
   
     double bage, fage, age, agelim, agebase;
     double ftolpl=FTOL;
     double **prlim;
     double *severity;
     double ***param; /* Matrix of parameters */
     double  *p;
     double **matcov; /* Matrix of covariance */
     double ***delti3; /* Scale */
     double *delti; /* Scale */
     double ***eij, ***vareij;
     double **varpl; /* Variances of prevalence limits by age */
     double *epj, vepp;
     double kk1, kk2;
     double dateprev1, dateprev2,jproj1=1,mproj1=1,anproj1=2000,jproj2=1,mproj2=1,anproj2=2000;
     double **ximort;
     char *alph[]={"a","a","b","c","d","e"}, str[4];
     int *dcwave;
   
     char z[1]="c", occ;
   
     char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
     char strstart[80], *strt, strtend[80];
     char *stratrunc;
     int lstra;
   
     long total_usecs;
    
   /*   setlocale (LC_ALL, ""); */
   /*   bindtextdomain (PACKAGE, LOCALEDIR); */
   /*   textdomain (PACKAGE); */
   /*   setlocale (LC_CTYPE, ""); */
   /*   setlocale (LC_MESSAGES, ""); */
   
     /*   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
     (void) gettimeofday(&start_time,&tzp);
     curr_time=start_time;
     tm = *localtime(&start_time.tv_sec);
     tmg = *gmtime(&start_time.tv_sec);
     strcpy(strstart,asctime(&tm));
   
   /*  printf("Localtime (at start)=%s",strstart); */
   /*  tp.tv_sec = tp.tv_sec +86400; */
   /*  tm = *localtime(&start_time.tv_sec); */
   /*   tmg.tm_year=tmg.tm_year +dsign*dyear; */
   /*   tmg.tm_mon=tmg.tm_mon +dsign*dmonth; */
   /*   tmg.tm_hour=tmg.tm_hour + 1; */
   /*   tp.tv_sec = mktime(&tmg); */
   /*   strt=asctime(&tmg); */
   /*   printf("Time(after) =%s",strstart);  */
   /*  (void) time (&time_value);
   *  printf("time=%d,t-=%d\n",time_value,time_value-86400);
   *  tm = *localtime(&time_value);
   *  strstart=asctime(&tm);
   *  printf("tim_value=%d,asctime=%s\n",time_value,strstart); 
   */
   
     nberr=0; /* Number of errors and warnings */
     nbwarn=0;
     getcwd(pathcd, size);
   
     printf("\n%s\n%s",version,fullversion);
     if(argc <=1){
       printf("\nEnter the parameter file name: ");
       scanf("%s",pathtot);
     }
     else{
       strcpy(pathtot,argv[1]);
     }
     /*if(getcwd(pathcd, MAXLINE)!= NULL)printf ("Error pathcd\n");*/
     /*cygwin_split_path(pathtot,path,optionfile);
       printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
     /* cutv(path,optionfile,pathtot,'\\');*/
   
     split(argv[0],pathimach,optionfile,optionfilext,optionfilefiname);
    /*   strcpy(pathimach,argv[0]); */
     split(pathtot,path,optionfile,optionfilext,optionfilefiname);
     printf("pathimach=%s, pathtot=%s,\npath=%s,\noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",pathimach,pathtot,path,optionfile,optionfilext,optionfilefiname);
     chdir(path);
     strcpy(command,"mkdir ");
     strcat(command,optionfilefiname);
     if((outcmd=system(command)) != 0){
       printf("Problem creating directory or it already exists %s%s, err=%d\n",path,optionfilefiname,outcmd);
       /* fprintf(ficlog,"Problem creating directory %s%s\n",path,optionfilefiname); */
       /* fclose(ficlog); */
   /*     exit(1); */
     }
   /*   if((imk=mkdir(optionfilefiname))<0){ */
   /*     perror("mkdir"); */
   /*   } */
   
     /*-------- arguments in the command line --------*/
   
     /* Log file */
     strcat(filelog, optionfilefiname);
     strcat(filelog,".log");    /* */
     if((ficlog=fopen(filelog,"w"))==NULL)    {
       printf("Problem with logfile %s\n",filelog);
       goto end;
     }
     fprintf(ficlog,"Log filename:%s\n",filelog);
     fprintf(ficlog,"\n%s\n%s",version,fullversion);
     fprintf(ficlog,"\nEnter the parameter file name: \n");
     fprintf(ficlog,"pathimach=%s\npathtot=%s\n\
    path=%s \n\
    optionfile=%s\n\
    optionfilext=%s\n\
    optionfilefiname=%s\n",pathimach,pathtot,path,optionfile,optionfilext,optionfilefiname);
   
     printf("Local time (at start):%s",strstart);
     fprintf(ficlog,"Local time (at start): %s",strstart);
     fflush(ficlog);
   /*   (void) gettimeofday(&curr_time,&tzp); */
   /*   printf("Elapsed time %d\n", asc_diff_time(curr_time.tv_sec-start_time.tv_sec,tmpout)); */
   
     /* */
     strcpy(fileres,"r");
     strcat(fileres, optionfilefiname);
     strcat(fileres,".txt");    /* Other files have txt extension */
   
     /*---------arguments file --------*/
   
     if((ficpar=fopen(optionfile,"r"))==NULL)    {
       printf("Problem with optionfile %s\n",optionfile);
       fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
       fflush(ficlog);
       goto end;
     }
   
   
   
     strcpy(filereso,"o");
     strcat(filereso,fileres);
     if((ficparo=fopen(filereso,"w"))==NULL) { /* opened on subdirectory */
       printf("Problem with Output resultfile: %s\n", filereso);
       fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
       fflush(ficlog);
       goto end;
     }
   
     /* Reads comments: lines beginning with '#' */
     numlinepar=0;
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
     numlinepar++;
     printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model);
     fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fprintf(ficlog,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fflush(ficlog);
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
      
     covar=matrix(0,NCOVMAX,1,n); 
     cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
     if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
   
     ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
     nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
   
     delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     delti=delti3[1][1];
     /*delti=vector(1,npar); *//* Scale of each paramater (output from hesscov)*/
     if(mle==-1){ /* Print a wizard for help writing covariance matrix */
       prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
       printf(" You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       fprintf(ficlog," You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
       fclose (ficparo);
       fclose (ficlog);
       exit(0);
     }
     else if(mle==-3) {
       prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
       printf(" You choose mle=-3, look at file %s for a template of covariance matrix \n",filereso);
       fprintf(ficlog," You choose mle=-3, look at file %s for a template of covariance matrix \n",filereso);
       param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
       matcov=matrix(1,npar,1,npar);
     }
     else{
       /* Read guess parameters */
       /* Reads comments: lines beginning with '#' */
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         numlinepar++;
         puts(line);
         fputs(line,ficparo);
         fputs(line,ficlog);
       }
       ungetc(c,ficpar);
       
       param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
       for(i=1; i <=nlstate; i++){
         j=0;
         for(jj=1; jj <=nlstate+ndeath; jj++){
           if(jj==i) continue;
           j++;
           fscanf(ficpar,"%1d%1d",&i1,&j1);
           if ((i1 != i) && (j1 != j)){
             printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
             exit(1);
           }
           fprintf(ficparo,"%1d%1d",i1,j1);
           if(mle==1)
             printf("%1d%1d",i,j);
           fprintf(ficlog,"%1d%1d",i,j);
           for(k=1; k<=ncovmodel;k++){
             fscanf(ficpar," %lf",&param[i][j][k]);
             if(mle==1){
               printf(" %lf",param[i][j][k]);
               fprintf(ficlog," %lf",param[i][j][k]);
             }
             else
               fprintf(ficlog," %lf",param[i][j][k]);
             fprintf(ficparo," %lf",param[i][j][k]);
           }
           fscanf(ficpar,"\n");
           numlinepar++;
           if(mle==1)
             printf("\n");
           fprintf(ficlog,"\n");
           fprintf(ficparo,"\n");
         }
       }  
       fflush(ficlog);
   
   
       p=param[1][1];
       
       /* Reads comments: lines beginning with '#' */
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         numlinepar++;
         puts(line);
         fputs(line,ficparo);
         fputs(line,ficlog);
       }
       ungetc(c,ficpar);
   
       for(i=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath-1; j++){
           fscanf(ficpar,"%1d%1d",&i1,&j1);
           if ((i1-i)*(j1-j)!=0){
             printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
             exit(1);
           }
           printf("%1d%1d",i,j);
           fprintf(ficparo,"%1d%1d",i1,j1);
           fprintf(ficlog,"%1d%1d",i1,j1);
           for(k=1; k<=ncovmodel;k++){
             fscanf(ficpar,"%le",&delti3[i][j][k]);
             printf(" %le",delti3[i][j][k]);
             fprintf(ficparo," %le",delti3[i][j][k]);
             fprintf(ficlog," %le",delti3[i][j][k]);
           }
           fscanf(ficpar,"\n");
           numlinepar++;
           printf("\n");
           fprintf(ficparo,"\n");
           fprintf(ficlog,"\n");
         }
       }
       fflush(ficlog);
   
       delti=delti3[1][1];
   
   
       /* free_ma3x(delti3,1,nlstate,1,nlstate+ndeath-1,1,ncovmodel); */ /* Hasn't to to freed here otherwise delti is no more allocated */
     
       /* Reads comments: lines beginning with '#' */
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         numlinepar++;
         puts(line);
         fputs(line,ficparo);
         fputs(line,ficlog);
       }
       ungetc(c,ficpar);
     
       matcov=matrix(1,npar,1,npar);
       for(i=1; i <=npar; i++){
         fscanf(ficpar,"%s",&str);
         if(mle==1)
           printf("%s",str);
         fprintf(ficlog,"%s",str);
         fprintf(ficparo,"%s",str);
         for(j=1; j <=i; j++){
           fscanf(ficpar," %le",&matcov[i][j]);
           if(mle==1){
             printf(" %.5le",matcov[i][j]);
           }
           fprintf(ficlog," %.5le",matcov[i][j]);
           fprintf(ficparo," %.5le",matcov[i][j]);
         }
         fscanf(ficpar,"\n");
         numlinepar++;
         if(mle==1)
           printf("\n");
         fprintf(ficlog,"\n");
         fprintf(ficparo,"\n");
       }
       for(i=1; i <=npar; i++)
         for(j=i+1;j<=npar;j++)
           matcov[i][j]=matcov[j][i];
       
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       
       fflush(ficlog);
       
       /*-------- Rewriting parameter file ----------*/
       strcpy(rfileres,"r");    /* "Rparameterfile */
       strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
       strcat(rfileres,".");    /* */
       strcat(rfileres,optionfilext);    /* Other files have txt extension */
       if((ficres =fopen(rfileres,"w"))==NULL) {
         printf("Problem writing new parameter file: %s\n", fileres);goto end;
         fprintf(ficlog,"Problem writing new parameter file: %s\n", fileres);goto end;
       }
       fprintf(ficres,"#%s\n",version);
     }    /* End of mle != -3 */
   
     /*-------- data file ----------*/
     if((fic=fopen(datafile,"r"))==NULL)    {
       printf("Problem with datafile: %s\n", datafile);goto end;
       fprintf(ficlog,"Problem with datafile: %s\n", datafile);goto end;
     }
   
     n= lastobs;
     severity = vector(1,maxwav);
     outcome=imatrix(1,maxwav+1,1,n);
     num=lvector(1,n);
     moisnais=vector(1,n);
     annais=vector(1,n);
     moisdc=vector(1,n);
     andc=vector(1,n);
     agedc=vector(1,n);
     cod=ivector(1,n);
     weight=vector(1,n);
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
     mint=matrix(1,maxwav,1,n);
     anint=matrix(1,maxwav,1,n);
     s=imatrix(1,maxwav+1,1,n);
     tab=ivector(1,NCOVMAX);
     ncodemax=ivector(1,8);
   
     i=1;
     while (fgets(line, MAXLINE, fic) != NULL)    {
       if ((i >= firstobs) && (i <=lastobs)) {
           
         for (j=maxwav;j>=1;j--){
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb); 
           strcpy(line,stra);
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         }
           
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
         for (j=ncovcol;j>=1;j--){
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         } 
         lstra=strlen(stra);
         if(lstra > 9){ /* More than 2**32 or max of what printf can write with %ld */
           stratrunc = &(stra[lstra-9]);
           num[i]=atol(stratrunc);
         }
         else
           num[i]=atol(stra);
           
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
           printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/
   
         i=i+1;
       }
     }
     /* printf("ii=%d", ij);
        scanf("%d",i);*/
     imx=i-1; /* Number of individuals */
   
     /* for (i=1; i<=imx; i++){
       if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
       if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
       if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
       }*/
      /*  for (i=1; i<=imx; i++){
        if (s[4][i]==9)  s[4][i]=-1; 
        printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));}*/
     
    for (i=1; i<=imx; i++)
    
      /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
        else weight[i]=1;*/
   
     /* Calculation of the number of parameter from char model*/
     Tvar=ivector(1,15); /* stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
     Tprod=ivector(1,15); 
     Tvaraff=ivector(1,15); 
     Tvard=imatrix(1,15,1,2);
     Tage=ivector(1,15);      
      
     if (strlen(model) >1){ /* If there is at least 1 covariate */
       j=0, j1=0, k1=1, k2=1;
       j=nbocc(model,'+'); /* j=Number of '+' */
       j1=nbocc(model,'*'); /* j1=Number of '*' */
       cptcovn=j+1; 
       cptcovprod=j1; /*Number of products */
       
       strcpy(modelsav,model); 
       if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
         printf("Error. Non available option model=%s ",model);
         fprintf(ficlog,"Error. Non available option model=%s ",model);
         goto end;
       }
       
       /* This loop fills the array Tvar from the string 'model'.*/
   
       for(i=(j+1); i>=1;i--){
         cutv(stra,strb,modelsav,'+'); /* keeps in strb after the last + */ 
         if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
         /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
         /*scanf("%d",i);*/
         if (strchr(strb,'*')) {  /* Model includes a product */
           cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn (if not *age)*/
           if (strcmp(strc,"age")==0) { /* Vn*age */
             cptcovprod--;
             cutv(strb,stre,strd,'V');
             Tvar[i]=atoi(stre); /* computes n in Vn and stores in Tvar*/
             cptcovage++;
               Tage[cptcovage]=i;
               /*printf("stre=%s ", stre);*/
           }
           else if (strcmp(strd,"age")==0) { /* or age*Vn */
             cptcovprod--;
             cutv(strb,stre,strc,'V');
             Tvar[i]=atoi(stre);
             cptcovage++;
             Tage[cptcovage]=i;
           }
           else {  /* Age is not in the model */
             cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n*/
             Tvar[i]=ncovcol+k1;
             cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
             Tprod[k1]=i;
             Tvard[k1][1]=atoi(strc); /* m*/
             Tvard[k1][2]=atoi(stre); /* n */
             Tvar[cptcovn+k2]=Tvard[k1][1];
             Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
             for (k=1; k<=lastobs;k++) 
               covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
             k1++;
             k2=k2+2;
           }
         }
         else { /* no more sum */
           /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
          /*  scanf("%d",i);*/
         cutv(strd,strc,strb,'V');
         Tvar[i]=atoi(strc);
         }
         strcpy(modelsav,stra);  
         /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
           scanf("%d",i);*/
       } /* end of loop + */
     } /* end model */
     
     /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
       If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
   
     /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
     printf("cptcovprod=%d ", cptcovprod);
     fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
   
     scanf("%d ",i);
     fclose(fic);*/
   
       /*  if(mle==1){*/
     if (weightopt != 1) { /* Maximisation without weights*/
       for(i=1;i<=n;i++) weight[i]=1.0;
     }
       /*-calculation of age at interview from date of interview and age at death -*/
     agev=matrix(1,maxwav,1,imx);
   
     for (i=1; i<=imx; i++) {
       for(m=2; (m<= maxwav); m++) {
         if (((int)mint[m][i]== 99) && (s[m][i] <= nlstate)){
           anint[m][i]=9999;
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]==9999 && s[m][i]>nlstate){
           nberr++;
           printf("Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           fprintf(ficlog,"Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
           nberr++;
           printf("Error! Month of death of individual %ld on line %d was unknown %2d, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,(int)moisdc[i]); 
           fprintf(ficlog,"Error! Month of death of individual %ld on line %d was unknown %f, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,moisdc[i]); 
           s[m][i]=-1; /* We prefer to skip it (and to skip it in version 0.8a1 too */
         }
       }
     }
   
     for (i=1; i<=imx; i++)  {
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
       for(m=firstpass; (m<= lastpass); m++){
         if(s[m][i] >0){
           if (s[m][i] >= nlstate+1) {
             if(agedc[i]>0)
               if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
                 agev[m][i]=agedc[i];
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
               else {
                 if ((int)andc[i]!=9999){
                   nbwarn++;
                   printf("Warning negative age at death: %ld line:%d\n",num[i],i);
                   fprintf(ficlog,"Warning negative age at death: %ld line:%d\n",num[i],i);
                   agev[m][i]=-1;
                 }
               }
           }
           else if(s[m][i] !=9){ /* Standard case, age in fractional
                                    years but with the precision of a
                                    month */
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
             if((int)mint[m][i]==99 || (int)anint[m][i]==9999)
               agev[m][i]=1;
             else if(agev[m][i] <agemin){ 
               agemin=agev[m][i];
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
             }
             else if(agev[m][i] >agemax){
               agemax=agev[m][i];
               /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
             }
             /*agev[m][i]=anint[m][i]-annais[i];*/
             /*     agev[m][i] = age[i]+2*m;*/
           }
           else { /* =9 */
             agev[m][i]=1;
             s[m][i]=-1;
           }
         }
         else /*= 0 Unknown */
           agev[m][i]=1;
       }
       
     }
     for (i=1; i<=imx; i++)  {
       for(m=firstpass; (m<=lastpass); m++){
         if (s[m][i] > (nlstate+ndeath)) {
           nberr++;
           printf("Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           fprintf(ficlog,"Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           goto end;
         }
       }
     }
   
     /*for (i=1; i<=imx; i++){
     for (m=firstpass; (m<lastpass); m++){
        printf("%ld %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
   }
   
   }*/
   
   
     printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
     fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
   
     agegomp=(int)agemin;
     free_vector(severity,1,maxwav);
     free_imatrix(outcome,1,maxwav+1,1,n);
     free_vector(moisnais,1,n);
     free_vector(annais,1,n);
     /* free_matrix(mint,1,maxwav,1,n);
        free_matrix(anint,1,maxwav,1,n);*/
     free_vector(moisdc,1,n);
     free_vector(andc,1,n);
   
      
     wav=ivector(1,imx);
     dh=imatrix(1,lastpass-firstpass+1,1,imx);
     bh=imatrix(1,lastpass-firstpass+1,1,imx);
     mw=imatrix(1,lastpass-firstpass+1,1,imx);
      
     /* Concatenates waves */
     concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
   
     /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
   
     Tcode=ivector(1,100);
     nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
     ncodemax[1]=1;
     if (cptcovn > 0) tricode(Tvar,nbcode,imx);
         
     codtab=imatrix(1,100,1,10); /* Cross tabulation to get the order of 
                                    the estimations*/
     h=0;
     m=pow(2,cptcoveff);
    
     for(k=1;k<=cptcoveff; k++){
       for(i=1; i <=(m/pow(2,k));i++){
         for(j=1; j <= ncodemax[k]; j++){
           for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
             h++;
             if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;
             /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/
           } 
         }
       }
     } 
     /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
        codtab[1][2]=1;codtab[2][2]=2; */
     /* for(i=1; i <=m ;i++){ 
        for(k=1; k <=cptcovn; k++){
        printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
        }
        printf("\n");
        }
        scanf("%d",i);*/
       
     /*------------ gnuplot -------------*/
     strcpy(optionfilegnuplot,optionfilefiname);
     if(mle==-3)
       strcat(optionfilegnuplot,"-mort");
     strcat(optionfilegnuplot,".gp");
   
     if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
       printf("Problem with file %s",optionfilegnuplot);
     }
     else{
       fprintf(ficgp,"\n# %s\n", version); 
       fprintf(ficgp,"# %s\n", optionfilegnuplot); 
       fprintf(ficgp,"set missing 'NaNq'\n");
     }
     /*  fclose(ficgp);*/
     /*--------- index.htm --------*/
   
     strcpy(optionfilehtm,optionfilefiname); /* Main html file */
     if(mle==-3)
       strcat(optionfilehtm,"-mort");
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
     }
   
     strcpy(optionfilehtmcov,optionfilefiname); /* Only for matrix of covariance */
     strcat(optionfilehtmcov,"-cov.htm");
     if((fichtmcov=fopen(optionfilehtmcov,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtmcov), exit(0);
     }
     else{
     fprintf(fichtmcov,"<body>\n<title>IMaCh Cov %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model);
     }
   
     fprintf(fichtm,"<body>\n<title>IMaCh %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n\
   \n\
   <hr  size=\"2\" color=\"#EC5E5E\">\
    <ul><li><h4>Parameter files</h4>\n\
    - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n\
    - Log file of the run: <a href=\"%s\">%s</a><br>\n\
    - Gnuplot file name: <a href=\"%s\">%s</a><br>\n\
    - Date and time at start: %s</ul>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model,\
             fileres,fileres,\
             filelog,filelog,optionfilegnuplot,optionfilegnuplot,strstart);
     fflush(fichtm);
   
     strcpy(pathr,path);
     strcat(pathr,optionfilefiname);
     chdir(optionfilefiname); /* Move to directory named optionfile */
     
     /* Calculates basic frequencies. Computes observed prevalence at single age
        and prints on file fileres'p'. */
     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);
   
     fprintf(fichtm,"\n");
     fprintf(fichtm,"<br>Total number of observations=%d <br>\n\
   Youngest age at first (selected) pass %.2f, oldest age %.2f<br>\n\
   Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n",\
             imx,agemin,agemax,jmin,jmax,jmean);
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
       
      
     /* For Powell, parameters are in a vector p[] starting at p[1]
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */
   
     globpr=0; /* To get the number ipmx of contributions and the sum of weights*/
     if (mle==-3){
       ximort=matrix(1,NDIM,1,NDIM);
       cens=ivector(1,n);
       ageexmed=vector(1,n);
       agecens=vector(1,n);
       dcwave=ivector(1,n);
    
       for (i=1; i<=imx; i++){
         dcwave[i]=-1;
         for (j=1; j<=lastpass; j++)
           if (s[j][i]>nlstate) {
             dcwave[i]=j;
             /*    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;
           
           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]=0.1; p[2]=0.1;
       /*printf("%lf %lf", p[1], p[2]);*/
       
       
     printf("Powell\n");  fprintf(ficlog,"Powell\n");
     strcpy(filerespow,"pow-mort"); 
     strcat(filerespow,fileres);
     if((ficrespow=fopen(filerespow,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", filerespow);
       fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
     }
     fprintf(ficrespow,"# Powell\n# iter -2*LL");
     /*  for (i=1;i<=nlstate;i++)
       for(j=1;j<=nlstate+ndeath;j++)
         if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
     */
     fprintf(ficrespow,"\n");
   
       powell(p,ximort,NDIM,ftol,&iter,&fret,gompertz);
       fclose(ficrespow);
       
       hesscov(matcov, p, NDIM,delti, 1e-4, gompertz); 
   
       for(i=1; i <=NDIM; i++)
         for(j=i+1;j<=NDIM;j++)
           matcov[i][j]=matcov[j][i];
       
       printf("\nCovariance matrix\n ");
       for(i=1; i <=NDIM; i++) {
         for(j=1;j<=NDIM;j++){ 
           printf("%f ",matcov[i][j]);
         }
         printf("\n ");
       }
       
       printf("iter=%d MLE=%f Eq=%lf*exp(%lf*(age-%d))\n",iter,-gompertz(p),p[1],p[2],agegomp);
       for (i=1;i<=NDIM;i++) 
         printf("%f [%f ; %f]\n",p[i],p[i]-2*sqrt(matcov[i][i]),p[i]+2*sqrt(matcov[i][i]));
       replace_back_to_slash(pathc,path); /* Even gnuplot wants a / */
       printinggnuplotmort(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
       
       printinghtmlmort(fileres,title,datafile, firstpass, lastpass, \
                        stepm, weightopt,\
                        model,imx,p,matcov);
     } /* Endof if mle==-3 */
   
     else{ /* For mle >=1 */
     
       likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
       printf("First Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
       for (k=1; k<=npar;k++)
         printf(" %d %8.5f",k,p[k]);
       printf("\n");
       globpr=1; /* to print the contributions */
       likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
       printf("Second Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
       for (k=1; k<=npar;k++)
         printf(" %d %8.5f",k,p[k]);
       printf("\n");
       if(mle>=1){ /* Could be 1 or 2 */
         mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
       }
       
       /*--------- results files --------------*/
       fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle= 0 weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate, ndeath, maxwav, weightopt,model);
       
       
       fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
       printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
       fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
       for(i=1,jk=1; i <=nlstate; i++){
         for(k=1; k <=(nlstate+ndeath); k++){
           if (k != i) {
             printf("%d%d ",i,k);
             fprintf(ficlog,"%d%d ",i,k);
             fprintf(ficres,"%1d%1d ",i,k);
             for(j=1; j <=ncovmodel; j++){
               printf("%f ",p[jk]);
               fprintf(ficlog,"%f ",p[jk]);
               fprintf(ficres,"%f ",p[jk]);
               jk++; 
             }
             printf("\n");
             fprintf(ficlog,"\n");
             fprintf(ficres,"\n");
           }
         }
       }
       if(mle!=0){
         /* Computing hessian and covariance matrix */
         ftolhess=ftol; /* Usually correct */
         hesscov(matcov, p, npar, delti, ftolhess, func);
       }
       fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
       printf("# Scales (for hessian or gradient estimation)\n");
       fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
       for(i=1,jk=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath; j++){
           if (j!=i) {
             fprintf(ficres,"%1d%1d",i,j);
             printf("%1d%1d",i,j);
             fprintf(ficlog,"%1d%1d",i,j);
             for(k=1; k<=ncovmodel;k++){
               printf(" %.5e",delti[jk]);
               fprintf(ficlog," %.5e",delti[jk]);
               fprintf(ficres," %.5e",delti[jk]);
               jk++;
             }
             printf("\n");
             fprintf(ficlog,"\n");
             fprintf(ficres,"\n");
           }
         }
       }
       
       fprintf(ficres,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
       if(mle>=1)
         printf("# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
       fprintf(ficlog,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
       /* # 121 Var(a12)\n\ */
       /* # 122 Cov(b12,a12) Var(b12)\n\ */
       /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
       /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
       /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
       /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
       /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
       /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
       
       
       /* Just to have a covariance matrix which will be more understandable
          even is we still don't want to manage dictionary of variables
       */
       for(itimes=1;itimes<=2;itimes++){
         jj=0;
         for(i=1; i <=nlstate; i++){
           for(j=1; j <=nlstate+ndeath; j++){
             if(j==i) continue;
             for(k=1; k<=ncovmodel;k++){
               jj++;
               ca[0]= k+'a'-1;ca[1]='\0';
               if(itimes==1){
                 if(mle>=1)
                   printf("#%1d%1d%d",i,j,k);
                 fprintf(ficlog,"#%1d%1d%d",i,j,k);
                 fprintf(ficres,"#%1d%1d%d",i,j,k);
               }else{
                 if(mle>=1)
                   printf("%1d%1d%d",i,j,k);
                 fprintf(ficlog,"%1d%1d%d",i,j,k);
                 fprintf(ficres,"%1d%1d%d",i,j,k);
               }
               ll=0;
               for(li=1;li <=nlstate; li++){
                 for(lj=1;lj <=nlstate+ndeath; lj++){
                   if(lj==li) continue;
                   for(lk=1;lk<=ncovmodel;lk++){
                     ll++;
                     if(ll<=jj){
                       cb[0]= lk +'a'-1;cb[1]='\0';
                       if(ll<jj){
                         if(itimes==1){
                           if(mle>=1)
                             printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                           fprintf(ficlog," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                           fprintf(ficres," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         }else{
                           if(mle>=1)
                             printf(" %.5e",matcov[jj][ll]); 
                           fprintf(ficlog," %.5e",matcov[jj][ll]); 
                           fprintf(ficres," %.5e",matcov[jj][ll]); 
                         }
                       }else{
                         if(itimes==1){
                           if(mle>=1)
                             printf(" Var(%s%1d%1d)",ca,i,j);
                           fprintf(ficlog," Var(%s%1d%1d)",ca,i,j);
                           fprintf(ficres," Var(%s%1d%1d)",ca,i,j);
                         }else{
                           if(mle>=1)
                             printf(" %.5e",matcov[jj][ll]); 
                           fprintf(ficlog," %.5e",matcov[jj][ll]); 
                           fprintf(ficres," %.5e",matcov[jj][ll]); 
                         }
                       }
                     }
                   } /* end lk */
                 } /* end lj */
               } /* end li */
               if(mle>=1)
                 printf("\n");
               fprintf(ficlog,"\n");
               fprintf(ficres,"\n");
               numlinepar++;
             } /* end k*/
           } /*end j */
         } /* end i */
       } /* end itimes */
       
       fflush(ficlog);
       fflush(ficres);
       
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         puts(line);
         fputs(line,ficparo);
       }
       ungetc(c,ficpar);
       
       estepm=0;
       fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
       if (estepm==0 || estepm < stepm) estepm=stepm;
       if (fage <= 2) {
         bage = ageminpar;
         fage = agemaxpar;
       }
       
       fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
       fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
       fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
       
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         puts(line);
         fputs(line,ficparo);
       }
       ungetc(c,ficpar);
       
       fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mov_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);
       fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
       fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
       printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
       fprintf(ficlog,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
       
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         puts(line);
         fputs(line,ficparo);
       }
       ungetc(c,ficpar);
       
       
       dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
       dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
       
       fscanf(ficpar,"pop_based=%d\n",&popbased);
       fprintf(ficparo,"pop_based=%d\n",popbased);   
       fprintf(ficres,"pop_based=%d\n",popbased);   
       
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         puts(line);
         fputs(line,ficparo);
       }
       ungetc(c,ficpar);
       
       fscanf(ficpar,"prevforecast=%d starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf mobil_average=%d\n",&prevfcast,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2,&mobilavproj);
       fprintf(ficparo,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
       printf("prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
       fprintf(ficlog,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
       fprintf(ficres,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
       /* day and month of proj2 are not used but only year anproj2.*/
       
       
       
       /*  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);*/
       /*,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
       
       replace_back_to_slash(pathc,path); /* Even gnuplot wants a / */
       printinggnuplot(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
       
       printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,\
                    model,imx,jmin,jmax,jmean,rfileres,popforecast,estepm,\
                    jprev1,mprev1,anprev1,jprev2,mprev2,anprev2);
         
      /*------------ free_vector  -------------*/
      /*  chdir(path); */
    
       free_ivector(wav,1,imx);
       free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
       free_imatrix(bh,1,lastpass-firstpass+1,1,imx);
       free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
       free_lvector(num,1,n);
       free_vector(agedc,1,n);
       /*free_matrix(covar,0,NCOVMAX,1,n);*/
       /*free_matrix(covar,1,NCOVMAX,1,n);*/
       fclose(ficparo);
       fclose(ficres);
   
   
       /*--------------- Prevalence limit  (stable prevalence) --------------*/
     
       strcpy(filerespl,"pl");
       strcat(filerespl,fileres);
       if((ficrespl=fopen(filerespl,"w"))==NULL) {
         printf("Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
         fprintf(ficlog,"Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
       }
       printf("Computing stable prevalence: result on file '%s' \n", filerespl);
       fprintf(ficlog,"Computing stable prevalence: result on file '%s' \n", filerespl);
       fprintf(ficrespl,"#Stable prevalence \n");
       fprintf(ficrespl,"#Age ");
       for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
       fprintf(ficrespl,"\n");
     
       prlim=matrix(1,nlstate,1,nlstate);
   
       agebase=ageminpar;
       agelim=agemaxpar;
       ftolpl=1.e-10;
       i1=cptcoveff;
       if (cptcovn < 1){i1=1;}
   
       for(cptcov=1,k=0;cptcov<=i1;cptcov++){
         for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
           k=k+1;
           /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
           fprintf(ficrespl,"\n#******");
           printf("\n#******");
           fprintf(ficlog,"\n#******");
           for(j=1;j<=cptcoveff;j++) {
             fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
             printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
             fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           }
           fprintf(ficrespl,"******\n");
           printf("******\n");
           fprintf(ficlog,"******\n");
           
           for (age=agebase; age<=agelim; age++){
             prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
             fprintf(ficrespl,"%.0f ",age );
             for(j=1;j<=cptcoveff;j++)
               fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
             for(i=1; i<=nlstate;i++)
               fprintf(ficrespl," %.5f", prlim[i][i]);
             fprintf(ficrespl,"\n");
           }
         }
       }
       fclose(ficrespl);
   
       /*------------- h Pij x at various ages ------------*/
     
       strcpy(filerespij,"pij");  strcat(filerespij,fileres);
       if((ficrespij=fopen(filerespij,"w"))==NULL) {
         printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
         fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij);goto end;
       }
       printf("Computing pij: result on file '%s' \n", filerespij);
       fprintf(ficlog,"Computing pij: result on file '%s' \n", filerespij);
     
       stepsize=(int) (stepm+YEARM-1)/YEARM;
       /*if (stepm<=24) stepsize=2;*/
   
       agelim=AGESUP;
       hstepm=stepsize*YEARM; /* Every year of age */
       hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
   
       /* hstepm=1;   aff par mois*/
   
       fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x ");
       for(cptcov=1,k=0;cptcov<=i1;cptcov++){
         for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
           k=k+1;
           fprintf(ficrespij,"\n#****** ");
           for(j=1;j<=cptcoveff;j++) 
             fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficrespij,"******\n");
           
           for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
             nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   
             /*      nhstepm=nhstepm*YEARM; aff par mois*/
   
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
             fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j=");
             for(i=1; i<=nlstate;i++)
               for(j=1; j<=nlstate+ndeath;j++)
                 fprintf(ficrespij," %1d-%1d",i,j);
             fprintf(ficrespij,"\n");
             for (h=0; h<=nhstepm; h++){
               fprintf(ficrespij,"%d %3.f %3.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
               for(i=1; i<=nlstate;i++)
                 for(j=1; j<=nlstate+ndeath;j++)
                   fprintf(ficrespij," %.5f", p3mat[i][j][h]);
               fprintf(ficrespij,"\n");
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             fprintf(ficrespij,"\n");
           }
         }
       }
   
       varprob(optionfilefiname, matcov, p, delti, nlstate, bage, fage,k,Tvar,nbcode, ncodemax);
   
       fclose(ficrespij);
   
       probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
       for(i=1;i<=AGESUP;i++)
         for(j=1;j<=NCOVMAX;j++)
           for(k=1;k<=NCOVMAX;k++)
             probs[i][j][k]=0.;
   
       /*---------- Forecasting ------------------*/
       /*if((stepm == 1) && (strcmp(model,".")==0)){*/
       if(prevfcast==1){
         /*    if(stepm ==1){*/
         prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
         /* (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);*/
         /*      }  */
         /*      else{ */
         /*        erreur=108; */
         /*        printf("Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
         /*        fprintf(ficlog,"Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
         /*      } */
       }
     
   
       /*---------- Health expectancies and variances ------------*/
   
       strcpy(filerest,"t");
       strcat(filerest,fileres);
       if((ficrest=fopen(filerest,"w"))==NULL) {
         printf("Problem with total LE resultfile: %s\n", filerest);goto end;
         fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
       }
       printf("Computing Total LEs with variances: file '%s' \n", filerest); 
       fprintf(ficlog,"Computing Total LEs with variances: file '%s' \n", filerest); 
   
   
       strcpy(filerese,"e");
       strcat(filerese,fileres);
       if((ficreseij=fopen(filerese,"w"))==NULL) {
         printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
         fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
       }
       printf("Computing Health Expectancies: result on file '%s' \n", filerese);
       fprintf(ficlog,"Computing Health Expectancies: result on file '%s' \n", filerese);
   
       strcpy(fileresv,"v");
       strcat(fileresv,fileres);
       if((ficresvij=fopen(fileresv,"w"))==NULL) {
         printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
         fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
       }
       printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
       fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
   
       /* Computes prevalence between agemin (i.e minimal age computed) and no more ageminpar */
       prevalence(probs, agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
       /*  printf("ageminpar=%f, agemax=%f, s[lastpass][imx]=%d, agev[lastpass][imx]=%f, nlstate=%d, imx=%d,  mint[lastpass][imx]=%f, anint[lastpass][imx]=%f,dateprev1=%f, dateprev2=%f, firstpass=%d, lastpass=%d\n",\
           ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
       */
   
       if (mobilav!=0) {
         mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
         if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
           fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
           printf(" Error in movingaverage mobilav=%d\n",mobilav);
         }
       }
   
       for(cptcov=1,k=0;cptcov<=i1;cptcov++){
         for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
           k=k+1; 
           fprintf(ficrest,"\n#****** ");
           for(j=1;j<=cptcoveff;j++) 
             fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficrest,"******\n");
   
           fprintf(ficreseij,"\n#****** ");
           for(j=1;j<=cptcoveff;j++) 
             fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficreseij,"******\n");
   
           fprintf(ficresvij,"\n#****** ");
           for(j=1;j<=cptcoveff;j++) 
             fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficresvij,"******\n");
   
           eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
           oldm=oldms;savm=savms;
           evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov);  
    
           vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
           oldm=oldms;savm=savms;
           varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,0, mobilav);
           if(popbased==1){
             varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,popbased,mobilav);
           }
   
    
           fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
           for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
           fprintf(ficrest,"\n");
   
           epj=vector(1,nlstate+1);
           for(age=bage; age <=fage ;age++){
             prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
             if (popbased==1) {
               if(mobilav ==0){
                 for(i=1; i<=nlstate;i++)
                   prlim[i][i]=probs[(int)age][i][k];
               }else{ /* mobilav */ 
                 for(i=1; i<=nlstate;i++)
                   prlim[i][i]=mobaverage[(int)age][i][k];
               }
             }
           
             fprintf(ficrest," %4.0f",age);
             for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
               for(i=1, epj[j]=0.;i <=nlstate;i++) {
                 epj[j] += prlim[i][i]*eij[i][j][(int)age];
                 /*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
               }
               epj[nlstate+1] +=epj[j];
             }
   
             for(i=1, vepp=0.;i <=nlstate;i++)
               for(j=1;j <=nlstate;j++)
                 vepp += vareij[i][j][(int)age];
             fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
             for(j=1;j <=nlstate;j++){
               fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
             }
             fprintf(ficrest,"\n");
           }
           free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
           free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
           free_vector(epj,1,nlstate+1);
         }
       }
       free_vector(weight,1,n);
       free_imatrix(Tvard,1,15,1,2);
       free_imatrix(s,1,maxwav+1,1,n);
       free_matrix(anint,1,maxwav,1,n); 
       free_matrix(mint,1,maxwav,1,n);
       free_ivector(cod,1,n);
       free_ivector(tab,1,NCOVMAX);
       fclose(ficreseij);
       fclose(ficresvij);
       fclose(ficrest);
       fclose(ficpar);
     
       /*------- Variance of stable prevalence------*/   
   
       strcpy(fileresvpl,"vpl");
       strcat(fileresvpl,fileres);
       if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
         printf("Problem with variance of stable prevalence  resultfile: %s\n", fileresvpl);
         exit(0);
       }
       printf("Computing Variance-covariance of stable prevalence: file '%s' \n", fileresvpl);
   
       for(cptcov=1,k=0;cptcov<=i1;cptcov++){
         for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
           k=k+1;
           fprintf(ficresvpl,"\n#****** ");
           for(j=1;j<=cptcoveff;j++) 
             fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficresvpl,"******\n");
         
           varpl=matrix(1,nlstate,(int) bage, (int) fage);
           oldm=oldms;savm=savms;
           varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
           free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
         }
       }
   
       fclose(ficresvpl);
   
       /*---------- End : free ----------------*/
       if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     }  /* mle==-3 arrives here for freeing */
       free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
       free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
       free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
       free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
     
       free_matrix(covar,0,NCOVMAX,1,n);
       free_matrix(matcov,1,npar,1,npar);
       /*free_vector(delti,1,npar);*/
       free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
       free_matrix(agev,1,maxwav,1,imx);
       free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
   
       free_ivector(ncodemax,1,8);
       free_ivector(Tvar,1,15);
       free_ivector(Tprod,1,15);
       free_ivector(Tvaraff,1,15);
       free_ivector(Tage,1,15);
       free_ivector(Tcode,1,100);
   
   
     fflush(fichtm);
     fflush(ficgp);
     
   
     if((nberr >0) || (nbwarn>0)){
       printf("End of Imach with %d errors and/or %d warnings\n",nberr,nbwarn);
       fprintf(ficlog,"End of Imach with %d errors and/or warnings %d\n",nberr,nbwarn);
     }else{
       printf("End of Imach\n");
       fprintf(ficlog,"End of Imach\n");
     }
     printf("See log file on %s\n",filelog);
     /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
     (void) gettimeofday(&end_time,&tzp);
     tm = *localtime(&end_time.tv_sec);
     tmg = *gmtime(&end_time.tv_sec);
     strcpy(strtend,asctime(&tm));
     printf("Local time at start %s\nLocaltime at end   %s",strstart, strtend); 
     fprintf(ficlog,"Local time at start %s\nLocal time at end   %s\n",strstart, strtend); 
     printf("Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
   
     printf("Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     fprintf(ficlog,"Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
     fprintf(ficlog,"Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     /*  printf("Total time was %d uSec.\n", total_usecs);*/
   /*   if(fileappend(fichtm,optionfilehtm)){ */
     fprintf(fichtm,"<br>Local time at start %s<br>Local time at end   %s<br>",strstart, strtend);
     fclose(fichtm);
     fclose(fichtmcov);
     fclose(ficgp);
     fclose(ficlog);
     /*------ End -----------*/
   
     chdir(path);
     strcpy(plotcmd,"\"");
     strcat(plotcmd,pathimach);
     strcat(plotcmd,GNUPLOTPROGRAM);
     strcat(plotcmd,"\"");
     strcat(plotcmd," ");
     strcat(plotcmd,optionfilegnuplot);
     printf("Starting graphs with: %s",plotcmd);fflush(stdout);
     if((outcmd=system(plotcmd)) != 0){
       printf(" Problem with gnuplot\n");
     }
     printf(" Wait...");
     while (z[0] != 'q') {
       /* chdir(path); */
       printf("\nType e to edit output files, g to graph again and q for exiting: ");
       scanf("%s",z);
   /*     if (z[0] == 'c') system("./imach"); */
       if (z[0] == 'e') {
         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);
     }
   }
   
   
   

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  Added in v.1.100


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