Diff for /imach/src/imach.c between versions 1.2 and 1.81

version 1.2, 2001/03/13 18:10:26 version 1.81, 2003/06/05 15:41:51
Line 1 Line 1
      /* $Id$
 /*********************** Imach **************************************             Interpolated Markov Chain
   This program computes Healthy Life Expectancies from cross-longitudinal  
   data. Cross-longitudinal consist in a first survey ("cross") where    Short summary of the programme:
   individuals from different ages are interviewed on their health status    
   or degree of  disability. At least a second wave of interviews    This program computes Healthy Life Expectancies from
   ("longitudinal") should  measure each new individual health status.    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
   Health expectancies are computed from the transistions observed between    first survey ("cross") where individuals from different ages are
   waves and are computed for each degree of severity of disability (number    interviewed on their health status or degree of disability (in the
   of life states). More degrees you consider, more time is necessary to    case of a health survey which is our main interest) -2- at least a
   reach the Maximum Likelihood of the parameters involved in the model.    second wave of interviews ("longitudinal") which measure each change
   The simplest model is the multinomial logistic model where pij is    (if any) in individual health status.  Health expectancies are
   the probabibility to be observed in state j at the second wave conditional    computed from the time spent in each health state according to a
   to be observed in state i at the first wave. Therefore the model is:    model. More health states you consider, more time is necessary to reach the
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'    Maximum Likelihood of the parameters involved in the model.  The
   is a covariate. If you want to have a more complex model than "constant and    simplest model is the multinomial logistic model where pij is the
   age", you should modify the program where the markup    probability to be observed in state j at the second wave
     *Covariates have to be included here again* invites you to do it.    conditional to be observed in state i at the first wave. Therefore
   More covariates you add, less is the speed of the convergence.    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
     'age' is age and 'sex' is a covariate. If you want to have a more
   The advantage that this computer programme claims, comes from that if the    complex model than "constant and age", you should modify the program
   delay between waves is not identical for each individual, or if some    where the markup *Covariates have to be included here again* invites
   individual missed an interview, the information is not rounded or lost, but    you to do it.  More covariates you add, slower the
   taken into account using an interpolation or extrapolation.    convergence.
   hPijx is the probability to be  
   observed in state i at age x+h conditional to the observed state i at age    The advantage of this computer programme, compared to a simple
   x. The delay 'h' can be split into an exact number (nh*stepm) of    multinomial logistic model, is clear when the delay between waves is not
   unobserved intermediate  states. This elementary transition (by month or    identical for each individual. Also, if a individual missed an
   quarter trimester, semester or year) is model as a multinomial logistic.    intermediate interview, the information is lost, but taken into
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices    account using an interpolation or extrapolation.  
   and the contribution of each individual to the likelihood is simply hPijx.  
     hPijx is the probability to be observed in state i at age x+h
   Also this programme outputs the covariance matrix of the parameters but also    conditional to the observed state i at age x. The delay 'h' can be
   of the life expectancies. It also computes the prevalence limits.    split into an exact number (nh*stepm) of unobserved intermediate
      states. This elementary transition (by month, quarter,
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    semester or year) is modelled as a multinomial logistic.  The hPx
            Institut national d'études démographiques, Paris.    matrix is simply the matrix product of nh*stepm elementary matrices
   This software have been partly granted by Euro-REVES, a concerted action    and the contribution of each individual to the likelihood is simply
   from the European Union.    hPijx.
   It is copyrighted identically to a GNU software product, ie programme and  
   software can be distributed freely for non commercial use. Latest version    Also this programme outputs the covariance matrix of the parameters but also
   can be accessed at http://euroreves.ined.fr/imach .    of the life expectancies. It also computes the stable prevalence. 
   **********************************************************************/    
      Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
 #include <math.h>             Institut national d'études démographiques, Paris.
 #include <stdio.h>    This software have been partly granted by Euro-REVES, a concerted action
 #include <stdlib.h>    from the European Union.
 #include <unistd.h>    It is copyrighted identically to a GNU software product, ie programme and
     software can be distributed freely for non commercial use. Latest version
 #define MAXLINE 256    can be accessed at http://euroreves.ined.fr/imach .
 #define FILENAMELENGTH 80  
 /*#define DEBUG*/    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
 #define windows    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
     
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    **********************************************************************/
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */  /*
     main
 #define NINTERVMAX 8    read parameterfile
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    read datafile
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */    concatwav
 #define NCOVMAX 8 /* Maximum number of covariates */    if (mle >= 1)
 #define MAXN 80000      mlikeli
 #define YEARM 12. /* Number of months per year */    print results files
 #define AGESUP 130    if mle==1 
 #define AGEBASE 40       computes hessian
     read end of parameter file: agemin, agemax, bage, fage, estepm
         begin-prev-date,...
 int nvar;    open gnuplot file
 static int cptcov;    open html file
 int cptcovn;    stable prevalence
 int npar=NPARMAX;     for age prevalim()
 int nlstate=2; /* Number of live states */    h Pij x
 int ndeath=1; /* Number of dead states */    variance of p varprob
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    forecasting if prevfcast==1 prevforecast call prevalence()
     health expectancies
 int *wav; /* Number of waves for this individuual 0 is possible */    Variance-covariance of DFLE
 int maxwav; /* Maxim number of waves */    prevalence()
 int mle, weightopt;     movingaverage()
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */    varevsij() 
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */    if popbased==1 varevsij(,popbased)
 double **oldm, **newm, **savm; /* Working pointers to matrices */    total life expectancies
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    Variance of stable prevalence
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;   end
 FILE *ficgp, *fichtm;  */
 FILE *ficreseij;  
   char filerese[FILENAMELENGTH];  
  FILE  *ficresvij;  
   char fileresv[FILENAMELENGTH];   
  FILE  *ficresvpl;  #include <math.h>
   char fileresvpl[FILENAMELENGTH];  #include <stdio.h>
   #include <stdlib.h>
   #include <unistd.h>
   
   #define MAXLINE 256
 #define NR_END 1  #define GNUPLOTPROGRAM "gnuplot"
 #define FREE_ARG char*  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
 #define FTOL 1.0e-10  #define FILENAMELENGTH 80
   /*#define DEBUG*/
 #define NRANSI  #define windows
 #define ITMAX 200  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
   #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
 #define TOL 2.0e-4  
   #define MAXPARM 30 /* Maximum number of parameters for the optimization */
 #define CGOLD 0.3819660  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
 #define ZEPS 1.0e-10  
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);  #define NINTERVMAX 8
   #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
 #define GOLD 1.618034  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
 #define GLIMIT 100.0  #define NCOVMAX 8 /* Maximum number of covariates */
 #define TINY 1.0e-20  #define MAXN 20000
   #define YEARM 12. /* Number of months per year */
 static double maxarg1,maxarg2;  #define AGESUP 130
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))  #define AGEBASE 40
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))  #ifdef windows
    #define DIRSEPARATOR '\\'
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))  #define ODIRSEPARATOR '/'
 #define rint(a) floor(a+0.5)  #else
   #define DIRSEPARATOR '/'
 static double sqrarg;  #define ODIRSEPARATOR '\\'
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)  #endif
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}  
   /* $Id$ */
 int imx;  /* $Log$
 int stepm;   * Revision 1.81  2003/06/05 15:41:51  brouard
 /* Stepm, step in month: minimum step interpolation*/   * *** empty log message ***
    *
 int m,nb;  /* Revision 1.80  2003/06/05 15:34:14  brouard
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax;  /* Trying to add the true revision in the program and log
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;  /*
 double **pmmij;  /* Revision 1.79  2003/06/05 15:17:23  brouard
   /* *** empty log message ***
 double *weight;  /* */
 int **s; /* Status */  /* $Revision$ */
 double *agedc, **covar, idx;  /* $Date$ */
 int **nbcode, *Tcode, *Tvar, **codtab;  /* $State$ */
   
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */  char version[80]="Imach version 0.95a1, June 2003, INED-EUROREVES ";
 double ftolhess; /* Tolerance for computing hessian */  char fullversion[]="$Revision$ $Date$"; 
   int erreur; /* Error number */
   int nvar;
 /******************************************/  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
   int npar=NPARMAX;
 void replace(char *s, char*t)  int nlstate=2; /* Number of live states */
 {  int ndeath=1; /* Number of dead states */
   int i;  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
   int lg=20;  int popbased=0;
   i=0;  
   lg=strlen(t);  int *wav; /* Number of waves for this individuual 0 is possible */
   for(i=0; i<= lg; i++) {  int maxwav; /* Maxim number of waves */
     (s[i] = t[i]);  int jmin, jmax; /* min, max spacing between 2 waves */
     if (t[i]== '\\') s[i]='/';  int mle, weightopt;
   }  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
 }  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
   int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
 int nbocc(char *s, char occ)             * wave mi and wave mi+1 is not an exact multiple of stepm. */
 {  double jmean; /* Mean space between 2 waves */
   int i,j=0;  double **oldm, **newm, **savm; /* Working pointers to matrices */
   int lg=20;  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
   i=0;  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
   lg=strlen(s);  FILE *ficlog, *ficrespow;
   for(i=0; i<= lg; i++) {  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
   if  (s[i] == occ ) j++;  FILE *ficresprobmorprev;
   }  FILE *fichtm; /* Html File */
   return j;  FILE *ficreseij;
 }  char filerese[FILENAMELENGTH];
   FILE  *ficresvij;
 void cutv(char *u,char *v, char*t, char occ)  char fileresv[FILENAMELENGTH];
 {  FILE  *ficresvpl;
   int i,lg,j,p;  char fileresvpl[FILENAMELENGTH];
   i=0;  char title[MAXLINE];
   if (t[0]== occ) p=0;  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
   for(j=0; j<=strlen(t)-1; j++) {  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
     if((t[j]!= occ) && (t[j+1]==occ)) p=j+1;  
   }  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
   char filelog[FILENAMELENGTH]; /* Log file */
   lg=strlen(t);  char filerest[FILENAMELENGTH];
   for(j=0; j<p; j++) {  char fileregp[FILENAMELENGTH];
     (u[j] = t[j]);  char popfile[FILENAMELENGTH];
     u[p]='\0';  
   }  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];
   
    for(j=0; j<= lg; j++) {  #define NR_END 1
     if (j>=(p+1))(v[j-p-1] = t[j]);  #define FREE_ARG char*
   }  #define FTOL 1.0e-10
 }  
   #define NRANSI 
   #define ITMAX 200 
 /********************** nrerror ********************/  
   #define TOL 2.0e-4 
 void nrerror(char error_text[])  
 {  #define CGOLD 0.3819660 
   fprintf(stderr,"ERREUR ...\n");  #define ZEPS 1.0e-10 
   fprintf(stderr,"%s\n",error_text);  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
   exit(1);  
 }  #define GOLD 1.618034 
 /*********************** vector *******************/  #define GLIMIT 100.0 
 double *vector(int nl, int nh)  #define TINY 1.0e-20 
 {  
   double *v;  static double maxarg1,maxarg2;
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
   if (!v) nrerror("allocation failure in vector");  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
   return v-nl+NR_END;    
 }  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
   #define rint(a) floor(a+0.5)
 /************************ free vector ******************/  
 void free_vector(double*v, int nl, int nh)  static double sqrarg;
 {  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
   free((FREE_ARG)(v+nl-NR_END));  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
 }  
   int imx; 
 /************************ivector *******************************/  int stepm;
 int *ivector(long nl,long nh)  /* Stepm, step in month: minimum step interpolation*/
 {  
   int *v;  int estepm;
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
   if (!v) nrerror("allocation failure in ivector");  
   return v-nl+NR_END;  int m,nb;
 }  int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
   double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
 /******************free ivector **************************/  double **pmmij, ***probs;
 void free_ivector(int *v, long nl, long nh)  double dateintmean=0;
 {  
   free((FREE_ARG)(v+nl-NR_END));  double *weight;
 }  int **s; /* Status */
   double *agedc, **covar, idx;
 /******************* imatrix *******************************/  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
 int **imatrix(long nrl, long nrh, long ncl, long nch)  
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
 {  double ftolhess; /* Tolerance for computing hessian */
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  
   int **m;  /**************** split *************************/
    static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
   /* allocate pointers to rows */  {
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));    char  *ss;                            /* pointer */
   if (!m) nrerror("allocation failure 1 in matrix()");    int   l1, l2;                         /* length counters */
   m += NR_END;  
   m -= nrl;    l1 = strlen(path );                   /* length of path */
      if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
      ss= strrchr( path, DIRSEPARATOR );            /* find last / */
   /* allocate rows and set pointers to them */    if ( ss == NULL ) {                   /* no directory, so use current */
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
   m[nrl] += NR_END;      /* get current working directory */
   m[nrl] -= ncl;      /*    extern  char* getcwd ( char *buf , int len);*/
        if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;        return( GLOCK_ERROR_GETCWD );
        }
   /* return pointer to array of pointers to rows */      strcpy( name, path );               /* we've got it */
   return m;    } else {                              /* strip direcotry from path */
 }      ss++;                               /* after this, the filename */
       l2 = strlen( ss );                  /* length of filename */
 /****************** free_imatrix *************************/      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
 void free_imatrix(m,nrl,nrh,ncl,nch)      strcpy( name, ss );         /* save file name */
       int **m;      strncpy( dirc, path, l1 - l2 );     /* now the directory */
       long nch,ncl,nrh,nrl;      dirc[l1-l2] = 0;                    /* add zero */
      /* free an int matrix allocated by imatrix() */    }
 {    l1 = strlen( dirc );                  /* length of directory */
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  #ifdef windows
   free((FREE_ARG) (m+nrl-NR_END));    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
 }  #else
     if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
 /******************* matrix *******************************/  #endif
 double **matrix(long nrl, long nrh, long ncl, long nch)    ss = strrchr( name, '.' );            /* find last / */
 {    ss++;
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;    strcpy(ext,ss);                       /* save extension */
   double **m;    l1= strlen( name);
     l2= strlen(ss)+1;
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));    strncpy( finame, name, l1-l2);
   if (!m) nrerror("allocation failure 1 in matrix()");    finame[l1-l2]= 0;
   m += NR_END;    return( 0 );                          /* we're done */
   m -= nrl;  }
   
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  /******************************************/
   m[nrl] += NR_END;  
   m[nrl] -= ncl;  void replace(char *s, char*t)
   {
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    int i;
   return m;    int lg=20;
 }    i=0;
     lg=strlen(t);
 /*************************free matrix ************************/    for(i=0; i<= lg; i++) {
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)      (s[i] = t[i]);
 {      if (t[i]== '\\') s[i]='/';
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    }
   free((FREE_ARG)(m+nrl-NR_END));  }
 }  
   int nbocc(char *s, char occ)
 /******************* ma3x *******************************/  {
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)    int i,j=0;
 {    int lg=20;
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;    i=0;
   double ***m;    lg=strlen(s);
     for(i=0; i<= lg; i++) {
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));    if  (s[i] == occ ) j++;
   if (!m) nrerror("allocation failure 1 in matrix()");    }
   m += NR_END;    return j;
   m -= nrl;  }
   
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  void cutv(char *u,char *v, char*t, char occ)
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  {
   m[nrl] += NR_END;    /* cuts string t into u and v where u is ended by char occ excluding it
   m[nrl] -= ncl;       and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
        gives u="abcedf" and v="ghi2j" */
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    int i,lg,j,p=0;
     i=0;
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));    for(j=0; j<=strlen(t)-1; j++) {
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
   m[nrl][ncl] += NR_END;    }
   m[nrl][ncl] -= nll;  
   for (j=ncl+1; j<=nch; j++)    lg=strlen(t);
     m[nrl][j]=m[nrl][j-1]+nlay;    for(j=0; j<p; j++) {
        (u[j] = t[j]);
   for (i=nrl+1; i<=nrh; i++) {    }
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;       u[p]='\0';
     for (j=ncl+1; j<=nch; j++)  
       m[i][j]=m[i][j-1]+nlay;     for(j=0; j<= lg; j++) {
   }      if (j>=(p+1))(v[j-p-1] = t[j]);
   return m;    }
 }  }
   
 /*************************free ma3x ************************/  /********************** nrerror ********************/
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)  
 {  void nrerror(char error_text[])
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));  {
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    fprintf(stderr,"ERREUR ...\n");
   free((FREE_ARG)(m+nrl-NR_END));    fprintf(stderr,"%s\n",error_text);
 }    exit(EXIT_FAILURE);
   }
 /***************** f1dim *************************/  /*********************** vector *******************/
 extern int ncom;  double *vector(int nl, int nh)
 extern double *pcom,*xicom;  {
 extern double (*nrfunc)(double []);    double *v;
      v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
 double f1dim(double x)    if (!v) nrerror("allocation failure in vector");
 {    return v-nl+NR_END;
   int j;  }
   double f;  
   double *xt;  /************************ free vector ******************/
    void free_vector(double*v, int nl, int nh)
   xt=vector(1,ncom);  {
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];    free((FREE_ARG)(v+nl-NR_END));
   f=(*nrfunc)(xt);  }
   free_vector(xt,1,ncom);  
   return f;  /************************ivector *******************************/
 }  char *cvector(long nl,long nh)
   {
 /*****************brent *************************/    char *v;
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)    v=(char *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(char)));
 {    if (!v) nrerror("allocation failure in cvector");
   int iter;    return v-nl+NR_END;
   double a,b,d,etemp;  }
   double fu,fv,fw,fx;  
   double ftemp;  /******************free ivector **************************/
   double p,q,r,tol1,tol2,u,v,w,x,xm;  void free_cvector(char *v, long nl, long nh)
   double e=0.0;  {
      free((FREE_ARG)(v+nl-NR_END));
   a=(ax < cx ? ax : cx);  }
   b=(ax > cx ? ax : cx);  
   x=w=v=bx;  /************************ivector *******************************/
   fw=fv=fx=(*f)(x);  int *ivector(long nl,long nh)
   for (iter=1;iter<=ITMAX;iter++) {  {
     xm=0.5*(a+b);    int *v;
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/    if (!v) nrerror("allocation failure in ivector");
     printf(".");fflush(stdout);    return v-nl+NR_END;
 #ifdef DEBUG  }
     printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);  
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */  /******************free ivector **************************/
 #endif  void free_ivector(int *v, long nl, long nh)
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){  {
       *xmin=x;    free((FREE_ARG)(v+nl-NR_END));
       return fx;  }
     }  
     ftemp=fu;  /******************* imatrix *******************************/
     if (fabs(e) > tol1) {  int **imatrix(long nrl, long nrh, long ncl, long nch) 
       r=(x-w)*(fx-fv);       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
       q=(x-v)*(fx-fw);  { 
       p=(x-v)*q-(x-w)*r;    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
       q=2.0*(q-r);    int **m; 
       if (q > 0.0) p = -p;    
       q=fabs(q);    /* allocate pointers to rows */ 
       etemp=e;    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
       e=d;    if (!m) nrerror("allocation failure 1 in matrix()"); 
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))    m += NR_END; 
         d=CGOLD*(e=(x >= xm ? a-x : b-x));    m -= nrl; 
       else {    
         d=p/q;    
         u=x+d;    /* allocate rows and set pointers to them */ 
         if (u-a < tol2 || b-u < tol2)    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
           d=SIGN(tol1,xm-x);    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
       }    m[nrl] += NR_END; 
     } else {    m[nrl] -= ncl; 
       d=CGOLD*(e=(x >= xm ? a-x : b-x));    
     }    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));    
     fu=(*f)(u);    /* return pointer to array of pointers to rows */ 
     if (fu <= fx) {    return m; 
       if (u >= x) a=x; else b=x;  } 
       SHFT(v,w,x,u)  
         SHFT(fv,fw,fx,fu)  /****************** free_imatrix *************************/
         } else {  void free_imatrix(m,nrl,nrh,ncl,nch)
           if (u < x) a=u; else b=u;        int **m;
           if (fu <= fw || w == x) {        long nch,ncl,nrh,nrl; 
             v=w;       /* free an int matrix allocated by imatrix() */ 
             w=u;  { 
             fv=fw;    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
             fw=fu;    free((FREE_ARG) (m+nrl-NR_END)); 
           } else if (fu <= fv || v == x || v == w) {  } 
             v=u;  
             fv=fu;  /******************* matrix *******************************/
           }  double **matrix(long nrl, long nrh, long ncl, long nch)
         }  {
   }    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
   nrerror("Too many iterations in brent");    double **m;
   *xmin=x;  
   return fx;    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
 }    if (!m) nrerror("allocation failure 1 in matrix()");
     m += NR_END;
 /****************** mnbrak ***********************/    m -= nrl;
   
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
             double (*func)(double))    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
 {    m[nrl] += NR_END;
   double ulim,u,r,q, dum;    m[nrl] -= ncl;
   double fu;  
      for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
   *fa=(*func)(*ax);    return m;
   *fb=(*func)(*bx);    /* print *(*(m+1)+70) ou print m[1][70]; print m+1 or print &(m[1]) 
   if (*fb > *fa) {     */
     SHFT(dum,*ax,*bx,dum)  }
       SHFT(dum,*fb,*fa,dum)  
       }  /*************************free matrix ************************/
   *cx=(*bx)+GOLD*(*bx-*ax);  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
   *fc=(*func)(*cx);  {
   while (*fb > *fc) {    free((FREE_ARG)(m[nrl]+ncl-NR_END));
     r=(*bx-*ax)*(*fb-*fc);    free((FREE_ARG)(m+nrl-NR_END));
     q=(*bx-*cx)*(*fb-*fa);  }
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/  
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));  /******************* ma3x *******************************/
     ulim=(*bx)+GLIMIT*(*cx-*bx);  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
     if ((*bx-u)*(u-*cx) > 0.0) {  {
       fu=(*func)(u);    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
     } else if ((*cx-u)*(u-ulim) > 0.0) {    double ***m;
       fu=(*func)(u);  
       if (fu < *fc) {    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))    if (!m) nrerror("allocation failure 1 in matrix()");
           SHFT(*fb,*fc,fu,(*func)(u))    m += NR_END;
           }    m -= nrl;
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {  
       u=ulim;    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
       fu=(*func)(u);    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
     } else {    m[nrl] += NR_END;
       u=(*cx)+GOLD*(*cx-*bx);    m[nrl] -= ncl;
       fu=(*func)(u);  
     }    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
     SHFT(*ax,*bx,*cx,u)  
       SHFT(*fa,*fb,*fc,fu)    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
       }    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
 }    m[nrl][ncl] += NR_END;
     m[nrl][ncl] -= nll;
 /*************** linmin ************************/    for (j=ncl+1; j<=nch; j++) 
       m[nrl][j]=m[nrl][j-1]+nlay;
 int ncom;    
 double *pcom,*xicom;    for (i=nrl+1; i<=nrh; i++) {
 double (*nrfunc)(double []);      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
        for (j=ncl+1; j<=nch; j++) 
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))        m[i][j]=m[i][j-1]+nlay;
 {    }
   double brent(double ax, double bx, double cx,    return m; 
                double (*f)(double), double tol, double *xmin);    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
   double f1dim(double x);             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,    */
               double *fc, double (*func)(double));  }
   int j;  
   double xx,xmin,bx,ax;  /*************************free ma3x ************************/
   double fx,fb,fa;  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
    {
   ncom=n;    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
   pcom=vector(1,n);    free((FREE_ARG)(m[nrl]+ncl-NR_END));
   xicom=vector(1,n);    free((FREE_ARG)(m+nrl-NR_END));
   nrfunc=func;  }
   for (j=1;j<=n;j++) {  
     pcom[j]=p[j];  /***************** f1dim *************************/
     xicom[j]=xi[j];  extern int ncom; 
   }  extern double *pcom,*xicom;
   ax=0.0;  extern double (*nrfunc)(double []); 
   xx=1.0;   
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);  double f1dim(double x) 
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);  { 
 #ifdef DEBUG    int j; 
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);    double f;
 #endif    double *xt; 
   for (j=1;j<=n;j++) {   
     xi[j] *= xmin;    xt=vector(1,ncom); 
     p[j] += xi[j];    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
   }    f=(*nrfunc)(xt); 
   free_vector(xicom,1,n);    free_vector(xt,1,ncom); 
   free_vector(pcom,1,n);    return f; 
 }  } 
   
 /*************** powell ************************/  /*****************brent *************************/
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
             double (*func)(double []))  { 
 {    int iter; 
   void linmin(double p[], double xi[], int n, double *fret,    double a,b,d,etemp;
               double (*func)(double []));    double fu,fv,fw,fx;
   int i,ibig,j;    double ftemp;
   double del,t,*pt,*ptt,*xit;    double p,q,r,tol1,tol2,u,v,w,x,xm; 
   double fp,fptt;    double e=0.0; 
   double *xits;   
   pt=vector(1,n);    a=(ax < cx ? ax : cx); 
   ptt=vector(1,n);    b=(ax > cx ? ax : cx); 
   xit=vector(1,n);    x=w=v=bx; 
   xits=vector(1,n);    fw=fv=fx=(*f)(x); 
   *fret=(*func)(p);    for (iter=1;iter<=ITMAX;iter++) { 
   for (j=1;j<=n;j++) pt[j]=p[j];      xm=0.5*(a+b); 
   for (*iter=1;;++(*iter)) {      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
     fp=(*fret);      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
     ibig=0;      printf(".");fflush(stdout);
     del=0.0;      fprintf(ficlog,".");fflush(ficlog);
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);  #ifdef DEBUG
     for (i=1;i<=n;i++)      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);
       printf(" %d %.12f",i, p[i]);      fprintf(ficlog,"br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
     printf("\n");      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
     for (i=1;i<=n;i++) {  #endif
       for (j=1;j<=n;j++) xit[j]=xi[j][i];      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
       fptt=(*fret);        *xmin=x; 
 #ifdef DEBUG        return fx; 
       printf("fret=%lf \n",*fret);      } 
 #endif      ftemp=fu;
       printf("%d",i);fflush(stdout);      if (fabs(e) > tol1) { 
       linmin(p,xit,n,fret,func);        r=(x-w)*(fx-fv); 
       if (fabs(fptt-(*fret)) > del) {        q=(x-v)*(fx-fw); 
         del=fabs(fptt-(*fret));        p=(x-v)*q-(x-w)*r; 
         ibig=i;        q=2.0*(q-r); 
       }        if (q > 0.0) p = -p; 
 #ifdef DEBUG        q=fabs(q); 
       printf("%d %.12e",i,(*fret));        etemp=e; 
       for (j=1;j<=n;j++) {        e=d; 
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
         printf(" x(%d)=%.12e",j,xit[j]);          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
       }        else { 
       for(j=1;j<=n;j++)          d=p/q; 
         printf(" p=%.12e",p[j]);          u=x+d; 
       printf("\n");          if (u-a < tol2 || b-u < tol2) 
 #endif            d=SIGN(tol1,xm-x); 
     }        } 
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {      } else { 
 #ifdef DEBUG        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
       int k[2],l;      } 
       k[0]=1;      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
       k[1]=-1;      fu=(*f)(u); 
       printf("Max: %.12e",(*func)(p));      if (fu <= fx) { 
       for (j=1;j<=n;j++)        if (u >= x) a=x; else b=x; 
         printf(" %.12e",p[j]);        SHFT(v,w,x,u) 
       printf("\n");          SHFT(fv,fw,fx,fu) 
       for(l=0;l<=1;l++) {          } else { 
         for (j=1;j<=n;j++) {            if (u < x) a=u; else b=u; 
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];            if (fu <= fw || w == x) { 
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);              v=w; 
         }              w=u; 
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));              fv=fw; 
       }              fw=fu; 
 #endif            } else if (fu <= fv || v == x || v == w) { 
               v=u; 
               fv=fu; 
       free_vector(xit,1,n);            } 
       free_vector(xits,1,n);          } 
       free_vector(ptt,1,n);    } 
       free_vector(pt,1,n);    nrerror("Too many iterations in brent"); 
       return;    *xmin=x; 
     }    return fx; 
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");  } 
     for (j=1;j<=n;j++) {  
       ptt[j]=2.0*p[j]-pt[j];  /****************** mnbrak ***********************/
       xit[j]=p[j]-pt[j];  
       pt[j]=p[j];  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
     }              double (*func)(double)) 
     fptt=(*func)(ptt);  { 
     if (fptt < fp) {    double ulim,u,r,q, dum;
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);    double fu; 
       if (t < 0.0) {   
         linmin(p,xit,n,fret,func);    *fa=(*func)(*ax); 
         for (j=1;j<=n;j++) {    *fb=(*func)(*bx); 
           xi[j][ibig]=xi[j][n];    if (*fb > *fa) { 
           xi[j][n]=xit[j];      SHFT(dum,*ax,*bx,dum) 
         }        SHFT(dum,*fb,*fa,dum) 
 #ifdef DEBUG        } 
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);    *cx=(*bx)+GOLD*(*bx-*ax); 
         for(j=1;j<=n;j++)    *fc=(*func)(*cx); 
           printf(" %.12e",xit[j]);    while (*fb > *fc) { 
         printf("\n");      r=(*bx-*ax)*(*fb-*fc); 
 #endif      q=(*bx-*cx)*(*fb-*fa); 
       }      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
     }        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
   }      ulim=(*bx)+GLIMIT*(*cx-*bx); 
 }      if ((*bx-u)*(u-*cx) > 0.0) { 
         fu=(*func)(u); 
 /**** Prevalence limit ****************/      } else if ((*cx-u)*(u-ulim) > 0.0) { 
         fu=(*func)(u); 
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)        if (fu < *fc) { 
 {          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit            SHFT(*fb,*fc,fu,(*func)(u)) 
      matrix by transitions matrix until convergence is reached */            } 
       } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
   int i, ii,j,k;        u=ulim; 
   double min, max, maxmin, maxmax,sumnew=0.;        fu=(*func)(u); 
   double **matprod2();      } else { 
   double **out, cov[NCOVMAX], **pmij();        u=(*cx)+GOLD*(*cx-*bx); 
   double **newm;        fu=(*func)(u); 
   double agefin, delaymax=50 ; /* Max number of years to converge */      } 
       SHFT(*ax,*bx,*cx,u) 
   for (ii=1;ii<=nlstate+ndeath;ii++)        SHFT(*fa,*fb,*fc,fu) 
     for (j=1;j<=nlstate+ndeath;j++){        } 
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);  } 
     }  
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */  /*************** linmin ************************/
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){  
     newm=savm;  int ncom; 
     /* Covariates have to be included here again */  double *pcom,*xicom;
     cov[1]=1.;  double (*nrfunc)(double []); 
     cov[2]=agefin;   
     if (cptcovn>0){  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
       for (k=1; k<=cptcovn;k++) {cov[2+k]=nbcode[Tvar[k]][codtab[ij][k]];/*printf("Tcode[ij]=%d nbcode=%d\n",Tcode[ij],nbcode[k][Tcode[ij]]);*/}  { 
     }    double brent(double ax, double bx, double cx, 
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);                 double (*f)(double), double tol, double *xmin); 
     double f1dim(double x); 
     savm=oldm;    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
     oldm=newm;                double *fc, double (*func)(double)); 
     maxmax=0.;    int j; 
     for(j=1;j<=nlstate;j++){    double xx,xmin,bx,ax; 
       min=1.;    double fx,fb,fa;
       max=0.;   
       for(i=1; i<=nlstate; i++) {    ncom=n; 
         sumnew=0;    pcom=vector(1,n); 
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];    xicom=vector(1,n); 
         prlim[i][j]= newm[i][j]/(1-sumnew);    nrfunc=func; 
         max=FMAX(max,prlim[i][j]);    for (j=1;j<=n;j++) { 
         min=FMIN(min,prlim[i][j]);      pcom[j]=p[j]; 
       }      xicom[j]=xi[j]; 
       maxmin=max-min;    } 
       maxmax=FMAX(maxmax,maxmin);    ax=0.0; 
     }    xx=1.0; 
     if(maxmax < ftolpl){    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
       return prlim;    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
     }  #ifdef DEBUG
   }    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
 }    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
   #endif
 /*************** transition probabilities **********/    for (j=1;j<=n;j++) { 
       xi[j] *= xmin; 
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )      p[j] += xi[j]; 
 {    } 
   double s1, s2;    free_vector(xicom,1,n); 
   /*double t34;*/    free_vector(pcom,1,n); 
   int i,j,j1, nc, ii, jj;  } 
   
     for(i=1; i<= nlstate; i++){  /*************** powell ************************/
     for(j=1; j<i;j++){  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){              double (*func)(double [])) 
         /*s2 += param[i][j][nc]*cov[nc];*/  { 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    void linmin(double p[], double xi[], int n, double *fret, 
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/                double (*func)(double [])); 
       }    int i,ibig,j; 
       ps[i][j]=s2;    double del,t,*pt,*ptt,*xit;
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/    double fp,fptt;
     }    double *xits;
     for(j=i+1; j<=nlstate+ndeath;j++){    pt=vector(1,n); 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){    ptt=vector(1,n); 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    xit=vector(1,n); 
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/    xits=vector(1,n); 
       }    *fret=(*func)(p); 
       ps[i][j]=s2;    for (j=1;j<=n;j++) pt[j]=p[j]; 
     }    for (*iter=1;;++(*iter)) { 
   }      fp=(*fret); 
   for(i=1; i<= nlstate; i++){      ibig=0; 
      s1=0;      del=0.0; 
     for(j=1; j<i; j++)      printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
       s1+=exp(ps[i][j]);      fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
     for(j=i+1; j<=nlstate+ndeath; j++)      fprintf(ficrespow,"%d %.12f",*iter,*fret);
       s1+=exp(ps[i][j]);      for (i=1;i<=n;i++) {
     ps[i][i]=1./(s1+1.);        printf(" %d %.12f",i, p[i]);
     for(j=1; j<i; j++)        fprintf(ficlog," %d %.12lf",i, p[i]);
       ps[i][j]= exp(ps[i][j])*ps[i][i];        fprintf(ficrespow," %.12lf", p[i]);
     for(j=i+1; j<=nlstate+ndeath; j++)      }
       ps[i][j]= exp(ps[i][j])*ps[i][i];      printf("\n");
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */      fprintf(ficlog,"\n");
   } /* end i */      fprintf(ficrespow,"\n");
       for (i=1;i<=n;i++) { 
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
     for(jj=1; jj<= nlstate+ndeath; jj++){        fptt=(*fret); 
       ps[ii][jj]=0;  #ifdef DEBUG
       ps[ii][ii]=1;        printf("fret=%lf \n",*fret);
     }        fprintf(ficlog,"fret=%lf \n",*fret);
   }  #endif
         printf("%d",i);fflush(stdout);
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){        fprintf(ficlog,"%d",i);fflush(ficlog);
     for(jj=1; jj<= nlstate+ndeath; jj++){        linmin(p,xit,n,fret,func); 
      printf("%lf ",ps[ii][jj]);        if (fabs(fptt-(*fret)) > del) { 
    }          del=fabs(fptt-(*fret)); 
     printf("\n ");          ibig=i; 
     }        } 
     printf("\n ");printf("%lf ",cov[2]);*/  #ifdef DEBUG
 /*        printf("%d %.12e",i,(*fret));
   for(i=1; i<= npar; i++) printf("%f ",x[i]);        fprintf(ficlog,"%d %.12e",i,(*fret));
   goto end;*/        for (j=1;j<=n;j++) {
     return ps;          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
 }          printf(" x(%d)=%.12e",j,xit[j]);
           fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
 /**************** Product of 2 matrices ******************/        }
         for(j=1;j<=n;j++) {
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)          printf(" p=%.12e",p[j]);
 {          fprintf(ficlog," p=%.12e",p[j]);
   /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times        }
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */        printf("\n");
   /* in, b, out are matrice of pointers which should have been initialized        fprintf(ficlog,"\n");
      before: only the contents of out is modified. The function returns  #endif
      a pointer to pointers identical to out */      } 
   long i, j, k;      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
   for(i=nrl; i<= nrh; i++)  #ifdef DEBUG
     for(k=ncolol; k<=ncoloh; k++)        int k[2],l;
       for(j=ncl,out[i][k]=0.; j<=nch; j++)        k[0]=1;
         out[i][k] +=in[i][j]*b[j][k];        k[1]=-1;
         printf("Max: %.12e",(*func)(p));
   return out;        fprintf(ficlog,"Max: %.12e",(*func)(p));
 }        for (j=1;j<=n;j++) {
           printf(" %.12e",p[j]);
           fprintf(ficlog," %.12e",p[j]);
 /************* Higher Matrix Product ***************/        }
         printf("\n");
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )        fprintf(ficlog,"\n");
 {        for(l=0;l<=1;l++) {
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month          for (j=1;j<=n;j++) {
      duration (i.e. until            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
      (typically every 2 years instead of every month which is too big).          }
      Model is determined by parameters x and covariates have to be          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
      included manually here.          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
         }
      */  #endif
   
   int i, j, d, h, k;  
   double **out, cov[NCOVMAX];        free_vector(xit,1,n); 
   double **newm;        free_vector(xits,1,n); 
         free_vector(ptt,1,n); 
   /* Hstepm could be zero and should return the unit matrix */        free_vector(pt,1,n); 
   for (i=1;i<=nlstate+ndeath;i++)        return; 
     for (j=1;j<=nlstate+ndeath;j++){      } 
       oldm[i][j]=(i==j ? 1.0 : 0.0);      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
       po[i][j][0]=(i==j ? 1.0 : 0.0);      for (j=1;j<=n;j++) { 
     }        ptt[j]=2.0*p[j]-pt[j]; 
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */        xit[j]=p[j]-pt[j]; 
   for(h=1; h <=nhstepm; h++){        pt[j]=p[j]; 
     for(d=1; d <=hstepm; d++){      } 
       newm=savm;      fptt=(*func)(ptt); 
       /* Covariates have to be included here again */      if (fptt < fp) { 
       cov[1]=1.;        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;        if (t < 0.0) { 
       if (cptcovn>0){          linmin(p,xit,n,fret,func); 
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][k]];          for (j=1;j<=n;j++) { 
     }            xi[j][ibig]=xi[j][n]; 
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/            xi[j][n]=xit[j]; 
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/          }
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,  #ifdef DEBUG
                    pmij(pmmij,cov,ncovmodel,x,nlstate));          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
       savm=oldm;          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
       oldm=newm;          for(j=1;j<=n;j++){
     }            printf(" %.12e",xit[j]);
     for(i=1; i<=nlstate+ndeath; i++)            fprintf(ficlog," %.12e",xit[j]);
       for(j=1;j<=nlstate+ndeath;j++) {          }
         po[i][j][h]=newm[i][j];          printf("\n");
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);          fprintf(ficlog,"\n");
          */  #endif
       }        }
   } /* end h */      } 
   return po;    } 
 }  } 
   
   /**** Prevalence limit (stable prevalence)  ****************/
 /*************** log-likelihood *************/  
 double func( double *x)  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
 {  {
   int i, ii, j, k, mi, d;    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
   double l, ll[NLSTATEMAX], cov[NCOVMAX];       matrix by transitions matrix until convergence is reached */
   double **out;  
   double sw; /* Sum of weights */    int i, ii,j,k;
   double lli; /* Individual log likelihood */    double min, max, maxmin, maxmax,sumnew=0.;
   long ipmx;    double **matprod2();
   /*extern weight */    double **out, cov[NCOVMAX], **pmij();
   /* We are differentiating ll according to initial status */    double **newm;
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/    double agefin, delaymax=50 ; /* Max number of years to converge */
   /*for(i=1;i<imx;i++)  
 printf(" %d\n",s[4][i]);    for (ii=1;ii<=nlstate+ndeath;ii++)
   */      for (j=1;j<=nlstate+ndeath;j++){
         oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   for(k=1; k<=nlstate; k++) ll[k]=0.;      }
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){  
        for(mi=1; mi<= wav[i]-1; mi++){     cov[1]=1.;
       for (ii=1;ii<=nlstate+ndeath;ii++)   
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
             for(d=0; d<dh[mi][i]; d++){    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
         newm=savm;      newm=savm;
           cov[1]=1.;      /* Covariates have to be included here again */
           cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;       cov[2]=agefin;
           if (cptcovn>0){    
             for (k=1; k<=cptcovn;k++) {        for (k=1; k<=cptcovn;k++) {
               cov[2+k]=covar[Tvar[k]][i];          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
               /* printf("k=%d cptcovn=%d %lf\n",k,cptcovn,covar[Tvar[k]][i]);*/          /*      printf("ij=%d k=%d Tvar[k]=%d nbcode=%d cov=%lf codtab[ij][Tvar[k]]=%d \n",ij,k, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k], codtab[ij][Tvar[k]]);*/
             }        }
             }        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
           out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,        for (k=1; k<=cptcovprod;k++)
                        1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
           savm=oldm;  
           oldm=newm;        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
       } /* end mult */        /*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]);*/
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/  
       ipmx +=1;      savm=oldm;
       sw += weight[i];      oldm=newm;
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;      maxmax=0.;
     } /* end of wave */      for(j=1;j<=nlstate;j++){
   } /* end of individual */        min=1.;
         max=0.;
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];        for(i=1; i<=nlstate; i++) {
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */          sumnew=0;
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
           prlim[i][j]= newm[i][j]/(1-sumnew);
   return -l;          max=FMAX(max,prlim[i][j]);
 }          min=FMIN(min,prlim[i][j]);
         }
         maxmin=max-min;
 /*********** Maximum Likelihood Estimation ***************/        maxmax=FMAX(maxmax,maxmin);
       }
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))      if(maxmax < ftolpl){
 {        return prlim;
   int i,j, iter;      }
   double **xi,*delti;    }
   double fret;  }
   xi=matrix(1,npar,1,npar);  
   for (i=1;i<=npar;i++)  /*************** transition probabilities ***************/ 
     for (j=1;j<=npar;j++)  
       xi[i][j]=(i==j ? 1.0 : 0.0);  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
   printf("Powell\n");  {
   powell(p,xi,npar,ftol,&iter,&fret,func);    double s1, s2;
     /*double t34;*/
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));    int i,j,j1, nc, ii, jj;
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));  
       for(i=1; i<= nlstate; i++){
 }      for(j=1; j<i;j++){
         for (nc=1, s2=0.;nc <=ncovmodel; nc++){
 /**** Computes Hessian and covariance matrix ***/          /*s2 += param[i][j][nc]*cov[nc];*/
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))          s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
 {          /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
   double  **a,**y,*x,pd;        }
   double **hess;        ps[i][j]=s2;
   int i, j,jk;        /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
   int *indx;      }
       for(j=i+1; j<=nlstate+ndeath;j++){
   double hessii(double p[], double delta, int theta, double delti[]);        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
   double hessij(double p[], double delti[], int i, int j);          s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
   void lubksb(double **a, int npar, int *indx, double b[]) ;          /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
   void ludcmp(double **a, int npar, int *indx, double *d) ;        }
         ps[i][j]=s2;
       }
   hess=matrix(1,npar,1,npar);    }
       /*ps[3][2]=1;*/
   printf("\nCalculation of the hessian matrix. Wait...\n");  
   for (i=1;i<=npar;i++){    for(i=1; i<= nlstate; i++){
     printf("%d",i);fflush(stdout);       s1=0;
     hess[i][i]=hessii(p,ftolhess,i,delti);      for(j=1; j<i; j++)
     /*printf(" %f ",p[i]);*/        s1+=exp(ps[i][j]);
   }      for(j=i+1; j<=nlstate+ndeath; j++)
         s1+=exp(ps[i][j]);
   for (i=1;i<=npar;i++) {      ps[i][i]=1./(s1+1.);
     for (j=1;j<=npar;j++)  {      for(j=1; j<i; j++)
       if (j>i) {        ps[i][j]= exp(ps[i][j])*ps[i][i];
         printf(".%d%d",i,j);fflush(stdout);      for(j=i+1; j<=nlstate+ndeath; j++)
         hess[i][j]=hessij(p,delti,i,j);        ps[i][j]= exp(ps[i][j])*ps[i][i];
         hess[j][i]=hess[i][j];      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
       }    } /* end i */
     }  
   }    for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
   printf("\n");      for(jj=1; jj<= nlstate+ndeath; jj++){
         ps[ii][jj]=0;
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");        ps[ii][ii]=1;
        }
   a=matrix(1,npar,1,npar);    }
   y=matrix(1,npar,1,npar);  
   x=vector(1,npar);  
   indx=ivector(1,npar);    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
   for (i=1;i<=npar;i++)      for(jj=1; jj<= nlstate+ndeath; jj++){
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];       printf("%lf ",ps[ii][jj]);
   ludcmp(a,npar,indx,&pd);     }
       printf("\n ");
   for (j=1;j<=npar;j++) {      }
     for (i=1;i<=npar;i++) x[i]=0;      printf("\n ");printf("%lf ",cov[2]);*/
     x[j]=1;  /*
     lubksb(a,npar,indx,x);    for(i=1; i<= npar; i++) printf("%f ",x[i]);
     for (i=1;i<=npar;i++){    goto end;*/
       matcov[i][j]=x[i];      return ps;
     }  }
   }  
   /**************** Product of 2 matrices ******************/
   printf("\n#Hessian matrix#\n");  
   for (i=1;i<=npar;i++) {  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
     for (j=1;j<=npar;j++) {  {
       printf("%.3e ",hess[i][j]);    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
     }       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
     printf("\n");    /* 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 */
   /* Recompute Inverse */    long i, j, k;
   for (i=1;i<=npar;i++)    for(i=nrl; i<= nrh; i++)
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];      for(k=ncolol; k<=ncoloh; k++)
   ludcmp(a,npar,indx,&pd);        for(j=ncl,out[i][k]=0.; j<=nch; j++)
           out[i][k] +=in[i][j]*b[j][k];
   /*  printf("\n#Hessian matrix recomputed#\n");  
     return out;
   for (j=1;j<=npar;j++) {  }
     for (i=1;i<=npar;i++) x[i]=0;  
     x[j]=1;  
     lubksb(a,npar,indx,x);  /************* Higher Matrix Product ***************/
     for (i=1;i<=npar;i++){  
       y[i][j]=x[i];  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
       printf("%.3e ",y[i][j]);  {
     }    /* Computes the transition matrix starting at age 'age' over 
     printf("\n");       'nhstepm*hstepm*stepm' months (i.e. until
   }       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
   */       nhstepm*hstepm matrices. 
        Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
   free_matrix(a,1,npar,1,npar);       (typically every 2 years instead of every month which is too big 
   free_matrix(y,1,npar,1,npar);       for the memory).
   free_vector(x,1,npar);       Model is determined by parameters x and covariates have to be 
   free_ivector(indx,1,npar);       included manually here. 
   free_matrix(hess,1,npar,1,npar);  
        */
   
 }    int i, j, d, h, k;
     double **out, cov[NCOVMAX];
 /*************** hessian matrix ****************/    double **newm;
 double hessii( double x[], double delta, int theta, double delti[])  
 {    /* Hstepm could be zero and should return the unit matrix */
   int i;    for (i=1;i<=nlstate+ndeath;i++)
   int l=1, lmax=20;      for (j=1;j<=nlstate+ndeath;j++){
   double k1,k2;        oldm[i][j]=(i==j ? 1.0 : 0.0);
   double p2[NPARMAX+1];        po[i][j][0]=(i==j ? 1.0 : 0.0);
   double res;      }
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
   double fx;    for(h=1; h <=nhstepm; h++){
   int k=0,kmax=10;      for(d=1; d <=hstepm; d++){
   double l1;        newm=savm;
         /* Covariates have to be included here again */
   fx=func(x);        cov[1]=1.;
   for (i=1;i<=npar;i++) p2[i]=x[i];        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
   for(l=0 ; l <=lmax; l++){        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
     l1=pow(10,l);        for (k=1; k<=cptcovage;k++)
     delts=delt;          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
     for(k=1 ; k <kmax; k=k+1){        for (k=1; k<=cptcovprod;k++)
       delt = delta*(l1*k);          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
       p2[theta]=x[theta] +delt;  
       k1=func(p2)-fx;  
       p2[theta]=x[theta]-delt;        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
       k2=func(p2)-fx;        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
       /*res= (k1-2.0*fx+k2)/delt/delt; */        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */                     pmij(pmmij,cov,ncovmodel,x,nlstate));
              savm=oldm;
 #ifdef DEBUG        oldm=newm;
       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);      }
 #endif      for(i=1; i<=nlstate+ndeath; i++)
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */        for(j=1;j<=nlstate+ndeath;j++) {
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){          po[i][j][h]=newm[i][j];
         k=kmax;          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
       }           */
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */        }
         k=kmax; l=lmax*10.;    } /* end h */
       }    return po;
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){  }
         delts=delt;  
       }  
     }  /*************** log-likelihood *************/
   }  double func( double *x)
   delti[theta]=delts;  {
   return res;      int i, ii, j, k, mi, d, kk;
 }    double l, ll[NLSTATEMAX], cov[NCOVMAX];
     double **out;
 double hessij( double x[], double delti[], int thetai,int thetaj)    double sw; /* Sum of weights */
 {    double lli; /* Individual log likelihood */
   int i;    int s1, s2;
   int l=1, l1, lmax=20;    double bbh, survp;
   double k1,k2,k3,k4,res,fx;    long ipmx;
   double p2[NPARMAX+1];    /*extern weight */
   int k;    /* We are differentiating ll according to initial status */
     /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
   fx=func(x);    /*for(i=1;i<imx;i++) 
   for (k=1; k<=2; k++) {      printf(" %d\n",s[4][i]);
     for (i=1;i<=npar;i++) p2[i]=x[i];    */
     p2[thetai]=x[thetai]+delti[thetai]/k;    cov[1]=1.;
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;  
     k1=func(p2)-fx;    for(k=1; k<=nlstate; k++) ll[k]=0.;
    
     p2[thetai]=x[thetai]+delti[thetai]/k;    if(mle==1){
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     k2=func(p2)-fx;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
          for(mi=1; mi<= wav[i]-1; mi++){
     p2[thetai]=x[thetai]-delti[thetai]/k;          for (ii=1;ii<=nlstate+ndeath;ii++)
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;            for (j=1;j<=nlstate+ndeath;j++){
     k3=func(p2)-fx;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
                savm[ii][j]=(ii==j ? 1.0 : 0.0);
     p2[thetai]=x[thetai]-delti[thetai]/k;            }
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;          for(d=0; d<dh[mi][i]; d++){
     k4=func(p2)-fx;            newm=savm;
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 #ifdef DEBUG            for (kk=1; kk<=cptcovage;kk++) {
     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[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 #endif            }
   }            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   return res;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 }            savm=oldm;
             oldm=newm;
 /************** Inverse of matrix **************/          } /* end mult */
 void ludcmp(double **a, int n, int *indx, double *d)        
 {          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
   int i,imax,j,k;          /* But now since version 0.9 we anticipate for bias and large stepm.
   double big,dum,sum,temp;           * If stepm is larger than one month (smallest stepm) and if the exact delay 
   double *vv;           * (in months) between two waves is not a multiple of stepm, we rounded to 
             * the nearest (and in case of equal distance, to the lowest) interval but now
   vv=vector(1,n);           * we keep into memory the bias bh[mi][i] and also the previous matrix product
   *d=1.0;           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
   for (i=1;i<=n;i++) {           * probability in order to take into account the bias as a fraction of the way
     big=0.0;           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
     for (j=1;j<=n;j++)           * -stepm/2 to stepm/2 .
       if ((temp=fabs(a[i][j])) > big) big=temp;           * For stepm=1 the results are the same as for previous versions of Imach.
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");           * For stepm > 1 the results are less biased than in previous versions. 
     vv[i]=1.0/big;           */
   }          s1=s[mw[mi][i]][i];
   for (j=1;j<=n;j++) {          s2=s[mw[mi+1][i]][i];
     for (i=1;i<j;i++) {          bbh=(double)bh[mi][i]/(double)stepm; 
       sum=a[i][j];          /* bias is positive if real duration
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];           * is higher than the multiple of stepm and negative otherwise.
       a[i][j]=sum;           */
     }          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
     big=0.0;          if( s2 > nlstate){ 
     for (i=j;i<=n;i++) {            /* i.e. if s2 is a death state and if the date of death is known then the contribution
       sum=a[i][j];               to the likelihood is the probability to die between last step unit time and current 
       for (k=1;k<j;k++)               step unit time, which is also the differences between probability to die before dh 
         sum -= a[i][k]*a[k][j];               and probability to die before dh-stepm . 
       a[i][j]=sum;               In version up to 0.92 likelihood was computed
       if ( (dum=vv[i]*fabs(sum)) >= big) {          as if date of death was unknown. Death was treated as any other
         big=dum;          health state: the date of the interview describes the actual state
         imax=i;          and not the date of a change in health state. The former idea was
       }          to consider that at each interview the state was recorded
     }          (healthy, disable or death) and IMaCh was corrected; but when we
     if (j != imax) {          introduced the exact date of death then we should have modified
       for (k=1;k<=n;k++) {          the contribution of an exact death to the likelihood. This new
         dum=a[imax][k];          contribution is smaller and very dependent of the step unit
         a[imax][k]=a[j][k];          stepm. It is no more the probability to die between last interview
         a[j][k]=dum;          and month of death but the probability to survive from last
       }          interview up to one month before death multiplied by the
       *d = -(*d);          probability to die within a month. Thanks to Chris
       vv[imax]=vv[j];          Jackson for correcting this bug.  Former versions increased
     }          mortality artificially. The bad side is that we add another loop
     indx[j]=imax;          which slows down the processing. The difference can be up to 10%
     if (a[j][j] == 0.0) a[j][j]=TINY;          lower mortality.
     if (j != n) {            */
       dum=1.0/(a[j][j]);            lli=log(out[s1][s2] - savm[s1][s2]);
       for (i=j+1;i<=n;i++) a[i][j] *= dum;          }else{
     }            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
   }            /*  lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2]));*/ /* linear interpolation */
   free_vector(vv,1,n);  /* Doesn't work */          } 
 ;          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
 }          /*if(lli ==000.0)*/
           /*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); */
 void lubksb(double **a, int n, int *indx, double b[])          ipmx +=1;
 {          sw += weight[i];
   int i,ii=0,ip,j;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   double sum;        } /* end of wave */
        } /* end of individual */
   for (i=1;i<=n;i++) {    }  else if(mle==2){
     ip=indx[i];      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     sum=b[ip];        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     b[ip]=b[i];        for(mi=1; mi<= wav[i]-1; mi++){
     if (ii)          for (ii=1;ii<=nlstate+ndeath;ii++)
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];            for (j=1;j<=nlstate+ndeath;j++){
     else if (sum) ii=i;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     b[i]=sum;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
   }            }
   for (i=n;i>=1;i--) {          for(d=0; d<=dh[mi][i]; d++){
     sum=b[i];            newm=savm;
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     b[i]=sum/a[i][i];            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,
 /************ Frequencies ********************/                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)            savm=oldm;
 {  /* Some frequencies */            oldm=newm;
            } /* end mult */
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;        
   double ***freq; /* Frequencies */          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
   double *pp;          /* But now since version 0.9 we anticipate for bias and large stepm.
   double pos;           * If stepm is larger than one month (smallest stepm) and if the exact delay 
   FILE *ficresp;           * (in months) between two waves is not a multiple of stepm, we rounded to 
   char fileresp[FILENAMELENGTH];           * the nearest (and in case of equal distance, to the lowest) interval but now
            * we keep into memory the bias bh[mi][i] and also the previous matrix product
   pp=vector(1,nlstate);           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
            * probability in order to take into account the bias as a fraction of the way
   strcpy(fileresp,"p");           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
   strcat(fileresp,fileres);           * -stepm/2 to stepm/2 .
   if((ficresp=fopen(fileresp,"w"))==NULL) {           * For stepm=1 the results are the same as for previous versions of Imach.
     printf("Problem with prevalence resultfile: %s\n", fileresp);           * For stepm > 1 the results are less biased than in previous versions. 
     exit(0);           */
   }          s1=s[mw[mi][i]][i];
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);          s2=s[mw[mi+1][i]][i];
   j1=0;          bbh=(double)bh[mi][i]/(double)stepm; 
           /* bias is positive if real duration
   j=cptcovn;           * is higher than the multiple of stepm and negative otherwise.
   if (cptcovn<1) {j=1;ncodemax[1]=1;}           */
           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 */
   for(k1=1; k1<=j;k1++){          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
    for(i1=1; i1<=ncodemax[k1];i1++){          /*lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.-+bh)*out[s1][s2])); */ /* exponential interpolation */
        j1++;          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
           /*if(lli ==000.0)*/
         for (i=-1; i<=nlstate+ndeath; i++)            /*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); */
          for (jk=-1; jk<=nlstate+ndeath; jk++)            ipmx +=1;
            for(m=agemin; m <= agemax+3; m++)          sw += weight[i];
              freq[i][jk][m]=0;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
                } /* end of wave */
        for (i=1; i<=imx; i++) {      } /* end of individual */
          bool=1;    }  else if(mle==3){  /* exponential inter-extrapolation */
          if  (cptcovn>0) {      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
            for (z1=1; z1<=cptcovn; z1++)        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
              if (covar[Tvar[z1]][i]!= nbcode[Tvar[z1]][codtab[j1][z1]]) bool=0;        for(mi=1; mi<= wav[i]-1; mi++){
          }          for (ii=1;ii<=nlstate+ndeath;ii++)
           if (bool==1) {            for (j=1;j<=nlstate+ndeath;j++){
            for(m=firstpass; m<=lastpass-1; m++){              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
              if(agev[m][i]==0) agev[m][i]=agemax+1;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
              if(agev[m][i]==1) agev[m][i]=agemax+2;            }
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];          for(d=0; d<dh[mi][i]; d++){
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];            newm=savm;
            }            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
          }            for (kk=1; kk<=cptcovage;kk++) {
        }              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
         if  (cptcovn>0) {            }
          fprintf(ficresp, "\n#Variable");            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
          for (z1=1; z1<=cptcovn; z1++) fprintf(ficresp, " V%d=%d",Tvar[z1],nbcode[Tvar[z1]][codtab[j1][z1]]);                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
        }            savm=oldm;
        fprintf(ficresp, "\n#");            oldm=newm;
        for(i=1; i<=nlstate;i++)          } /* end mult */
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);        
        fprintf(ficresp, "\n");          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
                  /* But now since version 0.9 we anticipate for bias and large stepm.
   for(i=(int)agemin; i <= (int)agemax+3; i++){           * If stepm is larger than one month (smallest stepm) and if the exact delay 
     if(i==(int)agemax+3)           * (in months) between two waves is not a multiple of stepm, we rounded to 
       printf("Total");           * the nearest (and in case of equal distance, to the lowest) interval but now
     else           * we keep into memory the bias bh[mi][i] and also the previous matrix product
       printf("Age %d", i);           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
     for(jk=1; jk <=nlstate ; jk++){           * probability in order to take into account the bias as a fraction of the way
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
         pp[jk] += freq[jk][m][i];           * -stepm/2 to stepm/2 .
     }           * For stepm=1 the results are the same as for previous versions of Imach.
     for(jk=1; jk <=nlstate ; jk++){           * For stepm > 1 the results are less biased than in previous versions. 
       for(m=-1, pos=0; m <=0 ; m++)           */
         pos += freq[jk][m][i];          s1=s[mw[mi][i]][i];
       if(pp[jk]>=1.e-10)          s2=s[mw[mi+1][i]][i];
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);          bbh=(double)bh[mi][i]/(double)stepm; 
       else          /* bias is positive if real duration
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);           * is higher than the multiple of stepm and negative otherwise.
     }           */
     for(jk=1; jk <=nlstate ; jk++){          /* 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 */
       for(m=1, pp[jk]=0; 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])); /* exponential inter-extrapolation */
         pp[jk] += freq[jk][m][i];          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
     }          /*if(lli ==000.0)*/
     for(jk=1,pos=0; jk <=nlstate ; jk++)          /*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); */
       pos += pp[jk];          ipmx +=1;
     for(jk=1; jk <=nlstate ; jk++){          sw += weight[i];
       if(pos>=1.e-5)          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);        } /* end of wave */
       else      } /* end of individual */
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);    }else{  /* ml=4 no inter-extrapolation */
       if( i <= (int) agemax){      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         if(pos>=1.e-5)        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);        for(mi=1; mi<= wav[i]-1; mi++){
       else          for (ii=1;ii<=nlstate+ndeath;ii++)
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);            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(jk=-1; jk <=nlstate+ndeath; jk++)            }
       for(m=-1; m <=nlstate+ndeath; m++)          for(d=0; d<dh[mi][i]; d++){
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);            newm=savm;
     if(i <= (int) agemax)            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       fprintf(ficresp,"\n");            for (kk=1; kk<=cptcovage;kk++) {
     printf("\n");              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));
   fclose(ficresp);            savm=oldm;
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);            oldm=newm;
   free_vector(pp,1,nlstate);          } /* end mult */
         
 }  /* End of Freq */          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
           ipmx +=1;
 /************* Waves Concatenation ***************/          sw += weight[i];
           ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)        } /* end of wave */
 {      } /* end of individual */
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.    } /* End of if */
      Death is a valid wave (if date is known).    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
      and mw[mi+1][i]. dh depends on stepm.    return -l;
      */  }
   
   int i, mi, m;  
   int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;  /*********** Maximum Likelihood Estimation ***************/
 float sum=0.;  
   void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
   for(i=1; i<=imx; i++){  {
     mi=0;    int i,j, iter;
     m=firstpass;    double **xi;
     while(s[m][i] <= nlstate){    double fret;
       if(s[m][i]>=1)    char filerespow[FILENAMELENGTH];
         mw[++mi][i]=m;    xi=matrix(1,npar,1,npar);
       if(m >=lastpass)    for (i=1;i<=npar;i++)
         break;      for (j=1;j<=npar;j++)
       else        xi[i][j]=(i==j ? 1.0 : 0.0);
         m++;    printf("Powell\n");  fprintf(ficlog,"Powell\n");
     }/* end while */    strcpy(filerespow,"pow"); 
     if (s[m][i] > nlstate){    strcat(filerespow,fileres);
       mi++;     /* Death is another wave */    if((ficrespow=fopen(filerespow,"w"))==NULL) {
       /* if(mi==0)  never been interviewed correctly before death */      printf("Problem with resultfile: %s\n", filerespow);
          /* Only death is a correct wave */      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
       mw[mi][i]=m;    }
     }    fprintf(ficrespow,"# Powell\n# iter -2*LL");
     for (i=1;i<=nlstate;i++)
     wav[i]=mi;      for(j=1;j<=nlstate+ndeath;j++)
     if(mi==0)        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);    fprintf(ficrespow,"\n");
   }    powell(p,xi,npar,ftol,&iter,&fret,func);
   
   for(i=1; i<=imx; i++){    fclose(ficrespow);
     for(mi=1; mi<wav[i];mi++){    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
       if (stepm <=0)    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
         dh[mi][i]=1;    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
       else{  
         if (s[mw[mi+1][i]][i] > nlstate) {  }
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);  
           if(j=0) j=1;  /* Survives at least one month after exam */  /**** Computes Hessian and covariance matrix ***/
         }  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
         else{  {
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));    double  **a,**y,*x,pd;
           /*printf("i=%d agevi+1=%lf agevi=%lf j=%d\n", i,agev[mw[mi+1][i]][i],agev[mw[mi][i]][i],j);*/    double **hess;
     int i, j,jk;
           k=k+1;    int *indx;
           if (j >= jmax) jmax=j;  
           else if (j <= jmin)jmin=j;    double hessii(double p[], double delta, int theta, double delti[]);
           sum=sum+j;    double hessij(double p[], double delti[], int i, int j);
         }    void lubksb(double **a, int npar, int *indx, double b[]) ;
         jk= j/stepm;    void ludcmp(double **a, int npar, int *indx, double *d) ;
         jl= j -jk*stepm;  
         ju= j -(jk+1)*stepm;    hess=matrix(1,npar,1,npar);
         if(jl <= -ju)  
           dh[mi][i]=jk;    printf("\nCalculation of the hessian matrix. Wait...\n");
         else    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
           dh[mi][i]=jk+1;    for (i=1;i<=npar;i++){
         if(dh[mi][i]==0)      printf("%d",i);fflush(stdout);
           dh[mi][i]=1; /* At least one step */      fprintf(ficlog,"%d",i);fflush(ficlog);
       }      hess[i][i]=hessii(p,ftolhess,i,delti);
     }      /*printf(" %f ",p[i]);*/
   }      /*printf(" %lf ",hess[i][i]);*/
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,sum/k);    }
 }    
 /*********** Tricode ****************************/    for (i=1;i<=npar;i++) {
 void tricode(int *Tvar, int **nbcode, int imx)      for (j=1;j<=npar;j++)  {
 {        if (j>i) { 
   int Ndum[80],ij, k, j, i;          printf(".%d%d",i,j);fflush(stdout);
   int cptcode=0;          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
   for (k=0; k<79; k++) Ndum[k]=0;          hess[i][j]=hessij(p,delti,i,j);
   for (k=1; k<=7; k++) ncodemax[k]=0;          hess[j][i]=hess[i][j];    
            /*printf(" %lf ",hess[i][j]);*/
   for (j=1; j<=cptcovn; j++) {        }
     for (i=1; i<=imx; i++) {      }
       ij=(int)(covar[Tvar[j]][i]);    }
       Ndum[ij]++;    printf("\n");
       if (ij > cptcode) cptcode=ij;    fprintf(ficlog,"\n");
     }  
     /*printf("cptcode=%d cptcovn=%d ",cptcode,cptcovn);*/    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
     for (i=0; i<=cptcode; i++) {    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
       if(Ndum[i]!=0) ncodemax[j]++;    
     }    a=matrix(1,npar,1,npar);
      y=matrix(1,npar,1,npar);
     ij=1;    x=vector(1,npar);
     for (i=1; i<=ncodemax[j]; i++) {    indx=ivector(1,npar);
       for (k=0; k<=79; k++) {    for (i=1;i<=npar;i++)
         if (Ndum[k] != 0) {      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
           nbcode[Tvar[j]][ij]=k;    ludcmp(a,npar,indx,&pd);
           ij++;  
         }    for (j=1;j<=npar;j++) {
         if (ij > ncodemax[j]) break;      for (i=1;i<=npar;i++) x[i]=0;
       }        x[j]=1;
     }      lubksb(a,npar,indx,x);
   }        for (i=1;i<=npar;i++){ 
         matcov[i][j]=x[i];
   }      }
     }
 /*********** Health Expectancies ****************/  
     printf("\n#Hessian matrix#\n");
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)    fprintf(ficlog,"\n#Hessian matrix#\n");
 {    for (i=1;i<=npar;i++) { 
   /* Health expectancies */      for (j=1;j<=npar;j++) { 
   int i, j, nhstepm, hstepm, h;        printf("%.3e ",hess[i][j]);
   double age, agelim,hf;        fprintf(ficlog,"%.3e ",hess[i][j]);
   double ***p3mat;      }
        printf("\n");
   fprintf(ficreseij,"# Health expectancies\n");      fprintf(ficlog,"\n");
   fprintf(ficreseij,"# Age");    }
   for(i=1; i<=nlstate;i++)  
     for(j=1; j<=nlstate;j++)    /* Recompute Inverse */
       fprintf(ficreseij," %1d-%1d",i,j);    for (i=1;i<=npar;i++)
   fprintf(ficreseij,"\n");      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
     ludcmp(a,npar,indx,&pd);
   hstepm=1*YEARM; /*  Every j years of age (in month) */  
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    /*  printf("\n#Hessian matrix recomputed#\n");
   
   agelim=AGESUP;    for (j=1;j<=npar;j++) {
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */      for (i=1;i<=npar;i++) x[i]=0;
     /* nhstepm age range expressed in number of stepm */      x[j]=1;
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);      lubksb(a,npar,indx,x);
     /* Typically if 20 years = 20*12/6=40 stepm */      for (i=1;i<=npar;i++){ 
     if (stepm >= YEARM) hstepm=1;        y[i][j]=x[i];
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */        printf("%.3e ",y[i][j]);
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        fprintf(ficlog,"%.3e ",y[i][j]);
     /* Computed by stepm unit matrices, product of hstepm matrices, stored      }
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */      printf("\n");
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);        fprintf(ficlog,"\n");
     }
     */
     for(i=1; i<=nlstate;i++)  
       for(j=1; j<=nlstate;j++)    free_matrix(a,1,npar,1,npar);
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){    free_matrix(y,1,npar,1,npar);
           eij[i][j][(int)age] +=p3mat[i][j][h];    free_vector(x,1,npar);
         }    free_ivector(indx,1,npar);
        free_matrix(hess,1,npar,1,npar);
     hf=1;  
     if (stepm >= YEARM) hf=stepm/YEARM;  
     fprintf(ficreseij,"%.0f",age );  }
     for(i=1; i<=nlstate;i++)  
       for(j=1; j<=nlstate;j++){  /*************** hessian matrix ****************/
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);  double hessii( double x[], double delta, int theta, double delti[])
       }  {
     fprintf(ficreseij,"\n");    int i;
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    int l=1, lmax=20;
   }    double k1,k2;
 }    double p2[NPARMAX+1];
     double res;
 /************ Variance ******************/    double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
 void varevsij(char fileres[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)    double fx;
 {    int k=0,kmax=10;
   /* Variance of health expectancies */    double l1;
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/  
   double **newm;    fx=func(x);
   double **dnewm,**doldm;    for (i=1;i<=npar;i++) p2[i]=x[i];
   int i, j, nhstepm, hstepm, h;    for(l=0 ; l <=lmax; l++){
   int k, cptcode;      l1=pow(10,l);
    double *xp;      delts=delt;
   double **gp, **gm;      for(k=1 ; k <kmax; k=k+1){
   double ***gradg, ***trgradg;        delt = delta*(l1*k);
   double ***p3mat;        p2[theta]=x[theta] +delt;
   double age,agelim;        k1=func(p2)-fx;
   int theta;        p2[theta]=x[theta]-delt;
         k2=func(p2)-fx;
    fprintf(ficresvij,"# Covariances of life expectancies\n");        /*res= (k1-2.0*fx+k2)/delt/delt; */
   fprintf(ficresvij,"# Age");        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
   for(i=1; i<=nlstate;i++)        
     for(j=1; j<=nlstate;j++)  #ifdef DEBUG
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);        printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
   fprintf(ficresvij,"\n");        fprintf(ficlog,"%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
   #endif
   xp=vector(1,npar);        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
   dnewm=matrix(1,nlstate,1,npar);        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
   doldm=matrix(1,nlstate,1,nlstate);          k=kmax;
          }
   hstepm=1*YEARM; /* Every year of age */        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */          k=kmax; l=lmax*10.;
   agelim = AGESUP;        }
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */          delts=delt;
     if (stepm >= YEARM) hstepm=1;        }
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */      }
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    }
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);    delti[theta]=delts;
     gp=matrix(0,nhstepm,1,nlstate);    return res; 
     gm=matrix(0,nhstepm,1,nlstate);    
   }
     for(theta=1; theta <=npar; theta++){  
       for(i=1; i<=npar; i++){ /* Computes gradient */  double hessij( double x[], double delti[], int thetai,int thetaj)
         xp[i] = x[i] + (i==theta ?delti[theta]:0);  {
       }    int i;
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);      int l=1, l1, lmax=20;
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    double k1,k2,k3,k4,res,fx;
       for(j=1; j<= nlstate; j++){    double p2[NPARMAX+1];
         for(h=0; h<=nhstepm; h++){    int k;
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)  
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];    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;
       for(i=1; i<=npar; i++) /* Computes gradient */      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
         xp[i] = x[i] - (i==theta ?delti[theta]:0);      k1=func(p2)-fx;
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);      
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);      p2[thetai]=x[thetai]+delti[thetai]/k;
       for(j=1; j<= nlstate; j++){      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
         for(h=0; h<=nhstepm; h++){      k2=func(p2)-fx;
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)    
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];      p2[thetai]=x[thetai]-delti[thetai]/k;
         }      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
       }      k3=func(p2)-fx;
       for(j=1; j<= nlstate; j++)    
         for(h=0; h<=nhstepm; h++){      p2[thetai]=x[thetai]-delti[thetai]/k;
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
         }      k4=func(p2)-fx;
     } /* End theta */      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
   #ifdef DEBUG
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);      printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
       fprintf(ficlog,"%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
     for(h=0; h<=nhstepm; h++)  #endif
       for(j=1; j<=nlstate;j++)    }
         for(theta=1; theta <=npar; theta++)    return res;
           trgradg[h][j][theta]=gradg[h][theta][j];  }
   
     for(i=1;i<=nlstate;i++)  /************** Inverse of matrix **************/
       for(j=1;j<=nlstate;j++)  void ludcmp(double **a, int n, int *indx, double *d) 
         vareij[i][j][(int)age] =0.;  { 
     for(h=0;h<=nhstepm;h++){    int i,imax,j,k; 
       for(k=0;k<=nhstepm;k++){    double big,dum,sum,temp; 
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);    double *vv; 
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);   
         for(i=1;i<=nlstate;i++)    vv=vector(1,n); 
           for(j=1;j<=nlstate;j++)    *d=1.0; 
             vareij[i][j][(int)age] += doldm[i][j];    for (i=1;i<=n;i++) { 
       }      big=0.0; 
     }      for (j=1;j<=n;j++) 
     h=1;        if ((temp=fabs(a[i][j])) > big) big=temp; 
     if (stepm >= YEARM) h=stepm/YEARM;      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
     fprintf(ficresvij,"%.0f ",age );      vv[i]=1.0/big; 
     for(i=1; i<=nlstate;i++)    } 
       for(j=1; j<=nlstate;j++){    for (j=1;j<=n;j++) { 
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);      for (i=1;i<j;i++) { 
       }        sum=a[i][j]; 
     fprintf(ficresvij,"\n");        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
     free_matrix(gp,0,nhstepm,1,nlstate);        a[i][j]=sum; 
     free_matrix(gm,0,nhstepm,1,nlstate);      } 
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);      big=0.0; 
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);      for (i=j;i<=n;i++) { 
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        sum=a[i][j]; 
   } /* End age */        for (k=1;k<j;k++) 
            sum -= a[i][k]*a[k][j]; 
   free_vector(xp,1,npar);        a[i][j]=sum; 
   free_matrix(doldm,1,nlstate,1,npar);        if ( (dum=vv[i]*fabs(sum)) >= big) { 
   free_matrix(dnewm,1,nlstate,1,nlstate);          big=dum; 
           imax=i; 
 }        } 
       } 
 /************ Variance of prevlim ******************/      if (j != imax) { 
 void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)        for (k=1;k<=n;k++) { 
 {          dum=a[imax][k]; 
   /* Variance of prevalence limit */          a[imax][k]=a[j][k]; 
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/          a[j][k]=dum; 
   double **newm;        } 
   double **dnewm,**doldm;        *d = -(*d); 
   int i, j, nhstepm, hstepm;        vv[imax]=vv[j]; 
   int k, cptcode;      } 
   double *xp;      indx[j]=imax; 
   double *gp, *gm;      if (a[j][j] == 0.0) a[j][j]=TINY; 
   double **gradg, **trgradg;      if (j != n) { 
   double age,agelim;        dum=1.0/(a[j][j]); 
   int theta;        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
          } 
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");    } 
   fprintf(ficresvpl,"# Age");    free_vector(vv,1,n);  /* Doesn't work */
   for(i=1; i<=nlstate;i++)  ;
       fprintf(ficresvpl," %1d-%1d",i,i);  } 
   fprintf(ficresvpl,"\n");  
   void lubksb(double **a, int n, int *indx, double b[]) 
   xp=vector(1,npar);  { 
   dnewm=matrix(1,nlstate,1,npar);    int i,ii=0,ip,j; 
   doldm=matrix(1,nlstate,1,nlstate);    double sum; 
     
   hstepm=1*YEARM; /* Every year of age */    for (i=1;i<=n;i++) { 
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */      ip=indx[i]; 
   agelim = AGESUP;      sum=b[ip]; 
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */      b[ip]=b[i]; 
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */      if (ii) 
     if (stepm >= YEARM) hstepm=1;        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */      else if (sum) ii=i; 
     gradg=matrix(1,npar,1,nlstate);      b[i]=sum; 
     gp=vector(1,nlstate);    } 
     gm=vector(1,nlstate);    for (i=n;i>=1;i--) { 
       sum=b[i]; 
     for(theta=1; theta <=npar; theta++){      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
       for(i=1; i<=npar; i++){ /* Computes gradient */      b[i]=sum/a[i][i]; 
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    } 
       }  } 
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);  
       for(i=1;i<=nlstate;i++)  /************ Frequencies ********************/
         gp[i] = prlim[i][i];  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, double dateprev1,double dateprev2,double jprev1, double mprev1,double anprev1,double jprev2, double mprev2,double anprev2)
      {  /* Some frequencies */
       for(i=1; i<=npar; i++) /* Computes gradient */    
         xp[i] = x[i] - (i==theta ?delti[theta]:0);    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    int first;
       for(i=1;i<=nlstate;i++)    double ***freq; /* Frequencies */
         gm[i] = prlim[i][i];    double *pp, **prop;
     double pos,posprop, k2, dateintsum=0,k2cpt=0;
       for(i=1;i<=nlstate;i++)    FILE *ficresp;
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];    char fileresp[FILENAMELENGTH];
     } /* End theta */    
     pp=vector(1,nlstate);
     trgradg =matrix(1,nlstate,1,npar);    prop=matrix(1,nlstate,iagemin,iagemax+3);
     strcpy(fileresp,"p");
     for(j=1; j<=nlstate;j++)    strcat(fileresp,fileres);
       for(theta=1; theta <=npar; theta++)    if((ficresp=fopen(fileresp,"w"))==NULL) {
         trgradg[j][theta]=gradg[theta][j];      printf("Problem with prevalence resultfile: %s\n", fileresp);
       fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
     for(i=1;i<=nlstate;i++)      exit(0);
       varpl[i][(int)age] =0.;    }
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);    j1=0;
     for(i=1;i<=nlstate;i++)    
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */    j=cptcoveff;
     if (cptcovn<1) {j=1;ncodemax[1]=1;}
     fprintf(ficresvpl,"%.0f ",age );  
     for(i=1; i<=nlstate;i++)    first=1;
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));  
     fprintf(ficresvpl,"\n");    for(k1=1; k1<=j;k1++){
     free_vector(gp,1,nlstate);      for(i1=1; i1<=ncodemax[k1];i1++){
     free_vector(gm,1,nlstate);        j1++;
     free_matrix(gradg,1,npar,1,nlstate);        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
     free_matrix(trgradg,1,nlstate,1,npar);          scanf("%d", i);*/
   } /* End age */        for (i=-1; i<=nlstate+ndeath; i++)  
           for (jk=-1; jk<=nlstate+ndeath; jk++)  
   free_vector(xp,1,npar);            for(m=iagemin; m <= iagemax+3; m++)
   free_matrix(doldm,1,nlstate,1,npar);              freq[i][jk][m]=0;
   free_matrix(dnewm,1,nlstate,1,nlstate);  
       for (i=1; i<=nlstate; i++)  
 }        for(m=iagemin; m <= iagemax+3; m++)
           prop[i][m]=0;
         
         dateintsum=0;
 /***********************************************/        k2cpt=0;
 /**************** Main Program *****************/        for (i=1; i<=imx; i++) {
 /***********************************************/          bool=1;
           if  (cptcovn>0) {
 /*int main(int argc, char *argv[])*/            for (z1=1; z1<=cptcoveff; z1++) 
 int main()              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
 {                bool=0;
           }
   int i,j, k, n=MAXN,iter,m,size,cptcode, aaa, cptcod;          if (bool==1){
   double agedeb, agefin,hf;            for(m=firstpass; m<=lastpass; m++){
   double agemin=1.e20, agemax=-1.e20;              k2=anint[m][i]+(mint[m][i]/12.);
               if ((k2>=dateprev1) && (k2<=dateprev2)) {
   double fret;                if(agev[m][i]==0) agev[m][i]=iagemax+1;
   double **xi,tmp,delta;                if(agev[m][i]==1) agev[m][i]=iagemax+2;
                 if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
   double dum; /* Dummy variable */                if (m<lastpass) {
   double ***p3mat;                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
   int *indx;                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
   char line[MAXLINE], linepar[MAXLINE];                }
   char title[MAXLINE];                
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];                  dateintsum=dateintsum+k2;
   char filerest[FILENAMELENGTH];                  k2cpt++;
   char fileregp[FILENAMELENGTH];                }
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];              }
   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,jk,aa,bb, stepsize;        fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;  
          if  (cptcovn>0) {
   int hstepm, nhstepm;          fprintf(ficresp, "\n#********** Variable "); 
   double bage, fage, age, agelim, agebase;          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   double ftolpl=FTOL;          fprintf(ficresp, "**********\n#");
   double **prlim;        }
   double *severity;        for(i=1; i<=nlstate;i++) 
   double ***param; /* Matrix of parameters */          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
   double  *p;        fprintf(ficresp, "\n");
   double **matcov; /* Matrix of covariance */        
   double ***delti3; /* Scale */        for(i=iagemin; i <= iagemax+3; i++){
   double *delti; /* Scale */          if(i==iagemax+3){
   double ***eij, ***vareij;            fprintf(ficlog,"Total");
   double **varpl; /* Variances of prevalence limits by age */          }else{
   double *epj, vepp;            if(first==1){
   char version[80]="Imach version 62c, May 1999, INED-EUROREVES ";              first=0;
   char *alph[]={"a","a","b","c","d","e"}, str[4];              printf("See log file for details...\n");
   char z[1]="c", occ;            }
 #include <sys/time.h>            fprintf(ficlog,"Age %d", i);
 #include <time.h>          }
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];          for(jk=1; jk <=nlstate ; jk++){
   /* long total_usecs;            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
   struct timeval start_time, end_time;              pp[jk] += freq[jk][m][i]; 
            }
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */          for(jk=1; jk <=nlstate ; jk++){
             for(m=-1, pos=0; m <=0 ; m++)
               pos += freq[jk][m][i];
   printf("\nIMACH, Version 0.63");            if(pp[jk]>=1.e-10){
   printf("\nEnter the parameter file name: ");              if(first==1){
               printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
 #ifdef windows              }
   scanf("%s",pathtot);              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
   getcwd(pathcd, size);            }else{
   cutv(path,optionfile,pathtot,'\\');              if(first==1)
   chdir(path);                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
   replace(pathc,path);              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
 #endif            }
 #ifdef unix          }
   scanf("%s",optionfile);  
 #endif          for(jk=1; jk <=nlstate ; jk++){
             for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
 /*-------- arguments in the command line --------*/              pp[jk] += freq[jk][m][i];
           }       
   strcpy(fileres,"r");          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
   strcat(fileres, optionfile);            pos += pp[jk];
             posprop += prop[jk][i];
   /*---------arguments file --------*/          }
           for(jk=1; jk <=nlstate ; jk++){
   if((ficpar=fopen(optionfile,"r"))==NULL)    {            if(pos>=1.e-5){
     printf("Problem with optionfile %s\n",optionfile);              if(first==1)
     goto end;                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
   }              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
             }else{
   strcpy(filereso,"o");              if(first==1)
   strcat(filereso,fileres);                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
   if((ficparo=fopen(filereso,"w"))==NULL) {              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
     printf("Problem with Output resultfile: %s\n", filereso);goto end;            }
   }            if( i <= iagemax){
               if(pos>=1.e-5){
   /* Reads comments: lines beginning with '#' */                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,"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);          for(jk=-1; jk <=nlstate+ndeath; 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);            for(m=-1; m <=nlstate+ndeath; m++)
   fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncov,nlstate,ndeath,maxwav, mle, weightopt,model);              if(freq[jk][m][i] !=0 ) {
               if(first==1)
   covar=matrix(1,NCOVMAX,1,n);                    printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
   if (strlen(model)<=1) cptcovn=0;                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
   else {              }
     j=0;          if(i <= iagemax)
     j=nbocc(model,'+');            fprintf(ficresp,"\n");
     cptcovn=j+1;          if(first==1)
   }            printf("Others in log...\n");
           fprintf(ficlog,"\n");
   ncovmodel=2+cptcovn;        }
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */      }
      }
   /* Read guess parameters */    dateintmean=dateintsum/k2cpt; 
   /* Reads comments: lines beginning with '#' */   
   while((c=getc(ficpar))=='#' && c!= EOF){    fclose(ficresp);
     ungetc(c,ficpar);    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
     fgets(line, MAXLINE, ficpar);    free_vector(pp,1,nlstate);
     puts(line);    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
     fputs(line,ficparo);    /* End of Freq */
   }  }
   ungetc(c,ficpar);  
    /************ Prevalence ********************/
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);  void prevalence(double agemin, double agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, int firstpass, int lastpass)
     for(i=1; i <=nlstate; i++)  {  
     for(j=1; j <=nlstate+ndeath-1; j++){    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
       fscanf(ficpar,"%1d%1d",&i1,&j1);       in each health status at the date of interview (if between dateprev1 and dateprev2).
       fprintf(ficparo,"%1d%1d",i1,j1);       We still use firstpass and lastpass as another selection.
       printf("%1d%1d",i,j);    */
       for(k=1; k<=ncovmodel;k++){   
         fscanf(ficpar," %lf",&param[i][j][k]);    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
         printf(" %lf",param[i][j][k]);    double ***freq; /* Frequencies */
         fprintf(ficparo," %lf",param[i][j][k]);    double *pp, **prop;
       }    double pos,posprop; 
       fscanf(ficpar,"\n");    double  y2; /* in fractional years */
       printf("\n");    int iagemin, iagemax;
       fprintf(ficparo,"\n");  
     }    iagemin= (int) agemin;
      iagemax= (int) agemax;
   npar= (nlstate+ndeath-1)*nlstate*ncovmodel;    /*pp=vector(1,nlstate);*/
   p=param[1][1];    prop=matrix(1,nlstate,iagemin,iagemax+3); 
      /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
   /* Reads comments: lines beginning with '#' */    j1=0;
   while((c=getc(ficpar))=='#' && c!= EOF){    
     ungetc(c,ficpar);    j=cptcoveff;
     fgets(line, MAXLINE, ficpar);    if (cptcovn<1) {j=1;ncodemax[1]=1;}
     puts(line);    
     fputs(line,ficparo);    for(k1=1; k1<=j;k1++){
   }      for(i1=1; i1<=ncodemax[k1];i1++){
   ungetc(c,ficpar);        j1++;
         
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);        for (i=1; i<=nlstate; i++)  
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */          for(m=iagemin; m <= iagemax+3; m++)
   for(i=1; i <=nlstate; i++){            prop[i][m]=0.0;
     for(j=1; j <=nlstate+ndeath-1; j++){       
       fscanf(ficpar,"%1d%1d",&i1,&j1);        for (i=1; i<=imx; i++) { /* Each individual */
       printf("%1d%1d",i,j);          bool=1;
       fprintf(ficparo,"%1d%1d",i1,j1);          if  (cptcovn>0) {
       for(k=1; k<=ncovmodel;k++){            for (z1=1; z1<=cptcoveff; z1++) 
         fscanf(ficpar,"%le",&delti3[i][j][k]);              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
         printf(" %le",delti3[i][j][k]);                bool=0;
         fprintf(ficparo," %le",delti3[i][j][k]);          } 
       }          if (bool==1) { 
       fscanf(ficpar,"\n");            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
       printf("\n");              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
       fprintf(ficparo,"\n");              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
     }                if(agev[m][i]==0) agev[m][i]=iagemax+1;
   }                if(agev[m][i]==1) agev[m][i]=iagemax+2;
   delti=delti3[1][1];                if((int)agev[m][i] <iagemin || (int)agev[m][i] >iagemax+3) printf("Error on individual =%d agev[m][i]=%f m=%d\n",i, agev[m][i],m); 
                  if (s[m][i]>0 && s[m][i]<=nlstate) { 
   /* Reads comments: lines beginning with '#' */                  /*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]]);*/
   while((c=getc(ficpar))=='#' && c!= EOF){                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
     ungetc(c,ficpar);                  prop[s[m][i]][iagemax+3] += weight[i]; 
     fgets(line, MAXLINE, ficpar);                } 
     puts(line);              }
     fputs(line,ficparo);            } /* end selection of waves */
   }          }
   ungetc(c,ficpar);        }
          for(i=iagemin; i <= iagemax+3; i++){  
   matcov=matrix(1,npar,1,npar);          
   for(i=1; i <=npar; i++){          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
     fscanf(ficpar,"%s",&str);            posprop += prop[jk][i]; 
     printf("%s",str);          } 
     fprintf(ficparo,"%s",str);  
     for(j=1; j <=i; j++){          for(jk=1; jk <=nlstate ; jk++){     
       fscanf(ficpar," %le",&matcov[i][j]);            if( i <=  iagemax){ 
       printf(" %.5le",matcov[i][j]);              if(posprop>=1.e-5){ 
       fprintf(ficparo," %.5le",matcov[i][j]);                probs[i][jk][j1]= prop[jk][i]/posprop;
     }              } 
     fscanf(ficpar,"\n");            } 
     printf("\n");          }/* end jk */ 
     fprintf(ficparo,"\n");        }/* end i */ 
   }      } /* end i1 */
   for(i=1; i <=npar; i++)    } /* end k1 */
     for(j=i+1;j<=npar;j++)    
       matcov[i][j]=matcov[j][i];    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
        /*free_vector(pp,1,nlstate);*/
   printf("\n");    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
   }  /* End of prevalence */
   
    if(mle==1){  /************* Waves Concatenation ***************/
     /*-------- data file ----------*/  
     if((ficres =fopen(fileres,"w"))==NULL) {  void  concatwav(int wav[], int **dh, int **bh,  int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)
       printf("Problem with resultfile: %s\n", fileres);goto end;  {
     }    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
     fprintf(ficres,"#%s\n",version);       Death is a valid wave (if date is known).
           mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
     if((fic=fopen(datafile,"r"))==NULL)    {       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
       printf("Problem with datafile: %s\n", datafile);goto end;       and mw[mi+1][i]. dh depends on stepm.
     }       */
   
     n= lastobs;    int i, mi, m;
     severity = vector(1,maxwav);    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
     outcome=imatrix(1,maxwav+1,1,n);       double sum=0., jmean=0.;*/
     num=ivector(1,n);    int first;
     moisnais=vector(1,n);    int j, k=0,jk, ju, jl;
     annais=vector(1,n);    double sum=0.;
     moisdc=vector(1,n);    first=0;
     andc=vector(1,n);    jmin=1e+5;
     agedc=vector(1,n);    jmax=-1;
     cod=ivector(1,n);    jmean=0.;
     weight=vector(1,n);    for(i=1; i<=imx; i++){
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */      mi=0;
     mint=matrix(1,maxwav,1,n);      m=firstpass;
     anint=matrix(1,maxwav,1,n);      while(s[m][i] <= nlstate){
     s=imatrix(1,maxwav+1,1,n);        if(s[m][i]>=1)
     adl=imatrix(1,maxwav+1,1,n);              mw[++mi][i]=m;
     tab=ivector(1,NCOVMAX);        if(m >=lastpass)
     ncodemax=ivector(1,NCOVMAX);          break;
         else
     i=1;          m++;
     while (fgets(line, MAXLINE, fic) != NULL)    {      }/* end while */
       if ((i >= firstobs) && (i <=lastobs)) {      if (s[m][i] > nlstate){
                mi++;     /* Death is another wave */
         for (j=maxwav;j>=1;j--){        /* if(mi==0)  never been interviewed correctly before death */
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);           /* Only death is a correct wave */
           strcpy(line,stra);        mw[mi][i]=m;
           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);  
         }      wav[i]=mi;
              if(mi==0){
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);        if(first==0){
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);          printf("Warning! None valid information for:%d line=%d (skipped) and may be others, see log file\n",num[i],i);
           first=1;
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);        }
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);        if(first==1){
           fprintf(ficlog,"Warning! None valid information for:%d line=%d (skipped)\n",num[i],i);
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);        }
         for (j=ncov;j>=1;j--){      } /* end mi==0 */
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);    } /* End individuals */
         }  
         num[i]=atol(stra);    for(i=1; i<=imx; i++){
       for(mi=1; mi<wav[i];mi++){
         /* 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]));*/        if (stepm <=0)
           dh[mi][i]=1;
         /*printf("%d %.lf %.lf %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),(covar[3][i]), (covar[4][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]));*/        else{
           if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
         i=i+1;            if (agedc[i] < 2*AGESUP) {
       }            j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
     }            if(j==0) j=1;  /* Survives at least one month after exam */
     /*scanf("%d",i);*/            k=k+1;
             if (j >= jmax) jmax=j;
   imx=i-1; /* Number of individuals */            if (j <= jmin) jmin=j;
              sum=sum+j;
   /* Calculation of the number of parameter from char model*/            /*if (j<0) printf("j=%d num=%d \n",j,i);*/
   Tvar=ivector(1,8);                /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
                if(j<0)printf("Error! Negative delay (%d to death) between waves %d and %d of individual %d at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
   if (strlen(model) >1){            }
     j=0;          }
     j=nbocc(model,'+');          else{
     cptcovn=j+1;            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
              /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
     strcpy(modelsav,model);            k=k+1;
     if (j==0) {            if (j >= jmax) jmax=j;
       cutv(stra,strb,modelsav,'V'); Tvar[1]=atoi(strb);            else if (j <= jmin)jmin=j;
     }            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
     else {            /*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; i>=1;i--){            if(j<0)printf("Error! Negative delay (%d) between waves %d and %d of individual %d 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]);
         cutv(stra,strb,modelsav,'+');            sum=sum+j;
         if (strchr(strb,'*')) {          }
           cutv(strd,strc,strb,'*');          jk= j/stepm;
           cutv(strb,stre,strc,'V');Tvar[i+1]=ncov+1;          jl= j -jk*stepm;
           cutv(strb,strc,strd,'V');          ju= j -(jk+1)*stepm;
           for (k=1; k<=lastobs;k++)          if(mle <=1){ 
             covar[ncov+1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];            if(jl==0){
         }              dh[mi][i]=jk;
         else {              bh[mi][i]=0;
           cutv(strd,strc,strb,'V');            }else{ /* We want a negative bias in order to only have interpolation ie
           Tvar[i+1]=atoi(strc);                    * at the price of an extra matrix product in likelihood */
         }              dh[mi][i]=jk+1;
         strcpy(modelsav,stra);                bh[mi][i]=ju;
       }            }
       /*cutv(strd,strc,stra,'V');*/          }else{
       Tvar[1]=atoi(strc);            if(jl <= -ju){
     }              dh[mi][i]=jk;
   }              bh[mi][i]=jl;       /* bias is positive if real duration
   /*printf("tvar=%d ",Tvar[1]);*/                                   * is higher than the multiple of stepm and negative otherwise.
   /*scanf("%d ",i);*/                                   */
     fclose(fic);            }
             else{
     if (weightopt != 1) { /* Maximisation without weights*/              dh[mi][i]=jk+1;
       for(i=1;i<=n;i++) weight[i]=1.0;              bh[mi][i]=ju;
     }            }
     /*-calculation of age at interview from date of interview and age at death -*/            if(dh[mi][i]==0){
     agev=matrix(1,maxwav,1,imx);              dh[mi][i]=1; /* At least one step */
                  bh[mi][i]=ju; /* At least one step */
     for (i=1; i<=imx; i++)  {              /*  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);*/
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);            }
       for(m=1; (m<= maxwav); m++){          }
         if (mint[m][i]==99 || anint[m][i]==9999) s[m][i]=-1;          } /* end if mle */
         if(s[m][i] >0){      } /* end wave */
           if (s[m][i] == nlstate+1) {    }
             if(agedc[i]>0)    jmean=sum/k;
               if(moisdc[i]!=99 && andc[i]!=9999)    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
               agev[m][i]=agedc[i];    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
             else{   }
               printf("Warning negative age at death: %d line:%d\n",num[i],i);  
               agev[m][i]=-1;  /*********** Tricode ****************************/
             }  void tricode(int *Tvar, int **nbcode, int imx)
           }  {
           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]);    int Ndum[20],ij=1, k, j, i, maxncov=19;
             if(mint[m][i]==99 || anint[m][i]==9999){    int cptcode=0;
               agev[m][i]=1;    cptcoveff=0; 
               /* printf("i=%d m=%d agev=%lf \n",i,m, agev[m][i]);    */   
             }    for (k=0; k<maxncov; k++) Ndum[k]=0;
             else if(agev[m][i] <agemin){    for (k=1; k<=7; k++) ncodemax[k]=0;
               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);*/    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
             }      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
             else if(agev[m][i] >agemax){                                 modality*/ 
               agemax=agev[m][i];        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/        Ndum[ij]++; /*store the modality */
             }        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
             /*agev[m][i]=anint[m][i]-annais[i];*/        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
             /*   agev[m][i] = age[i]+2*m;*/                                         Tvar[j]. If V=sex and male is 0 and 
           }                                         female is 1, then  cptcode=1.*/
           else { /* =9 */      }
             agev[m][i]=1;  
             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 */
         }      }
         else /*= 0 Unknown */  
           agev[m][i]=1;      ij=1; 
       }      for (i=1; i<=ncodemax[j]; i++) {
            for (k=0; k<= maxncov; k++) {
     }          if (Ndum[k] != 0) {
     for (i=1; i<=imx; i++)  {            nbcode[Tvar[j]][ij]=k; 
       for(m=1; (m<= maxwav); m++){            /* 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; */
         if (s[m][i] > (nlstate+ndeath)) {            
           printf("Error: Wrong value in nlstate or ndeath\n");              ij++;
           goto end;          }
         }          if (ij > ncodemax[j]) break; 
       }        }  
     }      } 
     }  
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);  
    for (k=0; k< maxncov; k++) Ndum[k]=0;
     free_vector(severity,1,maxwav);  
     free_imatrix(outcome,1,maxwav+1,1,n);   for (i=1; i<=ncovmodel-2; i++) { 
     free_vector(moisnais,1,n);     /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
     free_vector(annais,1,n);     ij=Tvar[i];
     free_matrix(mint,1,maxwav,1,n);     Ndum[ij]++;
     free_matrix(anint,1,maxwav,1,n);   }
     free_vector(moisdc,1,n);  
     free_vector(andc,1,n);   ij=1;
    for (i=1; i<= maxncov; i++) {
         if((Ndum[i]!=0) && (i<=ncovcol)){
     wav=ivector(1,imx);       Tvaraff[ij]=i; /*For printing */
     dh=imatrix(1,lastpass-firstpass+1,1,imx);       ij++;
     mw=imatrix(1,lastpass-firstpass+1,1,imx);     }
       }
     /* Concatenates waves */   
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);   cptcoveff=ij-1; /*Number of simple covariates*/
   }
   
 Tcode=ivector(1,100);  /*********** Health Expectancies ****************/
    nbcode=imatrix(1,nvar,1,8);    
    ncodemax[1]=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 )
    if (cptcovn > 0) tricode(Tvar,nbcode,imx);  
    {
    codtab=imatrix(1,100,1,10);    /* Health expectancies */
    h=0;    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
    m=pow(2,cptcovn);    double age, agelim, hf;
      double ***p3mat,***varhe;
    for(k=1;k<=cptcovn; k++){    double **dnewm,**doldm;
      for(i=1; i <=(m/pow(2,k));i++){    double *xp;
        for(j=1; j <= ncodemax[k]; j++){    double **gp, **gm;
          for(cpt=1; cpt <=(m/pow(2,cptcovn+1-k)); cpt++){    double ***gradg, ***trgradg;
            h++;    int theta;
            if (h>m) h=1;codtab[h][k]=j;  
          }    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
        }    xp=vector(1,npar);
      }    dnewm=matrix(1,nlstate*nlstate,1,npar);
    }    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
     
    /*for(i=1; i <=m ;i++){    fprintf(ficreseij,"# Health expectancies\n");
      for(k=1; k <=cptcovn; k++){    fprintf(ficreseij,"# Age");
        printf("i=%d k=%d %d ",i,k,codtab[i][k]);    for(i=1; i<=nlstate;i++)
      }      for(j=1; j<=nlstate;j++)
      printf("\n");        fprintf(ficreseij," %1d-%1d (SE)",i,j);
    }    fprintf(ficreseij,"\n");
   scanf("%d",i);*/  
        if(estepm < stepm){
    /* Calculates basic frequencies. Computes observed prevalence at single age      printf ("Problem %d lower than %d\n",estepm, stepm);
        and prints on file fileres'p'. */    }
   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);    else  hstepm=estepm;   
     /* We compute the life expectancy from trapezoids spaced every estepm months
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */     * This is mainly to measure the difference between two models: for example
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */     * if stepm=24 months pijx are given only every 2 years and by summing them
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */     * we are calculating an estimate of the Life Expectancy assuming a linear 
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */     * progression in between and thus overestimating or underestimating according
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */     * to the curvature of the survival function. If, for the same date, we 
         * estimate the model with stepm=1 month, we can keep estepm to 24 months
     /* For Powell, parameters are in a vector p[] starting at p[1]     * to compare the new estimate of Life expectancy with the same linear 
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */     * hypothesis. A more precise result, taking into account a more precise
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */     * curvature will be obtained if estepm is as small as stepm. */
     /*scanf("%d",i);*/  
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);    /* 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 
     /*--------- results files --------------*/       nstepm is the number of stepm from age to agelin. 
     fprintf(ficres,"\ntitle=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate, ndeath, maxwav, mle,weightopt,model);       Look at hpijx to understand the reason of that which relies in memory size
           and note for a fixed period like estepm months */
    jk=1;    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
    fprintf(ficres,"# Parameters\n");       survival function given by stepm (the optimization length). Unfortunately it
    printf("# Parameters\n");       means that if the survival funtion is printed only each two years of age and if
    for(i=1,jk=1; i <=nlstate; i++){       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
      for(k=1; k <=(nlstate+ndeath); k++){       results. So we changed our mind and took the option of the best precision.
        if (k != i)    */
          {    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
            printf("%d%d ",i,k);  
            fprintf(ficres,"%1d%1d ",i,k);    agelim=AGESUP;
            for(j=1; j <=ncovmodel; j++){    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
              printf("%f ",p[jk]);      /* nhstepm age range expressed in number of stepm */
              fprintf(ficres,"%f ",p[jk]);      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
              jk++;      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
            }      /* if (stepm >= YEARM) hstepm=1;*/
            printf("\n");      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
            fprintf(ficres,"\n");      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
          }      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
      }      gp=matrix(0,nhstepm,1,nlstate*nlstate);
    }      gm=matrix(0,nhstepm,1,nlstate*nlstate);
   
     /* Computing hessian and covariance matrix */      /* Computed by stepm unit matrices, product of hstepm matrices, stored
     ftolhess=ftol; /* Usually correct */         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
     hesscov(matcov, p, npar, delti, ftolhess, func);      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
     fprintf(ficres,"# Scales\n");   
     printf("# Scales\n");  
      for(i=1,jk=1; i <=nlstate; i++){      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
       for(j=1; j <=nlstate+ndeath; j++){  
         if (j!=i) {      /* Computing Variances of health expectancies */
           fprintf(ficres,"%1d%1d",i,j);  
           printf("%1d%1d",i,j);       for(theta=1; theta <=npar; theta++){
           for(k=1; k<=ncovmodel;k++){        for(i=1; i<=npar; i++){ 
             printf(" %.5e",delti[jk]);          xp[i] = x[i] + (i==theta ?delti[theta]:0);
             fprintf(ficres," %.5e",delti[jk]);        }
             jk++;        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
           }    
           printf("\n");        cptj=0;
           fprintf(ficres,"\n");        for(j=1; j<= nlstate; j++){
         }          for(i=1; i<=nlstate; i++){
       }            cptj=cptj+1;
       }            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
                  gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
     k=1;            }
     fprintf(ficres,"# Covariance\n");          }
     printf("# Covariance\n");        }
     for(i=1;i<=npar;i++){       
       /*  if (k>nlstate) k=1;       
       i1=(i-1)/(ncovmodel*nlstate)+1;        for(i=1; i<=npar; i++) 
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);          xp[i] = x[i] - (i==theta ?delti[theta]:0);
       printf("%s%d%d",alph[k],i1,tab[i]);*/        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
       fprintf(ficres,"%3d",i);        
       printf("%3d",i);        cptj=0;
       for(j=1; j<=i;j++){        for(j=1; j<= nlstate; j++){
         fprintf(ficres," %.5e",matcov[i][j]);          for(i=1;i<=nlstate;i++){
         printf(" %.5e",matcov[i][j]);            cptj=cptj+1;
       }            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
       fprintf(ficres,"\n");  
       printf("\n");              gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
       k++;            }
     }          }
            }
     while((c=getc(ficpar))=='#' && c!= EOF){        for(j=1; j<= nlstate*nlstate; j++)
       ungetc(c,ficpar);          for(h=0; h<=nhstepm-1; h++){
       fgets(line, MAXLINE, ficpar);            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
       puts(line);          }
       fputs(line,ficparo);       } 
     }     
     ungetc(c,ficpar);  /* End theta */
    
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
      
     if (fage <= 2) {       for(h=0; h<=nhstepm-1; h++)
       bage = agemin;        for(j=1; j<=nlstate*nlstate;j++)
       fage = agemax;          for(theta=1; theta <=npar; theta++)
     }            trgradg[h][j][theta]=gradg[h][theta][j];
        
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");  
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);       for(i=1;i<=nlstate*nlstate;i++)
 /*------------ gnuplot -------------*/        for(j=1;j<=nlstate*nlstate;j++)
 chdir(pathcd);          varhe[i][j][(int)age] =0.;
   if((ficgp=fopen("graph.plt","w"))==NULL) {  
     printf("Problem with file graph.gp");goto end;       printf("%d|",(int)age);fflush(stdout);
   }       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
 #ifdef windows       for(h=0;h<=nhstepm-1;h++){
   fprintf(ficgp,"cd \"%s\" \n",pathc);        for(k=0;k<=nhstepm-1;k++){
 #endif          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
 m=pow(2,cptcovn);          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
            for(i=1;i<=nlstate*nlstate;i++)
  /* 1eme*/            for(j=1;j<=nlstate*nlstate;j++)
   for (cpt=1; cpt<= nlstate ; cpt ++) {              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
    for (k1=1; k1<= m ; k1 ++) {        }
       }
 #ifdef windows      /* Computing expectancies */
     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);      for(i=1; i<=nlstate;i++)
 #endif        for(j=1; j<=nlstate;j++)
 #ifdef unix          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
 #endif            
   /* if((int)age==70)printf("i=%2d,j=%2d,h=%2d,age=%3d,%9.4f,%9.4f,%9.4f\n",i,j,h,(int)age,p3mat[i][j][h],hf,eij[i][j][(int)age]);*/
 for (i=1; i<= nlstate ; i ++) {  
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");          }
   else fprintf(ficgp," \%%*lf (\%%*lf)");  
 }      fprintf(ficreseij,"%3.0f",age );
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);      cptj=0;
     for (i=1; i<= nlstate ; i ++) {      for(i=1; i<=nlstate;i++)
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");        for(j=1; j<=nlstate;j++){
   else fprintf(ficgp," \%%*lf (\%%*lf)");          cptj++;
 }          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);        }
      for (i=1; i<= nlstate ; i ++) {      fprintf(ficreseij,"\n");
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");     
   else fprintf(ficgp," \%%*lf (\%%*lf)");      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
 }        free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
 #ifdef unix      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
 fprintf(ficgp,"\nset ter gif small size 400,300");      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 #endif    }
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    printf("\n");
    }    fprintf(ficlog,"\n");
   }  
   /*2 eme*/    free_vector(xp,1,npar);
     free_matrix(dnewm,1,nlstate*nlstate,1,npar);
   for (k1=1; k1<= m ; k1 ++) {    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
      }
     for (i=1; i<= nlstate+1 ; i ++) {  
       k=2*i;  /************ Variance ******************/
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);  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)
       for (j=1; j<= nlstate+1 ; j ++) {  {
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    /* Variance of health expectancies */
   else fprintf(ficgp," \%%*lf (\%%*lf)");    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
 }      /* double **newm;*/
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");    double **dnewm,**doldm;
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);    double **dnewmp,**doldmp;
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);    int i, j, nhstepm, hstepm, h, nstepm ;
       for (j=1; j<= nlstate+1 ; j ++) {    int k, cptcode;
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    double *xp;
         else fprintf(ficgp," \%%*lf (\%%*lf)");    double **gp, **gm;  /* for var eij */
 }      double ***gradg, ***trgradg; /*for var eij */
       fprintf(ficgp,"\" t\"\" w l 0,");    double **gradgp, **trgradgp; /* for var p point j */
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);    double *gpp, *gmp; /* for var p point j */
       for (j=1; j<= nlstate+1 ; j ++) {    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    double ***p3mat;
   else fprintf(ficgp," \%%*lf (\%%*lf)");    double age,agelim, hf;
 }      double ***mobaverage;
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");    int theta;
       else fprintf(ficgp,"\" t\"\" w l 0,");    char digit[4];
     }    char digitp[25];
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);  
   }    char fileresprobmorprev[FILENAMELENGTH];
    
   /*3eme*/    if(popbased==1){
       if(mobilav!=0)
   for (k1=1; k1<= m ; k1 ++) {        strcpy(digitp,"-populbased-mobilav-");
     for (cpt=1; cpt<= nlstate ; cpt ++) {      else strcpy(digitp,"-populbased-nomobil-");
       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);    else 
       for (i=1; i< nlstate ; i ++) {      strcpy(digitp,"-stablbased-");
         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);  
       }    if (mobilav!=0) {
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);      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);
   /* CV preval stat */      }
   for (k1=1; k1<= m ; k1 ++) {    }
     for (cpt=1; cpt<nlstate ; cpt ++) {  
       k=3;    strcpy(fileresprobmorprev,"prmorprev"); 
       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/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);    sprintf(digit,"%-d",ij);
       for (i=1; i< nlstate ; i ++)    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
         fprintf(ficgp,"+$%d",k+i+1);    strcat(fileresprobmorprev,digit); /* Tvar to be done */
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
          strcat(fileresprobmorprev,fileres);
       l=3+(nlstate+ndeath)*cpt;    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);      printf("Problem with resultfile: %s\n", fileresprobmorprev);
       for (i=1; i< nlstate ; i ++) {      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
         l=3+(nlstate+ndeath)*cpt;    }
         fprintf(ficgp,"+$%d",l+i+1);    printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
       }    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);      fprintf(ficresprobmorprev,"# probabilities of dying before estepm=%d months for people of exact age and weighted probabilities w1*p1j+w2*p2j+... stand dev in()\n",estepm);
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
     }    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
   }      fprintf(ficresprobmorprev," p.%-d SE",j);
       for(i=1; i<=nlstate;i++)
   /* proba elementaires */        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
   for(i=1,jk=1; i <=nlstate; i++){    }  
     for(k=1; k <=(nlstate+ndeath); k++){    fprintf(ficresprobmorprev,"\n");
       if (k != i) {    if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
         /*  fprintf(ficgp,"%1d%1d ",i,k);*/      printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
         for(j=1; j <=ncovmodel; j++){      fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
           fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);      exit(0);
           jk++;    }
           fprintf(ficgp,"\n");    else{
         }      fprintf(ficgp,"\n# Routine varevsij");
       }    }
     }    if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
   }      printf("Problem with html file: %s\n", optionfilehtm);
   for(jk=1; jk <=m; jk++) {      fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm);
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);      exit(0);
   for(i=1; i <=nlstate; i++) {    }
     for(k=1; k <=(nlstate+ndeath); k++){    else{
       if (k != i) {      fprintf(fichtm,"\n<li><h4> Computing probabilities of dying over estepm months as a weighted average (i.e global mortality independent of initial healh state)</h4></li>\n");
         fprintf(ficgp," exp(a%d%d+b%d%d*x",i,k,i,k);      fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
         for(j=3; j <=ncovmodel; j++)    }
           fprintf(ficgp,"+%s%d%d*%d",alph[j],i,k,nbcode[Tvar[j-2]][codtab[jk][j-2]]);    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
         fprintf(ficgp,")/(1");  
         for(k1=1; k1 <=(nlstate+ndeath); k1++)    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");
           if (k1 != i) {    fprintf(ficresvij,"# Age");
             fprintf(ficgp,"+exp(a%d%d+b%d%d*x",i,k1,i,k1);    for(i=1; i<=nlstate;i++)
             for(j=3; j <=ncovmodel; j++)      for(j=1; j<=nlstate;j++)
               fprintf(ficgp,"+%s%d%d*%d",alph[j],i,k,nbcode[Tvar[j-2]][codtab[jk][j-2]]);        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
             fprintf(ficgp,")");    fprintf(ficresvij,"\n");
           }  
         fprintf(ficgp,") t \"p%d%d\" ", i,k);    xp=vector(1,npar);
       if ((i+k)!= (nlstate*2+ndeath)) fprintf(ficgp,",");    dnewm=matrix(1,nlstate,1,npar);
       }    doldm=matrix(1,nlstate,1,nlstate);
     }    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
   }    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);    
   }    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
   fclose(ficgp);    gpp=vector(nlstate+1,nlstate+ndeath);
        gmp=vector(nlstate+1,nlstate+ndeath);
 chdir(path);    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
     free_matrix(agev,1,maxwav,1,imx);    
     free_ivector(wav,1,imx);    if(estepm < stepm){
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);      printf ("Problem %d lower than %d\n",estepm, stepm);
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);    }
        else  hstepm=estepm;   
     free_imatrix(s,1,maxwav+1,1,n);    /* 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 
     free_ivector(num,1,n);       nstepm is the number of stepm from age to agelin. 
     free_vector(agedc,1,n);       Look at hpijx to understand the reason of that which relies in memory size
     free_vector(weight,1,n);       and note for a fixed period like k years */
     /*free_matrix(covar,1,NCOVMAX,1,n);*/    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
     fclose(ficparo);       survival function given by stepm (the optimization length). Unfortunately it
     fclose(ficres);       means that if the survival funtion is printed every two years of age and if
    }       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
           results. So we changed our mind and took the option of the best precision.
    /*________fin mle=1_________*/    */
        hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
     agelim = AGESUP;
      for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
     /* No more information from the sample is required now */      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
   /* Reads comments: lines beginning with '#' */      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
   while((c=getc(ficpar))=='#' && c!= EOF){      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     ungetc(c,ficpar);      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
     fgets(line, MAXLINE, ficpar);      gp=matrix(0,nhstepm,1,nlstate);
     puts(line);      gm=matrix(0,nhstepm,1,nlstate);
     fputs(line,ficparo);  
   }  
   ungetc(c,ficpar);      for(theta=1; theta <=npar; theta++){
          for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);          xp[i] = x[i] + (i==theta ?delti[theta]:0);
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);        }
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 /*--------- index.htm --------*/        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   
   if((fichtm=fopen("index.htm","w"))==NULL)    {        if (popbased==1) {
     printf("Problem with index.htm \n");goto end;          if(mobilav ==0){
   }            for(i=1; i<=nlstate;i++)
               prlim[i][i]=probs[(int)age][i][ij];
  fprintf(fichtm,"<body><ul> Imach, Version 0.63<hr> <li>Outputs files<br><br>\n          }else{ /* mobilav */ 
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n            for(i=1; i<=nlstate;i++)
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>              prlim[i][i]=mobaverage[(int)age][i][ij];
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>          }
         - 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>        for(j=1; j<= nlstate; j++){
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>          for(h=0; h<=nhstepm; h++){
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br><br>",fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
           }
  fprintf(fichtm," <li>Graphs</li>\n<p>");        }
         /* This for computing probability of death (h=1 means
  m=cptcovn;           computed over hstepm matrices product = hstepm*stepm months) 
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}           as a weighted average of prlim.
         */
  j1=0;        for(j=nlstate+1;j<=nlstate+ndeath;j++){
  for(k1=1; k1<=m;k1++){          for(i=1,gpp[j]=0.; i<= nlstate; i++)
    for(i1=1; i1<=ncodemax[k1];i1++){            gpp[j] += prlim[i][i]*p3mat[i][j][1];
        j1++;        }    
        if (cptcovn > 0) {        /* end probability of death */
          fprintf(fichtm,"<hr>************ Results for covariates");  
          for (cpt=1; cpt<=cptcovn;cpt++)        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
            fprintf(fichtm," V%d=%d ",Tvar[cpt],nbcode[Tvar[cpt]][codtab[j1][cpt]]);          xp[i] = x[i] - (i==theta ?delti[theta]:0);
          fprintf(fichtm," ************\n<hr>");        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
        }        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>   
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);            if (popbased==1) {
        for(cpt=1; cpt<nlstate;cpt++){          if(mobilav ==0){
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>            for(i=1; i<=nlstate;i++)
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);              prlim[i][i]=probs[(int)age][i][ij];
        }          }else{ /* mobilav */ 
     for(cpt=1; cpt<=nlstate;cpt++) {            for(i=1; i<=nlstate;i++)
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident              prlim[i][i]=mobaverage[(int)age][i][ij];
 interval) in state (%d): v%s%d%d.gif <br>          }
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);          }
      }  
      for(cpt=1; cpt<=nlstate;cpt++) {        for(j=1; j<= nlstate; j++){
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>          for(h=0; h<=nhstepm; h++){
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
      }              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
      fprintf(fichtm,"\n<br>- Total life expectancy by age and          }
 health expectancies in states (1) and (2): e%s%d.gif<br>        }
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);        /* This for computing probability of death (h=1 means
 fprintf(fichtm,"\n</body>");           computed over hstepm matrices product = hstepm*stepm months) 
    }           as a weighted average of prlim.
  }        */
 fclose(fichtm);        for(j=nlstate+1;j<=nlstate+ndeath;j++){
           for(i=1,gmp[j]=0.; i<= nlstate; i++)
   /*--------------- Prevalence limit --------------*/           gmp[j] += prlim[i][i]*p3mat[i][j][1];
          }    
   strcpy(filerespl,"pl");        /* end probability of death */
   strcat(filerespl,fileres);  
   if((ficrespl=fopen(filerespl,"w"))==NULL) {        for(j=1; j<= nlstate; j++) /* vareij */
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;          for(h=0; h<=nhstepm; h++){
   }            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);          }
   fprintf(ficrespl,"#Prevalence limit\n");  
   fprintf(ficrespl,"#Age ");        for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
   fprintf(ficrespl,"\n");        }
    
   prlim=matrix(1,nlstate,1,nlstate);      } /* End theta */
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      for(h=0; h<=nhstepm; h++) /* veij */
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */        for(j=1; j<=nlstate;j++)
   k=0;          for(theta=1; theta <=npar; theta++)
   agebase=agemin;            trgradg[h][j][theta]=gradg[h][theta][j];
   agelim=agemax;  
   ftolpl=1.e-10;      for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
   i1=cptcovn;        for(theta=1; theta <=npar; theta++)
   if (cptcovn < 1){i1=1;}          trgradgp[j][theta]=gradgp[theta][j];
     
   for(cptcov=1;cptcov<=i1;cptcov++){  
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
         k=k+1;      for(i=1;i<=nlstate;i++)
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/        for(j=1;j<=nlstate;j++)
         fprintf(ficrespl,"\n#****** ");          vareij[i][j][(int)age] =0.;
         for(j=1;j<=cptcovn;j++)  
           fprintf(ficrespl,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);      for(h=0;h<=nhstepm;h++){
         fprintf(ficrespl,"******\n");        for(k=0;k<=nhstepm;k++){
                  matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
         for (age=agebase; age<=agelim; age++){          matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);          for(i=1;i<=nlstate;i++)
           fprintf(ficrespl,"%.0f",age );            for(j=1;j<=nlstate;j++)
           for(i=1; i<=nlstate;i++)              vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
           fprintf(ficrespl," %.5f", prlim[i][i]);        }
           fprintf(ficrespl,"\n");      }
         }    
       }      /* pptj */
     }      matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
   fclose(ficrespl);      matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
   /*------------- h Pij x at various ages ------------*/      for(j=nlstate+1;j<=nlstate+ndeath;j++)
          for(i=nlstate+1;i<=nlstate+ndeath;i++)
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);          varppt[j][i]=doldmp[j][i];
   if((ficrespij=fopen(filerespij,"w"))==NULL) {      /* end ppptj */
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;      /*  x centered again */
   }      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
   printf("Computing pij: result on file '%s' \n", filerespij);      prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
     
   stepsize=(int) (stepm+YEARM-1)/YEARM;      if (popbased==1) {
   if (stepm<=24) stepsize=2;        if(mobilav ==0){
           for(i=1; i<=nlstate;i++)
   agelim=AGESUP;            prlim[i][i]=probs[(int)age][i][ij];
   hstepm=stepsize*YEARM; /* Every year of age */        }else{ /* mobilav */ 
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */          for(i=1; i<=nlstate;i++)
              prlim[i][i]=mobaverage[(int)age][i][ij];
   k=0;        }
   for(cptcov=1;cptcov<=i1;cptcov++){      }
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){               
       k=k+1;      /* This for computing probability of death (h=1 means
         fprintf(ficrespij,"\n#****** ");         computed over hstepm (estepm) matrices product = hstepm*stepm months) 
         for(j=1;j<=cptcovn;j++)         as a weighted average of prlim.
           fprintf(ficrespij,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);      */
         fprintf(ficrespij,"******\n");      for(j=nlstate+1;j<=nlstate+ndeath;j++){
                for(i=1,gmp[j]=0.;i<= nlstate; i++) 
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */          gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */      }    
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */      /* end probability of death */
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  
           oldm=oldms;savm=savms;      fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);        for(j=nlstate+1; j<=(nlstate+ndeath);j++){
           fprintf(ficrespij,"# Age");        fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
           for(i=1; i<=nlstate;i++)        for(i=1; i<=nlstate;i++){
             for(j=1; j<=nlstate+ndeath;j++)          fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
               fprintf(ficrespij," %1d-%1d",i,j);        }
           fprintf(ficrespij,"\n");      } 
           for (h=0; h<=nhstepm; h++){      fprintf(ficresprobmorprev,"\n");
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );  
             for(i=1; i<=nlstate;i++)      fprintf(ficresvij,"%.0f ",age );
               for(j=1; j<=nlstate+ndeath;j++)      for(i=1; i<=nlstate;i++)
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);        for(j=1; j<=nlstate;j++){
             fprintf(ficrespij,"\n");          fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
           }        }
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      fprintf(ficresvij,"\n");
           fprintf(ficrespij,"\n");      free_matrix(gp,0,nhstepm,1,nlstate);
         }      free_matrix(gm,0,nhstepm,1,nlstate);
     }      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
   }      free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
       free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   fclose(ficrespij);    } /* End age */
     free_vector(gpp,nlstate+1,nlstate+ndeath);
   /*---------- Health expectancies and variances ------------*/    free_vector(gmp,nlstate+1,nlstate+ndeath);
     free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
   strcpy(filerest,"t");    free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
   strcat(filerest,fileres);    fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
   if((ficrest=fopen(filerest,"w"))==NULL) {    /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;    fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
   }  /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
   printf("Computing Total LEs with variances: file '%s' \n", filerest);  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
   /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
     fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",fileresprobmorprev);
   strcpy(filerese,"e");    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",fileresprobmorprev);
   strcat(filerese,fileres);    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",fileresprobmorprev);
   if((ficreseij=fopen(filerese,"w"))==NULL) {    fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",fileresprobmorprev,fileresprobmorprev);
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);    fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"varmuptjgr%s%s%s.png\"> <br>\n", estepm,digitp,optionfilefiname,digit);
   }    /*  fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months and then divided by estepm and multiplied by %.0f in order to have the probability to die over a year <br> <img src=\"varmuptjgr%s%s.png\"> <br>\n", stepm,YEARM,digitp,digit);
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);  */
     fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit);
  strcpy(fileresv,"v");  
   strcat(fileresv,fileres);    free_vector(xp,1,npar);
   if((ficresvij=fopen(fileresv,"w"))==NULL) {    free_matrix(doldm,1,nlstate,1,nlstate);
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);    free_matrix(dnewm,1,nlstate,1,npar);
   }    free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);    free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
     free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   k=0;    if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   for(cptcov=1;cptcov<=i1;cptcov++){    fclose(ficresprobmorprev);
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    fclose(ficgp);
       k=k+1;    fclose(fichtm);
       fprintf(ficrest,"\n#****** ");  }  
       for(j=1;j<=cptcovn;j++)  
         fprintf(ficrest,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);  /************ Variance of prevlim ******************/
       fprintf(ficrest,"******\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)
   {
       fprintf(ficreseij,"\n#****** ");    /* Variance of prevalence limit */
       for(j=1;j<=cptcovn;j++)    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);    double **newm;
       fprintf(ficreseij,"******\n");    double **dnewm,**doldm;
     int i, j, nhstepm, hstepm;
       fprintf(ficresvij,"\n#****** ");    int k, cptcode;
       for(j=1;j<=cptcovn;j++)    double *xp;
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);    double *gp, *gm;
       fprintf(ficresvij,"******\n");    double **gradg, **trgradg;
     double age,agelim;
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);    int theta;
       oldm=oldms;savm=savms;     
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);      fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);    fprintf(ficresvpl,"# Age");
       oldm=oldms;savm=savms;    for(i=1; i<=nlstate;i++)
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);        fprintf(ficresvpl," %1d-%1d",i,i);
          fprintf(ficresvpl,"\n");
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");  
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);    xp=vector(1,npar);
       fprintf(ficrest,"\n");    dnewm=matrix(1,nlstate,1,npar);
            doldm=matrix(1,nlstate,1,nlstate);
       hf=1;    
       if (stepm >= YEARM) hf=stepm/YEARM;    hstepm=1*YEARM; /* Every year of age */
       epj=vector(1,nlstate+1);    hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
       for(age=bage; age <=fage ;age++){    agelim = AGESUP;
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
         fprintf(ficrest," %.0f",age);      nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){      if (stepm >= YEARM) hstepm=1;
           for(i=1, epj[j]=0.;i <=nlstate;i++) {      nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];      gradg=matrix(1,npar,1,nlstate);
           }      gp=vector(1,nlstate);
           epj[nlstate+1] +=epj[j];      gm=vector(1,nlstate);
         }  
         for(i=1, vepp=0.;i <=nlstate;i++)      for(theta=1; theta <=npar; theta++){
           for(j=1;j <=nlstate;j++)        for(i=1; i<=npar; i++){ /* Computes gradient */
             vepp += vareij[i][j][(int)age];          xp[i] = x[i] + (i==theta ?delti[theta]:0);
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));        }
         for(j=1;j <=nlstate;j++){        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));        for(i=1;i<=nlstate;i++)
         }          gp[i] = prlim[i][i];
         fprintf(ficrest,"\n");      
       }        for(i=1; i<=npar; i++) /* Computes gradient */
     }          xp[i] = x[i] - (i==theta ?delti[theta]:0);
   }        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
                for(i=1;i<=nlstate;i++)
  fclose(ficreseij);          gm[i] = prlim[i][i];
  fclose(ficresvij);  
   fclose(ficrest);        for(i=1;i<=nlstate;i++)
   fclose(ficpar);          gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
   free_vector(epj,1,nlstate+1);      } /* End theta */
   /*  scanf("%d ",i); */  
       trgradg =matrix(1,nlstate,1,npar);
   /*------- Variance limit prevalence------*/    
       for(j=1; j<=nlstate;j++)
 strcpy(fileresvpl,"vpl");        for(theta=1; theta <=npar; theta++)
   strcat(fileresvpl,fileres);          trgradg[j][theta]=gradg[theta][j];
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {  
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);      for(i=1;i<=nlstate;i++)
     exit(0);        varpl[i][(int)age] =0.;
   }      matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);      matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
       for(i=1;i<=nlstate;i++)
  k=0;        varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
  for(cptcov=1;cptcov<=i1;cptcov++){  
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){      fprintf(ficresvpl,"%.0f ",age );
      k=k+1;      for(i=1; i<=nlstate;i++)
      fprintf(ficresvpl,"\n#****** ");        fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
      for(j=1;j<=cptcovn;j++)      fprintf(ficresvpl,"\n");
        fprintf(ficresvpl,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);      free_vector(gp,1,nlstate);
      fprintf(ficresvpl,"******\n");      free_vector(gm,1,nlstate);
            free_matrix(gradg,1,npar,1,nlstate);
      varpl=matrix(1,nlstate,(int) bage, (int) fage);      free_matrix(trgradg,1,nlstate,1,npar);
      oldm=oldms;savm=savms;    } /* End age */
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);  
    }    free_vector(xp,1,npar);
  }    free_matrix(doldm,1,nlstate,1,npar);
     free_matrix(dnewm,1,nlstate,1,nlstate);
   fclose(ficresvpl);  
   }
   /*---------- End : free ----------------*/  
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);  /************ Variance of one-step probabilities  ******************/
    void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);  {
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);    int i, j=0,  i1, k1, l1, t, tj;
      int k2, l2, j1,  z1;
      int k=0,l, cptcode;
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);    int first=1, first1;
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);    double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);    double **dnewm,**doldm;
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);    double *xp;
      double *gp, *gm;
   free_matrix(matcov,1,npar,1,npar);    double **gradg, **trgradg;
   free_vector(delti,1,npar);    double **mu;
      double age,agelim, cov[NCOVMAX];
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);    double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
     int theta;
   printf("End of Imach\n");    char fileresprob[FILENAMELENGTH];
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */    char fileresprobcov[FILENAMELENGTH];
      char fileresprobcor[FILENAMELENGTH];
   /* printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);*/  
   /*printf("Total time was %d uSec.\n", total_usecs);*/    double ***varpij;
   /*------ End -----------*/  
     strcpy(fileresprob,"prob"); 
  end:    strcat(fileresprob,fileres);
 #ifdef windows    if((ficresprob=fopen(fileresprob,"w"))==NULL) {
  chdir(pathcd);      printf("Problem with resultfile: %s\n", fileresprob);
 #endif      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
  system("wgnuplot ../gp37mgw/graph.plt");    }
     strcpy(fileresprobcov,"probcov"); 
 #ifdef windows    strcat(fileresprobcov,fileres);
   while (z[0] != 'q') {    if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
     chdir(pathcd);      printf("Problem with resultfile: %s\n", fileresprobcov);
     printf("\nType e to edit output files, c to start again, and q for exiting: ");      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
     scanf("%s",z);    }
     if (z[0] == 'c') system("./imach");    strcpy(fileresprobcor,"probcor"); 
     else if (z[0] == 'e') {    strcat(fileresprobcor,fileres);
       chdir(path);    if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
       system("index.htm");      printf("Problem with resultfile: %s\n", fileresprobcor);
     }      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
     else if (z[0] == 'q') exit(0);    }
   }    printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
 #endif    fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
 }    printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     
     fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
     fprintf(ficresprob,"# Age");
     fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
     fprintf(ficresprobcov,"# Age");
     fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
     fprintf(ficresprobcov,"# Age");
   
   
     for(i=1; i<=nlstate;i++)
       for(j=1; j<=(nlstate+ndeath);j++){
         fprintf(ficresprob," p%1d-%1d (SE)",i,j);
         fprintf(ficresprobcov," p%1d-%1d ",i,j);
         fprintf(ficresprobcor," p%1d-%1d ",i,j);
       }  
    /* fprintf(ficresprob,"\n");
     fprintf(ficresprobcov,"\n");
     fprintf(ficresprobcor,"\n");
    */
    xp=vector(1,npar);
     dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
     doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
     mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
     varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
     first=1;
     if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
       printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
       fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
       exit(0);
     }
     else{
       fprintf(ficgp,"\n# Routine varprob");
     }
     if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
       printf("Problem with html file: %s\n", optionfilehtm);
       fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm);
       exit(0);
     }
     else{
       fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
       fprintf(fichtm,"\n");
   
       fprintf(fichtm,"\n<li><h4> Computing matrix of variance-covariance of step probabilities</h4></li>\n");
       fprintf(fichtm,"\nWe have drawn ellipsoids of confidence around the p<inf>ij</inf>, p<inf>kl</inf> to understand the covariance between two incidences. They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
       fprintf(fichtm,"\n<br> We have drawn x'cov<sup>-1</sup>x = 4 where x is the column vector (pij,pkl). It means that if pij and pkl where uncorrelated the (2X2) matrix 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> When both incidences are correlated we diagonalised the inverse of the covariance matrix and made the appropriate rotation.<br> \n");
   
     }
   
     cov[1]=1;
     tj=cptcoveff;
     if (cptcovn<1) {tj=1;ncodemax[1]=1;}
     j1=0;
     for(t=1; t<=tj;t++){
       for(i1=1; i1<=ncodemax[t];i1++){ 
         j1++;
         if  (cptcovn>0) {
           fprintf(ficresprob, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprob, "**********\n#\n");
           fprintf(ficresprobcov, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcov, "**********\n#\n");
           
           fprintf(ficgp, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficgp, "**********\n#\n");
           
           
           fprintf(fichtm, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(fichtm, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
           
           fprintf(ficresprobcor, "\n#********** Variable ");    
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcor, "**********\n#");    
         }
         
         for (age=bage; age<=fage; age ++){ 
           cov[2]=age;
           for (k=1; k<=cptcovn;k++) {
             cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
           }
           for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
           for (k=1; k<=cptcovprod;k++)
             cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
           
           gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
           trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
           gp=vector(1,(nlstate)*(nlstate+ndeath));
           gm=vector(1,(nlstate)*(nlstate+ndeath));
       
           for(theta=1; theta <=npar; theta++){
             for(i=1; i<=npar; i++)
               xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
             
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             
             k=0;
             for(i=1; i<= (nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gp[k]=pmmij[i][j];
               }
             }
             
             for(i=1; i<=npar; i++)
               xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
       
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             k=0;
             for(i=1; i<=(nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gm[k]=pmmij[i][j];
               }
             }
        
             for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
               gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
           }
   
           for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
             for(theta=1; theta <=npar; theta++)
               trgradg[j][theta]=gradg[theta][j];
           
           matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
           matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
           free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
           free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
   
           pmij(pmmij,cov,ncovmodel,x,nlstate);
           
           k=0;
           for(i=1; i<=(nlstate); i++){
             for(j=1; j<=(nlstate+ndeath);j++){
               k=k+1;
               mu[k][(int) age]=pmmij[i][j];
             }
           }
           for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
             for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
               varpij[i][j][(int)age] = doldm[i][j];
   
           /*printf("\n%d ",(int)age);
             for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             }*/
   
           fprintf(ficresprob,"\n%d ",(int)age);
           fprintf(ficresprobcov,"\n%d ",(int)age);
           fprintf(ficresprobcor,"\n%d ",(int)age);
   
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
             fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
             fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
           }
           i=0;
           for (k=1; k<=(nlstate);k++){
             for (l=1; l<=(nlstate+ndeath);l++){ 
               i=i++;
               fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
               fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
               for (j=1; j<=i;j++){
                 fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
                 fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
               }
             }
           }/* end of loop for state */
         } /* end of loop for age */
   
         /* Confidence intervalle of pij  */
         /*
           fprintf(ficgp,"\nset noparametric;unset label");
           fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
           fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
           fprintf(fichtm,"\n<br>Probability with  confidence intervals expressed in year<sup>-1</sup> :<a href=\"pijgr%s.png\">pijgr%s.png</A>, ",optionfilefiname,optionfilefiname);
           fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
           fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
           fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
         */
   
         /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
         first1=1;
         for (k2=1; k2<=(nlstate);k2++){
           for (l2=1; l2<=(nlstate+ndeath);l2++){ 
             if(l2==k2) continue;
             j=(k2-1)*(nlstate+ndeath)+l2;
             for (k1=1; k1<=(nlstate);k1++){
               for (l1=1; l1<=(nlstate+ndeath);l1++){ 
                 if(l1==k1) continue;
                 i=(k1-1)*(nlstate+ndeath)+l1;
                 if(i<=j) continue;
                 for (age=bage; age<=fage; age ++){ 
                   if ((int)age %5==0){
                     v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
                     v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     mu1=mu[i][(int) age]/stepm*YEARM ;
                     mu2=mu[j][(int) age]/stepm*YEARM;
                     c12=cv12/sqrt(v1*v2);
                     /* Computing eigen value of matrix of covariance */
                     lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     /* Eigen vectors */
                     v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
                     /*v21=sqrt(1.-v11*v11); *//* error */
                     v21=(lc1-v1)/cv12*v11;
                     v12=-v21;
                     v22=v11;
                     tnalp=v21/v11;
                     if(first1==1){
                       first1=0;
                       printf("%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tang %.3f\nOthers in log...\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     }
                     fprintf(ficlog,"%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tan %.3f\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     /*printf(fignu*/
                     /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
                     /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
                     if(first==1){
                       first=0;
                       fprintf(ficgp,"\nset parametric;unset label");
                       fprintf(ficgp,"\nset log y;set log x; set xlabel \"p%1d%1d (year-1)\";set ylabel \"p%1d%1d (year-1)\"",k1,l1,k2,l2);
                       fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
                       fprintf(fichtm,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup> :<a href=\"varpijgr%s%d%1d%1d-%1d%1d.png\">varpijgr%s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,optionfilefiname, j1,k1,l1,k2,l2,optionfilefiname, j1,k1,l1,k2,l2);
                       fprintf(fichtm,"\n<br><img src=\"varpijgr%s%d%1d%1d-%1d%1d.png\"> ",optionfilefiname, j1,k1,l1,k2,l2);
                       fprintf(fichtm,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\"",optionfilefiname, 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(fichtm," %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 \"varpijgr%s%d%1d%1d-%1d%1d.png\";replot;",optionfilefiname, 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);
     fclose(ficgp);
     fclose(fichtm);
   }
   
   
   /******************* 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;
     /*char optionfilehtm[FILENAMELENGTH];*/
     if((fichtm=fopen(optionfilehtm,"a"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
       fprintf(ficlog,"Problem with %s \n",optionfilehtm), exit(0);
     }
   
      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=\"p%s\">p%s</a> <br>\n
    - Estimated transition probabilities over %d (stepm) months: <a href=\"pij%s\">pij%s</a><br>\n
    - Stable prevalence in each health state: <a href=\"pl%s\">pl%s</a> <br>\n
    - Life expectancies by age and initial health status (estepm=%2d months): 
      <a href=\"e%s\">e%s</a> <br>\n</li>", \
     jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,fileres,fileres,stepm,fileres,fileres,fileres,fileres,estepm,fileres,fileres);
   
   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: pe%s%d1.png<br>
   <img src=\"pe%s%d1.png\">",stepm,strtok(optionfile, "."),jj1,strtok(optionfile, "."),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: pe%s%d2.png<br>
   <img src=\"pe%s%d2.png\">",stepm,strtok(optionfile, "."),jj1,strtok(optionfile, "."),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=\"p%s%d%d.png\">",strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);
          }
        for(cpt=1; cpt<=nlstate;cpt++) {
           fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.png <br>
   <img src=\"exp%s%d%d.png\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);
        }
        fprintf(fichtm,"\n<br>- Total life expectancy by age and
   health expectancies in states (1) and (2): e%s%d.png<br>
   <img src=\"e%s%d.png\">",strtok(optionfile, "."),jj1,strtok(optionfile, "."),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
    - Variance of one-step probabilities: <a href=\"prob%s\">prob%s</a> <br>\n
    - Variance-covariance of one-step probabilities: <a href=\"probcov%s\">probcov%s</a> <br>\n
    - Correlation matrix of one-step probabilities: <a href=\"probcor%s\">probcor%s</a> <br>\n
    - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"v%s\">v%s</a><br>\n 
    - Health expectancies with their variances (no covariance): <a href=\"t%s\">t%s</a> <br>\n
    - Standard deviation of stable prevalences: <a href=\"vpl%s\">vpl%s</a> <br>\n",rfileres,rfileres,fileres,fileres,fileres,fileres,fileres,fileres, estepm, fileres,fileres,fileres,fileres,fileres,fileres);
   
   /*  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); */
   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 and period prevalence (with confident
   interval) in state (%d): v%s%d%d.png <br>
   <img src=\"v%s%d%d.png\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);  
        }
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
   fclose(fichtm);
   }
   
   /******************* Gnuplot file **************/
   void printinggnuplot(char fileres[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
   
     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);
     
    /* 1eme*/
     for (cpt=1; cpt<= nlstate ; cpt ++) {
      for (k1=1; k1<= m ; k1 ++) {
        fprintf(ficgp,"\nset out \"v%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
        fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,fileres,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,\"vpl%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",fileres,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,\"vpl%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",fileres,k1-1,k1-1); 
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }  
        fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));
      }
     }
     /*2 eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       fprintf(ficgp,"\nset out \"e%s%d.png\" \n",strtok(optionfile, "."),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,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,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,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         fprintf(ficgp,"\" t\"\" w l 0,");
         fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           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 \"exp%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
         fprintf(ficgp,"set ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,fileres,k1-1,k1-1,k,cpt);
         /*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," ,\"e%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",fileres,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 \"p%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
         fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,fileres,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,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);
         for (i=1; i< nlstate ; i ++) {
           l=3+(nlstate+ndeath)*cpt;
           fprintf(ficgp,"+$%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 \"pe%s%d%d.png\" \n",strtok(optionfile, "."),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 */
      fclose(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(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(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);
   }
   
   /***********************************************/
   /**************** 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;
     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[80],pathc[80],pathcd[80],pathtot[80],model[80];
     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;
   
     char *alph[]={"a","a","b","c","d","e"}, str[4];
   
   
     char z[1]="c", occ;
   #include <sys/time.h>
   #include <time.h>
     char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
    
     /* long total_usecs;
        struct timeval start_time, end_time;
     
        gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
     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, 80)!= 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(pathtot,path,optionfile,optionfilext,optionfilefiname);
     printf("pathtot=%s, path=%s, optionfile=%s optionfilext=%s optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     chdir(path);
     replace(pathc,path);
   
     /*-------- 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",version);
     fprintf(ficlog,"\nEnter the parameter file name: ");
     fprintf(ficlog,"pathtot=%s, path=%s, optionfile=%s optionfilext=%s optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     fflush(ficlog);
   
     /* */
     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);
       goto end;
     }
   
     strcpy(filereso,"o");
     strcat(filereso,fileres);
     if((ficparo=fopen(filereso,"w"))==NULL) {
       printf("Problem with Output resultfile: %s\n", filereso);
       fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
       goto end;
     }
   
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     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);
     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);
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     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 */
     
     /* Read guess parameters */
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     for(i=1; i <=nlstate; i++)
       for(j=1; j <=nlstate+ndeath-1; j++){
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         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");
         if(mle==1)
           printf("\n");
         fprintf(ficlog,"\n");
         fprintf(ficparo,"\n");
       }
     
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
   
     p=param[1][1];
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     /* delti=vector(1,npar); *//* Scale of each paramater (output from hesscov) */
     for(i=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath-1; j++){
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%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]);
         }
         fscanf(ficpar,"\n");
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     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);
       puts(line);
       fputs(line,ficparo);
     }
     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]);
         }
         else
           fprintf(ficlog," %.5le",matcov[i][j]);
         fprintf(ficparo," %.5le",matcov[i][j]);
       }
       fscanf(ficpar,"\n");
       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");
   
   
     /*-------- Rewriting paramater 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);
       
     /*-------- 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=ivector(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);
         } 
         num[i]=atol(stra);
           
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
           printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/
   
         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("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));}*/
     
    for (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){
           printf("Error! Date of death (month %2d and year %4d) of individual %d 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 %d 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){
           printf("Error! Month of death of individual %d 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 %d 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;
         }
       }
     }
   
     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){
                   printf("Warning negative age at death: %d line:%d\n",num[i],i);
                   fprintf(ficlog,"Warning negative age at death: %d 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)) {
           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("%d %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); 
   
     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);*/
       
     /* Calculates basic frequencies. Computes observed prevalence at single age
        and prints on file fileres'p'. */
   
       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) */
   
     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);
     
   
     jk=1;
     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==1){
       /* 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");
     for(i=1,k=1;i<=npar;i++){
       /*  if (k>nlstate) k=1;
           i1=(i-1)/(ncovmodel*nlstate)+1; 
           fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);
           printf("%s%d%d",alph[k],i1,tab[i]);
       */
       fprintf(ficres,"%3d",i);
       if(mle==1)
         printf("%3d",i);
       fprintf(ficlog,"%3d",i);
       for(j=1; j<=i;j++){
         fprintf(ficres," %.5e",matcov[i][j]);
         if(mle==1)
           printf(" %.5e",matcov[i][j]);
         fprintf(ficlog," %.5e",matcov[i][j]);
       }
       fprintf(ficres,"\n");
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       k++;
     }
      
     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.*/
   
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"popforecast=%d popfile=%s popfiledate=%lf/%lf/%lf last-popfiledate=%lf/%lf/%lf\n",&popforecast,popfile,&jpyram,&mpyram,&anpyram,&jpyram1,&mpyram1,&anpyram1);
     fprintf(ficparo,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
     fprintf(ficres,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
   
     probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);
   
     /*------------ gnuplot -------------*/
     strcpy(optionfilegnuplot,optionfilefiname);
     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);
     printinggnuplot(fileres, ageminpar,agemaxpar,fage, pathc,p);
     /*--------- index.htm --------*/
   
     strcpy(optionfilehtm,optionfile);
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
     }
   
     fprintf(fichtm,"<body> <font size=\"2\">%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
   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
   <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></ul>\n",version,title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,agemin,agemax,jmin,jmax,jmean,fileres,fileres,filelog,filelog,optionfilegnuplot,optionfilegnuplot);
      fclose(fichtm);
   
     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_ivector(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);
   
   
     /*---------- 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(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 ----------------*/
     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);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     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);
   
     /*  fclose(fichtm);*/
     /*  fclose(ficgp);*/ /* ALready done */
     
   
     if(erreur >0){
       printf("End of Imach with error or warning %d\n",erreur);
       fprintf(ficlog,"End of Imach with error or warning %d\n",erreur);
     }else{
      printf("End of Imach\n");
      fprintf(ficlog,"End of Imach\n");
     }
     printf("See log file on %s\n",filelog);
     fclose(ficlog);
     /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
     
     /* printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);*/
     /*printf("Total time was %d uSec.\n", total_usecs);*/
     /*------ End -----------*/
   
     end:
   #ifdef windows
     /* chdir(pathcd);*/
   #endif 
    /*system("wgnuplot graph.plt");*/
    /*system("../gp37mgw/wgnuplot graph.plt");*/
    /*system("cd ../gp37mgw");*/
    /* system("..\\gp37mgw\\wgnuplot graph.plt");*/
     strcpy(plotcmd,GNUPLOTPROGRAM);
     strcat(plotcmd," ");
     strcat(plotcmd,optionfilegnuplot);
     printf("Starting graphs with: %s",plotcmd);fflush(stdout);
     system(plotcmd);
     printf(" Wait...");
   
    /*#ifdef windows*/
     while (z[0] != 'q') {
       /* chdir(path); */
       printf("\nType e to edit output files, g to graph again, c to start again, and q for exiting: ");
       scanf("%s",z);
       if (z[0] == 'c') system("./imach");
       else if (z[0] == 'e') system(optionfilehtm);
       else if (z[0] == 'g') system(plotcmd);
       else if (z[0] == 'q') exit(0);
     }
     /*#endif */
   }
   
   

Removed from v.1.2  
changed lines
  Added in v.1.81


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